# EDGAR Filing Document

**Accession Number:** 0000857490
**File Stem:** 0001104659-25-088602
**Filing Date:** 2025-9
**Character Count:** 3166064
**Document Hash:** b1b91e0b3de16044572db418089ff2ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-088602.hdr.sgml**: 20250909

**ACCESSION NUMBER**: 0001104659-25-088602

**CONFORMED SUBMISSION TYPE**: N-CSR/A

**PUBLIC DOCUMENT COUNT**: 48

**CONFORMED PERIOD OF REPORT**: 20241231

**FILED AS OF DATE**: 20250909

**DATE AS OF CHANGE**: 20250909

**EFFECTIVENESS DATE**: 20250909

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-CSR/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05962
- **FILM NUMBER:** 251303054

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

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

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

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

## Series and Classes Contracts Data

### Balanced Portfolio (Series ID: S000004390)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

### Growth Portfolio (Series ID: S000004401)

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

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

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

### International Portfolio (Series ID: S000004403)

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

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

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

**FORM N-CSR/A**

**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: | **John E. Schadl, 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, 2024—December 31, 2024

**Explanatory Note**

**The Vanguard Variable Insurance Funds (the "Registrant") is filing this amendment to its Form N-CSR for the period ended December 31, 2024 solely to update Item 11: Statement Regarding Basis for Approval of Investment Advisory Contracts to include a description of the Board's considerations in approving the advisory arrangements with respect to the VVIF International Portfolio. Except for the above-noted update, no other information or disclosures in the Registrant's Form N-CSR (filed March 4, 2025, Accession No. 0001104659-25-020263) are revised or amended by this filing.**

**Item 1: Reports to Shareholders.**

**TABLE OF CONTENTS**

---

| |
|:---|
|  [Variable Insurance Funds - Balanced Portfolio](#classname7ac1e782-e40a-4cf8-9a4e-e478db4553c0) |
|  [Variable Insurance Funds - Money Market Portfolio](#classnamee2b2e2d5-513e-452d-a4c6-87fb5f23dee1) |
|  [Variable Insurance Funds - Short-Term Investment-Grade Portfolio](#classname100253fb-1b91-4692-92a9-bf3ce61cb8d4) |
|  [Variable Insurance Funds - Small Company Growth Portfolio](#classname8329a9ef-3782-4019-809f-c71160fccb08) |
|  [Variable Insurance Funds - Total Bond Market Index Portfolio](#classnamec1504c10-60d8-4d96-b597-9cdf889ae174) |
|  [Variable Insurance Funds - Capital Growth Portfolio](#classname858d48e2-edc4-4602-98c7-562d6521de6f) |
|  [Variable Insurance Funds - Diversified Value Portfolio](#classnamefc2ba550-46c8-4aca-8c53-4e70ddda1f55) |
|  [Variable Insurance Funds - Equity Income Portfolio](#classnameca56fc9a-5dbc-4687-a671-bd54132ece50) |
|  [Variable Insurance Funds - Growth Portfolio](#classnamed449733c-ee1b-4359-a52e-566cedf4476c) |
|  [Variable Insurance Funds - High Yield Bond Portfolio](#classnameebdec104-16ff-47ef-9821-8615c5d58269) |
|  [Variable Insurance Funds - International Portfolio](#classname57f89010-4e90-4265-8344-d04b6306840b) |

---

![Image](tm2525588d12_tsrimg006.jpg)

# Vanguard Variable Insurance Funds - Balanced Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Balanced Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Balanced Portfolio | $21 | 0.20% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund underperformed its composite benchmark. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. The Federal Reserve began cutting short-term interest rates in September, boosting stock returns, but sticky inflation and solid growth reduced expectations for further rate cuts, which weighed on bond prices.

* The Fund's stocks fell short of the 25.02% return of the Standard & Poor's 500 Index, the equity portion of the composite benchmark. Stock selection in financials and communication services outpaced those in the index, but this was more than offset by lagging performance in information technology and other sectors.

* The Fund's bonds slightly outperformed the 1.52% return of their benchmark, the Bloomberg U.S. Credit A or Better Bond Index. Security selection more than offset an underweight to duration. 

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg016.jpg)

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Balanced Portfolio** | **Variable Insurance Balanced Composite Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** | **Bloomberg U.S. Aggregate Bond Index** |
| **2014** | $10000 | $10000 | $10000 | $10000 |
| **2015** | $10081 | $10143 | $10180 | $10161 |
| **2015** | $10032 | $10069 | $10192 | $9990 |
| **2015** | $9623 | $9698 | $9451 | $10113 |
| **2015** | $10009 | $10138 | $10044 | $10055 |
| **2016** | $10200 | $10362 | $10136 | $10360 |
| **2016** | $10508 | $10631 | $10401 | $10589 |
| **2016** | $10769 | $10922 | $10862 | $10638 |
| **2016** | $11111 | $11072 | $11312 | $10321 |
| **2017** | $11487 | $11545 | $11967 | $10406 |
| **2017** | $11796 | $11861 | $12327 | $10556 |
| **2017** | $12197 | $12252 | $12890 | $10645 |
| **2017** | $12747 | $12817 | $13705 | $10687 |
| **2018** | $12501 | $12667 | $13623 | $10531 |
| **2018** | $12595 | $12922 | $14150 | $10514 |
| **2018** | $13199 | $13588 | $15156 | $10516 |
| **2018** | $12312 | $12421 | $12979 | $10688 |
| **2019** | $13369 | $13693 | $14802 | $11003 |
| **2019** | $13889 | $14276 | $15407 | $11341 |
| **2019** | $14337 | $14575 | $15582 | $11599 |
| **2019** | $15080 | $15451 | $16990 | $11620 |
| **2020** | $12993 | $13467 | $13429 | $11985 |
| **2020** | $14579 | $15529 | $16395 | $12332 |
| **2020** | $15437 | $16490 | $17883 | $12409 |
| **2020** | $16691 | $17892 | $20523 | $12492 |
| **2021** | $17271 | $18313 | $21846 | $12071 |
| **2021** | $18362 | $19518 | $23657 | $12291 |
| **2021** | $18550 | $19592 | $23629 | $12298 |
| **2021** | $19865 | $20995 | $25788 | $12299 |
| **2022** | $18615 | $19860 | $24396 | $11569 |
| **2022** | $16671 | $17352 | $20288 | $11026 |
| **2022** | $15864 | $16508 | $19362 | $10502 |
| **2022** | $17024 | $17501 | $20752 | $10699 |
| **2023** | $17591 | $18557 | $22255 | $11016 |
| **2023** | $18326 | $19568 | $24123 | $10923 |
| **2023** | $17758 | $18943 | $23329 | $10570 |
| **2023** | $19463 | $20889 | $26160 | $11291 |
| **2024** | $20540 | $22265 | $28788 | $11203 |
| **2024** | $21063 | $22876 | $29720 | $11210 |
| **2024** | $22154 | $24202 | $31551 | $11793 |
| **2024** | $22344 | $24305 | $32405 | $11432 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Balanced Portfolio | 14.80% | 8.18% | 8.37% |
| Variable Insurance Balanced Composite Index | 16.35% | 9.48% | 9.29% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 23.88% | 13.78% | 12.48% |
| Bloomberg U.S. Aggregate Bond Index | 1.25% | -0.33% | 1.35% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Communication Services | 7.9% |
| Consumer Discretionary | 9.2% |
| Consumer Staples | 2.9% |
| Energy | 4.5% |
| Financials | 18.9% |
| Health Care | 8.3% |
| Industrials | 4.8% |
| Information Technology | 22.5% |
| Materials | 0.9% |
| Other | 11.9% |
| Real Estate | 1.9% |
| Utilities | 5.0% |
| Other Assets and Liabilities—Net | 1.3% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $3535 |
| Number of Portfolio Holdings | 1438 |
| Portfolio Turnover Rate | 64% |
| Total Investment Advisory Fees (in thousands) | $1543 |

---

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

![Image](tm2525588d12_tsrimg006.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR106

# Vanguard Variable Insurance Funds - Money Market Portfolio
![Image](tm2525588d12_tsrimg012.jpg)

#### Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Money Market Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Money Market Portfolio | $15 | 0.15% |

---

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

### **Distribution by Effective Maturity % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| 1 to 7 Days | 67.5% |
| 8 to 30 Days | 14.8% |
| 31 to 60 Days | 9.9% |
| 61 to 90 Days | 7.5% |
| 91 to 180 Days | 1.9% |
| Over 180 Days | 0.9% |
| Other Assets and Liabilities—Net | (2.5%) |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1232 |
| Number of Portfolio Holdings | 251 |
| Total Investment Advisory Fees (in thousands) | $8 |

---

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

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR104

![Image](tm2525588d12_tsrimg003.jpg)

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

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Short-Term Investment-Grade Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio | $14 | 0.14% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund outperformed its benchmark, the Bloomberg U.S. 1–5 Year Credit Bond Index. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. While the Federal Reserve began cutting short-term interest rates in September, sticky inflation and solid growth reduced expectations for further rate cuts, which weighed on bond prices.

* The Fund's overweight to overall credit risk was the primary driver of outperformance. Out-of-benchmark allocations to asset-backed securities and commercial mortgage-backed securities as well as security selection in industrial investment-grade issuers also added value. 

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg001.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio** | **Bloomberg U.S. 1-5 Year Credit Bond Index** | **Bloomberg U.S. Aggregate Bond Index** |
| **2014** | $10000 | $10000 | $10000 |
| **2015** | $10103 | $10115 | $10161 |
| **2015** | $10093 | $10104 | $9990 |
| **2015** | $10141 | $10148 | $10113 |
| **2015** | $10112 | $10106 | $10055 |
| **2016** | $10289 | $10281 | $10360 |
| **2016** | $10426 | $10416 | $10589 |
| **2016** | $10485 | $10461 | $10638 |
| **2016** | $10387 | $10367 | $10321 |
| **2017** | $10474 | $10459 | $10406 |
| **2017** | $10544 | $10548 | $10556 |
| **2017** | $10614 | $10622 | $10645 |
| **2017** | $10614 | $10608 | $10687 |
| **2018** | $10552 | $10533 | $10531 |
| **2018** | $10572 | $10561 | $10514 |
| **2018** | $10633 | $10627 | $10516 |
| **2018** | $10715 | $10726 | $10688 |
| **2019** | $10938 | $10982 | $11003 |
| **2019** | $11147 | $11208 | $11341 |
| **2019** | $11262 | $11336 | $11599 |
| **2019** | $11325 | $11431 | $11620 |
| **2020** | $11184 | $11291 | $11985 |
| **2020** | $11721 | $11815 | $12332 |
| **2020** | $11829 | $11911 | $12409 |
| **2020** | $11947 | $12024 | $12492 |
| **2021** | $11882 | $11956 | $12071 |
| **2021** | $11970 | $12029 | $12291 |
| **2021** | $11981 | $12040 | $12298 |
| **2021** | $11893 | $11958 | $12299 |
| **2022** | $11450 | $11522 | $11569 |
| **2022** | $11246 | $11320 | $11026 |
| **2022** | $11031 | $11095 | $10502 |
| **2022** | $11212 | $11293 | $10699 |
| **2023** | $11429 | $11489 | $11016 |
| **2023** | $11418 | $11479 | $10923 |
| **2023** | $11441 | $11508 | $10570 |
| **2023** | $11903 | $11963 | $11291 |
| **2024** | $11970 | $12025 | $11203 |
| **2024** | $12090 | $12138 | $11210 |
| **2024** | $12545 | $12588 | $11793 |
| **2024** | $12485 | $12528 | $11432 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Short-Term Investment-Grade Portfolio | 4.89% | 1.97% | 2.24% |
| Bloomberg U.S. 1-5 Year Credit Bond Index | 4.72% | 1.85% | 2.28% |
| Bloomberg U.S. Aggregate Bond Index | 1.25% | -0.33% | 1.35% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Communications | 5.0% |
| Consumer Discretionary | 5.3% |
| Consumer Staples | 4.1% |
| Energy | 6.0% |
| Financials | 26.6% |
| Health Care | 7.6% |
| Industrials | 5.2% |
| Materials | 1.8% |
| Real Estate | 3.6% |
| Technology | 5.0% |
| Utilities | 5.6% |
| Other | 22.7% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 1.5% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2365 |
| Number of Portfolio Holdings | 2061 |
| Portfolio Turnover Rate | 72% |
| Total Investment Advisory Fees (in thousands) | $259 |

---

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

![Image](tm2525588d12_tsrimg003.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR274

![Image](tm2525588d12_tsrimg010.jpg)

# Vanguard Variable Insurance Funds - Small Company Growth Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Small Company Growth Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Small Company Growth Portfolio | $31 | 0.29% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund underperformed its benchmark, the Russell 2500 Growth Index. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. The Federal Reserve began cutting short-term interest rates in September, which boosted stock returns, as did the prospect of tax cuts and deregulation under the incoming administration.

* Growth stocks generally outperformed their value counterparts over the 12 months, but small-capitalization stocks lagged large-caps. In absolute terms, the Fund posted solid gains in most sectors—double digits in most cases—with only three of 11 sectors seeing declines. However, stock selection in information technology and communication services weighed down relative performance.

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg009.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Small Company Growth Portfolio** | **Russell 2500 Growth Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2014** | $10000 | $10000 | $10000 |
| **2015** | $10511 | $10744 | $10180 |
| **2015** | $10698 | $10809 | $10192 |
| **2015** | $9327 | $9615 | $9451 |
| **2015** | $9725 | $9981 | $10044 |
| **2016** | $9503 | $9716 | $10136 |
| **2016** | $9841 | $9978 | $10401 |
| **2016** | $10876 | $10675 | $10862 |
| **2016** | $11177 | $10952 | $11312 |
| **2017** | $11922 | $11637 | $11967 |
| **2017** | $12432 | $12117 | $12327 |
| **2017** | $13116 | $12817 | $12890 |
| **2017** | $13800 | $13631 | $13705 |
| **2018** | $14110 | $13955 | $13623 |
| **2018** | $15100 | $14726 | $14150 |
| **2018** | $16172 | $15782 | $15156 |
| **2018** | $12804 | $12613 | $12979 |
| **2019** | $15060 | $15008 | $14802 |
| **2019** | $15308 | $15629 | $15407 |
| **2019** | $14896 | $15132 | $15582 |
| **2019** | $16395 | $16732 | $16990 |
| **2020** | $11397 | $12847 | $13429 |
| **2020** | $15116 | $17069 | $16395 |
| **2020** | $16056 | $18669 | $17883 |
| **2020** | $20196 | $23503 | $20523 |
| **2021** | $21831 | $24087 | $21846 |
| **2021** | $23241 | $25541 | $23657 |
| **2021** | $22650 | $24639 | $23629 |
| **2021** | $23067 | $24688 | $25788 |
| **2022** | $20971 | $21651 | $24396 |
| **2022** | $16695 | $17418 | $20288 |
| **2022** | $16101 | $17397 | $19362 |
| **2022** | $17219 | $18217 | $20752 |
| **2023** | $18859 | $19409 | $22255 |
| **2023** | $19830 | $20655 | $24123 |
| **2023** | $18321 | $19242 | $23329 |
| **2023** | $20602 | $21666 | $26160 |
| **2024** | $21982 | $23509 | $28788 |
| **2024** | $21241 | $22518 | $29720 |
| **2024** | $22723 | $24092 | $31551 |
| **2024** | $22947 | $24677 | $32405 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Small Company Growth Portfolio | 11.38% | 6.96% | 8.66% |
| Russell 2500 Growth Index | 13.90% | 8.08% | 9.45% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 23.88% | 13.78% | 12.48% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Communication Services | 5.2% |
| Consumer Discretionary | 10.6% |
| Consumer Staples | 1.6% |
| Energy | 2.9% |
| Financials | 7.8% |
| Health Care | 24.2% |
| Industrials | 21.5% |
| Information Technology | 20.1% |
| Materials | 2.0% |
| Real Estate | 0.6% |
| Utilities | 0.4% |
| Other Assets and Liabilities—Net | 3.1% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1537 |
| Number of Portfolio Holdings | 527 |
| Portfolio Turnover Rate | 51% |
| Total Investment Advisory Fees (in thousands) | $1245 |

---

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

![Image](tm2525588d12_tsrimg010.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR161

![Image](tm2525588d12_tsrimg005.jpg)

# Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Total Bond Market Index Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio | $14 | 0.14% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund performed in line with its expense-free benchmark, the Bloomberg U.S. Aggregate Float Adjusted Index. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. While the Federal Reserve began cutting short-term interest rates in September, sticky inflation and solid growth reduced expectations for further rate cuts, which weighed on bond prices.

* U.S. Treasuries returned 0.58% for the period. Returns were higher for agency bonds (+3.14%), corporate bonds (+2.13%), and mortgage-backed securities (+1.54%), as measured by components of the Bloomberg U.S. Aggregate Float Adjusted Index.

* By credit quality, the highest- and lowest-rated investment-grade bonds outperformed those in the middle. By maturity, shorter-dated bonds outperformed other categories.

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg020.jpg)

---

| | | |
|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio** | **Bloomberg U.S. Aggregate Float Adjusted Index** |
| **2014** | $10000 | $10000 |
| **2015** | $10161 | $10166 |
| **2015** | $9974 | $9987 |
| **2015** | $10093 | $10106 |
| **2015** | $10033 | $10044 |
| **2016** | $10342 | $10358 |
| **2016** | $10578 | $10598 |
| **2016** | $10622 | $10646 |
| **2016** | $10281 | $10321 |
| **2017** | $10370 | $10408 |
| **2017** | $10522 | $10563 |
| **2017** | $10603 | $10652 |
| **2017** | $10648 | $10695 |
| **2018** | $10478 | $10537 |
| **2018** | $10460 | $10516 |
| **2018** | $10460 | $10520 |
| **2018** | $10625 | $10687 |
| **2019** | $10942 | $11007 |
| **2019** | $11273 | $11354 |
| **2019** | $11547 | $11618 |
| **2019** | $11547 | $11635 |
| **2020** | $11918 | $12004 |
| **2020** | $12267 | $12367 |
| **2020** | $12345 | $12448 |
| **2020** | $12423 | $12536 |
| **2021** | $11979 | $12090 |
| **2021** | $12219 | $12326 |
| **2021** | $12219 | $12333 |
| **2021** | $12209 | $12338 |
| **2022** | $11479 | $11596 |
| **2022** | $10925 | $11047 |
| **2022** | $10421 | $10531 |
| **2022** | $10596 | $10726 |
| **2023** | $10924 | $11049 |
| **2023** | $10829 | $10954 |
| **2023** | $10482 | $10613 |
| **2023** | $11187 | $11326 |
| **2024** | $11099 | $11245 |
| **2024** | $11109 | $11253 |
| **2024** | $11683 | $11830 |
| **2024** | $11326 | $11476 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Total Bond Market Index Portfolio | 1.24% | -0.39% | 1.25% |
| Bloomberg U.S. Aggregate Float Adjusted Index | 1.33% | -0.27% | 1.39% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Asset-Backed/Commercial Mortgage-Backed Securities | 2.4% |
| Corporate Bonds | 26.0% |
| Sovereign Bonds | 3.2% |
| Taxable Municipal Bonds | 0.5% |
| U.S. Government and Agency Obligations | 67.1% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 0.8% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $4582 |
| Number of Portfolio Holdings | 10989 |
| Portfolio Turnover Rate | 41% |
| Total Investment Advisory Fees (in thousands) | $100 |

---

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

![Image](tm2525588d12_tsrimg005.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR257

![Image](tm2525588d12_tsrimg021.jpg)

# Vanguard Variable Insurance Funds - Capital Growth Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Capital Growth Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Capital Growth Portfolio | $36 | 0.34% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund underperformed its benchmark, the Standard & Poor's 500 Index, by a wide margin. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. The Federal Reserve began cutting short-term interest rates in September, which boosted stock returns, as did the prospect of tax cuts and deregulation under the incoming administration.

* The Fund's underperformance owed mainly to tepid gains in the value of its technology holdings. They returned 7%, on average—roughly one-fifth as much as the index's tech component. Health care lagged notably, due to its significant overweight relative to the benchmark, as the sector lagged the broad market. Offsetting some of those weaknesses were underweight stakes in real estate and consumer staples, which also trailed the market. 

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg002.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Capital Growth Portfolio** | **S&P 500 Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2014** | $10000 | $10000 | $10000 |
| **2015** | $10201 | $10095 | $10180 |
| **2015** | $10051 | $10123 | $10192 |
| **2015** | $9480 | $9471 | $9451 |
| **2015** | $10262 | $10138 | $10044 |
| **2016** | $10092 | $10275 | $10136 |
| **2016** | $10124 | $10527 | $10401 |
| **2016** | $11094 | $10933 | $10862 |
| **2016** | $11375 | $11351 | $11312 |
| **2017** | $12297 | $12039 | $11967 |
| **2017** | $12981 | $12411 | $12327 |
| **2017** | $13691 | $12967 | $12890 |
| **2017** | $14655 | $13829 | $13705 |
| **2018** | $14893 | $13724 | $13623 |
| **2018** | $15330 | $14195 | $14150 |
| **2018** | $16735 | $15290 | $15156 |
| **2018** | $14482 | $13223 | $12979 |
| **2019** | $15938 | $15027 | $14802 |
| **2019** | $16252 | $15674 | $15407 |
| **2019** | $16405 | $15940 | $15582 |
| **2019** | $18320 | $17386 | $16990 |
| **2020** | $14756 | $13979 | $13429 |
| **2020** | $17284 | $16850 | $16395 |
| **2020** | $18960 | $18355 | $17883 |
| **2020** | $21521 | $20585 | $20523 |
| **2021** | $23628 | $21856 | $21846 |
| **2021** | $25217 | $23724 | $23657 |
| **2021** | $24376 | $23863 | $23629 |
| **2021** | $26156 | $26494 | $25788 |
| **2022** | $24897 | $25276 | $24396 |
| **2022** | $21537 | $21206 | $20288 |
| **2022** | $20209 | $20170 | $19362 |
| **2022** | $22106 | $21696 | $20752 |
| **2023** | $23625 | $23322 | $22255 |
| **2023** | $25846 | $25361 | $24123 |
| **2023** | $25779 | $24531 | $23329 |
| **2023** | $28292 | $27399 | $26160 |
| **2024** | $30883 | $30291 | $28788 |
| **2024** | $32603 | $31589 | $29720 |
| **2024** | $32823 | $33448 | $31551 |
| **2024** | $32086 | $34254 | $32405 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Capital Growth Portfolio | 13.41% | 11.86% | 12.37% |
| S&P 500 Index | 25.02% | 14.53% | 13.10% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 23.88% | 13.78% | 12.48% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Communication Services | 5.7% |
| Consumer Discretionary | 11.7% |
| Consumer Staples | 0.5% |
| Energy | 1.9% |
| Financials | 7.6% |
| Health Care | 27.3% |
| Industrials | 13.5% |
| Information Technology | 26.8% |
| Materials | 1.0% |
| Other Assets and Liabilities—Net | 4.0% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1948 |
| Number of Portfolio Holdings | 111 |
| Portfolio Turnover Rate | 5% |
| Total Investment Advisory Fees (in thousands) | $2916 |

---

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

![Image](tm2525588d12_tsrimg021.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR277

![Image](tm2525588d12_tsrimg017.jpg)

# Vanguard Variable Insurance Funds - Diversified Value Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Diversified Value Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Diversified Value Portfolio | $30 | 0.28% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund outperformed its benchmark, the Russell 1000 Value Index. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. The Federal Reserve began cutting short-term interest rates in September, which boosted stock returns, as did the prospect of tax cuts and deregulation under the incoming administration.

* Growth stocks outperformed value stocks by a wide margin for the 12 months. The broad U.S. stock market, as measured by the CRSP US Total Market Index, returned 23.77%.

* The advisor's information technology and consumer discretionary holdings contributed the most to the Fund's outperformance. Holdings in energy, consumer staples, and industrials detracted the most.

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg013.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Diversified Value Portfolio** | **Russell 1000 Value Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2014** | $10000 | $10000 | $10000 |
| **2015** | $9961 | $9928 | $10180 |
| **2015** | $10079 | $9939 | $10192 |
| **2015** | $9312 | $9104 | $9451 |
| **2015** | $9755 | $9617 | $10044 |
| **2016** | $9808 | $9775 | $10136 |
| **2016** | $10188 | $10223 | $10401 |
| **2016** | $10440 | $10579 | $10862 |
| **2016** | $11019 | $11285 | $11312 |
| **2017** | $11466 | $11654 | $11967 |
| **2017** | $11766 | $11811 | $12327 |
| **2017** | $11825 | $12178 | $12890 |
| **2017** | $12469 | $12827 | $13705 |
| **2018** | $11854 | $12464 | $13623 |
| **2018** | $12147 | $12610 | $14150 |
| **2018** | $13080 | $13329 | $15156 |
| **2018** | $11332 | $11767 | $12979 |
| **2019** | $12530 | $13171 | $14802 |
| **2019** | $13023 | $13677 | $15407 |
| **2019** | $13205 | $13863 | $15582 |
| **2019** | $14244 | $14890 | $16990 |
| **2020** | $10580 | $10910 | $13429 |
| **2020** | $12596 | $12469 | $16395 |
| **2020** | $13408 | $13166 | $17883 |
| **2020** | $15922 | $15306 | $20523 |
| **2021** | $17904 | $17028 | $21846 |
| **2021** | $19178 | $17915 | $23657 |
| **2021** | $19249 | $17776 | $23629 |
| **2021** | $20773 | $19157 | $25788 |
| **2022** | $20434 | $19015 | $24396 |
| **2022** | $17468 | $16694 | $20288 |
| **2022** | $16523 | $15756 | $19362 |
| **2022** | $18386 | $17713 | $20752 |
| **2023** | $19176 | $17891 | $22255 |
| **2023** | $20222 | $18620 | $24123 |
| **2023** | $19854 | $18031 | $23329 |
| **2023** | $22087 | $19743 | $26160 |
| **2024** | $23988 | $21517 | $28788 |
| **2024** | $24125 | $21051 | $29720 |
| **2024** | $25360 | $23036 | $31551 |
| **2024** | $25375 | $22580 | $32405 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Diversified Value Portfolio | 14.89% | 12.24% | 9.76% |
| Russell 1000 Value Index | 14.37% | 8.68% | 8.49% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 23.88% | 13.78% | 12.48% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Communication Services | 5.5% |
| Consumer Discretionary | 9.5% |
| Consumer Staples | 4.2% |
| Energy | 7.2% |
| Financials | 19.5% |
| Health Care | 13.4% |
| Industrials | 10.5% |
| Information Technology | 21.1% |
| Materials | 1.0% |
| Real Estate | 1.6% |
| Utilities | 1.5% |
| Other Assets and Liabilities—Net | 5.0% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1360 |
| Number of Portfolio Holdings | 125 |
| Portfolio Turnover Rate | 35% |
| Total Investment Advisory Fees (in thousands) | $1587 |

---

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

![Image](tm2525588d12_tsrimg017.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR278

![Image](tm2525588d12_tsrimg019.jpg)

# Vanguard Variable Insurance Funds - Equity Income Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Equity Income Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Equity Income Portfolio | $31 | 0.29% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund underperformed its benchmark, the FTSE High Dividend Yield Index. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. The Federal Reserve began cutting short-term interest rates in September, which boosted stock returns, as did the prospect of tax cuts and deregulation under the incoming administration.

* The Fund's shortcomings were widespread; it trailed the index in seven of 11 economic sectors. The underperformance of its holdings in consumer staples and materials companies hurt the most. Modest real estate investments also weighed on its result, as the sector declined in a generally rising market. The Fund's consumer discretionary holdings outperformed, providing the largest relative performance boost. 

* For the decade ended December 31, 2024, the Fund performed in line with its benchmark index. 

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg007.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Equity Income Portfolio** | **FTSE High Dividend Yield Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2014** | $10000 | $10000 | $10000 |
| **2015** | $9981 | $9974 | $10180 |
| **2015** | $9957 | $9944 | $10192 |
| **2015** | $9420 | $9332 | $9451 |
| **2015** | $10085 | $10039 | $10044 |
| **2016** | $10413 | $10454 | $10136 |
| **2016** | $10859 | $10913 | $10401 |
| **2016** | $11053 | $11095 | $10862 |
| **2016** | $11605 | $11742 | $11312 |
| **2017** | $12102 | $12136 | $11967 |
| **2017** | $12324 | $12309 | $12327 |
| **2017** | $12898 | $12869 | $12890 |
| **2017** | $13722 | $13681 | $13705 |
| **2018** | $13353 | $13296 | $13623 |
| **2018** | $13536 | $13479 | $14150 |
| **2018** | $14253 | $14252 | $15156 |
| **2018** | $12904 | $12880 | $12979 |
| **2019** | $14302 | $14263 | $14802 |
| **2019** | $14747 | $14656 | $15407 |
| **2019** | $15040 | $15018 | $15582 |
| **2019** | $16056 | $16002 | $16990 |
| **2020** | $12410 | $12171 | $13429 |
| **2020** | $13962 | $13697 | $16395 |
| **2020** | $14645 | $14189 | $17883 |
| **2020** | $16578 | $16187 | $20523 |
| **2021** | $18214 | $17972 | $21846 |
| **2021** | $19162 | $18788 | $23657 |
| **2021** | $19118 | $18669 | $23629 |
| **2021** | $20776 | $20426 | $25788 |
| **2022** | $20981 | $20576 | $24396 |
| **2022** | $19192 | $18802 | $20288 |
| **2022** | $18139 | $17680 | $19362 |
| **2022** | $20639 | $20360 | $20752 |
| **2023** | $20267 | $19993 | $22255 |
| **2023** | $20910 | $20274 | $24123 |
| **2023** | $20462 | $19886 | $23329 |
| **2023** | $22310 | $21701 | $26160 |
| **2024** | $24033 | $23677 | $28788 |
| **2024** | $23880 | $23400 | $29720 |
| **2024** | $25919 | $25462 | $31551 |
| **2024** | $25684 | $25532 | $32405 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Equity Income Portfolio | 15.12% | 9.85% | 9.89% |
| FTSE High Dividend Yield Index | 17.65% | 9.79% | 9.83% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 23.88% | 13.78% | 12.48% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Communication Services | 2.5% |
| Consumer Discretionary | 5.0% |
| Consumer Staples | 10.2% |
| Energy | 9.3% |
| Financials | 20.6% |
| Health Care | 13.7% |
| Industrials | 11.5% |
| Information Technology | 11.8% |
| Materials | 2.7% |
| Real Estate | 1.6% |
| Utilities | 8.0% |
| Other Assets and Liabilities—Net | 3.1% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2139 |
| Number of Portfolio Holdings | 183 |
| Portfolio Turnover Rate | 45% |
| Total Investment Advisory Fees (in thousands) | $1425 |

---

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

![Image](tm2525588d12_tsrimg019.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR108

![Image](tm2525588d12_tsrimg011.jpg)

# Vanguard Variable Insurance Funds - Growth Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about Growth Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - Growth Portfolio | $40 | 0.34% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund performed in line with its benchmark, the Russell 1000 Growth Index. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. The Federal Reserve began cutting short-term interest rates in September, which boosted stock returns, as did the prospect of tax cuts and deregulation under the incoming administration.

* The Fund benefited from the strong results of its stakes in consumer discretionary companies. Avoiding consumer staples companies also helped, as the sector lagged. On the downside, the Fund's technology investments slightly underperformed, but that slight shortfall mattered because the sector accounted for nearly half of both the Fund and the index. 

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg015.jpg)

---

| | | | |
|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - Growth Portfolio** | **Russell 1000 Growth Index** | **Dow Jones U.S. Total Stock Market Float Adjusted Index** |
| **2014** | $10000 | $10000 | $10000 |
| **2015** | $10439 | $10384 | $10180 |
| **2015** | $10578 | $10396 | $10192 |
| **2015** | $9989 | $9846 | $9451 |
| **2015** | $10798 | $10567 | $10044 |
| **2016** | $10431 | $10645 | $10136 |
| **2016** | $10458 | $10711 | $10401 |
| **2016** | $11055 | $11201 | $10862 |
| **2016** | $10681 | $11314 | $11312 |
| **2017** | $11611 | $12322 | $11967 |
| **2017** | $12304 | $12898 | $12327 |
| **2017** | $13173 | $13659 | $12890 |
| **2017** | $13983 | $14733 | $13705 |
| **2018** | $14502 | $14941 | $13623 |
| **2018** | $15276 | $15801 | $14150 |
| **2018** | $16399 | $17251 | $15156 |
| **2018** | $14011 | $14510 | $12979 |
| **2019** | $16182 | $16846 | $14802 |
| **2019** | $17385 | $17628 | $15407 |
| **2019** | $17413 | $17890 | $15582 |
| **2019** | $18749 | $19790 | $16990 |
| **2020** | $16408 | $17000 | $13429 |
| **2020** | $21342 | $21732 | $16395 |
| **2020** | $23716 | $24604 | $17883 |
| **2020** | $26828 | $27408 | $20523 |
| **2021** | $27002 | $27666 | $21846 |
| **2021** | $29885 | $30968 | $23657 |
| **2021** | $30249 | $31326 | $23629 |
| **2021** | $31620 | $34971 | $25788 |
| **2022** | $28055 | $31809 | $24396 |
| **2022** | $21349 | $25154 | $20288 |
| **2022** | $20559 | $24249 | $19362 |
| **2022** | $21070 | $24782 | $20752 |
| **2023** | $23934 | $28342 | $22255 |
| **2023** | $26882 | $31972 | $24123 |
| **2023** | $25949 | $30972 | $23329 |
| **2023** | $29527 | $35358 | $26160 |
| **2024** | $33386 | $39394 | $28788 |
| **2024** | $35910 | $42677 | $29720 |
| **2024** | $37370 | $44038 | $31551 |
| **2024** | $39310 | $47152 | $32405 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - Growth Portfolio | 33.14% | 15.96% | 14.67% |
| Russell 1000 Growth Index | 33.36% | 18.96% | 16.78% |
| Dow Jones U.S. Total Stock Market Float Adjusted Index | 23.88% | 13.78% | 12.48% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Communication Services | 14.5% |
| Consumer Discretionary | 16.1% |
| Financials | 9.6% |
| Health Care | 7.2% |
| Industrials | 4.1% |
| Information Technology | 45.5% |
| Real Estate | 2.4% |
| Other Assets and Liabilities—Net | 0.6% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $1589 |
| Number of Portfolio Holdings | 53 |
| Portfolio Turnover Rate | 41% |
| Total Investment Advisory Fees (in thousands) | $1288 |

---

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

![Image](tm2525588d12_tsrimg011.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR109

![Image](tm2525588d12_tsrimg008.jpg)

# Vanguard Variable Insurance Funds - High Yield Bond Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about High Yield Bond Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - High Yield Bond Portfolio | $25 | 0.24% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund underperformed its benchmark, the High-Yield Corporate Composite Index. 

* U.S. economic growth hovered around 3% on a year-over-year basis for much of the period, and consumer price inflation trended lower, falling below 3% in July. While the Federal Reserve began cutting short-term interest rates in September, sticky inflation and solid growth reduced expectations for further rate cuts, which weighed on bond prices.

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

* Security selection in financials, energy, and packaging detracted most. An underweight to financials was also a headwind. Selection in technology, cable and satellite, wirelines, and media and entertainment added value. 

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg004.jpg)

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - High Yield Bond Portfolio** | **High-Yield Corporate Composite Index** | **Bloomberg U.S. Corporate High Yield Bond Index** | **Bloomberg U.S. Aggregate Bond Index** |
| **2014** | $10000 | $10000 | $10000 | $10000 |
| **2015** | $10205 | $10256 | $10252 | $10161 |
| **2015** | $10192 | $10255 | $10253 | $9990 |
| **2015** | $9907 | $9844 | $9755 | $10113 |
| **2015** | $9842 | $9747 | $9553 | $10055 |
| **2016** | $10082 | $10052 | $9874 | $10360 |
| **2016** | $10411 | $10453 | $10418 | $10589 |
| **2016** | $10877 | $10943 | $10997 | $10638 |
| **2016** | $10960 | $11054 | $11190 | $10321 |
| **2017** | $11208 | $11293 | $11492 | $10405 |
| **2017** | $11497 | $11532 | $11741 | $10556 |
| **2017** | $11727 | $11740 | $11973 | $10645 |
| **2017** | $11727 | $11783 | $12029 | $10687 |
| **2018** | $11559 | $11658 | $11926 | $10531 |
| **2018** | $11604 | $11726 | $12049 | $10514 |
| **2018** | $11907 | $11982 | $12338 | $10516 |
| **2018** | $11407 | $11582 | $11779 | $10688 |
| **2019** | $12245 | $12382 | $12634 | $11003 |
| **2019** | $12631 | $12733 | $12950 | $11341 |
| **2019** | $12857 | $12961 | $13122 | $11599 |
| **2019** | $13195 | $13274 | $13466 | $11620 |
| **2020** | $11780 | $11853 | $11757 | $11985 |
| **2020** | $12776 | $13019 | $12954 | $12332 |
| **2020** | $13308 | $13539 | $13549 | $12409 |
| **2020** | $13944 | $14273 | $14423 | $12492 |
| **2021** | $13900 | $14315 | $14546 | $12071 |
| **2021** | $14241 | $14665 | $14945 | $12291 |
| **2021** | $14385 | $14793 | $15077 | $12298 |
| **2021** | $14456 | $14893 | $15185 | $12299 |
| **2022** | $13800 | $14170 | $14450 | $11569 |
| **2022** | $12613 | $12895 | $13030 | $11026 |
| **2022** | $12518 | $12797 | $12946 | $10502 |
| **2022** | $13122 | $13357 | $13486 | $10699 |
| **2023** | $13540 | $13806 | $13967 | $11016 |
| **2023** | $13679 | $13977 | $14211 | $10923 |
| **2023** | $13659 | $14000 | $14276 | $10570 |
| **2023** | $14651 | $14978 | $15299 | $11291 |
| **2024** | $14775 | $15157 | $15524 | $11203 |
| **2024** | $14944 | $15334 | $15694 | $11210 |
| **2024** | $15638 | $15996 | $16523 | $11793 |
| **2024** | $15575 | $15966 | $16552 | $11432 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - High Yield Bond Portfolio | 6.30% | 3.37% | 4.53% |
| High-Yield Corporate Composite Index | 6.59% | 3.76% | 4.79% |
| Bloomberg U.S. Corporate High Yield Bond Index | 8.19% | 4.21% | 5.17% |
| Bloomberg U.S. Aggregate Bond Index<sup>Footnote Reference\*</sup> | 1.25% | -0.33% | 1.35% |

---

---

| | |
|:---|:---|
| Footnote | Description |
| &nbsp;&nbsp;Footnote<sup>\*</sup> | &nbsp;&nbsp;The Fund's broad-based benchmark is different from the one used for the immediately preceding fiscal year to reflect new regulatory requirements. The Bloomberg U.S. Aggregate Bond Index is considered broadly representative of the overall securities market applicable to the Fund. |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Communications | 13.0% |
| Consumer Discretionary | 15.6% |
| Consumer Staples | 3.4% |
| Energy | 10.8% |
| Financials | 9.6% |
| Health Care | 6.7% |
| Industrials | 8.6% |
| Materials | 9.6% |
| Real Estate | 1.5% |
| Technology | 6.6% |
| Utilities | 1.9% |
| Other | 8.8% |
| Other Assets and Liabilities—Net<sup>Footnote Reference</sup> | 3.9% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $741 |
| Number of Portfolio Holdings | 891 |
| Portfolio Turnover Rate | 50% |
| Total Investment Advisory Fees (in thousands) | $320 |

---

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

![Image](tm2525588d12_tsrimg008.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR260

![Image](tm2525588d12_tsrimg014.jpg)

# Vanguard Variable Insurance Funds - International Portfolio

# Annual Shareholder Report \| December 31, 2024
This annual shareholder report contains important information about International Portfolio (the "Fund") for the period of January 1, 2024, to December 31, 2024. You can find additional information about the Fund at https://personal1.vanguard.com/ngf-next-gen-form-webapp/fund-literature. You can also request this information by contacting us at 800-662-7447.

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

---

| | | |
|:---|:---|:---|
| **Share Class Name** | **Costs of a $10,000 investment** | **Costs paid as a percentage of a $10,000 investment** |
| Vanguard Variable Insurance Funds - International Portfolio | $32 | 0.31% |

---

## How did the Fund perform during the reporting period?
* For the 12 months ended December 31, 2024, the Fund outperformed its benchmark, the MSCI All Country World Index ex USA. 

* Overall, the global economy continued to expand, and consumer price inflation trended lower. That supportive backdrop set the stage for some Western central banks to begin cutting short-term interest rates this past summer. Volatility picked up toward year-end, but global stocks posted strong gains for 2024, with U.S. stocks faring even better. 

* The Fund's stock selection in several sectors—notably industrials, health care, financials, and consumer staples—lagged in performance relative to the benchmark index. However, this was more than offset by the Fund's selection in information technology and communication services, which went on a tear for the 12 months.

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

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

### **Cumulative Performance: December 31, 2014, Through December 31, 2024** 

### Initial Investment of $10,000
![Growth of 10K Chart](tm2525588d12_tsrimg018.jpg)

---

| | | |
|:---|:---|:---|
| | **Vanguard Variable Insurance Funds - International Portfolio** | **MSCI All Country World Index ex USA** |
| **2014** | $10000 | $10000 |
| **2015** | $10545 | $10349 |
| **2015** | $10675 | $10403 |
| **2015** | $9267 | $9137 |
| **2015** | $9923 | $9434 |
| **2016** | $9695 | $9398 |
| **2016** | $9768 | $9338 |
| **2016** | $10829 | $9983 |
| **2016** | $10115 | $9858 |
| **2017** | $11385 | $10633 |
| **2017** | $12551 | $11248 |
| **2017** | $13875 | $11941 |
| **2017** | $14424 | $12538 |
| **2018** | $14897 | $12390 |
| **2018** | $14984 | $12066 |
| **2018** | $14799 | $12151 |
| **2018** | $12604 | $10759 |
| **2019** | $14469 | $11868 |
| **2019** | $14942 | $12222 |
| **2019** | $14520 | $12002 |
| **2019** | $16539 | $13073 |
| **2020** | $13883 | $10020 |
| **2020** | $18381 | $11635 |
| **2020** | $21330 | $12362 |
| **2020** | $26062 | $14465 |
| **2021** | $25802 | $14971 |
| **2021** | $27651 | $15790 |
| **2021** | $26358 | $15319 |
| **2021** | $25660 | $15597 |
| **2022** | $21538 | $14748 |
| **2022** | $17708 | $12724 |
| **2022** | $15869 | $11464 |
| **2022** | $17931 | $13101 |
| **2023** | $20098 | $14001 |
| **2023** | $20308 | $14342 |
| **2023** | $18475 | $13801 |
| **2023** | $20559 | $15147 |
| **2024** | $21606 | $15857 |
| **2024** | $22105 | $16009 |
| **2024** | $23707 | $17300 |
| **2024** | $22411 | $15985 |

---

## Average Annual Total Returns

---

| | | | |
|:---|:---|:---|:---|
| | **1 Year** | **5 Years** | **10 Years** |
| Vanguard Variable Insurance Funds - International Portfolio | 9.01% | 6.27% | 8.40% |
| MSCI All Country World Index ex USA | 5.53% | 4.10% | 4.80% |

---

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

### **Portfolio Composition % of Net Assets** 

### **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Asia | 31.2% |
| Europe | 47.2% |
| North America | 14.6% |
| Oceania | 1.4% |
| South America | 1.7% |
| Other Assets and Liabilities—Net | 3.9% |

---

## **Fund Statistics** 

## **(as of December 31, 2024)** 

---

| | |
|:---|:---|
| Fund Net Assets (in millions) | $2922 |
| Number of Portfolio Holdings | 131 |
| Portfolio Turnover Rate | 22% |
| Total Investment Advisory Fees (in thousands) | $3680 |

---

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

![Image](tm2525588d12_tsrimg014.jpg)

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

**Fund Information** • 800-662-7447

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

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

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

All rights reserved.

Vanguard Marketing Corporation, Distributor.

AR110

**Item 2**: **Code of Ethics.**

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

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

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

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

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

---

| | | | |
|:---|:---|:---|:---|
| | | Fiscal Year Ended<br> December 31,<br> 2024 | Fiscal Year Ended<br> December 31,<br> 2023 |
| (a) | Audit Fees. | $628000 | $547000 |
| (b) | Audit-Related Fees. | 0 | 0 |
| (c) | Tax Fees. | 0 | 0 |
| (d) | All Other Fees. | 0 | 0 |
|  | Total. | $628000 | $547000 |

---

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

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

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

(g) Aggregate
 Non-Audit Fees.

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

---

| | | |
|:---|:---|:---|
|  | Fiscal Year Ended <br> December 31, <br> 2024 | Fiscal Year Ended <br> December 31, <br> 2023 |
| Non-audit fees to the Registrant only, listed as (b) through (d) above. | $0 | $0 |
| Non-audit Fees to other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation. |  |  |
| &nbsp;&nbsp;&nbsp;Audit-Related Fees. | $3802420 | $3295934 |
| &nbsp;&nbsp;&nbsp;Tax Fees. | $2062604 | $1678928 |
| &nbsp;&nbsp;&nbsp;All Other Fees. | $293000 | $25000 |
| &nbsp;&nbsp;&nbsp;Total. | $6158024 | $4999862 |

---

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

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

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

**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.**

![](tm2525588d12balaportfinsi001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Balanced Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 34 |
| Tax information<br>| 35 |

---

------

Balanced Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (64.8%)** | **Common Stocks (64.8%)** |  |  |
| **Communication Services (6.6%)** | **Communication Services (6.6%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;669693 | &nbsp;&nbsp;&nbsp;&nbsp; 126773 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;84723 | &nbsp;&nbsp;&nbsp;&nbsp; 49606 |
| \* | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32899 | &nbsp;&nbsp;&nbsp;&nbsp; 29324 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117447 | &nbsp;&nbsp;&nbsp;&nbsp; 25924 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **231627** |
| **Consumer Discretionary (8.5%)** | **Consumer Discretionary (8.5%)** |  |  |
| \* | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;573238 | &nbsp;&nbsp;&nbsp;&nbsp; 125763 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;105482 | &nbsp;&nbsp;&nbsp;&nbsp; 30578 |
| \* | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66401 | &nbsp;&nbsp;&nbsp;&nbsp; 26815 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;218915 | &nbsp;&nbsp;&nbsp;&nbsp; 26447 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59294 | &nbsp;&nbsp;&nbsp;&nbsp; 23065 |
| \* | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19169 | &nbsp;&nbsp;&nbsp;&nbsp; 22731 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;156900 | &nbsp;&nbsp;&nbsp;&nbsp; 14317 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;49242 | &nbsp;&nbsp;&nbsp;&nbsp; 13736 |
|  | &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;241190 | &nbsp;&nbsp;&nbsp;&nbsp; 12797 |
| \* | &nbsp;&nbsp;&nbsp;MercadoLibre Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210 | &nbsp;&nbsp;&nbsp;&nbsp; 5458 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **301707** |
| **Consumer Staples (2.0%)** | **Consumer Staples (2.0%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Unilever plc (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;507192 | &nbsp;&nbsp;&nbsp;&nbsp; 28819 |
|  | &nbsp;&nbsp;&nbsp;Pernod Ricard SA | &nbsp;&nbsp;&nbsp;&nbsp;152413 | &nbsp;&nbsp;&nbsp;&nbsp; 17221 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;87345 | &nbsp;&nbsp;&nbsp;&nbsp; 14643 |
|  | &nbsp;&nbsp;&nbsp;Haleon plc | 2212241 | &nbsp;&nbsp;&nbsp;&nbsp; 10431 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **71114** |
| **Energy (3.2%)** | **Energy (3.2%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;331841 | &nbsp;&nbsp;&nbsp;&nbsp; 35696 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;363695 | &nbsp;&nbsp;&nbsp;&nbsp; 19683 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95224 | &nbsp;&nbsp;&nbsp;&nbsp; 16998 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;330117 | &nbsp;&nbsp;&nbsp;&nbsp; 15222 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;103867 | &nbsp;&nbsp;&nbsp;&nbsp; 14489 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41827 | &nbsp;&nbsp;&nbsp;&nbsp; 8987 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **111075** |
| **Financials (9.3%)** | **Financials (9.3%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | 1019247 | &nbsp;&nbsp;&nbsp;&nbsp; 71592 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;239009 | &nbsp;&nbsp;&nbsp;&nbsp; 57293 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;75148 | &nbsp;&nbsp;&nbsp;&nbsp; 37426 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;117928 | &nbsp;&nbsp;&nbsp;&nbsp; 35000 |
|  | &nbsp;&nbsp;&nbsp;KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;231142 | &nbsp;&nbsp;&nbsp;&nbsp; 34188 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;395009 | &nbsp;&nbsp;&nbsp;&nbsp; 30538 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;110719 | &nbsp;&nbsp;&nbsp;&nbsp; 26529 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;55123 | &nbsp;&nbsp;&nbsp;&nbsp; 15647 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;95751 | &nbsp;&nbsp;&nbsp;&nbsp; 12038 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;180170 | &nbsp;&nbsp;&nbsp;&nbsp; 7918 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **328169** |
| **Health Care (6.3%)** | **Health Care (6.3%)** |  |  |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;104482 | &nbsp;&nbsp;&nbsp;&nbsp; 52853 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;46630 | &nbsp;&nbsp;&nbsp;&nbsp; 35998 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;298723 | &nbsp;&nbsp;&nbsp;&nbsp; 29717 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;353333 | &nbsp;&nbsp;&nbsp;&nbsp; 23151 |
|  | &nbsp;&nbsp;&nbsp;HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66501 | &nbsp;&nbsp;&nbsp;&nbsp; 19960 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;207868 | &nbsp;&nbsp;&nbsp;&nbsp; 19201 |
|  | &nbsp;&nbsp;&nbsp;Novartis AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;158004 | &nbsp;&nbsp;&nbsp;&nbsp; 15383 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49316 | &nbsp;&nbsp;&nbsp;&nbsp; 11321 |
|  | &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;380011 | &nbsp;&nbsp;&nbsp;&nbsp; 10398 |
|  | &nbsp;&nbsp;&nbsp;Astellas Pharma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp; 2981 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **220963** |

---

------

Balanced Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |  |  | &nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Industrials (4.1%)** | **Industrials (4.1%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;142904 | &nbsp;&nbsp;&nbsp;&nbsp; 28749 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44233 | &nbsp;&nbsp;&nbsp;&nbsp; 28134 |
| \* | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;379357 | &nbsp;&nbsp;&nbsp;&nbsp; 22883 |
| \* | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;120675 | &nbsp;&nbsp;&nbsp;&nbsp; 21359 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;45857 | &nbsp;&nbsp;&nbsp;&nbsp; 19430 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;183299 | &nbsp;&nbsp;&nbsp;&nbsp; 14468 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106317 | &nbsp;&nbsp;&nbsp;&nbsp; 11059 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **146082** |
| **Information Technology (21.1%)** | **Information Technology (21.1%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;392962 | &nbsp;&nbsp;&nbsp;&nbsp; 165634 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1201047 | &nbsp;&nbsp;&nbsp;&nbsp; 161289 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;607633 | &nbsp;&nbsp;&nbsp;&nbsp; 152163 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;304108 | &nbsp;&nbsp;&nbsp;&nbsp; 70504 |
| \* | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35558 | &nbsp;&nbsp;&nbsp;&nbsp; 37696 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111080 | &nbsp;&nbsp;&nbsp;&nbsp; 37137 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47514 | &nbsp;&nbsp;&nbsp;&nbsp; 29863 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;139502 | &nbsp;&nbsp;&nbsp;&nbsp; 26158 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;358567 | &nbsp;&nbsp;&nbsp;&nbsp; 17039 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;102997 | &nbsp;&nbsp;&nbsp;&nbsp; 14821 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20005 | &nbsp;&nbsp;&nbsp;&nbsp; 12606 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;161104 | &nbsp;&nbsp;&nbsp;&nbsp; 11189 |
|  | &nbsp;&nbsp;&nbsp;NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;53463 | &nbsp;&nbsp;&nbsp;&nbsp; 11112 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **747211** |
| **Materials (0.7%)** | **Materials (0.7%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Glencore plc | &nbsp;&nbsp;&nbsp;Glencore plc | 3620770 | &nbsp;&nbsp;&nbsp;&nbsp; 15946 |
|  | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;Anglo American plc | &nbsp;&nbsp;&nbsp;&nbsp;317228 | &nbsp;&nbsp;&nbsp;&nbsp; 9380 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **25326** |
| **Real Estate (1.2%)** | **Real Estate (1.2%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;242609 | &nbsp;&nbsp;&nbsp;&nbsp; 22019 |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;173005 | &nbsp;&nbsp;&nbsp;&nbsp; 21804 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **43823** |
| **Utilities (1.8%)** | **Utilities (1.8%)** |  |  |  |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;289021 | &nbsp;&nbsp;&nbsp;&nbsp; 31139 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;194274 | &nbsp;&nbsp;&nbsp;&nbsp; 17042 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;388319 | &nbsp;&nbsp;&nbsp;&nbsp; 14616 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **62797** |
| **Total Common Stocks (Cost $1,695,806)** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2289894** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (8.9%)** | **U.S. Government and Agency Obligations (8.9%)** | **U.S. Government and Agency Obligations (8.9%)** | **U.S. Government and Agency Obligations (8.9%)** | **U.S. Government and Agency Obligations (8.9%)** |
| **U.S. Government Securities (8.2%)** | **U.S. Government Securities (8.2%)** | **U.S. Government Securities (8.2%)** | **U.S. Government Securities (8.2%)** | **U.S. Government Securities (8.2%)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8250 | &nbsp;&nbsp; 8228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3300 | &nbsp;&nbsp; 3313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp; 5365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 605 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2890 | &nbsp;&nbsp; 2914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6760 | &nbsp;&nbsp; 6773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4008 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9683 | &nbsp;&nbsp; 9608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp; 2615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14500 | &nbsp;&nbsp; 14471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7206 | &nbsp;&nbsp; 7253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1473 | &nbsp;&nbsp; 1466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9506 | &nbsp;&nbsp; 9481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4093 | &nbsp;&nbsp; 4114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8319 | &nbsp;&nbsp; 8343 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1192 | &nbsp;&nbsp; 1148 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4540 | &nbsp;&nbsp; 4483 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
|  | &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; 6159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6136 |
|  | &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; 3023 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000 |
|  | &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; 738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730 |
|  | &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; 3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3174 |
|  | &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; 976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &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; 3603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3579 |
|  | &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; 5527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5533 |
|  | &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; 4614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4659 |
|  | &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; 5052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5056 |
|  | &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; 4127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4035 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5279 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4602 |
|  | &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; 10483 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10384 |
|  | &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; 8834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8922 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8234 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8518 |
|  | &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; 8945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8808 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 |
|  | &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; 10668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10269 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5115 |
|  | &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; 12098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11965 |
|  | &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; 5435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5434 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &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; 1524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1469 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &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; 751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 711 |
|  | &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; 6585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6417 |
|  | &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; 9337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6270 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 616 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5559 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 3193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2873 |
|  | &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; 3955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3483 |
|  | &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; 2265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2238 |
|  | &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; 3502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3345 |
|  | &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; 5003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4853 |
|  | &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; 2011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1821 |
|  | &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; 7307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7088 |
|  | &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; 209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494 |
|  | &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; 1326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1183 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
|  | &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; 174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1345 |
|  | &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; 3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3321 |
|  | &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; 7430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7094 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **289578** |
| **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** | **Conventional Mortgage-Backed Securities (0.6%)** |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 2744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2661 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 - 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 1.770% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 - 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/43 - 11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 6542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6357 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/53 - 2/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 6368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6297 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/53 - 9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 7287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7340 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **23712** |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** | **Nonconventional Mortgage-Backed Securities (0.1%)** |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 - 11/25/57 | &nbsp;&nbsp;&nbsp;&nbsp; 1366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1292 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/46 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/49 - 9/25/57 | &nbsp;&nbsp;&nbsp;&nbsp; 431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 396 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/30 - 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac REMICS | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 - 12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2611** |
| **Total U.S. Government and Agency Obligations (Cost $325,243)** | **Total U.S. Government and Agency Obligations (Cost $325,243)** | **Total U.S. Government and Agency Obligations (Cost $325,243)** | **Total U.S. Government and Agency Obligations (Cost $325,243)** | **Total U.S. Government and Agency Obligations (Cost $325,243)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**315901** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (1.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.2%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (1.2%)** |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Aaset Trust Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.844% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust Class A Series 2021-Z2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Aligned Data Centers Issuer LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.937% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1687 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1333 |
| <sup>2,5,6</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-5 | &nbsp;&nbsp;&nbsp;&nbsp; 2.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| <sup>2,5,6</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2019-6 | &nbsp;&nbsp;&nbsp;&nbsp; 2.620% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/59 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>2,5,6</sup> | &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Class A1 Series 2021-6 | &nbsp;&nbsp;&nbsp;&nbsp; 1.458% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/66 | &nbsp;&nbsp;&nbsp;&nbsp; 589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>2,5,6</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2021-ARIA, TSFR1M + 1.014% | &nbsp;&nbsp;&nbsp;&nbsp; 5.411% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Castlelake Aircraft Structured Trust Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.967% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.530% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1095 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC Class A1 Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.970% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;DB Master Finance LLC Class A2II Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.021% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.662% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.151% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1176 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601 |
| <sup>2,4,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Class 2M2 Series 2016-C03, SOFR30A + 6.014% | &nbsp;&nbsp;&nbsp;&nbsp;10.583% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;FirstKey Homes Trust Class A Series 2021-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.538% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1697 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1480 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | &nbsp;&nbsp;&nbsp;&nbsp; 2.184% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
| <sup>2,4,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K511 | &nbsp;&nbsp;&nbsp;&nbsp; 4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1224 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K516 | &nbsp;&nbsp;&nbsp;&nbsp; 5.477% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1490 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1512 | &nbsp;&nbsp;&nbsp;&nbsp; 3.059% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | &nbsp;&nbsp;&nbsp;&nbsp; 2.797% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Seasoned Credit Risk Transfer Trust Class MA Series 2019-3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/58 | &nbsp;&nbsp;&nbsp;&nbsp; 542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae REMICS Class KA Series 2021-215 | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1648 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 828 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1691 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1780 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Home Partners of America Trust Class A Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.901% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 893 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1073 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.721% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Horizon Aircraft Finance III Ltd. Class A Series 2019-2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.425% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;MACH 1 Cayman Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.474% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 174 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;MAPS Ltd. Class A Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;New Economy Assets Phase 1 Sponsor LLC Class A1 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/61 | &nbsp;&nbsp;&nbsp;&nbsp; 2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2070 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;OneMain Direct Auto Receivables Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Retained Vantage Data Centers Issuer LLC Class A2A Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1303 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust Class AFX Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp; 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Start II Ltd. Class A Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.089% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2I Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.946% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Taco Bell Funding LLC Class A2II Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 915 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1542 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 977 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Vantage Data Centers Issuer LLC Class A2 Series 2020-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.645% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 682 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Vantage Data Centers Issuer LLC Class A2 Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 2.165% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1036 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/38 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 603 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.460% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2427 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Wheels Fleet Lease Funding 1 LLC Class A1 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/39 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 706 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $43,298)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $43,298)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $43,298)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $43,298)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $43,298)** | &nbsp;&nbsp;&nbsp;&nbsp;**42362** |
| **Corporate Bonds (22.0%)** | **Corporate Bonds (22.0%)** | **Corporate Bonds (22.0%)** | **Corporate Bonds (22.0%)** | **Corporate Bonds (22.0%)** | **Corporate Bonds (22.0%)** |
| **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** | **Communications (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;America Movil SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 733 |
|  | &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; 390 | &nbsp;&nbsp; 399 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 | &nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1506 | &nbsp;&nbsp; 1392 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1343 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 948 | &nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 986 | &nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1689 | &nbsp;&nbsp; 1147 |
|  | &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; 1223 | &nbsp;&nbsp; 1154 |
|  | &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; 247 | &nbsp;&nbsp; 202 |
|  | &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; 613 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 6.834% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 877 | &nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 834 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 88 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.969% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 627 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.999% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 602 | &nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.887% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.049% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2279 | &nbsp;&nbsp; 1708 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 534 | &nbsp;&nbsp; 493 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.937% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/56 | &nbsp;&nbsp;&nbsp;&nbsp; 5519 | &nbsp;&nbsp; 3212 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 321 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.987% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/63 | &nbsp;&nbsp;&nbsp;&nbsp; 2093 | &nbsp;&nbsp; 1178 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cox Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1404 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1534 | &nbsp;&nbsp; 1535 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1233 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 779 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 483 |
|  | &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp; 305 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 714 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 953 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;NBN Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2179 | &nbsp;&nbsp; 1829 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.162% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp; 486 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ooredoo International Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/31 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;Orange SA | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 632 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.738% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 81 | &nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.213% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/47 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1171 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1577 | &nbsp;&nbsp; 1526 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 251 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 669 | &nbsp;&nbsp; 607 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 280 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/41 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp; 673 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.355% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1081 | &nbsp;&nbsp; 896 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1280 | &nbsp;&nbsp; 1179 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 83 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/60 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1316 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 264 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **45134** |
| **Consumer Discretionary (0.7%)** | **Consumer Discretionary (0.7%)** | **Consumer Discretionary (0.7%)** | **Consumer Discretionary (0.7%)** | **Consumer Discretionary (0.7%)** | **Consumer Discretionary (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2126 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/44 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/47 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/57 | &nbsp;&nbsp;&nbsp;&nbsp; 1648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1344 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/62 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 796 |
|  | &nbsp;&nbsp;&nbsp;Brown University | &nbsp;&nbsp;&nbsp;&nbsp; 2.924% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke University | &nbsp;&nbsp;&nbsp;&nbsp; 2.832% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 271 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 956 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1295 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1426 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 4.315% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152 |
|  | &nbsp;&nbsp;&nbsp;Georgetown University | &nbsp;&nbsp;&nbsp;&nbsp; 5.115% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 283 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 667 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 666 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1107 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/48 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/54 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2097 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/64 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hyundai Capital America | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1003 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp; 4.083% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp; 2.813% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Leland Stanford Junior University | &nbsp;&nbsp;&nbsp;&nbsp; 2.413% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 656 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp; 2.989% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northeastern University | &nbsp;&nbsp;&nbsp;&nbsp; 2.894% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
|  | &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; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
|  | &nbsp;&nbsp;&nbsp;Thomas Jefferson University | &nbsp;&nbsp;&nbsp;&nbsp; 3.847% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp; 2.516% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp; 4.201% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp; 2.396% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Chicago | &nbsp;&nbsp;&nbsp;&nbsp; 2.761% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp; 2.945% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;University of Southern California | &nbsp;&nbsp;&nbsp;&nbsp; 4.976% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Yale University | &nbsp;&nbsp;&nbsp;&nbsp; 2.402% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **25062** |
| **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** | **Consumer Staples (0.9%)** |
|  | &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; 2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1933 |
|  | &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; 1961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1784 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1986 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/59 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.343% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 320 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1207 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.079% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 678 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CK Hutchison International 20 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/50 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 393 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 909 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp;&nbsp; 7.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Danone SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1888 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/43 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/53 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1755 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1195 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2755 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1510 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 3436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3441 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2047 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **32622** |
| **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** | **Energy (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.749% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &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; 3210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2746 |
|  | &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; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1138 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.893% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1200 |
|  | &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; 1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1762 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.772% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.939% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/51 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 752 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.379% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/61 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.097% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Holding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.681% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.927% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.036% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.497% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1243 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.544% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 259 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Columbia Pipelines Operating Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.714% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;Eastern Gas Transmission & Storage Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1349 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 3.545% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/36 | &nbsp;&nbsp;&nbsp;&nbsp; 631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 4.387% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/46 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1380 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 530 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Eni SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 990 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 584 |
|  | &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1427 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.610% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.114% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.160% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 962 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 798 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.853% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.129% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/38 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.129% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/38 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/42 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.103% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/42 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 795 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 677 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;QatarEnergy | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 778 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;QatarEnergy | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/41 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1035 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Shell Finance US Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp; 3365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2811 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/51 | &nbsp;&nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1318 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1883 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.488% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/54 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.275% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.638% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/64 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;TotalEnergies Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.425% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/64 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 959 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Whistler Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **47023** |
| **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1144 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1819 |
|  | &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; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;AIB Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.871% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/35 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/35 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.282% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.489% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 336 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2016 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.915% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1417 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.284% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/45 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/32 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1683 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.349% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1116 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.985% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.717% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.583% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 869 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.721% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1212 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 802 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.570% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.849% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 962 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.204% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4780 | &nbsp;&nbsp; 4654 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.819% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 971 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.496% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1312 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4178 | &nbsp;&nbsp; 3973 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.872% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2680 | &nbsp;&nbsp; 2753 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.468% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1561 | &nbsp;&nbsp; 1565 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.846% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1323 | &nbsp;&nbsp; 1171 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/42 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.311% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 933 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1547 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.972% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 776 |
|  | &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; 404 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 432 |
|  | &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; 1122 | &nbsp;&nbsp; 1098 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.474% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 340 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.604% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 944 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.852% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.279% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.330% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/42 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 192 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Beacon Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.266% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;BlackRock Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/55 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2125 | &nbsp;&nbsp; 2077 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 505 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.323% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 563 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp; 1964 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.591% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 599 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1097 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.738% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1700 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.281% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 576 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1297 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.936% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1791 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 504 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 501 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 464 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1186 | &nbsp;&nbsp; 1194 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1117 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.508% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 920 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1072 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.149% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.312% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 557 | &nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 378 | &nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.624% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 914 | &nbsp;&nbsp; 1008 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.817% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1416 | &nbsp;&nbsp; 1469 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 2203 | &nbsp;&nbsp; 2238 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.884% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1026 | &nbsp;&nbsp; 1030 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 397 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 952 | &nbsp;&nbsp; 872 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp; 609 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 804 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.462% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1213 | &nbsp;&nbsp; 1155 |
|  | &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; 961 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp; 807 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.174% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 855 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.904% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/42 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.841% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 178 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 260 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 1054 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 214 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CNO Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 334 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp; 5.071% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1071 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp; 2.688% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2285 | &nbsp;&nbsp; 1944 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 1.106% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1365 | &nbsp;&nbsp; 1306 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 4.655% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1647 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1171 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/42 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/52 | &nbsp;&nbsp;&nbsp;&nbsp; 427 | &nbsp;&nbsp; 343 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 604 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 262 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 618 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 1958 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.589% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1213 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp; 982 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.316% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 367 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 1.621% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp; 835 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 1048 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 1.549% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 | &nbsp;&nbsp; 1517 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.705% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 161 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.819% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 419 | &nbsp;&nbsp; 438 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.535% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 916 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.605% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1234 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 364 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 784 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 345 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 490 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 255 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 786 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 5.147% | &nbsp;&nbsp;&nbsp;&nbsp; 11/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1090 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2055 | &nbsp;&nbsp; 2064 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.055% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.337% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Five Corners Funding Trust III | &nbsp;&nbsp;&nbsp;&nbsp; 5.791% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 831 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Five Corners Funding Trust IV | &nbsp;&nbsp;&nbsp;&nbsp; 5.997% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp; 1490 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1517 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 502 | &nbsp;&nbsp; 507 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/31 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1955 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 726 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.431% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1051 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1102 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 786 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.814% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3065 | &nbsp;&nbsp; 2947 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp; 2560 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.692% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.615% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 | &nbsp;&nbsp; 2667 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.383% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2433 | &nbsp;&nbsp; 2032 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 528 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1112 | &nbsp;&nbsp; 959 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.561% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1937 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 895 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Guardian Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.887% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 871 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1374 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.390% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 | &nbsp;&nbsp; 1420 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.583% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp; 1641 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1440 | &nbsp;&nbsp; 1293 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.357% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1382 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.804% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp; 896 |
|  | &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; 206 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/2/36 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 935 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/42 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.552% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2495 | &nbsp;&nbsp; 2448 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 1.726% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3545 | &nbsp;&nbsp; 3492 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1094 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1257 | &nbsp;&nbsp; 798 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2094 | &nbsp;&nbsp; 1869 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 495 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 554 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2056 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 899 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6100 | &nbsp;&nbsp; 6214 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2525 | &nbsp;&nbsp; 2390 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1511 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.912% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1956 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 3945 | &nbsp;&nbsp; 3943 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.336% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.946% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/35 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 896 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp; 617 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/42 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.157% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 410 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.964% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 6475 | &nbsp;&nbsp; 5053 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.109% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 556 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;KBC Group NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.324% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/34 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 870 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.569% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 274 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Liberty Mutual Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 | &nbsp;&nbsp; 1574 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.087% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.679% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/35 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 498 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 254 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1555 | &nbsp;&nbsp; 1490 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 574 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;LSEGA Financing plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 669 | &nbsp;&nbsp; 570 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.413% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1435 | &nbsp;&nbsp; 1537 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.935% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp; 1159 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Macquarie Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.871% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1543 | &nbsp;&nbsp; 1304 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2125 | &nbsp;&nbsp; 2102 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 231 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 349 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Met Tower Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/43 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 480 |
|  | &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 350 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 626 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1114 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 428 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1179 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/33 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 514 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 818 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp; 1314 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3072 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1226 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4022 | &nbsp;&nbsp; 3878 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.699% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.239% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1805 | &nbsp;&nbsp; 1494 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.511% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 788 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.889% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2891 | &nbsp;&nbsp; 2798 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.466% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/35 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 801 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.484% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1037 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.297% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/37 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.948% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/38 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp; 1040 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/63 | &nbsp;&nbsp;&nbsp;&nbsp; 1433 | &nbsp;&nbsp; 1450 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.905% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 871 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.134% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 | &nbsp;&nbsp; 1558 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.332% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 | &nbsp;&nbsp; 1819 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;National Securities Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1565 | &nbsp;&nbsp; 1581 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nationwide Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp; 1050 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.642% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 830 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;NBK SPC Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1975 | &nbsp;&nbsp; 1856 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;New York Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1181 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2173 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 252 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;New York Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/69 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 337 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nordea Bank Abp | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1797 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp; 846 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp; 523 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/59 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 181 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 132 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 293 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Pacific Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 763 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Pacific LifeCorp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 469 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1435 | &nbsp;&nbsp; 1432 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 920 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1280 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1251 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1158 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 378 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1102 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1165 | &nbsp;&nbsp; 1117 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp; 1603 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 | &nbsp;&nbsp; 1066 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Pricoa Global Funding I | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/31 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 262 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Principal Life Global Funding II | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 894 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1694 | &nbsp;&nbsp; 1676 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 237 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.714% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 749 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.905% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/47 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1856 | &nbsp;&nbsp; 1507 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 388 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.448% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 592 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 500 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;RGA Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1205 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1364 | &nbsp;&nbsp; 1340 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1817 | &nbsp;&nbsp; 1584 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 34 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.301% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1016 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.005% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 760 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.821% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 436 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB | &nbsp;&nbsp;&nbsp;&nbsp; 1.418% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp; 1784 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 6.136% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1031 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 4.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1355 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp; 816 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp; 914 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp; 315 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1378 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.873% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1073 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 939 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1279 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1385 | &nbsp;&nbsp; 1416 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.305% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 524 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.494% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1097 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.428% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.617% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1977 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.095% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/32 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.091% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1041 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/33 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.537% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 776 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 9.016% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.301% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1691 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.699% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/35 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.179% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/43 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 616 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 1.982% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 971 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UniCredit SpA | &nbsp;&nbsp;&nbsp;&nbsp; 3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866 |
|  | &nbsp;&nbsp;&nbsp;Wachovia Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1151 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 887 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.196% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1665 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.303% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1362 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.198% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.879% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.572% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2070 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/33 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.897% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 5676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5483 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.499% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1448 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.211% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1773 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.606% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 2316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2216 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/45 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/7/46 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1739 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.611% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1040 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.254% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2951 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **339959** |
| **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** | **Health Care (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1014 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/45 | &nbsp;&nbsp;&nbsp;&nbsp; 649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1060 |
|  | &nbsp;&nbsp;&nbsp;AdventHealth Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.795% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.008% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/49 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/52 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1262 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.847% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2208 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;Banner Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.907% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 647 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1092 |
|  | &nbsp;&nbsp;&nbsp;Beth Israel Lahey Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.080% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.464% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.095% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1379 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/44 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/48 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/64 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1923 |
|  | &nbsp;&nbsp;&nbsp;Cedars-Sinai Health System | &nbsp;&nbsp;&nbsp;&nbsp; 2.288% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1118 |
|  | &nbsp;&nbsp;&nbsp;Children's Hospital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.585% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 3.347% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 946 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.782% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 605 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 5.205% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1235 | &nbsp;&nbsp; 1230 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 601 | &nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp; 3.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Cottage Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.304% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 206 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;CSL Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 | &nbsp;&nbsp; 996 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/53 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/54 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/63 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/64 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 539 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 1071 | &nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 886 | &nbsp;&nbsp; 903 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;Indiana University Health Inc. Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.852% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Inova Health System Foundation | &nbsp;&nbsp;&nbsp;&nbsp; 4.068% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 376 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 2.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 799 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals | &nbsp;&nbsp;&nbsp;&nbsp; 3.002% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 717 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.192% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Mass General Brigham Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.342% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 2.955% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 385 |
|  | &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/43 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 | &nbsp;&nbsp; 1503 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/63 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/44 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.297% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 636 |
|  | &nbsp;&nbsp;&nbsp;OhioHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.834% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2064 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1312 |
|  | &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; 885 | &nbsp;&nbsp; 857 |
|  | &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; 1240 | &nbsp;&nbsp; 1162 |
|  | &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; 645 | &nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.044% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.719% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 881 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp; 448 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 245 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 584 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.607% | &nbsp;&nbsp;&nbsp;&nbsp; 12/13/51 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2679 | &nbsp;&nbsp; 2607 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/54 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 569 |
|  | &nbsp;&nbsp;&nbsp;SSM Health Care Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.823% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;Sutter Health | &nbsp;&nbsp;&nbsp;&nbsp; 2.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1653 | &nbsp;&nbsp; 1638 |
|  | &nbsp;&nbsp;&nbsp;Toledo Hospital | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 537 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1157 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 237 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp; 1156 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 317 | &nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1213 | &nbsp;&nbsp; 876 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1318 | &nbsp;&nbsp; 1122 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1347 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 674 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 954 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1656 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1433 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1213 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **70886** |
| **Industrials (0.7%)** | **Industrials (0.7%)** | **Industrials (0.7%)** | **Industrials (0.7%)** | **Industrials (0.7%)** | **Industrials (0.7%)** |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/32 | &nbsp;&nbsp;&nbsp;&nbsp; 286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ashtead Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1828 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BAE Systems Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 242 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 353 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1047 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1051 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1403 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 226 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1981 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/45 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/33 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/34 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UL Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/32 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/42 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/50 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.799% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/53 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/70 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Pass Through Trust Class B Series 2018-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **22707** |
| **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** | **Materials (0.2%)** |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Anglo American Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Finance Canada Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.371% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1152 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1617 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/33 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.634% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1690 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/51 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/51 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.893% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/54 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **7215** |
| **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** | **Real Estate (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1437 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Tower Trust #1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2090 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 843 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 872 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Prologis Targeted US Logistics Fund LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1093 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 816 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.840% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1452 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.836% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.884% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.631% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 994 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;SBA Tower Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.593% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Scentre Group Trust 1 / Scentre Group Trust 2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 667 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1925 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;VICI Properties LP / VICI Note Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **24582** |
| **Technology (1.4%)** | **Technology (1.4%)** | **Technology (1.4%)** | **Technology (1.4%)** | **Technology (1.4%)** | **Technology (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1182 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/45 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/46 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/51 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/52 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1418 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 331 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1700 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1509 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/54 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 683 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Constellation Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.158% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Constellation Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.461% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/34 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 380 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 3452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3470 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Foundry JV Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1906 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1740 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 835 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/52 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/54 | &nbsp;&nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/61 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4420 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2690 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1457 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1788 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1753 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.663% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/36 | &nbsp;&nbsp;&nbsp;&nbsp; 822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 3336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2048 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2084 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1307 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 945 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 596 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/53 | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 943 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **50201** |
| **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** | **Utilities (3.2%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 654 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1025 |
|  | &nbsp;&nbsp;&nbsp;Ameren Illinois Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ameren Missouri Securitization Funding I LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 597 |
|  | &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp; 1412 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 91 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 463 | &nbsp;&nbsp; 384 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 133 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Boston Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.757% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 107 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.407% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 93 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Brooklyn Union Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.273% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 459 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1109 | &nbsp;&nbsp; 1119 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1369 | &nbsp;&nbsp; 1329 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 868 | &nbsp;&nbsp; 871 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 145 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.743% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 363 |
|  | &nbsp;&nbsp;&nbsp;Cleco Securitization I LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.646% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 372 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 2490 | &nbsp;&nbsp; 2090 |
|  | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 367 |
|  | &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; 715 | &nbsp;&nbsp; 573 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp; 274 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1725 | &nbsp;&nbsp; 1727 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2607 | &nbsp;&nbsp; 2239 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 93 |
|  | &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; 202 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 493 | &nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 347 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp; 1021 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 405 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1034 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1098 | &nbsp;&nbsp; 957 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp; 1583 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 158 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 2045 | &nbsp;&nbsp; 1652 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 43 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.387% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 810 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 279 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;East Ohio Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp; 709 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 716 | &nbsp;&nbsp; 701 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 2168 | &nbsp;&nbsp; 1796 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 394 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 178 |
|  | &nbsp;&nbsp;&nbsp;Evergy Metro Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 137 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 775 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 478 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 249 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1024 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 971 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 368 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;Fortis Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.055% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1157 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp; 638 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 455 | &nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 988 | &nbsp;&nbsp; 901 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2411 | &nbsp;&nbsp; 2051 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 326 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
| <sup>5</sup> | &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; 795 | &nbsp;&nbsp; 775 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.078% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp; 630 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;KeySpan Gas East Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.742% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 646 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Massachusetts Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 580 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;MidAmerican Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp; 781 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;Mississippi Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 176 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Monongahela Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 127 |
|  | &nbsp;&nbsp;&nbsp;Nevada Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.051% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 391 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.749% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 417 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.278% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 967 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Niagara Mohawk Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.025% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/50 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 2036 | &nbsp;&nbsp; 1800 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Northern States Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2158 |
| <sup>2,5</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.191% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 932 | &nbsp;&nbsp; 961 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp; 417 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 57 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Oglethorpe Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 563 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp; 2077 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 559 |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp; 262 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 603 | &nbsp;&nbsp; 626 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1535 | &nbsp;&nbsp; 1684 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2329 | &nbsp;&nbsp; 2006 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739 |
|  | &nbsp;&nbsp;&nbsp;PECO Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.822% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 347 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.212% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 689 |
|  | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.099% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Natural Gas Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;Potomac Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 821 |
|  | &nbsp;&nbsp;&nbsp;PPL Electric Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 536 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;San Diego Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569 |
|  | &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; 1220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 0.861% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.942% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3941 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611 |
|  | &nbsp;&nbsp;&nbsp;Sierra Pacific Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 919 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2232 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 797 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Southwest Gas Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.966% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1074 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.057% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.167% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 475 |
|  | &nbsp;&nbsp;&nbsp;Tucson Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **112728** |
| **Total Corporate Bonds (Cost $839,038)** | **Total Corporate Bonds (Cost $839,038)** | **Total Corporate Bonds (Cost $839,038)** | **Total Corporate Bonds (Cost $839,038)** | **Total Corporate Bonds (Cost $839,038)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**778119** |
| **Sovereign Bonds (0.5%)** | **Sovereign Bonds (0.5%)** | **Sovereign Bonds (0.5%)** | **Sovereign Bonds (0.5%)** | **Sovereign Bonds (0.5%)** | **Sovereign Bonds (0.5%)** |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Canada Treasury Bills | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2107 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Canada Treasury Bills | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2105 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Emirate of Abu Dhabi | &nbsp;&nbsp;&nbsp;&nbsp; 4.951% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/52 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Government of Bermuda | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1047 | &nbsp;&nbsp; 1016 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1039 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/54 | &nbsp;&nbsp;&nbsp;&nbsp; 763 | &nbsp;&nbsp; 712 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;OMERS Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 550 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 | &nbsp;&nbsp; 875 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/34 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1106 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 565 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp; 1713 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;State of Qatar | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/50 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.338% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/53 | &nbsp;&nbsp;&nbsp;&nbsp; 737 | &nbsp;&nbsp; 655 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 951 |
| **Total Sovereign Bonds (Cost $16,712)** | **Total Sovereign Bonds (Cost $16,712)** | **Total Sovereign Bonds (Cost $16,712)** | **Total Sovereign Bonds (Cost $16,712)** | **Total Sovereign Bonds (Cost $16,712)** | &nbsp;&nbsp;&nbsp;&nbsp;**15447** |
| **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** | **Taxable Municipal Bonds (1.3%)** |
|  | &nbsp;&nbsp;&nbsp;Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 125 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.918% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.263% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;Bay Area Toll Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.043% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 940 |
|  | &nbsp;&nbsp;&nbsp;Broward County FL Airport System Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.477% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 177 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 7.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1594 |
|  | &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 915 |
|  | &nbsp;&nbsp;&nbsp;California Health Facilities Financing Authority Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.190% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.719% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;California State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.939% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1624 | &nbsp;&nbsp; 1789 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 751 | &nbsp;&nbsp; 827 |
|  | &nbsp;&nbsp;&nbsp;Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 565 |
|  | &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; 226 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.089% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.843% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 362 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.087% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;Dallas Fort Worth International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 178 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Foothill-Eastern Transportation Corridor Agency Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.924% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 265 |
|  | &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; 1980 | &nbsp;&nbsp; 2113 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.293% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 98 |
|  | &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; 235 | &nbsp;&nbsp; 218 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.184% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Grand Parkway Transportation Corp. Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.236% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp; 6.290% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 304 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 5774 | &nbsp;&nbsp; 5693 |
|  | &nbsp;&nbsp;&nbsp;Illinois State Toll Highway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.184% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 781 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Economic Development Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.433% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;JobsOhio Beverage System Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.833% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 127 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.774% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 263 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Kansas Development Finance Authority Lease (Appropriation) Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.501% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2042 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp; 5.198% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 663 |
|  | &nbsp;&nbsp;&nbsp;Maryland Economic Development Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/56 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 370 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.753% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 779 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.715% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1014 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.395% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 482 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.336% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 333 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.814% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp; 842 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Transit Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.175% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Michigan Finance Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.084% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 255 |
|  | &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; 350 | &nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;New Jersey Turnpike Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.414% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 470 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 872 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.094% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 564 |
|  | &nbsp;&nbsp;&nbsp;New York NY GO | &nbsp;&nbsp;&nbsp;&nbsp; 5.114% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 265 |
|  | &nbsp;&nbsp;&nbsp;North Texas Tollway Authority Highway Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 517 |
| <sup>8</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; 1399 | &nbsp;&nbsp; 1420 |

---

------

Balanced Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Oregon State University College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.424% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 694 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Philadelphia Authority for Industrial Development Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1945 | &nbsp;&nbsp; 2050 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 5.072% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp; 979 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/62 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 987 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/65 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Riverside CA General Fund Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.857% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;Riverside County CA Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.818% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Sales Tax Securitization Corp. Intergovernmental Agreement Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.238% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 794 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 858 |
|  | &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; 389 | &nbsp;&nbsp; 390 |
|  | &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; 945 | &nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.316% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.614% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;University of California College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.931% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.132% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 441 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.548% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 6.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.006% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.563% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1163 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.256% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 2.562% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 997 | &nbsp;&nbsp; 614 |
|  | &nbsp;&nbsp;&nbsp;University of Michigan College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 3.504% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;University of Minnesota College & University Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.048% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 629 |
| **Total Taxable Municipal Bonds (Cost $52,693)** | **Total Taxable Municipal Bonds (Cost $52,693)** | **Total Taxable Municipal Bonds (Cost $52,693)** | **Total Taxable Municipal Bonds (Cost $52,693)** | **Total Taxable Municipal Bonds (Cost $52,693)** | &nbsp;&nbsp;&nbsp;&nbsp;**47203** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** | **Temporary Cash Investments (0.9%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.466% |  | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 11 |

---

------

Balanced Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Repurchase Agreement (0.9%)** | **Repurchase Agreement (0.9%)** | **Repurchase Agreement (0.9%)** | **Repurchase Agreement (0.9%)** | **Repurchase Agreement (0.9%)** |
| &nbsp;&nbsp;&nbsp;NatWest Markets plc<br> (Dated 12/31/24, Repurchase Value $31,008,000, collateralized by U.S. Treasury Note/Bond 1.875%–3.750%, 5/15/43–2/15/51, with a value of $31,620,000) | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp;1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 31000 | &nbsp;&nbsp; 31000 |
| **Total Temporary Cash Investments (Cost $31,012)** | **Total Temporary Cash Investments (Cost $31,012)** | **Total Temporary Cash Investments (Cost $31,012)** | **Total Temporary Cash Investments (Cost $31,012)** | &nbsp;&nbsp;&nbsp;&nbsp;**31011** |
| **Total Investments (99.6%) (Cost $3,003,802)** | **Total Investments (99.6%) (Cost $3,003,802)** | **Total Investments (99.6%) (Cost $3,003,802)** | **Total Investments (99.6%) (Cost $3,003,802)** | **3519937** |
| **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** | **Other Assets and Liabilities—Net (0.4%)** | &nbsp;&nbsp;&nbsp;&nbsp;**15305** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **3535242** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Securities with a value of $116,000 have been segregated as initial margin for open futures contracts. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2024. |
| 4 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 5 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2024, the aggregate value was $225,447,000, representing 6.4% of net assets. |
| 6 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 7 | Face amount denominated in Canadian dollars. |
| 8 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 9 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 10 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 11 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | ADR—American Depositary Receipt. |
|  | DAC—Designated Activity Company. |
|  | GO—General Obligation Bond. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | March 2025 | 44 | 9047 | &nbsp;&nbsp;14 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| BNP Paribas | 1/15/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2171 &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;— |
| BNP Paribas | &nbsp;&nbsp;&nbsp;1/3/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2170 &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;— |

---

CAD—Canadian dollar. <br> USD—U.S. dollar.

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

------

Balanced Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $3,003,790) | 3519926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Total Investments in Securities | 3519937 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| Foreign Currency, at Value (Cost $375) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11596 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16714 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| **Total Assets** | **3550197** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12880 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**14955** |
| **Net Assets** | **3535242** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 2629010 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;906232 |
| **Net Assets** | **3535242** |
| **Net Assets** |  |
| **Applicable to 142,694,602 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **3535242** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$24.77** |

---

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

------

Balanced Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;31493 |
| Interest | &nbsp;&nbsp;52200 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Total Income | &nbsp;&nbsp;83695 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;1716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(173) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;5196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6996 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6987 |
| **Net Investment Income** | &nbsp;&nbsp;**76708** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 322232 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(567) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| **Realized Net Gain (Loss)** | **321649** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;70803 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;(187) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**70896** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **469253** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $161,000. |
| 2 | Realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were less than $1,000, and ($1000), respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Balanced Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74508 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;321649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171903 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70896 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176131 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;469253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422542 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(248485) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(195416) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;211501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180021 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;248485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195416 |
| Redeemed | &nbsp;&nbsp;&nbsp;(405867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(484124) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108687) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;274887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118439 |
| **Net Assets** |  |  |
| **Beginning of Period** | **3260355** | &nbsp;&nbsp;&nbsp;&nbsp;**3141916** |
| **End of Period** | **3535242** | &nbsp;&nbsp;&nbsp;&nbsp;**3260355** |

---

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

------

Balanced Portfolio

Financial Highlights

---

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

---

---

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

---

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

------

Balanced Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

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

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

6. Futures Contracts: The portfolio uses futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the portfolio and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the portfolio trades futures contracts on an exchange, monitors

------

Balanced Portfolio

the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the year ended December 31, 2024, the portfolio's average investments in long and short futures contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

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

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

During the year ended December 31, 2024, the portfolio's average investment in forward currency contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

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

------

Balanced Portfolio

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

12. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

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

**B.** Wellington Management Company llp provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets. The basic fee is subject to quarterly
adjustments based on the portfolio's performance relative to the combined index comprising the S&P 500 Index and the Bloomberg Barclays U.S. Credit A or Better Bond Index for the preceding three years. For
the year ended December 31, 2024, the investment advisory fee represented an effective annual basic rate of 0.05% of the portfolio's average net assets, before a net decrease of $173,000 (0.01%) based on
performance.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $95,000, representing less than 0.01% of the portfolio's net assets and 0.04% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio has asked its investment advisor to direct certain security trades, subject to obtaining the best price and execution, to brokers who have agreed to rebate to the portfolio part of the commissions
generated. Such rebates are used solely to reduce the portfolio's management and administrative expenses. The portfolio's custodian bank has also agreed to reduce its fees when the portfolio maintains cash
on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, these arrangements reduced the portfolio's management and administrative expenses by $6,000 and custodian fees by
$3,000. The total expense reduction represented an effective annual rate of less than 0.01% of the portfolio's average net assets.

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

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

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

------

Balanced Portfolio

The following table summarizes the market value of the portfolio's investments and derivatives as of December 31, 2024, 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 | 2179335 | &nbsp;&nbsp;&nbsp;&nbsp;110559 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2289894 |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;315901 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;315901 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42362 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42362 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;778119 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;778119 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15447 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15447 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47203 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47203 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31000 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31011 |
| Total | 2179346 | &nbsp;&nbsp;&nbsp;1340591 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3519937 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 14 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;14 |
| Forward Currency Contracts | &nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;124 |
| Total | 14 | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;138 |

---

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

**F.** At December 31, 2024, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

---

| | | | |
|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 14 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;14 |
| Unrealized Appreciation—Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;124 |
| Total Assets | 14 | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;138 |

---

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the year ended December 31, 2024, were:

---

| | | | |
|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest Rate<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (567) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(567) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |
| Futures Contracts | 156 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;156 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;124 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 156 | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;280 |

---

**G.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for foreign currency transactions were reclassified between the individual components
of total distributable earnings (loss).

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

------

Balanced Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;93868 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;303321 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;509043 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;906232 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;89175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66515 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;159310 | &nbsp;&nbsp;&nbsp;&nbsp;128901 |
| Total | &nbsp;&nbsp;&nbsp;248485 | &nbsp;&nbsp;&nbsp;&nbsp;195416 |

---

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

As of December 31, 2024, 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;3010896 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656771 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(147730) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509041 |

---

**H.** During the year ended December 31, 2024, the portfolio purchased $1,461,945,000 of investment securities and sold $1,638,204,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $684,379,000 and $624,998,000, respectively.

The portfolio purchased securities from and sold securities to other funds or accounts managed by its investment advisor or their affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2024, such purchases were $0 and sales were $4,838,000, resulting in net realized gain of $343,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;8888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8261 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;10927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9486 |
| Redeemed | (17104) | &nbsp;&nbsp;(22408) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;2711 | &nbsp;&nbsp;&nbsp;&nbsp;(4661) |

---

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

------

Balanced Portfolio

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

At December 31, 2024, 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 63% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

**K.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Balanced Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

For corporate shareholders, 27.8%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $8,725,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $159,310,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

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

Q690B 022025

------

![](tm2525588d12capgroportfii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Capital Growth Portfolio

------

#### Contents

---

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

---

------

Capital Growth Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (96.0%)** | **Common Stocks (96.0%)** | **Common Stocks (96.0%)** | **Common Stocks (96.0%)** |
| **Communication Services (5.7%)** | **Communication Services (5.7%)** | **Communication Services (5.7%)** | **Communication Services (5.7%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;269650 | &nbsp;&nbsp;&nbsp;&nbsp; 51045 |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;156500 | &nbsp;&nbsp;&nbsp;&nbsp; 29804 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Baidu Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;177200 | &nbsp;&nbsp;&nbsp;&nbsp; 14940 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;111300 | &nbsp;&nbsp;&nbsp;&nbsp; 12393 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp; 3571 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **111753** |
| **Consumer Discretionary (11.7%)** | **Consumer Discretionary (11.7%)** | **Consumer Discretionary (11.7%)** | **Consumer Discretionary (11.7%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134800 | &nbsp;&nbsp;&nbsp;&nbsp; 54438 |
|  | &nbsp;&nbsp;&nbsp;Sony Group Corp. ADR | 1612000 | &nbsp;&nbsp;&nbsp;&nbsp; 34110 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196700 | &nbsp;&nbsp;&nbsp;&nbsp; 29755 |
|  | &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;301800 | &nbsp;&nbsp;&nbsp;&nbsp; 25590 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;192500 | &nbsp;&nbsp;&nbsp;&nbsp; 23256 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98300 | &nbsp;&nbsp;&nbsp;&nbsp; 21566 |
|  | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;47800 | &nbsp;&nbsp;&nbsp;&nbsp; 11027 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mattel Inc. | &nbsp;&nbsp;&nbsp;&nbsp;615200 | &nbsp;&nbsp;&nbsp;&nbsp; 10907 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;70900 | &nbsp;&nbsp;&nbsp;&nbsp; 8117 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91100 | &nbsp;&nbsp;&nbsp;&nbsp; 3532 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Flutter Entertainment plc | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35400 | &nbsp;&nbsp;&nbsp;&nbsp; 2193 |
|  | &nbsp;&nbsp;&nbsp;Restaurant Brands International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 1303 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **228664** |
| **Consumer Staples (0.5%)** | **Consumer Staples (0.5%)** | **Consumer Staples (0.5%)** | **Consumer Staples (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89100 | &nbsp;&nbsp;&nbsp;&nbsp; 6813 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34100 | &nbsp;&nbsp;&nbsp;&nbsp; 2555 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **9368** |
| **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;124400 | &nbsp;&nbsp;&nbsp;&nbsp; 16547 |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;96198 | &nbsp;&nbsp;&nbsp;&nbsp; 10348 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp; 4165 |
|  | &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32700 | &nbsp;&nbsp;&nbsp;&nbsp; 4008 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Transocean Ltd. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;278100 | &nbsp;&nbsp;&nbsp;&nbsp; 1043 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **36111** |
| **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** | **Financials (7.6%)** |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;505500 | &nbsp;&nbsp;&nbsp;&nbsp; 35506 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;86100 | &nbsp;&nbsp;&nbsp;&nbsp; 20639 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp; 18646 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73900 | &nbsp;&nbsp;&nbsp;&nbsp; 15697 |
|  | &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96350 | &nbsp;&nbsp;&nbsp;&nbsp; 14966 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;212200 | &nbsp;&nbsp;&nbsp;&nbsp; 9326 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77100 | &nbsp;&nbsp;&nbsp;&nbsp; 6581 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75100 | &nbsp;&nbsp;&nbsp;&nbsp; 5558 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21100 | &nbsp;&nbsp;&nbsp;&nbsp; 5056 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44400 | &nbsp;&nbsp;&nbsp;&nbsp; 4551 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp; 3958 |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4700 | &nbsp;&nbsp;&nbsp;&nbsp; 2475 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31700 | &nbsp;&nbsp;&nbsp;&nbsp; 2231 |
|  | &nbsp;&nbsp;&nbsp;CME Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp; 1974 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **147164** |
| **Health Care (27.3%)** | **Health Care (27.3%)** | **Health Care (27.3%)** | **Health Care (27.3%)** |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;271871 | &nbsp;&nbsp;&nbsp;&nbsp; 209884 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;230771 | &nbsp;&nbsp;&nbsp;&nbsp; 60148 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;665702 | &nbsp;&nbsp;&nbsp;&nbsp; 59461 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;666600 | &nbsp;&nbsp;&nbsp;&nbsp; 43676 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Biogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;231050 | &nbsp;&nbsp;&nbsp;&nbsp; 35332 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41400 | &nbsp;&nbsp;&nbsp;&nbsp; 21538 |
|  | &nbsp;&nbsp;&nbsp;Novartis AG ADR | &nbsp;&nbsp;&nbsp;&nbsp;201150 | &nbsp;&nbsp;&nbsp;&nbsp; 19574 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;320900 | &nbsp;&nbsp;&nbsp;&nbsp; 18150 |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;443300 | &nbsp;&nbsp;&nbsp;&nbsp; 14992 |

---

------

Capital Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166900 | &nbsp;&nbsp;&nbsp;&nbsp; 10970 |
|  | &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;29791 | &nbsp;&nbsp;&nbsp;&nbsp; 8330 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BeiGene Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;34000 | &nbsp;&nbsp;&nbsp;&nbsp; 6280 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;472616 | &nbsp;&nbsp;&nbsp;&nbsp; 5723 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45500 | &nbsp;&nbsp;&nbsp;&nbsp; 4806 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp; 3025 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62400 | &nbsp;&nbsp;&nbsp;&nbsp; 2801 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 2687 |
|  | &nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;31300 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 |
|  | &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;21000 | &nbsp;&nbsp;&nbsp;&nbsp; 2375 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **532252** |
| **Industrials (13.5%)** | **Industrials (13.5%)** | **Industrials (13.5%)** | **Industrials (13.5%)** |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;220300 | &nbsp;&nbsp;&nbsp;&nbsp; 61977 |
|  | &nbsp;&nbsp;&nbsp;Siemens AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;202138 | &nbsp;&nbsp;&nbsp;&nbsp; 39416 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;309900 | &nbsp;&nbsp;&nbsp;&nbsp; 30091 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp;646650 | &nbsp;&nbsp;&nbsp;&nbsp; 21740 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;291600 | &nbsp;&nbsp;&nbsp;&nbsp; 17642 |
|  | &nbsp;&nbsp;&nbsp;Airbus SE | &nbsp;&nbsp;&nbsp;&nbsp;92654 | &nbsp;&nbsp;&nbsp;&nbsp; 14837 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Airlines Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;751500 | &nbsp;&nbsp;&nbsp;&nbsp; 13099 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34200 | &nbsp;&nbsp;&nbsp;&nbsp; 12406 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41900 | &nbsp;&nbsp;&nbsp;&nbsp; 9555 |
|  | &nbsp;&nbsp;&nbsp;TransDigm Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7450 | &nbsp;&nbsp;&nbsp;&nbsp; 9441 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alaska Air Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108100 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;Textron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;77100 | &nbsp;&nbsp;&nbsp;&nbsp; 5897 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. Class B (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;45650 | &nbsp;&nbsp;&nbsp;&nbsp; 5757 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43300 | &nbsp;&nbsp;&nbsp;&nbsp; 2956 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10700 | &nbsp;&nbsp;&nbsp;&nbsp; 2819 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;77700 | &nbsp;&nbsp;&nbsp;&nbsp; 2507 |
|  | &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12100 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21250 | &nbsp;&nbsp;&nbsp;&nbsp; 1968 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **262933** |
| **Information Technology (26.8%)** | **Information Technology (26.8%)** | **Information Technology (26.8%)** | **Information Technology (26.8%)** |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;155200 | &nbsp;&nbsp;&nbsp;&nbsp; 65417 |
|  | &nbsp;&nbsp;&nbsp;KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84700 | &nbsp;&nbsp;&nbsp;&nbsp; 53371 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;271800 | &nbsp;&nbsp;&nbsp;&nbsp; 50965 |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;597500 | &nbsp;&nbsp;&nbsp;&nbsp; 50286 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;371100 | &nbsp;&nbsp;&nbsp;&nbsp; 49835 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp; 47581 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;219200 | &nbsp;&nbsp;&nbsp;&nbsp; 36527 |
|  | &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;207800 | &nbsp;&nbsp;&nbsp;&nbsp; 24121 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | 1153200 | &nbsp;&nbsp;&nbsp;&nbsp; 23122 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28600 | &nbsp;&nbsp;&nbsp;&nbsp; 17975 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65600 | &nbsp;&nbsp;&nbsp;&nbsp; 13937 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;362350 | &nbsp;&nbsp;&nbsp;&nbsp; 11823 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;46500 | &nbsp;&nbsp;&nbsp;&nbsp; 11645 |
|  | &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70700 | &nbsp;&nbsp;&nbsp;&nbsp; 10861 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;466950 | &nbsp;&nbsp;&nbsp;&nbsp; 9969 |
|  | &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson ADR | 1085700 | &nbsp;&nbsp;&nbsp;&nbsp; 8751 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;117600 | &nbsp;&nbsp;&nbsp;&nbsp; 6962 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31800 | &nbsp;&nbsp;&nbsp;&nbsp; 5172 |
|  | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51300 | &nbsp;&nbsp;&nbsp;&nbsp; 5082 |
|  | &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96250 | &nbsp;&nbsp;&nbsp;&nbsp; 4574 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Autodesk Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp; 3724 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28100 | &nbsp;&nbsp;&nbsp;&nbsp; 3104 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15600 | &nbsp;&nbsp;&nbsp;&nbsp; 2839 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11400 | &nbsp;&nbsp;&nbsp;&nbsp; 2643 |
|  | &nbsp;&nbsp;&nbsp;Teradyne Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18500 | &nbsp;&nbsp;&nbsp;&nbsp; 2329 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **522615** |
| **Materials (1.0%)** | **Materials (1.0%)** | **Materials (1.0%)** | **Materials (1.0%)** |
|  | &nbsp;&nbsp;&nbsp;Glencore plc | 1022712 | &nbsp;&nbsp;&nbsp;&nbsp; 4504 |
|  | &nbsp;&nbsp;&nbsp;Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49200 | &nbsp;&nbsp;&nbsp;&nbsp; 4235 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38566 | &nbsp;&nbsp;&nbsp;&nbsp; 2941 |
|  | &nbsp;&nbsp;&nbsp;Linde plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6300 | &nbsp;&nbsp;&nbsp;&nbsp; 2638 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65500 | &nbsp;&nbsp;&nbsp;&nbsp; 2494 |
|  | &nbsp;&nbsp;&nbsp;Corteva Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30700 | &nbsp;&nbsp;&nbsp;&nbsp; 1749 |

---

------

Capital Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Dow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18066 | &nbsp;&nbsp;&nbsp;&nbsp; 725 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **19286** |
| **Total Common Stocks (Cost $978,418)** | **Total Common Stocks (Cost $978,418)** | **Total Common Stocks (Cost $978,418)** | &nbsp;&nbsp;&nbsp;&nbsp;**1870146** |
| **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** | **Temporary Cash Investments (4.0%)** |
| **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** | **Money Market Fund (4.0%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.466% **(Cost $76,804)** | &nbsp;&nbsp;&nbsp;&nbsp;768073 | &nbsp;&nbsp;&nbsp;&nbsp; **76807** |
| **Total Investments (100.0%) (Cost $1,055,222)** | **Total Investments (100.0%) (Cost $1,055,222)** | **Total Investments (100.0%) (Cost $1,055,222)** | &nbsp;&nbsp;&nbsp;&nbsp;**1946953** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | &nbsp;&nbsp;&nbsp;&nbsp;**799** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1947752** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

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

---

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

------

Capital Growth Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $978,418) | 1870146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $76,804) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76807 |
| Total Investments in Securities | 1946953 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2230 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
| **Total Assets** | **1949746** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;164 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1994** |
| **Net Assets** | **1947752** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;&nbsp;946308 |
| Total Distributable Earnings (Loss) | 1001444 |
| **Net Assets** | **1947752** |
| **Net Assets** |  |
| **Applicable to 38,239,511 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1947752** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$50.94** |

---

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

------

Capital Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;23324 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4415 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Total Income | &nbsp;&nbsp;27741 |
| **Expenses** |  |
| Investment Advisory Fees—Note B | &nbsp;&nbsp;&nbsp;&nbsp;2916 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;3518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6610 |
| **Net Investment Income** | &nbsp;&nbsp;**21131** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | &nbsp;&nbsp;90551 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;**90533** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | 126520 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(24) |
| **Change in Unrealized Appreciation (Depreciation)** | **126496** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **238160** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $433,000. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $4,415,000, $4,000, and $15,000, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Capital Growth Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20390 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39441 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;126496 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331931 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;238160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391762 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(60971) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96796) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;176055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159337 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96796 |
| Redeemed | &nbsp;&nbsp;&nbsp;(252689) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183484) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;(15663) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72649 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;161526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367615 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1786226** | &nbsp;&nbsp;&nbsp;&nbsp;**1418611** |
| **End of Period** | **1947752** | &nbsp;&nbsp;&nbsp;&nbsp;**1786226** |

---

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

------

Capital Growth Portfolio

Financial Highlights

---

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

---

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

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

------

Capital Growth Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

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

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

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

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

------

Capital Growth Portfolio

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

**B.** PRIMECAP Management Company provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets. For the year ended December 31, 2024, the investment
advisory fee represented an effective annual basic rate of 0.15% of the portfolio's average net assets.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $53,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

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

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

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

The following table summarizes the market value of the portfolio's investments as of December 31, 2024, 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 | 1800189 | &nbsp;&nbsp;&nbsp;69957 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1870146 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76807 |
| Total | 1876996 | &nbsp;&nbsp;&nbsp;69957 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1946953 |

---

**E.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for foreign currency transactions were reclassified between the individual components
of total distributable earnings (loss).

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19655 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90054 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891735 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;1001444 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;22235 | &nbsp;&nbsp;&nbsp;&nbsp;16640 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;38736 | &nbsp;&nbsp;&nbsp;&nbsp;80156 |
| Total | &nbsp;&nbsp;&nbsp;60971 | &nbsp;&nbsp;&nbsp;&nbsp;96796 |

---

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

------

Capital Growth Portfolio

As of December 31, 2024, 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;1055223 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;1010126 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(118396) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;891730 |

---

**F.** During the year ended December 31, 2024, the portfolio purchased $84,853,000 of investment securities and sold $135,571,000 of investment securities, other than temporary cash investments.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;3539 | &nbsp;&nbsp;&nbsp;&nbsp;3799 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;1245 | &nbsp;&nbsp;&nbsp;&nbsp;2584 |
| Redeemed | (5059) | &nbsp;&nbsp;(4418) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;(275) | &nbsp;&nbsp;&nbsp;&nbsp;1965 |

---

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

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

At December 31, 2024, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 51% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

**I.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Capital Growth Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

For corporate shareholders, 84.1%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $1,927,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $38,736,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690CG 022025

------

![](tm2525588d12divvalportfii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Diversified Value Portfolio

------

#### Contents

---

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

---

------

Diversified Value Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (95.0%)** | **Common Stocks (95.0%)** | **Common Stocks (95.0%)** | **Common Stocks (95.0%)** |
| **Communication Services (5.5%)** | **Communication Services (5.5%)** | **Communication Services (5.5%)** | **Communication Services (5.5%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;249791 | &nbsp;&nbsp;&nbsp;&nbsp; 47285 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;332768 | &nbsp;&nbsp;&nbsp;&nbsp; 12489 |
|  | &nbsp;&nbsp;&nbsp;WPP plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;107500 | &nbsp;&nbsp;&nbsp;&nbsp; 5526 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;389579 | &nbsp;&nbsp;&nbsp;&nbsp; 4118 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global Class B | &nbsp;&nbsp;&nbsp;&nbsp;256500 | &nbsp;&nbsp;&nbsp;&nbsp; 2683 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26691 | &nbsp;&nbsp;&nbsp;&nbsp; 2296 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **74397** |
| **Consumer Discretionary (9.5%)** | **Consumer Discretionary (9.5%)** | **Consumer Discretionary (9.5%)** | **Consumer Discretionary (9.5%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;299576 | &nbsp;&nbsp;&nbsp;&nbsp; 65724 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;221283 | &nbsp;&nbsp;&nbsp;&nbsp; 11788 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40587 | &nbsp;&nbsp;&nbsp;&nbsp; 11766 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28837 | &nbsp;&nbsp;&nbsp;&nbsp; 11217 |
|  | &nbsp;&nbsp;&nbsp;Magna International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;249475 | &nbsp;&nbsp;&nbsp;&nbsp; 10425 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aptiv plc | &nbsp;&nbsp;&nbsp;&nbsp;101800 | &nbsp;&nbsp;&nbsp;&nbsp; 6157 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;41227 | &nbsp;&nbsp;&nbsp;&nbsp; 3762 |
|  | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp; 2645 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;83100 | &nbsp;&nbsp;&nbsp;&nbsp; 2642 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 2484 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **128610** |
| **Consumer Staples (4.2%)** | **Consumer Staples (4.2%)** | **Consumer Staples (4.2%)** | **Consumer Staples (4.2%)** |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;186963 | &nbsp;&nbsp;&nbsp;&nbsp; 11640 |
|  | &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;67199 | &nbsp;&nbsp;&nbsp;&nbsp; 11266 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Co. | &nbsp;&nbsp;&nbsp;&nbsp;344900 | &nbsp;&nbsp;&nbsp;&nbsp; 10592 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;120993 | &nbsp;&nbsp;&nbsp;&nbsp; 6860 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;102790 | &nbsp;&nbsp;&nbsp;&nbsp; 6140 |
|  | &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;79600 | &nbsp;&nbsp;&nbsp;&nbsp; 3985 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122400 | &nbsp;&nbsp;&nbsp;&nbsp; 3397 |
|  | &nbsp;&nbsp;&nbsp;Brown-Forman Corp. Class B | &nbsp;&nbsp;&nbsp;&nbsp;80617 | &nbsp;&nbsp;&nbsp;&nbsp; 3062 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **56942** |
| **Energy (7.2%)** | **Energy (7.2%)** | **Energy (7.2%)** | **Energy (7.2%)** |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;174278 | &nbsp;&nbsp;&nbsp;&nbsp; 18747 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;179146 | &nbsp;&nbsp;&nbsp;&nbsp; 17766 |
|  | &nbsp;&nbsp;&nbsp;APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;725423 | &nbsp;&nbsp;&nbsp;&nbsp; 16750 |
|  | &nbsp;&nbsp;&nbsp;Shell plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;172336 | &nbsp;&nbsp;&nbsp;&nbsp; 10797 |
|  | &nbsp;&nbsp;&nbsp;NOV Inc. | &nbsp;&nbsp;&nbsp;&nbsp;644315 | &nbsp;&nbsp;&nbsp;&nbsp; 9407 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Co. | &nbsp;&nbsp;&nbsp;&nbsp;194700 | &nbsp;&nbsp;&nbsp;&nbsp; 7987 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;179000 | &nbsp;&nbsp;&nbsp;&nbsp; 7249 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;176500 | &nbsp;&nbsp;&nbsp;&nbsp; 2674 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger NV | &nbsp;&nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp; 2550 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;76379 | &nbsp;&nbsp;&nbsp;&nbsp; 2077 |
|  | &nbsp;&nbsp;&nbsp;Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;62540 | &nbsp;&nbsp;&nbsp;&nbsp; 1892 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **97896** |
| **Financials (19.5%)** | **Financials (19.5%)** | **Financials (19.5%)** | **Financials (19.5%)** |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;734228 | &nbsp;&nbsp;&nbsp;&nbsp; 32269 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;94156 | &nbsp;&nbsp;&nbsp;&nbsp; 29757 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;171446 | &nbsp;&nbsp;&nbsp;&nbsp; 25547 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;298603 | &nbsp;&nbsp;&nbsp;&nbsp; 21019 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;226333 | &nbsp;&nbsp;&nbsp;&nbsp; 15898 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62413 | &nbsp;&nbsp;&nbsp;&nbsp; 13257 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;65452 | &nbsp;&nbsp;&nbsp;&nbsp; 11285 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152402 | &nbsp;&nbsp;&nbsp;&nbsp; 11095 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;109610 | &nbsp;&nbsp;&nbsp;&nbsp; 10758 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;143762 | &nbsp;&nbsp;&nbsp;&nbsp; 10640 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;34871 | &nbsp;&nbsp;&nbsp;&nbsp; 10349 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;199600 | &nbsp;&nbsp;&nbsp;&nbsp; 9547 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;111500 | &nbsp;&nbsp;&nbsp;&nbsp; 9006 |
|  | &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;198261 | &nbsp;&nbsp;&nbsp;&nbsp; 8676 |
|  | &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;29424 | &nbsp;&nbsp;&nbsp;&nbsp; 8130 |

---

------

Diversified Value Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67800 | &nbsp;&nbsp;&nbsp;&nbsp; 7417 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12923 | &nbsp;&nbsp;&nbsp;&nbsp; 7400 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;89734 | &nbsp;&nbsp;&nbsp;&nbsp; 6894 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;195100 | &nbsp;&nbsp;&nbsp;&nbsp; 5839 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94100 | &nbsp;&nbsp;&nbsp;&nbsp; 4082 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;19400 | &nbsp;&nbsp;&nbsp;&nbsp; 3460 |
|  | &nbsp;&nbsp;&nbsp;First Citizens BancShares Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432 | &nbsp;&nbsp;&nbsp;&nbsp; 3026 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **265351** |
| **Health Care (13.4%)** | **Health Care (13.4%)** | **Health Care (13.4%)** | **Health Care (13.4%)** |
|  | &nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;272082 | &nbsp;&nbsp;&nbsp;&nbsp; 21734 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42662 | &nbsp;&nbsp;&nbsp;&nbsp; 21581 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35281 | &nbsp;&nbsp;&nbsp;&nbsp; 13015 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142821 | &nbsp;&nbsp;&nbsp;&nbsp; 12757 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp;&nbsp; 12030 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;50537 | &nbsp;&nbsp;&nbsp;&nbsp; 11601 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22276 | &nbsp;&nbsp;&nbsp;&nbsp; 11589 |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;13879 | &nbsp;&nbsp;&nbsp;&nbsp; 10714 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;118617 | &nbsp;&nbsp;&nbsp;&nbsp; 9273 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71696 | &nbsp;&nbsp;&nbsp;&nbsp; 7132 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40998 | &nbsp;&nbsp;&nbsp;&nbsp; 6680 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24700 | &nbsp;&nbsp;&nbsp;&nbsp; 6267 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp;94560 | &nbsp;&nbsp;&nbsp;&nbsp; 5728 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13680 | &nbsp;&nbsp;&nbsp;&nbsp; 5509 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23399 | &nbsp;&nbsp;&nbsp;&nbsp; 4598 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;15300 | &nbsp;&nbsp;&nbsp;&nbsp; 4225 |
|  | &nbsp;&nbsp;&nbsp;HCA Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;&nbsp;&nbsp; 3902 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34211 | &nbsp;&nbsp;&nbsp;&nbsp; 3614 |
|  | &nbsp;&nbsp;&nbsp;Labcorp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12200 | &nbsp;&nbsp;&nbsp;&nbsp; 2798 |
|  | &nbsp;&nbsp;&nbsp;GSK plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;81932 | &nbsp;&nbsp;&nbsp;&nbsp; 2771 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37300 | &nbsp;&nbsp;&nbsp;&nbsp; 2464 |
|  | &nbsp;&nbsp;&nbsp;Sanofi SA ADR | &nbsp;&nbsp;&nbsp;&nbsp;47764 | &nbsp;&nbsp;&nbsp;&nbsp; 2304 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **182286** |
| **Industrials (10.5%)** | **Industrials (10.5%)** | **Industrials (10.5%)** | **Industrials (10.5%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;88852 | &nbsp;&nbsp;&nbsp;&nbsp; 15727 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;67463 | &nbsp;&nbsp;&nbsp;&nbsp; 13613 |
|  | &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;55940 | &nbsp;&nbsp;&nbsp;&nbsp; 13129 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40933 | &nbsp;&nbsp;&nbsp;&nbsp; 11516 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26651 | &nbsp;&nbsp;&nbsp;&nbsp; 9291 |
|  | &nbsp;&nbsp;&nbsp;Rockwell Automation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26485 | &nbsp;&nbsp;&nbsp;&nbsp; 7569 |
|  | &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35380 | &nbsp;&nbsp;&nbsp;&nbsp; 7403 |
|  | &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55262 | &nbsp;&nbsp;&nbsp;&nbsp; 7384 |
|  | &nbsp;&nbsp;&nbsp;HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29984 | &nbsp;&nbsp;&nbsp;&nbsp; 7129 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;60300 | &nbsp;&nbsp;&nbsp;&nbsp; 6978 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30888 | &nbsp;&nbsp;&nbsp;&nbsp; 6977 |
|  | &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34554 | &nbsp;&nbsp;&nbsp;&nbsp; 6095 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial NV | &nbsp;&nbsp;&nbsp;&nbsp;514634 | &nbsp;&nbsp;&nbsp;&nbsp; 5831 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50380 | &nbsp;&nbsp;&nbsp;&nbsp; 5241 |
|  | &nbsp;&nbsp;&nbsp;AMETEK Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27551 | &nbsp;&nbsp;&nbsp;&nbsp; 4966 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16678 | &nbsp;&nbsp;&nbsp;&nbsp; 4250 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp; 2712 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fluor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;49050 | &nbsp;&nbsp;&nbsp;&nbsp; 2419 |
|  | &nbsp;&nbsp;&nbsp;Timken Co. | &nbsp;&nbsp;&nbsp;&nbsp;33600 | &nbsp;&nbsp;&nbsp;&nbsp; 2398 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8900 | &nbsp;&nbsp;&nbsp;&nbsp; 2345 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **142973** |
| **Information Technology (21.1%)** | **Information Technology (21.1%)** | **Information Technology (21.1%)** | **Information Technology (21.1%)** |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;156824 | &nbsp;&nbsp;&nbsp;&nbsp; 66101 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;190955 | &nbsp;&nbsp;&nbsp;&nbsp; 47819 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;F5 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp; 21626 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90876 | &nbsp;&nbsp;&nbsp;&nbsp; 21069 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Workday Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;69500 | &nbsp;&nbsp;&nbsp;&nbsp; 17933 |
|  | &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson ADR | 2119505 | &nbsp;&nbsp;&nbsp;&nbsp; 17083 |
|  | &nbsp;&nbsp;&nbsp;Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;42554 | &nbsp;&nbsp;&nbsp;&nbsp; 14970 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;133222 | &nbsp;&nbsp;&nbsp;&nbsp; 14714 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;211824 | &nbsp;&nbsp;&nbsp;&nbsp; 14711 |
|  | &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58065 | &nbsp;&nbsp;&nbsp;&nbsp; 12336 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61715 | &nbsp;&nbsp;&nbsp;&nbsp; 10037 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68440 | &nbsp;&nbsp;&nbsp;&nbsp; 8267 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13218 | &nbsp;&nbsp;&nbsp;&nbsp; 5878 |
|  | &nbsp;&nbsp;&nbsp;TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;36460 | &nbsp;&nbsp;&nbsp;&nbsp; 5213 |

---

------

Diversified Value Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44460 | &nbsp;&nbsp;&nbsp;&nbsp; 3742 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;166319 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 |
|  | &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp; 2653 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **287487** |
| **Materials (1.0%)** | **Materials (1.0%)** | **Materials (1.0%)** | **Materials (1.0%)** |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;43486 | &nbsp;&nbsp;&nbsp;&nbsp; 8137 |
|  | &nbsp;&nbsp;&nbsp;Olin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;175800 | &nbsp;&nbsp;&nbsp;&nbsp; 5942 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **14079** |
| **Real Estate (1.6%)** | **Real Estate (1.6%)** | **Real Estate (1.6%)** | **Real Estate (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;Prologis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;129115 | &nbsp;&nbsp;&nbsp;&nbsp; 13648 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CBRE Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;62307 | &nbsp;&nbsp;&nbsp;&nbsp; 8180 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **21828** |
| **Utilities (1.5%)** | **Utilities (1.5%)** | **Utilities (1.5%)** | **Utilities (1.5%)** |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;201100 | &nbsp;&nbsp;&nbsp;&nbsp; 10831 |
|  | &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;303655 | &nbsp;&nbsp;&nbsp;&nbsp; 9857 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **20688** |
| **Total Common Stocks (Cost $1,086,581)** | **Total Common Stocks (Cost $1,086,581)** | **Total Common Stocks (Cost $1,086,581)** | &nbsp;&nbsp;&nbsp;&nbsp;**1292537** |
| **Temporary Cash Investments (4.9%)** | **Temporary Cash Investments (4.9%)** | **Temporary Cash Investments (4.9%)** | **Temporary Cash Investments (4.9%)** |
| **Money Market Fund (4.9%)** | **Money Market Fund (4.9%)** | **Money Market Fund (4.9%)** | **Money Market Fund (4.9%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.466% **(Cost $65,808)** | &nbsp;&nbsp;&nbsp;&nbsp;658078 | &nbsp;&nbsp;&nbsp;&nbsp; **65808** |
| **Total Investments (99.9%) (Cost $1,152,389)** | **Total Investments (99.9%) (Cost $1,152,389)** | **Total Investments (99.9%) (Cost $1,152,389)** | &nbsp;&nbsp;&nbsp;&nbsp;**1358345** |
| **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1980** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1360325** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

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

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | March 2025 | 130 | 38582 | &nbsp;&nbsp;(1135) |

---

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

------

Diversified Value Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,086,581) | 1292537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $65,808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65808 |
| Total Investments in Securities | 1358345 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1991 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 |
| **Total Assets** | **1361836** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1511** |
| **Net Assets** | **1360325** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 1024998 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;335327 |
| **Net Assets** | **1360325** |
| **Net Assets** |  |
| **Applicable to 81,711,236 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1360325** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$16.65** |

---

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

------

Diversified Value Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;21172 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3538 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 |
| Total Income | &nbsp;&nbsp;24752 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;1510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;1943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3661 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3657 |
| **Net Investment Income** | &nbsp;&nbsp;**21095** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 103580 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;9570 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Realized Net Gain (Loss)** | **113150** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;43664 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(2099) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**41565** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **175810** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $187,000. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $3,448,000, $5,000, and $9,000, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Diversified Value Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18534 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;113150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69015 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112558 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;175810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200107 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(90384) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(74908) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;250020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60575 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74908 |
| Redeemed | &nbsp;&nbsp;&nbsp;(212367) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183693) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;128037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(48210) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;213463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76989 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1146862** | &nbsp;&nbsp;&nbsp;&nbsp;**1069873** |
| **End of Period** | **1360325** | &nbsp;&nbsp;&nbsp;&nbsp;**1146862** |

---

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

------

Diversified Value Portfolio

Financial Highlights

---

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

---

---

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

---

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

------

Diversified Value Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. Futures Contracts: The portfolio uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The portfolio may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the portfolio and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the portfolio trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the year ended December 31, 2024, the portfolio's average investments in long and short futures contracts represented 3% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

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

------

Diversified Value Portfolio

agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the portfolio and Vanguard.

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

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

**B.** The investment advisory firms Lazard Asset Management LLC and Hotchkis and Wiley Capital Management, LLC, each provide investment advisory services to a portion of the portfolio for a fee calculated at an annual
percentage rate of average net assets managed by the advisor. The basic fee of Lazard Asset Management LLC is subject to quarterly adjustments based on performance relative to the S&P 500 Index for the preceding
three years. The basic fee of Wiley Capital Management, LLC, is subject to quarterly adjustments based on performance relative to the Russell 1000 Value Index for the preceding five years.

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

For the year ended December 31, 2024, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.12% of the portfolio's average net assets, before a net increase of $77,000 (0.01%) based on performance.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $38,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio's custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, custodian fee offset
arrangements reduced the portfolio's expenses by $4,000 (an annual rate of less than 0.01% of average net assets).

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

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

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

At December 31, 2024, 100% of the market value of the portfolio's investments and derivatives was determined based on Level 1 inputs.

**F.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for foreign currency transactions were reclassified between the individual components
of total distributable earnings (loss).

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

------

Diversified Value Portfolio

differences are primarily related to the deferral of losses from wash sales; and the recognition of unrealized gains or losses from certain derivative contracts. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;38054 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;92628 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;204645 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;335327 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;37333 | &nbsp;&nbsp;&nbsp;&nbsp;16360 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;53051 | &nbsp;&nbsp;&nbsp;&nbsp;58548 |
| Total | &nbsp;&nbsp;&nbsp;90384 | &nbsp;&nbsp;&nbsp;&nbsp;74908 |

---

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

As of December 31, 2024, 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;1153700 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270467 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65822) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204645 |

---

**G.** During the year ended December 31, 2024, the portfolio purchased $497,340,000 of investment securities and sold $424,754,000 of investment securities, other than temporary cash investments.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;15786 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4221 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;5760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5697 |
| Redeemed | (13206) | &nbsp;&nbsp;(12916) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;8340 | &nbsp;&nbsp;&nbsp;&nbsp;(2998) |

---

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

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

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

At December 31, 2024, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 41% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

------

Diversified Value Portfolio

**J.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Diversified Value Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

For corporate shareholders, 46.0%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $1,698,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $53,051,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690DV 022025

------

![](tm2525588d12equincportfii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Equity Income Portfolio

------

#### Contents

---

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

---

------

Equity Income Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | |
|:---|:---|:---|
|  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (96.9%)** | **Common Stocks (96.9%)** | **Common Stocks (96.9%)** |
| **Communication Services (2.5%)** | **Communication Services (2.5%)** | **Communication Services (2.5%)** |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78871 | &nbsp;&nbsp;&nbsp;&nbsp; 17409 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;269242 | &nbsp;&nbsp;&nbsp;&nbsp; 10767 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;265830 | &nbsp;&nbsp;&nbsp;&nbsp; 9977 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93026 | &nbsp;&nbsp;&nbsp;&nbsp; 8004 |
| &nbsp;&nbsp;&nbsp;TEGNA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;255447 | &nbsp;&nbsp;&nbsp;&nbsp; 4672 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106452 | &nbsp;&nbsp;&nbsp;&nbsp; 2424 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **53253** |
| **Consumer Discretionary (5.0%)** | **Consumer Discretionary (5.0%)** | **Consumer Discretionary (5.0%)** |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;249625 | &nbsp;&nbsp;&nbsp;&nbsp; 13245 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2624 | &nbsp;&nbsp;&nbsp;&nbsp; 13037 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32279 | &nbsp;&nbsp;&nbsp;&nbsp; 12556 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA | &nbsp;&nbsp;&nbsp;&nbsp;203146 | &nbsp;&nbsp;&nbsp;&nbsp; 10406 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;106557 | &nbsp;&nbsp;&nbsp;&nbsp; 9723 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35263 | &nbsp;&nbsp;&nbsp;&nbsp; 8703 |
| &nbsp;&nbsp;&nbsp;NIKE Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;104618 | &nbsp;&nbsp;&nbsp;&nbsp; 7917 |
| &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89898 | &nbsp;&nbsp;&nbsp;&nbsp; 5569 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16289 | &nbsp;&nbsp;&nbsp;&nbsp; 4722 |
| &nbsp;&nbsp;&nbsp;Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;86218 | &nbsp;&nbsp;&nbsp;&nbsp; 4350 |
| &nbsp;&nbsp;&nbsp;Phinia Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85734 | &nbsp;&nbsp;&nbsp;&nbsp; 4130 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74129 | &nbsp;&nbsp;&nbsp;&nbsp; 3917 |
| &nbsp;&nbsp;&nbsp;Lear Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40870 | &nbsp;&nbsp;&nbsp;&nbsp; 3870 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp;73474 | &nbsp;&nbsp;&nbsp;&nbsp; 2849 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7165 | &nbsp;&nbsp;&nbsp;&nbsp; 1092 |
| &nbsp;&nbsp;&nbsp;Dillard's Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;&nbsp;&nbsp; 808 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **106894** |
| **Consumer Staples (10.2%)** | **Consumer Staples (10.2%)** | **Consumer Staples (10.2%)** |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;206810 | &nbsp;&nbsp;&nbsp;&nbsp; 34672 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;200193 | &nbsp;&nbsp;&nbsp;&nbsp; 24093 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp;426512 | &nbsp;&nbsp;&nbsp;&nbsp; 21547 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp;644566 | &nbsp;&nbsp;&nbsp;&nbsp; 20703 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA | &nbsp;&nbsp;&nbsp;&nbsp;156763 | &nbsp;&nbsp;&nbsp;&nbsp; 17712 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;190017 | &nbsp;&nbsp;&nbsp;&nbsp; 17168 |
| &nbsp;&nbsp;&nbsp;Unilever plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;297297 | &nbsp;&nbsp;&nbsp;&nbsp; 16857 |
| &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;718761 | &nbsp;&nbsp;&nbsp;&nbsp; 15346 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79701 | &nbsp;&nbsp;&nbsp;&nbsp; 12119 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152932 | &nbsp;&nbsp;&nbsp;&nbsp; 7997 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;114533 | &nbsp;&nbsp;&nbsp;&nbsp; 6841 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;104542 | &nbsp;&nbsp;&nbsp;&nbsp; 6393 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;101901 | &nbsp;&nbsp;&nbsp;&nbsp; 6344 |
| &nbsp;&nbsp;&nbsp;Nomad Foods Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;227006 | &nbsp;&nbsp;&nbsp;&nbsp; 3809 |
| &nbsp;&nbsp;&nbsp;WK Kellogg Co. | &nbsp;&nbsp;&nbsp;&nbsp;164414 | &nbsp;&nbsp;&nbsp;&nbsp; 2958 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20651 | &nbsp;&nbsp;&nbsp;&nbsp; 2792 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37018 | &nbsp;&nbsp;&nbsp;&nbsp; 1229 |
| &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 | &nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **218809** |
| **Energy (9.3%)** | **Energy (9.3%)** | **Energy (9.3%)** |
| &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;474092 | &nbsp;&nbsp;&nbsp;&nbsp; 47016 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;902120 | &nbsp;&nbsp;&nbsp;&nbsp; 23040 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;444936 | &nbsp;&nbsp;&nbsp;&nbsp; 20516 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;154768 | &nbsp;&nbsp;&nbsp;&nbsp; 16648 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;102819 | &nbsp;&nbsp;&nbsp;&nbsp; 14343 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp;244387 | &nbsp;&nbsp;&nbsp;&nbsp; 13616 |
| &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp;98654 | &nbsp;&nbsp;&nbsp;&nbsp; 13122 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;67372 | &nbsp;&nbsp;&nbsp;&nbsp; 12026 |
| &nbsp;&nbsp;&nbsp;Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45981 | &nbsp;&nbsp;&nbsp;&nbsp; 6660 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53219 | &nbsp;&nbsp;&nbsp;&nbsp; 6524 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV | &nbsp;&nbsp;&nbsp;&nbsp;124974 | &nbsp;&nbsp;&nbsp;&nbsp; 4791 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;38673 | &nbsp;&nbsp;&nbsp;&nbsp; 4741 |

---

------

Equity Income Portfolio

---

| | | |
|:---|:---|:---|
|  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81168 | &nbsp;&nbsp;&nbsp;&nbsp; 4033 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc. (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;97950 | &nbsp;&nbsp;&nbsp;&nbsp; 3967 |
| &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;131491 | &nbsp;&nbsp;&nbsp;&nbsp; 3575 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43247 | &nbsp;&nbsp;&nbsp;&nbsp; 1984 |
| &nbsp;&nbsp;&nbsp;APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;84435 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 |
| &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6321 | &nbsp;&nbsp;&nbsp;&nbsp; 720 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **199272** |
| **Financials (20.6%)** | **Financials (20.6%)** | **Financials (20.6%)** |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;402033 | &nbsp;&nbsp;&nbsp;&nbsp; 96371 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | 1016790 | &nbsp;&nbsp;&nbsp;&nbsp; 44688 |
| &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;338426 | &nbsp;&nbsp;&nbsp;&nbsp; 24637 |
| &nbsp;&nbsp;&nbsp;MetLife Inc. | &nbsp;&nbsp;&nbsp;&nbsp;279130 | &nbsp;&nbsp;&nbsp;&nbsp; 22855 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;970961 | &nbsp;&nbsp;&nbsp;&nbsp; 22837 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;319314 | &nbsp;&nbsp;&nbsp;&nbsp; 22429 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;173968 | &nbsp;&nbsp;&nbsp;&nbsp; 21871 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121126 | &nbsp;&nbsp;&nbsp;&nbsp; 18815 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp;82199 | &nbsp;&nbsp;&nbsp;&nbsp; 15454 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;195248 | &nbsp;&nbsp;&nbsp;&nbsp; 15095 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;78347 | &nbsp;&nbsp;&nbsp;&nbsp; 13870 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81338 | &nbsp;&nbsp;&nbsp;&nbsp; 12120 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;98911 | &nbsp;&nbsp;&nbsp;&nbsp; 11926 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;144918 | &nbsp;&nbsp;&nbsp;&nbsp; 10201 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79163 | &nbsp;&nbsp;&nbsp;&nbsp; 6082 |
| &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59742 | &nbsp;&nbsp;&nbsp;&nbsp; 5864 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;85145 | &nbsp;&nbsp;&nbsp;&nbsp; 5534 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50289 | &nbsp;&nbsp;&nbsp;&nbsp; 5502 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9647 | &nbsp;&nbsp;&nbsp;&nbsp; 5136 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;121919 | &nbsp;&nbsp;&nbsp;&nbsp; 4537 |
| &nbsp;&nbsp;&nbsp;Assured Guaranty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;49745 | &nbsp;&nbsp;&nbsp;&nbsp; 4478 |
| &nbsp;&nbsp;&nbsp;Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;12311 | &nbsp;&nbsp;&nbsp;&nbsp; 4462 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;185353 | &nbsp;&nbsp;&nbsp;&nbsp; 4395 |
| &nbsp;&nbsp;&nbsp;Popular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44283 | &nbsp;&nbsp;&nbsp;&nbsp; 4165 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58298 | &nbsp;&nbsp;&nbsp;&nbsp; 4013 |
| &nbsp;&nbsp;&nbsp;SLM Corp. | &nbsp;&nbsp;&nbsp;&nbsp;143153 | &nbsp;&nbsp;&nbsp;&nbsp; 3948 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22003 | &nbsp;&nbsp;&nbsp;&nbsp; 3924 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;71865 | &nbsp;&nbsp;&nbsp;&nbsp; 3912 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29797 | &nbsp;&nbsp;&nbsp;&nbsp; 3082 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10745 | &nbsp;&nbsp;&nbsp;&nbsp; 2969 |
| &nbsp;&nbsp;&nbsp;XP Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;221262 | &nbsp;&nbsp;&nbsp;&nbsp; 2622 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp; 2520 |
| &nbsp;&nbsp;&nbsp;Blackrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp; 2061 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA | &nbsp;&nbsp;&nbsp;&nbsp;35774 | &nbsp;&nbsp;&nbsp;&nbsp; 1941 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp. | &nbsp;&nbsp;&nbsp;&nbsp;34932 | &nbsp;&nbsp;&nbsp;&nbsp; 1911 |
| &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6920 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 | &nbsp;&nbsp;&nbsp;&nbsp; 826 |
| &nbsp;&nbsp;&nbsp;First BanCorp (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;43805 | &nbsp;&nbsp;&nbsp;&nbsp; 814 |
| &nbsp;&nbsp;&nbsp;Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4089 | &nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **439824** |
| **Health Care (13.7%)** | **Health Care (13.7%)** | **Health Care (13.7%)** |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;397997 | &nbsp;&nbsp;&nbsp;&nbsp; 57558 |
| &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;560303 | &nbsp;&nbsp;&nbsp;&nbsp; 55739 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;473006 | &nbsp;&nbsp;&nbsp;&nbsp; 43692 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc. | 1407900 | &nbsp;&nbsp;&nbsp;&nbsp; 37352 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32994 | &nbsp;&nbsp;&nbsp;&nbsp; 16690 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45171 | &nbsp;&nbsp;&nbsp;&nbsp; 16664 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;54816 | &nbsp;&nbsp;&nbsp;&nbsp; 15327 |
| &nbsp;&nbsp;&nbsp;AstraZeneca plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;217138 | &nbsp;&nbsp;&nbsp;&nbsp; 14227 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52383 | &nbsp;&nbsp;&nbsp;&nbsp; 9308 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;163427 | &nbsp;&nbsp;&nbsp;&nbsp; 9243 |
| &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;25658 | &nbsp;&nbsp;&nbsp;&nbsp; 7085 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;36023 | &nbsp;&nbsp;&nbsp;&nbsp; 4075 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71496 | &nbsp;&nbsp;&nbsp;&nbsp; 3209 |
| &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8256 | &nbsp;&nbsp;&nbsp;&nbsp; 2152 |
| &nbsp;&nbsp;&nbsp;Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;10711 | &nbsp;&nbsp;&nbsp;&nbsp; 856 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **293177** |
| **Industrials (11.5%)** | **Industrials (11.5%)** | **Industrials (11.5%)** |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;103090 | &nbsp;&nbsp;&nbsp;&nbsp; 21678 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc. | &nbsp;&nbsp;&nbsp;&nbsp;202258 | &nbsp;&nbsp;&nbsp;&nbsp; 21039 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82651 | &nbsp;&nbsp;&nbsp;&nbsp; 18670 |

---

------

Equity Income Portfolio

---

| | | |
|:---|:---|:---|
|  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;141523 | &nbsp;&nbsp;&nbsp;&nbsp; 17539 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;194010 | &nbsp;&nbsp;&nbsp;&nbsp; 15313 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc. Class B (XNYS) | &nbsp;&nbsp;&nbsp;&nbsp;116526 | &nbsp;&nbsp;&nbsp;&nbsp; 14694 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;54538 | &nbsp;&nbsp;&nbsp;&nbsp; 14370 |
| &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp;986100 | &nbsp;&nbsp;&nbsp;&nbsp; 14146 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31982 | &nbsp;&nbsp;&nbsp;&nbsp; 11602 |
| &nbsp;&nbsp;&nbsp;Siemens AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;54445 | &nbsp;&nbsp;&nbsp;&nbsp; 10616 |
| &nbsp;&nbsp;&nbsp;IDEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;48326 | &nbsp;&nbsp;&nbsp;&nbsp; 10114 |
| &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;22782 | &nbsp;&nbsp;&nbsp;&nbsp; 9653 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32388 | &nbsp;&nbsp;&nbsp;&nbsp; 9481 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39784 | &nbsp;&nbsp;&nbsp;&nbsp; 9072 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16557 | &nbsp;&nbsp;&nbsp;&nbsp; 8046 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;75664 | &nbsp;&nbsp;&nbsp;&nbsp; 7683 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14466 | &nbsp;&nbsp;&nbsp;&nbsp; 6789 |
| &nbsp;&nbsp;&nbsp;3M Co. | &nbsp;&nbsp;&nbsp;&nbsp;47769 | &nbsp;&nbsp;&nbsp;&nbsp; 6166 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55887 | &nbsp;&nbsp;&nbsp;&nbsp; 3991 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40962 | &nbsp;&nbsp;&nbsp;&nbsp; 3894 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;51697 | &nbsp;&nbsp;&nbsp;&nbsp; 2984 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18759 | &nbsp;&nbsp;&nbsp;&nbsp; 2943 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;21227 | &nbsp;&nbsp;&nbsp;&nbsp; 2456 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8595 | &nbsp;&nbsp;&nbsp;&nbsp; 1734 |
| &nbsp;&nbsp;&nbsp;Eaton Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 |
| &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2462 | &nbsp;&nbsp;&nbsp;&nbsp; 693 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3904 | &nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **247021** |
| **Information Technology (11.8%)** | **Information Technology (11.8%)** | **Information Technology (11.8%)** |
| &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;434760 | &nbsp;&nbsp;&nbsp;&nbsp; 100795 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;781462 | &nbsp;&nbsp;&nbsp;&nbsp; 46263 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;145777 | &nbsp;&nbsp;&nbsp;&nbsp; 22394 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV | &nbsp;&nbsp;&nbsp;&nbsp;98719 | &nbsp;&nbsp;&nbsp;&nbsp; 20519 |
| &nbsp;&nbsp;&nbsp;TE Connectivity plc | &nbsp;&nbsp;&nbsp;&nbsp;113492 | &nbsp;&nbsp;&nbsp;&nbsp; 16226 |
| &nbsp;&nbsp;&nbsp;Accenture plc Class A | &nbsp;&nbsp;&nbsp;&nbsp;38500 | &nbsp;&nbsp;&nbsp;&nbsp; 13544 |
| &nbsp;&nbsp;&nbsp;Corning Inc. | &nbsp;&nbsp;&nbsp;&nbsp;282936 | &nbsp;&nbsp;&nbsp;&nbsp; 13445 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;48797 | &nbsp;&nbsp;&nbsp;&nbsp; 4155 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18359 | &nbsp;&nbsp;&nbsp;&nbsp; 4036 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;45990 | &nbsp;&nbsp;&nbsp;&nbsp; 3969 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17527 | &nbsp;&nbsp;&nbsp;&nbsp; 3286 |
| &nbsp;&nbsp;&nbsp;NetApp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16177 | &nbsp;&nbsp;&nbsp;&nbsp; 1878 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014 | &nbsp;&nbsp;&nbsp;&nbsp; 640 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2424 | &nbsp;&nbsp;&nbsp;&nbsp; 215 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **251365** |
| **Materials (2.7%)** | **Materials (2.7%)** | **Materials (2.7%)** |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;175445 | &nbsp;&nbsp;&nbsp;&nbsp; 20957 |
| &nbsp;&nbsp;&nbsp;Rio Tinto plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;266919 | &nbsp;&nbsp;&nbsp;&nbsp; 15697 |
| &nbsp;&nbsp;&nbsp;Barrick Gold Corp. (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;678104 | &nbsp;&nbsp;&nbsp;&nbsp; 10511 |
| &nbsp;&nbsp;&nbsp;Reliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15796 | &nbsp;&nbsp;&nbsp;&nbsp; 4253 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29165 | &nbsp;&nbsp;&nbsp;&nbsp; 2305 |
| &nbsp;&nbsp;&nbsp;Worthington Steel Inc. | &nbsp;&nbsp;&nbsp;&nbsp;57633 | &nbsp;&nbsp;&nbsp;&nbsp; 1834 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp;&nbsp;20703 | &nbsp;&nbsp;&nbsp;&nbsp; 1537 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7826 | &nbsp;&nbsp;&nbsp;&nbsp; 893 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **57987** |
| **Real Estate (1.6%)** | **Real Estate (1.6%)** | **Real Estate (1.6%)** |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;197667 | &nbsp;&nbsp;&nbsp;&nbsp; 17940 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;574835 | &nbsp;&nbsp;&nbsp;&nbsp; 16182 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp; **34122** |
| **Utilities (8.0%)** | **Utilities (8.0%)** | **Utilities (8.0%)** |
| &nbsp;&nbsp;&nbsp;PPL Corp. | &nbsp;&nbsp;&nbsp;&nbsp;722841 | &nbsp;&nbsp;&nbsp;&nbsp; 23463 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;241951 | &nbsp;&nbsp;&nbsp;&nbsp; 22315 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;254179 | &nbsp;&nbsp;&nbsp;&nbsp; 22297 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;141449 | &nbsp;&nbsp;&nbsp;&nbsp; 19700 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;159673 | &nbsp;&nbsp;&nbsp;&nbsp; 15016 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;244506 | &nbsp;&nbsp;&nbsp;&nbsp; 13169 |
| &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;220925 | &nbsp;&nbsp;&nbsp;&nbsp; 12688 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;66714 | &nbsp;&nbsp;&nbsp;&nbsp; 7188 |
| &nbsp;&nbsp;&nbsp;Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;44306 | &nbsp;&nbsp;&nbsp;&nbsp; 6108 |
| &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;142551 | &nbsp;&nbsp;&nbsp;&nbsp; 5366 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55179 | &nbsp;&nbsp;&nbsp;&nbsp; 4978 |
| &nbsp;&nbsp;&nbsp;Edison International | &nbsp;&nbsp;&nbsp;&nbsp;61564 | &nbsp;&nbsp;&nbsp;&nbsp; 4915 |

---

------

Equity Income Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Evergy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78029 | &nbsp;&nbsp;&nbsp;&nbsp; 4803 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;74982 | &nbsp;&nbsp;&nbsp;&nbsp; 4550 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38852 | &nbsp;&nbsp;&nbsp;&nbsp; 2785 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;14155 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **171050** |
| **Total Common Stocks (Cost $1,880,795)** | **Total Common Stocks (Cost $1,880,795)** | **Total Common Stocks (Cost $1,880,795)** | &nbsp;&nbsp;&nbsp;&nbsp;**2072774** |
| **Temporary Cash Investments (2.9%)** | **Temporary Cash Investments (2.9%)** | **Temporary Cash Investments (2.9%)** | **Temporary Cash Investments (2.9%)** |
| **Money Market Fund (2.4%)** | **Money Market Fund (2.4%)** | **Money Market Fund (2.4%)** | **Money Market Fund (2.4%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.466% | &nbsp;&nbsp;&nbsp;&nbsp;507655 | &nbsp;&nbsp;&nbsp;&nbsp; 50765 |
|  |  | Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (0.5%)** | **Repurchase Agreement (0.5%)** | **Repurchase Agreement (0.5%)** | **Repurchase Agreement (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;BNP Paribas Securities Corp. 4.450%, 1/2/25<br> (Dated 12/31/24, Repurchase Value $11,103,000, collateralized by Fannie Mae 1.820%–5.500%, 11/1/29–6/1/53, Freddie Mac 2.000%–6.924%, 10/1/43–12/1/54, Ginnie Mae 5.500%, 7/20/49, and U.S. Treasury Note/Bond 4.125%, 6/15/26, with a value of $11,322,000) | &nbsp;&nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;&nbsp; 11100 |
| **Total Temporary Cash Investments (Cost $61,865)** | **Total Temporary Cash Investments (Cost $61,865)** | **Total Temporary Cash Investments (Cost $61,865)** | &nbsp;&nbsp;&nbsp;&nbsp;**61865** |
| **Total Investments (99.8%) (Cost $1,942,660)** | **Total Investments (99.8%) (Cost $1,942,660)** | **Total Investments (99.8%) (Cost $1,942,660)** | &nbsp;&nbsp;&nbsp;&nbsp;**2134639** |
| **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;**4539** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**2139178** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

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

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | March 2025 | 181 | 53719 | &nbsp;&nbsp;(1708) |

---

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

------

Equity Income Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,891,895) | 2083874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $50,765) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50765 |
| Total Investments in Securities | 2134639 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2766 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3783 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
| **Total Assets** | **2143088** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1686 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3910** |
| **Net Assets** | **2139178** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 1731748 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;407430 |
| **Net Assets** | **2139178** |
| **Net Assets** |  |
| **Applicable to 85,365,777 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2139178** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$25.06** |

---

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

------

Equity Income Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;58401 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3158 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
| Total Income | &nbsp;&nbsp;61587 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;1502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;4408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6034 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6027 |
| **Net Investment Income** | &nbsp;&nbsp;**55560** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 159286 |
| Futures Contracts | &nbsp;&nbsp;11046 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| **Realized Net Gain (Loss)** | **170333** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;66592 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(3155) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**63405** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **289298** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $442,000. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $2,295,000, ($2000), and $7,000, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Equity Income Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56795 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;170333 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121305 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28152) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;289298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149948 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(185693) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(153906) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;214750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180196 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;185693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153906 |
| Redeemed | &nbsp;&nbsp;&nbsp;(353744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(319252) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14850 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;150304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10892 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1988874** | &nbsp;&nbsp;&nbsp;&nbsp;**1977982** |
| **End of Period** | **2139178** | &nbsp;&nbsp;&nbsp;&nbsp;**1988874** |

---

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

------

Equity Income Portfolio

Financial Highlights

---

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

---

---

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

---

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

------

Equity Income Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

4. Futures Contracts: The portfolio uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The portfolio may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the portfolio and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the portfolio trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the year ended December 31, 2024, the portfolio's average investments in long and short futures contracts represented 2% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

------

Equity Income Portfolio

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

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

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

9. Other: Dividend income is recorded on the ex-dividend date. Non-cash dividends included in income, if any, are recorded at the fair value of the securities received. Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.

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

Vanguard provides investment advisory services to a portion of the portfolio as described below; the portfolio paid Vanguard advisory fees of $183,000 for the year ended December 31, 2024.

For the year ended December 31, 2024, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.07% of the portfolio's average net assets, before a net decrease of $77,000 (0.00%) based on performance.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $58,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio has asked its investment advisors to direct certain security trades, subject to obtaining the best price and execution, to brokers who have agreed to rebate to the portfolio part of the commissions
generated. Such rebates are used solely to reduce the portfolio's management and administrative expenses. The portfolio's custodian bank has also agreed to reduce its fees when the portfolio maintains cash
on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, these arrangements reduced the portfolio's management and administrative expenses by $5,000 and custodian fees by
$2,000. The total expense reduction represented an effective annual rate of less than 0.01% of the portfolio's average net assets.

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

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

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

------

Equity Income Portfolio

The following table summarizes the market value of the portfolio's investments and derivatives as of December 31, 2024, 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 | 1990951 | &nbsp;&nbsp;&nbsp;81823 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2072774 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50765 | &nbsp;&nbsp;&nbsp;11100 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61865 |
| Total | 2041716 | &nbsp;&nbsp;&nbsp;92923 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2134639 |
| **Derivative Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (1708) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1708) |

---

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

**F.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for foreign currency transactions were reclassified between the individual components
of total distributable earnings (loss).

&nbsp;&nbsp;&nbsp;Amount<br> ($000)

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;92156 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;125824 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;189450 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;407430 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;81737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52082 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;103956 | &nbsp;&nbsp;&nbsp;&nbsp;101824 |
| Total | &nbsp;&nbsp;&nbsp;185693 | &nbsp;&nbsp;&nbsp;&nbsp;153906 |

---

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

As of December 31, 2024, 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;1945187 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322821 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(133369) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189452 |

---

**G.** During the year ended December 31, 2024, the portfolio purchased $910,866,000 of investment securities and sold $972,270,000 of investment securities, other than temporary cash investments.

The portfolio purchased securities from and sold securities to other funds or accounts managed by its investment advisors or their affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year

------

Equity Income Portfolio

ended December 31, 2024, such purchases were $3,251,000 and sales were $1,099,000, resulting in net realized gain of $278,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;8850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7906 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;7956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7277 |
| Redeemed | (14627) | &nbsp;&nbsp;(14036) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1147 |

---

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

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

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

At December 31, 2024, 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 44% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

**J.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Equity Income Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

For corporate shareholders, 60.0%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $1,197,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $103,956,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

Q690Equc 022025

------

![](tm2525588d12growportfinsi001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Growth Portfolio

------

#### Contents

---

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

---

------

Growth Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (99.4%)** | **Common Stocks (99.4%)** | **Common Stocks (99.4%)** | **Common Stocks (99.4%)** |
| **Communication Services (14.5%)** | **Communication Services (14.5%)** | **Communication Services (14.5%)** | **Communication Services (14.5%)** |
|  | &nbsp;&nbsp;&nbsp;Alphabet Inc. Class C | &nbsp;&nbsp;&nbsp;&nbsp;659129 | &nbsp;&nbsp;&nbsp;&nbsp; 125525 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;94998 | &nbsp;&nbsp;&nbsp;&nbsp; 55622 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31594 | &nbsp;&nbsp;&nbsp;&nbsp; 28160 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Spotify Technology SA | &nbsp;&nbsp;&nbsp;&nbsp;45639 | &nbsp;&nbsp;&nbsp;&nbsp; 20418 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **229725** |
| **Consumer Discretionary (16.1%)** | **Consumer Discretionary (16.1%)** | **Consumer Discretionary (16.1%)** | **Consumer Discretionary (16.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;593995 | &nbsp;&nbsp;&nbsp;&nbsp; 130317 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;150273 | &nbsp;&nbsp;&nbsp;&nbsp; 60686 |
|  | &nbsp;&nbsp;&nbsp;TJX Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;161548 | &nbsp;&nbsp;&nbsp;&nbsp; 19517 |
|  | &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52731 | &nbsp;&nbsp;&nbsp;&nbsp; 13033 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10017 | &nbsp;&nbsp;&nbsp;&nbsp; 11878 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DraftKings Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;304656 | &nbsp;&nbsp;&nbsp;&nbsp; 11333 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;162452 | &nbsp;&nbsp;&nbsp;&nbsp; 9796 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **256560** |
| **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** |
|  | &nbsp;&nbsp;&nbsp;Mastercard Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;68666 | &nbsp;&nbsp;&nbsp;&nbsp; 36157 |
|  | &nbsp;&nbsp;&nbsp;KKR & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;153213 | &nbsp;&nbsp;&nbsp;&nbsp; 22662 |
|  | &nbsp;&nbsp;&nbsp;Ares Management Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;109901 | &nbsp;&nbsp;&nbsp;&nbsp; 19456 |
|  | &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34242 | &nbsp;&nbsp;&nbsp;&nbsp; 17054 |
|  | &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;106146 | &nbsp;&nbsp;&nbsp;&nbsp; 13897 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;45394 | &nbsp;&nbsp;&nbsp;&nbsp; 13472 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126433 | &nbsp;&nbsp;&nbsp;&nbsp; 9775 |
|  | &nbsp;&nbsp;&nbsp;Visa Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;25810 | &nbsp;&nbsp;&nbsp;&nbsp; 8157 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Corpay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13051 | &nbsp;&nbsp;&nbsp;&nbsp; 4417 |
|  | &nbsp;&nbsp;&nbsp;MSCI Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6869 | &nbsp;&nbsp;&nbsp;&nbsp; 4121 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;32352 | &nbsp;&nbsp;&nbsp;&nbsp; 4067 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **153235** |
| **Health Care (7.2%)** | **Health Care (7.2%)** | **Health Care (7.2%)** | **Health Care (7.2%)** |
|  | &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;58640 | &nbsp;&nbsp;&nbsp;&nbsp; 45270 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;39166 | &nbsp;&nbsp;&nbsp;&nbsp; 14102 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82479 | &nbsp;&nbsp;&nbsp;&nbsp; 13438 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boston Scientific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;132275 | &nbsp;&nbsp;&nbsp;&nbsp; 11815 |
|  | &nbsp;&nbsp;&nbsp;Danaher Corp. | &nbsp;&nbsp;&nbsp;&nbsp;45720 | &nbsp;&nbsp;&nbsp;&nbsp; 10495 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23874 | &nbsp;&nbsp;&nbsp;&nbsp; 9614 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18225 | &nbsp;&nbsp;&nbsp;&nbsp; 9219 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **113953** |
| **Industrials (4.1%)** | **Industrials (4.1%)** | **Industrials (4.1%)** | **Industrials (4.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Copart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;316234 | &nbsp;&nbsp;&nbsp;&nbsp; 18149 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;89470 | &nbsp;&nbsp;&nbsp;&nbsp; 14923 |
|  | &nbsp;&nbsp;&nbsp;TransUnion | &nbsp;&nbsp;&nbsp;&nbsp;144400 | &nbsp;&nbsp;&nbsp;&nbsp; 13387 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47518 | &nbsp;&nbsp;&nbsp;&nbsp; 12520 |
|  | &nbsp;&nbsp;&nbsp;Waste Connections Inc. (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;39457 | &nbsp;&nbsp;&nbsp;&nbsp; 6770 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **65749** |
| **Information Technology (45.5%)** | **Information Technology (45.5%)** | **Information Technology (45.5%)** | **Information Technology (45.5%)** |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | 1317888 | &nbsp;&nbsp;&nbsp;&nbsp; 176979 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;419181 | &nbsp;&nbsp;&nbsp;&nbsp; 176685 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;699015 | &nbsp;&nbsp;&nbsp;&nbsp; 175047 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;246711 | &nbsp;&nbsp;&nbsp;&nbsp; 57198 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ServiceNow Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21805 | &nbsp;&nbsp;&nbsp;&nbsp; 23116 |
|  | &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;151828 | &nbsp;&nbsp;&nbsp;&nbsp; 16769 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;HubSpot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23899 | &nbsp;&nbsp;&nbsp;&nbsp; 16652 |
|  | &nbsp;&nbsp;&nbsp;Intuit Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26478 | &nbsp;&nbsp;&nbsp;&nbsp; 16641 |
|  | &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48798 | &nbsp;&nbsp;&nbsp;&nbsp; 16315 |
|  | &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25112 | &nbsp;&nbsp;&nbsp;&nbsp; 14859 |
|  | &nbsp;&nbsp;&nbsp;ASML Holding NV GDR (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;15739 | &nbsp;&nbsp;&nbsp;&nbsp; 10908 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gartner Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20219 | &nbsp;&nbsp;&nbsp;&nbsp; 9796 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arista Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58872 | &nbsp;&nbsp;&nbsp;&nbsp; 6507 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;50323 | &nbsp;&nbsp;&nbsp;&nbsp; 2886 |

---

------

Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ARM Holdings plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;16182 | &nbsp;&nbsp;&nbsp;&nbsp; 1996 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **722354** |
| **Real Estate (2.4%)** | **Real Estate (2.4%)** | **Real Estate (2.4%)** | **Real Estate (2.4%)** |
|  | &nbsp;&nbsp;&nbsp;Welltower Inc. | &nbsp;&nbsp;&nbsp;&nbsp;180269 | &nbsp;&nbsp;&nbsp;&nbsp; 22719 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16953 | &nbsp;&nbsp;&nbsp;&nbsp; 15985 |
| **** |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **38704** |
| **Total Common Stocks (Cost $1,010,937)** | **Total Common Stocks (Cost $1,010,937)** | **Total Common Stocks (Cost $1,010,937)** | &nbsp;&nbsp;&nbsp;&nbsp;**1580280** |
| **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** | **Temporary Cash Investments (0.6%)** |
| **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** | **Money Market Fund (0.0%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.466% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp; 2 |
|  |  | Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (0.6%)** | **Repurchase Agreement (0.6%)** | **Repurchase Agreement (0.6%)** | **Repurchase Agreement (0.6%)** |
|  | &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC 4.460%, 1/2/25<br> (Dated 12/31/24, Repurchase Value $9,202,000, collateralized by Fannie Mae 3.000%–6.148%, 1/1/45–6/1/54, and Freddie Mac 3.000%–5.000%, 7/1/49–8/1/52, with a value of $9,384,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;&nbsp; 9200 |
| **Total Temporary Cash Investments (Cost $9,202)** | **Total Temporary Cash Investments (Cost $9,202)** | **Total Temporary Cash Investments (Cost $9,202)** | &nbsp;&nbsp;&nbsp;&nbsp;**9202** |
| **Total Investments (100.0%) (Cost $1,020,139)** | **Total Investments (100.0%) (Cost $1,020,139)** | **Total Investments (100.0%) (Cost $1,020,139)** | &nbsp;&nbsp;&nbsp;&nbsp;**1589482** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(433)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1589049** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

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

---

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

------

Growth Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,020,137) | 1589480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Total Investments in Securities | 1589482 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| **Total Assets** | **1589951** |
| **Liabilities** |  |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**902** |
| **Net Assets** | **1589049** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | &nbsp;&nbsp;&nbsp;&nbsp;932188 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;656861 |
| **Net Assets** | **1589049** |
| **Net Assets** |  |
| **Applicable to 47,235,336 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1589049** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$33.64** |

---

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

------

Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7668 |
| Interest | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Total Income | &nbsp;&nbsp;&nbsp;&nbsp;8245 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;2143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(855) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;3436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;4863 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;4858 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;**3387** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold | 127220 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Realized Net Gain (Loss) on Investment Securities Sold<sup>2</sup>** | **127220** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>2</sup>** | **267157** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **397764** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $44,000. |
| 2 | Realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were each less than $1,000. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Growth Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3704 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;127220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25787) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;267157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367317 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;397764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345234 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3943) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2438) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;212576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139476 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2438 |
| Redeemed | &nbsp;&nbsp;&nbsp;(234814) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126725) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;(18295) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15189 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;375526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357985 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1213523** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**855538** |
| **End of Period** | **1589049** | &nbsp;&nbsp;&nbsp;&nbsp;**1213523** |

---

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

------

Growth Portfolio

Financial Highlights

---

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

---

---

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

---

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

------

Growth Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

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

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

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

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

------

Growth Portfolio

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

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

**B.** Wellington Management Company llp , provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the advisor. The basic fee is
subject to quarterly adjustments based on performance relative to the Russell 1000 Growth Index for the preceding three years. For the year ended December 31, 2024, the investment advisory fee represented an effective
annual basic rate of 0.15% of the portfolio's average net assets, before a net decrease of $855,000 (0.06%) based on performance.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $41,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio has asked its investment advisors to direct certain security trades, subject to obtaining the best price and execution, to brokers who have agreed to rebate to the portfolio part of the commissions
generated. Such rebates are used solely to reduce the portfolio's management and administrative expenses. The portfolio's custodian bank has also agreed to reduce its fees when the portfolio maintains cash
on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, these arrangements reduced the portfolio's management and administrative expenses by $3,000 and custodian fees by
$2,000. The total expense reduction represented an effective annual rate of less than 0.01% of the portfolio's average net assets.

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

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

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

The following table summarizes the market value of the portfolio's investments as of December 31, 2024, 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 | 1580280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1580280 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9202 |
| Total | 1580282 | &nbsp;&nbsp;&nbsp;9200 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1589482 |

---

**F.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for foreign currency transactions were reclassified between the individual components
of total distributable earnings (loss).

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

------

Growth Portfolio

differences are primarily related to the deferral of losses from wash sales. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;13295 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;79842 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;563724 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;656861 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;3943 | &nbsp;&nbsp;&nbsp;&nbsp;2438 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;3943 | &nbsp;&nbsp;&nbsp;&nbsp;2438 |

---

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

As of December 31, 2024, 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;1025758 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577898 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14174) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563724 |

---

**G.** During the year ended December 31, 2024, the portfolio purchased $580,343,000 of investment securities and sold $599,807,000 of investment securities, other than temporary cash investments.

The portfolio purchased securities from and sold securities to other funds or accounts managed by its investment advisor or their affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2024, such purchases were $0 and sales were $3,848,000, resulting in net realized gain of $1,098,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;7181 | &nbsp;&nbsp;&nbsp;&nbsp;6356 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| Redeemed | (7979) | &nbsp;&nbsp;(5770) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;(660) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 |

---

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

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

At December 31, 2024, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 62% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

------

Growth Portfolio

**J.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Growth Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

For corporate shareholders, 100%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

Q690G 022025

------

![](tm2525588d12hiyieboporfii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### High Yield Bond Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 26 |
| Tax information<br>| 27 |

---

------

High Yield Bond Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government and Agency Obligations (5.3%)** | **U.S. Government and Agency Obligations (5.3%)** | **U.S. Government and Agency Obligations (5.3%)** | **U.S. Government and Agency Obligations (5.3%)** | **U.S. Government and Agency Obligations (5.3%)** | **U.S. Government and Agency Obligations (5.3%)** |
| **U.S. Government Securities (5.3%)** | **U.S. Government Securities (5.3%)** | **U.S. Government Securities (5.3%)** | **U.S. Government Securities (5.3%)** | **U.S. Government Securities (5.3%)** | **U.S. Government Securities (5.3%)** |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5075 | &nbsp;&nbsp; 4862 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5020 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1003 |
| <sup>2</sup> | &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; 1892 | &nbsp;&nbsp; 1888 |
| <sup>1</sup> | &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; 1970 | &nbsp;&nbsp; 1980 |
|  | &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; 5250 | &nbsp;&nbsp; 5057 |
|  | &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; 1088 | &nbsp;&nbsp; 1075 |
|  | &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; 1330 | &nbsp;&nbsp; 1300 |
|  | &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; 1710 | &nbsp;&nbsp; 1692 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4503 |
|  | &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; 1807 | &nbsp;&nbsp; 1787 |
|  | &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; 1511 | &nbsp;&nbsp; 1395 |
|  | &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; 1409 | &nbsp;&nbsp; 1307 |
|  | &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; 1295 | &nbsp;&nbsp; 1281 |
|  | &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; 776 | &nbsp;&nbsp; 758 |
|  | &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; 1270 | &nbsp;&nbsp; 1032 |
|  | &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; 459 | &nbsp;&nbsp; 452 |
|  | &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; 442 | &nbsp;&nbsp; 446 |
|  | &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; 405 | &nbsp;&nbsp; 397 |
|  | &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; 442 | &nbsp;&nbsp; 361 |
|  | &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; 389 | &nbsp;&nbsp; 381 |
|  | &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; 384 | &nbsp;&nbsp; 376 |
|  | &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; 188 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 176 |
|  | &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; 151 | &nbsp;&nbsp; 143 |
|  | &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; 66 | &nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 72 |
|  | &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; 38 | &nbsp;&nbsp; 30 |
| **Total U.S. Government and Agency Obligations (Cost $38,999)** | **Total U.S. Government and Agency Obligations (Cost $38,999)** | **Total U.S. Government and Agency Obligations (Cost $38,999)** | **Total U.S. Government and Agency Obligations (Cost $38,999)** | **Total U.S. Government and Agency Obligations (Cost $38,999)** | &nbsp;&nbsp;**39018** |
| **Corporate Bonds (87.3%)** | **Corporate Bonds (87.3%)** | **Corporate Bonds (87.3%)** | **Corporate Bonds (87.3%)** | **Corporate Bonds (87.3%)** | **Corporate Bonds (87.3%)** |
| **Communications (13.0%)** | **Communications (13.0%)** | **Communications (13.0%)** | **Communications (13.0%)** | **Communications (13.0%)** | **Communications (13.0%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Altice Financing SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 627 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Altice Financing SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 | &nbsp;&nbsp; 762 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 569 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1915 | &nbsp;&nbsp; 1427 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 682 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Altice France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 453 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 143 |
|  | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 176 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Banijay Entertainment SAS | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 491 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banijay Entertainment SAS | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 932 |
|  | &nbsp;&nbsp;&nbsp;Belo Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 977 |
|  | &nbsp;&nbsp;&nbsp;Belo Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 317 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cable One Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 387 | &nbsp;&nbsp; 323 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1148 | &nbsp;&nbsp; 1143 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp; 1183 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 361 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 525 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1190 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1187 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3065 | &nbsp;&nbsp; 2750 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2765 | &nbsp;&nbsp; 2408 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 482 |
|  | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3731 | &nbsp;&nbsp; 3212 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 214 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 770 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 953 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1424 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 911 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 585 | &nbsp;&nbsp; 523 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 182 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1171 | &nbsp;&nbsp; 843 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 624 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 813 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC / Directv Financing Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 423 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 763 | &nbsp;&nbsp; 807 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 483 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3475 | &nbsp;&nbsp; 3410 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 795 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 952 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Go Daddy Operating Co. LLC / GD Finance Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2025 | &nbsp;&nbsp; 1852 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SASU | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1244 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SASU | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 260 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SASU | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1847 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iliad Holding SASU | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 | &nbsp;&nbsp; 1555 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 53 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp; 1591 |
|  | &nbsp;&nbsp;&nbsp;Lamar Media Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1191 | &nbsp;&nbsp; 1048 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 348 | &nbsp;&nbsp; 277 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 439 | &nbsp;&nbsp; 489 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 870 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 145 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 506 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 623 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1011 | &nbsp;&nbsp; 1101 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Lorca Telecom Bondco SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp; 1639 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1077 | &nbsp;&nbsp; 970 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lumen Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 398 | &nbsp;&nbsp; 356 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 514 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Match Group Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 339 | &nbsp;&nbsp; 300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Midcontinent Communications | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1221 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;News Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1067 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nexstar Media Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 560 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nexstar Media Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 364 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Odido Holding BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 1090 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Optics Bidco SpA | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Optics Bidco SpA | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 358 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Optics Bidco SpA | &nbsp;&nbsp;&nbsp;&nbsp; 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 599 | &nbsp;&nbsp; 613 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Optics Bidco SpA | &nbsp;&nbsp;&nbsp;&nbsp; 7.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/38 | &nbsp;&nbsp;&nbsp;&nbsp; 461 | &nbsp;&nbsp; 487 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 814 | &nbsp;&nbsp; 793 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 549 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2347 | &nbsp;&nbsp; 2167 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC / Outfront Media Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 259 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 241 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 510 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/57 | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/62 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp; 855 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ROBLOX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2780 | &nbsp;&nbsp; 2505 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 85 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 846 | &nbsp;&nbsp; 682 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 298 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 774 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 140 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sirius XM Radio LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 464 | &nbsp;&nbsp; 389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunrise FinCo I BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1718 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunrise HoldCo IV BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2565 | &nbsp;&nbsp; 2510 |
|  | &nbsp;&nbsp;&nbsp;TEGNA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 389 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;TEGNA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1394 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/36 | &nbsp;&nbsp;&nbsp;&nbsp; 451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Telecom Italia Capital SA | &nbsp;&nbsp;&nbsp;&nbsp; 7.721% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/38 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Townsquare Media Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;United Group BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1632 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 335 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2379 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Secured Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1307 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Secured Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 808 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Virgin Media Vendor Financing Notes IV DAC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;VZ Secured Financing BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1505 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Windstream Services LLC / Windstream Escrow Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WMG Acquisition Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 721 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ziggo BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1952 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **96321** |
| **Consumer Discretionary (15.6%)** | **Consumer Discretionary (15.6%)** | **Consumer Discretionary (15.6%)** | **Consumer Discretionary (15.6%)** | **Consumer Discretionary (15.6%)** | **Consumer Discretionary (15.6%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2075 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 215 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1425 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1137 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3523 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Adient Global Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Amer Sports Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1054 |
|  | &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1385 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 676 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 727 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC / Ashton Woods Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC / Ashton Woods Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC / Ashton Woods Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.694% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
|  | &nbsp;&nbsp;&nbsp;Bath & Body Works Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Beacon Roofing Supply Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Beacon Roofing Supply Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Belron UK Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Belron UK Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1372 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS, 3M EURIBOR + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.958% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 338 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bertrand Franchise Finance SAS, 3M EURIBOR + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.958% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1038 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Builders FirstSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1076 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1241 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 688 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1528 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 451 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1018 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2283 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 333 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1362 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Carnival Holdings Bermuda Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;10.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 826 |
|  | &nbsp;&nbsp;&nbsp;Cedar Fair LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 691 |
|  | &nbsp;&nbsp;&nbsp;Cedar Fair LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1273 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Century Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 288 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Century Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1028 | &nbsp;&nbsp; 921 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 54 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 453 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp; 986 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cinemark USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1096 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cinemark USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 291 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 547 | &nbsp;&nbsp; 546 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1234 | &nbsp;&nbsp; 1239 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP / Clarios US Finance Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp; 819 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Flutter Treasury DAC | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.389% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 407 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gap Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 624 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gap Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 449 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Garrett Motion Holdings Inc. / Garrett LX I Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 831 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 289 | &nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 169 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1589 | &nbsp;&nbsp; 1460 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1826 | &nbsp;&nbsp; 1603 |
|  | &nbsp;&nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 490 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hanesbrands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2749 | &nbsp;&nbsp; 2705 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hanesbrands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp; 933 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 254 | &nbsp;&nbsp; 254 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 95 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 438 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 614 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1113 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1123 | &nbsp;&nbsp; 1102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 373 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp; 1155 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Light & Wonder International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 631 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp; 1794 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 338 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 789 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 241 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Melco Resorts Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 596 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Melco Resorts Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;MGM China Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 279 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Michaels Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp; 804 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Miter Brands Acquisition Holdco Inc. / MIWD Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1340 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 706 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 289 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 60 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 24 | &nbsp;&nbsp; 24 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 523 | &nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 689 | &nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1124 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 926 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 334 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ontario Gaming GTA LP/OTG Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 282 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PetSmart Inc. / PetSmart Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp; 1240 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Phinia Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 290 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp; 2268 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1088 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 735 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 482 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 567 |
|  | &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1682 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;Service Corp. International | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp. / Six Flags Theme Parks Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1474 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Speedway Motorsports LLC / Speedway Funding II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1144 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Studio City Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Studio City Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 604 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 660 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tempur Sealy International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 513 |
|  | &nbsp;&nbsp;&nbsp;Under Armour Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1119 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vail Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Victra Holdings LLC / Victra Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 151 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Viking Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1031 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wand NewCo 3 Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1152 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wayfair LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 730 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;William Carter Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1689 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 703 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 717 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Macau Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1641 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 290 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1612 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 922 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1140 |
|  | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1273 |
|  | &nbsp;&nbsp;&nbsp;Yum! Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 426 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **115331** |
| **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** | **Consumer Staples (3.4%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Albertsons Cos. Inc. / Safeway Inc. / New Albertsons LP / Albertsons LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
|  | &nbsp;&nbsp;&nbsp;B&G Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1267 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;B&G Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1064 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Darling Global Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Darling Ingredients Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Darling Ingredients Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3462 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 515 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1089 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3236 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1275 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 714 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Picard Groupe SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 963 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Picard Groupe SAS | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1185 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1073 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Post Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prestige Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Prestige Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 263 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1165 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **25521** |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Energy (10.8%)** | **Energy (10.8%)** | **Energy (10.8%)** | **Energy (10.8%)** | **Energy (10.8%)** | **Energy (10.8%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 169 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp; 235 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 365 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp; 1380 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ascent Resources Utica Holdings LLC / ARU Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1342 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 475 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 735 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 277 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1195 | &nbsp;&nbsp; 1189 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 288 | &nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 777 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2884 | &nbsp;&nbsp; 2737 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 1037 |
|  | &nbsp;&nbsp;&nbsp;Buckeye Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 430 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 587 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 407 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 575 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CNX Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 628 | &nbsp;&nbsp; 610 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Diamond Foreign Asset Co. / Diamond Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp; 1006 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2735 | &nbsp;&nbsp; 2559 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2371 | &nbsp;&nbsp; 2165 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Enerflex Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1273 | &nbsp;&nbsp; 1327 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EnLink Midstream LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;EnLink Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;EnLink Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 591 | &nbsp;&nbsp; 589 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 168 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp; 1733 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 654 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 874 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2550 | &nbsp;&nbsp; 2398 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 367 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hess Midstream Operations LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 374 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kinetik Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp; 679 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1242 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 918 | &nbsp;&nbsp; 906 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 845 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Noble Finance II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2833 | &nbsp;&nbsp; 2860 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Northriver Midstream Finance LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1511 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 869 | &nbsp;&nbsp; 943 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 247 | &nbsp;&nbsp; 256 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 929 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1921 | &nbsp;&nbsp; 1885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 605 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp; 1164 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp; 721 |
|  | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 953 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1762 | &nbsp;&nbsp; 1653 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Seadrill Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 686 | &nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 609 | &nbsp;&nbsp; 606 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 886 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 674 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 692 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;South Bow Canadian Infrastructure Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 241 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 472 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 444 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1924 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 423 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 429 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;Sunoco LP / Sunoco Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1296 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2591 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 740 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean Titan Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;USA Compression Partners LP / USA Compression Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1460 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Valaris Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1099 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1580 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 693 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 862 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Viper Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 372 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vital Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vital Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2464 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Weatherford International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1757 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **80323** |
| **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** | **Financials (9.6%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1378 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2446 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acrisure LLC / Acrisure Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 3505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3497 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1126 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1272 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 537 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1262 |
|  | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Block Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 3230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3263 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1702 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Acceptance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fair Isaac Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 932 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 704 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstCash Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Focus Financial Partners LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1882 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 361 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 689 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 949 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Freedom Mortgage Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 9.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1130 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1024 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 677 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 858 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;goeasy Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Howden UK Refinance plc / Howden UK Refinance 2 plc / Howden US Refinance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1258 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Howden UK Refinance plc / Howden UK Refinance 2 plc / Howden US Refinance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2153 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | &nbsp;&nbsp;&nbsp;&nbsp; 5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1560 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA | &nbsp;&nbsp;&nbsp;&nbsp; 4.198% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 688 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Macquarie Airfinance Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Macquarie Airfinance Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Macquarie Airfinance Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2727 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2544 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1150 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Navient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1487 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1361 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1226 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 761 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 637 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Panther Escrow Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2615 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1041 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 506 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryan Specialty LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668 |
| <sup>3,6</sup> | &nbsp;&nbsp;&nbsp;Saks Global Enterprises LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Shift4 Payments LLC / Shift4 Payments Finance Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2265 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 525 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 622 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 432 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;USI Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UWM Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1247 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **70891** |
| **Health Care (6.7%)** | **Health Care (6.7%)** | **Health Care (6.7%)** | **Health Care (6.7%)** | **Health Care (6.7%)** | **Health Care (6.7%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acadia Healthcare Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Acadia Healthcare Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avantor Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1929 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avantor Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1632 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bausch & Lomb Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1799 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bausch Health Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 323 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2646 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 389 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1743 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Concentra Escrow Issuer Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/55 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 968 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Endo Finance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1772 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 914 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Grifols SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hologic Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1336 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2532 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;IQVIA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1192 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Jazz Securities DAC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 707 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;LifePoint Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 445 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3487 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2251 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP / Medline Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 836 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Rossini Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 875 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Rossini Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Surgery Center Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Teleflex Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1083 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 348 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1130 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 658 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1361 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1808 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2505 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 867 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **49623** |
| **Industrials (8.6%)** | **Industrials (8.6%)** | **Industrials (8.6%)** | **Industrials (8.6%)** | **Industrials (8.6%)** | **Industrials (8.6%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Air Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1438 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 569 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. / AAdvantage Loyalty IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 327 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. / AAdvantage Loyalty IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1026 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Aramark Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Aramark Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1650 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Arcosa Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Atkore Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Bombardier Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 990 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1228 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chart Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chart Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1418 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 630 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 729 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EMRLD Borrower LP / Emerald Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3309 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EMRLD Borrower LP / Emerald Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 407 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. / First Transit Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2194 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Garda World Security Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gates Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Genesee & Wyoming Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 553 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Goat Holdco LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1104 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3978 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1796 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. / JetBlue Loyalty LP | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2946 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Loxam SAS | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 673 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Loxam SAS | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Q-Park Holding I BV | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 652 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Q-Park Holding I BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 651 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Raven Acquisition Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1451 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Reworld Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1429 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Roller Bearing Co. of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rolls-Royce plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799 |
|  | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1834 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1631 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Terex Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 825 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TK Elevator US Newco Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 989 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TopBuild Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TopBuild Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2842 |
|  | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2699 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1261 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 856 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Triumph Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 506 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 806 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1042 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1627 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 787 |
|  | &nbsp;&nbsp;&nbsp;United Rentals North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 708 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 505 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Williams Scotsman Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **63753** |
| **Materials (9.6%)** | **Materials (9.6%)** | **Materials (9.6%)** | **Materials (9.6%)** | **Materials (9.6%)** | **Materials (9.6%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1735 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992 |
| <sup>3,7</sup> | &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 227 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;ATI Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1548 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Avient Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Axalta Coating Systems Dutch Holding B BV | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Axalta Coating Systems LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1562 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 308 |
|  | &nbsp;&nbsp;&nbsp;Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1457 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 384 |
|  | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1015 | &nbsp;&nbsp; 944 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1704 | &nbsp;&nbsp; 1482 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 | &nbsp;&nbsp; 1382 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp; 1033 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1207 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2155 | &nbsp;&nbsp; 2119 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 876 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 830 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 851 |
|  | &nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 207 |
|  | &nbsp;&nbsp;&nbsp;Commercial Metals Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 542 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 503 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 887 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 536 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
|  | &nbsp;&nbsp;&nbsp;Crown Americas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 467 |
|  | &nbsp;&nbsp;&nbsp;Crown Americas LLC / Crown Americas Capital Corp. VI | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Element Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1036 | &nbsp;&nbsp; 982 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp; 588 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 246 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 683 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 928 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FMG Resources August 2006 Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp; 531 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glatfelter Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 347 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1890 | &nbsp;&nbsp; 1762 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 287 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 311 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 797 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hudbay Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 952 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 593 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp; 936 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 349 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 334 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 817 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NOVA Chemicals Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp; 493 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 853 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 984 | &nbsp;&nbsp; 912 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1218 | &nbsp;&nbsp; 1050 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1164 | &nbsp;&nbsp; 1090 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp; 1781 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2380 | &nbsp;&nbsp; 2416 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 28 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1074 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1139 | &nbsp;&nbsp; 1110 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1415 | &nbsp;&nbsp; 1353 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pactiv Evergreen Group Issuer Inc. / Pactiv Evergreen Group Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 521 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 135 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 245 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 57 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. / Sealed Air Corp. US | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 396 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. / Sealed Air Corp. US | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 299 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Silgan Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 228 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Building Solutions Inc | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1005 | &nbsp;&nbsp; 983 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1218 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1208 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Standard Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1449 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Summit Materials LLC / Summit Materials Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 180 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 769 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 492 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1282 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tronox Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1176 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Windsor Holdings III LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1209 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 672 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 286 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **70794** |
| **Real Estate (1.5%)** | **Real Estate (1.5%)** | **Real Estate (1.5%)** | **Real Estate (1.5%)** | **Real Estate (1.5%)** | **Real Estate (1.5%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 235 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275 |
|  | &nbsp;&nbsp;&nbsp;Hudson Pacific Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1043 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1104 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1904 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 773 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 277 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 253 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Information Management Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;MPT Operating Partnership LP / MPT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 355 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pebblebrook Hotel LP / PEB Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;RHP Hotel Properties LP / RHP Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
|  | &nbsp;&nbsp;&nbsp;SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **11172** |
| **Technology (6.6%)** | **Technology (6.6%)** | **Technology (6.6%)** | **Technology (6.6%)** | **Technology (6.6%)** | **Technology (6.6%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Amentum Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1084 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AthenaHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2883 |
|  | &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; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. / CDK Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 158 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Central Parent LLC / CDK Global II LLC / CDK Financing Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1850 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 162 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2768 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Coherent Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1693 |
|  | &nbsp;&nbsp;&nbsp;Cotiviti Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ellucian Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 371 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1765 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1015 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 594 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Fortress Intermediate 3 Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1350 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gen Digital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3030 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Imola Merger Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4979 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;McAfee Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2841 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCR Atleos Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1601 |
|  | &nbsp;&nbsp;&nbsp;Nokia of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1334 |
|  | &nbsp;&nbsp;&nbsp;Nokia of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2588 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Open Text Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1876 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Open Text Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1337 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Open Text Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1435 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Open Text Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 345 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PTC Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;PTC Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1631 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3975 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UKG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2968 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **48777** |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Utilities (1.9%)** | **Utilities (1.9%)** | **Utilities (1.9%)** | **Utilities (1.9%)** | **Utilities (1.9%)** | **Utilities (1.9%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alpha Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;AmeriGas Partners LP / AmeriGas Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/25 | &nbsp;&nbsp;&nbsp;&nbsp; 186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;AmeriGas Partners LP / AmeriGas Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1801 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmeriGas Partners LP / AmeriGas Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 684 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 121 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 316 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 881 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2440 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1856 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1238 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 324 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pattern Energy Operations LP / Pattern Energy Operations Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Suburban Propane Partners LP / Suburban Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 370 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 558 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 471 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 587 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **14196** |
| **Total Corporate Bonds (Cost $656,506)** | **Total Corporate Bonds (Cost $656,506)** | **Total Corporate Bonds (Cost $656,506)** | **Total Corporate Bonds (Cost $656,506)** | **Total Corporate Bonds (Cost $656,506)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**646702** |
| **Floating Rate Loan Interests (3.5%)** | **Floating Rate Loan Interests (3.5%)** | **Floating Rate Loan Interests (3.5%)** | **Floating Rate Loan Interests (3.5%)** | **Floating Rate Loan Interests (3.5%)** | **Floating Rate Loan Interests (3.5%)** |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;1011778 B.C. Unlimited Liability Co. Term Loan B-6, TSFR1M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.132% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Alpha Generation LLC Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.107% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Amentum Government Services Holdings LLC Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.588% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.339% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1514 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply Co. Inc. Term Loan B, TSFR1M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.457% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.731% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-11, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.747% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-12, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.616% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 119 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-3, TSFR1M + 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9.697% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Athenahealth Group Inc. Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.647% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780 |
| <sup>5,8</sup> | &nbsp;&nbsp;&nbsp;Barnes Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp;12/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 325 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bausch & Lomb Corp. Term Loan, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.683% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 919 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Belron Finance 2019 LLC Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.147% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Belron Finance 2019 LLC Term Loan B, TSFR3M + 2.7500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.147% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 468 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.071% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Brown Group Holding LLC Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.116% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.897% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. Term Loan B, TSFR3M + 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8.839% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.345% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. Term Loan B, TSFR1M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9.071% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. Term Loan, TSFR3M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.083% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC Term Loan, PRIME + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.583% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Dun & Bradstreet Corp. Term Loan, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.616% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Endo Luxembourg Finance Co. I Sarl Term Loan, TSFR1M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8.345% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1479 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.947% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;First Student Bidco Inc. Term Loan C, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.947% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Fortress Intermediate 3 Inc. Term Loan B, TSFR1M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8.088% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/31 | &nbsp;&nbsp;&nbsp;&nbsp; 534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 535 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Corp. Term Loan B, TSFR3M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.745% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glatfelter Corp. Term Loan B, TSFR3M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.583% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Grant Thornton Advisors LLC Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.607% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Grant Thornton Advisors LLC Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.083% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Howden Group Holdings Ltd. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.333% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 853 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.339% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;IRB Hodling Corp. Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.952% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. Term Loan B, TSFR3M + 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9.838% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 818 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;McAfee LLC Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.370% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 857 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;McAfee LLC Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.607% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.583% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1721 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;NCR Atleos LLC Term Loan B, TSFR3M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.132% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;NorthRiver Midstream Finance LP Term Loan B, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.555% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Peraton Corp. Term Loan B, TSFR1M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.187% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 702 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Raven Acquisition Holdings LLC Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. Term Loan B, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.587% | &nbsp;&nbsp;&nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |

---

------

High Yield Bond Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Sedgwick Claims Management Services Inc. Term Loan B, TSFR3M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.585% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 608 | &nbsp;&nbsp; 612 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;SkyMiles IP Ltd. Term Loan B, TSFR3M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.087% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 113 | &nbsp;&nbsp; 114 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Sophia LP Term Loan, TSFR1M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.106% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 249 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. Term Loan B, TSFR3M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8.075% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 164 | &nbsp;&nbsp; 160 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Trans Union LLC Term Loan B-9, TSFR1M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 689 | &nbsp;&nbsp; 687 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Truist Insurance Holdings LLC Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.202% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/31 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp; 234 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Truist Insurance Holdings LLC Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.205% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 587 | &nbsp;&nbsp; 600 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UFC Holdings LLC Term Loan B, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.606% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 261 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. Term Loan B, PRIME + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.571% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 88 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;W.R. Grace & Co. Conn. Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.555% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 89 | &nbsp;&nbsp; 90 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wand NewCo 3 Inc. Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.595% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 742 | &nbsp;&nbsp; 745 |
| **Total Floating Rate Loan Interests (Cost $26,217)** | **Total Floating Rate Loan Interests (Cost $26,217)** | **Total Floating Rate Loan Interests (Cost $26,217)** | **Total Floating Rate Loan Interests (Cost $26,217)** | **Total Floating Rate Loan Interests (Cost $26,217)** | &nbsp;&nbsp;**26392** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (3.4%)** | **Temporary Cash Investments (3.4%)** | **Temporary Cash Investments (3.4%)** | **Temporary Cash Investments (3.4%)** | **Temporary Cash Investments (3.4%)** | **Temporary Cash Investments (3.4%)** |
| **Money Market Fund (1.5%)** | **Money Market Fund (1.5%)** | **Money Market Fund (1.5%)** | **Money Market Fund (1.5%)** | **Money Market Fund (1.5%)** | **Money Market Fund (1.5%)** |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.466% |  | &nbsp;&nbsp;&nbsp;&nbsp;112535 | &nbsp;&nbsp; 11254 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Repurchase Agreement (1.9%)** | **Repurchase Agreement (1.9%)** | **Repurchase Agreement (1.9%)** | **Repurchase Agreement (1.9%)** | **Repurchase Agreement (1.9%)** | **Repurchase Agreement (1.9%)** |
|  | &nbsp;&nbsp;&nbsp;Bank of America Securities, LLC<br> (Dated 12/31/24, Repurchase Value $13,803,000, collateralized by U.S. Treasury Note/Bond 0.750%, 5/31/26, with a value of $14,076,000) | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13800 | &nbsp;&nbsp; 13800 |
| **Total Temporary Cash Investments (Cost $25,053)** | **Total Temporary Cash Investments (Cost $25,053)** | **Total Temporary Cash Investments (Cost $25,053)** | **Total Temporary Cash Investments (Cost $25,053)** | **Total Temporary Cash Investments (Cost $25,053)** | &nbsp;&nbsp;**25054** |
| **Total Investments (99.5%) (Cost $746,775)** | **Total Investments (99.5%) (Cost $746,775)** | **Total Investments (99.5%) (Cost $746,775)** | **Total Investments (99.5%) (Cost $746,775)** | **Total Investments (99.5%) (Cost $746,775)** | **737166** |
| **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | **Other Assets and Liabilities—Net (0.5%)** | &nbsp;&nbsp;&nbsp;&nbsp;**3796** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **740962** |
| 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 $1,957,000 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $881,000 have been segregated as initial margin for open futures contracts. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2024, the aggregate value was $537,710,000, representing 72.6% of net assets. |
| 4 | Face amount denominated in euro. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2024. |
| 7 | Face amount denominated in British pounds. |
| 8 | Represents an unsettled loan as of December 31, 2024. The coupon rate is not known until the settlement date. |
| 9 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 3M—3-month. |
|  | DAC—Designated Activity Company. |
|  | EURIBOR—Euro Interbank Offered Rate. |
|  | TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
|  | TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** |
| Floating Rate Loan Commitments |  |  |  |  |
|  | Total<br> Unfunded<br> Commitment<br> ($000) | Fair<br> Value<br> Commitment<br> ($000) | Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Grant Thornton Advisors LLC | 11 | 11 |  | &nbsp;&nbsp;— |
| Raven Acquisition Holdings LLC | 33 | 33 |  | &nbsp;&nbsp;— |

---

------

High Yield Bond 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 |  |  |  |  |
| 2-Year U.S. Treasury Note | March 2025 | 110 | 22617 | &nbsp;&nbsp;21 |
| 5-Year U.S. Treasury Note | March 2025 | 209 | 22218 | &nbsp;&nbsp;(74) |
| 10-Year U.S. Treasury Note | March 2025 | 24 | 2610 | &nbsp;&nbsp;(26) |
| Long U.S. Treasury Bond | March 2025 | 28 | 3188 | &nbsp;&nbsp;(71) |
| Ultra 10-Year U.S. Treasury Note | March 2025 | 32 | 3562 | &nbsp;&nbsp;(53) |
| Ultra Long U.S. Treasury Bond | March 2025 | 6 | 713 | &nbsp;&nbsp;(24) |
|  |  |  |  | &nbsp;&nbsp;(227) |
| Short Futures Contracts |  |  |  |  |
| 5-Year U.S. Treasury Note | March 2025 | (1) | (106) | &nbsp;&nbsp;— |
| 10-Year U.S. Treasury Note | March 2025 | (21) | (2284) | &nbsp;&nbsp;21 |
| Euro-Bobl | March 2025 | (34) | (4151) | &nbsp;&nbsp;52 |
| Euro-Schatz | March 2025 | (120) | (13298) | &nbsp;&nbsp;56 |
|  |  |  |  | &nbsp;&nbsp;129 |
|  |  |  |  | &nbsp;&nbsp;(98) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Barclays Bank plc | 1/31/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 1/31/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;22022 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;21114 | &nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 1/31/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;— |

---

---

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

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Notional Amount<br> (000) | &nbsp;&nbsp;&nbsp;Notional Amount<br> (000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold |
| CDX-NA-HY-S43-V1 | 12/21/29 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;25570 | &nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;2014 | &nbsp;&nbsp;&nbsp;65 |

---

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

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

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

------

High Yield Bond Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $735,522) | 725912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $11,253) | &nbsp;&nbsp;&nbsp;11254 |
| Total Investments in Securities | 737166 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| Foreign Currency, at Value (Cost $732) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;10840 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665 |
| Unrealized Appreciation—Floating Rate Loan Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| **Total Assets** | **750202** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;8785 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| Unrealized Depreciation—Floating Rate Loan Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;**9240** |
| **Net Assets** | **740962** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 751905 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;(10943) |
| **Net Assets** | **740962** |
| **Net Assets** |  |
| **Applicable to 100,185,831 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **740962** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;**$7.40** |

---

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

------

High Yield Bond Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | 46107 |
| Total Income | 46107 |
| **Expenses** |  |
| Investment Advisory Fees—Note B | &nbsp;&nbsp;&nbsp;&nbsp;320 |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;1326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| Total Expenses | &nbsp;&nbsp;1795 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Net Expenses | &nbsp;&nbsp;1791 |
| **Net Investment Income** | **44316** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | (3010) |
| Futures Contracts | (1350) |
| Swap Contracts | &nbsp;&nbsp;3505 |
| Forward Currency Contracts | &nbsp;&nbsp;1540 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;(40) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;&nbsp;**645** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;2242 |
| Floating Rate Loan Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Swap Contracts | (1331) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;329 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;(11) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**1222** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **46183** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $759,000, $2,000, and $2,000, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

High Yield Bond Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;44316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38958 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14517) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50921 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;46183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75362 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(41199) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32915) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;154075 | &nbsp;&nbsp;&nbsp;&nbsp;160761 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;41199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32915 |
| Redeemed | (194187) | &nbsp;&nbsp;&nbsp;&nbsp;(128755) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64921 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;107368 |
| **Net Assets** |  |  |
| **Beginning of Period** | &nbsp;&nbsp;&nbsp;**734891** | &nbsp;&nbsp;&nbsp;&nbsp;**627523** |
| **End of Period** | &nbsp;&nbsp;&nbsp;**740962** | &nbsp;&nbsp;&nbsp;&nbsp;**734891** |

---

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

------

High Yield Bond Portfolio

Financial Highlights

---

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

---

---

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

---

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

------

High Yield Bond Portfolio

Notes to Financial Statements

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

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

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

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

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

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

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

During the year ended December 31, 2024, the portfolio's average investments in long and short futures contracts represented 6% and 3% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

6. Forward Currency Contracts: The portfolio enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. Risks associated with these types of forward currency contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The portfolio mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the portfolio cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty's default (including bankruptcy), the portfolio may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the portfolio under the master netting arrangements. The forward currency contracts contain provisions whereby a counterparty may terminate open contracts if the portfolio's net assets decline below a certain level, triggering a payment by the

------

High Yield Bond Portfolio

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

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

During the year ended December 31, 2024, the portfolio's average investment in forward currency contracts represented 3% of net assets, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

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

During the year ended December 31, 2024, the portfolio's average amounts of investments in credit protection sold and credit protection purchased represented 4% and less than 1% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

------

High Yield Bond Portfolio

may be utilized for temporary or emergency purposes and are subject to the portfolio's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the portfolio's board of trustees and included in Management and Administrative expenses on the portfolio's Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the portfolio and Vanguard.

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

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

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

Vanguard provides investment advisory services to a portion of the portfolio as described below; the portfolio paid Vanguard advisory fees of $28,000 for the year ended December 31, 2024.

For the year ended December 31, 2024, the aggregate investment advisory fee paid to all advisors represented an effective annual rate of 0.04% of the portfolio's average net assets.

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $21,000, representing less than 0.01% of the portfolio's net assets and 0.01% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio's custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, custodian fee offset
arrangements reduced the portfolio's expenses by $4,000 (an annual rate of less than 0.01% of average net assets).

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

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

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

------

High Yield Bond Portfolio

The following table summarizes the market value of the portfolio's investments, other financial instruments, and derivatives as of December 31, 2024, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;39018 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;39018 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;646702 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;646702 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26392 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;26392 |
| Temporary Cash Investments | 11254 | &nbsp;&nbsp;&nbsp;&nbsp;13800 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;25054 |
| Total | 11254 | &nbsp;&nbsp;&nbsp;725912 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;737166 |
| **Other Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Floating Rate Loan Commitments |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Liabilities |  |  |  |  |
| Floating Rate Loan Commitments |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;126 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;65<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| Total | &nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;341 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (248) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(248) |

---

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

**F.** At December 31, 2024, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 150 |  |  | &nbsp;&nbsp;150 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> |  |  | 65 | &nbsp;&nbsp;65 |
| Unrealized Appreciation—Forward Currency Contracts |  | 126 |  | &nbsp;&nbsp;126 |
| Total Assets | 150 | 126 | 65 | &nbsp;&nbsp;341 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (248) |  |  | &nbsp;&nbsp;(248) |
| Liabilities | (248) |  |  | &nbsp;&nbsp;(248) |

---

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the year ended December 31, 2024, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | (1350) |  |  | &nbsp;&nbsp;(1350) |
| Swap Contracts |  |  | 3505 | &nbsp;&nbsp;3505 |
| Forward Currency Contracts |  | 1540 |  | &nbsp;&nbsp;1540 |
| Realized Net Gain (Loss) on Derivatives | (1350) | 1540 | 3505 | &nbsp;&nbsp;3695 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | (7) |  |  | &nbsp;&nbsp;(7) |
| Swap Contracts |  |  | (1331) | &nbsp;&nbsp;(1331) |
| Forward Currency Contracts |  | 329 |  | &nbsp;&nbsp;329 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | (7) | 329 | (1331) | &nbsp;&nbsp;(1009) |

---

------

High Yield Bond Portfolio

**G.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for foreign currency transactions and swap agreements were reclassified between the
individual components of total distributable earnings (loss).

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;43846 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;(8479) |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;(46310) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;(10943) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;41199 | &nbsp;&nbsp;&nbsp;&nbsp;32915 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;41199 | &nbsp;&nbsp;&nbsp;&nbsp;32915 |

---

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

As of December 31, 2024, gross unrealized appreciation and depreciation for investments, floating rate loan commitments, 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;745668 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;10911 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(19390) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(8479) |

---

**H.** During the year ended December 31, 2024, the portfolio purchased $253,945,000 of investment securities and sold $248,598,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $113,651,000 and $108,703,000, respectively.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;21231 | &nbsp;&nbsp;&nbsp;&nbsp;23038 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;5877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4905 |
| Redeemed | (26560) | &nbsp;&nbsp;(18518) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9425 |

---

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

------

High Yield Bond Portfolio

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

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

At December 31, 2024, 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 37% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

**K.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds High Yield Bond Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $2,016,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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

Q690HY 022025

------

![](tm2525588d12intnatportfii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### International Portfolio

------

#### Contents

---

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

---

------

International Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (95.5%)** | **Common Stocks (95.5%)** | **Common Stocks (95.5%)** | **Common Stocks (95.5%)** |
| **Australia (1.4%)** | **Australia (1.4%)** | **Australia (1.4%)** | **Australia (1.4%)** |
|  | &nbsp;&nbsp;&nbsp;WiseTech Global Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;561705 | &nbsp;&nbsp;&nbsp;&nbsp; 41933 |
| **Austria (0.7%)** | **Austria (0.7%)** | **Austria (0.7%)** | **Austria (0.7%)** |
|  | &nbsp;&nbsp;&nbsp;Erste Group Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;303691 | &nbsp;&nbsp;&nbsp;&nbsp; 18797 |
| **Belgium (2.5%)** | **Belgium (2.5%)** | **Belgium (2.5%)** | **Belgium (2.5%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Argenx SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86314 | &nbsp;&nbsp;&nbsp;&nbsp; 53317 |
|  | &nbsp;&nbsp;&nbsp;UCB SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70841 | &nbsp;&nbsp;&nbsp;&nbsp; 14102 |
|  | &nbsp;&nbsp;&nbsp;Umicore SA | &nbsp;&nbsp;&nbsp;&nbsp;577070 | &nbsp;&nbsp;&nbsp;&nbsp; 5956 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **73375** |
| **Brazil (1.7%)** | **Brazil (1.7%)** | **Brazil (1.7%)** | **Brazil (1.7%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NU Holdings Ltd. Class A | 4366686 | &nbsp;&nbsp;&nbsp;&nbsp; 45239 |
|  | &nbsp;&nbsp;&nbsp;Raia Drogasil SA | 1410762 | &nbsp;&nbsp;&nbsp;&nbsp; 5021 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **50260** |
| **Canada (2.5%)** | **Canada (2.5%)** | **Canada (2.5%)** | **Canada (2.5%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shopify Inc. Class A (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;463387 | &nbsp;&nbsp;&nbsp;&nbsp; 49272 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;246345 | &nbsp;&nbsp;&nbsp;&nbsp; 13115 |
|  | &nbsp;&nbsp;&nbsp;Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93610 | &nbsp;&nbsp;&nbsp;&nbsp; 9506 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **71893** |
| **China (9.0%)** | **China (9.0%)** | **China (9.0%)** | **China (9.0%)** |
|  | &nbsp;&nbsp;&nbsp;BYD Co. Ltd. Class H | 1776500 | &nbsp;&nbsp;&nbsp;&nbsp; 60424 |
|  | &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd. | 1047700 | &nbsp;&nbsp;&nbsp;&nbsp; 55919 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PDD Holdings Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;526709 | &nbsp;&nbsp;&nbsp;&nbsp; 51086 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Meituan Class B | 2538192 | &nbsp;&nbsp;&nbsp;&nbsp; 49351 |
|  | &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;265300 | &nbsp;&nbsp;&nbsp;&nbsp; 9670 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Wuxi Biologics Cayman Inc. | 4103500 | &nbsp;&nbsp;&nbsp;&nbsp; 9196 |
|  | &nbsp;&nbsp;&nbsp;Full Truck Alliance Co. Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;740642 | &nbsp;&nbsp;&nbsp;&nbsp; 8014 |
|  | &nbsp;&nbsp;&nbsp;Shenzhen Inovance Technology Co. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;945121 | &nbsp;&nbsp;&nbsp;&nbsp; 7584 |
|  | &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group ADR | &nbsp;&nbsp;&nbsp;&nbsp;653696 | &nbsp;&nbsp;&nbsp;&nbsp; 7419 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Ganfeng Lithium Group Co. Ltd. Class H | 1655400 | &nbsp;&nbsp;&nbsp;&nbsp; 4234 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **262897** |
| **Denmark (4.8%)** | **Denmark (4.8%)** | **Denmark (4.8%)** | **Denmark (4.8%)** |
|  | &nbsp;&nbsp;&nbsp;Novo Nordisk A/S Class B | &nbsp;&nbsp;&nbsp;&nbsp;489134 | &nbsp;&nbsp;&nbsp;&nbsp; 42203 |
|  | &nbsp;&nbsp;&nbsp;DSV A/S | &nbsp;&nbsp;&nbsp;&nbsp;162231 | &nbsp;&nbsp;&nbsp;&nbsp; 34550 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S | 1965920 | &nbsp;&nbsp;&nbsp;&nbsp; 26966 |
|  | &nbsp;&nbsp;&nbsp;Ambu A/S Class B | 1003781 | &nbsp;&nbsp;&nbsp;&nbsp; 14532 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Genmab A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67459 | &nbsp;&nbsp;&nbsp;&nbsp; 14088 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Zealand Pharma A/S | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75843 | &nbsp;&nbsp;&nbsp;&nbsp; 7545 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **139884** |
| **France (4.3%)** | **France (4.3%)** | **France (4.3%)** | **France (4.3%)** |
|  | &nbsp;&nbsp;&nbsp;Schneider Electric SE | &nbsp;&nbsp;&nbsp;&nbsp;117838 | &nbsp;&nbsp;&nbsp;&nbsp; 29336 |
|  | &nbsp;&nbsp;&nbsp;Hermes International SCA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11774 | &nbsp;&nbsp;&nbsp;&nbsp; 28250 |
|  | &nbsp;&nbsp;&nbsp;L'Oreal SA (XPAR) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79768 | &nbsp;&nbsp;&nbsp;&nbsp; 28238 |
|  | &nbsp;&nbsp;&nbsp;Legrand SA | &nbsp;&nbsp;&nbsp;&nbsp;130621 | &nbsp;&nbsp;&nbsp;&nbsp; 12706 |
|  | &nbsp;&nbsp;&nbsp;Sanofi SA | &nbsp;&nbsp;&nbsp;&nbsp;118477 | &nbsp;&nbsp;&nbsp;&nbsp; 11517 |
|  | &nbsp;&nbsp;&nbsp;EssilorLuxottica SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42314 | &nbsp;&nbsp;&nbsp;&nbsp; 10322 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SOITEC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60821 | &nbsp;&nbsp;&nbsp;&nbsp; 5471 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **125840** |
| **Germany (4.2%)** | **Germany (4.2%)** | **Germany (4.2%)** | **Germany (4.2%)** |
|  | &nbsp;&nbsp;&nbsp;SAP SE | &nbsp;&nbsp;&nbsp;&nbsp;173149 | &nbsp;&nbsp;&nbsp;&nbsp; 42590 |
|  | &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG (XETR) | &nbsp;&nbsp;&nbsp;&nbsp;235042 | &nbsp;&nbsp;&nbsp;&nbsp; 19224 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Delivery Hero SE | &nbsp;&nbsp;&nbsp;&nbsp;573579 | &nbsp;&nbsp;&nbsp;&nbsp; 16184 |
|  | &nbsp;&nbsp;&nbsp;Infineon Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;465031 | &nbsp;&nbsp;&nbsp;&nbsp; 15180 |
|  | &nbsp;&nbsp;&nbsp;Siemens AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74484 | &nbsp;&nbsp;&nbsp;&nbsp; 14524 |
|  | &nbsp;&nbsp;&nbsp;Beiersdorf AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89273 | &nbsp;&nbsp;&nbsp;&nbsp; 11495 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Jumia Technologies AG ADR | &nbsp;&nbsp;&nbsp;&nbsp;477446 | &nbsp;&nbsp;&nbsp;&nbsp; 1824 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **121021** |

---

------

International Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Hong Kong (1.1%)** | **Hong Kong (1.1%)** | **Hong Kong (1.1%)** | **Hong Kong (1.1%)** |
|  | &nbsp;&nbsp;&nbsp;AIA Group Ltd. | 3791800 | &nbsp;&nbsp;&nbsp;&nbsp; 27236 |
|  | &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd. | 1514500 | &nbsp;&nbsp;&nbsp;&nbsp; 4836 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **32072** |
| **India (2.3%)** | **India (2.3%)** | **India (2.3%)** | **India (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;HDFC Bank Ltd. | 1885457 | &nbsp;&nbsp;&nbsp;&nbsp; 38992 |
|  | &nbsp;&nbsp;&nbsp;Reliance Industries Ltd. | 1087968 | &nbsp;&nbsp;&nbsp;&nbsp; 15408 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MakeMyTrip Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;111434 | &nbsp;&nbsp;&nbsp;&nbsp; 12512 |
| <sup>\*,2,3</sup> | &nbsp;&nbsp;&nbsp;ANI Technologies Private Ltd. PP (Acquired 12/1/15, Cost $5,969) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19170 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **68012** |
| **Indonesia (0.4%)** | **Indonesia (0.4%)** | **Indonesia (0.4%)** | **Indonesia (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT | 20628100 | &nbsp;&nbsp;&nbsp;&nbsp; 12364 |
| **Israel (1.3%)** | **Israel (1.3%)** | **Israel (1.3%)** | **Israel (1.3%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wix.com Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;172682 | &nbsp;&nbsp;&nbsp;&nbsp; 37049 |
| **Italy (2.9%)** | **Italy (2.9%)** | **Italy (2.9%)** | **Italy (2.9%)** |
|  | &nbsp;&nbsp;&nbsp;Ferrari NV | &nbsp;&nbsp;&nbsp;&nbsp;134081 | &nbsp;&nbsp;&nbsp;&nbsp; 57212 |
|  | &nbsp;&nbsp;&nbsp;FinecoBank Banca Fineco SpA | &nbsp;&nbsp;&nbsp;&nbsp;801773 | &nbsp;&nbsp;&nbsp;&nbsp; 13993 |
|  | &nbsp;&nbsp;&nbsp;Prysmian SpA | &nbsp;&nbsp;&nbsp;&nbsp;202818 | &nbsp;&nbsp;&nbsp;&nbsp; 12980 |
|  | &nbsp;&nbsp;&nbsp;Brunello Cucinelli SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7405 | &nbsp;&nbsp;&nbsp;&nbsp; 809 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **84994** |
| **Japan (6.7%)** | **Japan (6.7%)** | **Japan (6.7%)** | **Japan (6.7%)** |
|  | &nbsp;&nbsp;&nbsp;Advantest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;602500 | &nbsp;&nbsp;&nbsp;&nbsp; 34257 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | 2536500 | &nbsp;&nbsp;&nbsp;&nbsp; 29613 |
|  | &nbsp;&nbsp;&nbsp;Sony Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;905600 | &nbsp;&nbsp;&nbsp;&nbsp; 19086 |
|  | &nbsp;&nbsp;&nbsp;SMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44200 | &nbsp;&nbsp;&nbsp;&nbsp; 17164 |
|  | &nbsp;&nbsp;&nbsp;KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;453200 | &nbsp;&nbsp;&nbsp;&nbsp; 14435 |
|  | &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;571900 | &nbsp;&nbsp;&nbsp;&nbsp; 12352 |
|  | &nbsp;&nbsp;&nbsp;Recruit Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;171700 | &nbsp;&nbsp;&nbsp;&nbsp; 11934 |
|  | &nbsp;&nbsp;&nbsp;ITOCHU Corp. | &nbsp;&nbsp;&nbsp;&nbsp;213400 | &nbsp;&nbsp;&nbsp;&nbsp; 10494 |
|  | &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;462800 | &nbsp;&nbsp;&nbsp;&nbsp; 9575 |
|  | &nbsp;&nbsp;&nbsp;Terumo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;477500 | &nbsp;&nbsp;&nbsp;&nbsp; 9218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bridgestone Corp. | &nbsp;&nbsp;&nbsp;&nbsp;267300 | &nbsp;&nbsp;&nbsp;&nbsp; 8985 |
|  | &nbsp;&nbsp;&nbsp;SBI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;293000 | &nbsp;&nbsp;&nbsp;&nbsp; 7359 |
|  | &nbsp;&nbsp;&nbsp;Daikin Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42900 | &nbsp;&nbsp;&nbsp;&nbsp; 5006 |
|  | &nbsp;&nbsp;&nbsp;Shimano Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30900 | &nbsp;&nbsp;&nbsp;&nbsp; 4156 |
|  | &nbsp;&nbsp;&nbsp;Kokusai Electric Corp. | &nbsp;&nbsp;&nbsp;&nbsp;223900 | &nbsp;&nbsp;&nbsp;&nbsp; 2934 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **196568** |
| **Netherlands (7.3%)** | **Netherlands (7.3%)** | **Netherlands (7.3%)** | **Netherlands (7.3%)** |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Adyen NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61303 | &nbsp;&nbsp;&nbsp;&nbsp; 91101 |
|  | &nbsp;&nbsp;&nbsp;ASML Holding NV | &nbsp;&nbsp;&nbsp;&nbsp;113999 | &nbsp;&nbsp;&nbsp;&nbsp; 79849 |
|  | &nbsp;&nbsp;&nbsp;EXOR NV | &nbsp;&nbsp;&nbsp;&nbsp;354365 | &nbsp;&nbsp;&nbsp;&nbsp; 32486 |
|  | &nbsp;&nbsp;&nbsp;Heineken NV | &nbsp;&nbsp;&nbsp;&nbsp;143243 | &nbsp;&nbsp;&nbsp;&nbsp; 10209 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **213645** |
| **Norway (0.5%)** | **Norway (0.5%)** | **Norway (0.5%)** | **Norway (0.5%)** |
|  | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp;524863 | &nbsp;&nbsp;&nbsp;&nbsp; 10479 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;AutoStore Holdings Ltd. | 5309709 | &nbsp;&nbsp;&nbsp;&nbsp; 5202 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **15681** |
| **Singapore (2.0%)** | **Singapore (2.0%)** | **Singapore (2.0%)** | **Singapore (2.0%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sea Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;561099 | &nbsp;&nbsp;&nbsp;&nbsp; 59533 |
| **South Korea (2.1%)** | **South Korea (2.1%)** | **South Korea (2.1%)** | **South Korea (2.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coupang Inc. | 2541491 | &nbsp;&nbsp;&nbsp;&nbsp; 55862 |
|  | &nbsp;&nbsp;&nbsp;Samsung SDI Co. Ltd. (XKRX) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25662 | &nbsp;&nbsp;&nbsp;&nbsp; 4242 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **60104** |
| **Spain (0.9%)** | **Spain (0.9%)** | **Spain (0.9%)** | **Spain (0.9%)** |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 1596269 | &nbsp;&nbsp;&nbsp;&nbsp; 15619 |
|  | &nbsp;&nbsp;&nbsp;Iberdrola SA (XMAD) | &nbsp;&nbsp;&nbsp;&nbsp;812827 | &nbsp;&nbsp;&nbsp;&nbsp; 11201 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **26820** |
| **Sweden (6.2%)** | **Sweden (6.2%)** | **Sweden (6.2%)** | **Sweden (6.2%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Spotify Technology SA | &nbsp;&nbsp;&nbsp;&nbsp;260979 | &nbsp;&nbsp;&nbsp;&nbsp; 116757 |
|  | &nbsp;&nbsp;&nbsp;Atlas Copco AB Class A | 3391513 | &nbsp;&nbsp;&nbsp;&nbsp; 51760 |
|  | &nbsp;&nbsp;&nbsp;Kinnevik AB Class B | &nbsp;&nbsp;&nbsp;&nbsp;940952 | &nbsp;&nbsp;&nbsp;&nbsp; 6280 |
|  | &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB Class A | &nbsp;&nbsp;&nbsp;&nbsp;587716 | &nbsp;&nbsp;&nbsp;&nbsp; 6068 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **180865** |

---

------

International Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Switzerland (3.3%)** | **Switzerland (3.3%)** | **Switzerland (3.3%)** | **Switzerland (3.3%)** |
|  | &nbsp;&nbsp;&nbsp;Roche Holding AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83015 | &nbsp;&nbsp;&nbsp;&nbsp; 23212 |
|  | &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA Class A (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;106431 | &nbsp;&nbsp;&nbsp;&nbsp; 16100 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;VAT Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39224 | &nbsp;&nbsp;&nbsp;&nbsp; 14831 |
|  | &nbsp;&nbsp;&nbsp;Alcon AG | &nbsp;&nbsp;&nbsp;&nbsp;133257 | &nbsp;&nbsp;&nbsp;&nbsp; 11299 |
|  | &nbsp;&nbsp;&nbsp;Lonza Group AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17939 | &nbsp;&nbsp;&nbsp;&nbsp; 10588 |
|  | &nbsp;&nbsp;&nbsp;Chocoladefabriken Lindt & Spruengli AG Ptg. Ctf. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp; 10339 |
|  | &nbsp;&nbsp;&nbsp;Temenos AG (Registered) | &nbsp;&nbsp;&nbsp;&nbsp;122094 | &nbsp;&nbsp;&nbsp;&nbsp; 8627 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Galderma Group AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23099 | &nbsp;&nbsp;&nbsp;&nbsp; 2567 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **97563** |
| **Taiwan (6.3%)** | **Taiwan (6.3%)** | **Taiwan (6.3%)** | **Taiwan (6.3%)** |
|  | &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co. Ltd. (XTAI) | 5625000 | &nbsp;&nbsp;&nbsp;&nbsp; 182813 |
| **United Kingdom (9.0%)** | **United Kingdom (9.0%)** | **United Kingdom (9.0%)** | **United Kingdom (9.0%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wise plc Class A | 2720123 | &nbsp;&nbsp;&nbsp;&nbsp; 36154 |
|  | &nbsp;&nbsp;&nbsp;Shell plc | &nbsp;&nbsp;&nbsp;&nbsp;987648 | &nbsp;&nbsp;&nbsp;&nbsp; 30996 |
|  | &nbsp;&nbsp;&nbsp;Unilever plc (XLON) | &nbsp;&nbsp;&nbsp;&nbsp;409678 | &nbsp;&nbsp;&nbsp;&nbsp; 23278 |
| <sup>\*,2,3</sup> | &nbsp;&nbsp;&nbsp;The Brandtech Group LLC PP (Acquired 9/23/15, Cost $5,200) | 3903901 | &nbsp;&nbsp;&nbsp;&nbsp; 22799 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;113969 | &nbsp;&nbsp;&nbsp;&nbsp; 14859 |
|  | &nbsp;&nbsp;&nbsp;Diageo plc | &nbsp;&nbsp;&nbsp;&nbsp;461497 | &nbsp;&nbsp;&nbsp;&nbsp; 14665 |
|  | &nbsp;&nbsp;&nbsp;GSK plc | &nbsp;&nbsp;&nbsp;&nbsp;850431 | &nbsp;&nbsp;&nbsp;&nbsp; 14345 |
|  | &nbsp;&nbsp;&nbsp;RELX plc | &nbsp;&nbsp;&nbsp;&nbsp;314445 | &nbsp;&nbsp;&nbsp;&nbsp; 14247 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto plc | &nbsp;&nbsp;&nbsp;&nbsp;223143 | &nbsp;&nbsp;&nbsp;&nbsp; 13172 |
|  | &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group plc | &nbsp;&nbsp;&nbsp;&nbsp;196831 | &nbsp;&nbsp;&nbsp;&nbsp; 11914 |
|  | &nbsp;&nbsp;&nbsp;Haleon plc | 2396031 | &nbsp;&nbsp;&nbsp;&nbsp; 11298 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;942477 | &nbsp;&nbsp;&nbsp;&nbsp; 11197 |
|  | &nbsp;&nbsp;&nbsp;Bunzl plc | &nbsp;&nbsp;&nbsp;&nbsp;226450 | &nbsp;&nbsp;&nbsp;&nbsp; 9324 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ocado Group plc | 2151007 | &nbsp;&nbsp;&nbsp;&nbsp; 8118 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | 11610873 | &nbsp;&nbsp;&nbsp;&nbsp; 7930 |
|  | &nbsp;&nbsp;&nbsp;Whitbread plc | &nbsp;&nbsp;&nbsp;&nbsp;194735 | &nbsp;&nbsp;&nbsp;&nbsp; 7168 |
| <sup>\*,4</sup> | &nbsp;&nbsp;&nbsp;ARM Holdings plc ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49558 | &nbsp;&nbsp;&nbsp;&nbsp; 6114 |
|  | &nbsp;&nbsp;&nbsp;Burberry Group plc | &nbsp;&nbsp;&nbsp;&nbsp;375693 | &nbsp;&nbsp;&nbsp;&nbsp; 4594 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **262172** |
| **United States (12.1%)** | **United States (12.1%)** | **United States (12.1%)** | **United States (12.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MercadoLibre Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70553 | &nbsp;&nbsp;&nbsp;&nbsp; 119971 |
|  | &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;426585 | &nbsp;&nbsp;&nbsp;&nbsp; 57286 |
|  | &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;111205 | &nbsp;&nbsp;&nbsp;&nbsp; 46873 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Elastic NV | &nbsp;&nbsp;&nbsp;&nbsp;334967 | &nbsp;&nbsp;&nbsp;&nbsp; 33189 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Moderna Inc. | &nbsp;&nbsp;&nbsp;&nbsp;373768 | &nbsp;&nbsp;&nbsp;&nbsp; 15541 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Atlassian Corp. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56152 | &nbsp;&nbsp;&nbsp;&nbsp; 13666 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98365 | &nbsp;&nbsp;&nbsp;&nbsp; 13145 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Liberty Media Corp.-Liberty Formula One Class C | &nbsp;&nbsp;&nbsp;&nbsp;129398 | &nbsp;&nbsp;&nbsp;&nbsp; 11990 |
|  | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp; 10826 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26900 | &nbsp;&nbsp;&nbsp;&nbsp; 10287 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tesla Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23916 | &nbsp;&nbsp;&nbsp;&nbsp; 9658 |
| <sup>\*,4</sup> | &nbsp;&nbsp;&nbsp;Mobileye Global Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;324695 | &nbsp;&nbsp;&nbsp;&nbsp; 6468 |
|  | &nbsp;&nbsp;&nbsp;Ferguson Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29021 | &nbsp;&nbsp;&nbsp;&nbsp; 5037 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **353937** |
| **Total Common Stocks (Cost $2,474,801)** | **Total Common Stocks (Cost $2,474,801)** | **Total Common Stocks (Cost $2,474,801)** | &nbsp;&nbsp;&nbsp;&nbsp;**2790092** |
| **Preferred Stock (0.6%)** | **Preferred Stock (0.6%)** | **Preferred Stock (0.6%)** | **Preferred Stock (0.6%)** |
|  | &nbsp;&nbsp;&nbsp;Sartorius AG Preference Shares **(Cost $45,929**) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74666 | &nbsp;&nbsp;&nbsp;&nbsp; **16593** |

---

------

International Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Temporary Cash Investments (3.9%)** | **Temporary Cash Investments (3.9%)** | **Temporary Cash Investments (3.9%)** | **Temporary Cash Investments (3.9%)** |
| **Money Market Fund (3.9%)** | **Money Market Fund (3.9%)** | **Money Market Fund (3.9%)** | **Money Market Fund (3.9%)** |
| <sup>5,6</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.466% **(Cost $115,115)** | 1151160 | &nbsp;&nbsp;&nbsp;&nbsp; **115116** |
| **Total Investments (100.0%) (Cost $2,635,845)** | **Total Investments (100.0%) (Cost $2,635,845)** | **Total Investments (100.0%) (Cost $2,635,845)** | &nbsp;&nbsp;&nbsp;&nbsp;**2921801** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | &nbsp;&nbsp;&nbsp;&nbsp;**464** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**2922265** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2024, the aggregate value was $190,099,000, representing 6.5% of net assets. |
| 2 | Restricted securities totaling $23,899,000, representing 0.8% of net assets. |
| 3 | Security value determined using significant unobservable inputs. |
| 4 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $7,742,000. |
| 5 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 6 | Collateral of $8,151,000 was received for securities on loan. |
|  | ADR—American Depositary Receipt. |
|  | PP—Private Placement. |
|  | Ptg. Ctf.—Participating Certificates. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini S&P 500 Index | March 2025 | 18 | 5342 | &nbsp;&nbsp;(173) |
| MSCI EAFE Index | March 2025 | 466 | 52833 | &nbsp;&nbsp;(1689) |
| MSCI Emerging Markets Index | March 2025 | 448 | 24053 | &nbsp;&nbsp;(794) |
|  |  |  |  | &nbsp;&nbsp;(2656) |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| State Street Bank & Trust Co. | 3/19/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;CHF | &nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;4 | &nbsp;&nbsp;&nbsp;— |
| Bank of Montreal | 3/19/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;1956 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;— |
| UBS AG | 3/19/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;SEK | &nbsp;&nbsp;&nbsp;8590 | &nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;— |

---

---

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

---

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

------

International Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $2,520,730) | 2806685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $115,115) | &nbsp;&nbsp;&nbsp;&nbsp;115116 |
| Total Investments in Securities | 2921801 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
| Foreign Currency, at Value (Cost $296) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7613 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Other Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| **Total Assets** | **2934407** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8151 |
| Payables to Investment Advisor | &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;919 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| Deferred Foreign Capital Gains Taxes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1055 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12142** |
| **Net Assets** | **2922265** |
| 1 Includes $7,742,000 of securities on loan. |  |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 2439754 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;482511 |
| **Net Assets** | **2922265** |
| **Net Assets** |  |
| **Applicable to 114,172,214 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2922265** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$25.60** |

---

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

------

International Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;32230 |
| Non-Cash Dividends | &nbsp;&nbsp;&nbsp;&nbsp;2564 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3984 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 |
| Total Income | &nbsp;&nbsp;38924 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;4698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;(1018) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;5374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;9494 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;9489 |
| **Net Investment Income** | &nbsp;&nbsp;**29435** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2,3</sup> | 189033 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;1416 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;(801) |
| **Realized Net Gain (Loss)** | **189792** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2,4</sup> | &nbsp;&nbsp;51490 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(5890) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;(392) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**45255** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **264482** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $3,400,000. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $3,847,000, ($63000), and $13,000, respectively. Purchases and sales are for temporary cash investment purposes. |
| 3 | Realized gain (loss) is net of foreign capital gain taxes of $1,192,000. |
| 4 | The change in unrealized appreciation (depreciation) is net of the change in deferred foreign capital gains taxes of ($1254000). |

---

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

------

International Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35896 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;189792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96241 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273921 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;264482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406058 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(137100) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(145551) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;252901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239518 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;137100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145551 |
| Redeemed | &nbsp;&nbsp;&nbsp;(614195) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(463843) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;(224194) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78774) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;(96812) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181733 |
| **Net Assets** |  |  |
| **Beginning of Period** | **3019077** | &nbsp;&nbsp;&nbsp;&nbsp;**2837344** |
| **End of Period** | **2922265** | &nbsp;&nbsp;&nbsp;&nbsp;**3019077** |

---

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

------

International Portfolio

Financial Highlights

---

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

---

---

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

---

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

------

International Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

3. Futures Contracts: The portfolio uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The portfolio may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the portfolio and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the portfolio trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the year ended December 31, 2024, the portfolio's average investments in long and short futures contracts represented 3% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

During the year ended December 31, 2024, the portfolio's average investment in forward currency contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.

------

International Portfolio

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

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

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

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

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

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

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

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

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

For the year ended December 31, 2024, the aggregate investment advisory fee paid to all advisors represented an effective annual basic rate of 0.15% of the portfolio's average net assets, before a net decrease of $1,018,000 (0.03%) based on performance.

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

------

International Portfolio

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $79,000, representing less than 0.01% of the portfolio's net assets and 0.03% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio's custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, custodian fee offset
arrangements reduced the portfolio's expenses by $5,000 (an annual rate of less than 0.01% of average net assets).

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

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

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

The following table summarizes the market value of the portfolio's investments and derivatives as of December 31, 2024, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| Common Stocks—North and South America | 471069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;476090 |
| Common Stocks—Other | 356170 | &nbsp;&nbsp;&nbsp;1933933 | &nbsp;&nbsp;&nbsp;23899 | &nbsp;&nbsp;&nbsp;2314002 |
| Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16593 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16593 |
| Temporary Cash Investments | 115116 | &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;115116 |
| Total | 942355 | &nbsp;&nbsp;&nbsp;1955547 | &nbsp;&nbsp;&nbsp;23899 | &nbsp;&nbsp;&nbsp;2921801 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (2656) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2656) |

---

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.

The determination of Level 3 fair value measurements is governed by documented policies and procedures adopted by the board of trustees. The timely analysis and valuation of Level 3 securities held by the portfolio in accordance with established policies and procedures is performed by the valuation designee under the oversight of the board. The valuation designee employs various methods for calibrating valuation approaches, including a regular review of key inputs and assumptions, transactional back-testing or disposition analysis, and reviews of any related market activity. A summary of valuation decisions made by the valuation designee is reported to the board on a quarterly basis for review. The board reviews the adequacy of the fair value measurement policies and procedures in place on an annual basis.

The following table summarizes changes in investments valued based on Level 3 inputs during the year ended December 31, 2024. Transfers, if any, into or out of Level 3 are recognized based on values as of the beginning of the period.

---

| | |
|:---|:---|
| Amount Valued Based on Level 3 Inputs | &nbsp;&nbsp;&nbsp;Investments<br> in Common<br> Stocks<br> ($000) |
| Balance as of December 31, 2023 | &nbsp;&nbsp;&nbsp;31398 |
| Transfers into Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Transfers out of Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(7499) |
| Balance as of December 31, 2024 | &nbsp;&nbsp;&nbsp;23899 |

---

Net change in unrealized appreciation (depreciation) from investments still held as of December 31, 2024, was ($7,499,000).

The following table provides quantitative information about the significant unobservable inputs used in fair value measurements as of December 31, 2024.

------

International Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
| Security Type | Fair Value<br> at 12/31/2024<br> ($000) | &nbsp;&nbsp;&nbsp;Valuation Technique | &nbsp;&nbsp;&nbsp;Unobservable Input | &nbsp;&nbsp;&nbsp;Range<br> (Weighted Avg.) |
| Common Stocks | 22799 | &nbsp;&nbsp;&nbsp;Market Comparables | &nbsp;&nbsp;&nbsp;EV/LTM Revenue<br> Liquidity Discount | &nbsp;&nbsp;&nbsp;1.51-9.37 (3.65)<br> 10% |
| Common Stocks | 1100 | &nbsp;&nbsp;&nbsp;Market Comparables | &nbsp;&nbsp;&nbsp;EV/LTM Revenue<br> Liquidity Discount<br> Index Return | &nbsp;&nbsp;&nbsp;1.19-14.81 (7.00)<br> 10%<br> -13.1% |

---

Significant increases or decreases in the significant unobservable inputs used in the fair value measurement of the portfolio's Level 3 securities, in isolation, could result in a significantly higher or lower fair value measurement at December 31, 2024.

**F.** At December 31, 2024, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

---

| | | | |
|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Equity<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Unrealized Appreciation—Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;47 |
| Total Assets |  | &nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;47 |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (2656) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2656) |
| Total Liabilities | (2656) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(2656) |

---

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

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the year ended December 31, 2024, were:

---

| | | | |
|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Equity<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Foreign<br> Exchange<br> Contracts<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | 1416 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1416 |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;144 |
| Realized Net Gain (Loss) on Derivatives | 1416 | &nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;1560 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |
| Futures Contracts | (5890) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(5890) |
| Forward Currency Contracts |  | &nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;47 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | (5890) | &nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;(5843) |

---

**G.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for foreign currency transactions, passive foreign investment companies, and tax
expense on capital gains were reclassified between the individual components of total distributable earnings (loss).

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;44555 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;158082 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;279874 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;482511 |

---

------

International Portfolio

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;&nbsp;46494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46115 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;90606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99436 |
| Total | &nbsp;&nbsp;&nbsp;137100 | &nbsp;&nbsp;&nbsp;&nbsp;145551 |

---

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

As of December 31, 2024, 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;2640497 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787858 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(506554) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281304 |

---

**H.** During the year ended December 31, 2024, the portfolio purchased $636,725,000 of investment securities and sold $992,016,000 of investment securities, other than temporary cash investments.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;9948 | &nbsp;&nbsp;&nbsp;&nbsp;10085 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;5533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6306 |
| Redeemed | (24203) | &nbsp;&nbsp;(19480) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;(8722) | &nbsp;&nbsp;&nbsp;&nbsp;(3089) |

---

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

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

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

At December 31, 2024, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 32% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

**K.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds International Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodians, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $1,723,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

The portfolio distributed $90,606,000 as capital gain dividends (20% rate gain distributions) to shareholders during the fiscal year.

The portfolio designates to shareholders foreign source income of $37,900,000 and foreign taxes paid of $4,504,000.

Q690I 022025

------

![](tm2525588d12monmarportfii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Money Market Portfolio

------

#### Contents

---

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

---

------

Money Market Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| **U.S. Government Agency Debt (37.3%)** | **U.S. Government Agency Debt (37.3%)** | **U.S. Government Agency Debt (37.3%)** | **U.S. Government Agency Debt (37.3%)** | **U.S. Government Agency Debt (37.3%)** | **U.S. Government Agency Debt (37.3%)** |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Discount Notes | 4.374%–4.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1189 | &nbsp;&nbsp; 1186 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 131 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 814 | &nbsp;&nbsp; 814 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 604 | &nbsp;&nbsp; 604 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.045% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.415% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Farm Credit Banks Funding Corp., SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2150 | &nbsp;&nbsp; 2151 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 24991 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2895 | &nbsp;&nbsp; 2894 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5800 | &nbsp;&nbsp; 5796 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 | &nbsp;&nbsp; 3613 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3605 | &nbsp;&nbsp; 3603 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3595 | &nbsp;&nbsp; 3593 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7165 | &nbsp;&nbsp; 7161 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2855 | &nbsp;&nbsp; 2854 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3405 | &nbsp;&nbsp; 3404 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2860 | &nbsp;&nbsp; 2858 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2855 | &nbsp;&nbsp; 2854 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 | &nbsp;&nbsp; 2834 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 | &nbsp;&nbsp; 2834 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp; 2799 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.305%–4.321% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1901 | &nbsp;&nbsp; 1901 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.531%–4.716% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3515 | &nbsp;&nbsp; 3514 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.323% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 307 | &nbsp;&nbsp; 307 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.590%–4.647% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3681 | &nbsp;&nbsp; 3678 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.499%–4.688% | &nbsp;&nbsp;&nbsp;&nbsp;1/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6137 | &nbsp;&nbsp; 6130 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.354%–4.667% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4452 | &nbsp;&nbsp; 4444 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.509% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6155 | &nbsp;&nbsp; 6139 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.333% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.433% | &nbsp;&nbsp;&nbsp;&nbsp;1/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp; 1850 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.508% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2835 | &nbsp;&nbsp; 2825 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.418%–4.496% | &nbsp;&nbsp;&nbsp;&nbsp;1/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2103 | &nbsp;&nbsp; 2096 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.336%–4.644% | &nbsp;&nbsp;&nbsp;&nbsp;1/31/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3015 | &nbsp;&nbsp; 3004 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.465%–4.524% | &nbsp;&nbsp;&nbsp;&nbsp; 2/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2386 | &nbsp;&nbsp; 2376 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.466%–4.525% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4177 | &nbsp;&nbsp; 4160 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.410%–4.529% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2126 | &nbsp;&nbsp; 2117 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.121%–4.561% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12590 | &nbsp;&nbsp; 12534 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.638% | &nbsp;&nbsp;&nbsp;&nbsp;2/10/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2189 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.318%–4.562% | &nbsp;&nbsp;&nbsp;&nbsp;2/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12864 | &nbsp;&nbsp; 12797 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.588%–4.593% | &nbsp;&nbsp;&nbsp;&nbsp;2/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 591 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.580% | &nbsp;&nbsp;&nbsp;&nbsp;2/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4896 | &nbsp;&nbsp; 4867 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.478% | &nbsp;&nbsp;&nbsp;&nbsp;2/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 923 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.447%–4.495% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1508 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | 4.494%–4.499% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 952 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504% | &nbsp;&nbsp;&nbsp;&nbsp;3/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.488% | &nbsp;&nbsp;&nbsp;&nbsp;3/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 369 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.444% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1427 | &nbsp;&nbsp; 1411 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.449% | &nbsp;&nbsp;&nbsp;&nbsp;4/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1427 | &nbsp;&nbsp; 1410 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.441% | &nbsp;&nbsp;&nbsp;&nbsp;4/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3670 | &nbsp;&nbsp; 3624 |
|  | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp;4/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1223 | &nbsp;&nbsp; 1207 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4700 | &nbsp;&nbsp; 4700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR - 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.365% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5100 | &nbsp;&nbsp; 5100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4700 | &nbsp;&nbsp; 4700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3685 | &nbsp;&nbsp; 3685 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3400 | &nbsp;&nbsp; 3400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2400 |

---

------

Money Market Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2300 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4900 | &nbsp;&nbsp; 4900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4800 | &nbsp;&nbsp; 4800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp; 3500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2405 | &nbsp;&nbsp; 2405 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1100 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 725 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 595 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 575 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.005% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5830 | &nbsp;&nbsp; 5830 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4105 | &nbsp;&nbsp; 4105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4070 | &nbsp;&nbsp; 4070 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3600 | &nbsp;&nbsp; 3600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3400 | &nbsp;&nbsp; 3400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2300 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 | &nbsp;&nbsp; 2240 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2225 | &nbsp;&nbsp; 2225 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 | &nbsp;&nbsp; 1465 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1210 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.010% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4200 | &nbsp;&nbsp; 4200 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2900 |

---

------

Money Market Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1500 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.015% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 620 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2915 | &nbsp;&nbsp; 2915 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2900 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.020% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 700 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.025% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1800 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.025% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.070% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.135% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.505% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2111 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8205 | &nbsp;&nbsp; 8205 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.385% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.160% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3200 | &nbsp;&nbsp; 3202 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.190% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1400 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10000 | &nbsp;&nbsp; 10000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 600 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Banks, SOFR + 0.250% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.395% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 415 | &nbsp;&nbsp; 415 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Association, SOFR + 0.140% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp; 406 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | 4.473%–4.558% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4245 | &nbsp;&nbsp; 4234 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | 4.229%–4.586% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5571 | &nbsp;&nbsp; 5556 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.074% | &nbsp;&nbsp;&nbsp;&nbsp;2/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5726 | &nbsp;&nbsp; 5688 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Discount Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.332% | &nbsp;&nbsp;&nbsp;&nbsp;3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 211 | &nbsp;&nbsp; 209 |
| **Total U.S. Government Agency Debt (Cost $458,835)** | **Total U.S. Government Agency Debt (Cost $458,835)** | **Total U.S. Government Agency Debt (Cost $458,835)** | **Total U.S. Government Agency Debt (Cost $458,835)** | **Total U.S. Government Agency Debt (Cost $458,835)** | &nbsp;&nbsp;&nbsp;**458835** |
| **U.S. Treasury Debt (22.2%)** | **U.S. Treasury Debt (22.2%)** | **U.S. Treasury Debt (22.2%)** | **U.S. Treasury Debt (22.2%)** | **U.S. Treasury Debt (22.2%)** | **U.S. Treasury Debt (22.2%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.468% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4999 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.209%–4.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 22000 | &nbsp;&nbsp; 21983 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp;1/16/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11418 | &nbsp;&nbsp; 11397 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.141%–4.531% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 51282 | &nbsp;&nbsp; 51110 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.076%–4.320% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 34181 | &nbsp;&nbsp; 34039 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.339% | &nbsp;&nbsp;&nbsp;&nbsp;2/11/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13209 | &nbsp;&nbsp; 13142 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp;2/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 18000 | &nbsp;&nbsp; 17910 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 16000 | &nbsp;&nbsp; 15868 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.267% | &nbsp;&nbsp;&nbsp;&nbsp;3/13/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11898 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.207%–4.366% | &nbsp;&nbsp;&nbsp;&nbsp;3/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15900 | &nbsp;&nbsp; 15741 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.377%–4.379% | &nbsp;&nbsp;&nbsp;&nbsp;4/17/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp; 11849 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Bill | 4.212%–4.213% | &nbsp;&nbsp;&nbsp;&nbsp; 7/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10214 | &nbsp;&nbsp; 10001 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.125% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.401% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1294 | &nbsp;&nbsp; 1293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.150% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.426% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.169% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 581 | &nbsp;&nbsp; 581 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.170% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.446% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3904 | &nbsp;&nbsp; 3903 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.182% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11260 | &nbsp;&nbsp; 11256 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.200% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.476% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6001 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.245% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.521% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6026 | &nbsp;&nbsp; 6028 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9759 | &nbsp;&nbsp; 9746 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp;1/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 8672 | &nbsp;&nbsp; 8667 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2346 | &nbsp;&nbsp; 2342 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.055% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp;4/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 528 | &nbsp;&nbsp; 526 |
| **Total U.S. Treasury Debt (Cost $272,991)** | **Total U.S. Treasury Debt (Cost $272,991)** | **Total U.S. Treasury Debt (Cost $272,991)** | **Total U.S. Treasury Debt (Cost $272,991)** | **Total U.S. Treasury Debt (Cost $272,991)** | &nbsp;&nbsp;&nbsp;**272991** |
| **U.S. Treasury Repurchase Agreements (43.0%)** | **U.S. Treasury Repurchase Agreements (43.0%)** | **U.S. Treasury Repurchase Agreements (43.0%)** | **U.S. Treasury Repurchase Agreements (43.0%)** | **U.S. Treasury Repurchase Agreements (43.0%)** | **U.S. Treasury Repurchase Agreements (43.0%)** |
|  | &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA<br> (Dated 12/31/24, Repurchase Value $5,001,000, collateralized by U.S. Treasury Note/Bond 0.125%–2.500%, 10/15/26–2/15/40, with a value of $5,100,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA<br> (Dated 12/31/24, Repurchase Value $7,002,000, collateralized by U.S. Treasury Inflation Indexed Note 0.125%–0.875%, 1/15/26–7/15/31, and U.S. Treasury Note/Bond 4.000%, 2/15/34, with a value of $7,140,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal<br> (Dated 12/31/24, Repurchase Value $1,000,000, collateralized by U.S. Treasury Note/Bond 3.000%, 5/15/47, with a value of $1,020,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal<br> (Dated 12/11/24, Repurchase Value $2,006,000, collateralized by U.S. Treasury Note/Bond 2.250%–3.000%, 8/15/46–5/15/47, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal<br> (Dated 11/21/24, Repurchase Value $2,018,000, collateralized by U.S. Treasury Note/Bond 3.000%, 5/15/47, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia<br> (Dated 12/31/24, Repurchase Value $6,001,000, collateralized by U.S. Treasury Bill 0.000%, 3/20/25, U.S. Treasury Inflation Indexed Note 1.625%, 10/15/29, and U.S. Treasury Note/Bond 1.125%–5.000%, 1/31/25–2/15/46, with a value of $6,120,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6000 |
|  | &nbsp;&nbsp;&nbsp;Barclays Bank plc<br> (Dated 12/31/24, Repurchase Value $2,000,000, collateralized by U.S. Treasury Note/Bond 3.875%–4.000%, 5/15/43–11/15/52, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |

---

------

Money Market Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Barclays Bank plc<br> (Dated 12/19/24, Repurchase Value $3,015,000, collateralized by U.S. Treasury Bill 0.000%, 5/29/25, and U.S. Treasury Note/Bond 1.125%–4.250%, 5/31/30–8/15/50, with a value of $3,060,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Fortis SA<br> (Dated 12/23/24, Repurchase Value $5,019,000, collateralized by U.S. Treasury Inflation Indexed Note 0.125%–1.625%, 10/15/27–1/15/31, with a value of $5,100,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Fortis SA<br> (Dated 12/30/24, Repurchase Value $11,041,000, collateralized by U.S. Treasury Inflation Indexed Note 0.125%–0.250%, 2/15/50–2/15/51, and U.S. Treasury Note/Bond 2.750%–4.458%, 7/31/26–5/31/29, with a value of $11,220,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11000 |
| &nbsp;&nbsp;&nbsp;BNP Paribas Fortis SA<br> (Dated 12/19/24, Repurchase Value $1,007,000, collateralized by U.S. Treasury Inflation Indexed Note 0.250%–1.625%, 10/15/27–2/15/50, and U.S. Treasury Note/Bond 1.625%–4.125%, 6/15/26–11/15/50, with a value of $1,020,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp;2/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 12/5/24, Repurchase Value $1,004,000, collateralized by U.S. Treasury Inflation Indexed Note 0.125%–0.625%, 4/15/25–1/15/28, and U.S. Treasury Note/Bond 1.500%–2.625%, 1/31/26–2/15/41, with a value of $1,020,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 12/23/24, Repurchase Value $2,007,000, collateralized by U.S. Treasury Bill 0.000%, 4/15/25–5/22/25, U.S. Treasury Inflation Indexed Note 0.375%–2.375%, 1/15/26–1/15/33, and U.S. Treasury Note/Bond 0.625%–4.625%, 6/30/26–5/15/44, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp;1/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 12/19/24, Repurchase Value $11,055,000, collateralized by U.S. Treasury Inflation Indexed Note 0.125%–1.875%, 1/15/26–7/15/34, and U.S. Treasury Note/Bond 0.625%–3.875%, 1/15/26–5/15/48, with a value of $11,220,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11000 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce<br> (Dated 12/5/24, Repurchase Value $5,039,000, collateralized by U.S. Treasury Inflation Indexed Note 0.125%–2.375%, 4/15/25–7/15/32, and U.S. Treasury Note/Bond 1.125%–4.625%, 1/31/26–2/15/46, with a value of $5,100,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
| &nbsp;&nbsp;&nbsp;Citigroup Global Markets Ltd.<br> (Dated 12/26/24, Repurchase Value $14,012,000, collateralized by U.S. Treasury Note/Bond 0.625%, 12/31/27, with a value of $14,280,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 14000 | &nbsp;&nbsp; 14000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/31/24, Repurchase Value $3,001,000, collateralized by U.S. Treasury Note/Bond 2.250%, 8/15/27, with a value of $3,060,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/31/24, Repurchase Value $2,000,000, collateralized by U.S. Treasury Note/Bond 2.250%, 8/15/27, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Credit Agricole Corporate & Investment Bank SA<br> (Dated 12/31/24, Repurchase Value $3,003,000, collateralized by U.S. Treasury Note/Bond 2.250%, 8/15/27, with a value of $3,060,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG<br> (Dated 12/31/24, Repurchase Value $7,002,000, collateralized by U.S. Treasury Note/Bond 0.000%, 3/6/25, with a value of $7,142,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;Federal Reserve Bank of New York<br> (Dated 12/31/24, Repurchase Value $274,065,000, collateralized by U.S. Treasury Note/Bond 0.625%–3.875%, 11/15/29–8/15/40, with a value of $274,065,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp; 274000 |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - Northern Trust<br> (Dated 12/31/24, Repurchase Value $12,003,000, collateralized by U.S. Treasury Note/Bond 4.750%, 11/15/53, with a value of $12,240,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp; 12000 |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - State Street Bank and Trust Co.<br> (Dated 12/31/24, Repurchase Value $44,011,000, collateralized by U.S. Treasury Note/Bond 3.625%, 3/31/30, with a value of $45,100,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 44000 | &nbsp;&nbsp; 44000 |
| &nbsp;&nbsp;&nbsp;Fixed Income Clearing Corp. - The Bank of New York Mellon<br> (Dated 12/31/24, Repurchase Value $28,007,000, collateralized by U.S. Treasury Inflation Indexed Note 0.750%, 7/15/28, with a value of $28,560,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 28000 | &nbsp;&nbsp; 28000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 12/26/24, Repurchase Value $5,004,000, collateralized by U.S. Treasury Inflation Indexed Note 0.875%–2.375%, 1/15/25–1/15/29, and U.S. Treasury Note/Bond 3.500%–3.625%, 2/15/39–5/15/53, with a value of $5,100,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 5000 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs & Co.<br> (Dated 12/27/24, Repurchase Value $7,006,000, collateralized by U.S. Treasury Note/Bond 1.125%–4.250%, 2/29/28–2/15/54, with a value of $7,140,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 1/3/25 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;HSBC Securities USA Inc.<br> (Dated 12/31/24, Repurchase Value $3,001,000, collateralized by U.S. Treasury Bill 0.000%, 3/25/25–4/17/25, with a value of $3,060,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;JP Morgan Securities, LLC<br> (Dated 12/31/24, Repurchase Value $1,000,000, collateralized by U.S. Treasury Bill 0.000%, 1/2/25, U.S. Treasury Inflation Indexed Note 0.125%, 4/15/27, and U.S. Treasury Note/Bond 1.125%–3.875%, 3/31/25–2/15/31, with a value of $1,020,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1000 |
| &nbsp;&nbsp;&nbsp;Nomura Securities International Inc.<br> (Dated 12/31/24, Repurchase Value $2,000,000, collateralized by U.S. Treasury Inflation Indexed Note 0.750%, 2/15/45, and U.S. Treasury Note/Bond 4.250%, 12/31/26, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;RBC Dominion Securities Inc.<br> (Dated 12/31/24, Repurchase Value $2,000,000, collateralized by U.S. Treasury Bill 0.000%, 4/22/25, U.S. Treasury Inflation Indexed Note 0.250%–2.125%, 1/15/29–2/15/54, and U.S. Treasury Note/Bond 1.250%–4.250%, 12/31/27–2/28/29, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;RBC Dominion Securities Inc.<br> (Dated 12/19/24, Repurchase Value $3,015,000, collateralized by U.S. Treasury Inflation Indexed Note 0.125%–2.125%, 1/15/27–7/15/32, and U.S. Treasury Note/Bond 0.500%–4.125%, 12/31/25–8/15/53, with a value of $3,060,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 12/19/24, Repurchase Value $9,042,000, collateralized by U.S. Treasury Note/Bond 3.875%, 12/31/27, with a value of $9,180,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/27/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9000 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 12/19/24, Repurchase Value $9,043,000, collateralized by U.S. Treasury Note/Bond 3.875%, 12/31/27, with a value of $9,180,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/28/25 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9000 |

---

------

Money Market Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Yield<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada<br> (Dated 12/19/24, Repurchase Value $3,015,000, collateralized by U.S. Treasury Note/Bond 3.875%, 12/31/27, with a value of $3,060,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp;1/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;SMBC Nikko Securities America<br> (Dated 12/31/24, Repurchase Value $4,001,000, collateralized by U.S. Treasury Bill 0.000%, 1/30/25, and U.S. Treasury Note/Bond 1.375%–5.375%, 3/15/25–5/15/54, with a value of $4,080,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4000 |
| &nbsp;&nbsp;&nbsp;Societe Generale SA<br> (Dated 12/31/24, Repurchase Value $6,001,000, collateralized by U.S. Treasury Note/Bond 1.875%, 11/15/51, with a value of $6,120,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6000 |
| &nbsp;&nbsp;&nbsp;Standard Chartered Bank<br> (Dated 12/31/24, Repurchase Value $6,001,000, collateralized by U.S. Treasury Inflation Indexed Note 0.125%–0.875%, 10/15/25–1/15/30, and U.S. Treasury Note/Bond 0.250%–5.250%, 8/15/25–11/15/54, with a value of $6,122,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 6000 | &nbsp;&nbsp; 6000 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Banking Corp.<br> (Dated 12/31/24, Repurchase Value $12,003,000, collateralized by U.S. Treasury Note/Bond 3.375%, 9/15/27, with a value of $12,240,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp; 12000 |
| &nbsp;&nbsp;&nbsp;TD Securities (USA) LLC<br> (Dated 12/31/24, Repurchase Value $2,000,000, collateralized by U.S. Treasury Note/Bond 4.500%–4.625%, 11/15/25–9/30/30, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/2/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp;Truist Bank<br> (Dated 12/17/24, Repurchase Value $3,013,000, collateralized by U.S. Treasury Note/Bond 3.125%–4.500%, 8/15/25–12/31/30, with a value of $3,060,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380% | &nbsp;&nbsp;&nbsp;&nbsp;1/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3000 |
| &nbsp;&nbsp;&nbsp;Truist Bank<br> (Dated 12/18/24, Repurchase Value $2,008,000, collateralized by U.S. Treasury Note/Bond 1.625%–4.500%, 9/15/25–2/15/29, with a value of $2,040,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370% | &nbsp;&nbsp;&nbsp;&nbsp;1/22/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2000 |
| **Total U.S. Treasury Repurchase Agreements (Cost $530,000)** | **Total U.S. Treasury Repurchase Agreements (Cost $530,000)** | **Total U.S. Treasury Repurchase Agreements (Cost $530,000)** | **Total U.S. Treasury Repurchase Agreements (Cost $530,000)** | &nbsp;&nbsp;&nbsp;**530000** |
| **Total Investments (102.5%) (Cost $1,261,826)** | **Total Investments (102.5%) (Cost $1,261,826)** | **Total Investments (102.5%) (Cost $1,261,826)** | **Total Investments (102.5%) (Cost $1,261,826)** | **1261826** |
| **Other Assets and Liabilities—Net (-2.5%)** | **Other Assets and Liabilities—Net (-2.5%)** | **Other Assets and Liabilities—Net (-2.5%)** | **Other Assets and Liabilities—Net (-2.5%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(30278)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **1231548** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | Represents annualized yield at date of purchase for discount securities, and coupon for coupon-bearing securities. |
| 2 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 3 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 4 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2024. |
|  | 3M—3-month. |
|  | SOFR—Secured Overnight Financing Rate. |

---

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

------

Money Market Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $731,826) | &nbsp;&nbsp;&nbsp;&nbsp;731826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Repurchase Agreements (Cost $530,000) | &nbsp;&nbsp;&nbsp;&nbsp;530000 |
| Total Investments in Securities | 1261826 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3123 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;544 |
| **Total Assets** | **1265527** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33309 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**33979** |
| **Net Assets** | **1231548** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 1231475 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| **Net Assets** | **1231548** |
| **Net Assets** |  |
| **Applicable to 1,231,076,127 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1231548** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$1.00** |

---

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

------

Money Market Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest | 64347 |
| Total Income | 64347 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;1506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;181 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;1849 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Net Expenses | &nbsp;&nbsp;1848 |
| **Net Investment Income** | **62499** |
| **Realized Net Gain (Loss) on Investment Securities Sold** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**40** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **62539** |

---

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

------

Money Market Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60503 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60535 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(62498) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60515) |
| **Capital Share Transactions (at $1.00 per share)** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;315435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344390 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60510 |
| Redeemed | &nbsp;&nbsp;&nbsp;(363674) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(404634) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1217268** | &nbsp;&nbsp;&nbsp;&nbsp;**1216982** |
| **End of Period** | **1231548** | &nbsp;&nbsp;&nbsp;&nbsp;**1217268** |

---

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

------

Money Market Portfolio

Financial Highlights

---

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

---

---

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

---

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

------

Money Market Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Certain short-term debt instruments may be valued on the basis of amortized cost provided that the amortized cost of the debt reflects its fair value.

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

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

4. Distributions: Distributions from net investment income are declared daily and paid on the first business day of the following month. Annual distributions from realized capital gains, if any, are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.

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

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

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

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $33,000, representing less than 0.01% of the portfolio's net assets and 0.01% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**C.** The portfolio's custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, custodian fee offset
arrangements reduced the portfolio's expenses by $1,000 (an annual rate of less than 0.01% of average net assets).

------

Money Market Portfolio

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

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

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

At December 31, 2024, 100% of the market value of the portfolio's investments was determined using amortized cost, in accordance with rules under the Investment Company Act of 1940. Amortized cost approximates the current fair value of a security, but since the value is not obtained from a quoted price in an active market, securities valued at amortized cost are considered to be valued using Level 2 inputs.

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

Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences, if any, will reverse at some time in the future. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;73 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;— |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;73 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;62498 | &nbsp;&nbsp;&nbsp;&nbsp;60515 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;62498 | &nbsp;&nbsp;&nbsp;&nbsp;60515 |

---

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

As of December 31, 2024, 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;1261826 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

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

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

At December 31, 2024, 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 86% 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.

------

Money Market Portfolio

**G.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. 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.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Money Market Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $37,598,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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

Q690MM 022025

------

![](tm2525588d12stingraporfii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Short-Term Investment-Grade Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 45 |
| Tax information<br>| 46 |

---

------

Short-Term Investment-Grade Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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 (15.1%)** | **U.S. Government and Agency Obligations (15.1%)** | **U.S. Government and Agency Obligations (15.1%)** | **U.S. Government and Agency Obligations (15.1%)** | **U.S. Government and Agency Obligations (15.1%)** | **U.S. Government and Agency Obligations (15.1%)** |
| **U.S. Government Securities (15.1%)** | **U.S. Government Securities (15.1%)** | **U.S. Government Securities (15.1%)** | **U.S. Government Securities (15.1%)** | **U.S. Government Securities (15.1%)** | **U.S. Government Securities (15.1%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13800 | &nbsp;&nbsp; 13858 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2006 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3251 | &nbsp;&nbsp; 3230 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13319 | &nbsp;&nbsp; 12722 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11086 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14765 | &nbsp;&nbsp; 14846 |
|  | &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; 15500 | &nbsp;&nbsp; 15556 |
|  | &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; 20900 | &nbsp;&nbsp; 20939 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 32954 | &nbsp;&nbsp; 33016 |
|  | &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; 800 | &nbsp;&nbsp; 794 |
|  | &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; 2500 | &nbsp;&nbsp; 2495 |
|  | &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; 3991 | &nbsp;&nbsp; 3972 |
|  | &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; 2700 | &nbsp;&nbsp; 2693 |
|  | &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; 2700 | &nbsp;&nbsp; 2569 |
|  | &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; 10732 | &nbsp;&nbsp; 10787 |
|  | &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; 1800 | &nbsp;&nbsp; 1740 |
|  | &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; 10882 | &nbsp;&nbsp; 10938 |
|  | &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; 10788 | &nbsp;&nbsp; 10387 |
|  | &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; 4878 | &nbsp;&nbsp; 4892 |
|  | &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; 5000 | &nbsp;&nbsp; 4528 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 7706 |
|  | &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; 13000 | &nbsp;&nbsp; 12837 |
|  | &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; 8000 | &nbsp;&nbsp; 7918 |
|  | &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; 12300 | &nbsp;&nbsp; 11070 |
|  | &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; 4974 | &nbsp;&nbsp; 4955 |
|  | &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; 6742 | &nbsp;&nbsp; 6072 |
|  | &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; 10000 | &nbsp;&nbsp; 8981 |
|  | &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; 4000 | &nbsp;&nbsp; 3956 |
|  | &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; 12223 | &nbsp;&nbsp; 10982 |
|  | &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; 910 | &nbsp;&nbsp; 902 |
|  | &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; 10000 | &nbsp;&nbsp; 9056 |
|  | &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; 7716 | &nbsp;&nbsp; 7523 |
|  | &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; 10500 | &nbsp;&nbsp; 9484 |
|  | &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; 10000 | &nbsp;&nbsp; 9781 |
|  | &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; 30200 | &nbsp;&nbsp; 30233 |
|  | &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; 36277 | &nbsp;&nbsp; 32423 |
| **Total U.S. Government and Agency Obligations (Cost $358,092)** | **Total U.S. Government and Agency Obligations (Cost $358,092)** | **Total U.S. Government and Agency Obligations (Cost $358,092)** | **Total U.S. Government and Agency Obligations (Cost $358,092)** | **Total U.S. Government and Agency Obligations (Cost $358,092)** | &nbsp;&nbsp;&nbsp;**356933** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (5.4%)** |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.760% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 255 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class C Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class D Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.740% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class D Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 7.330% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 145 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class D Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 271 | &nbsp;&nbsp; 271 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.827% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 198 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.117% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 233 | &nbsp;&nbsp; 233 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Homes 4 Rent Trust Class A Series 2015-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.732% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 83 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Homes 4 Rent Trust Class B Series 2015-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.295% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 931 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class C Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 411 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class A Series 2024-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 715 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;AMSR Trust Class B Series 2024-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 461 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Aventura Mall Trust Class A Series 2018-AVM | &nbsp;&nbsp;&nbsp;&nbsp; 4.112% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/40 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-5A | &nbsp;&nbsp;&nbsp;&nbsp; 5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-7A | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-8A | &nbsp;&nbsp;&nbsp;&nbsp; 6.020% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 529 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 1004 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 413 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 242 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.580% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 240 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2022-5A | &nbsp;&nbsp;&nbsp;&nbsp; 6.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 6.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.180% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Class C Series 2015-UBS7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.334% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 36 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Banc of America Funding Trust Class 2A2 Series 2006-H | &nbsp;&nbsp;&nbsp;&nbsp; 5.204% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/46 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 46 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2019-BNK23 | &nbsp;&nbsp;&nbsp;&nbsp; 2.920% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 324 |
| <sup>4</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; 820 | &nbsp;&nbsp; 738 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp; 3.488% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 376 |
| <sup>4,5</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; 60 | &nbsp;&nbsp; 59 |
| <sup>4</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; 130 | &nbsp;&nbsp; 124 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.435% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 259 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Auto Trust Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Class A4 Series 2017-BNK3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 107 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR7 | &nbsp;&nbsp;&nbsp;&nbsp; 5.769% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1494 |
| <sup>4</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; 1200 | &nbsp;&nbsp; 1221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 414 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp; 3.063% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 110 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class B Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 161 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class C Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.830% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class D Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 213 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A1 Series 2022-C16 | &nbsp;&nbsp;&nbsp;&nbsp; 4.021% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 129 |
| <sup>4</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; 630 | &nbsp;&nbsp; 649 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A3 Series 2024-5C29 | &nbsp;&nbsp;&nbsp;&nbsp; 5.208% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 221 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2018-C2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.314% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 545 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2024-5C25 | &nbsp;&nbsp;&nbsp;&nbsp; 6.358% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 464 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust Class 1A1 Series 2007-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.275% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp; 77 | &nbsp;&nbsp; 69 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust Class 2A1 Series 2006-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.535% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 63 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp; 5.277% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.926% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 514 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V8 | &nbsp;&nbsp;&nbsp;&nbsp; 6.189% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 738 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp; 3.963% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>4,5</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; 560 | &nbsp;&nbsp; 537 |
| <sup>4</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; 270 | &nbsp;&nbsp; 240 |
| <sup>4</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; 700 | &nbsp;&nbsp; 715 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp; 6.526% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 368 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C8 | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 224 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;BPR Trust Class A Series 2023-BRK2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.899% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;BX Trust Class A Series 2019-OC11 | &nbsp;&nbsp;&nbsp;&nbsp; 3.202% | &nbsp;&nbsp;&nbsp;&nbsp; 12/9/41 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 388 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.690% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 504 |
| <sup>4</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; 230 | &nbsp;&nbsp; 230 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.948% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 180 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp; 1630 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 319 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust Class C Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class C Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust Class D Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class D Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A4 Series 2021-P3 | &nbsp;&nbsp;&nbsp;&nbsp; 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 280 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A3 Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.013% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 607 | &nbsp;&nbsp; 584 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD1 | &nbsp;&nbsp;&nbsp;&nbsp; 2.724% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 90 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 104 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2017-CD4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.514% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 199 |
| <sup>4,5</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; 90 | &nbsp;&nbsp; 85 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AS Series 2017-CD5 | &nbsp;&nbsp;&nbsp;&nbsp; 3.684% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 152 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class C Series 2016-CD1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 29 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class C Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.842% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 80 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 102 | &nbsp;&nbsp; 100 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 281 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class C Series 2024-5A | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 155 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class D Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class D Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
| <sup>4</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; 840 | &nbsp;&nbsp; 839 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CHL Mortgage Pass Through Trust Class 1A1 Series 2006-HYB1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.969% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/36 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 48 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CHL Mortgage Pass Through Trust Class 3A1 Series 2007-HYB2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.409% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/47 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 54 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2017-P8 | &nbsp;&nbsp;&nbsp;&nbsp; 3.203% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 58 |
| <sup>4</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; 315 | &nbsp;&nbsp; 312 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.471% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 187 |
| <sup>4</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; 210 | &nbsp;&nbsp; 204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2019-C7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class B Series 2017-P8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.192% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 126 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class C Series 2015-GC33 | &nbsp;&nbsp;&nbsp;&nbsp; 4.575% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class C Series 2017-P8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.254% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust Class 2A1A Series 2007-AR8 | &nbsp;&nbsp;&nbsp;&nbsp; 5.229% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/37 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 28 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;CLI Funding IX LLC Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 913 | &nbsp;&nbsp; 908 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2013-CR6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.397% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2019-C17 | &nbsp;&nbsp;&nbsp;&nbsp; 2.763% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 54 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2016-C7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.502% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 119 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class C Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.362% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 119 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DB Master Finance LLC Class A23 Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.352% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 246 | &nbsp;&nbsp; 237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.328% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 124 |
| <sup>4</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; 460 | &nbsp;&nbsp; 388 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class C Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class D Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 112 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLST LLC Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC Class A2 Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 3.668% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/49 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 484 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 705 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class C Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 563 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class C Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 752 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class D Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1090 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Edsouth Indenture No. 9 LLC Class A Series 2015-1, SOFR30A + 0.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5.483% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/56 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp; 108 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;EDvestinU Private Education Loan Issue No. 1 LLC Class A Series 2019-A | &nbsp;&nbsp;&nbsp;&nbsp; 3.580% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 51 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 487 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.569% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 193 | &nbsp;&nbsp; 193 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5.719% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 606 | &nbsp;&nbsp; 608 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2023-R06, SOFR30A + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6.269% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.619% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 924 | &nbsp;&nbsp; 924 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.669% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 116 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.569% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp; 586 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M1 Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 301 | &nbsp;&nbsp; 303 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;First Horizon Mortgage Pass Through Trust Class 1A1 Series 2006-AR3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.272% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 19 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;First Horizon Mortgage Pass Through Trust Class 1A1 Series 2006-AR4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.191% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/37 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp; 35 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First National Master Note Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 152 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;First National Master Note Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 848 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Five Mortgage Trust Class A3 Series 2023-V1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.668% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class C Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.430% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 408 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1205 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 367 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2022-D | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 283 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2020-2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.490% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 451 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 534 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp; 633 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 784 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 160 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class C Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp; 2.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 229 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class C Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.910% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class C Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 6.370% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 506 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Class A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1522 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 483 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1069 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1085 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1287 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 626 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 435 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2023-HQA3, SOFR30A + 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6.419% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/43 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 161 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.919% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 579 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA2, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.819% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 886 | &nbsp;&nbsp; 890 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.619% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 133 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.819% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 508 | &nbsp;&nbsp; 510 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-HQA2, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.819% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/44 | &nbsp;&nbsp;&nbsp;&nbsp; 947 | &nbsp;&nbsp; 951 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 182 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 212 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 546 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2022-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 91 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 304 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 344 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 404 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 716 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class B Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 56 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 155 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 12/11/36 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 210 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class C Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GMACM Mortgage Loan Trust Class 3A1 Series 2005-AR6 | &nbsp;&nbsp;&nbsp;&nbsp; 4.255% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/35 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 6 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 306 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.060% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp; 1483 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 282 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 260 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Golden Credit Card Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 388 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A3 Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2018-GS9 | &nbsp;&nbsp;&nbsp;&nbsp; 3.992% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC38 | &nbsp;&nbsp;&nbsp;&nbsp; 3.968% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2018-GS10 | &nbsp;&nbsp;&nbsp;&nbsp; 4.155% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp; 2.911% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp; 152 |
| <sup>4</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; 230 | &nbsp;&nbsp; 199 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2014-GC24 | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 317 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2015-GC34 | &nbsp;&nbsp;&nbsp;&nbsp; 4.637% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 83 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 6.120% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 422 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 262 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing LLC Class A Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp; 2.330% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 272 |
| <sup>4</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; 2640 | &nbsp;&nbsp; 2627 |
| <sup>4</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; 350 | &nbsp;&nbsp; 353 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 131 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 241 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 293 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class D Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 313 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class D Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 212 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.153% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 253 | &nbsp;&nbsp; 256 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.442% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 532 | &nbsp;&nbsp; 533 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 390 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 796 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 6.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 556 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class B Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 242 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class C Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 471 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class C Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 267 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class D Series 2010-C2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.583% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | &nbsp;&nbsp;&nbsp;&nbsp; 3.598% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 265 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A4 Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp; 3.224% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP5 | &nbsp;&nbsp;&nbsp;&nbsp; 3.723% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.409% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 152 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 141 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A4 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 218 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.660% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class C Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 178 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class D Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.370% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class D Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 118 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;M&T Bank Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.220% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 413 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;M&T Bank Auto Receivables Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 313 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust MLMI Class 2A Series 2003-A4 | &nbsp;&nbsp;&nbsp;&nbsp; 7.268% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust MLMI Class 2A2 Series 2003-A2, TSFR6M + 1.928% | &nbsp;&nbsp;&nbsp;&nbsp; 6.353% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2017-C34 | &nbsp;&nbsp;&nbsp;&nbsp; 3.536% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class C Series 2013-C10 | &nbsp;&nbsp;&nbsp;&nbsp; 3.981% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 58 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Class ASB Series 2017-HR2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.509% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 83 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A Series 2014-150E | &nbsp;&nbsp;&nbsp;&nbsp; 3.912% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 154 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2018-L1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.407% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 214 |
| <sup>4</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; 150 | &nbsp;&nbsp; 137 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust Class 5A1 Series 2006-8AR | &nbsp;&nbsp;&nbsp;&nbsp; 6.548% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 29 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;MSBAM Commercial Mortgage Securities Trust Class A2 Series 2012-CKSV | &nbsp;&nbsp;&nbsp;&nbsp; 3.277% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 199 | &nbsp;&nbsp; 183 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust Class A2A Series 2018-BA | &nbsp;&nbsp;&nbsp;&nbsp; 3.610% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp; 72 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Navient Student Loan Trust Class A1B Series 2023-BA, SOFR30A + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6.298% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.590% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 667 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 208 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2022-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/39 | &nbsp;&nbsp;&nbsp;&nbsp; 107 | &nbsp;&nbsp; 102 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2022-SFR5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp; 95 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 339 | &nbsp;&nbsp; 315 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 289 | &nbsp;&nbsp; 269 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 402 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR4 | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1146 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class A Series 2024-SFR5 | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 382 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class B Series 2022-SFR3 | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Progress Residential Trust Class B Series 2022-SFR5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.896% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RFMSI Trust Class 2A1 Series 2006-SA2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.684% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 114 | &nbsp;&nbsp; 80 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;RFMSI Trust Class 2A1 Series 2006-SA3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.395% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp; 20 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.933% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp; 216 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.818% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.483% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 889 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 336 |
| <sup>4</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; 850 | &nbsp;&nbsp; 864 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp; 902 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 481 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 268 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.840% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 336 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.640% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 963 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1985 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 370 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.970% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1027 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class D Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1584 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 463 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.590% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 212 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class D Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 213 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A4 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A4 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 162 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 162 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 192 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 268 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.510% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 222 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 223 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class C Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 435 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Class A2A Series 2017-B | &nbsp;&nbsp;&nbsp;&nbsp; 2.820% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 58 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Class A2A Series 2018-B | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 152 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust Class A2A Series 2018-C | &nbsp;&nbsp;&nbsp;&nbsp; 3.630% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 224 | &nbsp;&nbsp; 221 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Class A2FX Series 2017-D | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 25 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC Class A2FX Series 2017-F | &nbsp;&nbsp;&nbsp;&nbsp; 2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Subway Funding LLC Class A2I Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 6.028% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/54 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1802 |
| <sup>4</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; 1140 | &nbsp;&nbsp; 1162 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1391 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 122 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 192 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 192 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;TIF Funding III LLC Class A Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/49 | &nbsp;&nbsp;&nbsp;&nbsp; 963 | &nbsp;&nbsp; 959 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;TMSQ Mortgage Trust Class A Series 2014-1500 | &nbsp;&nbsp;&nbsp;&nbsp; 3.680% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/36 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 439 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 731 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1346 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp; 3.770% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2022-D | &nbsp;&nbsp;&nbsp;&nbsp; 5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 446 |
| <sup>4</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; 350 | &nbsp;&nbsp; 349 |
| <sup>4</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; 200 | &nbsp;&nbsp; 198 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Trafigura Securitisation Finance plc Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.980% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 799 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tricon Residential Trust Class A Series 2024-SFR4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 578 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tricon Residential Trust Class B Series 2024-SFR4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 231 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Trinity Rail Leasing LLC Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/54 | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp; 622 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp; 3.679% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 202 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;UBS-BAMLL Trust Class A Series 2012-WRM | &nbsp;&nbsp;&nbsp;&nbsp; 3.663% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 19 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;USAA Auto Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Vegas Trust Class A Series 2024-TI | &nbsp;&nbsp;&nbsp;&nbsp; 5.518% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 291 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 133 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1906 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 959 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 379 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 821 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 12/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 467 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 231 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 261 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-8 | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 270 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass Through Certificates Trust Class 1A7 Series 2003-AR9 | &nbsp;&nbsp;&nbsp;&nbsp; 6.566% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass Through Certificates Trust Class A Series 2002-AR18 | &nbsp;&nbsp;&nbsp;&nbsp; 6.346% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass Through Certificates Trust Class A7 Series 2003-AR7 | &nbsp;&nbsp;&nbsp;&nbsp; 6.707% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp; 3.317% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp; 3.157% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 114 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp; 3.581% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-RC1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | &nbsp;&nbsp;&nbsp;&nbsp; 4.184% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 204 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | &nbsp;&nbsp;&nbsp;&nbsp; 4.152% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 87 |
| <sup>4</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; 580 | &nbsp;&nbsp; 568 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C48 | &nbsp;&nbsp;&nbsp;&nbsp; 4.302% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 68 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class B Series 2014-LC16 | &nbsp;&nbsp;&nbsp;&nbsp; 4.322% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 19 | &nbsp;&nbsp; 18 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class C Series 2014-LC16 | &nbsp;&nbsp;&nbsp;&nbsp; 4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 134 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class C Series 2015-LC22 | &nbsp;&nbsp;&nbsp;&nbsp; 4.541% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 106 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class C Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp; 4.514% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 74 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Mortgage Backed Securities Trust Class 2A1 Series 2006-AR14 | &nbsp;&nbsp;&nbsp;&nbsp; 7.395% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 32 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Wendy's Funding LLC Class A2II Series 2019-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 193 |
| <sup>4</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; 4960 | &nbsp;&nbsp; 4926 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;WFLD Mortgage Trust Class A Series 2014-MONT | &nbsp;&nbsp;&nbsp;&nbsp; 3.755% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp; 650 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class AS Series 2014-C21 | &nbsp;&nbsp;&nbsp;&nbsp; 3.891% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class B Series 2014-C20 | &nbsp;&nbsp;&nbsp;&nbsp; 4.378% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 217 | &nbsp;&nbsp; 193 |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class C Series 2014-C20 | &nbsp;&nbsp;&nbsp;&nbsp; 4.513% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 54 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2022-D | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 275 |
| <sup>4</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; 300 | &nbsp;&nbsp; 300 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class C Series 2021-D | &nbsp;&nbsp;&nbsp;&nbsp; 1.720% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 136 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 181 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 496 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $129,053)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $129,053)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $129,053)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $129,053)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $129,053)** | &nbsp;&nbsp;&nbsp;**128287** |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;&nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;&nbsp;&nbsp;**Market<br> Value• ($000)** |
| **Corporate Bonds (75.8%)** | **Corporate Bonds (75.8%)** | **Corporate Bonds (75.8%)** | **Corporate Bonds (75.8%)** | **Corporate Bonds (75.8%)** | **Corporate Bonds (75.8%)** |
| **Communications (5.0%)** | **Communications (5.0%)** | **Communications (5.0%)** | **Communications (5.0%)** | **Communications (5.0%)** | **Communications (5.0%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AMC Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp; 2003 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7684 | &nbsp;&nbsp; 7414 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3066 | &nbsp;&nbsp; 2894 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1445 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1770 | &nbsp;&nbsp; 1731 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 893 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 847 | &nbsp;&nbsp; 829 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 872 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;British Telecommunications plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1222 | &nbsp;&nbsp; 1123 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 115 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 73 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CCO Holdings LLC / CCO Holdings Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 13 |
|  | &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; 5481 | &nbsp;&nbsp; 5585 |
|  | &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; 1830 | &nbsp;&nbsp; 1743 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 667 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3181 | &nbsp;&nbsp; 2804 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1228 | &nbsp;&nbsp; 1204 |
|  | &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1782 | &nbsp;&nbsp; 1703 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1141 | &nbsp;&nbsp; 1086 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1440 | &nbsp;&nbsp; 1382 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1332 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 39 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 50 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CSC Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 51 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Directv Financing LLC / Directv Financing Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp; 43 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp; 1342 |
|  | &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 814 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DISH Network Corp. | &nbsp;&nbsp;&nbsp;&nbsp;11.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 112 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2811 | &nbsp;&nbsp; 2799 |
|  | &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.709% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1739 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Level 3 Financing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 662 | &nbsp;&nbsp; 653 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Midcontinent Communications | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 174 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2852 | &nbsp;&nbsp; 2863 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7005 | &nbsp;&nbsp; 7255 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 430 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;News Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 139 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nexstar Media Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 88 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.162% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3360 | &nbsp;&nbsp; 3216 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. / Omnicom Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1045 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 651 | &nbsp;&nbsp; 622 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 250 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 236 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/62 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1454 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp; 3021 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow II Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 11 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Scripps Escrow Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4820 | &nbsp;&nbsp; 5113 |
|  | &nbsp;&nbsp;&nbsp;Sprint LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1135 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 990 | &nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 899 |
|  | &nbsp;&nbsp;&nbsp;TCI Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.103% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2576 | &nbsp;&nbsp; 2535 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1630 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 | &nbsp;&nbsp; 1550 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 156 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5127 | &nbsp;&nbsp; 5008 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp; 730 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2422 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2616 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1313 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1949 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6072 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Univision Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2004 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3964 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.329% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3470 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.755% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4252 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.054% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Windstream Services LLC / Windstream Escrow Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **118992** |
| **Consumer Discretionary (5.3%)** | **Consumer Discretionary (5.3%)** | **Consumer Discretionary (5.3%)** | **Consumer Discretionary (5.3%)** | **Consumer Discretionary (5.3%)** | **Consumer Discretionary (5.3%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1362 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1882 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1241 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1059 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 0.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 282 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2621 |
|  | &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2021 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 627 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 925 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1281 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Ayvens SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 318 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Ayvens SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Ayvens SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 635 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Ayvens SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Belron UK Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1283 |
|  | &nbsp;&nbsp;&nbsp;BorgWarner Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Cedar Fair LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
|  | &nbsp;&nbsp;&nbsp;Dana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1435 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 976 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 764 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ERAC USA Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1452 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 737 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1414 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2693 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2557 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1298 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1383 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1084 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.815% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2459 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1059 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.798% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1829 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 570 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 409 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.303% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2695 | &nbsp;&nbsp; 2641 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6100 | &nbsp;&nbsp; 5876 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1725 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1960 | &nbsp;&nbsp; 1971 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp; 781 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 810 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp; 1075 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2226 | &nbsp;&nbsp; 2227 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2275 | &nbsp;&nbsp; 2299 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1686 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1985 | &nbsp;&nbsp; 1875 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 688 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 799 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp; 1691 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1357 |
|  | &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; 885 | &nbsp;&nbsp; 854 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 | &nbsp;&nbsp; 3032 |
|  | &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 253 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Financial Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2144 | &nbsp;&nbsp; 2035 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 260 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 526 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1673 |
|  | &nbsp;&nbsp;&nbsp;Honda Motor Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.534% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1777 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1311 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1755 | &nbsp;&nbsp; 1763 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lithia Motors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 92 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 323 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp; 2805 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 708 | &nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 856 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 707 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 877 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 539 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp; 1737 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 967 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2174 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2415 | &nbsp;&nbsp; 2417 |
|  | &nbsp;&nbsp;&nbsp;MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Mohawk Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 463 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NCL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 106 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Newell Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 33 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 865 | &nbsp;&nbsp; 824 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1965 | &nbsp;&nbsp; 1982 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4445 | &nbsp;&nbsp; 4302 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 | &nbsp;&nbsp; 2638 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2335 | &nbsp;&nbsp; 2319 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1073 | &nbsp;&nbsp; 1071 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 892 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp; 1163 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2175 | &nbsp;&nbsp; 2191 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 710 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1508 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1130 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Volkswagen International Finance NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Leasing GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1900 | &nbsp;&nbsp; 1891 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wayfair LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **125959** |
| **Consumer Staples (4.1%)** | **Consumer Staples (4.1%)** | **Consumer Staples (4.1%)** | **Consumer Staples (4.1%)** | **Consumer Staples (4.1%)** | **Consumer Staples (4.1%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;7-Eleven Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1084 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 395 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 317 |
|  | &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; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.215% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3527 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3437 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3321 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.259% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2683 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.462% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 484 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.668% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5126 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2119 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.931% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7748 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;British American Tobacco plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3513 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1063 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1255 |
|  | &nbsp;&nbsp;&nbsp;Cencosud SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;CK Hutchison Finance 16 Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1277 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1752 |
|  | &nbsp;&nbsp;&nbsp;Diageo Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1668 |
|  | &nbsp;&nbsp;&nbsp;Dollar General Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1241 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;General Mills Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1699 |
|  | &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;JBS USA Holding LUX Sarl / JBS USA Food Co. / JBS LUX Co. Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 487 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KeHE Distributors LLC / KeHE Finance Corp. / NextWave Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2587 |
|  | &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Kimberly-Clark de Mexico SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/25 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2723 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1451 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Louis Dreyfus Co. Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 381 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 376 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581 |
|  | &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1068 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1873 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 928 |
|  | &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1863 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Performance Food Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3089 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 489 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1095 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1254 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3698 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3562 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1005 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2008 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3397 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2426 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Tesco Corporate Treasury Services plc | &nbsp;&nbsp;&nbsp;&nbsp; 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1851 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1941 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;US Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **95891** |
| **Energy (6.0%)** | **Energy (6.0%)** | **Energy (6.0%)** | **Energy (6.0%)** | **Energy (6.0%)** | **Energy (6.0%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antero Midstream Partners LP / Antero Midstream Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.061% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.337% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1885 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC / Blue Racer Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 251 |
|  | &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; 1085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1052 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.937% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1221 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.234% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.773% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.279% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1664 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.723% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 615 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BP Capital Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &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; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3914 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2081 |
|  | &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; 2364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2219 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3289 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Continental Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.268% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2733 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Diamond Foreign Asset Co. / Diamond Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2234 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1651 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2967 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DT Midstream Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Ecopetrol SA | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 852 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1947 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1254 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1307 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1547 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2702 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 948 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2115 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4397 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3019 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1689 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2351 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1298 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3954 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1698 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EnLink Midstream LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 979 |
|  | &nbsp;&nbsp;&nbsp;EnLink Midstream LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 789 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQM Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2041 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 402 |
|  | &nbsp;&nbsp;&nbsp;Genesis Energy LP / Genesis Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 953 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;Hess Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hess Midstream Operations LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1185 |
|  | &nbsp;&nbsp;&nbsp;Kinder Morgan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2002 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kinetik Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2304 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3148 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Noble Finance II LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 966 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2896 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1588 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3225 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 972 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2202 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1215 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1464 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Permian Resources Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;Pertamina Persero PT | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 543 |
|  | &nbsp;&nbsp;&nbsp;Petrobras Global Finance BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.999% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.490% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 639 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1203 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1865 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1670 |
|  | &nbsp;&nbsp;&nbsp;Plains All American Pipeline LP / PAA Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632 |
|  | &nbsp;&nbsp;&nbsp;Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3297 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1502 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Schlumberger Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1062 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 582 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1811 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 669 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;TotalEnergies SE | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2782 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1514 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Transocean Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Valaris Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Venture Global LNG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Western Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 357 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1028 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3306 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3850 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **141394** |
| **Financials (26.6%)** | **Financials (26.6%)** | **Financials (26.6%)** | **Financials (26.6%)** | **Financials (26.6%)** | **Financials (26.6%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1129 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AEGON Funding Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 943 |
|  | &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; 3894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3728 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1646 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1281 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1802 |
|  | &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; 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2548 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1162 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 979 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2869 | &nbsp;&nbsp; 2804 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 529 | &nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 834 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 854 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1260 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 435 | &nbsp;&nbsp; 428 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 1953 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 739 | &nbsp;&nbsp; 666 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1809 |
|  | &nbsp;&nbsp;&nbsp;Ally Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.992% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1792 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2154 | &nbsp;&nbsp; 2061 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.645% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp; 798 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.098% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1066 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 836 | &nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.282% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 807 | &nbsp;&nbsp; 814 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 916 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;American National Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 806 | &nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1750 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 105 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antares Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 758 | &nbsp;&nbsp; 710 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antares Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 7.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 785 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Antares Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 956 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Aon North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1980 | &nbsp;&nbsp; 1987 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 | &nbsp;&nbsp; 1037 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1585 | &nbsp;&nbsp; 1643 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1059 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp; 2307 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 | &nbsp;&nbsp; 1084 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp; 6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1750 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 734 | &nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 812 | &nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Associated Banc-Corp | &nbsp;&nbsp;&nbsp;&nbsp; 6.455% | &nbsp;&nbsp;&nbsp;&nbsp; 8/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Assurant Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Athene Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1145 | &nbsp;&nbsp; 1117 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Athora Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 225 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.906% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/32 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 538 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill Rate + 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6.776% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/33 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 365 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.849% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1261 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2416 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.607% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 988 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1261 | &nbsp;&nbsp; 1256 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 863 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.658% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1485 | &nbsp;&nbsp; 1430 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.559% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 871 | &nbsp;&nbsp; 857 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.734% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 5075 | &nbsp;&nbsp; 4838 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.933% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2147 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.824% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2350 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.551% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3064 | &nbsp;&nbsp; 2920 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 | &nbsp;&nbsp; 1616 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.376% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2472 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp; 2995 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.204% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2278 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4059 | &nbsp;&nbsp; 3891 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.970% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4241 | &nbsp;&nbsp; 4261 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.087% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.271% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 584 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1049 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.947% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2007 | &nbsp;&nbsp; 2015 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 616 | &nbsp;&nbsp; 594 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.442% | &nbsp;&nbsp;&nbsp;&nbsp; 2/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1110 |
|  | &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; 1120 | &nbsp;&nbsp; 1176 |
|  | &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; 860 | &nbsp;&nbsp; 860 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 859 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 503 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 975 | &nbsp;&nbsp; 975 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.829% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1010 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.496% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 389 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.279% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 251 | &nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.836% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.501% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.837% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1754 | &nbsp;&nbsp; 1742 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.385% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3770 | &nbsp;&nbsp; 3994 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.972% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1830 | &nbsp;&nbsp; 1903 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2494 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.918% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 332 |
|  | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3850 | &nbsp;&nbsp; 3772 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 246 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1610 | &nbsp;&nbsp; 1606 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 625 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2526 | &nbsp;&nbsp; 2536 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.283% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp; 435 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 372 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 215 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 | &nbsp;&nbsp; 1522 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2310 | &nbsp;&nbsp; 2260 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp; 725 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 957 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.878% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 860 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 965 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.468% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 755 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.312% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5090 | &nbsp;&nbsp; 5257 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1784 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.273% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 923 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5700 | &nbsp;&nbsp; 5718 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Carrefour Banque SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.079% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1642 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 663 | &nbsp;&nbsp; 644 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 46 | &nbsp;&nbsp; 42 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp; 2448 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.196% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2420 | &nbsp;&nbsp; 2520 |
|  | &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2960 | &nbsp;&nbsp; 2948 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.876% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2082 | &nbsp;&nbsp; 2082 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.803% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1288 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.838% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp; 2424 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1984 | &nbsp;&nbsp; 1978 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1179 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3641 | &nbsp;&nbsp; 3542 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1034 | &nbsp;&nbsp; 1024 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1104 | &nbsp;&nbsp; 1089 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1290 | &nbsp;&nbsp; 1264 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1779 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.668% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2809 | &nbsp;&nbsp; 2719 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 594 | &nbsp;&nbsp; 571 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.075% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 330 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp; 480 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5160 | &nbsp;&nbsp; 5012 |
|  | &nbsp;&nbsp;&nbsp;CNO Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 614 | &nbsp;&nbsp; 609 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5.115% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 434 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.320% | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 873 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6.244% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 374 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6.434% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp; 1440 |
|  | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 4.494% | &nbsp;&nbsp;&nbsp;&nbsp; 10/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2928 | &nbsp;&nbsp; 2845 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp; 606 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole Assurances SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/48 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 702 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 661 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Crelan SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 341 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.427% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp; 1876 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 5.705% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 | &nbsp;&nbsp; 2271 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Danske Bank A/S | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.129% | &nbsp;&nbsp;&nbsp;&nbsp; 11/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp; 2192 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.146% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 | &nbsp;&nbsp; 2277 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.311% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1384 | &nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1243 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.720% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1285 | &nbsp;&nbsp; 1333 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 6.819% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1825 | &nbsp;&nbsp; 1909 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.999% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp; 1524 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 317 |
|  | &nbsp;&nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1465 | &nbsp;&nbsp; 1432 |
|  | &nbsp;&nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.974% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 558 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 0.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 380 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;DNB Bank ASA | &nbsp;&nbsp;&nbsp;&nbsp; 4.853% | &nbsp;&nbsp;&nbsp;&nbsp; 11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1196 |
| <sup>11</sup> | &nbsp;&nbsp;&nbsp;DPS Lehman Brothers Holdings | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/65 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp;&nbsp; — |
|  | &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 534 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;F&G Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 561 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 547 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 1.707% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2331 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1612 | &nbsp;&nbsp; 1561 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.361% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 | &nbsp;&nbsp; 2935 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.339% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4386 | &nbsp;&nbsp; 4548 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.772% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1006 | &nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.895% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2990 | &nbsp;&nbsp; 2948 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1905 | &nbsp;&nbsp; 1863 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1886 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1828 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1145 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp; 1801 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 792 | &nbsp;&nbsp; 772 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 829 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 66 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp; 152 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Generali | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/27/47 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 83 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GGAM Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 178 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Global Atlantic Fin Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 388 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Global Atlantic Fin Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2677 | &nbsp;&nbsp; 2565 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3230 | &nbsp;&nbsp; 3061 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 5.414% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp; 2650 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.431% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3305 | &nbsp;&nbsp; 3171 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.542% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1691 | &nbsp;&nbsp; 1599 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.948% | &nbsp;&nbsp;&nbsp;&nbsp; 10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2011 | &nbsp;&nbsp; 1908 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2267 | &nbsp;&nbsp; 2161 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 4247 | &nbsp;&nbsp; 4128 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 825 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.482% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 553 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.484% | &nbsp;&nbsp;&nbsp;&nbsp; 10/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1676 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.727% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp; 1771 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.692% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp; 1459 |
|  | &nbsp;&nbsp;&nbsp;Golub Capital BDC Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1210 | &nbsp;&nbsp; 1254 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Groupe des Assurances du Credit Mutuel SADIR | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
|  | &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 139 | &nbsp;&nbsp; 148 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Howden UK Refinance plc / Howden UK Refinance 2 plc / Howden US Refinance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.887% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1014 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1507 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1950 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.755% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2432 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 322 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 7.390% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3105 | &nbsp;&nbsp; 3290 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1759 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.161% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1641 | &nbsp;&nbsp; 1685 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.583% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.206% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1518 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.546% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1515 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.973% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4415 | &nbsp;&nbsp; 4169 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.286% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 | &nbsp;&nbsp; 1648 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.364% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.443% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 851 | &nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.208% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3800 | &nbsp;&nbsp; 3921 |
|  | &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.272% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1050 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.552% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 392 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 1.726% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 237 | &nbsp;&nbsp; 228 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.083% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 373 | &nbsp;&nbsp; 380 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 576 | &nbsp;&nbsp; 565 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1497 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3215 | &nbsp;&nbsp; 3083 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 406 | &nbsp;&nbsp; 402 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;JAB Holdings BV | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 883 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 756 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 344 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.040% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2150 | &nbsp;&nbsp; 2064 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.578% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2799 | &nbsp;&nbsp; 2687 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.470% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1495 | &nbsp;&nbsp; 1414 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1083 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.782% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2105 | &nbsp;&nbsp; 2059 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1831 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.323% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2054 | &nbsp;&nbsp; 2029 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.540% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.182% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2309 | &nbsp;&nbsp; 2167 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.979% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1604 | &nbsp;&nbsp; 1608 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp; 185 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.505% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1447 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.005% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1793 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 752 | &nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.203% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1343 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.299% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 757 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.087% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 944 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1560 | &nbsp;&nbsp; 1558 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.581% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2620 | &nbsp;&nbsp; 2669 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1125 | &nbsp;&nbsp; 1065 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.565% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 807 | &nbsp;&nbsp; 791 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.995% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4688 | &nbsp;&nbsp; 4669 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1810 | &nbsp;&nbsp; 1776 |
|  | &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 748 |
|  | &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 287 |
|  | &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 471 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 135 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 31 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.716% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 898 | &nbsp;&nbsp; 896 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 978 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.627% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 545 | &nbsp;&nbsp; 521 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.985% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1065 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 535 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc, 3M Australian Bank Bill Rate + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.466% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 404 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 572 |
|  | &nbsp;&nbsp;&nbsp;LPL Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 441 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Lseg US Fin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.553% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3946 | &nbsp;&nbsp; 3899 |
|  | &nbsp;&nbsp;&nbsp;M&T Bank Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.413% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4071 | &nbsp;&nbsp; 4360 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.082% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 76 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6.016% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 355 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3910 | &nbsp;&nbsp; 3900 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp; 482 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3661 | &nbsp;&nbsp; 3622 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1229 |
|  | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4040 | &nbsp;&nbsp; 3990 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.538% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2845 | &nbsp;&nbsp; 2706 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.640% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.341% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1760 | &nbsp;&nbsp; 1674 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 602 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.354% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 162 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.422% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1316 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.242% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1329 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.258% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 816 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.667% | &nbsp;&nbsp;&nbsp;&nbsp; 5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 823 | &nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 386 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1505 | &nbsp;&nbsp; 1494 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 892 | &nbsp;&nbsp; 874 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 1.593% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 | &nbsp;&nbsp; 1922 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 1.512% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp; 2331 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 2.475% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2875 | &nbsp;&nbsp; 2738 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.652% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 | &nbsp;&nbsp; 2165 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 887 |
| <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; 1610 | &nbsp;&nbsp; 1553 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.296% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp; 3211 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 964 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.123% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp; 2164 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.164% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4690 | &nbsp;&nbsp; 4703 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.449% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1132 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.173% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1301 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.656% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2620 | &nbsp;&nbsp; 2668 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.042% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6263 | &nbsp;&nbsp; 6236 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 4.654% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2830 | &nbsp;&nbsp; 2769 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.882% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 383 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.447% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.952% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1501 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp; 1084 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.968% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3043 | &nbsp;&nbsp; 3051 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1524 | &nbsp;&nbsp; 1545 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp; 754 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 788 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;National Securities Clearing Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp; 2282 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.847% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1171 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.642% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 660 | &nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.583% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp; 1163 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.073% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp; 325 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.516% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 633 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.892% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 426 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.076% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp; 812 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.445% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.622% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.964% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1517 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.105% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 236 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;NIBC Bank NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;NMI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 379 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1802 | &nbsp;&nbsp; 1823 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.386% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.842% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 702 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.070% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 977 | &nbsp;&nbsp; 1004 |
|  | &nbsp;&nbsp;&nbsp;Northern Trust Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1035 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nuveen LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 570 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 37 |
|  | &nbsp;&nbsp;&nbsp;OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 218 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Panther Escrow Issuer LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 81 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1283 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 544 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 72 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 915 | &nbsp;&nbsp; 941 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Phoenix Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 979 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.775% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 | &nbsp;&nbsp; 2020 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 997 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.615% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1194 |
|  | &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; 7418 | &nbsp;&nbsp; 7541 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.492% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5328 | &nbsp;&nbsp; 5399 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 291 | &nbsp;&nbsp; 277 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Protective Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.618% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 644 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Raiffeisen Schweiz Genossenschaft | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.722% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 6546 | &nbsp;&nbsp; 6629 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 85 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Rothesay Life plc | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp; 645 | &nbsp;&nbsp; 822 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Rothesay Life plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 547 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.069% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp; 3164 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1713 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1870 | &nbsp;&nbsp; 1931 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1261 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.522% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3915 | &nbsp;&nbsp; 3880 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.969% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 4390 | &nbsp;&nbsp; 4360 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2513 | &nbsp;&nbsp; 2460 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ryan Specialty LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>3,12</sup> | &nbsp;&nbsp;&nbsp;Saks Global Enterprises LLC | &nbsp;&nbsp;&nbsp;&nbsp;11.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Santander Holdings USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.174% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1131 | &nbsp;&nbsp; 1154 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 6.833% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1730 | &nbsp;&nbsp; 1755 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;SCOR SE | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/46 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 309 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1561 | &nbsp;&nbsp; 1580 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp; 1187 |
|  | &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 587 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 493 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.594% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;State Street Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.782% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1990 | &nbsp;&nbsp; 1982 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1003 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.530% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 890 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.031% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1544 | &nbsp;&nbsp; 1392 |
|  | &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; 860 | &nbsp;&nbsp; 875 |
|  | &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; 2240 | &nbsp;&nbsp; 2172 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.402% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 | &nbsp;&nbsp; 1570 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.174% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 570 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1280 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.544% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 324 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp; 585 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.902% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 421 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.316% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1294 | &nbsp;&nbsp; 1307 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.130% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 556 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 4.998% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1096 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Swedbank AB | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/32 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;Synovus Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 841 |
|  | &nbsp;&nbsp;&nbsp;Synovus Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.168% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2852 | &nbsp;&nbsp; 2876 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Talanx AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/47 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.568% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 808 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.156% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1496 | &nbsp;&nbsp; 1503 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.523% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.783% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp; 2831 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp; 447 |
|  | &nbsp;&nbsp;&nbsp;Trinity Acquisition plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.047% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 306 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.873% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2625 | &nbsp;&nbsp; 2608 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.161% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1528 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3404 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1890 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3262 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.282% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2158 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.253% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.428% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp; 5890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5926 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.617% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3555 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.548% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 5559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5509 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.653% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1555 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2047 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.384% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 988 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1229 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;US Bancorp, 3M EURIBOR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3.813% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 413 |
|  | &nbsp;&nbsp;&nbsp;US Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.507% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2256 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UWM Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Verisk Analytics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 433 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;Washington Mutual Bank / Debt not acquired by JPMorgan | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/11 | &nbsp;&nbsp;&nbsp;&nbsp; 517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2132 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3380 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2647 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 790 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3429 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.707% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1148 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3407 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.393% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2362 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.808% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2647 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.574% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3622 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.303% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.741% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 682 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.879% | &nbsp;&nbsp;&nbsp;&nbsp; 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.894% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1712 |
|  | &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.322% | &nbsp;&nbsp;&nbsp;&nbsp; 11/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 911 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5.643% | &nbsp;&nbsp;&nbsp;&nbsp; 11/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 754 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5.941% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 62 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp; 6.302% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;Westpac Banking Corp., 3M Australian Bank Bill Rate + 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6.751% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 723 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **628492** |
| **Health Care (7.6%)** | **Health Care (7.6%)** | **Health Care (7.6%)** | **Health Care (7.6%)** | **Health Care (7.6%)** | **Health Care (7.6%)** |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3084 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 16530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16625 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 14490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14476 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4859 |
|  | &nbsp;&nbsp;&nbsp;Agilent Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3798 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alcon Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Medical Systems Europe BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 527 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1572 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 349 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 6680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6728 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1745 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 299 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2821 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 7530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7098 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.272% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2213 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2800 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 751 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.874% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1545 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 952 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 3.553% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1075 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2417 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.410% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1503 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 | &nbsp;&nbsp; 2008 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 608 | &nbsp;&nbsp; 588 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp; 662 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4256 | &nbsp;&nbsp; 4023 |
|  | &nbsp;&nbsp;&nbsp;Centene Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 490 | &nbsp;&nbsp; 436 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 38 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CHS / Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 291 | &nbsp;&nbsp; 279 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 1944 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp; 1166 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp; 1743 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3870 | &nbsp;&nbsp; 3758 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1453 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4105 | &nbsp;&nbsp; 3981 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1832 | &nbsp;&nbsp; 1660 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3673 | &nbsp;&nbsp; 3560 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1282 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp; 2191 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2105 | &nbsp;&nbsp; 1916 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1605 | &nbsp;&nbsp; 1546 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.101% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1329 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 905 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1091 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Endo Finance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 16 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 1068 | &nbsp;&nbsp; 1075 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4425 | &nbsp;&nbsp; 4535 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 595 | &nbsp;&nbsp; 589 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3120 | &nbsp;&nbsp; 3085 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 251 |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 | &nbsp;&nbsp; 2011 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp; 1794 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 377 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2520 | &nbsp;&nbsp; 2526 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2423 | &nbsp;&nbsp; 2400 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp; 544 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Highmark Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1385 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2185 | &nbsp;&nbsp; 2225 |
|  | &nbsp;&nbsp;&nbsp;Illumina Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1535 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 966 | &nbsp;&nbsp; 941 |
|  | &nbsp;&nbsp;&nbsp;McKesson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 697 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP / Medline Co-Issuer Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 241 | &nbsp;&nbsp; 217 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2015 | &nbsp;&nbsp; 1940 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 28 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Organon & Co. / Organon Foreign Debt Co-Issuer BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
|  | &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; 12935 | &nbsp;&nbsp; 12820 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.746% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 270 |
|  | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp; 2.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 456 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 412 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp; 866 |
|  | &nbsp;&nbsp;&nbsp;Revvity Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp; 558 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Roche Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4150 | &nbsp;&nbsp; 4155 |
|  | &nbsp;&nbsp;&nbsp;Royalty Pharma plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/2/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 921 |
|  | &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; 114 | &nbsp;&nbsp; 111 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 57 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 30 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2050 | &nbsp;&nbsp; 1994 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 333 | &nbsp;&nbsp; 334 |
|  | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp; 36 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
|  | &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 524 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 348 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1000 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1965 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2380 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1365 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **178999** |
| **Industrials (5.2%)** | **Industrials (5.2%)** | **Industrials (5.2%)** | **Industrials (5.2%)** | **Industrials (5.2%)** | **Industrials (5.2%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Air Canada | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Allison Transmission Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Amphenol Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 430 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Atkore Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Aurizon Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 631 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1194 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1913 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5267 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.196% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14522 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1116 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.298% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2907 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 55 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1032 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1104 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3021 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2808 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clean Harbors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2411 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1549 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 943 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 533 |
|  | &nbsp;&nbsp;&nbsp;Cummins Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 674 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1062 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. / SkyMiles IP Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3318 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 617 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Deutsche Lufthansa AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 420 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;easyJet FinCo BV | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 398 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 521 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Gates Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 368 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Heathrow Funding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 367 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Highland Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Hillenbrand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1318 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.043% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.353% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1376 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2114 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 305 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.176% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1291 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;JetBlue Airways Corp. / JetBlue Loyalty LP | &nbsp;&nbsp;&nbsp;&nbsp; 9.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1331 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1605 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 768 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2823 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1860 |
|  | &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 715 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1345 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 681 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 4184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4211 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Motability Operations Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 212 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Nordson Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1561 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2575 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3667 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5250 |
|  | &nbsp;&nbsp;&nbsp;Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1331 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Pacific National Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/25 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1356 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 870 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Raven Acquisition Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 846 |
|  | &nbsp;&nbsp;&nbsp;Republic Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 908 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Roller Bearing Co. of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rolls-Royce plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/14/25 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 964 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1460 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3735 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 950 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 805 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1119 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 838 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2566 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1325 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij NV | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2343 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Spirit AeroSystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 619 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 321 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Traton Finance Luxembourg SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Triumph Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 9.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;Tyco Electronics Group SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2020-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class B Series 2020-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1447 |
|  | &nbsp;&nbsp;&nbsp;Veralto Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 779 |
|  | &nbsp;&nbsp;&nbsp;Waste Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;WESCO Distribution Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **124154** |
| **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** |
|  | &nbsp;&nbsp;&nbsp;Air Products & Chemicals Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 383 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Anglo American Capital plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 472 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 136 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
|  | &nbsp;&nbsp;&nbsp;Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.570% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3973 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006 |
|  | &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; 4570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4562 |
|  | &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; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1514 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Big River Steel LLC / BRS Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Canpack SA / Canpack US LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.777% | &nbsp;&nbsp;&nbsp;&nbsp; 7/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 315 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 102 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1171 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 341 |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992 |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Element Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 9.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Freeport Indonesia PT | &nbsp;&nbsp;&nbsp;&nbsp; 4.763% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 632 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp; 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2792 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1670 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glatfelter Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Graphic Packaging International LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Hudbay Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 698 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &nbsp;&nbsp;&nbsp;Mosaic Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. / Newcrest Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3058 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Novelis Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1531 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1844 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 9.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 127 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;PPG Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 895 |
|  | &nbsp;&nbsp;&nbsp;RPM International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1329 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Sealed Air Corp. / Sealed Air Corp. US | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SNF Group SACA | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Suzano Austria GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1860 |
|  | &nbsp;&nbsp;&nbsp;Vulcan Materials Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 546 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 544 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;WRKCo Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 291 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **42536** |
| **Real Estate (3.6%)** | **Real Estate (3.6%)** | **Real Estate (3.6%)** | **Real Estate (3.6%)** | **Real Estate (3.6%)** | **Real Estate (3.6%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Akelius Residential Property AB | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 69 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1054 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 129 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 96 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2805 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1257 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1016 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 0.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 0.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 252 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 557 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 523 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Aroundtown SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Aroundtown SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Aroundtown SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Aroundtown SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 214 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 586 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1094 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 418 | &nbsp;&nbsp; 413 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 492 | &nbsp;&nbsp; 474 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 272 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 248 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 328 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 941 | &nbsp;&nbsp; 902 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1082 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2263 | &nbsp;&nbsp; 2190 |
|  | &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 637 | &nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1524 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2200 | &nbsp;&nbsp; 2164 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2085 | &nbsp;&nbsp; 1969 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 206 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp; 1028 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 47 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 1947 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 330 | &nbsp;&nbsp; 318 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 446 | &nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1599 | &nbsp;&nbsp; 1438 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 854 | &nbsp;&nbsp; 829 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Digital Dutch Finco BV | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp; 2792 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 | &nbsp;&nbsp; 1440 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1212 | &nbsp;&nbsp; 1197 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 271 | &nbsp;&nbsp; 263 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 277 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 680 | &nbsp;&nbsp; 657 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 604 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 364 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 554 | &nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 246 | &nbsp;&nbsp; 238 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 351 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 271 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1919 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp; 311 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 396 |
|  | &nbsp;&nbsp;&nbsp;Federal Realty OP LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 229 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Grand City Properties SA | &nbsp;&nbsp;&nbsp;&nbsp; 0.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 753 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 675 |
|  | &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 538 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 180 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 762 | &nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 615 | &nbsp;&nbsp; 584 |
|  | &nbsp;&nbsp;&nbsp;Highwoods Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp; 512 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 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; 262 | &nbsp;&nbsp; 236 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Iron Mountain Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &nbsp;&nbsp;&nbsp;Kilroy Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1374 | &nbsp;&nbsp; 1341 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 203 |
|  | &nbsp;&nbsp;&nbsp;Kimco Realty OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 316 | &nbsp;&nbsp; 309 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 103 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 716 | &nbsp;&nbsp; 690 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 114 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1082 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1438 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ontario Teachers Cadillac Fairview Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pebblebrook Hotel LP / PEB Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
|  | &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 606 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Prologis International Funding II SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 387 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1484 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 647 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 278 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3489 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1630 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 464 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 454 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1151 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 366 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 369 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 354 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 758 |
|  | &nbsp;&nbsp;&nbsp;Sabra Health Care LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1031 |
|  | &nbsp;&nbsp;&nbsp;Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 61 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 984 |
|  | &nbsp;&nbsp;&nbsp;Store Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1137 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 186 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1243 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 618 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 724 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 159 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;XHR LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **84970** |
| **Technology (5.0%)** | **Technology (5.0%)** | **Technology (5.0%)** | **Technology (5.0%)** | **Technology (5.0%)** | **Technology (5.0%)** |
|  | &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1211 |
|  | &nbsp;&nbsp;&nbsp;Applied Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1445 |
|  | &nbsp;&nbsp;&nbsp;Atlassian Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 926 |
|  | &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; 2910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2864 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.459% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2892 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 643 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1819 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2119 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2875 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2052 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1097 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2176 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Central Parent Inc. / CDK Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Central Parent LLC / CDK Global II LLC / CDK Financing Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 3260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3279 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 8.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &nbsp;&nbsp;&nbsp;Cotiviti Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 261 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4877 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2706 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3282 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2505 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;DXC Technology Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Ellucian Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Entegris Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4591 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 668 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4323 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 382 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 146 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3743 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2465 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4125 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4484 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 437 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1371 |
|  | &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1158 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 522 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 861 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5274 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3106 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1248 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1105 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 416 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2337 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 8791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8487 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 360 |
|  | &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7542 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;SS&C Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 79 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2546 |
|  | &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 623 |
|  | &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 947 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UKG Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3122 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2482 |
|  | &nbsp;&nbsp;&nbsp;Western Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 133 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1315 |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 359 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **117707** |
| **Utilities (5.6%)** | **Utilities (5.6%)** | **Utilities (5.6%)** | **Utilities (5.6%)** | **Utilities (5.6%)** | **Utilities (5.6%)** |
|  | &nbsp;&nbsp;&nbsp;AEP Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1074 |
|  | &nbsp;&nbsp;&nbsp;AEP Transmission Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564 |
|  | &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1086 |
| <sup>5,9</sup> | &nbsp;&nbsp;&nbsp;AGI Finance Pty Ltd., 3M Australian Bank Bill Rate + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.425% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 310 |
|  | &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alliant Energy Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 564 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Alpha Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4045 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1019 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 624 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 4990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4990 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 938 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1130 | &nbsp;&nbsp; 1138 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Ausgrid Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.814% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 536 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;AusNet Services Holdings Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 229 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Calpine Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 62 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 809 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp; 1919 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1740 | &nbsp;&nbsp; 1753 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2054 | &nbsp;&nbsp; 2077 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 360 | &nbsp;&nbsp; 363 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 220 |
|  | &nbsp;&nbsp;&nbsp;Colbun SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1512 | &nbsp;&nbsp; 1452 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2550 | &nbsp;&nbsp; 2541 |
|  | &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1263 | &nbsp;&nbsp; 1251 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1188 | &nbsp;&nbsp; 1139 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 485 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp; 63 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp; 1492 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1536 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 608 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1804 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 905 | &nbsp;&nbsp; 846 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 709 | &nbsp;&nbsp; 686 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp; 1373 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 20 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 705 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1078 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 530 | &nbsp;&nbsp; 496 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Electricite de France SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 315 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Electricite de France SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Elia Transmission Belgium SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3470 | &nbsp;&nbsp; 3369 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 430 | &nbsp;&nbsp; 388 |
|  | &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1155 |
|  | &nbsp;&nbsp;&nbsp;Essential Utilities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 770 | &nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;Evergy Kansas Central Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 647 | &nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp; 1398 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 672 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 | &nbsp;&nbsp; 1591 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1092 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1670 | &nbsp;&nbsp; 1691 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1404 | &nbsp;&nbsp; 1344 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2716 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 940 | &nbsp;&nbsp; 944 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 357 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 112 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 291 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.004% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 554 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 3490 | &nbsp;&nbsp; 3475 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 886 | &nbsp;&nbsp; 853 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 295 | &nbsp;&nbsp; 296 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 730 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;National Grid Electricity Distribution East Midlands plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 738 |
|  | &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.602% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp; 1040 |
|  | &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; 237 | &nbsp;&nbsp; 228 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.579% | &nbsp;&nbsp;&nbsp;&nbsp; 10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 719 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1840 | &nbsp;&nbsp; 1844 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 822 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 998 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NextEra Energy Operating Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1341 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1360 | &nbsp;&nbsp; 1370 |
|  | &nbsp;&nbsp;&nbsp;NSTAR Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1375 | &nbsp;&nbsp; 1328 |
|  | &nbsp;&nbsp;&nbsp;OGE Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 507 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1767 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 792 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4039 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 546 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 2590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2631 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 540 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Pattern Energy Operations LP / Pattern Energy Operations Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;PG&E Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.045% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2508 |
|  | &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; 2240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2310 |
|  | &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1415 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Rayburn Country Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.307% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 209 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 222 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1643 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1926 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 769 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 850 |
|  | &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 794 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.113% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1940 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2062 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;Southern Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1184 |
|  | &nbsp;&nbsp;&nbsp;Southwestern Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621 |
|  | &nbsp;&nbsp;&nbsp;Tampa Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169 |
|  | &nbsp;&nbsp;&nbsp;Union Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 514 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;Victoria Power Networks Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.132% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 340 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1582 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1335 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 524 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 390 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4891 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1056 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 739 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1677 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1277 |
|  | &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; 179 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Yorkshire Water Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 465 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **132870** |
| **Total Corporate Bonds (Cost $1,801,811)** | **Total Corporate Bonds (Cost $1,801,811)** | **Total Corporate Bonds (Cost $1,801,811)** | **Total Corporate Bonds (Cost $1,801,811)** | **Total Corporate Bonds (Cost $1,801,811)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1791964** |
| **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** | **Floating Rate Loan Interests (0.3%)** |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;1011778 B.C. Unlimited Liability Co. Term Loan B-6, TSFR1M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.132% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Alpha Generation LLC Term Loan B, TSFR1M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.107% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
| <sup>5,14</sup> | &nbsp;&nbsp;&nbsp;Alterra Mountain Co. | &nbsp;&nbsp;&nbsp;&nbsp; —% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Alterra Mountain Co. Term Loan B-7, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.333% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Airlines Inc. Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.339% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;AmWINS Group Inc. Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.731% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Asurion LLC Term Loan B-11, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.747% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bausch & Lomb Corp. Term Loan, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.683% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/27 | &nbsp;&nbsp;&nbsp;&nbsp; 212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 213 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Belron Finance 2019 LLC Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.147% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/31 | &nbsp;&nbsp;&nbsp;&nbsp; 229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Boost Newco Borrower LLC Term Loan B, TSFR3M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.071% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Champ Acquisition Corp. Term Loan B, TSFR3M + 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8.839% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Chemours Co. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.345% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Clarios Global LP Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.897% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cloud Software Group Inc. Term Loan B, TSFR1M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9.071% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/29 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;EMRLD Borrower LP Term Loan B, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.059% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Endo Luxembourg Finance Co. I Sarl Term Loan, TSFR1M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8.345% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 356 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Frontier Communications Corp. Term Loan B, TSFR3M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.745% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Glatfelter Corp. Term Loan B, TSFR3M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.583% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Grant Thornton Advisors LLC Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.607% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 130 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Grant Thornton Advisors LLC Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.083% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/31 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 21 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Howden Group Holdings Ltd. Term Loan B, TSFR1M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.333% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 79 | &nbsp;&nbsp; 80 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HUB International Ltd. Term Loan B, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.339% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;LifePoint Health Inc. Term Loan B-1, TSFR3M + 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7.833% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;McAfee LLC Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.607% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 39 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Medline Borrower LP Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.583% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 142 | &nbsp;&nbsp; 142 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;NCR Atleos LLC Term Loan B, TSFR3M + 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8.132% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Pactiv Evergreen Group Holdings Inc. Term Loan B-4, TSFR1M + 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6.959% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp; 33 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Raven Acquisition Holdings LLC Term Loan B, TSFR1M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.620% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp; 52 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Rocket Software Inc. Term Loan B, TSFR1M + 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8.587% | &nbsp;&nbsp;&nbsp;&nbsp; 11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ryan Specialty Group LLC Term Loan B, TSFR1M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.694% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Sedgwick Claims Management Services Inc. Term Loan B, TSFR3M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.585% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/31 | &nbsp;&nbsp;&nbsp;&nbsp; 234 | &nbsp;&nbsp; 236 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Setanta Aircraft Leasing DAC Term Loan B, TSFR3M + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6.406% | &nbsp;&nbsp;&nbsp;&nbsp; 11/6/28 | &nbsp;&nbsp;&nbsp;&nbsp; 544 | &nbsp;&nbsp; 545 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Sophia LP Term Loan, TSFR1M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.106% | &nbsp;&nbsp;&nbsp;&nbsp; 11/22/32 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 71 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Star Parent Inc. Term Loan B, TSFR3M + 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8.075% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 102 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;TransDigm Inc. Term Loan K, TSFR3M + 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7.382% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 75 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Truist Insurance Holdings LLC Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9.205% | &nbsp;&nbsp;&nbsp;&nbsp; 5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp; 86 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UFC Holdings LLC Term Loan B, TSFR3M + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6.606% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/31 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UKG Inc. Term Loan B, TSFR3M + 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7.617% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/31 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp; 214 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;United Airlines Inc. Term Loan B, PRIME + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6.571% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;W.R. Grace & Co. Conn. Term Loan B, TSFR3M + 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7.555% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Western Digital Corp. Term Loan A-2, PRIME + 0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5.808% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 2991 | &nbsp;&nbsp; 2901 |
| **Total Floating Rate Loan Interests (Cost $7,128)** | **Total Floating Rate Loan Interests (Cost $7,128)** | **Total Floating Rate Loan Interests (Cost $7,128)** | **Total Floating Rate Loan Interests (Cost $7,128)** | **Total Floating Rate Loan Interests (Cost $7,128)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7120** |
| **Sovereign Bonds (1.8%)** | **Sovereign Bonds (1.8%)** | **Sovereign Bonds (1.8%)** | **Sovereign Bonds (1.8%)** | **Sovereign Bonds (1.8%)** | **Sovereign Bonds (1.8%)** |
|  | &nbsp;&nbsp;&nbsp;Banque Ouest Africaine de Developpement | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 704 | &nbsp;&nbsp; 703 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corp. Financiera de Desarrollo SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
|  | &nbsp;&nbsp;&nbsp;Corp. Financiera de Desarrollo SA | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 926 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Crelan SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1110 |
|  | &nbsp;&nbsp;&nbsp;Federative Republic of Brazil | &nbsp;&nbsp;&nbsp;&nbsp; 8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/25 | &nbsp;&nbsp;&nbsp;&nbsp; 629 | &nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;Fondo MIVIVIENDA SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp; 258 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Morocco | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 670 | &nbsp;&nbsp; 611 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2332 | &nbsp;&nbsp; 2288 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Korea Electric Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1480 | &nbsp;&nbsp; 1492 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Korea National Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1291 | &nbsp;&nbsp; 1270 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;KSA Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 8880 | &nbsp;&nbsp; 8947 |
|  | &nbsp;&nbsp;&nbsp;KSA Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 705 |
| <sup>15</sup> | &nbsp;&nbsp;&nbsp;Magyar Export-Import Bank Zrt | &nbsp;&nbsp;&nbsp;&nbsp; 6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 604 |
| <sup>7,15</sup> | &nbsp;&nbsp;&nbsp;MFB Magyar Fejlesztesi Bank Zrt | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/25 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp; 553 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1008 | &nbsp;&nbsp; 999 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 0.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 117 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 953 |
|  | &nbsp;&nbsp;&nbsp;Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 1596 | &nbsp;&nbsp; 1524 |
|  | &nbsp;&nbsp;&nbsp;Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1329 | &nbsp;&nbsp; 1106 |
|  | &nbsp;&nbsp;&nbsp;Republic of Colombia | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 895 | &nbsp;&nbsp; 711 |
|  | &nbsp;&nbsp;&nbsp;Republic of Guatemala | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &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; 191 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp; 0.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 257 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Republic of Paraguay | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 684 | &nbsp;&nbsp; 680 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2.392% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 264 | &nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 301 | &nbsp;&nbsp; 294 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 | &nbsp;&nbsp; 1165 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp; 2.783% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1098 | &nbsp;&nbsp; 936 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/30 | &nbsp;&nbsp;&nbsp;&nbsp; 182 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp; 204 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Republic of Serbia | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 378 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 662 | &nbsp;&nbsp; 619 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp; 211 |
|  | &nbsp;&nbsp;&nbsp;Republic of Uzbekistan | &nbsp;&nbsp;&nbsp;&nbsp; 7.850% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 227 |
|  | &nbsp;&nbsp;&nbsp;Sharjah Sukuk Program Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 769 | &nbsp;&nbsp; 755 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 124 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp; 688 |
|  | &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; 174 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2375 | &nbsp;&nbsp; 2350 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 357 | &nbsp;&nbsp; 339 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 221 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 5010 | &nbsp;&nbsp; 4830 |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 659 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 2.659% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| **Total Sovereign Bonds (Cost $43,467)** | **Total Sovereign Bonds (Cost $43,467)** | **Total Sovereign Bonds (Cost $43,467)** | **Total Sovereign Bonds (Cost $43,467)** | **Total Sovereign Bonds (Cost $43,467)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**42928** |
| **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** | **Taxable Municipal Bonds (0.1%)** |
| <sup>16</sup> | &nbsp;&nbsp;&nbsp;New Jersey Economic Development Authority Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 7.425% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 449 |
|  | &nbsp;&nbsp;&nbsp;New York Transportation Development Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 4.248% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
|  | &nbsp;&nbsp;&nbsp;State Board of Administration Finance Corp. Miscellaneous Revenue | &nbsp;&nbsp;&nbsp;&nbsp; 1.705% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 756 |
| **Total Taxable Municipal Bonds (Cost $1,358)** | **Total Taxable Municipal Bonds (Cost $1,358)** | **Total Taxable Municipal Bonds (Cost $1,358)** | **Total Taxable Municipal Bonds (Cost $1,358)** | **Total Taxable Municipal Bonds (Cost $1,358)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1315** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** | **Temporary Cash Investments (1.4%)** |
| **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** | **Money Market Fund (1.4%)** |
| <sup>17</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund **(Cost** $**33,267**) | &nbsp;&nbsp;&nbsp;&nbsp; 4.466% |  | &nbsp;&nbsp;&nbsp;&nbsp;332680 | &nbsp;&nbsp; **33268** |
|  | Counterparty | &nbsp;&nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) |  |
| **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** | **Options Purchased (0.0%)** |
| **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** | **Over-the-Counter Swaptions (0.0%)** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
|  | WFB | &nbsp;&nbsp;&nbsp;&nbsp;1/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp; 18050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
|  | BANA | &nbsp;&nbsp;&nbsp;&nbsp;1/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp; 18050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 |
| **Total Options Purchased (Cost $—)** | **Total Options Purchased (Cost $—)** | **Total Options Purchased (Cost $—)** | **Total Options Purchased (Cost $—)** | **Total Options Purchased (Cost $—)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**54** |
| **Total Investments (99.9%) (Cost $2,374,176)** | **Total Investments (99.9%) (Cost $2,374,176)** | **Total Investments (99.9%) (Cost $2,374,176)** | **Total Investments (99.9%) (Cost $2,374,176)** | **Total Investments (99.9%) (Cost $2,374,176)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2361869** |
| **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | **Other Assets and Liabilities—Net (0.1%)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3172** |
| **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;**2365041** |
| 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 $3,583,000 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $846,000 have been segregated as initial margin for open futures contracts. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2024, the aggregate value was $191,767,000, representing 8.1% of net assets. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | 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 | 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. |
| 7 | Face amount denominated in euro. |
| 8 | Guaranteed by the Republic of Azerbaijan. |
| 9 | Face amount denominated in Australian dollars. |
| 10 | Face amount denominated in British pounds. |
| 11 | Security value determined using significant unobservable inputs. |
| 12 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2024. |
| 13 | Non-income-producing security—security in default. |
| 14 | Represents an unsettled loan as of December 31, 2024. The coupon rate is not known until the settlement date. |
| 15 | Guaranteed by the Republic of Hungary. |
| 16 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 17 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 3M—3-month. |
|  | BANA—Bank of America, N.A. |
|  | DAC—Designated Activity Company. |
|  | EURIBOR—Euro Interbank Offered Rate. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR—Secured Overnight Financing Rate. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |
|  | TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
|  | TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
|  | TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |
|  | WFB—Wells Fargo Bank N.A. |

---

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

------

Short-Term Investment-Grade Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
| **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** | **<br>Other Financial Instruments as of Period End** |
| Floating Rate Loan Commitments |  |  |  |  |
|  | Total<br> Unfunded<br> Commitment<br> ($000) | Fair<br> Value<br> Commitment<br> ($000) | Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Grant Thornton Advisors LLC | 2 | 2 |  | &nbsp;&nbsp;— |
| Raven Acquisition Holdings LLC | 4 | 4 |  | &nbsp;&nbsp;— |

---

------

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

------

Options Written

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions |
| Put Swaptions |  |  |  |  |  |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.850% Annually | BANA | &nbsp;&nbsp;&nbsp;1/16/25 | &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;18050 | &nbsp;&nbsp;&nbsp;(89) |
| 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.850% Annually | WFB | &nbsp;&nbsp;&nbsp;1/16/25 | &nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;18050 | &nbsp;&nbsp;&nbsp;(90) |
| Total Options Written **(Premiums Received** $**—)** | Total Options Written **(Premiums Received** $**—)** |  |  |  | &nbsp;&nbsp;&nbsp;(179) |

---

BANA—Bank of America, N.A. <br> SOFR—Secured Overnight Financing Rate. <br> WFB—Wells Fargo Bank N.A.

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | March 2025 | 172 | 35365 | &nbsp;&nbsp;(12) |
| 5-Year U.S. Treasury Note | March 2025 | 114 | 12119 | &nbsp;&nbsp;13 |
|  |  |  |  | &nbsp;&nbsp;1 |
| Short Futures Contracts |  |  |  |  |
| 10-Year Japanese Government Bond | March 2025 | (8) | (7215) | &nbsp;&nbsp;26 |
| 10-Year U.S. Treasury Note | March 2025 | (28) | (3045) | &nbsp;&nbsp;52 |
| AUD 3-Year Treasury Bond | March 2025 | (38) | (2497) | &nbsp;&nbsp;9 |
| Euro-Bobl | March 2025 | (152) | (18557) | &nbsp;&nbsp;233 |
| Euro-Schatz | March 2025 | (73) | (8090) | &nbsp;&nbsp;30 |
| Long Gilt | March 2025 | (10) | (1157) | &nbsp;&nbsp;30 |
| Long U.S. Treasury Bond | March 2025 | (2) | (228) | &nbsp;&nbsp;7 |
| Ultra 10-Year U.S. Treasury Note | March 2025 | (1) | (111) | &nbsp;&nbsp;3 |
|  |  |  |  | &nbsp;&nbsp;390 |
|  |  |  |  | &nbsp;&nbsp;391 |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| HSBC Bank plc | 1/29/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;8932 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;13769 | &nbsp;&nbsp;&nbsp;409 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/19/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;796 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;— |
| Royal Bank of Canada | 3/19/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;34701 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;33255 | &nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 3/19/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;301 | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 3/19/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Bank of Montreal | &nbsp;&nbsp;&nbsp;2/4/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;6726 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;5368 | &nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;— |
| HSBC Bank plc | 3/19/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;38765 | &nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;— |

---

---

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

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date | &nbsp;&nbsp;&nbsp;Notional Amount<br> (000) | &nbsp;&nbsp;&nbsp;Notional Amount<br> (000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold | Credit Protection Sold |
| CDX-NA-HY-S43-V1 | 12/21/29 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;27940 | &nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;120 |
| CDX-NA-IG-S43-V1 | 12/21/29 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;59441 | &nbsp;&nbsp;&nbsp;1.000 | &nbsp;&nbsp;&nbsp;1349 | &nbsp;&nbsp;&nbsp;20 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;3549 | &nbsp;&nbsp;&nbsp;140 |

---

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> Depreciation<br> ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |
| Ally Financial Inc./Baa3 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| American Express Co./A2 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| American International Group Inc./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| Boeing Co./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| Chubb INA Holdings LLC/A2 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Comcast Corp./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| CVS Health Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Dominion Energy Inc./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Dow Chemical Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| Enbridge Inc./Baa2 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| General Electric Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| General Motors Co./Baa3 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| International Business Machines Corp./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Kroger Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| Lincoln National Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Lowe's Cos. Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Marathon Petroleum Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |
| Marsh & McLennan Cos. Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Metlife Inc./A3 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Mondelez International Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Prudential Financial Inc./A3 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
| Republic of Chile/A2 | 12/21/29 | JPMC | 120 | 1.000 | 2 | 2 |  |  |
| Simon Property Group LP/A3 | 12/23/25 | GSI | 100 | 1.000 | 1 |  | 1 |  |

---

------

Short-Term Investment-Grade Portfolio

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) | Over-the-Counter Credit Default Swaps (continued) |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> Depreciation<br> ($000) |
| UnitedHealth Group Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 |  |  |
| Verizon Communications Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 |  |  |  |  |
|  |  |  |  |  | 21 | 12 | 9 |  |

---

1 Periodic premium received/paid quarterly.

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

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination<br> Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid) (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation) ($000) |
| 12/11/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;4.132<sup>1</sup> | &nbsp;&nbsp;&nbsp;(4.480)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(36) | &nbsp;&nbsp;&nbsp;(36) |
| 12/11/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;4.480<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.931)<sup>4</sup> | &nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;77 |
| 7/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;4.074<sup>4</sup> | &nbsp;&nbsp;&nbsp;(4.974)<sup>3</sup> | &nbsp;&nbsp;&nbsp;(89) | &nbsp;&nbsp;&nbsp;(89) |
| 5/17/28 | 5/17/27<sup>5</sup> | &nbsp;&nbsp;&nbsp;15955 | &nbsp;&nbsp;&nbsp;3.679<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(47) | &nbsp;&nbsp;&nbsp;(47) |
| 5/17/28 | 5/17/27<sup>5</sup> | &nbsp;&nbsp;&nbsp;15701 | &nbsp;&nbsp;&nbsp;3.701<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(43) | &nbsp;&nbsp;&nbsp;(43) |
| 5/24/28 | 5/24/27<sup>5</sup> | &nbsp;&nbsp;&nbsp;15575 | &nbsp;&nbsp;&nbsp;3.762<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(34) | &nbsp;&nbsp;&nbsp;(34) |
| 7/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;2.530<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;14 |
| 7/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;2.525<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;13 |
| 7/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;2.523<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;12 |
| 7/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2697 | &nbsp;&nbsp;&nbsp;2.491<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;11 |
| 7/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2320 | &nbsp;&nbsp;&nbsp;2.484<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;9 |
| 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;2.420<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;2 |
| 7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;2.449<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;5 |
| 7/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;2.437<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;3 |
| 7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;4.974<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.874)<sup>4</sup> | &nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;169 |
| 8/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2330 | &nbsp;&nbsp;&nbsp;2.394<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;(2) |
| 8/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;2.363<sup>1</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>6</sup> | &nbsp;&nbsp;&nbsp;(6) | &nbsp;&nbsp;&nbsp;(6) |
| 5/17/34 | 5/17/29<sup>5</sup> | &nbsp;&nbsp;&nbsp;3711 | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.799)<sup>4</sup> | &nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;41 |
| 5/17/34 | 5/17/29<sup>5</sup> | &nbsp;&nbsp;&nbsp;3653 | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.833)<sup>4</sup> | &nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;36 |
| 5/24/34 | 5/24/29<sup>5</sup> | &nbsp;&nbsp;&nbsp;3623 | &nbsp;&nbsp;&nbsp;0.000<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.865)<sup>4</sup> | &nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;31 |
| 7/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.522)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;(12) |
| 7/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.519)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(11) | &nbsp;&nbsp;&nbsp;(11) |
| 7/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.524)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(11) | &nbsp;&nbsp;&nbsp;(11) |
| 7/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;580 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.510)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;(12) |
| 7/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.499)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;(10) |
| 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.469)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(7) | &nbsp;&nbsp;&nbsp;(7) |
| 7/18/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.501)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(10) | &nbsp;&nbsp;&nbsp;(10) |
| 7/19/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.482)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(8) | &nbsp;&nbsp;&nbsp;(8) |
| 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.454)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;(5) |
| 8/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;0.000<sup>6</sup> | &nbsp;&nbsp;&nbsp;(2.411)<sup>1</sup> | &nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;(1) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;79 |

---

---

| |
|:---|
| 1 Interest payment received/paid at maturity. |
| 2 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid at maturity. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid annually. |
| 4 Interest payment received/paid annually. |
| 5 Forward interest rate swap. In a forward interest rate swap, the portfolio and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 6 Zero-coupon. Based on the return of US Consumer Price Index for All Urban Consumers (USCPIU). Interest payment received/paid at maturity. |

---

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

------

Short-Term Investment-Grade Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $2,340,909) | 2328601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $33,267) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33268 |
| Total Investments in Securities | 2361869 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| Foreign Currency, at Value (Cost $506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33228 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24896 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 |
| Unrealized Appreciation—Floating Rate Loan Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Swap Premiums Paid | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Variation Margin Receivable—Centrally Cleared Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| Unrealized Appreciation—Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| **Total Assets** | **2422779** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55200 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
| Unrealized Depreciation—Floating Rate Loan Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Options Written, at Value (Premiums Received $0) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 |
| Variation Margin Payable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**57738** |
| **Net Assets** | **2365041** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 2387791 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(22750) |
| **Net Assets** | **2365041** |
| **Net Assets** |  |
| **Applicable to 226,913,645 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **2365041** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.42** |

---

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

------

Short-Term Investment-Grade Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | &nbsp;&nbsp;96674 |
| Total Income | &nbsp;&nbsp;96674 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;2550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3088 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;3086 |
| **Net Investment Income** | &nbsp;&nbsp;**93588** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | (11624) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| Options Purchased | &nbsp;&nbsp;&nbsp;(1290) |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;1453 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;2715 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16) |
| **Realized Net Gain (Loss)** | &nbsp;&nbsp;&nbsp;**(7824)** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>1</sup> | &nbsp;&nbsp;16690 |
| Floating Rate Loan Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;(179) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;937 |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**18594** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **104358** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $961,000, $3,000, and $4,000, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Short-Term Investment-Grade Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74683 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7824) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45156) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100266 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;104358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129793 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;(77519) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(45828) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;534613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393407 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45828 |
| Redeemed | &nbsp;&nbsp;&nbsp;(453501) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(498753) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;158631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59518) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;185470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24447 |
| **Net Assets** |  |  |
| **Beginning of Period** | **2179571** | &nbsp;&nbsp;&nbsp;&nbsp;**2155124** |
| **End of Period** | **2365041** | &nbsp;&nbsp;&nbsp;&nbsp;**2179571** |

---

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

------

Short-Term Investment-Grade Portfolio

Financial Highlights

---

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

---

---

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

---

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

------

Short-Term Investment-Grade Portfolio

Notes to Financial Statements

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

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

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

2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the portfolio's pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).

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

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

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

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

------

Short-Term Investment-Grade Portfolio

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

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

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

During the year ended December 31, 2024, the portfolio's average value of investments in swaptions purchased and swaptions written represented less than 1% of net assets, based on the average market values at each quarter-end during the period.

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

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

During the year ended December 31, 2024, the portfolio's average investments in long and short futures contracts represented 3% and 3% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

During the year ended December 31, 2024, the portfolio's average investment in forward currency contracts represented 2% of net assets, based on the average of the notional amounts at each quarter-end during the period.

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

------

Short-Term Investment-Grade Portfolio

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

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

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

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

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

During the year ended December 31, 2024, the portfolio's average amounts of investments in credit protection sold and credit protection purchased represented 2% and less than 1% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period. The average amount of investments in interest rate swaps represented 5% of net assets, based on the average of notional amounts at each quarter-end during the period.

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

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

12. Credit Facilities and Interfund Lending Program: The portfolio and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the portfolio's regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the portfolio's board of trustees and included in 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

------

Short-Term Investment-Grade Portfolio

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

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

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

Upon the request of Vanguard, the portfolio may invest up to 0.40% of its net assets as capital in Vanguard. At December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $61,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**C.** The portfolio's custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, custodian fee offset
arrangements reduced the portfolio's expenses by $2,000 (an annual rate of less than 0.01% of average net assets).

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

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

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

------

Short-Term Investment-Grade Portfolio

The following table summarizes the market value of the portfolio's investments, other financial instruments, and derivatives as of December 31, 2024, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;356933 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;356933 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;128287 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;128287 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1791964 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1791964 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7120 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7120 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42928 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42928 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1315 |
| Temporary Cash Investments | 33268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33268 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 |
| Total | 33268 | &nbsp;&nbsp;&nbsp;2328601 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2361869 |
| **Other Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Floating Rate Loan Commitments |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| Liabilities |  |  |  |  |
| Floating Rate Loan Commitments |  | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;403 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;558 |
| Swap Contracts | 563<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;572 |
| Total | &nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;567 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1533 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(179) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(179) |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) |
| Swap Contracts | &nbsp;&nbsp;(344)<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(344) |
| Total | &nbsp;&nbsp;(356) | &nbsp;&nbsp;&nbsp;(179) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(535) |

---

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

**E.** At December 31, 2024, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| Statement of Assets and Liabilities | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Investments in Secuties, at Value—Unaffiliated Issuers (Options Purchased) | 54 |  |  | &nbsp;&nbsp;54 |
| Swap Premiums Paid |  |  | 12 | &nbsp;&nbsp;12 |
| Unrealized Appreciation—Futures Contracts<sup>1</sup> | 403 |  |  | &nbsp;&nbsp;403 |
| Unrealized Appreciation—Centrally Cleared Swap Contracts<sup>1</sup> | 423 |  | 140 | &nbsp;&nbsp;563 |
| Unrealized Appreciation—Forward Currency Contracts |  | 558 |  | &nbsp;&nbsp;558 |
| Unrealized Appreciation—<br> Over-the-Counter Swap Contracts |  |  | 9 | &nbsp;&nbsp;9 |
| Total Assets | 880 | 558 | 161 | &nbsp;&nbsp;1599 |
| Options Written, at Value | (179) |  |  | &nbsp;&nbsp;(179) |
| Unrealized Depreciation—Futures Contracts<sup>1</sup> | (12) |  |  | &nbsp;&nbsp;(12) |
| Unrealized Depreciation—Centrally Cleared Swap Contracts<sup>1</sup> | (344) |  |  | &nbsp;&nbsp;(344) |
| Total Liabilities | (535) |  |  | &nbsp;&nbsp;(535) |

---

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

------

Short-Term Investment-Grade Portfolio

Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the year ended December 31, 2024, were:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Realized Net Gain (Loss) on Derivatives | Interest Rate<br> Contracts<br> ($000) | Foreign<br> Exchange<br> Contracts<br> ($000) | Credit<br> Contracts<br> ($000) | &nbsp;&nbsp;Total<br> ($000) |
| Futures Contracts | 605 |  |  | &nbsp;&nbsp;605 |
| Options Purchased | 160 |  | (1450) | &nbsp;&nbsp;(1290) |
| Options Written | 119 |  | 214 | &nbsp;&nbsp;333 |
| Swap Contracts | (218) |  | 1671 | &nbsp;&nbsp;1453 |
| Forward Currency Contracts |  | 2715 |  | &nbsp;&nbsp;2715 |
| Realized Net Gain (Loss) on Derivatives | 666 | 2715 | 435 | &nbsp;&nbsp;3816 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives |  |  |  |  |
| Futures Contracts | 820 |  |  | &nbsp;&nbsp;820 |
| Options Purchased | 54 |  | 97 | &nbsp;&nbsp;151 |
| Options Written | (179) |  |  | &nbsp;&nbsp;(179) |
| Swap Contracts | 65 |  | 146 | &nbsp;&nbsp;211 |
| Forward Currency Contracts |  | 937 |  | &nbsp;&nbsp;937 |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 760 | 937 | 243 | &nbsp;&nbsp;1940 |

---

**F.** Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no
effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for foreign currency transactions and swap agreements were reclassified between the
individual components of total distributable earnings (loss).

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91889 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9872) |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;(104767) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;(22750) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;77519 | &nbsp;&nbsp;&nbsp;&nbsp;45828 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;77519 | &nbsp;&nbsp;&nbsp;&nbsp;45828 |

---

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

As of December 31, 2024, gross unrealized appreciation and depreciation for investments, floating rate loan commitments, 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;2371757 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16395 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26267) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9872) |

---

------

Short-Term Investment-Grade Portfolio

**G.** During the year ended December 31, 2024, the portfolio purchased $1,034,955,000 of investment securities and sold $945,929,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $723,707,000 and $608,697,000, respectively.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;51897 | &nbsp;&nbsp;&nbsp;&nbsp;39448 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;7752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648 |
| Redeemed | (44109) | &nbsp;&nbsp;(49951) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;15540 | &nbsp;&nbsp;&nbsp;&nbsp;(5855) |

---

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

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

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

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

At December 31, 2024, 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 58%. If any of these shareholders were to redeem their investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs or lead to the realization of taxable capital gains.

**J.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Short-Term Investment-Grade Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $10,248,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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

Q690ST 022025

------

![](tm2525588d12smcogroporfii001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Small Company Growth Portfolio

------

#### Contents

---

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

---

------

Small Company Growth Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| **Common Stocks (96.9%)** | **Common Stocks (96.9%)** | **Common Stocks (96.9%)** | **Common Stocks (96.9%)** |
| **Communication Services (5.2%)** | **Communication Services (5.2%)** | **Communication Services (5.2%)** | **Communication Services (5.2%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cargurus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;585058 | &nbsp;&nbsp;&nbsp;&nbsp; 21378 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ziff Davis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;392559 | &nbsp;&nbsp;&nbsp;&nbsp; 21332 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IAC Inc. | &nbsp;&nbsp;&nbsp;&nbsp;244325 | &nbsp;&nbsp;&nbsp;&nbsp; 10540 |
|  | &nbsp;&nbsp;&nbsp;Iridium Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;281560 | &nbsp;&nbsp;&nbsp;&nbsp; 8171 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ZipRecruiter Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;734517 | &nbsp;&nbsp;&nbsp;&nbsp; 5318 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Yelp Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70337 | &nbsp;&nbsp;&nbsp;&nbsp; 2722 |
|  | &nbsp;&nbsp;&nbsp;Playtika Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;306981 | &nbsp;&nbsp;&nbsp;&nbsp; 2131 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc. | 1122746 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Anterix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49490 | &nbsp;&nbsp;&nbsp;&nbsp; 1518 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vimeo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;235261 | &nbsp;&nbsp;&nbsp;&nbsp; 1506 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;EverQuote Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;63304 | &nbsp;&nbsp;&nbsp;&nbsp; 1265 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mediaalpha Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;53438 | &nbsp;&nbsp;&nbsp;&nbsp; 603 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bandwidth Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;21528 | &nbsp;&nbsp;&nbsp;&nbsp; 366 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Roku Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4048 | &nbsp;&nbsp;&nbsp;&nbsp; 301 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Madison Square Garden Entertainment Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7837 | &nbsp;&nbsp;&nbsp;&nbsp; 279 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DHI Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;116046 | &nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Magnite Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11301 | &nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **79353** |
| **Consumer Discretionary (10.6%)** | **Consumer Discretionary (10.6%)** | **Consumer Discretionary (10.6%)** | **Consumer Discretionary (10.6%)** |
|  | &nbsp;&nbsp;&nbsp;Churchill Downs Inc. | &nbsp;&nbsp;&nbsp;&nbsp;178852 | &nbsp;&nbsp;&nbsp;&nbsp; 23884 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Chewy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;367571 | &nbsp;&nbsp;&nbsp;&nbsp; 12310 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;265784 | &nbsp;&nbsp;&nbsp;&nbsp; 6839 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Abercrombie & Fitch Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;40949 | &nbsp;&nbsp;&nbsp;&nbsp; 6121 |
|  | &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32679 | &nbsp;&nbsp;&nbsp;&nbsp; 5896 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;frontdoor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89709 | &nbsp;&nbsp;&nbsp;&nbsp; 4904 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sportradar Group AG Class A | &nbsp;&nbsp;&nbsp;&nbsp;276573 | &nbsp;&nbsp;&nbsp;&nbsp; 4796 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;454728 | &nbsp;&nbsp;&nbsp;&nbsp; 4752 |
|  | &nbsp;&nbsp;&nbsp;Pool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12840 | &nbsp;&nbsp;&nbsp;&nbsp; 4378 |
|  | &nbsp;&nbsp;&nbsp;Wingstop Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15079 | &nbsp;&nbsp;&nbsp;&nbsp; 4285 |
|  | &nbsp;&nbsp;&nbsp;Travel & Leisure Co. | &nbsp;&nbsp;&nbsp;&nbsp;77981 | &nbsp;&nbsp;&nbsp;&nbsp; 3934 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Duolingo Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12043 | &nbsp;&nbsp;&nbsp;&nbsp; 3905 |
|  | &nbsp;&nbsp;&nbsp;Toll Brothers Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29694 | &nbsp;&nbsp;&nbsp;&nbsp; 3740 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Skechers USA Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;55037 | &nbsp;&nbsp;&nbsp;&nbsp; 3701 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Carvana Co. | &nbsp;&nbsp;&nbsp;&nbsp;17961 | &nbsp;&nbsp;&nbsp;&nbsp; 3653 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Etsy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68501 | &nbsp;&nbsp;&nbsp;&nbsp; 3623 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cava Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29591 | &nbsp;&nbsp;&nbsp;&nbsp; 3338 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adtalem Global Education Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36691 | &nbsp;&nbsp;&nbsp;&nbsp; 3333 |
|  | &nbsp;&nbsp;&nbsp;Hasbro Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58761 | &nbsp;&nbsp;&nbsp;&nbsp; 3285 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Brinker International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24355 | &nbsp;&nbsp;&nbsp;&nbsp; 3222 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;103118 | &nbsp;&nbsp;&nbsp;&nbsp; 3121 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85381 | &nbsp;&nbsp;&nbsp;&nbsp; 3096 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Urban Outfitters Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49782 | &nbsp;&nbsp;&nbsp;&nbsp; 2732 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dorman Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20253 | &nbsp;&nbsp;&nbsp;&nbsp; 2624 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;12552 | &nbsp;&nbsp;&nbsp;&nbsp; 2549 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shake Shack Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;17313 | &nbsp;&nbsp;&nbsp;&nbsp; 2247 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Warby Parker Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;80132 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Light & Wonder Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22227 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rush Street Interactive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134496 | &nbsp;&nbsp;&nbsp;&nbsp; 1845 |
|  | &nbsp;&nbsp;&nbsp;American Eagle Outfitters Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96536 | &nbsp;&nbsp;&nbsp;&nbsp; 1609 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54641 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gentherm Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35873 | &nbsp;&nbsp;&nbsp;&nbsp; 1432 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Modine Manufacturing Co. | &nbsp;&nbsp;&nbsp;&nbsp;11563 | &nbsp;&nbsp;&nbsp;&nbsp; 1340 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wayfair Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;26223 | &nbsp;&nbsp;&nbsp;&nbsp; 1162 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18673 | &nbsp;&nbsp;&nbsp;&nbsp; 1143 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Valvoline Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30173 | &nbsp;&nbsp;&nbsp;&nbsp; 1092 |
|  | &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22907 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 |
|  | &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12763 | &nbsp;&nbsp;&nbsp;&nbsp; 1007 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6413 | &nbsp;&nbsp;&nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4202 | &nbsp;&nbsp;&nbsp;&nbsp; 962 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Upbound Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31563 | &nbsp;&nbsp;&nbsp;&nbsp; 921 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Crocs Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8038 | &nbsp;&nbsp;&nbsp;&nbsp; 880 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Accel Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;78181 | &nbsp;&nbsp;&nbsp;&nbsp; 835 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;National Vision Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76337 | &nbsp;&nbsp;&nbsp;&nbsp; 795 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hanesbrands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94236 | &nbsp;&nbsp;&nbsp;&nbsp; 767 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;KinderCare Learning Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41952 | &nbsp;&nbsp;&nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;PulteGroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6047 | &nbsp;&nbsp;&nbsp;&nbsp; 658 |
|  | &nbsp;&nbsp;&nbsp;Wolverine World Wide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28598 | &nbsp;&nbsp;&nbsp;&nbsp; 635 |
|  | &nbsp;&nbsp;&nbsp;KB Home | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9099 | &nbsp;&nbsp;&nbsp;&nbsp; 598 |
|  | &nbsp;&nbsp;&nbsp;J Jill Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21330 | &nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Public Education Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26882 | &nbsp;&nbsp;&nbsp;&nbsp; 580 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coursera Inc. | &nbsp;&nbsp;&nbsp;&nbsp;59057 | &nbsp;&nbsp;&nbsp;&nbsp; 502 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sweetgreen Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;15619 | &nbsp;&nbsp;&nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;International Game Technology plc | &nbsp;&nbsp;&nbsp;&nbsp;27617 | &nbsp;&nbsp;&nbsp;&nbsp; 488 |
|  | &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8331 | &nbsp;&nbsp;&nbsp;&nbsp; 479 |
|  | &nbsp;&nbsp;&nbsp;Rocky Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20302 | &nbsp;&nbsp;&nbsp;&nbsp; 463 |
|  | &nbsp;&nbsp;&nbsp;Standard Motor Products Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13776 | &nbsp;&nbsp;&nbsp;&nbsp; 427 |
|  | &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33709 | &nbsp;&nbsp;&nbsp;&nbsp; 412 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hovnanian Enterprises Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962 | &nbsp;&nbsp;&nbsp;&nbsp; 396 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Inspired Entertainment Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41242 | &nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5070 | &nbsp;&nbsp;&nbsp;&nbsp; 368 |
|  | &nbsp;&nbsp;&nbsp;Dine Brands Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11508 | &nbsp;&nbsp;&nbsp;&nbsp; 346 |
|  | &nbsp;&nbsp;&nbsp;Carriage Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5587 | &nbsp;&nbsp;&nbsp;&nbsp; 223 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sonos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10972 | &nbsp;&nbsp;&nbsp;&nbsp; 165 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Chegg Inc. | &nbsp;&nbsp;&nbsp;&nbsp;93707 | &nbsp;&nbsp;&nbsp;&nbsp; 151 |
|  | &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702 | &nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &nbsp;&nbsp;&nbsp;LCI Industries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1351 | &nbsp;&nbsp;&nbsp;&nbsp; 140 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1105 | &nbsp;&nbsp;&nbsp;&nbsp; 122 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Stoneridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6110 | &nbsp;&nbsp;&nbsp;&nbsp; 38 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **163090** |
| **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** | **Consumer Staples (1.6%)** |
|  | &nbsp;&nbsp;&nbsp;Turning Point Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;82647 | &nbsp;&nbsp;&nbsp;&nbsp; 4967 |
|  | &nbsp;&nbsp;&nbsp;PriceSmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47575 | &nbsp;&nbsp;&nbsp;&nbsp; 4385 |
|  | &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2260 | &nbsp;&nbsp;&nbsp;&nbsp; 2848 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp;&nbsp;59025 | &nbsp;&nbsp;&nbsp;&nbsp; 2679 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BellRing Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35384 | &nbsp;&nbsp;&nbsp;&nbsp; 2666 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7753 | &nbsp;&nbsp;&nbsp;&nbsp; 985 |
|  | &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24571 | &nbsp;&nbsp;&nbsp;&nbsp; 976 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Herbalife Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;143038 | &nbsp;&nbsp;&nbsp;&nbsp; 957 |
|  | &nbsp;&nbsp;&nbsp;Energizer Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25488 | &nbsp;&nbsp;&nbsp;&nbsp; 889 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Honest Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107255 | &nbsp;&nbsp;&nbsp;&nbsp; 743 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vital Farms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15774 | &nbsp;&nbsp;&nbsp;&nbsp; 594 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Celsius Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17257 | &nbsp;&nbsp;&nbsp;&nbsp; 455 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12226 | &nbsp;&nbsp;&nbsp;&nbsp; 439 |
|  | &nbsp;&nbsp;&nbsp;Oil-Dri Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347 | &nbsp;&nbsp;&nbsp;&nbsp; 206 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Guardian Pharmacy Services Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6760 | &nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **23926** |
| **Energy (2.9%)** | **Energy (2.9%)** | **Energy (2.9%)** | **Energy (2.9%)** |
|  | &nbsp;&nbsp;&nbsp;Viper Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;258973 | &nbsp;&nbsp;&nbsp;&nbsp; 12708 |
|  | &nbsp;&nbsp;&nbsp;Matador Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;74184 | &nbsp;&nbsp;&nbsp;&nbsp; 4174 |
|  | &nbsp;&nbsp;&nbsp;SM Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;97583 | &nbsp;&nbsp;&nbsp;&nbsp; 3782 |
|  | &nbsp;&nbsp;&nbsp;Crescent Energy Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;258018 | &nbsp;&nbsp;&nbsp;&nbsp; 3770 |
|  | &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984 | &nbsp;&nbsp;&nbsp;&nbsp; 3300 |
|  | &nbsp;&nbsp;&nbsp;Weatherford International plc | &nbsp;&nbsp;&nbsp;&nbsp;33541 | &nbsp;&nbsp;&nbsp;&nbsp; 2402 |
|  | &nbsp;&nbsp;&nbsp;Excelerate Energy Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;77963 | &nbsp;&nbsp;&nbsp;&nbsp; 2358 |
|  | &nbsp;&nbsp;&nbsp;Archrock Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94277 | &nbsp;&nbsp;&nbsp;&nbsp; 2347 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Oceaneering International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;88761 | &nbsp;&nbsp;&nbsp;&nbsp; 2315 |
|  | &nbsp;&nbsp;&nbsp;Permian resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;91342 | &nbsp;&nbsp;&nbsp;&nbsp; 1313 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tidewater Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19463 | &nbsp;&nbsp;&nbsp;&nbsp; 1065 |
|  | &nbsp;&nbsp;&nbsp;SFL Corp. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;88416 | &nbsp;&nbsp;&nbsp;&nbsp; 904 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;REX American Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;20343 | &nbsp;&nbsp;&nbsp;&nbsp; 848 |
|  | &nbsp;&nbsp;&nbsp;CONSOL Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7868 | &nbsp;&nbsp;&nbsp;&nbsp; 839 |
|  | &nbsp;&nbsp;&nbsp;Berry Corp. | &nbsp;&nbsp;&nbsp;&nbsp;179168 | &nbsp;&nbsp;&nbsp;&nbsp; 740 |
|  | &nbsp;&nbsp;&nbsp;Riley Exploration Permian Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18754 | &nbsp;&nbsp;&nbsp;&nbsp; 599 |
|  | &nbsp;&nbsp;&nbsp;Murphy Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14644 | &nbsp;&nbsp;&nbsp;&nbsp; 443 |
|  | &nbsp;&nbsp;&nbsp;Solaris Energy Infrastructure Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9119 | &nbsp;&nbsp;&nbsp;&nbsp; 262 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27480 | &nbsp;&nbsp;&nbsp;&nbsp; 256 |
|  | &nbsp;&nbsp;&nbsp;Dorian LPG Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8806 | &nbsp;&nbsp;&nbsp;&nbsp; 215 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DMC Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29045 | &nbsp;&nbsp;&nbsp;&nbsp; 213 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;VAALCO Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48003 | &nbsp;&nbsp;&nbsp;&nbsp; 210 |
|  | &nbsp;&nbsp;&nbsp;Civitas Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3794 | &nbsp;&nbsp;&nbsp;&nbsp; 174 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **45237** |
| **Financials (7.8%)** | **Financials (7.8%)** | **Financials (7.8%)** | **Financials (7.8%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;219878 | &nbsp;&nbsp;&nbsp;&nbsp; 22612 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Remitly Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;565303 | &nbsp;&nbsp;&nbsp;&nbsp; 12759 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;212765 | &nbsp;&nbsp;&nbsp;&nbsp; 10036 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Toast Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;168587 | &nbsp;&nbsp;&nbsp;&nbsp; 6145 |
|  | &nbsp;&nbsp;&nbsp;WisdomTree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;566073 | &nbsp;&nbsp;&nbsp;&nbsp; 5944 |
|  | &nbsp;&nbsp;&nbsp;First American Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;93736 | &nbsp;&nbsp;&nbsp;&nbsp; 5853 |
|  | &nbsp;&nbsp;&nbsp;Piper Sandler Cos. | &nbsp;&nbsp;&nbsp;&nbsp;19251 | &nbsp;&nbsp;&nbsp;&nbsp; 5774 |
|  | &nbsp;&nbsp;&nbsp;Virtus Investment Partners Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19130 | &nbsp;&nbsp;&nbsp;&nbsp; 4220 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;NMI Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107505 | &nbsp;&nbsp;&nbsp;&nbsp; 3952 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SoFi Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;252961 | &nbsp;&nbsp;&nbsp;&nbsp; 3896 |
|  | &nbsp;&nbsp;&nbsp;Mercury General Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57939 | &nbsp;&nbsp;&nbsp;&nbsp; 3852 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Palomar Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31541 | &nbsp;&nbsp;&nbsp;&nbsp; 3330 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Skyward Specialty Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62250 | &nbsp;&nbsp;&nbsp;&nbsp; 3146 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mr. Cooper Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30220 | &nbsp;&nbsp;&nbsp;&nbsp; 2901 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;International Money Express Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134075 | &nbsp;&nbsp;&nbsp;&nbsp; 2793 |
|  | &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;71100 | &nbsp;&nbsp;&nbsp;&nbsp; 2599 |
|  | &nbsp;&nbsp;&nbsp;Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7033 | &nbsp;&nbsp;&nbsp;&nbsp; 2549 |
|  | &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9838 | &nbsp;&nbsp;&nbsp;&nbsp; 2224 |
|  | &nbsp;&nbsp;&nbsp;Federated Hermes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47131 | &nbsp;&nbsp;&nbsp;&nbsp; 1937 |
|  | &nbsp;&nbsp;&nbsp;Westamerica BanCorp | &nbsp;&nbsp;&nbsp;&nbsp;32174 | &nbsp;&nbsp;&nbsp;&nbsp; 1688 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17603 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 |
|  | &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62156 | &nbsp;&nbsp;&nbsp;&nbsp; 1309 |
|  | &nbsp;&nbsp;&nbsp;PROG Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30891 | &nbsp;&nbsp;&nbsp;&nbsp; 1305 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Payoneer Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;128182 | &nbsp;&nbsp;&nbsp;&nbsp; 1287 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;StoneCo. Ltd. Class A | &nbsp;&nbsp;&nbsp;&nbsp;154429 | &nbsp;&nbsp;&nbsp;&nbsp; 1231 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Flywire Corp. | &nbsp;&nbsp;&nbsp;&nbsp;51781 | &nbsp;&nbsp;&nbsp;&nbsp; 1068 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hamilton Insurance Group Ltd. Class B | &nbsp;&nbsp;&nbsp;&nbsp;46745 | &nbsp;&nbsp;&nbsp;&nbsp; 890 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Coastal Insurance Corp. Class C | &nbsp;&nbsp;&nbsp;&nbsp;63154 | &nbsp;&nbsp;&nbsp;&nbsp; 850 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Upstart Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11899 | &nbsp;&nbsp;&nbsp;&nbsp; 733 |
|  | &nbsp;&nbsp;&nbsp;Diamond Hill Investment Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713 | &nbsp;&nbsp;&nbsp;&nbsp; 576 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Marqeta Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;83499 | &nbsp;&nbsp;&nbsp;&nbsp; 316 |
|  | &nbsp;&nbsp;&nbsp;Brightsphere Investment Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7803 | &nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AvidXchange Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;19467 | &nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LendingTree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4505 | &nbsp;&nbsp;&nbsp;&nbsp; 175 |
|  | &nbsp;&nbsp;&nbsp;Fidelis Insurance Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8754 | &nbsp;&nbsp;&nbsp;&nbsp; 159 |
|  | &nbsp;&nbsp;&nbsp;Popular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 | &nbsp;&nbsp;&nbsp;&nbsp; 155 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **120050** |
| **Health Care (24.2%)** | **Health Care (24.2%)** | **Health Care (24.2%)** | **Health Care (24.2%)** |
|  | &nbsp;&nbsp;&nbsp;STERIS plc | &nbsp;&nbsp;&nbsp;&nbsp;87918 | &nbsp;&nbsp;&nbsp;&nbsp; 18072 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;170777 | &nbsp;&nbsp;&nbsp;&nbsp; 16518 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Doximity Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;304490 | &nbsp;&nbsp;&nbsp;&nbsp; 16257 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cooper Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;159844 | &nbsp;&nbsp;&nbsp;&nbsp; 14694 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Waystar Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;393032 | &nbsp;&nbsp;&nbsp;&nbsp; 14424 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Veracyte Inc. | &nbsp;&nbsp;&nbsp;&nbsp;353766 | &nbsp;&nbsp;&nbsp;&nbsp; 14009 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;256874 | &nbsp;&nbsp;&nbsp;&nbsp; 12281 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc. | &nbsp;&nbsp;&nbsp;&nbsp;317391 | &nbsp;&nbsp;&nbsp;&nbsp; 11432 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;HealthEquity Inc. | &nbsp;&nbsp;&nbsp;&nbsp;99157 | &nbsp;&nbsp;&nbsp;&nbsp; 9514 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;QuidelOrtho Corp. | &nbsp;&nbsp;&nbsp;&nbsp;200250 | &nbsp;&nbsp;&nbsp;&nbsp; 8921 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Madrigal Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26991 | &nbsp;&nbsp;&nbsp;&nbsp; 8329 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Certara Inc. | &nbsp;&nbsp;&nbsp;&nbsp;721802 | &nbsp;&nbsp;&nbsp;&nbsp; 7687 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Natera Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48166 | &nbsp;&nbsp;&nbsp;&nbsp; 7625 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;52580 | &nbsp;&nbsp;&nbsp;&nbsp; 7177 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Exelixis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;213657 | &nbsp;&nbsp;&nbsp;&nbsp; 7115 |
|  | &nbsp;&nbsp;&nbsp;Bio-Techne Corp. | &nbsp;&nbsp;&nbsp;&nbsp;95100 | &nbsp;&nbsp;&nbsp;&nbsp; 6850 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Globus Medical Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;81494 | &nbsp;&nbsp;&nbsp;&nbsp; 6740 |
|  | &nbsp;&nbsp;&nbsp;Teleflex Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37620 | &nbsp;&nbsp;&nbsp;&nbsp; 6696 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sotera Health Co. | &nbsp;&nbsp;&nbsp;&nbsp;458632 | &nbsp;&nbsp;&nbsp;&nbsp; 6274 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Omnicell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134918 | &nbsp;&nbsp;&nbsp;&nbsp; 6007 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arvinas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;283195 | &nbsp;&nbsp;&nbsp;&nbsp; 5429 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;152686 | &nbsp;&nbsp;&nbsp;&nbsp; 5338 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axogen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;321636 | &nbsp;&nbsp;&nbsp;&nbsp; 5301 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41927 | &nbsp;&nbsp;&nbsp;&nbsp; 5098 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Medpace Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14424 | &nbsp;&nbsp;&nbsp;&nbsp; 4792 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;127658 | &nbsp;&nbsp;&nbsp;&nbsp; 4612 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;124903 | &nbsp;&nbsp;&nbsp;&nbsp; 4104 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Exact Sciences Corp. | &nbsp;&nbsp;&nbsp;&nbsp;72353 | &nbsp;&nbsp;&nbsp;&nbsp; 4066 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89209 | &nbsp;&nbsp;&nbsp;&nbsp; 4027 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc. | &nbsp;&nbsp;&nbsp;&nbsp;92881 | &nbsp;&nbsp;&nbsp;&nbsp; 3908 |
|  | &nbsp;&nbsp;&nbsp;HealthStream Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120922 | &nbsp;&nbsp;&nbsp;&nbsp; 3845 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Legend Biotech Corp. ADR | &nbsp;&nbsp;&nbsp;&nbsp;115353 | &nbsp;&nbsp;&nbsp;&nbsp; 3754 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Insmed Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53557 | &nbsp;&nbsp;&nbsp;&nbsp; 3698 |
|  | &nbsp;&nbsp;&nbsp;CONMED Corp. | &nbsp;&nbsp;&nbsp;&nbsp;52844 | &nbsp;&nbsp;&nbsp;&nbsp; 3617 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;466215 | &nbsp;&nbsp;&nbsp;&nbsp; 3506 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27229 | &nbsp;&nbsp;&nbsp;&nbsp; 3437 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ADMA Biologics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;191332 | &nbsp;&nbsp;&nbsp;&nbsp; 3281 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16612 | &nbsp;&nbsp;&nbsp;&nbsp; 3264 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Blueprint Medicines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;37209 | &nbsp;&nbsp;&nbsp;&nbsp; 3245 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Align Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14733 | &nbsp;&nbsp;&nbsp;&nbsp; 3072 |
|  | &nbsp;&nbsp;&nbsp;iRadimed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;53571 | &nbsp;&nbsp;&nbsp;&nbsp; 2946 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Option Care Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;126460 | &nbsp;&nbsp;&nbsp;&nbsp; 2934 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Veeva Systems Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;13567 | &nbsp;&nbsp;&nbsp;&nbsp; 2852 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LivaNova plc | &nbsp;&nbsp;&nbsp;&nbsp;60809 | &nbsp;&nbsp;&nbsp;&nbsp; 2816 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Novocure Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;81908 | &nbsp;&nbsp;&nbsp;&nbsp; 2441 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12516 | &nbsp;&nbsp;&nbsp;&nbsp; 2320 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Addus HomeCare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18091 | &nbsp;&nbsp;&nbsp;&nbsp; 2268 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dyne Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;84754 | &nbsp;&nbsp;&nbsp;&nbsp; 1997 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;107533 | &nbsp;&nbsp;&nbsp;&nbsp; 1973 |
|  | &nbsp;&nbsp;&nbsp;Chemed Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp; 1960 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;TransMedics Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30537 | &nbsp;&nbsp;&nbsp;&nbsp; 1904 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22464 | &nbsp;&nbsp;&nbsp;&nbsp; 1876 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Penumbra Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp; 1804 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nevro Corp. | &nbsp;&nbsp;&nbsp;&nbsp;480203 | &nbsp;&nbsp;&nbsp;&nbsp; 1786 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arcus Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;119758 | &nbsp;&nbsp;&nbsp;&nbsp; 1783 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pennant Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;66729 | &nbsp;&nbsp;&nbsp;&nbsp; 1770 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hims & Hers Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71149 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nuvalent Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;19476 | &nbsp;&nbsp;&nbsp;&nbsp; 1525 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals plc | &nbsp;&nbsp;&nbsp;&nbsp;11850 | &nbsp;&nbsp;&nbsp;&nbsp; 1459 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;253365 | &nbsp;&nbsp;&nbsp;&nbsp; 1457 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;83184 | &nbsp;&nbsp;&nbsp;&nbsp; 1449 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AdaptHealth Corp. | &nbsp;&nbsp;&nbsp;&nbsp;150492 | &nbsp;&nbsp;&nbsp;&nbsp; 1433 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bioventus Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;127982 | &nbsp;&nbsp;&nbsp;&nbsp; 1344 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;300020 | &nbsp;&nbsp;&nbsp;&nbsp; 1329 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CareDx Inc. | &nbsp;&nbsp;&nbsp;&nbsp;56770 | &nbsp;&nbsp;&nbsp;&nbsp; 1215 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;RxSight Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34284 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aclaris Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;470223 | &nbsp;&nbsp;&nbsp;&nbsp; 1166 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fulcrum Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;234551 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 |
|  | &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11165 | &nbsp;&nbsp;&nbsp;&nbsp; 1029 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;UFP Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870 | &nbsp;&nbsp;&nbsp;&nbsp; 946 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Community Health Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;310188 | &nbsp;&nbsp;&nbsp;&nbsp; 927 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;STAAR Surgical Co. | &nbsp;&nbsp;&nbsp;&nbsp;37216 | &nbsp;&nbsp;&nbsp;&nbsp; 904 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Avidity Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30596 | &nbsp;&nbsp;&nbsp;&nbsp; 890 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Talkspace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;270480 | &nbsp;&nbsp;&nbsp;&nbsp; 836 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Phreesia Inc. | &nbsp;&nbsp;&nbsp;&nbsp;31891 | &nbsp;&nbsp;&nbsp;&nbsp; 802 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44931 | &nbsp;&nbsp;&nbsp;&nbsp; 756 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;43805 | &nbsp;&nbsp;&nbsp;&nbsp; 750 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;35760 | &nbsp;&nbsp;&nbsp;&nbsp; 746 |
|  | &nbsp;&nbsp;&nbsp;Mesa Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5405 | &nbsp;&nbsp;&nbsp;&nbsp; 713 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vir Biotechnology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;96167 | &nbsp;&nbsp;&nbsp;&nbsp; 706 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viridian Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36450 | &nbsp;&nbsp;&nbsp;&nbsp; 699 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7642 | &nbsp;&nbsp;&nbsp;&nbsp; 684 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viking Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16961 | &nbsp;&nbsp;&nbsp;&nbsp; 683 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Guardant Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21845 | &nbsp;&nbsp;&nbsp;&nbsp; 667 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Joint Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61701 | &nbsp;&nbsp;&nbsp;&nbsp; 656 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Crinetics Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11986 | &nbsp;&nbsp;&nbsp;&nbsp; 613 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34917 | &nbsp;&nbsp;&nbsp;&nbsp; 593 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alector Inc. | &nbsp;&nbsp;&nbsp;&nbsp;313271 | &nbsp;&nbsp;&nbsp;&nbsp; 592 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MacroGenics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;181188 | &nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sage Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;108525 | &nbsp;&nbsp;&nbsp;&nbsp; 589 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18307 | &nbsp;&nbsp;&nbsp;&nbsp; 584 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;408394 | &nbsp;&nbsp;&nbsp;&nbsp; 584 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Aerovate Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;213894 | &nbsp;&nbsp;&nbsp;&nbsp; 567 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;Agenus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;196818 | &nbsp;&nbsp;&nbsp;&nbsp; 539 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910 | &nbsp;&nbsp;&nbsp;&nbsp; 537 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Vaxcyte Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6392 | &nbsp;&nbsp;&nbsp;&nbsp; 523 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Edgewise Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18945 | &nbsp;&nbsp;&nbsp;&nbsp; 506 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alkermes plc | &nbsp;&nbsp;&nbsp;&nbsp;17568 | &nbsp;&nbsp;&nbsp;&nbsp; 505 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DaVita Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3344 | &nbsp;&nbsp;&nbsp;&nbsp; 500 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Castle Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18199 | &nbsp;&nbsp;&nbsp;&nbsp; 485 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Prothena Corp. plc | &nbsp;&nbsp;&nbsp;&nbsp;34410 | &nbsp;&nbsp;&nbsp;&nbsp; 477 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bridgebio Pharma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16896 | &nbsp;&nbsp;&nbsp;&nbsp; 464 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Coherus Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;335714 | &nbsp;&nbsp;&nbsp;&nbsp; 463 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24290 | &nbsp;&nbsp;&nbsp;&nbsp; 458 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AnaptysBio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;33271 | &nbsp;&nbsp;&nbsp;&nbsp; 441 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;HilleVax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;209639 | &nbsp;&nbsp;&nbsp;&nbsp; 434 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71148 | &nbsp;&nbsp;&nbsp;&nbsp; 396 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fate Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;237600 | &nbsp;&nbsp;&nbsp;&nbsp; 392 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Codexis Inc. | &nbsp;&nbsp;&nbsp;&nbsp;81971 | &nbsp;&nbsp;&nbsp;&nbsp; 391 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Adaptive Biotechnologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65053 | &nbsp;&nbsp;&nbsp;&nbsp; 390 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Novavax Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47340 | &nbsp;&nbsp;&nbsp;&nbsp; 381 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;10X Genomics Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;26268 | &nbsp;&nbsp;&nbsp;&nbsp; 377 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ardelyx Inc. | &nbsp;&nbsp;&nbsp;&nbsp;72225 | &nbsp;&nbsp;&nbsp;&nbsp; 366 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CorVel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2952 | &nbsp;&nbsp;&nbsp;&nbsp; 328 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rapt Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;200407 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Black Diamond Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;147902 | &nbsp;&nbsp;&nbsp;&nbsp; 317 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SI-BONE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21381 | &nbsp;&nbsp;&nbsp;&nbsp; 300 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Twist Bioscience Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6328 | &nbsp;&nbsp;&nbsp;&nbsp; 294 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;REVOLUTION Medicines Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5879 | &nbsp;&nbsp;&nbsp;&nbsp; 257 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viemed Healthcare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30981 | &nbsp;&nbsp;&nbsp;&nbsp; 248 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Karyopharm Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;363707 | &nbsp;&nbsp;&nbsp;&nbsp; 246 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Organogenesis Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;76370 | &nbsp;&nbsp;&nbsp;&nbsp; 244 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CytomX Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;235814 | &nbsp;&nbsp;&nbsp;&nbsp; 243 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Iovance Biotherapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32869 | &nbsp;&nbsp;&nbsp;&nbsp; 243 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Foghorn Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;45268 | &nbsp;&nbsp;&nbsp;&nbsp; 214 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ALX Oncology Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;122837 | &nbsp;&nbsp;&nbsp;&nbsp; 205 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Amylyx Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49713 | &nbsp;&nbsp;&nbsp;&nbsp; 188 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Puma Biotechnology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60024 | &nbsp;&nbsp;&nbsp;&nbsp; 183 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ADC Therapeutics SA | &nbsp;&nbsp;&nbsp;&nbsp;89733 | &nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Bruker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2968 | &nbsp;&nbsp;&nbsp;&nbsp; 174 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15476 | &nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &nbsp;&nbsp;&nbsp;Encompass Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694 | &nbsp;&nbsp;&nbsp;&nbsp; 156 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kymera Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3207 | &nbsp;&nbsp;&nbsp;&nbsp; 129 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Biohaven Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 | &nbsp;&nbsp;&nbsp;&nbsp; 109 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cabaletta Bio Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47786 | &nbsp;&nbsp;&nbsp;&nbsp; 108 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Solid Biosciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26150 | &nbsp;&nbsp;&nbsp;&nbsp; 105 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Voyager Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17869 | &nbsp;&nbsp;&nbsp;&nbsp; 101 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mei Pharma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;36960 | &nbsp;&nbsp;&nbsp;&nbsp; 91 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Shattuck Labs Inc. | &nbsp;&nbsp;&nbsp;&nbsp;70545 | &nbsp;&nbsp;&nbsp;&nbsp; 85 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Verrica Pharmaceuticals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;119252 | &nbsp;&nbsp;&nbsp;&nbsp; 84 |
| <sup>\*,1,2</sup> | &nbsp;&nbsp;&nbsp;Cartesian Therapeutics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;414811 | &nbsp;&nbsp;&nbsp;&nbsp; 75 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Affimed NV | &nbsp;&nbsp;&nbsp;&nbsp;53893 | &nbsp;&nbsp;&nbsp;&nbsp; 64 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Precision BioSciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15405 | &nbsp;&nbsp;&nbsp;&nbsp; 59 |
| <sup>\*,3</sup> | &nbsp;&nbsp;&nbsp;Scilex Holding Co. (Acquired 1/6/23, Cost $1,125) | &nbsp;&nbsp;&nbsp;&nbsp;107359 | &nbsp;&nbsp;&nbsp;&nbsp; 41 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Corbus Pharmaceuticals Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504 | &nbsp;&nbsp;&nbsp;&nbsp; 30 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **372542** |
| **Industrials (21.5%)** | **Industrials (21.5%)** | **Industrials (21.5%)** | **Industrials (21.5%)** |
|  | &nbsp;&nbsp;&nbsp;RB Global Inc. (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;296050 | &nbsp;&nbsp;&nbsp;&nbsp; 26707 |
|  | &nbsp;&nbsp;&nbsp;Alight Inc. Class A | 2797726 | &nbsp;&nbsp;&nbsp;&nbsp; 19360 |
|  | &nbsp;&nbsp;&nbsp;Sensata Technologies Holding plc | &nbsp;&nbsp;&nbsp;&nbsp;544745 | &nbsp;&nbsp;&nbsp;&nbsp; 14926 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Generac Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;95296 | &nbsp;&nbsp;&nbsp;&nbsp; 14776 |
|  | &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;54833 | &nbsp;&nbsp;&nbsp;&nbsp; 13131 |
|  | &nbsp;&nbsp;&nbsp;Federal Signal Corp. | &nbsp;&nbsp;&nbsp;&nbsp;113817 | &nbsp;&nbsp;&nbsp;&nbsp; 10516 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACV Auctions Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;482316 | &nbsp;&nbsp;&nbsp;&nbsp; 10418 |
|  | &nbsp;&nbsp;&nbsp;Toro Co. | &nbsp;&nbsp;&nbsp;&nbsp;126320 | &nbsp;&nbsp;&nbsp;&nbsp; 10118 |
|  | &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27677 | &nbsp;&nbsp;&nbsp;&nbsp; 9822 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kirby Corp. | &nbsp;&nbsp;&nbsp;&nbsp;87704 | &nbsp;&nbsp;&nbsp;&nbsp; 9279 |
|  | &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21175 | &nbsp;&nbsp;&nbsp;&nbsp; 8980 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Middleby Corp. | &nbsp;&nbsp;&nbsp;&nbsp;64907 | &nbsp;&nbsp;&nbsp;&nbsp; 8792 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cimpress plc | &nbsp;&nbsp;&nbsp;&nbsp;117464 | &nbsp;&nbsp;&nbsp;&nbsp; 8425 |
|  | &nbsp;&nbsp;&nbsp;John Bean Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;65566 | &nbsp;&nbsp;&nbsp;&nbsp; 8333 |
|  | &nbsp;&nbsp;&nbsp;EMCOR Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16385 | &nbsp;&nbsp;&nbsp;&nbsp; 7437 |
|  | &nbsp;&nbsp;&nbsp;Primoris Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;79707 | &nbsp;&nbsp;&nbsp;&nbsp; 6090 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;XPO Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44148 | &nbsp;&nbsp;&nbsp;&nbsp; 5790 |
|  | &nbsp;&nbsp;&nbsp;GFL Environmental Inc. (XTSE) | &nbsp;&nbsp;&nbsp;&nbsp;123742 | &nbsp;&nbsp;&nbsp;&nbsp; 5512 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Core & Main Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;107078 | &nbsp;&nbsp;&nbsp;&nbsp; 5451 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Griffon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;71185 | &nbsp;&nbsp;&nbsp;&nbsp; 5073 |
|  | &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41666 | &nbsp;&nbsp;&nbsp;&nbsp; 4502 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AZEK Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;91946 | &nbsp;&nbsp;&nbsp;&nbsp; 4365 |
|  | &nbsp;&nbsp;&nbsp;UFP Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38571 | &nbsp;&nbsp;&nbsp;&nbsp; 4345 |
|  | &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;60497 | &nbsp;&nbsp;&nbsp;&nbsp; 4320 |
|  | &nbsp;&nbsp;&nbsp;TriNet Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44981 | &nbsp;&nbsp;&nbsp;&nbsp; 4083 |
|  | &nbsp;&nbsp;&nbsp;Vertiv Holdings Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35502 | &nbsp;&nbsp;&nbsp;&nbsp; 4033 |
|  | &nbsp;&nbsp;&nbsp;Interface Inc. | &nbsp;&nbsp;&nbsp;&nbsp;158701 | &nbsp;&nbsp;&nbsp;&nbsp; 3864 |
|  | &nbsp;&nbsp;&nbsp;Heartland Express Inc. | &nbsp;&nbsp;&nbsp;&nbsp;340464 | &nbsp;&nbsp;&nbsp;&nbsp; 3820 |
|  | &nbsp;&nbsp;&nbsp;EnerSys | &nbsp;&nbsp;&nbsp;&nbsp;37682 | &nbsp;&nbsp;&nbsp;&nbsp; 3483 |
|  | &nbsp;&nbsp;&nbsp;Matson Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25580 | &nbsp;&nbsp;&nbsp;&nbsp; 3449 |
|  | &nbsp;&nbsp;&nbsp;Maximus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;41925 | &nbsp;&nbsp;&nbsp;&nbsp; 3130 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18318 | &nbsp;&nbsp;&nbsp;&nbsp; 3086 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Legalzoom.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;398720 | &nbsp;&nbsp;&nbsp;&nbsp; 2994 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Lyft Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;214120 | &nbsp;&nbsp;&nbsp;&nbsp; 2762 |
|  | &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23237 | &nbsp;&nbsp;&nbsp;&nbsp; 2686 |
|  | &nbsp;&nbsp;&nbsp;BWX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23768 | &nbsp;&nbsp;&nbsp;&nbsp; 2648 |
|  | &nbsp;&nbsp;&nbsp;Lennox International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4312 | &nbsp;&nbsp;&nbsp;&nbsp; 2627 |
|  | &nbsp;&nbsp;&nbsp;Costamare Inc. | &nbsp;&nbsp;&nbsp;&nbsp;199011 | &nbsp;&nbsp;&nbsp;&nbsp; 2557 |
|  | &nbsp;&nbsp;&nbsp;Pitney Bowes Inc. | &nbsp;&nbsp;&nbsp;&nbsp;349674 | &nbsp;&nbsp;&nbsp;&nbsp; 2532 |
|  | &nbsp;&nbsp;&nbsp;Herc Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12837 | &nbsp;&nbsp;&nbsp;&nbsp; 2430 |
|  | &nbsp;&nbsp;&nbsp;Trinity Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;63449 | &nbsp;&nbsp;&nbsp;&nbsp; 2227 |
|  | &nbsp;&nbsp;&nbsp;Mueller Water Products Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;95439 | &nbsp;&nbsp;&nbsp;&nbsp; 2147 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Standardaero Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79895 | &nbsp;&nbsp;&nbsp;&nbsp; 1978 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;GMS Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23005 | &nbsp;&nbsp;&nbsp;&nbsp; 1952 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15443 | &nbsp;&nbsp;&nbsp;&nbsp; 1919 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Beacon Roofing Supply Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18753 | &nbsp;&nbsp;&nbsp;&nbsp; 1905 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Liquidity Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58790 | &nbsp;&nbsp;&nbsp;&nbsp; 1898 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;American Woodmark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23539 | &nbsp;&nbsp;&nbsp;&nbsp; 1872 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SPX Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12454 | &nbsp;&nbsp;&nbsp;&nbsp; 1812 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MRC Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;129920 | &nbsp;&nbsp;&nbsp;&nbsp; 1660 |
|  | &nbsp;&nbsp;&nbsp;Barrett Business Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;38054 | &nbsp;&nbsp;&nbsp;&nbsp; 1653 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Franklin Covey Co. | &nbsp;&nbsp;&nbsp;&nbsp;42667 | &nbsp;&nbsp;&nbsp;&nbsp; 1603 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gibraltar Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26119 | &nbsp;&nbsp;&nbsp;&nbsp; 1538 |
|  | &nbsp;&nbsp;&nbsp;H&E Equipment Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30456 | &nbsp;&nbsp;&nbsp;&nbsp; 1491 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Paylocity Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7425 | &nbsp;&nbsp;&nbsp;&nbsp; 1481 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Blue Bird Corp. | &nbsp;&nbsp;&nbsp;&nbsp;36984 | &nbsp;&nbsp;&nbsp;&nbsp; 1429 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DXP Enterprises Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16703 | &nbsp;&nbsp;&nbsp;&nbsp; 1380 |
|  | &nbsp;&nbsp;&nbsp;MSA Safety Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8283 | &nbsp;&nbsp;&nbsp;&nbsp; 1373 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sun Country Airlines Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;89401 | &nbsp;&nbsp;&nbsp;&nbsp; 1303 |
|  | &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29314 | &nbsp;&nbsp;&nbsp;&nbsp; 1299 |
|  | &nbsp;&nbsp;&nbsp;Enerpac Tool Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30081 | &nbsp;&nbsp;&nbsp;&nbsp; 1236 |
|  | &nbsp;&nbsp;&nbsp;Aris Water Solutions Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;49319 | &nbsp;&nbsp;&nbsp;&nbsp; 1181 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IES Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5868 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Graham Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25530 | &nbsp;&nbsp;&nbsp;&nbsp; 1135 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Leonardo DRS Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27426 | &nbsp;&nbsp;&nbsp;&nbsp; 886 |
|  | &nbsp;&nbsp;&nbsp;Argan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6438 | &nbsp;&nbsp;&nbsp;&nbsp; 882 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Joby Aviation Inc. | &nbsp;&nbsp;&nbsp;&nbsp;106215 | &nbsp;&nbsp;&nbsp;&nbsp; 864 |
|  | &nbsp;&nbsp;&nbsp;Atkore Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9984 | &nbsp;&nbsp;&nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;Marten Transport Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;53367 | &nbsp;&nbsp;&nbsp;&nbsp; 833 |
|  | &nbsp;&nbsp;&nbsp;FTAI Aviation Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5749 | &nbsp;&nbsp;&nbsp;&nbsp; 828 |
|  | &nbsp;&nbsp;&nbsp;Franklin Electric Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7413 | &nbsp;&nbsp;&nbsp;&nbsp; 722 |
|  | &nbsp;&nbsp;&nbsp;Genpact Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;16612 | &nbsp;&nbsp;&nbsp;&nbsp; 714 |
|  | &nbsp;&nbsp;&nbsp;Powell Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3201 | &nbsp;&nbsp;&nbsp;&nbsp; 710 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fluor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13935 | &nbsp;&nbsp;&nbsp;&nbsp; 687 |
|  | &nbsp;&nbsp;&nbsp;Miller Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10331 | &nbsp;&nbsp;&nbsp;&nbsp; 675 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Byrna Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22661 | &nbsp;&nbsp;&nbsp;&nbsp; 653 |
|  | &nbsp;&nbsp;&nbsp;Gorman-Rupp Co. | &nbsp;&nbsp;&nbsp;&nbsp;17155 | &nbsp;&nbsp;&nbsp;&nbsp; 651 |
|  | &nbsp;&nbsp;&nbsp;McGrath RentCorp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5006 | &nbsp;&nbsp;&nbsp;&nbsp; 560 |
|  | &nbsp;&nbsp;&nbsp;REV Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17345 | &nbsp;&nbsp;&nbsp;&nbsp; 553 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;RXO Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22799 | &nbsp;&nbsp;&nbsp;&nbsp; 544 |
|  | &nbsp;&nbsp;&nbsp;CRA International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 | &nbsp;&nbsp;&nbsp;&nbsp; 525 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Innodata Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13023 | &nbsp;&nbsp;&nbsp;&nbsp; 515 |
|  | &nbsp;&nbsp;&nbsp;Landstar System Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp; 473 |
|  | &nbsp;&nbsp;&nbsp;Preformed Line Products Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3384 | &nbsp;&nbsp;&nbsp;&nbsp; 432 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Hillman Solutions Corp. | &nbsp;&nbsp;&nbsp;&nbsp;32282 | &nbsp;&nbsp;&nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;Boise Cascade Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2574 | &nbsp;&nbsp;&nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Allient Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12014 | &nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Armstrong World Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp; 242 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IBEX Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8686 | &nbsp;&nbsp;&nbsp;&nbsp; 187 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;ArcBest Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 | &nbsp;&nbsp;&nbsp;&nbsp; 182 |
|  | &nbsp;&nbsp;&nbsp;Watts Water Technologies Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 | &nbsp;&nbsp;&nbsp;&nbsp; 157 |
|  | &nbsp;&nbsp;&nbsp;Virco Mfg. Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14892 | &nbsp;&nbsp;&nbsp;&nbsp; 153 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Energy Recovery Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9841 | &nbsp;&nbsp;&nbsp;&nbsp; 145 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wheels Up Experience Inc. | &nbsp;&nbsp;&nbsp;&nbsp;79811 | &nbsp;&nbsp;&nbsp;&nbsp; 132 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Mayville Engineering Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6942 | &nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **331062** |
| **Information Technology (20.1%)** | **Information Technology (20.1%)** | **Information Technology (20.1%)** | **Information Technology (20.1%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Trimble Inc. | &nbsp;&nbsp;&nbsp;&nbsp;317857 | &nbsp;&nbsp;&nbsp;&nbsp; 22460 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Smartsheet Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;357498 | &nbsp;&nbsp;&nbsp;&nbsp; 20031 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dynatrace Inc. | &nbsp;&nbsp;&nbsp;&nbsp;343863 | &nbsp;&nbsp;&nbsp;&nbsp; 18689 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Okta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;223277 | &nbsp;&nbsp;&nbsp;&nbsp; 17594 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc. | &nbsp;&nbsp;&nbsp;&nbsp;363803 | &nbsp;&nbsp;&nbsp;&nbsp; 15611 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Blackbaud Inc. | &nbsp;&nbsp;&nbsp;&nbsp;147897 | &nbsp;&nbsp;&nbsp;&nbsp; 10933 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Tenable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;259325 | &nbsp;&nbsp;&nbsp;&nbsp; 10212 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Manhattan Associates Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34683 | &nbsp;&nbsp;&nbsp;&nbsp; 9373 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;nCino Inc. | &nbsp;&nbsp;&nbsp;&nbsp;276522 | &nbsp;&nbsp;&nbsp;&nbsp; 9286 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Elastic NV | &nbsp;&nbsp;&nbsp;&nbsp;90920 | &nbsp;&nbsp;&nbsp;&nbsp; 9008 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Pure Storage Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;138721 | &nbsp;&nbsp;&nbsp;&nbsp; 8522 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ON Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;107678 | &nbsp;&nbsp;&nbsp;&nbsp; 6789 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CommVault Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;40536 | &nbsp;&nbsp;&nbsp;&nbsp; 6117 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sprout Social Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;194967 | &nbsp;&nbsp;&nbsp;&nbsp; 5987 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Dropbox Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;186952 | &nbsp;&nbsp;&nbsp;&nbsp; 5616 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;RingCentral Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;137989 | &nbsp;&nbsp;&nbsp;&nbsp; 4831 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Wix.com Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;22453 | &nbsp;&nbsp;&nbsp;&nbsp; 4817 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Extreme Networks Inc. | &nbsp;&nbsp;&nbsp;&nbsp;274601 | &nbsp;&nbsp;&nbsp;&nbsp; 4597 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Olo Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;515853 | &nbsp;&nbsp;&nbsp;&nbsp; 3962 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;155142 | &nbsp;&nbsp;&nbsp;&nbsp; 3702 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;N-able Inc. | &nbsp;&nbsp;&nbsp;&nbsp;396229 | &nbsp;&nbsp;&nbsp;&nbsp; 3701 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Procore Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;48579 | &nbsp;&nbsp;&nbsp;&nbsp; 3640 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Semtech Corp. | &nbsp;&nbsp;&nbsp;&nbsp;58529 | &nbsp;&nbsp;&nbsp;&nbsp; 3620 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;8x8 Inc. | 1327880 | &nbsp;&nbsp;&nbsp;&nbsp; 3545 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alkami Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94607 | &nbsp;&nbsp;&nbsp;&nbsp; 3470 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Appfolio Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;12547 | &nbsp;&nbsp;&nbsp;&nbsp; 3096 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;OneSpan Inc. | &nbsp;&nbsp;&nbsp;&nbsp;166283 | &nbsp;&nbsp;&nbsp;&nbsp; 3083 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Fabrinet | &nbsp;&nbsp;&nbsp;&nbsp;12936 | &nbsp;&nbsp;&nbsp;&nbsp; 2844 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Teradata Corp. | &nbsp;&nbsp;&nbsp;&nbsp;88808 | &nbsp;&nbsp;&nbsp;&nbsp; 2766 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PROS Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120302 | &nbsp;&nbsp;&nbsp;&nbsp; 2642 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Impinj Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18066 | &nbsp;&nbsp;&nbsp;&nbsp; 2624 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Penguin Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;134885 | &nbsp;&nbsp;&nbsp;&nbsp; 2589 |
|  | &nbsp;&nbsp;&nbsp;Pegasystems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;26209 | &nbsp;&nbsp;&nbsp;&nbsp; 2443 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Credo Technology Group Holding Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;35121 | &nbsp;&nbsp;&nbsp;&nbsp; 2361 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Gitlab Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;41801 | &nbsp;&nbsp;&nbsp;&nbsp; 2356 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rapid7 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58127 | &nbsp;&nbsp;&nbsp;&nbsp; 2339 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;DigitalOcean Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68318 | &nbsp;&nbsp;&nbsp;&nbsp; 2328 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACI Worldwide Inc. | &nbsp;&nbsp;&nbsp;&nbsp;42678 | &nbsp;&nbsp;&nbsp;&nbsp; 2215 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;AppLovin Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6841 | &nbsp;&nbsp;&nbsp;&nbsp; 2215 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Domo Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;299235 | &nbsp;&nbsp;&nbsp;&nbsp; 2119 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Confluent Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;72736 | &nbsp;&nbsp;&nbsp;&nbsp; 2034 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;53085 | &nbsp;&nbsp;&nbsp;&nbsp; 1908 |
|  | &nbsp;&nbsp;&nbsp;Jabil Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12939 | &nbsp;&nbsp;&nbsp;&nbsp; 1862 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MaxLinear Inc. | &nbsp;&nbsp;&nbsp;&nbsp;90867 | &nbsp;&nbsp;&nbsp;&nbsp; 1797 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;FARO Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;69984 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;UiPath Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;135102 | &nbsp;&nbsp;&nbsp;&nbsp; 1717 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Sanmina Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22366 | &nbsp;&nbsp;&nbsp;&nbsp; 1692 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;BigCommerce Holdings Inc. Series 1 | &nbsp;&nbsp;&nbsp;&nbsp;276045 | &nbsp;&nbsp;&nbsp;&nbsp; 1689 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Q2 Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16466 | &nbsp;&nbsp;&nbsp;&nbsp; 1657 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Weave Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;98893 | &nbsp;&nbsp;&nbsp;&nbsp; 1574 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Harmonic Inc. | &nbsp;&nbsp;&nbsp;&nbsp;118079 | &nbsp;&nbsp;&nbsp;&nbsp; 1562 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;FormFactor Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34354 | &nbsp;&nbsp;&nbsp;&nbsp; 1512 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;LiveRamp Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;49780 | &nbsp;&nbsp;&nbsp;&nbsp; 1512 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Braze Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;35968 | &nbsp;&nbsp;&nbsp;&nbsp; 1506 |
|  | &nbsp;&nbsp;&nbsp;Amkor Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58400 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Nutanix Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;22446 | &nbsp;&nbsp;&nbsp;&nbsp; 1373 |
|  | &nbsp;&nbsp;&nbsp;MKS Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12697 | &nbsp;&nbsp;&nbsp;&nbsp; 1325 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arlo Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;118155 | &nbsp;&nbsp;&nbsp;&nbsp; 1322 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;PDF Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;47829 | &nbsp;&nbsp;&nbsp;&nbsp; 1295 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;IonQ Inc. | &nbsp;&nbsp;&nbsp;&nbsp;28884 | &nbsp;&nbsp;&nbsp;&nbsp; 1207 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Zeta Global Holdings Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;66502 | &nbsp;&nbsp;&nbsp;&nbsp; 1196 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Climb Global Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp; 1179 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Itron Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10714 | &nbsp;&nbsp;&nbsp;&nbsp; 1163 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Appian Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;32933 | &nbsp;&nbsp;&nbsp;&nbsp; 1086 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;eGain Corp. | &nbsp;&nbsp;&nbsp;&nbsp;174153 | &nbsp;&nbsp;&nbsp;&nbsp; 1085 |
| <sup>\*,1</sup> | &nbsp;&nbsp;&nbsp;SoundHound AI Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;54235 | &nbsp;&nbsp;&nbsp;&nbsp; 1076 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SkyWater Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;74223 | &nbsp;&nbsp;&nbsp;&nbsp; 1024 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;MARA Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58134 | &nbsp;&nbsp;&nbsp;&nbsp; 975 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Couchbase Inc. | &nbsp;&nbsp;&nbsp;&nbsp;62024 | &nbsp;&nbsp;&nbsp;&nbsp; 967 |
|  | &nbsp;&nbsp;&nbsp;Sapiens International Corp. NV | &nbsp;&nbsp;&nbsp;&nbsp;35807 | &nbsp;&nbsp;&nbsp;&nbsp; 962 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Yext Inc. | &nbsp;&nbsp;&nbsp;&nbsp;137656 | &nbsp;&nbsp;&nbsp;&nbsp; 876 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;SentinelOne Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;38888 | &nbsp;&nbsp;&nbsp;&nbsp; 863 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Five9 Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17815 | &nbsp;&nbsp;&nbsp;&nbsp; 724 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Box Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;20802 | &nbsp;&nbsp;&nbsp;&nbsp; 657 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Rambus Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11976 | &nbsp;&nbsp;&nbsp;&nbsp; 633 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Calix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17462 | &nbsp;&nbsp;&nbsp;&nbsp; 609 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Turtle Beach Corp. | &nbsp;&nbsp;&nbsp;&nbsp;33326 | &nbsp;&nbsp;&nbsp;&nbsp; 577 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;ACM Research Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;37304 | &nbsp;&nbsp;&nbsp;&nbsp; 563 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Backblaze Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;87912 | &nbsp;&nbsp;&nbsp;&nbsp; 529 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axcelis Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7374 | &nbsp;&nbsp;&nbsp;&nbsp; 515 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Daktronics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;30440 | &nbsp;&nbsp;&nbsp;&nbsp; 513 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CPI Card Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15380 | &nbsp;&nbsp;&nbsp;&nbsp; 460 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Blend Labs Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;106524 | &nbsp;&nbsp;&nbsp;&nbsp; 449 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;CEVA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13427 | &nbsp;&nbsp;&nbsp;&nbsp; 424 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9225 | &nbsp;&nbsp;&nbsp;&nbsp; 342 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Terawulf Inc. | &nbsp;&nbsp;&nbsp;&nbsp;55416 | &nbsp;&nbsp;&nbsp;&nbsp; 314 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;inTEST Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35304 | &nbsp;&nbsp;&nbsp;&nbsp; 303 |
|  | &nbsp;&nbsp;&nbsp;Bentley Systems Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6336 | &nbsp;&nbsp;&nbsp;&nbsp; 296 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Kaltura Inc. | &nbsp;&nbsp;&nbsp;&nbsp;130995 | &nbsp;&nbsp;&nbsp;&nbsp; 288 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ichor Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8671 | &nbsp;&nbsp;&nbsp;&nbsp; 279 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Applied Digital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;35751 | &nbsp;&nbsp;&nbsp;&nbsp; 273 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ouster Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21284 | &nbsp;&nbsp;&nbsp;&nbsp; 260 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Bill Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558 | &nbsp;&nbsp;&nbsp;&nbsp; 217 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Ooma Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14103 | &nbsp;&nbsp;&nbsp;&nbsp; 198 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Arteris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18560 | &nbsp;&nbsp;&nbsp;&nbsp; 189 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Viavi Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16688 | &nbsp;&nbsp;&nbsp;&nbsp; 169 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Upland Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp;37477 | &nbsp;&nbsp;&nbsp;&nbsp; 163 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Cipher Mining Inc. | &nbsp;&nbsp;&nbsp;&nbsp;32142 | &nbsp;&nbsp;&nbsp;&nbsp; 149 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Core Scientific Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10178 | &nbsp;&nbsp;&nbsp;&nbsp; 143 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **308640** |
| **Materials (2.0%)** | **Materials (2.0%)** | **Materials (2.0%)** | **Materials (2.0%)** |
|  | &nbsp;&nbsp;&nbsp;Eagle Materials Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18296 | &nbsp;&nbsp;&nbsp;&nbsp; 4515 |
|  | &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;40100 | &nbsp;&nbsp;&nbsp;&nbsp; 4152 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;109759 | &nbsp;&nbsp;&nbsp;&nbsp; 3756 |
|  | &nbsp;&nbsp;&nbsp;Carpenter Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18826 | &nbsp;&nbsp;&nbsp;&nbsp; 3195 |
|  | &nbsp;&nbsp;&nbsp;Innospec Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27307 | &nbsp;&nbsp;&nbsp;&nbsp; 3005 |
|  | &nbsp;&nbsp;&nbsp;United States Lime & Minerals Inc. | &nbsp;&nbsp;&nbsp;&nbsp;22039 | &nbsp;&nbsp;&nbsp;&nbsp; 2925 |
|  | &nbsp;&nbsp;&nbsp;Myers Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;160742 | &nbsp;&nbsp;&nbsp;&nbsp; 1775 |
|  | &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging SA | &nbsp;&nbsp;&nbsp;&nbsp;571291 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 |
|  | &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23660 | &nbsp;&nbsp;&nbsp;&nbsp; 1663 |
|  | &nbsp;&nbsp;&nbsp;Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;47653 | &nbsp;&nbsp;&nbsp;&nbsp; 1612 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Constellium SE | &nbsp;&nbsp;&nbsp;&nbsp;54433 | &nbsp;&nbsp;&nbsp;&nbsp; 559 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Core Molding Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29356 | &nbsp;&nbsp;&nbsp;&nbsp; 486 |
|  | &nbsp;&nbsp;&nbsp;Balchem Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Koppers Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;Orion SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8782 | &nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **29908** |
| **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** | **Real Estate (0.6%)** |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15482 | &nbsp;&nbsp;&nbsp;&nbsp; 3919 |
|  | &nbsp;&nbsp;&nbsp;Armada Hoffler Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;202437 | &nbsp;&nbsp;&nbsp;&nbsp; 2071 |
|  | &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11435 | &nbsp;&nbsp;&nbsp;&nbsp; 1193 |
|  | &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust | &nbsp;&nbsp;&nbsp;&nbsp;23342 | &nbsp;&nbsp;&nbsp;&nbsp; 869 |
| <sup>\*</sup> | &nbsp;&nbsp;&nbsp;Compass Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;132330 | &nbsp;&nbsp;&nbsp;&nbsp; 774 |
|  | &nbsp;&nbsp;&nbsp;Lamar Advertising Co. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2353 | &nbsp;&nbsp;&nbsp;&nbsp; 286 |
|  | &nbsp;&nbsp;&nbsp;Phillips Edison & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7195 | &nbsp;&nbsp;&nbsp;&nbsp; 269 |
|  | &nbsp;&nbsp;&nbsp;RMR Group Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7735 | &nbsp;&nbsp;&nbsp;&nbsp; 160 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **9541** |
| **Utilities (0.4%)** | **Utilities (0.4%)** | **Utilities (0.4%)** | **Utilities (0.4%)** |
|  | &nbsp;&nbsp;&nbsp;NRG Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;68868 | &nbsp;&nbsp;&nbsp;&nbsp; 6213 |

---

------

Small Company Growth Portfolio

---

| | | | |
|:---|:---|:---|:---|
|  |  | Shares | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Unitil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623 | &nbsp;&nbsp;&nbsp;&nbsp; 142 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **6355** |
| **Total Common Stocks (Cost $1,474,792)** | **Total Common Stocks (Cost $1,474,792)** | **Total Common Stocks (Cost $1,474,792)** | &nbsp;&nbsp;&nbsp;&nbsp;**1489704** |
| **Temporary Cash Investments (3.1%)** | **Temporary Cash Investments (3.1%)** | **Temporary Cash Investments (3.1%)** | **Temporary Cash Investments (3.1%)** |
| **Money Market Fund (3.1%)** | **Money Market Fund (3.1%)** | **Money Market Fund (3.1%)** | **Money Market Fund (3.1%)** |
| <sup>4,5</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund, 4.466% **(Cost $48,253)** | &nbsp;&nbsp;&nbsp;&nbsp;482526 | &nbsp;&nbsp;&nbsp;&nbsp; **48253** |
| **Total Investments (100.0%) (Cost $1,523,045)** | **Total Investments (100.0%) (Cost $1,523,045)** | **Total Investments (100.0%) (Cost $1,523,045)** | &nbsp;&nbsp;&nbsp;&nbsp;**1537957** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(667)** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | &nbsp;&nbsp;&nbsp;&nbsp;**1537290** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. | Cost is in $000. |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| \* | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,200,000. |
| 2 | Security value determined using significant unobservable inputs. |
| 3 | Restricted securities totaling $41,000, representing 0.0% of net assets. |
| 4 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 5 | Collateral of $1,738,000 was received for securities on loan. |
|  | ADR—American Depositary Receipt. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short) Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts |  |  |  |  |
| E-mini Russell 2000 Index | March 2025 | 226 | 25423 | &nbsp;&nbsp;(1429) |

---

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

------

Small Company Growth Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value<sup>1</sup> |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $1,474,792) | 1489704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $48,253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48253 |
| Total Investments in Securities | 1537957 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| Cash Collateral Pledged—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
| Variation Margin Receivable—Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| **Total Assets** | **1541160** |
| **Liabilities** |  |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| Collateral for Securities on Loan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1738 |
| Payables to Investment Advisor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3870** |
| **Net Assets** | **1537290** |
| 1 Includes $1,200,000 of securities on loan. |  |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 1426915 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;110375 |
| **Net Assets** | **1537290** |
| **Net Assets** |  |
| **Applicable to 78,807,935 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **1537290** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$19.51** |

---

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

------

Small Company Growth Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Dividends<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;7967 |
| Interest<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3406 |
| Securities Lending—Net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| Total Income | &nbsp;&nbsp;11505 |
| **Expenses** |  |
| Investment Advisory Fees—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Basic Fee | &nbsp;&nbsp;&nbsp;&nbsp;1656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Performance Adjustment | &nbsp;&nbsp;&nbsp;&nbsp;(411) |
| The Vanguard Group—Note C |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;2990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| Shareholders' Reports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;4399 |
| Expenses Paid Indirectly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Net Expenses | &nbsp;&nbsp;&nbsp;&nbsp;4395 |
| **Net Investment Income** | &nbsp;&nbsp;&nbsp;&nbsp;**7110** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>2</sup> | 138922 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;4609 |
| **Realized Net Gain (Loss)** | **143531** |
| **Change in Unrealized Appreciation (Depreciation)** |  |
| Investment Securities<sup>2</sup> | &nbsp;&nbsp;15444 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;(4557) |
| **Change in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp;**10887** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | **161528** |

---

---

| | |
|:---|:---|
| 1 | Dividends are net of foreign withholding taxes of $85,000. |
| 2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $3,274,000, $5,000, and $12,000, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Small Company Growth Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7769 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;143531 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8167 |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236189 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;161528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252125 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8241) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5792) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;142153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115017 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5792 |
| Redeemed | &nbsp;&nbsp;&nbsp;(267498) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(193609) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;(117104) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72800) |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173533 |
| **Net Assets** |  |  |
| **Beginning of Period** | **1501107** | &nbsp;&nbsp;&nbsp;&nbsp;**1327574** |
| **End of Period** | **1537290** | &nbsp;&nbsp;&nbsp;&nbsp;**1501107** |

---

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

------

Small Company Growth Portfolio

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | &nbsp;&nbsp;&nbsp;**$17.61** | &nbsp;&nbsp;&nbsp;**$14.78** | &nbsp;&nbsp;&nbsp;**$26.50** | &nbsp;&nbsp;&nbsp;**$24.49** | &nbsp;&nbsp;&nbsp;**$23.08** |
| **Investment Operations** |  |  |  |  |  |
| Net Investment Income<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.087 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.089 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.102 |
| Net Realized and Unrealized Gain (Loss) on Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.806 | &nbsp;&nbsp;&nbsp;&nbsp;(5.677) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.521 |
| Total from Investment Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.999 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.895 | &nbsp;&nbsp;&nbsp;&nbsp;(5.604) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.623 |
| **Distributions** |  |  |  |  |  |
| Dividends from Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.065) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.057) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.101) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.143) |
| Distributions from Realized Capital Gains | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(6.059) | &nbsp;&nbsp;&nbsp;&nbsp;(1.288) | &nbsp;&nbsp;&nbsp;&nbsp;(2.070) |
| Total Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(.065) | &nbsp;&nbsp;&nbsp;&nbsp;(6.116) | &nbsp;&nbsp;&nbsp;&nbsp;(1.389) | &nbsp;&nbsp;&nbsp;&nbsp;(2.213) |
| **Net Asset Value, End of Period** | &nbsp;&nbsp;&nbsp;**$19.51** | &nbsp;&nbsp;&nbsp;**$17.61** | &nbsp;&nbsp;&nbsp;**$14.78** | &nbsp;&nbsp;&nbsp;**$26.50** | &nbsp;&nbsp;&nbsp;**$24.49** |
| **Total Return** | &nbsp;&nbsp;&nbsp;**11.38%** | &nbsp;&nbsp;&nbsp;**19.65%** | &nbsp;&nbsp;&nbsp;**-25.35%** | &nbsp;&nbsp;&nbsp;**14.22%** | &nbsp;&nbsp;&nbsp;**23.18%** |
| **Ratios/Supplemental Data** |  |  |  |  |  |
| Net Assets, End of Period (Millions) | &nbsp;&nbsp;&nbsp;$1537 | &nbsp;&nbsp;&nbsp;$1501 | &nbsp;&nbsp;&nbsp;$1328 | &nbsp;&nbsp;&nbsp;$1944 | &nbsp;&nbsp;&nbsp;$2130 |
| Ratio of Total Expenses to Average Net Assets<sup>2</sup> | &nbsp;&nbsp;&nbsp;0.29%<sup>3</sup> | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.29% | &nbsp;&nbsp;&nbsp;0.30% | &nbsp;&nbsp;&nbsp;0.30% |
| Ratio of Net Investment Income to Average Net Assets | &nbsp;&nbsp;&nbsp;0.47% | &nbsp;&nbsp;&nbsp;0.55% | &nbsp;&nbsp;&nbsp;0.43% | &nbsp;&nbsp;&nbsp;0.21% | &nbsp;&nbsp;&nbsp;0.52% |
| Portfolio Turnover Rate | &nbsp;&nbsp;&nbsp;51% | &nbsp;&nbsp;&nbsp;59% | &nbsp;&nbsp;&nbsp;64% | &nbsp;&nbsp;&nbsp;57%<sup>4</sup> | &nbsp;&nbsp;&nbsp;53% |

---

---

| | |
|:---|:---|
| 1 | Calculated based on average shares outstanding. |
| 2 | Includes performance-based investment advisory fee increases (decreases) of (0.03%), (0.03%), (0.02%), (0.02%), and (0.02%). |
| 3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.29%. |
| 4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the portfolio's capital shares. |

---

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

------

Small Company Growth Portfolio

Notes to Financial Statements

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

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

1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the portfolio's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the portfolio's pricing time. When fair-value pricing is employed, the prices of securities used by a portfolio to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

2. Futures Contracts: The portfolio uses index futures contracts to a limited extent, with the objective of maintaining full exposure to the stock market while maintaining liquidity. The portfolio may purchase or sell futures contracts to achieve a desired level of investment, whether to accommodate portfolio turnover or cash flows from capital share transactions. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the portfolio and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the portfolio trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the portfolio's performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.

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

During the year ended December 31, 2024, the portfolio's average investments in long and short futures contracts represented 2% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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

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

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

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

------

Small Company Growth Portfolio

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

For the year ended December 31, 2024, the portfolio did not utilize the credit facilities or the Interfund Lending Program.

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

**B.** The investment advisory firm ArrowMark Colorado Holdings, LLC, provides investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by
the advisor. The basic fee of ArrowMark Colorado Holdings, LLC, is subject to quarterly adjustments based on performance relative to the Russell 2500 Growth Index for the proceeding five years.

Vanguard provides investment advisory services to a portion of the portfolio as described below; the portfolio paid Vanguard advisory fees of $191,000 for the year ended December 31, 2024.

For the year ended December 31, 2024, the aggregate investment advisory fee paid to all advisors represented an effective annual rate of 0.11% of the portfolio's average net assets, before a net decrease of $411,000 (0.03%) based on performance.

**C.** In accordance with the terms of a Funds' Service Agreement (the "FSA") between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $44,000, representing less than 0.01% of the portfolio's net assets and 0.02% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

**D.** The portfolio's custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2024, custodian fee offset
arrangements reduced the portfolio's expenses by $4,000 (an annual rate of less than 0.01% of average net assets).

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

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

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

The following table summarizes the market value of the portfolio's investments and derivatives as of December 31, 2024, 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 | 1489588 | &nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;1489704 |
| Temporary Cash Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48253 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48253 |
| Total | 1537841 | &nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;1537957 |
| **Derivative Financial Instruments** |  |  |  |  |
| Liabilities |  |  |  |  |
| Futures Contracts<sup>1</sup> | (1429) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1429) |

---

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

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

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

------

Small Company Growth Portfolio

differences are primarily related to the deferral of losses from wash sales; and the recognition of unrealized gains or losses from certain derivative contracts. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;37622 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;68269 |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4484 |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;110375 |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;8241 | &nbsp;&nbsp;&nbsp;&nbsp;5792 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;8241 | &nbsp;&nbsp;&nbsp;&nbsp;5792 |

---

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

As of December 31, 2024, 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;1533473 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272779 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(268295) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4484 |

---

**G.** During the year ended December 31, 2024, the portfolio purchased $746,780,000 of investment securities and sold $838,794,000 of investment securities, other than temporary cash investments.

The portfolio purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended December 31, 2024, such purchases were $692,000 and sales were $6,043,000, resulting in net realized gain of $931,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;7556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7090 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372 |
| Redeemed | (14427) | &nbsp;&nbsp;(12073) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;(6428) | &nbsp;&nbsp;&nbsp;&nbsp;(4611) |

---

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

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

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

------

Small Company Growth Portfolio

At December 31, 2024, one shareholder (an insurance company separate account whose holdings in the portfolio represent the indirect investment of Vanguard Variable Annuity contract holders) was the record or beneficial owner of 51% of the portfolio's net assets. If this shareholder were to redeem its investment in the portfolio, the redemption might result in an increase in the portfolio's expense ratio, cause the portfolio to incur higher transaction costs, or lead to the realization of taxable capital gains.

**J.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. Operating segments are components of an entity that engage in business activities, have discrete financial information available, and have their
operating results regularly reviewed by a chief operating decision maker ("CODM"). The portfolio is considered a single segment. Vanguard's chief executive officer, chief investment officer, and
chief financial officer, who are also officers of the portfolio, as well as the portfolio's chief financial officer collectively act as the CODM. Vanguard has established various management committees to assist
the CODM with overseeing aspects of the portfolio's daily operations. Through these committees, the CODM manages the portfolio's operations to achieve a single investment objective, as detailed in its
prospectus, through the execution of the portfolio's investment strategies. When assessing segment performance and making decisions about segment resources, the CODM relies on the portfolio's portfolio
composition, total returns, expense ratios and changes in net assets which are consistent with the information contained in the portfolio's financial statements. Segment assets, liabilities, income, and expenses
are also detailed in the accompanying financial statements.

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

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Small Company Growth Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024, the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

For corporate shareholders, 73.5%, or if subsequently determined to be different, the maximum percentage allowable by law, of ordinary income (dividend income plus short-term gains, if any) for the fiscal year qualified for the dividends-received deduction.

The portfolio hereby designates for the fiscal year $1,169,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

Q690SCG 022025

------

![](tm2525588d12tlbomktinpofi001.jpg)

#### Financial Statements

#### For the year ended December 31, 2024

#### Vanguard Variable Insurance Funds

#### Total Bond Market Index Portfolio

------

#### Contents

---

| | |
|:---|:---|
| Financial Statements<br>| 1 |
| Report of Independent Registered Public Accounting Firm<br>| 119 |
| Tax information<br>| 120 |

---

------

Total Bond Market Index Portfolio

Financial Statements

#### Schedule of Investments
As of December 31, 2024

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 (67.1%)** | **U.S. Government and Agency Obligations (67.1%)** | **U.S. Government and Agency Obligations (67.1%)** | **U.S. Government and Agency Obligations (67.1%)** | **U.S. Government and Agency Obligations (67.1%)** |
| **U.S. Government Securities (46.9%)** | **U.S. Government Securities (46.9%)** | **U.S. Government Securities (46.9%)** | **U.S. Government Securities (46.9%)** | **U.S. Government Securities (46.9%)** |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6775 | &nbsp;&nbsp; 6752 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11120 | &nbsp;&nbsp; 10668 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4700 | &nbsp;&nbsp; 4620 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4729 | &nbsp;&nbsp; 4729 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9136 | &nbsp;&nbsp; 8875 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6868 | &nbsp;&nbsp; 6849 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13565 | &nbsp;&nbsp; 12995 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3700 | &nbsp;&nbsp; 3627 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9546 | &nbsp;&nbsp; 9584 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp; 7030 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10502 | &nbsp;&nbsp; 10059 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6250 | &nbsp;&nbsp; 6098 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11100 | &nbsp;&nbsp; 11131 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6220 | &nbsp;&nbsp; 6180 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9777 | &nbsp;&nbsp; 9339 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4780 | &nbsp;&nbsp; 4664 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12872 | &nbsp;&nbsp; 12973 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10789 | &nbsp;&nbsp; 10413 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 7086 | &nbsp;&nbsp; 7027 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11025 | &nbsp;&nbsp; 10500 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4595 | &nbsp;&nbsp; 4461 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 19563 | &nbsp;&nbsp; 19726 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6563 | &nbsp;&nbsp; 6552 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11483 | &nbsp;&nbsp; 10927 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3535 | &nbsp;&nbsp; 3415 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9060 | &nbsp;&nbsp; 9110 |
| &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; 7750 |
| &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; 9800 | &nbsp;&nbsp; 9261 |
| &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; 6716 |
| &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; 13854 |
| &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; 9637 |
| &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; 10028 | &nbsp;&nbsp; 10047 |
| &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; 2384 |
| &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; 15274 | &nbsp;&nbsp; 14424 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp; 3100 | &nbsp;&nbsp; 2959 |
| &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; 12393 | &nbsp;&nbsp; 12298 |
| &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; 5800 | &nbsp;&nbsp; 5834 |
| &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; 10636 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1615 | &nbsp;&nbsp; 1545 |
| &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; 9078 |
| &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; 5585 |
| &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; 9389 |
| &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; 3889 |
| &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; 6206 | &nbsp;&nbsp; 6193 |
| &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; 7626 |
| &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; 8463 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 765 | &nbsp;&nbsp; 797 |
| &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; 3845 | &nbsp;&nbsp; 3635 |
| &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; 4828 |
| &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; 24049 | &nbsp;&nbsp; 24049 |
| &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; 11021 |
| &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; 8668 |
| &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; 2133 | &nbsp;&nbsp; 2032 |
| &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; 4560 | &nbsp;&nbsp; 4560 |
| &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; 5469 | &nbsp;&nbsp; 5443 |
| &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; 16084 | &nbsp;&nbsp; 15209 |
| &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; 6372 | &nbsp;&nbsp; 6115 |
| &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; 9463 |
| &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; 2942 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 11613 | &nbsp;&nbsp; 11049 |
| &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; 9250 |
| &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; 3659 |
| &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; 6975 | &nbsp;&nbsp; 6717 |
| &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; 8663 |
| &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; 4290 | &nbsp;&nbsp; 3935 |
| &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; 5434 |
| &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; 10931 | &nbsp;&nbsp; 10469 |
| &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; 10117 | &nbsp;&nbsp; 10169 |
| &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; 6039 |
| &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; 8160 | &nbsp;&nbsp; 7857 |
| &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; 3739 | &nbsp;&nbsp; 3771 |
| &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; 8104 |
| &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; 9864 | &nbsp;&nbsp; 9634 |
| &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; 7013 |
| &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; 8560 | &nbsp;&nbsp; 7752 |
| &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; 9284 | &nbsp;&nbsp; 8943 |
| &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; 7572 | &nbsp;&nbsp; 7197 |
| &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; 9160 | &nbsp;&nbsp; 9045 |
| &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; 194 |
| &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; 7089 |
| &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; 7662 |
| &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; 6982 |
| &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; 7671 |
| &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; 7836 |
| &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; 8813 | &nbsp;&nbsp; 8722 |
| &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; 9261 |
| &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; 8728 |
| &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; 8402 | &nbsp;&nbsp; 7944 |
| &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; 10465 | &nbsp;&nbsp; 10422 |
| &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; 2714 | &nbsp;&nbsp; 2843 |
| &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; 7320 |
| &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; 7507 | &nbsp;&nbsp; 7424 |
| &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; 6765 | &nbsp;&nbsp; 6714 |
| &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; 10203 |
| &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; 5993 |
| &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; 12285 | &nbsp;&nbsp; 11037 |
| &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; 7477 |
| &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; 9349 |
| &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; 11393 | &nbsp;&nbsp; 10336 |
| &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; 4186 | &nbsp;&nbsp; 4149 |
| &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; 10511 | &nbsp;&nbsp; 9547 |
| &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; 8071 | &nbsp;&nbsp; 7907 |
| &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; 9793 |
| &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; 6703 | &nbsp;&nbsp; 6535 |
| &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; 12080 | &nbsp;&nbsp; 11540 |
| &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; 9588 |
| &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; 8468 | &nbsp;&nbsp; 8283 |
| &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; 8959 |
| &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; 7931 |
| &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; 11480 | &nbsp;&nbsp; 10221 |
| &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; 6724 |
| &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; 13491 | &nbsp;&nbsp; 12835 |
| &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; 338 |
| &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; 12537 | &nbsp;&nbsp; 11183 |
| &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; 5107 | &nbsp;&nbsp; 5113 |
| &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; 11767 | &nbsp;&nbsp; 10517 |
| &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; 8727 |
| &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; 9609 |
| &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; 8068 | &nbsp;&nbsp; 8214 |
| &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; 10839 |
| &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; 1703 |
| &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; 8978 |
| &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; 11190 | &nbsp;&nbsp; 11199 |
| &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; 13899 | &nbsp;&nbsp; 12396 |
| &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; 8171 |
| &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; 7261 |
| &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; 8956 |
| &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; 10133 | &nbsp;&nbsp; 9474 |
| &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; 7827 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/29 | &nbsp;&nbsp;&nbsp;&nbsp; 12436 | &nbsp;&nbsp; 12382 |
| &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; 8857 |
| &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; 9089 | &nbsp;&nbsp; 9004 |
| &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; 8849 |
| &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; 9735 |
| &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; 9196 | &nbsp;&nbsp; 8477 |
| &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; 8231 |
| &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; 12804 | &nbsp;&nbsp; 12870 |
| &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; 6819 |
| &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; 10477 | &nbsp;&nbsp; 10423 |
| &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; 6077 |
| &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; 10020 |
| &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; 7070 | &nbsp;&nbsp; 6277 |
| &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; 5529 |
| &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; 10055 | &nbsp;&nbsp; 9741 |
| &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; 12905 | &nbsp;&nbsp; 12423 |
| &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; 5525 | &nbsp;&nbsp; 5406 |
| &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; 5827 |
| &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; 9918 |
| &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; 6301 | &nbsp;&nbsp; 5588 |
| &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; 6071 | &nbsp;&nbsp; 5936 |
| &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; 16295 | &nbsp;&nbsp; 16117 |
| &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; 4879 | &nbsp;&nbsp; 4768 |
| &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; 4400 | &nbsp;&nbsp; 4399 |
| &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; 4597 |
| &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; 9619 | &nbsp;&nbsp; 8354 |
| &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; 4540 | &nbsp;&nbsp; 4458 |
| &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; 4554 |
| &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; 5069 |
| &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; 14554 | &nbsp;&nbsp; 11946 |
| &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; 1465 |
| &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; 6130 | &nbsp;&nbsp; 5935 |
| &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; 4451 |
| &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; 6044 | &nbsp;&nbsp; 5919 |
| &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; 18852 | &nbsp;&nbsp; 15317 |
| &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; 5596 |
| &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; 6252 |
| &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; 5971 |
| &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; 15928 |
| &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; 6384 |
| &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; 3933 | &nbsp;&nbsp; 3790 |
| &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; 6845 |
| &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; 16883 | &nbsp;&nbsp; 13933 |
| &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; 1610 |
| &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; 7624 |
| &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; 8257 |
| &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; 8064 |
| &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; 15282 |
| &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; 7266 | &nbsp;&nbsp; 7330 |
| &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; 7612 | &nbsp;&nbsp; 7519 |
| &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; 7616 | &nbsp;&nbsp; 7467 |
| &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; 21237 | &nbsp;&nbsp; 17335 |
| &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; 7796 | &nbsp;&nbsp; 7472 |
| &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; 9718 | &nbsp;&nbsp; 9240 |
| &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; 6763 | &nbsp;&nbsp; 6624 |
| &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; 16598 |
| &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; 11459 | &nbsp;&nbsp; 11219 |
| &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; 9600 | &nbsp;&nbsp; 9612 |
| &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; 19553 | &nbsp;&nbsp; 16455 |
| &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; 15964 |
| &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; 15848 |
| &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; 17119 | &nbsp;&nbsp; 16705 |
| &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; 17478 | &nbsp;&nbsp; 16265 |
| &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; 17148 | &nbsp;&nbsp; 15766 |
| &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; 18707 | &nbsp;&nbsp; 17813 |
| &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; 19802 | &nbsp;&nbsp; 19721 |
| &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; 20160 | &nbsp;&nbsp; 19313 |
| &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; 20429 | &nbsp;&nbsp; 20129 |
| &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; 21542 | &nbsp;&nbsp; 20384 |
| &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; 11166 | &nbsp;&nbsp; 10882 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 868 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 380 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 1120 | &nbsp;&nbsp; 1160 |
| &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1167 |
| &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; 1284 | &nbsp;&nbsp; 1264 |
| &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; 780 |
| &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; 1652 | &nbsp;&nbsp; 1568 |
| &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; 1691 | &nbsp;&nbsp; 1645 |
| &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; 2237 |
| &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; 1920 | &nbsp;&nbsp; 1890 |
| &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; 6325 | &nbsp;&nbsp; 3805 |
| &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; 1450 | &nbsp;&nbsp; 1387 |
| &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; 9155 | &nbsp;&nbsp; 5459 |
| &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; 2264 |
| &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; 11224 | &nbsp;&nbsp; 6945 |
| &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; 2063 |
| &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; 12723 | &nbsp;&nbsp; 8518 |
| &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; 1972 |
| &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; 9955 | &nbsp;&nbsp; 7062 |
| &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; 1813 |
| &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; 13291 | &nbsp;&nbsp; 8602 |
| &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; 1883 |
| &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; 7534 |
| &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; 1449 |
| &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; 6378 |
| &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; 1669 |
| &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; 1663 |
| &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; 6329 |
| &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; 2174 |
| &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; 6047 | &nbsp;&nbsp; 4991 |
| &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; 3806 | &nbsp;&nbsp; 2843 |
| &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; 6822 | &nbsp;&nbsp; 6139 |
| &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; 2669 |
| &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; 6349 | &nbsp;&nbsp; 5603 |
| &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; 3972 |
| &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; 6233 | &nbsp;&nbsp; 5489 |
| &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; 3965 |
| &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; 6726 |
| &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; 3764 | &nbsp;&nbsp; 3240 |
| &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; 7075 | &nbsp;&nbsp; 6989 |
| &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; 3574 |
| &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; 6753 | &nbsp;&nbsp; 6449 |
| &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; 3869 | &nbsp;&nbsp; 3135 |
| &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; 6844 | &nbsp;&nbsp; 6639 |
| &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; 5211 | &nbsp;&nbsp; 4045 |
| &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; 6415 |
| &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; 3191 |
| &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; 5232 | &nbsp;&nbsp; 5075 |
| &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; 5934 | &nbsp;&nbsp; 4117 |
| &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; 3682 | &nbsp;&nbsp; 2782 |
| &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; 4641 | &nbsp;&nbsp; 3422 |
| &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; 1402 |
| &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; 4765 | &nbsp;&nbsp; 3257 |
| &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; 3194 |
| &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; 6111 | &nbsp;&nbsp; 3945 |
| &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; 2765 | &nbsp;&nbsp; 2009 |
| &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; 3476 |
| &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; 2937 |
| &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; 5672 | &nbsp;&nbsp; 3990 |
| &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; 5833 | &nbsp;&nbsp; 4094 |
| &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; 6979 | &nbsp;&nbsp; 5121 |
| &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; 7185 | &nbsp;&nbsp; 5384 |
| &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; 7714 | &nbsp;&nbsp; 5636 |
| &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; 8638 | &nbsp;&nbsp; 6750 |
| &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; 8745 | &nbsp;&nbsp; 6365 |
| &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; 8250 | &nbsp;&nbsp; 5852 |
| &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; 7384 | &nbsp;&nbsp; 4575 |
| &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; 7167 | &nbsp;&nbsp; 4557 |
| &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; 8667 | &nbsp;&nbsp; 5035 |
| &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; 9916 | &nbsp;&nbsp; 4704 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 11571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5644 |
|  | &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; 10696 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5580 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7265 |
|  | &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; 13225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8323 |
|  | &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; 12950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7402 |
|  | &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; 10190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5624 |
|  | &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; 11667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7079 |
|  | &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; 7578 |
|  | &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; 10798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7754 |
|  | &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; 10051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8763 |
|  | &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; 9397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7641 |
|  | &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; 10424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8484 |
|  | &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; 11138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9932 |
|  | &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; 10698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10593 |
|  | &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; 11061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10102 |
|  | &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; 11396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11088 |
|  | &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; 12324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11273 |
|  | &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; 10565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10086 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **2147953** |
| **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;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2428 |
|  | &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; 59 |
|  | &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; 63 |
|  | &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; 2006 |
|  | &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; 100 |
|  | &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; 92 |
|  | &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; 104 |
|  | &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; 396 |
|  | &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; 497 |
|  | &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; 553 |
|  | &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; 943 |
|  | &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; 224 |
|  | &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; 202 |
|  | &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; 444 |
|  | &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; 302 |
|  | &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; 51 |
|  | &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; 373 |
|  | &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; 45 |
|  | &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; 1484 |
| <sup>1</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; 139 |
| <sup>1</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; 1700 |
| <sup>1</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; 1216 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 559 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &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; 480 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &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; 906 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &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; 187 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &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; 1033 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &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; 339 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &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; 1152 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &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; 796 |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;Federal National Mortgage Assn. | &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; 294 |
|  | &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; 157 |
|  | &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; 96 |
|  | &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; 370 |
|  | &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; 1121 |
|  | &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; 451 |
|  | &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; 147 |
|  | &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; 172 |
|  | &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; 271 |
|  | &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; 104 |
|  | &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; 522 |
|  | &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; 95 |
|  | &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; 159 |
|  | &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; 163 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **23246** |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&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 (19.7%)** | **Conventional Mortgage-Backed Securities (19.7%)** | **Conventional Mortgage-Backed Securities (19.7%)** | **Conventional Mortgage-Backed Securities (19.7%)** | **Conventional Mortgage-Backed Securities (19.7%)** | **Conventional Mortgage-Backed Securities (19.7%)** |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/39–1/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 2809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2784 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/54–9/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 694 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/54–10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54–1/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 2797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2701 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 656 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 188 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 7604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7102 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/25–10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 4040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3900 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/25–11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25–7/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Gold Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 14594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13271 |
| <sup>1,2</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; 1046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1042 |
| <sup>1,2</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; 43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| <sup>1,2</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; 7097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6464 |
| <sup>1,2</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; 2657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2530 |
| <sup>1,2</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>1,2</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; 881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900 |
| <sup>1,2</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; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699 |
| <sup>1,2</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; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 157 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1872 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3667 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1417 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/25–11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 859 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/25–3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 937 |
| <sup>2</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; 888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 812 |
| <sup>2</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; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>2</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; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26–7/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 599 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae I Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26–12/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 65 |
| <sup>2</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; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2</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; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43 |
| <sup>2</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; 653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 649 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/25–6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp; 23694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21482 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/25–12/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 17309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16094 |
| <sup>2</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; 31097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27188 |
| <sup>2</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; 31560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26414 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/32–12/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 23813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23167 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/35–8/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 8065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8242 |
| <sup>2</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; 2188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2245 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/39–12/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 19097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18141 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/50–2/20/52 | &nbsp;&nbsp;&nbsp;&nbsp; 31293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25024 |
| <sup>2</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; 942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 720 |
| <sup>2,3</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/52–11/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 23478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23323 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/52–9/20/54 | &nbsp;&nbsp;&nbsp;&nbsp; 18848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19002 |
| <sup>2</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; 156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/25–1/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 39417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36482 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/25–4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/25–1/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 482 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 41201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37115 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/25–1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 46933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45561 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25–12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 54407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54947 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/25–8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 5805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6043 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/25–11/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 76858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 66825 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;8.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/26–11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/27–1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;120360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100227 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/27–7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;170820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137065 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28–1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 33971 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32320 |
| <sup>1,2,3</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/31–1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 60540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60030 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;UMBS Pool | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/32–12/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 29389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30203 |
| <sup>1,2</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; 40642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32180 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **905453** |
| **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** | **Nonconventional Mortgage-Backed Securities (0.0%)** |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.155% | &nbsp;&nbsp;&nbsp;&nbsp;6.280% | &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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, 1YR CMT + 2.313% | &nbsp;&nbsp;&nbsp;&nbsp;6.438% | &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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.290% | &nbsp;&nbsp;&nbsp;&nbsp;5.884% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.310% | &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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.432% | &nbsp;&nbsp;&nbsp;&nbsp;7.066% | &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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.465% | &nbsp;&nbsp;&nbsp;&nbsp;7.215% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.472% | &nbsp;&nbsp;&nbsp;&nbsp;5.863% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>1,2,4</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; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.559% | &nbsp;&nbsp;&nbsp;&nbsp;7.294% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;&nbsp;&nbsp;7.234% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.598% | &nbsp;&nbsp;&nbsp;&nbsp;6.975% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.623% | &nbsp;&nbsp;&nbsp;&nbsp;5.998% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.627% | &nbsp;&nbsp;&nbsp;&nbsp;6.127% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</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; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.641% | &nbsp;&nbsp;&nbsp;&nbsp;7.391% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.672% | &nbsp;&nbsp;&nbsp;&nbsp;7.286% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.682% | &nbsp;&nbsp;&nbsp;&nbsp;6.057% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;6.966% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;7.224% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.690% | &nbsp;&nbsp;&nbsp;&nbsp;7.199% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 15 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;&nbsp;&nbsp;7.445% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</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>1,2,4</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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp;6.028% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.702% | &nbsp;&nbsp;&nbsp;&nbsp;7.127% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 8 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.705% | &nbsp;&nbsp;&nbsp;&nbsp;6.314% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.708% | &nbsp;&nbsp;&nbsp;&nbsp;6.755% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;7.365% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.739% | &nbsp;&nbsp;&nbsp;&nbsp;7.244% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 9 |
| <sup>1,2,4</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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.744% | &nbsp;&nbsp;&nbsp;&nbsp;6.573% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.747% | &nbsp;&nbsp;&nbsp;&nbsp;7.526% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>1,2,4</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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.778% | &nbsp;&nbsp;&nbsp;&nbsp;6.426% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.780% | &nbsp;&nbsp;&nbsp;&nbsp;6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.781% | &nbsp;&nbsp;&nbsp;&nbsp;6.966% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.793% | &nbsp;&nbsp;&nbsp;&nbsp;7.304% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.795% | &nbsp;&nbsp;&nbsp;&nbsp;6.446% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.796% | &nbsp;&nbsp;&nbsp;&nbsp;6.765% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 19 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.798% | &nbsp;&nbsp;&nbsp;&nbsp;6.673% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.805% | &nbsp;&nbsp;&nbsp;&nbsp;6.670% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.807% | &nbsp;&nbsp;&nbsp;&nbsp;6.246% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>1,2,4</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; 6 |
| <sup>1,2,4</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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.810% | &nbsp;&nbsp;&nbsp;&nbsp;6.060% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.812% | &nbsp;&nbsp;&nbsp;&nbsp;6.120% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;&nbsp;&nbsp;6.716% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.813% | &nbsp;&nbsp;&nbsp;&nbsp;6.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.815% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.738% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.190% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;7.548% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;7.565% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.815% | &nbsp;&nbsp;&nbsp;&nbsp;6.654% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.825% | &nbsp;&nbsp;&nbsp;&nbsp;6.575% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.828% | &nbsp;&nbsp;&nbsp;&nbsp;7.407% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.830% | &nbsp;&nbsp;&nbsp;&nbsp;6.299% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 9 |
| <sup>1,2,4</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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;6.157% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.835% | &nbsp;&nbsp;&nbsp;&nbsp;7.210% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.839% | &nbsp;&nbsp;&nbsp;&nbsp;6.582% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;7.590% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.059% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT1Y + 1.914% | &nbsp;&nbsp;&nbsp;&nbsp;7.289% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT6M + 1.037% | &nbsp;&nbsp;&nbsp;&nbsp;6.473% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Pool, RFUCCT6M + 1.840% | &nbsp;&nbsp;&nbsp;&nbsp;7.090% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.662% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;6.485% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;7.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, 1YR CMT + 2.413% | &nbsp;&nbsp;&nbsp;&nbsp;6.551% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>1,2,4</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; 4 | &nbsp;&nbsp; 4 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;&nbsp;&nbsp;7.390% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | &nbsp;&nbsp;&nbsp;&nbsp;6.660% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 3 |
| <sup>1,2,4</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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | &nbsp;&nbsp;&nbsp;&nbsp;6.073% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.735% | &nbsp;&nbsp;&nbsp;&nbsp;5.985% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | &nbsp;&nbsp;&nbsp;&nbsp;6.369% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | &nbsp;&nbsp;&nbsp;&nbsp;5.995% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.836% | &nbsp;&nbsp;&nbsp;&nbsp;6.441% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 |
| <sup>1,2,4</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; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.311% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.130% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.201% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;6.380% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | &nbsp;&nbsp;&nbsp;&nbsp;7.684% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | &nbsp;&nbsp;&nbsp;&nbsp;7.598% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.883% | &nbsp;&nbsp;&nbsp;&nbsp;6.779% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.893% | &nbsp;&nbsp;&nbsp;&nbsp;7.493% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &nbsp;&nbsp;&nbsp;&nbsp;7.775% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | &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>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.218% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.382% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | &nbsp;&nbsp;&nbsp;&nbsp;6.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | &nbsp;&nbsp;&nbsp;&nbsp;6.585% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | &nbsp;&nbsp;&nbsp;&nbsp;6.606% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/38 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/38–12/20/42 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 46 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/39–12/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 1.500% | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/41–3/20/43 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| <sup>2,4</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; 32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Ginnie Mae II Pool, 1YR CMT + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| <sup>2,4</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>2,4</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; **620** |
| **Total U.S. Government and Agency Obligations (Cost $3,398,410)** | **Total U.S. Government and Agency Obligations (Cost $3,398,410)** | **Total U.S. Government and Agency Obligations (Cost $3,398,410)** | **Total U.S. Government and Agency Obligations (Cost $3,398,410)** | **Total U.S. Government and Agency Obligations (Cost $3,398,410)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3077272** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)** |
| <sup>2</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; 42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 92 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
| <sup>2</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; 79 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.390% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 747 |
| <sup>2</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; 423 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 276 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust Class A Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class C Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.890% | &nbsp;&nbsp;&nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A1 Series 2022-A1 | &nbsp;&nbsp;&nbsp;&nbsp;3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BA Credit Card Trust Class A1 Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| <sup>2</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; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust Class ASB Series 2015-UBS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.429% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 |
| <sup>2</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; 18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18 |
| <sup>2</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; 64 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A3 Series 2018-BNK11 | &nbsp;&nbsp;&nbsp;&nbsp;4.046% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| <sup>2</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; 67 |
| <sup>2</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; 153 |
| <sup>2</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; 162 |
| <sup>2</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; 135 |
| <sup>2</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; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2017-BNK7 | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| <sup>2</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; 141 |
| <sup>2</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; 144 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;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; 122 |
| <sup>2</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; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.231% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A4 Series 2018-BNK15 | &nbsp;&nbsp;&nbsp;&nbsp;4.407% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 107 |
| <sup>2</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; 120 |
| <sup>2</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; 95 |
| <sup>2</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; 91 |
| <sup>2</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; 262 |
| <sup>2</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; 153 |
| <sup>2</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; 42 |
| <sup>2</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; 41 |
| <sup>2</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; 62 |
| <sup>2</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; 42 |
| <sup>2</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; 103 |
| <sup>2</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; 144 |
| <sup>2</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; 390 |
| <sup>2</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; 72 |
| <sup>2</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; 241 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2018-BNK13 | &nbsp;&nbsp;&nbsp;&nbsp;4.217% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</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; 90 |
| <sup>2</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; 177 |
| <sup>2</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; 127 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BN32 | &nbsp;&nbsp;&nbsp;&nbsp;2.643% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| <sup>2</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; 43 |
| <sup>2</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; 124 |
| <sup>2</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; 84 |
| <sup>2</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; 106 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class A5 Series 2021-BNK37 | &nbsp;&nbsp;&nbsp;&nbsp;2.618% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
| <sup>2</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; 165 |
| <sup>2</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; 50 |
| <sup>2</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; 228 |
| <sup>2</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; 271 |
| <sup>2</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; 96 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2017-BNK6 | &nbsp;&nbsp;&nbsp;&nbsp;3.741% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 404 | &nbsp;&nbsp; 387 |
| <sup>2</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; 71 |
| <sup>2</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; 23 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK10 | &nbsp;&nbsp;&nbsp;&nbsp;3.898% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK12 | &nbsp;&nbsp;&nbsp;&nbsp;4.342% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2018-BNK14 | &nbsp;&nbsp;&nbsp;&nbsp;4.481% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK17 | &nbsp;&nbsp;&nbsp;&nbsp;3.976% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK18 | &nbsp;&nbsp;&nbsp;&nbsp;3.826% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2</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; 66 |
| <sup>2</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; 67 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2019-BNK24 | &nbsp;&nbsp;&nbsp;&nbsp;3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| <sup>2</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; 57 |
| <sup>2</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; 47 |
| <sup>2</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; 42 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2021-BNK31 | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2021-BNK36 | &nbsp;&nbsp;&nbsp;&nbsp;2.695% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2023-BNK45 | &nbsp;&nbsp;&nbsp;&nbsp;5.651% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class AS Series 2024-BNK48 | &nbsp;&nbsp;&nbsp;&nbsp;5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| <sup>2</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; 30 | &nbsp;&nbsp; 30 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class C Series 2017-BNK8 | &nbsp;&nbsp;&nbsp;&nbsp;4.092% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK Class C Series 2019-BNK19 | &nbsp;&nbsp;&nbsp;&nbsp;4.027% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 28 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bank of America 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>2</sup> | &nbsp;&nbsp;&nbsp;Bank of America Merrill Lynch Commercial Mortgage Trust Class A4 Series 2017-BNK3 | &nbsp;&nbsp;&nbsp;&nbsp;3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp; 70 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2023-5YR2 | &nbsp;&nbsp;&nbsp;&nbsp;6.656% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2023-5YR3 | &nbsp;&nbsp;&nbsp;&nbsp;6.724% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class A3 Series 2024-5YR9 | &nbsp;&nbsp;&nbsp;&nbsp;5.614% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class AS Series 2023-5YR2 | &nbsp;&nbsp;&nbsp;&nbsp;7.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BANK5 Class AS Series 2023-5YR3 | &nbsp;&nbsp;&nbsp;&nbsp;7.315% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.583% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 235 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.063% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class A5 Series 2019-C4 | &nbsp;&nbsp;&nbsp;&nbsp;2.919% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 251 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class AS Series 2019-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.171% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust Class AS Series 2019-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.366% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A3 Series 2024-5C25 | &nbsp;&nbsp;&nbsp;&nbsp;5.946% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 330 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.674% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A4 Series 2020-C6 | &nbsp;&nbsp;&nbsp;&nbsp;2.639% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2018-C2 | &nbsp;&nbsp;&nbsp;&nbsp;4.314% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2020-C7 | &nbsp;&nbsp;&nbsp;&nbsp;2.037% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 43 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2020-C8 | &nbsp;&nbsp;&nbsp;&nbsp;2.040% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C11 | &nbsp;&nbsp;&nbsp;&nbsp;2.322% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C12 | &nbsp;&nbsp;&nbsp;&nbsp;2.689% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2021-C9 | &nbsp;&nbsp;&nbsp;&nbsp;2.299% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2022-C4 | &nbsp;&nbsp;&nbsp;&nbsp;2.946% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 173 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C19 | &nbsp;&nbsp;&nbsp;&nbsp;5.451% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C20 | &nbsp;&nbsp;&nbsp;&nbsp;5.576% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C21 | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2023-C22 | &nbsp;&nbsp;&nbsp;&nbsp;6.804% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 55 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C24 | &nbsp;&nbsp;&nbsp;&nbsp;5.419% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C26 | &nbsp;&nbsp;&nbsp;&nbsp;5.829% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 209 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C28 | &nbsp;&nbsp;&nbsp;&nbsp;5.403% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class A5 Series 2024-C30 | &nbsp;&nbsp;&nbsp;&nbsp;5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 460 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.898% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2020-C6 | &nbsp;&nbsp;&nbsp;&nbsp;2.840% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 31 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C19 | &nbsp;&nbsp;&nbsp;&nbsp;6.070% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C20 | &nbsp;&nbsp;&nbsp;&nbsp;5.973% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust Class AS Series 2023-C21 | &nbsp;&nbsp;&nbsp;&nbsp;6.297% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BBCMS Trust Class A5 Series 2021-C10 | &nbsp;&nbsp;&nbsp;&nbsp;2.492% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 130 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A2 Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.211% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 35 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2020-IG1 | &nbsp;&nbsp;&nbsp;&nbsp;2.687% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 102 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2023-V2 | &nbsp;&nbsp;&nbsp;&nbsp;5.812% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 77 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2023-V3 | &nbsp;&nbsp;&nbsp;&nbsp;6.363% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 21 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp;5.277% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A3 Series 2024-V5 | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B5 | &nbsp;&nbsp;&nbsp;&nbsp;4.208% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B6 | &nbsp;&nbsp;&nbsp;&nbsp;4.261% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2018-B7 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2019-B10 | &nbsp;&nbsp;&nbsp;&nbsp;3.717% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 76 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A4 Series 2019-B13 | &nbsp;&nbsp;&nbsp;&nbsp;2.952% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 254 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.666% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;3.882% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 312 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B3 | &nbsp;&nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 216 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B4 | &nbsp;&nbsp;&nbsp;&nbsp;4.121% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 339 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp;4.232% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B14 | &nbsp;&nbsp;&nbsp;&nbsp;3.049% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 203 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B15 | &nbsp;&nbsp;&nbsp;&nbsp;2.928% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 205 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2019-B9 | &nbsp;&nbsp;&nbsp;&nbsp;4.016% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 105 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B16 | &nbsp;&nbsp;&nbsp;&nbsp;2.732% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.289% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B20 | &nbsp;&nbsp;&nbsp;&nbsp;2.034% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B21 | &nbsp;&nbsp;&nbsp;&nbsp;1.978% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2020-B22 | &nbsp;&nbsp;&nbsp;&nbsp;1.973% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B23 | &nbsp;&nbsp;&nbsp;&nbsp;2.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 185 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B24 | &nbsp;&nbsp;&nbsp;&nbsp;2.584% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B25 | &nbsp;&nbsp;&nbsp;&nbsp;2.577% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B25 | &nbsp;&nbsp;&nbsp;&nbsp;2.847% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B26 | &nbsp;&nbsp;&nbsp;&nbsp;2.613% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B28 | &nbsp;&nbsp;&nbsp;&nbsp;2.224% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 83 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B29 | &nbsp;&nbsp;&nbsp;&nbsp;2.388% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2021-B30 | &nbsp;&nbsp;&nbsp;&nbsp;2.576% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B32 | &nbsp;&nbsp;&nbsp;&nbsp;3.002% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 233 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B33 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 66 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B34 | &nbsp;&nbsp;&nbsp;&nbsp;3.786% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2022-B36 | &nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class A5 Series 2023-B39 | &nbsp;&nbsp;&nbsp;&nbsp;5.754% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 181 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2018-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.878% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2018-B4 | &nbsp;&nbsp;&nbsp;&nbsp;4.311% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2019-B10 | &nbsp;&nbsp;&nbsp;&nbsp;3.979% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AM Series 2020-B16 | &nbsp;&nbsp;&nbsp;&nbsp;2.944% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;4.084% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 141 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B6 | &nbsp;&nbsp;&nbsp;&nbsp;4.441% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2018-B8 | &nbsp;&nbsp;&nbsp;&nbsp;4.532% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2019-B11 | &nbsp;&nbsp;&nbsp;&nbsp;3.784% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 68 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B17 | &nbsp;&nbsp;&nbsp;&nbsp;2.583% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 26 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B19 | &nbsp;&nbsp;&nbsp;&nbsp;2.148% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-B20 | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 8 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2020-IG1 | &nbsp;&nbsp;&nbsp;&nbsp;2.909% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;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; 59 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2021-B24 | &nbsp;&nbsp;&nbsp;&nbsp;2.780% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2022-B32 | &nbsp;&nbsp;&nbsp;&nbsp;3.410% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-B39 | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-V2 | &nbsp;&nbsp;&nbsp;&nbsp;6.537% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2023-V3 | &nbsp;&nbsp;&nbsp;&nbsp;7.097% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 63 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AS Series 2024-V10 | &nbsp;&nbsp;&nbsp;&nbsp;5.725% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;6.534% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 417 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A3 Series 2024-5C3 | &nbsp;&nbsp;&nbsp;&nbsp;5.739% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2022-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.374% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2022-C3 | &nbsp;&nbsp;&nbsp;&nbsp;5.313% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C4 | &nbsp;&nbsp;&nbsp;&nbsp;5.117% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C5 | &nbsp;&nbsp;&nbsp;&nbsp;5.765% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2023-C6 | &nbsp;&nbsp;&nbsp;&nbsp;5.956% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 105 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2024-C10 | &nbsp;&nbsp;&nbsp;&nbsp;5.478% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class A5 Series 2024-C9 | &nbsp;&nbsp;&nbsp;&nbsp;5.759% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 93 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;7.118% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 316 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 42 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-5C2 | &nbsp;&nbsp;&nbsp;&nbsp;7.244% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 212 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-C5 | &nbsp;&nbsp;&nbsp;&nbsp;6.162% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 26 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2023-C7 | &nbsp;&nbsp;&nbsp;&nbsp;6.674% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 214 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class AS Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp;6.866% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;BMO Mortgage Trust Class B Series 2024-5C4 | &nbsp;&nbsp;&nbsp;&nbsp;7.019% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 314 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</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; 23 | &nbsp;&nbsp; 24 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.180% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 89 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.070% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 94 |
| <sup>2</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; 8 | &nbsp;&nbsp; 8 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</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; 202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A4 Series 2019-CF3 | &nbsp;&nbsp;&nbsp;&nbsp;3.006% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 120 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A5 Series 2019-CF1 | &nbsp;&nbsp;&nbsp;&nbsp;3.786% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class A5 Series 2019-CF2 | &nbsp;&nbsp;&nbsp;&nbsp;2.874% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 125 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Cantor Commercial Real Estate Lending Class AS Series 2019-CF3 | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A2 Series 2021-A2 | &nbsp;&nbsp;&nbsp;&nbsp;1.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 402 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A3 Series 2019-A3 | &nbsp;&nbsp;&nbsp;&nbsp;2.060% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 289 |
| <sup>2</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; 21 | &nbsp;&nbsp; 21 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.170% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 53 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.620% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;3.320% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2021-4 | &nbsp;&nbsp;&nbsp;&nbsp;0.560% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 21 |
| <sup>2</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; 33 | &nbsp;&nbsp; 33 |
| <sup>2</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; 41 | &nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 87 | &nbsp;&nbsp; 87 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 165 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 22 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A3 Series 2021-P3 | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 14 | &nbsp;&nbsp; 14 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A3 Series 2019-CD8 | &nbsp;&nbsp;&nbsp;&nbsp;2.657% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 36 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;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; 142 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2016-CD2 | &nbsp;&nbsp;&nbsp;&nbsp;3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp;3.631% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp; 136 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp;4.279% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A4 Series 2019-CD8 | &nbsp;&nbsp;&nbsp;&nbsp;2.912% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 403 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class A5 Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.456% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 120 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AM Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.709% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class AS Series 2017-CD3 | &nbsp;&nbsp;&nbsp;&nbsp;3.833% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 27 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class ASB Series 2017-CD6 | &nbsp;&nbsp;&nbsp;&nbsp;3.332% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 27 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CD Mortgage Trust Class ASB Series 2018-CD7 | &nbsp;&nbsp;&nbsp;&nbsp;4.213% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2</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>2,4</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; 242 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.283% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class A4 Series 2017-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.572% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Class AM Series 2016-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Class A4 Series 2017-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CGMS Commercial Mortgage Trust Class AS Series 2017-B1 | &nbsp;&nbsp;&nbsp;&nbsp;3.711% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Chase Issuance Trust Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
| <sup>2</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>2</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; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A3 Series 2007-A3 | &nbsp;&nbsp;&nbsp;&nbsp;6.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 108 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust Class A7 Series 2018-A7 | &nbsp;&nbsp;&nbsp;&nbsp;3.960% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2016-P4 | &nbsp;&nbsp;&nbsp;&nbsp;2.646% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A3 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 80 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | &nbsp;&nbsp;&nbsp;&nbsp;3.762% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.209% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-GC37 | &nbsp;&nbsp;&nbsp;&nbsp;3.314% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2016-P4 | &nbsp;&nbsp;&nbsp;&nbsp;2.902% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.471% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2018-B2 | &nbsp;&nbsp;&nbsp;&nbsp;4.009% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 267 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A4 Series 2019-GC43 | &nbsp;&nbsp;&nbsp;&nbsp;3.038% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 245 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2016-GC36 | &nbsp;&nbsp;&nbsp;&nbsp;3.616% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 465 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2019-GC41 | &nbsp;&nbsp;&nbsp;&nbsp;2.869% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/56 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2020-GC46 | &nbsp;&nbsp;&nbsp;&nbsp;2.717% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 97 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class A5 Series 2022-GC48 | &nbsp;&nbsp;&nbsp;&nbsp;4.579% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</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; 11 | &nbsp;&nbsp; 11 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AS Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.764% | &nbsp;&nbsp;&nbsp;&nbsp; 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AS Series 2020-GC46 | &nbsp;&nbsp;&nbsp;&nbsp;2.918% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 39 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class B Series 2015-GC29 | &nbsp;&nbsp;&nbsp;&nbsp;3.758% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 84 | &nbsp;&nbsp; 82 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp; 32 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A3 Series 2017-COR2 | &nbsp;&nbsp;&nbsp;&nbsp;3.510% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 33 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A3 Series 2018-COR3 | &nbsp;&nbsp;&nbsp;&nbsp;4.228% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A4 Series 2015-CR24 | &nbsp;&nbsp;&nbsp;&nbsp;3.432% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 145 |
| <sup>2</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; 225 | &nbsp;&nbsp; 222 |
| <sup>2</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; 11 | &nbsp;&nbsp; 10 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A5 Series 2015-CR22 | &nbsp;&nbsp;&nbsp;&nbsp;3.309% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class A5 Series 2019-GC44 | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2013-CR12 | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 15 |
| <sup>2,4</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; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2015-CR23 | &nbsp;&nbsp;&nbsp;&nbsp;3.801% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</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; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class AM Series 2019-GC44 | &nbsp;&nbsp;&nbsp;&nbsp;3.263% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2</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; 18 | &nbsp;&nbsp; 18 |
| <sup>2</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; 21 | &nbsp;&nbsp; 21 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2013-CR12 | &nbsp;&nbsp;&nbsp;&nbsp;4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/46 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 13 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;COMM Mortgage Trust Class B Series 2014-CR15 | &nbsp;&nbsp;&nbsp;&nbsp;3.922% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 14 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A3 Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.329% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 252 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A3 Series 2021-C20 | &nbsp;&nbsp;&nbsp;&nbsp;2.805% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 217 |
| <sup>2</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; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2017-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.392% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2018-CX12 | &nbsp;&nbsp;&nbsp;&nbsp;4.224% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A4 Series 2019-C15 | &nbsp;&nbsp;&nbsp;&nbsp;4.053% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 216 |
| <sup>2</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; 193 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX10 | &nbsp;&nbsp;&nbsp;&nbsp;3.458% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &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) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX9 | &nbsp;&nbsp;&nbsp;&nbsp;3.446% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class A5 Series 2018-CX11 | &nbsp;&nbsp;&nbsp;&nbsp;4.033% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 267 |
| <sup>2,4</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; 75 | &nbsp;&nbsp; 74 |
| <sup>2,4</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; 75 | &nbsp;&nbsp; 72 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class AS Series 2021-C20 | &nbsp;&nbsp;&nbsp;&nbsp;3.076% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class ASB Series 2015-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.617% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp; 6 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class B Series 2015-C1 | &nbsp;&nbsp;&nbsp;&nbsp;4.044% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust Class B Series 2015-C3 | &nbsp;&nbsp;&nbsp;&nbsp;4.112% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2</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; 17 | &nbsp;&nbsp; 17 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust Class A4 Series 2018-C1 | &nbsp;&nbsp;&nbsp;&nbsp;4.466% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A4 Series 2016-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.276% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</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; 97 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.328% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class A5 Series 2020-C9 | &nbsp;&nbsp;&nbsp;&nbsp;1.926% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust Class AM Series 2017-C6 | &nbsp;&nbsp;&nbsp;&nbsp;3.561% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>2</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; 226 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 277 |
| <sup>2</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; 398 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>2</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; 36 | &nbsp;&nbsp; 35 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.720% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp; 3 |
| <sup>2</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; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp;5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class B Series 2024-5A | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</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; 31 | &nbsp;&nbsp; 31 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp;5.820% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class C Series 2023-4A | &nbsp;&nbsp;&nbsp;&nbsp;6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2021-3A | &nbsp;&nbsp;&nbsp;&nbsp;1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp; 33 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2022-1A | &nbsp;&nbsp;&nbsp;&nbsp;3.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class D Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 2A2 Series 2019-M21 | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 28 | &nbsp;&nbsp; 25 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 2A2 Series 2021-M13 | &nbsp;&nbsp;&nbsp;&nbsp;1.627% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 155 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class 3A2 Series 2019-M18 | &nbsp;&nbsp;&nbsp;&nbsp;2.577% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 87 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2015-M10 | &nbsp;&nbsp;&nbsp;&nbsp;3.092% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 63 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2015-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.797% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 127 | &nbsp;&nbsp; 126 |
| <sup>1,2,4</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; 125 | &nbsp;&nbsp; 124 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2015-M8 | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M11 | &nbsp;&nbsp;&nbsp;&nbsp;2.369% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 228 | &nbsp;&nbsp; 221 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M13 | &nbsp;&nbsp;&nbsp;&nbsp;2.519% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 50 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M3 | &nbsp;&nbsp;&nbsp;&nbsp;2.702% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 51 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.576% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 57 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.469% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 169 | &nbsp;&nbsp; 164 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M7 | &nbsp;&nbsp;&nbsp;&nbsp;2.499% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp; 38 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2016-M9 | &nbsp;&nbsp;&nbsp;&nbsp;2.292% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 257 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M1 | &nbsp;&nbsp;&nbsp;&nbsp;2.415% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 134 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M12 | &nbsp;&nbsp;&nbsp;&nbsp;3.061% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 178 | &nbsp;&nbsp; 172 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M14 | &nbsp;&nbsp;&nbsp;&nbsp;2.811% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 52 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M2 | &nbsp;&nbsp;&nbsp;&nbsp;2.825% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 114 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.552% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 125 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.993% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 40 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M7 | &nbsp;&nbsp;&nbsp;&nbsp;2.961% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 203 | &nbsp;&nbsp; 196 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2017-M8 | &nbsp;&nbsp;&nbsp;&nbsp;3.061% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 363 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M10 | &nbsp;&nbsp;&nbsp;&nbsp;3.355% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 118 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M12 | &nbsp;&nbsp;&nbsp;&nbsp;3.627% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M13 | &nbsp;&nbsp;&nbsp;&nbsp;3.743% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 148 | &nbsp;&nbsp; 140 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M14 | &nbsp;&nbsp;&nbsp;&nbsp;3.580% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 159 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M2 | &nbsp;&nbsp;&nbsp;&nbsp;2.906% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 376 | &nbsp;&nbsp; 359 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M3 | &nbsp;&nbsp;&nbsp;&nbsp;3.063% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 58 | &nbsp;&nbsp; 54 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M4 | &nbsp;&nbsp;&nbsp;&nbsp;3.057% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 118 | &nbsp;&nbsp; 112 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2018-M7 | &nbsp;&nbsp;&nbsp;&nbsp;3.032% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 86 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M1 | &nbsp;&nbsp;&nbsp;&nbsp;3.543% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 167 | &nbsp;&nbsp; 161 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M12 | &nbsp;&nbsp;&nbsp;&nbsp;2.885% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 388 | &nbsp;&nbsp; 360 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M18 | &nbsp;&nbsp;&nbsp;&nbsp;2.469% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 235 | &nbsp;&nbsp; 214 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M2 | &nbsp;&nbsp;&nbsp;&nbsp;3.623% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 172 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M22 | &nbsp;&nbsp;&nbsp;&nbsp;2.522% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 332 | &nbsp;&nbsp; 303 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M4 | &nbsp;&nbsp;&nbsp;&nbsp;3.610% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 273 | &nbsp;&nbsp; 256 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M5 | &nbsp;&nbsp;&nbsp;&nbsp;3.273% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 187 | &nbsp;&nbsp; 177 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2019-M7 | &nbsp;&nbsp;&nbsp;&nbsp;3.143% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 179 | &nbsp;&nbsp; 168 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;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; 282 | &nbsp;&nbsp; 263 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M1 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 852 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M14 | &nbsp;&nbsp;&nbsp;&nbsp;1.784% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 242 | &nbsp;&nbsp; 208 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M29 | &nbsp;&nbsp;&nbsp;&nbsp;1.492% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M42 | &nbsp;&nbsp;&nbsp;&nbsp;1.270% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 8 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M46 | &nbsp;&nbsp;&nbsp;&nbsp;1.323% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 212 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M5 | &nbsp;&nbsp;&nbsp;&nbsp;2.210% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp; 96 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2020-M52 | &nbsp;&nbsp;&nbsp;&nbsp;1.315% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 228 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M1 | &nbsp;&nbsp;&nbsp;&nbsp;1.389% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 49 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M11 | &nbsp;&nbsp;&nbsp;&nbsp;1.458% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 184 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M13 | &nbsp;&nbsp;&nbsp;&nbsp;1.599% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M19 | &nbsp;&nbsp;&nbsp;&nbsp;1.739% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 226 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M1G | &nbsp;&nbsp;&nbsp;&nbsp;1.469% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2021-M3G | &nbsp;&nbsp;&nbsp;&nbsp;1.245% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 184 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M1 | &nbsp;&nbsp;&nbsp;&nbsp;1.668% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 264 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M10 | &nbsp;&nbsp;&nbsp;&nbsp;1.938% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 186 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M1G | &nbsp;&nbsp;&nbsp;&nbsp;1.532% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M3 | &nbsp;&nbsp;&nbsp;&nbsp;1.707% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M4 | &nbsp;&nbsp;&nbsp;&nbsp;2.290% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2022-M8 | &nbsp;&nbsp;&nbsp;&nbsp;1.936% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 124 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M1S | &nbsp;&nbsp;&nbsp;&nbsp;4.501% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 136 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class A2 Series 2023-M6 | &nbsp;&nbsp;&nbsp;&nbsp;4.181% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 134 | &nbsp;&nbsp; 131 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie mae-Aces Class A2 Series 2023-M8 | &nbsp;&nbsp;&nbsp;&nbsp;4.471% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae-Aces Class ATS2 Series 2017-M15 | &nbsp;&nbsp;&nbsp;&nbsp;3.158% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/31 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;First National Master Note Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 12 |
| <sup>2</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; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</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; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;1.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>2</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; 28 | &nbsp;&nbsp; 27 |
| <sup>2</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; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</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>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2020-C | &nbsp;&nbsp;&nbsp;&nbsp;0.510% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 26 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 260 | &nbsp;&nbsp; 262 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A Series 2018-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</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; 146 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K080 | &nbsp;&nbsp;&nbsp;&nbsp;3.736% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp; 60 |
| <sup>1,2</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; 37 | &nbsp;&nbsp; 36 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K121 | &nbsp;&nbsp;&nbsp;&nbsp;0.995% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 22 | &nbsp;&nbsp; 19 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K122 | &nbsp;&nbsp;&nbsp;&nbsp;0.863% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 12 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K129 | &nbsp;&nbsp;&nbsp;&nbsp;1.342% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 38 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K143 | &nbsp;&nbsp;&nbsp;&nbsp;2.711% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/55 | &nbsp;&nbsp;&nbsp;&nbsp; 98 | &nbsp;&nbsp; 88 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K1520 | &nbsp;&nbsp;&nbsp;&nbsp;2.007% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 40 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K045 | &nbsp;&nbsp;&nbsp;&nbsp;3.023% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 83 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K046 | &nbsp;&nbsp;&nbsp;&nbsp;3.205% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 156 | &nbsp;&nbsp; 155 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K047 | &nbsp;&nbsp;&nbsp;&nbsp;3.329% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 163 | &nbsp;&nbsp; 162 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K048 | &nbsp;&nbsp;&nbsp;&nbsp;3.284% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 294 | &nbsp;&nbsp; 292 |
| <sup>1,2</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; 123 | &nbsp;&nbsp; 122 |
| <sup>1,2,4</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; 192 | &nbsp;&nbsp; 190 |
| <sup>1,2</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; 125 | &nbsp;&nbsp; 124 |
| <sup>1,2</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; 75 | &nbsp;&nbsp; 74 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K056 | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K058 | &nbsp;&nbsp;&nbsp;&nbsp;2.653% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K064 | &nbsp;&nbsp;&nbsp;&nbsp;3.224% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K065 | &nbsp;&nbsp;&nbsp;&nbsp;3.243% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 433 | &nbsp;&nbsp; 420 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K066 | &nbsp;&nbsp;&nbsp;&nbsp;3.117% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K067 | &nbsp;&nbsp;&nbsp;&nbsp;3.194% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 483 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K068 | &nbsp;&nbsp;&nbsp;&nbsp;3.244% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K069 | &nbsp;&nbsp;&nbsp;&nbsp;3.187% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp; 191 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K070 | &nbsp;&nbsp;&nbsp;&nbsp;3.303% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K071 | &nbsp;&nbsp;&nbsp;&nbsp;3.286% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K072 | &nbsp;&nbsp;&nbsp;&nbsp;3.444% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K073 | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K074 | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 218 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K075 | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K076 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 342 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K078 | &nbsp;&nbsp;&nbsp;&nbsp;3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K079 | &nbsp;&nbsp;&nbsp;&nbsp;3.926% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K080 | &nbsp;&nbsp;&nbsp;&nbsp;3.926% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K081 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 341 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K082 | &nbsp;&nbsp;&nbsp;&nbsp;3.920% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K083 | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1663 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K084 | &nbsp;&nbsp;&nbsp;&nbsp;3.780% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 266 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K085 | &nbsp;&nbsp;&nbsp;&nbsp;4.060% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 220 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K087 | &nbsp;&nbsp;&nbsp;&nbsp;3.771% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 387 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K088 | &nbsp;&nbsp;&nbsp;&nbsp;3.690% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 265 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K089 | &nbsp;&nbsp;&nbsp;&nbsp;3.563% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K090 | &nbsp;&nbsp;&nbsp;&nbsp;3.422% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K091 | &nbsp;&nbsp;&nbsp;&nbsp;3.505% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 430 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K092 | &nbsp;&nbsp;&nbsp;&nbsp;3.298% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 213 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K093 | &nbsp;&nbsp;&nbsp;&nbsp;2.982% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 374 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K094 | &nbsp;&nbsp;&nbsp;&nbsp;2.903% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 255 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K095 | &nbsp;&nbsp;&nbsp;&nbsp;2.785% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 254 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K096 | &nbsp;&nbsp;&nbsp;&nbsp;2.519% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 206 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K098 | &nbsp;&nbsp;&nbsp;&nbsp;2.425% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 408 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K099 | &nbsp;&nbsp;&nbsp;&nbsp;2.595% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 191 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K101 | &nbsp;&nbsp;&nbsp;&nbsp;2.524% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 335 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K102 | &nbsp;&nbsp;&nbsp;&nbsp;2.537% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 317 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K103 | &nbsp;&nbsp;&nbsp;&nbsp;2.651% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 273 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K104 | &nbsp;&nbsp;&nbsp;&nbsp;2.253% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 396 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K105 | &nbsp;&nbsp;&nbsp;&nbsp;1.872% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 95 | &nbsp;&nbsp; 83 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K106 | &nbsp;&nbsp;&nbsp;&nbsp;2.069% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1146 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K107 | &nbsp;&nbsp;&nbsp;&nbsp;1.639% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 86 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K108 | &nbsp;&nbsp;&nbsp;&nbsp;1.517% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 128 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K109 | &nbsp;&nbsp;&nbsp;&nbsp;1.558% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 363 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K110 | &nbsp;&nbsp;&nbsp;&nbsp;1.477% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K111 | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K114 | &nbsp;&nbsp;&nbsp;&nbsp;1.366% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 105 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K116 | &nbsp;&nbsp;&nbsp;&nbsp;1.378% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 268 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K117 | &nbsp;&nbsp;&nbsp;&nbsp;1.406% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 21 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K118 | &nbsp;&nbsp;&nbsp;&nbsp;1.493% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 335 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K120 | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 250 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K121 | &nbsp;&nbsp;&nbsp;&nbsp;1.547% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 146 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K122 | &nbsp;&nbsp;&nbsp;&nbsp;1.521% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 146 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K124 | &nbsp;&nbsp;&nbsp;&nbsp;1.658% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 126 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K125 | &nbsp;&nbsp;&nbsp;&nbsp;1.846% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 592 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K126 | &nbsp;&nbsp;&nbsp;&nbsp;2.074% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 215 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K127 | &nbsp;&nbsp;&nbsp;&nbsp;2.108% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 365 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K128 | &nbsp;&nbsp;&nbsp;&nbsp;2.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 213 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K129 | &nbsp;&nbsp;&nbsp;&nbsp;1.914% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 338 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K130 | &nbsp;&nbsp;&nbsp;&nbsp;1.723% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 125 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K131 | &nbsp;&nbsp;&nbsp;&nbsp;1.853% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 335 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K132 | &nbsp;&nbsp;&nbsp;&nbsp;2.023% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K133 | &nbsp;&nbsp;&nbsp;&nbsp;2.096% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K134 | &nbsp;&nbsp;&nbsp;&nbsp;2.243% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 170 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K135 | &nbsp;&nbsp;&nbsp;&nbsp;2.154% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 106 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K138 | &nbsp;&nbsp;&nbsp;&nbsp;2.476% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 129 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K140 | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 84 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K143 | &nbsp;&nbsp;&nbsp;&nbsp;2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K148 | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 639 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1510 | &nbsp;&nbsp;&nbsp;&nbsp;3.718% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1511 | &nbsp;&nbsp;&nbsp;&nbsp;3.470% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1514 | &nbsp;&nbsp;&nbsp;&nbsp;2.859% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 188 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1515 | &nbsp;&nbsp;&nbsp;&nbsp;1.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 115 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1516 | &nbsp;&nbsp;&nbsp;&nbsp;1.721% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 166 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1517 | &nbsp;&nbsp;&nbsp;&nbsp;1.716% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 19 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1518 | &nbsp;&nbsp;&nbsp;&nbsp;1.860% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 74 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1519 | &nbsp;&nbsp;&nbsp;&nbsp;2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K152 | &nbsp;&nbsp;&nbsp;&nbsp;3.080% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1520 | &nbsp;&nbsp;&nbsp;&nbsp;2.438% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/36 | &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) |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | &nbsp;&nbsp;&nbsp;&nbsp;2.184% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 113 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K1522 | &nbsp;&nbsp;&nbsp;&nbsp;2.361% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 114 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K155 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K157 | &nbsp;&nbsp;&nbsp;&nbsp;3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-157 | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 166 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K158 | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K159 | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-159 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 136 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-160 | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>1,2</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; 100 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-164 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-165 | &nbsp;&nbsp;&nbsp;&nbsp;4.489% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 197 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-167 | &nbsp;&nbsp;&nbsp;&nbsp;4.760% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K505 | &nbsp;&nbsp;&nbsp;&nbsp;4.819% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K506 | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K507 | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K508 | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K509 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K510 | &nbsp;&nbsp;&nbsp;&nbsp;5.069% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K511 | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K512 | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K513 | &nbsp;&nbsp;&nbsp;&nbsp;4.724% | &nbsp;&nbsp;&nbsp;&nbsp; 12/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K515 | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K516 | &nbsp;&nbsp;&nbsp;&nbsp;5.477% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 154 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K517 | &nbsp;&nbsp;&nbsp;&nbsp;5.355% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K518 | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K520 | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 208 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K524 | &nbsp;&nbsp;&nbsp;&nbsp;4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp; 123 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K526 | &nbsp;&nbsp;&nbsp;&nbsp;4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K576 | &nbsp;&nbsp;&nbsp;&nbsp;4.963% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K730 | &nbsp;&nbsp;&nbsp;&nbsp;3.590% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K731 | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 106 | &nbsp;&nbsp; 105 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K734 | &nbsp;&nbsp;&nbsp;&nbsp;3.208% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 372 | &nbsp;&nbsp; 367 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K735 | &nbsp;&nbsp;&nbsp;&nbsp;2.862% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 482 | &nbsp;&nbsp; 472 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K738 | &nbsp;&nbsp;&nbsp;&nbsp;1.545% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K739 | &nbsp;&nbsp;&nbsp;&nbsp;1.336% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K742 | &nbsp;&nbsp;&nbsp;&nbsp;1.760% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K743 | &nbsp;&nbsp;&nbsp;&nbsp;1.770% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K744 | &nbsp;&nbsp;&nbsp;&nbsp;1.712% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 88 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K745 | &nbsp;&nbsp;&nbsp;&nbsp;1.657% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K746 | &nbsp;&nbsp;&nbsp;&nbsp;2.031% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 137 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K747 | &nbsp;&nbsp;&nbsp;&nbsp;2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 113 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K751 | &nbsp;&nbsp;&nbsp;&nbsp;4.412% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K752 | &nbsp;&nbsp;&nbsp;&nbsp;4.284% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 136 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K753 | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K754 | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K757 | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 220 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K758 | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 692 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series KC02 | &nbsp;&nbsp;&nbsp;&nbsp;3.370% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/25 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 132 |
| <sup>1,2</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; 194 | &nbsp;&nbsp; 192 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1510 | &nbsp;&nbsp;&nbsp;&nbsp;3.794% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 361 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1511 | &nbsp;&nbsp;&nbsp;&nbsp;3.542% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 201 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | &nbsp;&nbsp;&nbsp;&nbsp;2.797% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/34 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 279 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K154 | &nbsp;&nbsp;&nbsp;&nbsp;3.459% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>1,2</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K155 | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 184 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K157 | &nbsp;&nbsp;&nbsp;&nbsp;3.990% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
| <sup>1,2,4</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac Multifamily Structured Pass Through Certificates Class AM Series K749 | &nbsp;&nbsp;&nbsp;&nbsp;2.120% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 11 | &nbsp;&nbsp; 11 |
| <sup>2</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; 46 | &nbsp;&nbsp; 46 |
| <sup>2</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; 25 | &nbsp;&nbsp; 25 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 64 |
| <sup>2</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; 25 | &nbsp;&nbsp; 25 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;0.480% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-4 | &nbsp;&nbsp;&nbsp;&nbsp;0.680% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| <sup>2</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; 13 | &nbsp;&nbsp; 13 |
| <sup>2</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; 23 | &nbsp;&nbsp; 23 |
| <sup>2</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; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp; 94 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</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>2</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>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-2 | &nbsp;&nbsp;&nbsp;&nbsp;0.820% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</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; 50 | &nbsp;&nbsp; 49 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 12/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A4 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A3 Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;3.433% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2015-GC30 | &nbsp;&nbsp;&nbsp;&nbsp;3.382% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2015-GC34 | &nbsp;&nbsp;&nbsp;&nbsp;3.506% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2016-GS2 | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</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; 193 |
| <sup>2,4</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; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2017-GS5 | &nbsp;&nbsp;&nbsp;&nbsp;3.674% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2017-GS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.430% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 261 | &nbsp;&nbsp; 248 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC39 | &nbsp;&nbsp;&nbsp;&nbsp;3.567% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC40 | &nbsp;&nbsp;&nbsp;&nbsp;3.160% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 136 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GC42 | &nbsp;&nbsp;&nbsp;&nbsp;3.001% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 247 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A4 Series 2019-GSA1 | &nbsp;&nbsp;&nbsp;&nbsp;3.048% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2014-GC22 | &nbsp;&nbsp;&nbsp;&nbsp;3.862% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp;2.911% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GC47 | &nbsp;&nbsp;&nbsp;&nbsp;2.377% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class A5 Series 2020-GSA2 | &nbsp;&nbsp;&nbsp;&nbsp;2.012% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 103 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AAB Series 2015-GC32 | &nbsp;&nbsp;&nbsp;&nbsp;3.513% | &nbsp;&nbsp;&nbsp;&nbsp; 7/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AAB Series 2015-GC34 | &nbsp;&nbsp;&nbsp;&nbsp;3.278% | &nbsp;&nbsp;&nbsp;&nbsp; 10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp; 23 | &nbsp;&nbsp; 23 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2014-GC26 | &nbsp;&nbsp;&nbsp;&nbsp;3.964% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2016-GS4 | &nbsp;&nbsp;&nbsp;&nbsp;3.645% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS5 | &nbsp;&nbsp;&nbsp;&nbsp;3.826% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;3.638% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2017-GS7 | &nbsp;&nbsp;&nbsp;&nbsp;3.663% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 65 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2019-GC42 | &nbsp;&nbsp;&nbsp;&nbsp;3.212% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GC45 | &nbsp;&nbsp;&nbsp;&nbsp;3.173% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 31 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class AS Series 2020-GSA2 | &nbsp;&nbsp;&nbsp;&nbsp;2.224% | &nbsp;&nbsp;&nbsp;&nbsp; 12/12/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 20 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class B Series 2014-GC24 | &nbsp;&nbsp;&nbsp;&nbsp;4.419% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class B Series 2014-GC26 | &nbsp;&nbsp;&nbsp;&nbsp;4.215% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust Class C Series 2017-GS6 | &nbsp;&nbsp;&nbsp;&nbsp;4.322% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 7 |
| <sup>2</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; 7 | &nbsp;&nbsp; 7 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.690% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.310% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;3.260% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2021-3 | &nbsp;&nbsp;&nbsp;&nbsp;0.410% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2021-4 | &nbsp;&nbsp;&nbsp;&nbsp;0.880% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 16 | &nbsp;&nbsp; 16 |
| <sup>2</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; 16 | &nbsp;&nbsp; 16 |
| <sup>2</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; 26 | &nbsp;&nbsp; 26 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</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; 203 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| <sup>2</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; 300 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 7/18/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &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) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2021-C | &nbsp;&nbsp;&nbsp;&nbsp;0.740% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 70 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 43 | &nbsp;&nbsp; 43 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 112 | &nbsp;&nbsp; 113 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2021-A | &nbsp;&nbsp;&nbsp;&nbsp;0.620% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 55 | &nbsp;&nbsp; 55 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.520% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 134 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 121 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.010% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A4 Series 2016-JP4 | &nbsp;&nbsp;&nbsp;&nbsp;3.648% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2015-JP1 | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2016-JP3 | &nbsp;&nbsp;&nbsp;&nbsp;2.870% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JP Morgan Chase Commercial Mortgage Securities Trust Class AS Series 2016-JP4 | &nbsp;&nbsp;&nbsp;&nbsp;3.870% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C27 | &nbsp;&nbsp;&nbsp;&nbsp;3.179% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C29 | &nbsp;&nbsp;&nbsp;&nbsp;3.611% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</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; 82 | &nbsp;&nbsp; 81 |
| <sup>2</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; 2 | &nbsp;&nbsp; 2 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.639% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C25 | &nbsp;&nbsp;&nbsp;&nbsp;3.672% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 40 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | &nbsp;&nbsp;&nbsp;&nbsp;3.598% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C22 | &nbsp;&nbsp;&nbsp;&nbsp;4.110% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp; 31 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C23 | &nbsp;&nbsp;&nbsp;&nbsp;4.202% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C24 | &nbsp;&nbsp;&nbsp;&nbsp;3.914% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>2</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; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C28 | &nbsp;&nbsp;&nbsp;&nbsp;3.532% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C30 | &nbsp;&nbsp;&nbsp;&nbsp;4.226% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C31 | &nbsp;&nbsp;&nbsp;&nbsp;3.540% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2</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; 15 | &nbsp;&nbsp; 15 |
| <sup>2</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; 14 | &nbsp;&nbsp; 14 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C18 | &nbsp;&nbsp;&nbsp;&nbsp;4.536% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 16 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C26 | &nbsp;&nbsp;&nbsp;&nbsp;3.951% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A4 Series 2019-COR5 | &nbsp;&nbsp;&nbsp;&nbsp;3.386% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 181 |
| <sup>2</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; 388 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp;3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class A5 Series 2019-COR4 | &nbsp;&nbsp;&nbsp;&nbsp;4.029% | &nbsp;&nbsp;&nbsp;&nbsp; 3/10/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class AS Series 2017-JP6 | &nbsp;&nbsp;&nbsp;&nbsp;3.744% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust Class AS Series 2019-COR5 | &nbsp;&nbsp;&nbsp;&nbsp;3.669% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2016-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.144% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.211% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A4 Series 2019-COR6 | &nbsp;&nbsp;&nbsp;&nbsp;3.057% | &nbsp;&nbsp;&nbsp;&nbsp; 11/13/52 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 152 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.409% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class A5 Series 2020-COR7 | &nbsp;&nbsp;&nbsp;&nbsp;2.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2016-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.484% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 46 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.713% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust Class AS Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.421% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</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; 71 | &nbsp;&nbsp; 71 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp;0.460% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 61 | &nbsp;&nbsp; 61 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</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>2</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; 109 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;6.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.220% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A3 Series 2017-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.276% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 119 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C23 | &nbsp;&nbsp;&nbsp;&nbsp;3.719% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 124 |
| <sup>2</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; 75 | &nbsp;&nbsp; 74 |
| <sup>2</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; 74 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;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; 221 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2017-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.536% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| <sup>2</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; 193 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C31 | &nbsp;&nbsp;&nbsp;&nbsp;3.102% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 240 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2017-C33 | &nbsp;&nbsp;&nbsp;&nbsp;3.599% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class AS Series 2017-C33 | &nbsp;&nbsp;&nbsp;&nbsp;3.852% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C25 | &nbsp;&nbsp;&nbsp;&nbsp;3.383% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C26 | &nbsp;&nbsp;&nbsp;&nbsp;3.323% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp; 5 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C27 | &nbsp;&nbsp;&nbsp;&nbsp;3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2</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; 11 | &nbsp;&nbsp; 11 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2014-C16 | &nbsp;&nbsp;&nbsp;&nbsp;4.274% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp; 10 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2015-C22 | &nbsp;&nbsp;&nbsp;&nbsp;3.883% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Class A4 Series 2017-HR2 | &nbsp;&nbsp;&nbsp;&nbsp;3.587% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A3 Series 2019-L2 | &nbsp;&nbsp;&nbsp;&nbsp;3.806% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp; 47 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A3 Series 2020-L4 | &nbsp;&nbsp;&nbsp;&nbsp;2.698% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 156 |
| <sup>2</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; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-BNK2 | &nbsp;&nbsp;&nbsp;&nbsp;3.049% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-UB11 | &nbsp;&nbsp;&nbsp;&nbsp;2.782% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2016-UBS12 | &nbsp;&nbsp;&nbsp;&nbsp;3.596% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-H6 | &nbsp;&nbsp;&nbsp;&nbsp;3.417% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 232 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L2 | &nbsp;&nbsp;&nbsp;&nbsp;4.071% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2019-L3 | &nbsp;&nbsp;&nbsp;&nbsp;3.127% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2020-HR8 | &nbsp;&nbsp;&nbsp;&nbsp;2.041% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 55 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A4 Series 2021-L6 | &nbsp;&nbsp;&nbsp;&nbsp;2.444% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2017-H1 | &nbsp;&nbsp;&nbsp;&nbsp;3.530% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 145 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2021-L7 | &nbsp;&nbsp;&nbsp;&nbsp;2.574% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 127 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class A5 Series 2022-L8 | &nbsp;&nbsp;&nbsp;&nbsp;3.793% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 135 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2016-BNK2 | &nbsp;&nbsp;&nbsp;&nbsp;3.282% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2019-H6 | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust Class AS Series 2020-L4 | &nbsp;&nbsp;&nbsp;&nbsp;2.880% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class A5 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.752% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class A5 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;6.014% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 53 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;MSWF Commercial Mortgage Trust Class AS Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;6.199% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/56 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>2</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; 22 | &nbsp;&nbsp; 22 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</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; 201 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp;4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| <sup>2</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; 18 | &nbsp;&nbsp; 17 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/27 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 56 |
| <sup>2</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; 100 | &nbsp;&nbsp; 100 |
| <sup>2</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; 46 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp;2.070% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;5.960% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 12 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.020% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</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; 23 | &nbsp;&nbsp; 23 |
| <sup>2</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; 24 | &nbsp;&nbsp; 24 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.160% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.780% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1016 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.560% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.470% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp;5.770% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 20 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;6.040% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 61 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2023-5 | &nbsp;&nbsp;&nbsp;&nbsp;6.430% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| <sup>2</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; 24 | &nbsp;&nbsp; 24 |
| <sup>2</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; 27 | &nbsp;&nbsp; 27 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2022-A1 | &nbsp;&nbsp;&nbsp;&nbsp;3.370% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A1 | &nbsp;&nbsp;&nbsp;&nbsp;5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp;5.740% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &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>2</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.930% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2021-C | &nbsp;&nbsp;&nbsp;&nbsp;0.430% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9 | &nbsp;&nbsp; 9 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2021-D | &nbsp;&nbsp;&nbsp;&nbsp;0.710% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17 | &nbsp;&nbsp; 17 |
| <sup>2</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; 30 | &nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.760% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 35 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</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>2</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>2</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>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2020-A | &nbsp;&nbsp;&nbsp;&nbsp;0.390% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 8 | &nbsp;&nbsp; 8 |
| <sup>2</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; 44 | &nbsp;&nbsp; 43 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2023-D | &nbsp;&nbsp;&nbsp;&nbsp;5.490% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A4 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 84 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A3 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.301% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp; 87 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A3 Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;3.720% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 116 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.460% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.487% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.426% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.563% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 142 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;3.679% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C10 | &nbsp;&nbsp;&nbsp;&nbsp;4.313% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C13 | &nbsp;&nbsp;&nbsp;&nbsp;4.334% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C14 | &nbsp;&nbsp;&nbsp;&nbsp;4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 217 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C15 | &nbsp;&nbsp;&nbsp;&nbsp;4.341% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2018-C9 | &nbsp;&nbsp;&nbsp;&nbsp;4.117% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 265 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.605% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 93 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C17 | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 112 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A4 Series 2019-C18 | &nbsp;&nbsp;&nbsp;&nbsp;3.035% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2017-C5 | &nbsp;&nbsp;&nbsp;&nbsp;3.474% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2018-C11 | &nbsp;&nbsp;&nbsp;&nbsp;4.241% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class A5 Series 2018-C12 | &nbsp;&nbsp;&nbsp;&nbsp;4.296% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C1 | &nbsp;&nbsp;&nbsp;&nbsp;3.724% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C2 | &nbsp;&nbsp;&nbsp;&nbsp;3.740% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C3 | &nbsp;&nbsp;&nbsp;&nbsp;3.739% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 71 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C4 | &nbsp;&nbsp;&nbsp;&nbsp;3.836% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 62 | &nbsp;&nbsp; 58 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2017-C7 | &nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2018-C8 | &nbsp;&nbsp;&nbsp;&nbsp;4.215% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust Class AS Series 2019-C16 | &nbsp;&nbsp;&nbsp;&nbsp;3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 23 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp;1.530% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2022-4 | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 162 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2023-7 | &nbsp;&nbsp;&nbsp;&nbsp;5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp;5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 303 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class A1A Series 2024-6 | &nbsp;&nbsp;&nbsp;&nbsp;4.170% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 990 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 15 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp;5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 12/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 120 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp;5.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-BNK1 | &nbsp;&nbsp;&nbsp;&nbsp;2.652% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-C36 | &nbsp;&nbsp;&nbsp;&nbsp;2.807% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp; 40 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.317% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A3 Series 2024-5C1 | &nbsp;&nbsp;&nbsp;&nbsp;5.928% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| <sup>2</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; 50 | &nbsp;&nbsp; 50 |
| <sup>2</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; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-C34 | &nbsp;&nbsp;&nbsp;&nbsp;3.096% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/49 | &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) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-LC24 | &nbsp;&nbsp;&nbsp;&nbsp;2.942% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 162 | &nbsp;&nbsp; 157 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.581% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C41 | &nbsp;&nbsp;&nbsp;&nbsp;3.472% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 239 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp;4.012% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 266 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | &nbsp;&nbsp;&nbsp;&nbsp;4.184% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | &nbsp;&nbsp;&nbsp;&nbsp;4.152% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 72 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C47 | &nbsp;&nbsp;&nbsp;&nbsp;4.442% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C51 | &nbsp;&nbsp;&nbsp;&nbsp;3.311% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C53 | &nbsp;&nbsp;&nbsp;&nbsp;3.040% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 182 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C54 | &nbsp;&nbsp;&nbsp;&nbsp;3.146% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 91 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A4 Series 2020-C58 | &nbsp;&nbsp;&nbsp;&nbsp;2.092% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2015-NXS1 | &nbsp;&nbsp;&nbsp;&nbsp;3.148% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2016-C37 | &nbsp;&nbsp;&nbsp;&nbsp;3.794% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C38 | &nbsp;&nbsp;&nbsp;&nbsp;3.453% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 192 | &nbsp;&nbsp; 185 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp;3.418% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 167 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C44 | &nbsp;&nbsp;&nbsp;&nbsp;4.212% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2019-C52 | &nbsp;&nbsp;&nbsp;&nbsp;2.892% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 270 | &nbsp;&nbsp; 244 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C55 | &nbsp;&nbsp;&nbsp;&nbsp;2.725% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp; 147 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C56 | &nbsp;&nbsp;&nbsp;&nbsp;2.448% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2021-C59 | &nbsp;&nbsp;&nbsp;&nbsp;2.626% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 85 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class A5 Series 2024-C63 | &nbsp;&nbsp;&nbsp;&nbsp;5.309% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2015-C26 | &nbsp;&nbsp;&nbsp;&nbsp;3.580% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 40 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2015-C28 | &nbsp;&nbsp;&nbsp;&nbsp;3.872% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 31 | &nbsp;&nbsp; 31 |
| <sup>2,4</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; 74 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C38 | &nbsp;&nbsp;&nbsp;&nbsp;3.665% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 51 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C39 | &nbsp;&nbsp;&nbsp;&nbsp;3.702% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C40 | &nbsp;&nbsp;&nbsp;&nbsp;3.854% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2018-C43 | &nbsp;&nbsp;&nbsp;&nbsp;4.152% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class AS Series 2019-C52 | &nbsp;&nbsp;&nbsp;&nbsp;3.143% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
| <sup>2</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; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class ASB Series 2016-C32 | &nbsp;&nbsp;&nbsp;&nbsp;3.324% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 7 | &nbsp;&nbsp; 7 |
| <sup>2</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; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class B Series 2015-LC20 | &nbsp;&nbsp;&nbsp;&nbsp;3.719% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;WF Card Issuance Trust Class A Series 2024-A1 | &nbsp;&nbsp;&nbsp;&nbsp;4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;WF Card Issuance Trust Class A Series 2024-A2 | &nbsp;&nbsp;&nbsp;&nbsp;4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 219 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class A5 Series 2014-C23 | &nbsp;&nbsp;&nbsp;&nbsp;3.917% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class AS Series 2013-C14 | &nbsp;&nbsp;&nbsp;&nbsp;3.488% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 12 | &nbsp;&nbsp; 11 |
| <sup>2,4</sup> | &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust Class B Series 2014-C22 | &nbsp;&nbsp;&nbsp;&nbsp;4.371% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 22 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2021-B | &nbsp;&nbsp;&nbsp;&nbsp;0.420% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 4 | &nbsp;&nbsp; 4 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2021-C | &nbsp;&nbsp;&nbsp;&nbsp;0.440% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13 | &nbsp;&nbsp; 13 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2021-D | &nbsp;&nbsp;&nbsp;&nbsp;0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 18 | &nbsp;&nbsp; 18 |
| <sup>2</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; 18 | &nbsp;&nbsp; 18 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-B | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 42 | &nbsp;&nbsp; 41 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2022-C | &nbsp;&nbsp;&nbsp;&nbsp;3.660% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 40 | &nbsp;&nbsp; 39 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 74 | &nbsp;&nbsp; 74 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-D | &nbsp;&nbsp;&nbsp;&nbsp;5.790% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 305 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.860% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp;4.680% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp;4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp;4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 59 |
| <sup>2</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; 50 | &nbsp;&nbsp; 50 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 76 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class C Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 25 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $115,658)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $115,658)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $115,658)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $115,658)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $115,658)** | &nbsp;&nbsp;&nbsp;**108126** |
| **Corporate Bonds (26.0%)** | **Corporate Bonds (26.0%)** | **Corporate Bonds (26.0%)** | **Corporate Bonds (26.0%)** | **Corporate Bonds (26.0%)** | **Corporate Bonds (26.0%)** |
| **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** | **Communications (2.0%)** |
|  | &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; 110 |
|  | &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; 728 |
|  | &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; 33 |
|  | &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; 369 |
|  | &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; 118 |
|  | &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; 188 |
|  | &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; 178 |
|  | &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; 239 |
|  | &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; 317 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 103 |
| &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; 205 |
| &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; 209 |
| &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; 199 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 155 | &nbsp;&nbsp; 154 |
| &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; 148 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 396 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 482 |
| &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; 686 |
| &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; 425 |
| &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; 455 |
| &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; 393 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 263 | &nbsp;&nbsp; 257 |
| &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; 445 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 496 |
| &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; 380 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 185 |
| &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; 537 |
| &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; 283 |
| &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; 445 |
| &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; 383 |
| &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; 225 |
| &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; 627 |
| &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; 584 |
| &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; 329 |
| &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; 505 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 1764 | &nbsp;&nbsp; 1187 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 1475 | &nbsp;&nbsp; 993 |
| &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; 669 |
| &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/59 | &nbsp;&nbsp;&nbsp;&nbsp; 929 | &nbsp;&nbsp; 615 |
| &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; 288 |
| &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; 195 |
| &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; 185 |
| &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; 168 |
| &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; 597 | &nbsp;&nbsp; 580 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 370 |
| &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; 81 |
| &nbsp;&nbsp;&nbsp;Bell Telephone Co. of Canada or Bell Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 63 |
| &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 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
| &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; 97 |
| &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; 495 |
| &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; 625 |
| &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; 509 |
| &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; 219 |
| &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; 250 | &nbsp;&nbsp; 220 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 221 |
| &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; 500 | &nbsp;&nbsp; 509 |
| &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; 330 | &nbsp;&nbsp; 278 |
| &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; 673 |
| &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; 200 | &nbsp;&nbsp; 178 |
| &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; 206 |
| &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; 256 |
| &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; 178 |
| &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; 400 | &nbsp;&nbsp; 272 |
| &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; 700 | &nbsp;&nbsp; 661 |
| &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; 537 | &nbsp;&nbsp; 438 |
| &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; 500 | &nbsp;&nbsp; 428 |
| &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; 646 |
| &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; 400 | &nbsp;&nbsp; 251 |
| &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; 500 | &nbsp;&nbsp; 321 |
| &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; 300 | &nbsp;&nbsp; 181 |
| &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; 133 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 152 |
| &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; 159 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 497 | &nbsp;&nbsp; 489 |
| &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; 473 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 389 |
| &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; 146 |
| &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; 309 |
| &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; 1211 |
| &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; 198 |
| &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; 202 |
| &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; 337 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 418 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 203 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 256 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 680 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 160 |
| &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; 1087 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
| &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; 181 |
| &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; 187 |
| &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; 497 |
| &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; 241 |
| &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; 323 |
| &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; 421 |
| &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; 521 |
| &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; 152 |
| &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;3.999% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 268 | &nbsp;&nbsp; 202 |
| &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; 274 |
| &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; 178 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.887% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 1007 | &nbsp;&nbsp; 606 |
| &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; 155 |
| &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; 613 |
| &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; 206 |
| &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; 477 |
| &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 248 | &nbsp;&nbsp; 231 |
| &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; 901 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/28 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 379 |
| &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; 270 |
| &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; 92 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &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; 149 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
| &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; 71 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.709% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 370 |
| &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; 139 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/13/33 | &nbsp;&nbsp;&nbsp;&nbsp; 214 | &nbsp;&nbsp; 225 |
| &nbsp;&nbsp;&nbsp;Fox Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.476% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 237 |
| &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; 255 |
| &nbsp;&nbsp;&nbsp;Grupo Televisa SAB | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &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; 113 |
| &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; 163 |
| &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; 148 |
| &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; 99 |
| &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; 99 |
| &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; 165 |
| &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; 144 |
| &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; 195 |
| &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; 275 |
| &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; 121 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &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; 146 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 511 | &nbsp;&nbsp; 497 |
| &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; 546 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp; 441 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 573 | &nbsp;&nbsp; 555 |
| &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; 312 |
| &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; 491 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 191 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 244 |
|  | &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; 469 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 238 |
|  | &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; 90 |
| <sup>5</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; 150 |
| <sup>5</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; 83 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Netflix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &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; 132 |
|  | &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; 96 |
|  | &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; 171 |
|  | &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; 98 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. / Omnicom Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
|  | &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; 417 |
|  | &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; 194 |
|  | &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; 141 |
|  | &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; 94 |
|  | &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; 94 |
|  | &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; 217 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 176 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/36 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 355 |
|  | &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; 91 |
|  | &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; 349 |
|  | &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; 586 |
|  | &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; 76 |
|  | &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;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &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; 313 |
|  | &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; 360 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 169 |
|  | &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; 220 |
|  | &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; 168 |
|  | &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; 78 |
|  | &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; 105 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 519 |
|  | &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; 106 |
|  | &nbsp;&nbsp;&nbsp;Sprint Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 837 |
|  | &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; 195 |
|  | &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; 246 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp;7.045% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/36 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 522 |
|  | &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; 177 |
|  | &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; 128 |
|  | &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; 285 |
|  | &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; 96 |
|  | &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; 88 |
|  | &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; 154 |
|  | &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; 168 |
|  | &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; 224 |
|  | &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; 193 |
|  | &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; 245 |
|  | &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; 187 |
|  | &nbsp;&nbsp;&nbsp;Time Warner Cable LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 212 |
|  | &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; 186 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 193 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 339 | &nbsp;&nbsp; 329 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 104 | &nbsp;&nbsp; 101 |
|  | &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; 781 |
|  | &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; 199 |
|  | &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; 230 |
|  | &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; 70 |
|  | &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; 199 |
|  | &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; 127 |
|  | &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; 90 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 1889 | &nbsp;&nbsp; 1777 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 774 |
|  | &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; 163 |
|  | &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; 358 |
|  | &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; 415 |
|  | &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; 169 |
|  | &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; 297 |
|  | &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; 450 |
|  | &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; 167 |
|  | &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; 346 |
|  | &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; 110 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 803 |
|  | &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; 659 |
|  | &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; 383 |
|  | &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;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 132 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &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; 163 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/41 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 171 |
|  | &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; 98 |
|  | &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; 164 |
|  | &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; 201 |
|  | &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; 363 |
|  | &nbsp;&nbsp;&nbsp;Uber Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &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; 300 |
|  | &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; 172 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 247 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &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; 552 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.329% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp; 829 | &nbsp;&nbsp; 814 |
|  | &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; 698 |
|  | &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; 284 |
|  | &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; 438 |
|  | &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; 412 |
|  | &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; 689 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.355% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 633 | &nbsp;&nbsp; 524 |
|  | &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; 175 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/33 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 542 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 301 |
| <sup>5</sup> | &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; 572 |
|  | &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; 230 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.812% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 230 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/40 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 683 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 378 |
|  | &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; 138 |
|  | &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; 179 |
|  | &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; 198 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 8/21/46 | &nbsp;&nbsp;&nbsp;&nbsp; 639 | &nbsp;&nbsp; 570 |
|  | &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; 147 |
|  | &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; 190 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 306 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/51 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 239 |
|  | &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; 534 |
|  | &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; 289 |
|  | &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; 339 |
|  | &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; 74 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/48 | &nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/49 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 301 |
|  | &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; 349 |
|  | &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; 294 |
|  | &nbsp;&nbsp;&nbsp;Vodafone Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/54 | &nbsp;&nbsp;&nbsp;&nbsp; 364 | &nbsp;&nbsp; 351 |
|  | &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; 118 |
|  | &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; 193 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 230 |
|  | &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; 619 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &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; 223 |
|  | &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; 69 |
|  | &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; 200 |
|  | &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; 98 |
|  | &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; 157 |
|  | &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; 140 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/50 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 350 |
|  | &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; 293 |
|  | &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; 217 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.755% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 771 |
|  | &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; 279 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.279% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1264 |
|  | &nbsp;&nbsp;&nbsp;Warnermedia Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.391% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609 |
|  | &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; 179 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **93570** |
| **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; 386 |
| <sup>5</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; 198 |
|  | &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; 253 |
|  | &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; 259 |
| <sup>5</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; 196 |
|  | &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; 171 |
|  | &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; 179 |
|  | &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; 129 |
|  | &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; 79 |
|  | &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;1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 574 |
|  | &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; 586 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 701 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503 |
|  | &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; 455 |
|  | &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; 288 |
|  | &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; 398 |
|  | &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; 343 |
|  | &nbsp;&nbsp;&nbsp;Amazon.com Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 427 |
|  | &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; 462 |
|  | &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; 497 |
|  | &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; 224 |
|  | &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; 530 |
|  | &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; 367 |
|  | &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; 493 |
|  | &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; 476 |
|  | &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; 470 |
|  | &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; 229 |
|  | &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; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &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; 374 |
|  | &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; 95 |
|  | &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; 201 |
|  | &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; 100 |
|  | &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; 199 |
|  | &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; 91 |
|  | &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; 201 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 205 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| <sup>2</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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &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;&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;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 172 |
|  | &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; 95 |
|  | &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; 146 |
|  | &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; 142 |
|  | &nbsp;&nbsp;&nbsp;Aptiv Swiss Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/54 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 269 |
|  | &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; 73 |
|  | &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; 224 |
|  | &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; 98 |
|  | &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; 95 |
|  | &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; 201 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |
|  | &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; 164 |
|  | &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; 193 |
|  | &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; 161 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &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; 197 |
|  | &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; 190 |
|  | &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; 50 |
|  | &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; 49 |
|  | &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; 81 |
|  | &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; 381 |
|  | &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; 30 |
|  | &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; 61 |
|  | &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; 200 |
|  | &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; 97 |
|  | &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; 123 |
|  | &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; 196 |
|  | &nbsp;&nbsp;&nbsp;Darden Restaurants Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &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; 73 |
|  | &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; 40 |
|  | &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; 200 | &nbsp;&nbsp; 175 |
|  | &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; 146 |
| <sup>2</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; 70 |
| <sup>2</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>2</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; 77 |
|  | &nbsp;&nbsp;&nbsp;eBay Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &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; 293 |
|  | &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; 172 |
|  | &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; 159 |
|  | &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; 142 |
|  | &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; 130 |
|  | &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; 124 |
|  | &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;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; 201 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/32 | &nbsp;&nbsp;&nbsp;&nbsp; 131 | &nbsp;&nbsp; 130 |
|  | &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; 197 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp; 242 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.291% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/46 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 83 |
|  | &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; 198 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 208 | &nbsp;&nbsp; 200 |
|  | &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; 196 |
|  | &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; 206 |
|  | &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; 2718 | &nbsp;&nbsp; 2630 |
|  | &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; 192 |
|  | &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; 208 | &nbsp;&nbsp; 218 |
|  | &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; 185 |
|  | &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; 400 | &nbsp;&nbsp; 415 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 300 |
|  | &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; 251 |
|  | &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; 490 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;7.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 201 | &nbsp;&nbsp; 213 |
| &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; 234 |
| &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; 260 | &nbsp;&nbsp; 225 |
| &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; 1350 | &nbsp;&nbsp; 1339 |
| &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; 200 | &nbsp;&nbsp; 209 |
| &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; 600 | &nbsp;&nbsp; 586 |
| &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; 46 |
| &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; 74 |
| &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; 102 |
| &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; 63 |
| &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;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &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; 154 |
| &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; 262 |
| &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; 207 |
| &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; 208 |
| &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; 199 |
| &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; 88 |
| &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 354 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &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; 321 |
| &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; 250 | &nbsp;&nbsp; 250 |
| &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; 202 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &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; 472 |
| &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; 184 |
| &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; 255 |
| &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; 181 |
| &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; 500 | &nbsp;&nbsp; 510 |
| &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; 482 |
| &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; 300 | &nbsp;&nbsp; 303 |
| &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; 100 | &nbsp;&nbsp; 98 |
| &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; 400 | &nbsp;&nbsp; 367 |
| &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; 300 | &nbsp;&nbsp; 251 |
| &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; 175 | &nbsp;&nbsp; 177 |
| &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; 169 |
| &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; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &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; 254 |
| &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; 200 | &nbsp;&nbsp; 201 |
| &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; 150 | &nbsp;&nbsp; 146 |
| &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; 210 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &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; 82 |
| &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; 123 |
| &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; 65 |
| &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; 329 |
| &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; 126 |
| &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;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &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; 378 |
| &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; 192 |
| &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; 558 |
| &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; 200 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 401 |
| &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; 405 |
| &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; 175 |
| &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; 165 |
| &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; 178 |
| &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; 195 |
| &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; 99 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/16/36 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 869 |
| &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; 229 |
| &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; 184 |
| &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; 169 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 274 |
|  | &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; 85 |
|  | &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; 274 |
|  | &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; 195 |
|  | &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; 192 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 122 |
|  | &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;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 183 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 520 | &nbsp;&nbsp; 376 |
|  | &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;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/64 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 129 |
|  | &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; 191 |
|  | &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; 173 |
|  | &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; 43 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &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; 73 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
|  | &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; 199 |
|  | &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;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &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; 185 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johns Hopkins University | &nbsp;&nbsp;&nbsp;&nbsp;4.083% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
|  | &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; 74 |
|  | &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; 101 |
|  | &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;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &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; 144 |
|  | &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; 91 |
|  | &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; 118 |
|  | &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; 70 |
|  | &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; 61 |
|  | &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; 155 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &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; 508 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
|  | &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; 338 |
|  | &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; 232 |
|  | &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; 179 |
|  | &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; 71 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/29 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
|  | &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; 245 |
|  | &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; 251 |
|  | &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; 434 |
|  | &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; 457 |
|  | &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; 246 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &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; 137 |
|  | &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; 184 |
|  | &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; 232 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 93 |
|  | &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; 204 |
|  | &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; 234 |
|  | &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; 151 |
|  | &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; 88 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1083 | &nbsp;&nbsp; 1059 |
|  | &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; 49 |
|  | &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; 198 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &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; 262 |
|  | &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; 198 |
|  | &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; 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;Masco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
|  | &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; 180 |
|  | &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; 84 |
|  | &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; 82 |
| <sup>2</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; 111 |
|  | &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; 68 |
|  | &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; 131 |
|  | &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; 106 |
|  | &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; 70 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
|  | &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; 195 |
|  | &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; 307 |
|  | &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; 341 |
|  | &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; 200 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 410 |
|  | &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; 175 |
|  | &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; 187 |
|  | &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; 191 |
|  | &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; 161 |
|  | &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; 107 |
|  | &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; 102 |
|  | &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; 269 |
|  | &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; 210 |
|  | &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; 158 |
|  | &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; 87 |
|  | &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; 100 |
|  | &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; 292 |
|  | &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; 115 |
|  | &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; 193 |
|  | &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; 193 |
|  | &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; 182 |
|  | &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; 98 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;NIKE Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 106 |
| <sup>2</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; 69 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Northwestern University | &nbsp;&nbsp;&nbsp;&nbsp;2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 31 |
| <sup>2</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; 55 |
|  | &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; 180 |
|  | &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; 203 |
|  | &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; 315 |
|  | &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; 410 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &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; 170 |
|  | &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; 216 |
|  | &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; 316 |
|  | &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; 181 |
|  | &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; 152 |
|  | &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; 165 |
|  | &nbsp;&nbsp;&nbsp;Sands China Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
|  | &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; 186 |
|  | &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; 395 |
|  | &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; 186 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &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; 176 |
|  | &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; 96 |
|  | &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; 194 |
|  | &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; 237 |
|  | &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; 394 |
|  | &nbsp;&nbsp;&nbsp;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 482 |
|  | &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; 75 |
|  | &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; 73 |
|  | &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; 40 |
|  | &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; 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;Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 138 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Tapestry Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/35 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 337 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.339% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 458 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 183 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 185 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 243 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Trustees of Boston University | &nbsp;&nbsp;&nbsp;&nbsp;4.061% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 156 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93 |
|  | &nbsp;&nbsp;&nbsp;Trustees of Princeton University | &nbsp;&nbsp;&nbsp;&nbsp;4.201% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 118 |
|  | &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania | &nbsp;&nbsp;&nbsp;&nbsp;4.674% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/12 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
| <sup>2</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>2</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; 81 |
|  | &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; 80 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;University of Notre Dame du Lac | &nbsp;&nbsp;&nbsp;&nbsp;3.438% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76 |
|  | &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>2</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; 79 |
| <sup>2</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; 80 |
|  | &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; 131 |
|  | &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 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57 |
| <sup>2</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; 119 |
|  | &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; 85 |
|  | &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; 60 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **77951** |
| **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; 107 |
|  | &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; 361 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 219 |
| &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; 102 |
| &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; 326 |
| &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; 306 |
| &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; 152 |
| &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; 510 |
| &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; 68 |
| &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; 895 |
| &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; 1972 | &nbsp;&nbsp; 1794 |
| &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; 94 |
| &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; 430 |
| &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; 565 |
| &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; 937 |
| &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; 173 |
| &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; 188 |
| &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; 375 |
| &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; 301 |
| &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; 601 | &nbsp;&nbsp; 507 |
| &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; 592 |
| &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; 705 | &nbsp;&nbsp; 720 |
| &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; 193 |
| &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; 84 |
| &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; 96 |
| &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; 37 |
| &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; 120 |
| &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; 329 |
| &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; 223 |
| &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; 459 |
| &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; 93 |
| &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; 173 |
| &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; 210 |
| &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; 204 |
| &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; 432 |
| &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; 113 |
| &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; 211 |
| &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; 205 |
| &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; 453 |
| &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; 302 |
| &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; 202 |
| &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; 182 |
| &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; 192 |
| &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; 492 |
| &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; 412 |
| &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; 195 |
| &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; 87 |
| &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; 195 |
| &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; 68 |
| &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; 302 |
| &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; 171 |
| &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; 101 |
| &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; 174 |
| &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; 141 |
| &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; 116 |
| &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; 64 |
| &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; 97 |
| &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; 58 |
| &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; 48 |
| &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; 49 |
| &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; 147 |
| &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; 43 |
| &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; 196 |
| &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; 541 |
| &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; 449 |
| &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; 112 |
| &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; 236 |
| &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; 82 |
| &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; 100 |
| &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; 126 |
| &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; 86 |
| &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; 140 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 363 |
| &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; 145 |
| &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; 331 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/55 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &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; 175 |
| &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; 240 |
| &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; 101 |
| &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; 54 |
| &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; 179 |
| &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; 142 |
| &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; 242 |
| &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; 125 |
| &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; 291 |
| &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; 57 |
| &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; 188 |
| &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; 136 |
| &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; 418 |
| &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; 146 |
| &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; 168 |
| &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; 74 |
| &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; 207 |
| &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; 318 |
| &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; 229 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 205 |
| &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; 92 |
| &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; 1026 |
| &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; 163 |
| &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; 118 |
| &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; 254 |
| &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; 173 |
| &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; 163 |
| &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; 53 |
| &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; 200 |
| &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; 205 |
| &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; 147 |
| &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; 199 |
| &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; 146 |
| &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; 201 |
| &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; 92 |
| &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; 184 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
| &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; 355 |
| &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; 111 |
| &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; 191 |
| &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; 123 |
| &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; 77 |
| &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; 81 |
| &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; 79 |
| &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; 73 |
| &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; 84 |
| &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; 367 |
| &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; 199 |
| &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; 135 |
| &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; 209 |
| &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; 195 |
| &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; 148 |
| &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; 97 |
| &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; 31 |
| &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; 243 |
| &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; 235 |
| &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/32 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 905 |
| &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; 97 |
| &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; 117 |
| &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; 100 |
| &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; 151 |
| &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; 170 |
| &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; 130 |
| &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; 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;Ingredion Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 157 |
| &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; 145 |
| &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; 78 |
| &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; 88 |
| &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; 25 |
| &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; 211 |
| &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; 91 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 138 |
| &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; 103 |
| &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; 190 |
| &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; 500 | &nbsp;&nbsp; 499 |
| &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; 509 | &nbsp;&nbsp; 507 |
| &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; 184 | &nbsp;&nbsp; 195 |
| &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; 299 |
| &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; 303 |
| &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; 134 |
| &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
| &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;7.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp;Kellanova | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/16/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Kenvue Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/28 | &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; 197 |
| &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; 191 |
| &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; 393 |
| &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; 138 |
| &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; 72 |
| &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; 97 |
| &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; 200 |
| &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; 168 |
| &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; 137 |
| &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; 169 |
| &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; 101 |
| &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; 140 |
| &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; 200 |
| &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; 167 |
| &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; 110 |
| &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; 164 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &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; 457 |
| &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; 49 |
| &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; 141 |
| &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; 143 |
| &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; 210 |
| &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; 282 |
| &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; 24 |
| &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; 36 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 342 |
| &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; 245 |
| &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; 189 |
| &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; 191 |
| &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; 110 |
| &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; 450 | &nbsp;&nbsp; 363 |
| &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; 214 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 158 |
| &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; 135 |
| &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; 98 |
| &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; 55 |
| &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; 140 |
| &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; 87 |
| &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; 112 |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 630 |
| &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; 48 |
| &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; 113 |
| &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; 92 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 123 |
| &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; 189 |
| &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; 112 |
| &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; 358 |
| &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; 244 |
| &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; 145 |
| &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; 221 |
| &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; 94 |
| &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; 103 |
| &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; 130 |
| &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; 366 |
| &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; 183 |
| &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; 191 |
| &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; 100 |
| &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; 103 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 401 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &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; 146 |
| &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; 217 |
| &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; 96 |
| &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; 313 |
| &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; 200 |
| &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; 183 |
| &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; 313 |
| &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; 596 |
| &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; 163 |
| &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; 141 |
| &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; 138 |
| &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; 78 |
| &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; 259 |
| &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; 220 |
| &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; 80 |
| &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; 211 |
| &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 |
| &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; 112 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 305 | &nbsp;&nbsp; 298 |
| &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; 401 |
| &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; 124 |
| &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; 202 |
| &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; 95 |
| &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; 200 |
| &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; 235 |
| &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; 197 |
| &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; 206 |
| &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; 201 |
| &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; 130 |
| &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; 250 |
| &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; 417 |
| &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; 225 |
| &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; 196 |
| &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; 719 |
| &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; 200 |
| &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; 116 |
| &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; 396 |
| &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; 48 |
| &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; 215 |
| &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; 424 |
| &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; 108 |
| &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; 400 | &nbsp;&nbsp; 324 |
| &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; 431 |
| &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; 484 |
| &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; 461 |
| &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; 248 |
| &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; 194 |
| &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; 157 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/40 | &nbsp;&nbsp;&nbsp;&nbsp; 188 | &nbsp;&nbsp; 156 |
| &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; 76 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Reynolds American Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 173 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 105 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 166 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 110 |
| &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/51 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 161 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 113 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233 |
| &nbsp;&nbsp;&nbsp;Target Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 272 |
| &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; 253 |
| &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; 244 |
| &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; 120 |
| &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; 169 |
| &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; 149 |
| &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; 202 |
| &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; 249 |
| &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; 413 |
| &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; 212 |
| &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; 200 |
| &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; 192 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100 |
| &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; 95 |
| &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; 237 |
| &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; 387 |
| &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; 83 |
| &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; 241 |
| &nbsp;&nbsp;&nbsp;Walmart Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 238 |
| &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; 198 |
| &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; 348 |
| &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; 246 |
| &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; 97 |
| &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; 232 |
| &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; 202 |
| &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; 307 |
| &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; 123 |
| &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; 174 |
| &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; 217 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **71332** |
| **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** | **Energy (1.9%)** |
| &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42 |
| &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
| &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; 202 |
| &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56 |
| &nbsp;&nbsp;&nbsp;Apache Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
| &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; 56 |
| &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; 191 |
| &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; 193 |
| &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; 231 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &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; 99 |
|  | &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; 234 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.119% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 540 |
|  | &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; 388 |
|  | &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; 303 |
|  | &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; 338 |
|  | &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; 99 |
|  | &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; 201 |
|  | &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; 400 |
|  | &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; 329 |
|  | &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; 171 |
|  | &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; 386 |
|  | &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; 300 | &nbsp;&nbsp; 290 |
|  | &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; 195 |
|  | &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; 344 |
|  | &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; 100 | &nbsp;&nbsp; 72 |
|  | &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; 286 |
|  | &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; 90 |
|  | &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; 309 |
|  | &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; 300 | &nbsp;&nbsp; 187 |
|  | &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; 253 |
|  | &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; 193 |
|  | &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; 489 |
| <sup>5</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; 49 |
|  | &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; 89 |
|  | &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; 131 |
| <sup>5</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; 49 |
|  | &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; 100 |
|  | &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; 306 |
|  | &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; 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; 99 |
|  | &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; 83 |
|  | &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; 106 |
|  | &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; 103 |
|  | &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; 1385 | &nbsp;&nbsp; 1300 |
|  | &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; 80 |
|  | &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; 247 |
|  | &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; 265 |
|  | &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; 266 |
|  | &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; 542 |
|  | &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; 304 |
|  | &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; 48 |
| <sup>5</sup> | &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; 100 |
|  | &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; 440 |
|  | &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; 458 |
|  | &nbsp;&nbsp;&nbsp;Chevron USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
|  | &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; 112 |
|  | &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; 176 |
|  | &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; 146 |
|  | &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; 198 |
|  | &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; 214 |
|  | &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; 253 |
|  | &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; 96 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 465 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 109 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 249 |
|  | &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; 223 |
|  | &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; 196 |
|  | &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; 197 |
|  | &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; 219 |
|  | &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; 69 |
|  | &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; 139 |
|  | &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; 442 |
|  | &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; 168 |
|  | &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 213 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;ConocoPhillips Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.025% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/62 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 217 |
| &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; 189 |
| &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; 194 |
| &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; 101 |
| &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; 195 |
| &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; 104 |
| &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; 300 |
| &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; 76 |
| &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; 156 |
| &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; 126 |
| &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; 180 |
| &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; 184 |
| &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; 108 |
| &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; 97 |
| &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; 151 |
| &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; 186 |
| &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; 150 |
| &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; 198 |
| &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; 226 |
| &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; 200 |
| &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; 248 |
| &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; 164 |
| &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; 94 |
| &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; 92 |
| &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; 105 |
| &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; 170 |
| &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; 119 |
| &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; 189 |
| &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; 202 |
| &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; 146 |
| &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; 129 |
| &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; 202 |
| &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; 183 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 132 |
| &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; 404 |
| &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; 160 |
| &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; 101 |
| &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; 128 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 75 |
| &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; 134 |
| &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; 200 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/54 | &nbsp;&nbsp;&nbsp;&nbsp; 420 | &nbsp;&nbsp; 432 |
| &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;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
| &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; 149 |
| &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; 304 |
| &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; 203 |
| &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; 200 |
| &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; 427 |
| &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; 73 |
| &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; 233 |
| &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; 202 |
| &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; 637 |
| &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; 149 |
| &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; 206 |
| &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; 239 |
| &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; 148 |
| &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; 99 |
| &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; 285 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 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; 153 |
| &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; 177 |
| &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; 247 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 290 |
| &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; 321 |
| &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; 424 |
| &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; 520 |
| &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; 187 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 90 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 384 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 85 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp; 55 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 68 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 261 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &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; 445 |
| &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; 99 |
| &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; 186 |
| &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; 271 |
| &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; 193 |
| &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; 73 |
| &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; 145 |
| &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; 175 |
| &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; 311 |
| &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; 179 |
| &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; 256 |
| &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; 300 |
| &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; 92 |
| &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; 378 |
| &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; 80 |
| &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; 86 |
| &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; 276 |
| &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; 195 |
| &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; 131 |
| &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; 240 |
| &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; 144 |
| &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; 98 |
| &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; 191 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &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; 195 |
| &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 |
| &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| &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; 203 |
| &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; 197 |
| &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; 213 |
| &nbsp;&nbsp;&nbsp;Equinor ASA | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 479 | &nbsp;&nbsp; 465 |
| &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; 268 |
| &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; 169 |
| &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; 355 |
| &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; 120 |
| &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; 151 |
| &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; 103 |
| &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; 161 |
| &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; 153 |
| &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; 299 |
| &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; 293 |
| &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; 186 |
| &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; 74 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.043% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
| &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; 580 |
| &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; 228 |
| &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; 579 |
| &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; 76 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.227% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/40 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 350 |
|  | &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; 177 |
|  | &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; 162 |
|  | &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; 662 |
|  | &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; 351 |
|  | &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; 180 |
|  | &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; 376 |
|  | &nbsp;&nbsp;&nbsp;Halliburton Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 350 |
|  | &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; 447 |
| <sup>5</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; 247 |
| <sup>5</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; 194 |
|  | &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; 83 |
| <sup>5</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; 48 |
|  | &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; 247 |
|  | &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; 200 |
|  | &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; 111 |
|  | &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; 78 |
|  | &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; 345 |
|  | &nbsp;&nbsp;&nbsp;HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &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; 50 |
|  | &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; 261 |
|  | &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; 54 |
|  | &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; 209 |
|  | &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; 207 |
|  | &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; 47 |
|  | &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; 126 |
|  | &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; 65 |
|  | &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; 190 |
|  | &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; 196 |
|  | &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; 158 |
|  | &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; 301 |
|  | &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; 171 |
|  | &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; 187 |
|  | &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; 152 |
|  | &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; 135 |
|  | &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; 118 |
|  | &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; 127 |
|  | &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; 201 |
|  | &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; 311 |
|  | &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; 203 |
|  | &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; 271 |
|  | &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; 388 |
|  | &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; 144 |
|  | &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; 192 |
|  | &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; 246 |
|  | &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; 348 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 326 |
|  | &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; 186 |
|  | &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; 187 |
|  | &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; 93 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
|  | &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; 92 |
|  | &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; 100 |
|  | &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; 203 |
|  | &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; 200 |
|  | &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; 162 |
|  | &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; 201 |
|  | &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; 167 |
|  | &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; 94 |
|  | &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; 274 |
|  | &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; 204 |
|  | &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; 49 |
|  | &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; 126 |
|  | &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; 198 |
|  | &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; 56 |
|  | &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; 40 |
|  | &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; 165 |
|  | &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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 394 |
|  | &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; 197 |
|  | &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; 102 |
|  | &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; 97 |
|  | &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; 228 |
|  | &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; 181 |
|  | &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; 182 |
|  | &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; 121 |
|  | &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; 360 |
|  | &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; 311 |
|  | &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;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 153 |
|  | &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; 93 |
|  | &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 |
|  | &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; 83 |
|  | &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; 117 |
|  | &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; 79 |
|  | &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; 130 |
|  | &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; 263 |
|  | &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; 268 |
|  | &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; 131 |
|  | &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; 276 |
|  | &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; 149 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &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; 101 |
|  | &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; 54 |
|  | &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; 102 |
|  | &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; 102 |
|  | &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; 80 |
|  | &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &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; 105 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp;2.378% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/25 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
|  | &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; 145 |
|  | &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; 85 |
|  | &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; 280 |
|  | &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; 243 |
|  | &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; 380 |
|  | &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; 202 |
|  | &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; 92 |
|  | &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; 200 |
|  | &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; 99 |
|  | &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; 205 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
|  | &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; 255 |
|  | &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; 170 |
|  | &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; 256 |
|  | &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; 186 |
|  | &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; 85 |
|  | &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; 105 |
|  | &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; 97 |
|  | &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; 165 |
|  | &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; 42 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 454 |
|  | &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; 752 |
|  | &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; 293 |
|  | &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; 533 |
|  | &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; 153 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Investment SA | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Investment SA | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/30 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 267 |
|  | &nbsp;&nbsp;&nbsp;Schlumberger Investment SA | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &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; 522 |
|  | &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; 45 |
|  | &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; 275 |
|  | &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; 261 |
|  | &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; 359 |
|  | &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; 501 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Shell International Finance BV | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 489 |
|  | &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; 581 |
|  | &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; 66 |
|  | &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; 516 |
|  | &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; 175 |
|  | &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; 141 |
|  | &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; 197 |
|  | &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; 126 |
| <sup>5</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; 100 |
| <sup>5</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; 147 |
| <sup>5</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; 209 |
| <sup>5</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; 121 |
|  | &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; 200 |
|  | &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; 266 |
|  | &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; 129 |
|  | &nbsp;&nbsp;&nbsp;Suncor Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 323 | &nbsp;&nbsp; 344 |
|  | &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; 182 |
|  | &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; 182 |
|  | &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; 293 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 106 |
|  | &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; 172 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 109 |
|  | &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; 90 |
|  | &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; 208 |
|  | &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; 101 |
|  | &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; 99 |
|  | &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; 201 |
|  | &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; 193 |
|  | &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; 182 |
|  | &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; 446 |
|  | &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; 100 |
|  | &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; 105 |
|  | &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; 288 |
|  | &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; 84 |
|  | &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; 223 |
|  | &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; 120 |
|  | &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; 287 |
|  | &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; 231 |
|  | &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; 214 |
|  | &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; 208 |
|  | &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; 244 |
|  | &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; 380 |
|  | &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; 684 |
|  | &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; 149 |
|  | &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; 302 |
|  | &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; 180 |
|  | &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; 203 |
|  | &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; 97 |
|  | &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; 182 |
|  | &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; 83 |
|  | &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; 74 |
|  | &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; 134 |
|  | &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; 449 |
|  | &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; 315 |
|  | &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; 74 |
|  | &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; 53 |
|  | &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; 104 |
|  | &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; 213 |
|  | &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; 93 |
|  | &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; 170 |
|  | &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; 257 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 505 | &nbsp;&nbsp; 509 |
|  | &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; 292 |
|  | &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; 139 |
|  | &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; 198 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
| &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 190 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 104 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 295 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 128 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
| &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; 205 |
| &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; 121 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **88561** |
| **Financials (7.8%)** | **Financials (7.8%)** | **Financials (7.8%)** | **Financials (7.8%)** | **Financials (7.8%)** |
| &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; 197 |
| &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; 574 |
| &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; 291 |
| &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; 497 |
| &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; 290 |
| &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; 204 |
| &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; 694 |
| &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; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
| &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; 209 |
| &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; 436 |
| &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; 426 |
| &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; 246 |
| &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; 286 |
| &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; 235 |
| &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; 274 |
| &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; 73 |
| &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 |
| &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; 206 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81 |
| &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; 190 |
| &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; 73 |
| &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; 193 |
| &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; 451 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| &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; 92 |
| &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; 203 |
| &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; 665 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
| &nbsp;&nbsp;&nbsp;Aircastle Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
| &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; 94 |
| &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; 92 |
| &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; 100 |
| &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; 81 |
| &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; 199 |
| &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; 101 |
| &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 107 |
| &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; 354 |
| &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; 75 |
| &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; 401 |
| &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; 208 |
| &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; 442 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 231 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
| &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| &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; 498 |
| &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; 191 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.645% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &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; 340 |
|  | &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; 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; 2011 |
|  | &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; 251 |
|  | &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; 202 |
|  | &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; 214 |
|  | &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; 147 |
|  | &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; 188 |
|  | &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; 92 |
|  | &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; 247 |
|  | &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; 115 |
|  | &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; 91 |
|  | &nbsp;&nbsp;&nbsp;American International Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp; 117 |
|  | &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; 111 |
|  | &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; 89 |
|  | &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; 86 |
|  | &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; 100 |
|  | &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; 97 |
|  | &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; 199 |
|  | &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; 99 |
|  | &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; 86 |
|  | &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; 360 |
|  | &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; 104 |
|  | &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; 224 |
|  | &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; 148 |
|  | &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; 86 |
|  | &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; 201 |
|  | &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; 500 |
|  | &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; 658 |
| <sup>5</sup> | &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; 258 |
| <sup>5</sup> | &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; 180 |
|  | &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; 81 |
|  | &nbsp;&nbsp;&nbsp;Apollo Global Management Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &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; 89 |
|  | &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; 99 |
|  | &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; 57 |
|  | &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; 142 |
|  | &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; 46 |
|  | &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; 478 |
|  | &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; 213 |
|  | &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; 177 |
|  | &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; 202 |
|  | &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; 129 |
|  | &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; 143 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 80 |
| <sup>5</sup> | &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; 204 |
| <sup>5</sup> | &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; 128 |
|  | &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; 201 |
|  | &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; 107 |
|  | &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &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; 60 | &nbsp;&nbsp; 58 |
|  | &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; 100 |
|  | &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; 104 |
|  | &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; 195 |
|  | &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; 218 |
|  | &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; 451 |
|  | &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; 380 |
|  | &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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 301 |
| &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; 100 |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 251 |
| &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; 250 |
| &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; 252 |
| &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; 347 |
| &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; 132 |
| &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; 47 |
| &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; 536 |
| &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; 219 |
| &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; 200 |
| &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; 249 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;1.849% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 962 |
| &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; 589 |
| &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; 201 |
| &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; 823 |
| &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; 192 |
| &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; 202 |
| &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; 195 |
| &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; 201 |
| &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; 210 |
| &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; 201 |
| &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; 523 |
| &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; 200 |
| &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; 421 |
| &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; 218 |
| &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; 406 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 473 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp; 315 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.319% | &nbsp;&nbsp;&nbsp;&nbsp; 6/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 492 |
| &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; 719 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/27 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.559% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 738 |
| &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; 477 |
| &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; 723 |
| &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; 550 |
| &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; 1222 |
| &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; 643 |
| &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; 341 |
| &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; 774 |
| &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; 362 |
| &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; 1279 |
| &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; 218 |
| &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; 452 |
| &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; 1360 |
| &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; 560 |
| &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; 144 |
| &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; 271 |
| &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; 658 |
| &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; 1757 |
| &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; 430 |
| &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; 1263 |
| &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; 795 |
| &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; 490 |
| &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; 1439 |
| &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; 308 |
| &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; 702 |
| &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; 175 |
| &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; 417 |
| &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; 326 |
| &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; 347 |
| &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; 505 |
| &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; 266 |
| &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; 280 |
| &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; 467 |
| &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; 692 |
| &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; 299 |
| &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; 574 |
| &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; 275 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/45 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &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; 84 |
| &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; 204 |
| &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; 1170 |
| &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; 307 |
| &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; 353 |
| &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; 253 |
| &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; 258 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &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; 192 |
| &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; 179 |
| &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; 202 |
| &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; 205 |
| &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; 305 |
| &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; 478 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 576 | &nbsp;&nbsp; 564 |
| &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; 395 |
| &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; 114 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.947% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &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; 146 |
| &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; 146 |
| &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; 201 |
| &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; 205 |
| &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; 198 |
| &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; 93 |
| &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; 210 |
| &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; 200 |
| &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; 68 |
| &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; 140 |
| &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; 207 |
| &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; 192 |
| &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; 1174 |
| &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; 198 |
| &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; 97 |
| &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; 473 |
| &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; 189 |
| &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; 122 |
| &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; 202 |
| &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; 127 |
| &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; 167 |
| &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; 203 |
| &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; 184 |
| &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 299 |
| &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;2.852% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 298 |
| &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 610 | &nbsp;&nbsp; 610 |
| &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; 382 |
| &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.829% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 354 |
| &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; 196 |
| &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; 228 |
| &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; 393 |
| &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; 328 |
| &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; 79 |
| &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; 397 |
| &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; 495 |
| &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; 339 |
| &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; 227 |
| &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; 336 |
| &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; 117 |
| &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; 347 |
| &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; 325 |
| &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; 1238 |
| &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; 287 |
| &nbsp;&nbsp;&nbsp;Barclays plc | &nbsp;&nbsp;&nbsp;&nbsp;5.335% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/35 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 601 |
| &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; 221 |
| &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; 233 |
| &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; 178 |
| &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; 399 |
| &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; 147 |
| &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; 618 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 180 | &nbsp;&nbsp; 150 |
|  | &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; 266 |
|  | &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; 403 |
|  | &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 714 |
|  | &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; 200 |
|  | &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; 198 |
|  | &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; 147 |
|  | &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; 259 |
|  | &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; 143 |
|  | &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; 97 |
|  | &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; 85 |
|  | &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; 337 |
|  | &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; 494 |
|  | &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; 195 |
|  | &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; 286 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 383 |
| <sup>5</sup> | &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; 69 |
|  | &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; 92 |
| <sup>5</sup> | &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; 292 |
|  | &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; 200 | &nbsp;&nbsp; 194 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
|  | &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; 152 |
|  | &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &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; 236 |
|  | &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; 189 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 841 |
|  | &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 Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &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; 892 |
|  | &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; 212 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Blue Owl Credit Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
|  | &nbsp;&nbsp;&nbsp;Blue Owl Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 513 |
|  | &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; 188 |
| <sup>5</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; 45 |
|  | &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; 244 |
|  | &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; 134 |
|  | &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &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; 68 |
|  | &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; 171 |
|  | &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; 103 |
|  | &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; 99 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &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; 122 |
|  | &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; 149 |
|  | &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; 197 |
|  | &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; 159 |
|  | &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; 103 |
|  | &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; 242 |
|  | &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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &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; 420 |
|  | &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; 175 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 262 |
|  | &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; 195 |
|  | &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; 116 |
|  | &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; 179 |
|  | &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; 209 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.636% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 243 | &nbsp;&nbsp; 242 |
|  | &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; 491 |
|  | &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; 98 |
|  | &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; 779 |
|  | &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; 208 |
|  | &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; 290 |
|  | &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; 201 |
|  | &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; 603 |
|  | &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; 212 |
|  | &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; 221 |
|  | &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; 207 |
|  | &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; 733 |
|  | &nbsp;&nbsp;&nbsp;Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.377% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/34 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 519 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;6.051% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 205 | &nbsp;&nbsp; 208 |
| &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;0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 477 |
| &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; 242 |
| &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; 234 |
| &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; 96 |
| &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; 121 |
| &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; 224 |
| &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; 94 |
| &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; 45 |
| &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; 229 |
| &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; 50 |
| &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; 425 |
| &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; 340 |
| &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; 309 |
| &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; 246 |
| &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; 133 |
| &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; 105 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 350 |
| &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; 123 |
| &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; 222 |
| &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; 84 |
| &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; 298 |
| &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; 63 |
| &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; 121 |
| &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; 106 |
| &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; 78 |
| &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.438% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
| &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; 351 |
| &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; 525 |
| &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; 348 |
| &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; 253 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 272 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 274 |
| &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; 997 |
| &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; 74 |
| &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; 1213 |
| &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; 465 |
| &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; 961 |
| &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; 348 |
| &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; 871 |
| &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; 97 |
| &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; 558 |
| &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; 449 |
| &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; 453 |
| &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; 340 |
| &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; 271 |
| &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; 442 |
| &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; 720 |
| &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; 436 |
| &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; 107 |
| &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; 396 |
| &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; 197 |
| &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; 539 |
| &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; 212 |
| &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; 524 |
| &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; 356 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.827% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/35 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 398 |
| &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; 76 |
| &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; 188 |
| &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; 693 |
| &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; 333 |
| &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; 960 |
| &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; 102 |
| &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; 352 |
| &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; 174 |
| &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; 327 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/48 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 386 |
| &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; 169 |
| &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; 203 |
| &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; 175 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/31 | &nbsp;&nbsp;&nbsp;&nbsp; 47 | &nbsp;&nbsp; 45 |
| &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; 100 |
| &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; 136 |
| &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; 431 |
| &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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &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; 97 |
| &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; 96 |
| &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; 167 |
| &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; 99 |
| &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; 129 |
| &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; 239 |
| &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; 85 |
| &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; 202 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia | &nbsp;&nbsp;&nbsp;&nbsp;5.316% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 267 |
| &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; 200 |
| &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; 465 |
| &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;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &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; 245 |
| &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; 97 |
| &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; 248 |
| &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; 235 |
| &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; 177 |
| &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; 455 |
| &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; 414 |
| &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; 236 |
| &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; 83 |
| &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; 173 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 103 |
| &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; 111 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;1.686% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 482 |
| &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; 515 |
| &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; 238 |
| &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; 152 |
| &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; 337 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp;6.819% | &nbsp;&nbsp;&nbsp;&nbsp; 11/20/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1225 | &nbsp;&nbsp; 1281 |
| &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; 218 |
| &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; 233 |
| &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; 182 |
| &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; 206 |
| &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; 333 |
| &nbsp;&nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 309 | &nbsp;&nbsp; 302 |
| &nbsp;&nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Discover Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 88 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 428 | &nbsp;&nbsp; 426 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/29/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 267 |
| &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; 97 |
| &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; 127 |
| &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; 97 |
| &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; 238 |
| &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; 401 |
| &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; 99 |
| &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; 109 |
| &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; 167 |
| &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; 273 |
| &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; 101 |
| &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; 212 |
| &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; 102 |
| &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; 87 |
| &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; 309 |
| &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; 83 |
| &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; 88 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 98 |
|  | &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; 202 |
|  | &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; 129 |
|  | &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; 180 |
| <sup>5</sup> | &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; 91 |
|  | &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; 232 |
|  | &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
|  | &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; 181 |
|  | &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; 95 |
|  | &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; 254 |
|  | &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; 145 |
|  | &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; 95 |
|  | &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; 189 |
|  | &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; 73 |
|  | &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; 207 |
|  | &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; 122 |
|  | &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; 278 |
|  | &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; 240 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bank Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bank Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 237 |
|  | &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; 165 |
|  | &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; 96 |
|  | &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; 77 |
|  | &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; 684 |
|  | &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; 283 |
|  | &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; 195 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 563 |
|  | &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; 247 |
|  | &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; 177 |
|  | &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; 96 |
|  | &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; 182 |
|  | &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; 195 |
|  | &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; 339 |
|  | &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; 124 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 490 |
|  | &nbsp;&nbsp;&nbsp;FS KKR Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &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; 171 |
|  | &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; 96 |
|  | &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; 147 |
|  | &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; 74 |
|  | &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; 44 |
|  | &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; 219 |
|  | &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; 40 |
|  | &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; 126 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &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; 190 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 178 |
|  | &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; 171 |
|  | &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; 200 |
|  | &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; 149 |
|  | &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; 79 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;5.283% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp;5.414% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 353 |
|  | &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; 235 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &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; 1222 |
|  | &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; 410 |
|  | &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; 344 |
|  | &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; 189 |
|  | &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; 1281 |
|  | &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; 961 |
|  | &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; 481 |
|  | &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; 607 |
|  | &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; 469 |
|  | &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; 433 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 462 |
|  | &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; 471 |
|  | &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; 1172 |
|  | &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; 230 |
|  | &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; 465 |
|  | &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; 1280 |
|  | &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; 676 |
|  | &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; 259 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.851% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 229 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/35 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 393 |
|  | &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; 455 |
|  | &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; 1046 |
|  | &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; 343 |
|  | &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; 439 |
|  | &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; 710 |
|  | &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; 750 |
|  | &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; 437 |
|  | &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; 507 |
|  | &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; 60 |
|  | &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; 83 |
| <sup>5</sup> | &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; 49 |
| <sup>5</sup> | &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; 146 |
|  | &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/19/29 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 319 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Hartford Financial Services 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 Financial Services 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 Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 124 |
|  | &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; 277 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 825 | &nbsp;&nbsp; 821 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 445 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;2.099% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1700 | &nbsp;&nbsp; 1679 |
|  | &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; 255 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;1.589% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 286 |
|  | &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; 414 |
|  | &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; 391 |
|  | &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; 818 |
|  | &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; 200 |
|  | &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; 392 |
|  | &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; 449 |
|  | &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; 247 |
|  | &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; 538 |
|  | &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; 199 |
|  | &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; 112 |
|  | &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; 425 |
|  | &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; 1033 |
|  | &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; 106 |
|  | &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; 282 |
|  | &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; 272 |
|  | &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; 282 |
|  | &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; 363 |
|  | &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; 206 |
|  | &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; 217 |
|  | &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; 704 |
|  | &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; 300 |
|  | &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; 612 |
|  | &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; 51 |
|  | &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; 209 |
|  | &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; 579 |
|  | &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; 688 |
|  | &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; 198 |
|  | &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; 212 |
|  | &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; 220 |
|  | &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; 225 |
|  | &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; 217 |
|  | &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; 81 |
|  | &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; 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;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 11/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
| &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; 248 |
| &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; 243 |
| &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; 294 |
| &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; 196 |
| &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; 196 |
| &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; 192 |
| &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; 271 |
| &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; 259 |
| &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; 497 |
| &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; 144 |
| &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; 148 |
| &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; 72 |
| &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; 119 |
| &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; 648 |
| &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; 396 |
| &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; 398 |
| &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; 349 |
| &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; 141 |
| &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; 38 |
| &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; 99 |
| &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; 175 |
| &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; 100 |
| &nbsp;&nbsp;&nbsp;Invesco Finance plc | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 168 |
| &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; 70 |
| &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; 213 |
| &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; 200 |
| &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; 204 |
| &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; 286 |
| &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; 283 |
| &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; 77 |
| &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; 80 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 675 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
| &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; 852 |
| &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; 445 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.960% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 496 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.578% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/27 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
| &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; 473 |
| &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; 972 |
| &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; 441 |
| &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; 611 |
| &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; 356 |
| &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; 340 |
| &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; 165 |
| &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; 124 |
| &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; 552 |
| &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; 291 |
| &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; 567 |
| &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; 243 |
| &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; 520 |
| &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; 220 |
| &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; 294 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.012% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 349 |
| &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; 2394 |
| &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; 324 |
| &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; 1350 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.603% | &nbsp;&nbsp;&nbsp;&nbsp; 10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 417 |
| &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; 1022 |
| &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; 1759 |
| &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; 447 |
| &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; 415 |
| &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; 429 |
| &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; 864 |
| &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; 1018 |
| &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; 703 |
| &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; 522 |
| &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; 358 |
| &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; 198 |
| &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; 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;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 491 |
| &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; 424 |
| &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; 645 |
| &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; 370 |
| &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; 277 |
| &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; 148 |
| &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; 329 |
| &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; 298 |
| &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; 415 |
| &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; 309 |
| &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; 393 |
| &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; 780 |
| &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; 307 |
| &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; 329 |
| &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; 510 |
| &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; 293 |
| &nbsp;&nbsp;&nbsp;KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &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; 256 |
| &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; 260 |
| &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; 239 |
| &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 580 |
| &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp;KeyCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.401% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 208 |
| &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; 97 |
| &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; 98 |
| &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; 117 |
| &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; 73 |
| &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; 96 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 315 |
| &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; 109 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 571 |
| &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; 426 |
| &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; 195 |
| &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; 244 |
| &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; 196 |
| &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; 192 |
| &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; 200 |
| &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; 204 |
| &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; 203 |
| &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; 224 |
| &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; 359 |
| &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; 198 |
| &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; 136 |
| &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; 215 |
| &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; 53 |
| &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; 83 |
| &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; 210 |
| &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; 124 |
| &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; 214 |
| &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; 102 |
| &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; 191 |
| &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; 242 |
| &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; 204 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &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; 247 |
| &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; 185 |
| &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; 195 |
| &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; 48 |
| &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; 70 |
| &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; 39 |
| &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; 130 |
| &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; 151 |
| &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; 99 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &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; 165 |
| &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; 163 |
| &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; 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) |
| &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; 197 |
| &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; 203 |
| &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; 87 |
| &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; 341 |
| &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; 232 |
| &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; 162 |
| &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; 315 |
| &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; 211 |
| &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; 97 |
| &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; 195 |
| &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; 159 |
| &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; 202 |
| &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; 256 |
| &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; 280 |
| &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; 166 |
| &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; 312 |
| &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; 295 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 254 |
| &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; 80 |
| &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; 151 |
| &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; 155 |
| &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; 190 |
| &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; 202 |
| &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; 108 |
| &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; 234 |
| &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; 602 |
| &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; 145 |
| &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; 322 |
| &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; 187 |
| &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; 214 |
| &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; 30 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 520 |
| &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; 242 |
| &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; 490 |
| &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; 380 |
| &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; 242 |
| &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; 381 |
| &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; 195 |
| &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; 195 |
| &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; 202 |
| &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; 192 |
| &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; 227 |
| &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; 162 |
| &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; 44 |
| &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; 202 |
| &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; 427 |
| &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; 343 |
| &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; 188 |
| &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; 494 |
| &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; 337 |
| &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; 526 |
| &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; 168 |
| &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; 244 |
| &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; 190 |
| &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; 316 |
| &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; 230 |
| &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; 389 |
| &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; 459 |
| &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; 90 |
| &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; 209 |
| &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; 414 |
| &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; 795 |
| &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; 252 |
| &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; 192 |
| &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; 415 |
| &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; 69 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 111 |
|  | &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; 73 |
|  | &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; 89 |
|  | &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; 651 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 223 |
|  | &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; 684 |
|  | &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; 1839 |
|  | &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; 661 |
|  | &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; 245 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 351 |
|  | &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; 318 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;1.593% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/27 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 503 |
|  | &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; 476 |
|  | &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; 229 |
|  | &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; 197 |
| <sup>4</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; 902 |
|  | &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; 518 |
|  | &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; 554 |
|  | &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; 351 |
|  | &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; 451 |
|  | &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; 354 |
|  | &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; 366 |
|  | &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; 350 |
|  | &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; 536 |
|  | &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; 229 |
|  | &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; 348 |
|  | &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; 416 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.699% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp; 1554 |
|  | &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; 557 |
|  | &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; 408 |
|  | &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; 169 |
|  | &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; 164 |
|  | &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; 414 |
|  | &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; 502 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;2.943% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/33 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 428 |
|  | &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; 339 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;6.342% | &nbsp;&nbsp;&nbsp;&nbsp; 10/18/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1057 |
|  | &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; 443 |
|  | &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; 447 |
|  | &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; 376 |
|  | &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; 423 |
|  | &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; 586 |
|  | &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; 345 |
|  | &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; 691 |
|  | &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; 339 |
|  | &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; 350 |
| <sup>4</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; 319 |
|  | &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; 224 |
|  | &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; 241 |
|  | &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; 648 |
|  | &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; 536 |
|  | &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; 574 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.754% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 275 |
|  | &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; 422 |
|  | &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; 200 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 431 |
|  | &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; 351 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &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; 205 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
|  | &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; 134 |
|  | &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; 23 |
|  | &nbsp;&nbsp;&nbsp;Nasdaq Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/7/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 148 |
|  | &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; 201 |
|  | &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; 202 |
|  | &nbsp;&nbsp;&nbsp;National Australia Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &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; 253 |
|  | &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; 251 |
|  | &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; 502 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 250 |
|  | &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; 255 |
|  | &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; 204 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp;5.847% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/27 | &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; 202 |
|  | &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; 202 |
|  | &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; 990 |
|  | &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; 204 |
|  | &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; 198 |
|  | &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; 675 |
|  | &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; 197 |
|  | &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; 205 |
|  | &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; 205 |
|  | &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; 276 |
|  | &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; 173 |
|  | &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; 189 |
|  | &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; 202 |
|  | &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; 201 |
|  | &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; 180 |
|  | &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; 228 |
|  | &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; 360 |
|  | &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; 218 |
|  | &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; 168 |
|  | &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; 170 |
|  | &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; 202 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;North Haven Private Income Fund LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 54 | &nbsp;&nbsp; 53 |
|  | &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; 97 |
|  | &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; 48 |
|  | &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; 211 |
|  | &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; 98 |
|  | &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; 140 |
|  | &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; 194 |
|  | &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; 93 |
|  | &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; 42 |
|  | &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; 90 |
|  | &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; 92 |
|  | &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; 290 |
|  | &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; 365 |
|  | &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; 175 |
|  | &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; 596 |
|  | &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; 142 |
|  | &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; 195 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.775% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 250 |
|  | &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; 240 |
|  | &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; 144 |
|  | &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; 242 |
|  | &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; 135 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.812% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.758% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &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; 434 |
|  | &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; 202 |
|  | &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; 473 |
|  | &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; 203 |
|  | &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; 377 |
|  | &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; 228 |
|  | &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; 243 |
|  | &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; 189 |
|  | &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; 264 |
|  | &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; 194 |
|  | &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; 607 |
|  | &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; 469 |
|  | &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; 505 |
|  | &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; 263 |
|  | &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; 97 |
|  | &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; 126 |
|  | &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; 160 |
|  | &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; 144 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 97 |
| &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; 134 |
| &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; 99 |
| &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; 42 |
| &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; 233 |
| &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; 94 |
| &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; 139 |
| &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; 74 |
| &nbsp;&nbsp;&nbsp;Prospect Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.364% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp; 48 |
| &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; 159 |
| &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; 104 |
| &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; 128 |
| &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; 71 |
| &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; 37 |
| &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; 71 |
| &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; 40 |
| &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; 239 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp; 133 | &nbsp;&nbsp; 132 |
| &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; 101 |
| &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; 248 |
| &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; 274 |
| &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; 171 |
| &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; 178 |
| &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; 237 |
| &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; 150 |
| &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; 181 |
| &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; 121 |
| &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; 54 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 188 |
| &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; 181 |
| &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; 254 |
| &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; 107 |
| &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; 203 |
| &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; 98 |
| &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; 48 |
| &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; 169 |
| &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; 176 |
| &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; 73 |
| &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; 71 |
| &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; 132 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 898 | &nbsp;&nbsp; 896 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &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; 472 |
| &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; 201 |
| &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; 95 |
| &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; 195 |
| &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; 100 |
| &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; 198 |
| &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; 159 |
| &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; 207 |
| &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; 200 |
| &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; 139 |
| &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; 200 |
| &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; 99 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 419 |
| &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; 184 |
| &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; 457 |
| &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; 197 |
| &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; 198 |
| &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; 239 |
| &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; 140 |
| &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; 230 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &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; 112 |
| &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; 165 |
| &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; 261 |
| &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; 104 |
| &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; 149 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 50 |
|  | &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; 74 |
|  | &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; 388 |
|  | &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; 247 |
|  | &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; 190 |
|  | &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; 206 |
|  | &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; 204 |
|  | &nbsp;&nbsp;&nbsp;Santander UK Group Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp;1.673% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 381 |
|  | &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; 192 |
|  | &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; 428 |
|  | &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; 46 |
|  | &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; 77 |
| <sup>5</sup> | &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; 202 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Sixth Street Lending Partners | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &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; 152 |
|  | &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; 249 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.104% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 122 |
|  | &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; 202 |
|  | &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; 99 |
|  | &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; 194 |
|  | &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; 134 |
|  | &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; 297 |
|  | &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; 126 |
|  | &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; 496 |
|  | &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; 113 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.948% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.784% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
|  | &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; 121 |
|  | &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; 170 |
|  | &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; 195 |
|  | &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; 678 |
|  | &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; 288 |
|  | &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; 97 |
|  | &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; 448 |
|  | &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; 436 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.202% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 138 |
|  | &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; 1671 |
|  | &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; 164 |
|  | &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; 303 |
|  | &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; 206 |
|  | &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; 202 |
|  | &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; 133 |
|  | &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; 201 |
|  | &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; 122 |
|  | &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; 290 |
|  | &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; 101 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.103% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &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; 307 |
|  | &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; 189 |
|  | &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; 192 |
|  | &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; 201 |
|  | &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; 418 |
|  | &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; 226 |
|  | &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; 229 |
|  | &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; 269 |
|  | &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; 709 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.456% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/32 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 379 |
|  | &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; 117 |
|  | &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; 161 |
|  | &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; 125 |
|  | &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; 178 |
|  | &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; 159 |
|  | &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; 295 |
|  | &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; 139 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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;Trinity Acquisition plc | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.047% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp; 265 | &nbsp;&nbsp; 269 |
| &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; 455 |
| &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; 191 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.887% | &nbsp;&nbsp;&nbsp;&nbsp; 6/7/29 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 451 |
| &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; 214 |
| &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; 277 |
| &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; 85 |
| &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; 189 |
| &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; 786 |
| &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; 203 |
| &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; 277 |
| &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; 241 |
| &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; 251 |
| &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; 455 |
| &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; 230 |
| &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 456 | &nbsp;&nbsp; 454 |
| &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; 335 |
| &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; 77 |
| &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; 99 |
| &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 294 |
| &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; 266 |
| &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; 207 |
| &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; 281 |
| &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; 220 |
| &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; 277 |
| &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; 649 |
| &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; 76 |
| &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; 225 |
| &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; 537 |
| &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; 344 |
| &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; 280 |
| &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; 277 |
| &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; 568 |
| &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; 249 |
| &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; 388 |
| &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; 105 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &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; 456 |
| &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; 144 |
| &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; 324 |
| &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; 300 |
| &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; 146 |
| &nbsp;&nbsp;&nbsp;Visa Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/14/45 | &nbsp;&nbsp;&nbsp;&nbsp; 625 | &nbsp;&nbsp; 534 |
| &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; 76 |
| &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; 162 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 246 |
| &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; 72 |
| &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; 34 |
| &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; 94 |
| &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; 52 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1247 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 718 |
| &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; 654 |
| &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; 469 |
| &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; 533 |
| &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; 485 |
| &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; 971 |
| &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; 194 |
| &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; 355 |
| &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; 1029 |
| &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; 1173 |
| &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; 1209 |
| &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; 942 |
| &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; 940 |
| &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; 349 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.491% | &nbsp;&nbsp;&nbsp;&nbsp; 10/23/34 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1019 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 414 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 435 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 935 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 217 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1558 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 334 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Bank NA | &nbsp;&nbsp;&nbsp;&nbsp;4.811% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 455 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 206 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 306 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 |
| &nbsp;&nbsp;&nbsp;Western Union Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 196 |
| &nbsp;&nbsp;&nbsp;Westpac Banking Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 170 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 120 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 244 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 135 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 256 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 423 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 98 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400 |
| &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; 99 |
| &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; 123 |
| &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; 223 |
| &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; 50 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **357098** |
| **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** | **Health Care (2.9%)** |
| &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; 363 |
| &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; 91 |
| &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; 127 |
| &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; 193 |
| &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; 251 |
| &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; 652 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 344 |
| &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; 719 |
| &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; 503 |
| &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; 295 |
| &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; 524 |
| &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; 1095 |
| &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; 999 |
| &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; 543 |
| &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; 329 |
| &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; 421 |
| &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; 182 |
| &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; 656 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44 |
| &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; 433 |
| &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; 208 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 178 |
|  | &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; 355 |
|  | &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; 387 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/14/48 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 314 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/49 | &nbsp;&nbsp;&nbsp;&nbsp; 1025 | &nbsp;&nbsp; 833 |
|  | &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; 529 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp; 263 |
|  | &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; 100 |
|  | &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; 76 |
|  | &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; 35 |
|  | &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; 48 |
|  | &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; 22 |
|  | &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; 81 |
|  | &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; 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; 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; 136 |
|  | &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; 105 |
|  | &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; 61 |
|  | &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; 73 |
|  | &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; 91 |
|  | &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; 86 |
|  | &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; 143 |
|  | &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; 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; 93 |
| <sup>2</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; 57 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.507% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 350 |
|  | &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; 218 |
|  | &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; 142 |
|  | &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; 577 |
|  | &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; 504 |
|  | &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; 357 |
|  | &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; 313 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 252 |
|  | &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; 365 |
|  | &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; 445 |
|  | &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; 185 |
|  | &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; 918 |
|  | &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; 427 |
|  | &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; 104 |
|  | &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; 216 |
|  | &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; 117 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/43 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 292 |
|  | &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; 372 |
|  | &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; 62 |
|  | &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; 393 |
|  | &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; 419 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 206 | &nbsp;&nbsp; 130 |
|  | &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; 367 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/53 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 481 |
|  | &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; 245 |
|  | &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; 527 |
|  | &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; 314 |
|  | &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; 75 |
|  | &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; 159 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Ascension Health | &nbsp;&nbsp;&nbsp;&nbsp;4.847% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 67 |
|  | &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp;1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &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; 277 |
|  | &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; 201 |
|  | &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; 181 |
|  | &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; 225 |
|  | &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; 201 |
|  | &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; 200 |
|  | &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; 170 |
|  | &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; 74 |
|  | &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; 267 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 477 |
|  | &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; 195 |
|  | &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; 250 |
|  | &nbsp;&nbsp;&nbsp;AstraZeneca plc | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 493 |
|  | &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; 240 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 171 |
|  | &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; 88 |
|  | &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; 111 |
|  | &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; 51 |
|  | &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; 175 |
|  | &nbsp;&nbsp;&nbsp;Baxalta Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/23/25 | &nbsp;&nbsp;&nbsp;&nbsp; 97 | &nbsp;&nbsp; 97 |
|  | &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; 67 |
|  | &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; 707 |
|  | &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; 225 |
|  | &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; 417 |
|  | &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; 69 |
|  | &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; 124 |
|  | &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; 84 |
|  | &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; 222 |
|  | &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; 366 |
|  | &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; 249 |
|  | &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; 201 |
|  | &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; 112 |
|  | &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; 312 |
|  | &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; 98 |
|  | &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; 149 |
|  | &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; 256 |
|  | &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; 346 |
|  | &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;Bio-Rad Laboratories Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 224 |
|  | &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>2</sup> | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.464% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.205% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 167 |
|  | &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; 134 |
|  | &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; 120 |
|  | &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; 59 |
|  | &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; 117 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp; 297 |
|  | &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; 202 |
|  | &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; 455 |
|  | &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; 204 |
|  | &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; 269 |
|  | &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; 327 |
|  | &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; 570 |
|  | &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; 166 |
|  | &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; 226 |
|  | &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; 261 |
|  | &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; 184 |
|  | &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; 449 |
|  | &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; 73 |
|  | &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; 154 |
|  | &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; 206 |
|  | &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; 198 |
|  | &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; 566 |
|  | &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; 288 |
|  | &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; 522 |
|  | &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; 462 |
|  | &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; 374 |
|  | &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; 289 |
|  | &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; 100 |
|  | &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; 125 |
|  | &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; 149 |
|  | &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; 99 |
|  | &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; 196 |
|  | &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; 63 |
|  | &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; 41 |
|  | &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; 100 |
|  | &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; 96 |
|  | &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; 266 |
|  | &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; 100 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &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; 217 |
|  | &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; 98 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &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; 459 |
|  | &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; 421 |
|  | &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; 696 |
|  | &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; 98 |
|  | &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; 351 |
|  | &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; 326 |
|  | &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; 209 |
|  | &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; 177 |
|  | &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; 43 |
|  | &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; 196 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 254 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.685% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 150 |
|  | &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; 267 |
|  | &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; 44 |
|  | &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; 598 |
|  | &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; 200 |
|  | &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; 202 |
|  | &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; 212 |
|  | &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; 149 |
|  | &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; 196 |
|  | &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; 376 |
|  | &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; 110 |
|  | &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; 93 |
|  | &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; 341 |
|  | &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; 124 |
|  | &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; 464 |
|  | &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; 246 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 234 |
|  | &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; 71 |
|  | &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; 80 |
|  | &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; 85 |
|  | &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; 443 |
|  | &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; 149 |
|  | &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; 123 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;CommonSpirit Health | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 188 |
|  | &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; 117 |
|  | &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; 96 |
|  | &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; 89 |
|  | &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; 70 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 416 | &nbsp;&nbsp; 404 |
|  | &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; 436 |
|  | &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; 544 |
|  | &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; 656 |
|  | &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; 464 |
|  | &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; 350 |
|  | &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; 328 |
|  | &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; 245 |
|  | &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; 285 |
|  | &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; 98 |
|  | &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; 282 |
|  | &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; 174 |
|  | &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; 239 |
|  | &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; 216 |
|  | &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; 221 |
|  | &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; 113 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/38 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1015 |
|  | &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; 73 |
|  | &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; 66 |
|  | &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; 65 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 118 |
|  | &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; 588 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/48 | &nbsp;&nbsp;&nbsp;&nbsp; 1410 | &nbsp;&nbsp; 1162 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/53 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 194 |
| &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; 108 |
| &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; 164 |
| &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; 123 |
| &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; 64 |
| &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; 297 |
| &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; 76 |
| &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; 132 |
| &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; 136 |
| &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; 136 |
| &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; 45 |
| &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; 98 |
| &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; 486 |
| &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; 116 |
| &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; 69 |
| &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; 460 |
| &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; 558 |
| &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; 54 |
| &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; 252 |
| &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; 192 |
| &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; 173 |
| &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; 259 |
| &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; 76 |
| &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; 53 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 151 |
| &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; 672 |
| &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; 209 |
| &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; 127 |
| &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; 127 |
| &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; 161 |
| &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; 177 |
| &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; 231 |
| &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; 135 |
| &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; 501 |
| &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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &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; 88 |
| &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; 173 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 171 |
| &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; 267 |
| &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; 216 |
| &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; 253 |
| &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; 45 |
| &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; 367 |
| &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; 69 |
| &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; 266 |
| &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; 224 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/64 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 297 |
| &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; 70 |
| &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; 205 |
| &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; 297 |
| &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; 260 |
| &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; 161 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 568 |
| &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; 507 |
| &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; 125 |
| &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; 100 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &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; 541 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 308 |
| &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; 174 |
| &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; 357 |
| &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; 401 |
| &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; 322 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Gilead Sciences Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &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; 219 |
|  | &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; 193 |
|  | &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; 366 |
|  | &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; 87 |
|  | &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; 596 |
|  | &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; 84 |
|  | &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital plc | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp; 24 |
|  | &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; 172 |
|  | &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>2</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;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 301 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp; 326 |
|  | &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; 124 |
|  | &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; 177 |
|  | &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; 278 |
|  | &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; 315 |
|  | &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; 454 |
|  | &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; 324 |
|  | &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; 124 |
|  | &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; 220 |
|  | &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; 218 |
|  | &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; 222 |
|  | &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; 219 |
|  | &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; 182 |
|  | &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; 204 |
|  | &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; 295 |
|  | &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; 303 |
|  | &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; 129 |
|  | &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; 234 |
|  | &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; 166 |
|  | &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; 274 |
|  | &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; 296 |
|  | &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; 143 |
|  | &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; 186 |
|  | &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; 147 |
|  | &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; 102 |
|  | &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; 94 |
|  | &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; 132 |
|  | &nbsp;&nbsp;&nbsp;Humana Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &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; 159 |
|  | &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; 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; 91 |
|  | &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; 228 |
|  | &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; 178 |
|  | &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; 127 |
|  | &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; 99 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 929 |
|  | &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; 194 |
|  | &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; 275 |
|  | &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; 263 |
|  | &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; 314 |
|  | &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; 152 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/5/33 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 170 |
|  | &nbsp;&nbsp;&nbsp;Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
|  | &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; 153 |
|  | &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; 259 |
|  | &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; 215 |
|  | &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; 125 |
|  | &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; 166 |
|  | &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; 140 |
|  | &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; 72 |
|  | &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; 183 |
|  | &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; 315 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 196 |
|  | &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; 229 |
|  | &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; 147 |
|  | &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; 97 |
|  | &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; 177 |
|  | &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; 217 |
|  | &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; 122 |
|  | &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; 108 |
|  | &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;1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
|  | &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; 97 |
|  | &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; 113 |
|  | &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; 96 |
|  | &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; 43 |
|  | &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; 143 |
|  | &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; 142 |
|  | &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; 167 |
|  | &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; 59 |
|  | &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; 161 |
|  | &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; 98 |
|  | &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; 99 |
|  | &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; 42 |
| <sup>2</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; 54 |
|  | &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; 479 |
|  | &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; 217 |
|  | &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; 121 |
|  | &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 |
|  | &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; 375 |
|  | &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; 98 |
|  | &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; 361 |
|  | &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; 356 |
|  | &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; 130 |
|  | &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; 176 |
|  | &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; 376 |
|  | &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; 255 |
|  | &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; 138 |
|  | &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; 169 |
|  | &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; 78 |
|  | &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; 167 |
|  | &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; 123 |
|  | &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; 405 |
|  | &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; 235 |
|  | &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; 181 |
|  | &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; 241 |
|  | &nbsp;&nbsp;&nbsp;Merck & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/61 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp; 215 |
|  | &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; 161 |
|  | &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; 184 |
| <sup>2</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; 129 |
|  | &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; 180 |
|  | &nbsp;&nbsp;&nbsp;MultiCare Health System | &nbsp;&nbsp;&nbsp;&nbsp;2.803% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 146 |
|  | &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; 89 |
|  | &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; 145 |
|  | &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; 59 |
|  | &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; 85 |
|  | &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; 76 |
|  | &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; 160 |
|  | &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; 74 |
|  | &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; 192 |
|  | &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; 499 |
|  | &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; 170 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &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; 359 |
|  | &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; 95 |
|  | &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; 139 |
|  | &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; 81 |
|  | &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; 328 |
|  | &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; 184 |
|  | &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; 47 |
|  | &nbsp;&nbsp;&nbsp;Novartis Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/54 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 110 |
|  | &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>2</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; 134 |
|  | &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; 39 |
| <sup>2</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; 67 |
|  | &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; 64 |
|  | &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; 127 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/3/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 220 |
|  | &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; 97 |
|  | &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; 357 |
|  | &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; 269 |
|  | &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; 191 |
|  | &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; 165 |
|  | &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; 131 |
|  | &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; 106 |
|  | &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; 496 |
|  | &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; 138 |
|  | &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; 106 |
|  | &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; 173 |
|  | &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; 201 |
|  | &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; 122 |
|  | &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; 137 |
|  | &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; 277 |
|  | &nbsp;&nbsp;&nbsp;Pfizer Investment Enterprises Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 531 | &nbsp;&nbsp; 530 |
|  | &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; 701 |
|  | &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; 521 |
|  | &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; 662 |
|  | &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; 492 |
|  | &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; 994 |
|  | &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; 707 | &nbsp;&nbsp; 648 |
|  | &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; 186 |
|  | &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; 48 |
|  | &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; 134 |
|  | &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; 200 |
| <sup>2</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>2</sup> | &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;&nbsp;&nbsp;3.930% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 56 |
|  | &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 123 |
|  | &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; 100 |
|  | &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; 136 |
|  | &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; 123 |
|  | &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; 144 |
|  | &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; 108 |
|  | &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; 146 |
|  | &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; 12 |
|  | &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; 416 |
|  | &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; 29 |
|  | &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; 224 |
|  | &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; 102 |
|  | &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; 100 |
|  | &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; 255 |
|  | &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; 232 |
|  | &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; 159 |
|  | &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; 72 |
|  | &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; 218 |
|  | &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; 124 |
|  | &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; 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) |
| <sup>5</sup> | &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; 101 |
| <sup>5</sup> | &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; 150 |
| <sup>5</sup> | &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; 175 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/34 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp; 288 |
| <sup>5</sup> | &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; 49 |
|  | &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; 98 |
|  | &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; 199 |
|  | &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; 58 |
|  | &nbsp;&nbsp;&nbsp;Stryker Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 183 | &nbsp;&nbsp; 181 |
|  | &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; 48 |
|  | &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; 146 |
|  | &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; 95 |
|  | &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; 61 |
|  | &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; 42 |
|  | &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; 173 |
|  | &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; 72 |
|  | &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; 75 |
|  | &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; 88 |
|  | &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; 75 |
|  | &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; 607 |
|  | &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; 198 |
|  | &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; 254 |
|  | &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/50 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp; 443 |
|  | &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; 193 |
|  | &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; 126 |
|  | &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; 170 |
|  | &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; 182 |
|  | &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; 151 |
|  | &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; 832 |
|  | &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; 199 |
|  | &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; 176 |
|  | &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; 177 |
|  | &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; 69 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 222 |
|  | &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; 341 |
|  | &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; 118 |
|  | &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; 144 |
|  | &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; 381 |
|  | &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; 145 |
|  | &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; 196 |
|  | &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; 138 |
|  | &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; 194 |
|  | &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; 650 |
|  | &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; 199 |
|  | &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; 553 |
|  | &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; 153 |
|  | &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; 235 |
|  | &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; 377 |
|  | &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; 190 |
|  | &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; 439 |
|  | &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; 389 |
|  | &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; 165 |
|  | &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; 54 |
|  | &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; 137 |
|  | &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; 277 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp; 190 |
|  | &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; 141 |
|  | &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; 61 |
|  | &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; 217 |
|  | &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; 97 |
|  | &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; 140 |
|  | &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; 189 |
|  | &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; 269 |
|  | &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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 123 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 225 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 298 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/63 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 269 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/64 | &nbsp;&nbsp;&nbsp;&nbsp; 320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 258 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70 |
|  | &nbsp;&nbsp;&nbsp;UPMC | &nbsp;&nbsp;&nbsp;&nbsp;5.035% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Utah Acquisition Sub Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 189 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 164 |
|  | &nbsp;&nbsp;&nbsp;Viatris Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/50 | &nbsp;&nbsp;&nbsp;&nbsp; 375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255 |
|  | &nbsp;&nbsp;&nbsp;WakeMed | &nbsp;&nbsp;&nbsp;&nbsp;3.286% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center | &nbsp;&nbsp;&nbsp;&nbsp;4.813% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 163 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
|  | &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; 402 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 246 |
|  | &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; 299 |
|  | &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;5.750% | &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; 144 |
|  | &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; 97 |
|  | &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; 129 |
|  | &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; 257 |
|  | &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; 155 |
|  | &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; 116 |
|  | &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; 62 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **133384** |
| **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; 144 |
|  | &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; 120 |
|  | &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; 141 |
|  | &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; 323 |
|  | &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; 73 |
|  | &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; 118 |
|  | &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; 126 |
|  | &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; 70 |
|  | &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; 169 |
|  | &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; 131 |
|  | &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; 317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 274 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2015-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2016-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.575% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2016-3 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 87 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2017-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;American Airlines Class AA Series 2019-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34 |
|  | &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; 50 |
|  | &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; 98 |
|  | &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; 249 |
|  | &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; 84 |
|  | &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; 201 |
|  | &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; 146 |
|  | &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; 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;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 332 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| &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; 185 |
| &nbsp;&nbsp;&nbsp;BNSF Funding Trust I | &nbsp;&nbsp;&nbsp;&nbsp;6.613% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 65 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.196% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1163 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
| &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; 186 |
| &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; 48 |
| &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; 361 |
| &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; 205 |
| &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; 94 |
| &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; 234 |
| &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; 184 |
| &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; 627 |
| &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; 169 |
| &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; 895 |
| &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; 209 |
| &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; 77 |
| &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; 126 |
| &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; 471 |
| &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; 151 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &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; 38 |
| &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; 56 |
| &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; 105 |
| &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; 72 |
| &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; 609 |
| &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; 48 |
| &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; 37 |
| &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; 50 |
| &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; 41 |
| &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; 69 |
| &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; 170 |
| &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.805% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 980 | &nbsp;&nbsp; 909 |
| &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; 478 |
| &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; 50 |
| &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; 506 |
| &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; 292 |
| &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; 219 |
| &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; 134 |
| &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; 118 |
| &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; 245 |
| &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; 217 |
| &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; 173 |
| &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; 152 |
| &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; 119 |
| &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; 91 |
| &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; 217 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 103 |
| &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; 66 |
| &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; 117 |
| &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; 101 |
| &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; 298 |
| &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; 161 |
| &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; 289 |
| &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; 131 |
| &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; 124 |
| &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; 146 |
| &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; 325 | &nbsp;&nbsp; 306 |
| &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; 425 | &nbsp;&nbsp; 417 |
| &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; 81 |
| &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; 80 |
| &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; 109 |
| &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; 70 |
| &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; 61 |
| &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; 91 |
| &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; 174 |
| &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; 111 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/31 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 299 |
|  | &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; 83 |
|  | &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; 63 |
|  | &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; 113 |
|  | &nbsp;&nbsp;&nbsp;Canadian Pacific Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 152 |
|  | &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; 325 |
|  | &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; 120 |
|  | &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; 239 |
|  | &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; 317 |
|  | &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; 74 |
|  | &nbsp;&nbsp;&nbsp;Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 145 | &nbsp;&nbsp; 150 |
|  | &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; 231 |
|  | &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; 90 |
|  | &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; 168 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &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; 97 |
|  | &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; 189 |
|  | &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; 200 |
|  | &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; 189 |
|  | &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; 293 |
|  | &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; 174 |
|  | &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; 150 |
|  | &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; 149 |
|  | &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; 182 |
|  | &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; 108 |
|  | &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; 108 |
|  | &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; 197 |
|  | &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; 139 |
|  | &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; 138 |
|  | &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; 86 |
|  | &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; 171 |
|  | &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; 140 |
|  | &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; 190 |
|  | &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; 99 |
|  | &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; 265 |
|  | &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; 98 |
|  | &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; 145 |
|  | &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; 340 |
|  | &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; 196 |
|  | &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; 152 |
|  | &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; 175 |
|  | &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; 100 |
|  | &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; 162 |
|  | &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; 223 |
|  | &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; 189 |
|  | &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; 123 |
|  | &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; 107 |
|  | &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; 206 |
|  | &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; 184 |
|  | &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; 136 |
|  | &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; 113 |
|  | &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; 61 |
|  | &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; 101 |
|  | &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; 200 |
|  | &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; 129 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/31 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 113 |
|  | &nbsp;&nbsp;&nbsp;Deere & Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/42 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 208 |
|  | &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; 134 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Delta Air Lines Pass Through Trust Class AA Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 12/10/29 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 101 |
|  | &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; 68 |
|  | &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; 123 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 222 |
|  | &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; 126 |
|  | &nbsp;&nbsp;&nbsp;Eaton Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/23/52 | &nbsp;&nbsp;&nbsp;&nbsp; 228 | &nbsp;&nbsp; 200 |
|  | &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; 446 |
|  | &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; 180 |
|  | &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; 86 |
|  | &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; 168 |
|  | &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; 93 |
|  | &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; 123 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &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; 97 |
|  | &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; 177 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 59 |
|  | &nbsp;&nbsp;&nbsp;FedEx Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/45 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 98 |
|  | &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; 214 |
|  | &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; 187 |
|  | &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; 101 |
|  | &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; 153 |
|  | &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; 131 |
|  | &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; 228 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;FedEx Corp. Pass Through Trust Class AA Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 393 | &nbsp;&nbsp; 327 |
|  | &nbsp;&nbsp;&nbsp;Fortive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &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; 81 |
|  | &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; 98 |
|  | &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; 190 |
|  | &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; 194 |
|  | &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; 189 |
|  | &nbsp;&nbsp;&nbsp;General Dynamics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 131 |
|  | &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; 78 |
|  | &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; 263 |
|  | &nbsp;&nbsp;&nbsp;General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/38 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp; 577 |
|  | &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; 210 |
|  | &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; 92 |
|  | &nbsp;&nbsp;&nbsp;HEICO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 140 |
|  | &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; 70 |
|  | &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; 48 |
|  | &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; 233 |
|  | &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; 105 |
|  | &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; 91 |
|  | &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; 197 |
|  | &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; 92 |
|  | &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; 164 |
|  | &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; 862 |
|  | &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; 205 |
|  | &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; 197 |
|  | &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; 196 |
|  | &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; 191 |
|  | &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; 206 |
|  | &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; 205 |
|  | &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; 148 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 315 | &nbsp;&nbsp; 295 |
|  | &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; 187 |
|  | &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; 255 |
|  | &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; 98 |
|  | &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; 103 |
|  | &nbsp;&nbsp;&nbsp;Hubbell Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &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; 48 |
|  | &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; 168 |
|  | &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; 96 |
|  | &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; 180 |
|  | &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; 200 |
|  | &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; 189 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.749% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 110 | &nbsp;&nbsp; 110 |
|  | &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; 85 |
|  | &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; 68 |
|  | &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; 291 |
|  | &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; 204 |
|  | &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; 202 |
|  | &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; 102 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 202 |
|  | &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; 204 |
|  | &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; 201 |
|  | &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 |
|  | &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass Through Trust Class A Series 2020-1 | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp; 104 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;JetBlue Pass Through Trust Class AA Series 2019-1 | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 115 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 288 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 452 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;John Deere Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
|  | &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; 203 |
|  | &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; 120 |
|  | &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; 453 |
|  | &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; 191 |
|  | &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; 172 |
|  | &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; 144 |
|  | &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; 198 |
|  | &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; 96 |
|  | &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; 201 |
|  | &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; 202 |
|  | &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; 48 |
|  | &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; 119 |
|  | &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; 138 |
|  | &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; 292 |
|  | &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; 449 |
|  | &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; 726 |
|  | &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; 301 |
|  | &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; 175 |
|  | &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; 199 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 37 | &nbsp;&nbsp; 37 |
|  | &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; 41 |
|  | &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; 150 |
|  | &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; 83 |
|  | &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; 61 |
|  | &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; 127 |
|  | &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; 119 |
|  | &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; 118 |
|  | &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; 124 |
|  | &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; 182 |
|  | &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; 48 |
|  | &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; 290 |
|  | &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; 49 |
|  | &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; 202 |
|  | &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; 172 |
|  | &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; 130 |
|  | &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; 130 |
|  | &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; 259 |
|  | &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; 130 |
|  | &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; 95 |
|  | &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; 91 |
|  | &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; 169 |
|  | &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; 96 |
|  | &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; 46 |
|  | &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 190 | &nbsp;&nbsp; 188 |
|  | &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; 254 |
|  | &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; 99 |
|  | &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; 148 |
|  | &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; 93 |
|  | &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; 253 |
|  | &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; 132 |
|  | &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; 94 |
|  | &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; 324 |
|  | &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; 225 |
|  | &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; 262 |
|  | &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; 199 |
|  | &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; 254 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 215 | &nbsp;&nbsp; 203 |
| &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; 99 |
| &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; 139 |
| &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; 102 |
| &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; 61 |
| &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; 195 |
| &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; 81 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 310 | &nbsp;&nbsp; 303 |
| &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; 121 |
| &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; 109 |
| &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; 180 |
| &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; 555 |
| &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; 174 |
| &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; 103 |
| &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; 80 |
| &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; 63 |
| &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; 65 |
| &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; 104 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
| &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; 57 |
| &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; 52 |
| &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; 226 |
| &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; 65 |
| &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; 183 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp; 113 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 190 |
| &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; 276 |
| &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; 146 |
| &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; 96 |
| &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; 99 |
| &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; 282 |
| &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; 97 |
| &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; 146 |
| &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; 86 |
| &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; 141 |
| &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; 246 |
| &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; 299 |
| &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; 126 |
| &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; 89 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 186 |
| &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; 100 |
| &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; 99 |
| &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; 183 |
| &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; 55 |
| &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; 190 |
| &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; 152 |
| &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; 267 |
| &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; 50 |
| &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; 93 |
| &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; 103 |
| &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; 250 |
| &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; 404 |
| &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; 300 |
| &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; 242 |
| &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; 121 |
| &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; 213 |
| &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; 70 |
| &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; 160 |
| &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; 171 |
| &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; 168 |
| &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; 399 |
| &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; 357 |
| &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; 196 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &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; 254 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 206 |
| &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; 232 |
| &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; 97 |
| &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; 136 |
| &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; 97 |
| &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; 126 |
| &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; 108 |
| &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; 101 |
| &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; 113 |
| &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; 141 |
| &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; 80 |
| &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; 100 |
| &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; 95 |
| &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; 112 |
| &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; 292 |
| &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; 217 |
| &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 |
| &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; 523 |
| &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; 261 |
| &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; 163 |
| &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; 166 |
| &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; 198 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 197 | &nbsp;&nbsp; 207 |
| &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; 150 |
| &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; 104 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 52 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 11/16/38 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 156 |
| &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; 44 |
| &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; 584 |
| &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 65 | &nbsp;&nbsp; 58 |
| &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; 161 |
| &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; 151 |
| &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; 205 |
| &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; 84 |
| &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; 297 |
| &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; 117 |
| &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; 121 |
| &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; 126 |
| &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; 189 |
| &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; 341 |
| &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; 96 |
| &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; 102 |
| &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; 202 |
| &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; 303 |
| &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; 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; 324 |
| &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; 97 |
| &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; 246 |
| &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; 48 |
| &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; 88 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &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; 77 |
| &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;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &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; 243 |
| &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; 214 |
| &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; 52 |
| &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 75 |
| &nbsp;&nbsp;&nbsp;Thomson Reuters Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &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;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &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; 216 |
| &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; 201 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Trane Technologies Financing Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 64 |
|  | &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; 126 |
|  | &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; 50 |
|  | &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; 88 |
|  | &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; 192 |
|  | &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; 170 |
|  | &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; 142 |
|  | &nbsp;&nbsp;&nbsp;Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
|  | &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; 489 |
|  | &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; 178 |
|  | &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; 87 |
|  | &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; 87 |
|  | &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; 403 |
|  | &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; 75 |
|  | &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; 136 |
|  | &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; 158 |
|  | &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; 422 |
|  | &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; 73 |
|  | &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; 276 |
|  | &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; 187 |
|  | &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; 176 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2019-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 69 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2020-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp; 321 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class A Series 2023-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 220 | &nbsp;&nbsp; 224 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2016-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 126 | &nbsp;&nbsp; 120 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2016-2 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/30 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 45 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class AA Series 2019-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp; 136 | &nbsp;&nbsp; 130 |
|  | &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; 400 | &nbsp;&nbsp; 397 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class B Series 2020-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 160 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United Airlines Class B Series 2020-1 Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/11/27 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
|  | &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; 385 |
|  | &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; 95 |
|  | &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; 91 |
|  | &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; 198 |
|  | &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; 199 |
|  | &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; 185 |
|  | &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; 248 |
|  | &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; 70 |
|  | &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; 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; 125 | &nbsp;&nbsp; 102 |
|  | &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; 141 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 287 |
|  | &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; 91 |
|  | &nbsp;&nbsp;&nbsp;United Parcel Service Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &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; 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; 135 |
|  | &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; 69 |
|  | &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; 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; 127 |
|  | &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; 125 |
|  | &nbsp;&nbsp;&nbsp;Vontier Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 86 |
|  | &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; 77 |
|  | &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; 90 |
|  | &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; 50 |
|  | &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; 189 |
|  | &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; 124 |
|  | &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; 263 |
|  | &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; 123 |
|  | &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; 48 |
|  | &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; 124 |
|  | &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; 202 |
|  | &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; 120 |
|  | &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; 199 |
|  | &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; 201 |
|  | &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; 395 |
|  | &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; 163 |
|  | &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; 175 |
|  | &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; 344 |
|  | &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; 85 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 196 |
|  | &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; 194 |
|  | &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; 145 |
|  | &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; 116 |
|  | &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; 110 |
|  | &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; 173 |
|  | &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; 143 |
|  | &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; 97 |
|  | &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; 92 |
|  | &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; 85 |
|  | &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; **88101** |
| **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; 224 |
|  | &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; 174 |
|  | &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; 259 |
|  | &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; 142 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 67 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 86 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 109 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 184 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 181 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 99 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 208 |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 139 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 84 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 |
|  | &nbsp;&nbsp;&nbsp;Barrick Gold Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 148 |
|  | &nbsp;&nbsp;&nbsp;Berry Global Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.570% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 386 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545 |
| <sup>5</sup> | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 411 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 137 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 53 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.165% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 406 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 179 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.330% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 204 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.800% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 155 |
|  | &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.379% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 203 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 178 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 194 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 224 |
|  | &nbsp;&nbsp;&nbsp;Dow Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 339 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 268 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 92 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 168 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 93 |
| &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; 165 |
| &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; 340 |
| &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; 423 |
| &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; 182 |
| &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; 372 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &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; 196 |
| &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; 194 |
| &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; 94 |
| &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; 96 |
| &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; 204 |
| &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; 405 |
| &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; 83 |
| &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; 154 |
| &nbsp;&nbsp;&nbsp;EIDP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &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; 87 |
| &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; 97 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &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; 92 |
| &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; 76 |
| &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/53 | &nbsp;&nbsp;&nbsp;&nbsp; 70 | &nbsp;&nbsp; 69 |
| &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; 97 |
| &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; 97 |
| &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; 100 |
| &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; 95 |
| &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; 194 |
| &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; 99 |
| &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; 280 |
| &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; 151 |
| &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; 86 |
| &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; 83 |
| &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; 49 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/48 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 193 |
| &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; 102 |
| &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; 264 |
| &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; 163 |
| &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; 104 |
| &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; 248 |
| &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; 181 |
| &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; 52 |
| &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; 100 | &nbsp;&nbsp; 98 |
| &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; 146 |
| &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; 102 |
| &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;LYB International Finance III LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 280 | &nbsp;&nbsp; 188 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/55 | &nbsp;&nbsp;&nbsp;&nbsp; 380 | &nbsp;&nbsp; 299 |
| &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; 48 |
| &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; 97 |
| &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; 88 |
| &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; 128 |
| &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; 49 |
| &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; 141 |
| &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; 142 |
| &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; 47 |
| &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; 196 |
| &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; 99 |
| &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; 94 |
| &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; 137 |
| &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; 172 |
| &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; 85 |
| &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; 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;Newmont Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 236 |
|  | &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; 232 |
|  | &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; 144 |
|  | &nbsp;&nbsp;&nbsp;Newmont Corp. / Newcrest Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 176 |
|  | &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; 97 |
|  | &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; 89 |
|  | &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; 88 |
|  | &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; 107 |
|  | &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; 178 |
|  | &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; 49 |
|  | &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; 177 |
|  | &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; 200 |
|  | &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; 199 |
|  | &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; 221 |
|  | &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; 267 |
|  | &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; 71 |
|  | &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; 44 |
|  | &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; 175 |
|  | &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; 88 |
|  | &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; 235 |
|  | &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; 133 |
|  | &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; 196 |
|  | &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; 95 |
|  | &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; 47 |
|  | &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; 203 |
|  | &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; 159 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
|  | &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; 96 |
|  | &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; 128 |
|  | &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; 64 |
|  | &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; 265 |
|  | &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; 85 |
|  | &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; 237 |
|  | &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; 80 |
|  | &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;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &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; 208 |
|  | &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; 277 |
|  | &nbsp;&nbsp;&nbsp;Rohm & Haas Co. | &nbsp;&nbsp;&nbsp;&nbsp;7.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 138 |
|  | &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; 166 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &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; 97 |
|  | &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; 99 |
|  | &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; 87 |
|  | &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; 79 |
|  | &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; 252 |
|  | &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; 66 |
| <sup>5</sup> | &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; 201 |
| <sup>5</sup> | &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; 200 |
| <sup>5</sup> | &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; 199 |
| <sup>5</sup> | &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; 418 |
|  | &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; 473 |
|  | &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; 122 |
|  | &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; 94 |
|  | &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; 95 |
|  | &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; 78 |
|  | &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; 113 |
|  | &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; 294 |
|  | &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; 271 |
|  | &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; 195 |
|  | &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; 116 |
|  | &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; 90 |
|  | &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; 60 |
|  | &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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 401 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 191 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 103 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 202 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58 |
| &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; 206 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 11/10/39 | &nbsp;&nbsp;&nbsp;&nbsp; 325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 343 |
| &nbsp;&nbsp;&nbsp;Vale Overseas Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/54 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 169 |
| &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; 72 |
| &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; 50 |
| &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; 139 |
| &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; 150 |
| &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; 104 |
| &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; 194 |
| &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; 98 |
| &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; 92 |
| &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; 174 |
| &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; 60 |
| &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; 281 |
| &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; 241 |
| &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; 199 |
| &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; 84 |
| &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; 84 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **34040** |
| **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** | **Real Estate (1.0%)** |
| &nbsp;&nbsp;&nbsp;Agree LP | &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; 143 |
| &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; 179 |
| &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; 134 |
| &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; 385 |
| &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; 93 |
| &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; 306 |
| &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; 136 |
| &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; 95 |
| &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; 99 |
| &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; 167 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/34 | &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;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; 99 |
| &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; 97 |
| &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;1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| &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; 189 |
| &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; 195 |
| &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; 480 |
| &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; 121 |
| &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; 195 |
| &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; 451 |
| &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; 134 |
| &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; 450 |
| &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; 131 |
| &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; 75 |
| &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; 128 |
| &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; 173 |
| &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; 166 |
| &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; 185 |
| &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; 198 |
| &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; 144 |
| &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; 160 |
| &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; 124 |
| &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; 57 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| &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; 72 |
| &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; 248 |
| &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; 49 |
| &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; 100 |
| &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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 49 |
| &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &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; 48 |
| &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; 367 |
| &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; 354 |
| &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; 308 |
| &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; 52 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &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; 73 |
| &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; 511 |
| &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; 236 |
| &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; 46 |
| &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; 238 |
| &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; 82 |
| &nbsp;&nbsp;&nbsp;CBRE Services Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 125 |
| &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; 76 |
| &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; 170 |
| &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; 207 |
| &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; 90 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 161 |
| &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; 98 |
| &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; 100 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &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; 192 |
| &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; 315 |
| &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; 409 |
| &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; 198 |
| &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; 91 |
| &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; 105 |
| &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; 168 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 168 |
| &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; 341 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 348 |
| &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; 80 |
| &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; 77 |
| &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; 97 |
| &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; 180 |
| &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; 49 |
| &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; 62 |
| &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; 167 |
| &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; 363 |
| &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; 165 |
| &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; 99 |
| &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; 97 |
| &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; 423 |
| &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; 139 |
| &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; 153 |
| &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; 251 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &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; 97 |
| &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; 93 |
| &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; 450 |
| &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; 414 |
| &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 215 |
| &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; 171 |
| &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; 63 |
| &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; 48 |
| &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; 96 |
| &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; 68 |
| &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; 69 |
| &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; 133 |
| &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; 190 |
| &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; 129 |
| &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; 77 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 345 | &nbsp;&nbsp; 339 |
| &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; 98 |
| &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; 96 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 100 |
| &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; 89 |
| &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; 100 |
| &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; 99 |
| &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; 123 |
| &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; 147 |
| &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; 204 |
| &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; 24 |
| &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; 407 |
| &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; 103 |
| &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; 166 |
| &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; 82 |
| &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; 99 |
| &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; 99 |
| &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; 48 |
| &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; 92 |
| &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; 125 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 175 |
| &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; 25 |
| &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; 273 |
| &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; 163 |
| &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; 183 |
| &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; 196 |
| &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; 99 |
| &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; 127 |
| &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; 204 |
| &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; 24 |
| &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; 169 |
| &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; 181 |
| &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &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; 109 |
| &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; 208 |
| &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; 250 |
| &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; 91 |
| &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; 234 |
| &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; 100 |
| &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; 117 |
| &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; 180 |
| &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; 32 |
| &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; 80 |
| &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; 120 |
| &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; 106 |
| &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; 49 |
| &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; 98 |
| &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; 175 |
| &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; 134 |
| &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; 121 |
| &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; 73 |
| &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; 457 |
| &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; 89 |
| &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; 176 |
| &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; 190 |
| &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; 106 |
| &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; 95 |
| &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; 39 |
| &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; 41 |
| &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; 197 |
| &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; 49 |
| &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; 99 |
| &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; 162 |
| &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; 244 |
| &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; 96 |
| &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; 134 |
| &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; 123 |
| &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; 50 |
| &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; 96 |
| &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; 338 |
| &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; 24 |
| &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; 66 |
| &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; 151 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 42 |
| &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; 106 |
| &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; 231 |
| &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; 222 |
| &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; 209 |
| &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; 110 |
| &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 172 |
| &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; 99 |
| &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; 155 |
| &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; 97 |
| &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; 136 |
| &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; 169 |
| &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; 287 |
| &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; 83 |
| &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; 97 |
| &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; 125 |
| &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; 265 |
| &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; 122 |
| &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; 90 |
| &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; 52 |
| &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; 187 |
| &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; 93 |
| &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; 213 |
| &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; 96 |
| &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; 202 |
| &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; 101 |
| &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; 94 |
| &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; 188 |
| &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; 114 |
| &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; 124 |
| &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; 145 |
| &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; 78 |
| &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; 443 |
| &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; 184 |
| &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; 276 |
| &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; 99 |
| &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; 58 |
| &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; 138 |
| &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; 74 |
| &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; 42 |
| &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; 383 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 245 |
| &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; 151 |
| &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; 47 |
| &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; 24 |
| &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; 73 |
| &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; 92 |
| &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; 99 |
| &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; 98 |
| &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; 165 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/49 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 63 |
| &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; 163 |
| &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; 140 |
| &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; 129 |
| &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; 168 |
| &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; 68 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 195 | &nbsp;&nbsp; 192 |
| &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; 469 |
| &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; 229 |
| &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; 178 |
| &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; 213 |
| &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; 415 |
| &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; 85 |
| &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; 90 |
| &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; 166 |
| &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; 82 |
| &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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 90 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 96 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| &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; 170 |
| &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; 145 |
| &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; 145 |
| &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; 239 |
| &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; 55 |
| &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; 57 |
| &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; 154 |
| &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; 53 |
| &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &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;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73 |
| &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; 49 |
| &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; 122 |
| &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; 90 |
| &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; 195 |
| &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; 52 |
| &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; 191 |
| &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; 198 |
| &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; 196 |
| &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; 244 |
| &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; 194 |
| &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; 101 |
| &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; 208 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 122 |
| &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; 242 |
| &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; 218 |
| &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; 255 |
| &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; 27 |
| &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; 67 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 51 |
| &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; 143 |
| &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; 189 |
| &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; 32 |
| &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; 174 |
| &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; 74 |
| &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; 158 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **44472** |
| **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; 172 |
| &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; 146 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/31 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Accenture Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143 |
| &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; 172 |
| &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; 200 |
| &nbsp;&nbsp;&nbsp;Adobe Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198 |
| &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; 174 |
| &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; 196 |
| &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; 97 |
| &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; 179 |
| &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; 141 |
| &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; 254 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696 |
| &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; 437 |
| &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/27 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294 |
| &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; 753 |
| &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; 534 |
| &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; 452 |
| &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; 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;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/28 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 314 |
|  | &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; 387 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/30 | &nbsp;&nbsp;&nbsp;&nbsp; 88 | &nbsp;&nbsp; 87 |
|  | &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; 417 |
|  | &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; 420 |
|  | &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; 167 |
|  | &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; 183 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/36 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 219 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/41 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 344 |
|  | &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; 372 |
|  | &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; 182 |
|  | &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; 631 |
|  | &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; 352 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/46 | &nbsp;&nbsp;&nbsp;&nbsp; 910 | &nbsp;&nbsp; 830 |
|  | &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; 301 |
|  | &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; 353 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp; 515 | &nbsp;&nbsp; 319 |
|  | &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; 489 |
|  | &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;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/53 | &nbsp;&nbsp;&nbsp;&nbsp; 82 | &nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;Apple Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/60 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 175 |
|  | &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; 219 |
|  | &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; 171 |
|  | &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; 100 |
|  | &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; 129 |
|  | &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; 148 |
|  | &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; 96 |
|  | &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; 201 |
|  | &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; 201 |
|  | &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; 73 |
|  | &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; 68 |
|  | &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; 168 |
|  | &nbsp;&nbsp;&nbsp;Avnet Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &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; 103 |
|  | &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; 153 |
|  | &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; 713 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Corp. / Broadcom Cayman Finance Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
|  | &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>5</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; 144 |
|  | &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; 98 |
|  | &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; 418 |
| <sup>5</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; 192 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/29 | &nbsp;&nbsp;&nbsp;&nbsp; 170 | &nbsp;&nbsp; 171 |
|  | &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; 194 |
|  | &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; 200 |
|  | &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; 575 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 647 |
|  | &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; 84 |
|  | &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; 483 |
|  | &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; 377 |
| <sup>5</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; 41 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.419% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp; 571 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.469% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 436 | &nbsp;&nbsp; 378 |
| <sup>5</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; 40 |
| <sup>5</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; 523 |
| <sup>5</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; 523 |
| <sup>5</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; 371 |
|  | &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; 99 |
|  | &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; 245 |
|  | &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/34 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 575 |
|  | &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; 97 |
|  | &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; 92 |
|  | &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; 108 |
|  | &nbsp;&nbsp;&nbsp;CDW LLC / CDW Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.569% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 116 |
|  | &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; 109 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 284 |
| &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; 83 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &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; 218 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/29 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1559 |
| &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; 644 |
| &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; 710 |
| &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; 421 |
| &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;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/64 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/2/28 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 256 |
| &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; 195 |
| &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; 75 |
| &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; 230 |
| &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; 181 |
| &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; 105 |
| &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.020% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 695 | &nbsp;&nbsp; 705 |
| &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; 202 |
| &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; 30 |
| &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; 97 |
| &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; 65 |
| &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; 51 |
| &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; 473 |
| &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; 205 |
| &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; 147 |
| &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; 133 |
| &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; 300 | &nbsp;&nbsp; 203 |
| &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; 189 |
| &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; 180 |
| &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; 147 |
| &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; 197 |
| &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; 51 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &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; 199 |
| &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; 99 |
| &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; 202 |
| &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; 268 |
| &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; 146 |
| &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; 673 |
| &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; 163 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 706 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &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; 335 |
| &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; 200 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &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; 458 |
| &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; 171 |
| &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/41 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &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; 250 | &nbsp;&nbsp; 230 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 204 |
| &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; 194 |
| &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; 308 |
| &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; 177 |
| &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; 548 |
| &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; 323 |
| &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/12/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 201 |
| &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; 182 |
| &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; 135 |
| &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; 382 |
| &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; 83 |
| &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; 127 |
| &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; 135 |
| &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; 114 |
| &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; 178 |
| &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; 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;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.734% | &nbsp;&nbsp;&nbsp;&nbsp; 12/8/47 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 330 |
| &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; 179 |
| &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; 309 |
| &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; 142 |
| &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; 425 |
| &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; 175 |
| &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; 160 |
| &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; 108 |
| &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; 234 |
| &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; 179 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp; 281 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 688 |
| &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; 247 |
| &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; 298 |
| &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; 426 |
| &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; 429 |
| &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; 196 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 386 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/39 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
| &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; 292 |
| &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; 562 |
| &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; 104 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/53 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 366 |
| &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; 92 |
| &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; 84 |
| &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; 200 |
| &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; 269 |
| &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; 97 |
| &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; 92 |
| &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; 132 |
| &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; 190 |
| &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; 146 |
| &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; 196 |
| &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; 181 |
| &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; 95 |
| &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; 92 |
| &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; 87 |
| &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; 79 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 148 |
| &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; 146 |
| &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; 253 |
| &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; 112 |
| &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; 95 |
| &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; 61 |
| &nbsp;&nbsp;&nbsp;Leidos Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 143 |
| &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; 168 |
| &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; 92 |
| &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; 99 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
| &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; 149 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
| &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; 124 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.975% | &nbsp;&nbsp;&nbsp;&nbsp; 2/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.185% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
| &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; 202 |
| &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; 151 |
| &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; 239 |
| &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; 98 |
| &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; 241 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 205 |
| &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; 73 |
| &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; 67 |
| &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; 781 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 160 | &nbsp;&nbsp; 158 |
| &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; 661 |
| &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; 127 |
| &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; 294 |
| &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; 334 |
| &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; 587 |
| &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; 233 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/8/46 | &nbsp;&nbsp;&nbsp;&nbsp; 476 | &nbsp;&nbsp; 380 |
| &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; 180 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.525% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 1103 | &nbsp;&nbsp; 677 |
| &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; 182 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.921% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/52 | &nbsp;&nbsp;&nbsp;&nbsp; 964 | &nbsp;&nbsp; 637 |
| &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; 551 |
| &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; 124 |
| &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; 72 |
| &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; 94 |
| &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; 176 |
| &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; 92 |
| &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; 196 |
| &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; 227 |
| &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; 275 |
| &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; 212 |
| &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; 165 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 300 |
| &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;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &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; 76 |
| &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; 436 |
| &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; 184 |
| &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; 170 |
| &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; 346 |
| &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; 146 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/30/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 64 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp; 699 |
| &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; 544 |
| &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; 372 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp; 425 | &nbsp;&nbsp; 393 |
| &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;4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/29 | &nbsp;&nbsp;&nbsp;&nbsp; 457 | &nbsp;&nbsp; 441 |
| &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; 236 |
| &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; 496 |
| &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; 98 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/31 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 791 |
| &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; 299 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp; 1100 | &nbsp;&nbsp; 1042 |
| &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; 131 |
| &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; 214 |
| &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; 438 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125% | &nbsp;&nbsp;&nbsp;&nbsp; 7/8/39 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 259 |
| &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; 472 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 911 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/41 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 233 |
| &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; 210 |
| &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; 335 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp; 545 |
| &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; 457 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 920 | &nbsp;&nbsp; 642 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 443 |
| &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; 396 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/54 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 369 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 117 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/61 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 214 |
| &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/64 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 114 |
| &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; 188 |
| &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; 389 |
| &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; 339 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp; 330 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 206 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/35 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 193 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp; 275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
| &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; 206 |
| &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; 136 |
| &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; 167 |
| &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; 209 |
| &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; 143 |
| &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; 458 |
| &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; 171 |
| &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; 114 |
| &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; 107 |
| &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; 49 |
| &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; 192 |
| &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; 316 |
| &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; 180 |
| &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; 252 |
| &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; 176 |
| &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; 155 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/61 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153 |
| &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; 332 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192 |
| &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; 87 |
| &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; 261 |
| &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; 189 |
| &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; 90 |
| &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; 90 |
| &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; 180 |
| &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; 126 |
| &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; 199 |
| &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; 98 |
| &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; 122 |
| &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; 244 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/8/54 | &nbsp;&nbsp;&nbsp;&nbsp; 154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/63 | &nbsp;&nbsp;&nbsp;&nbsp; 262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 236 |
| &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; 379 |
| &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; 171 |
| &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; 191 |
| &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; 153 |
| &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; 143 |
| &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; 181 |
| &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; 100 |
| &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; 293 |
| &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; 179 |
| &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; 147 |
| &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; 249 |
| &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; 178 |
| &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; 195 |
| &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; 95 |
| &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; 182 |
| &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; 176 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **86921** |
| **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; 97 |
| &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; 203 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 171 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 36 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 330 |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 289 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 201 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;AES Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 250 |
| &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; 414 |
| &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; 307 |
| &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; 53 |
| &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; 115 |
| &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; 165 |
| &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; 37 |
| &nbsp;&nbsp;&nbsp;Alabama Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 82 |
| &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; 70 |
| &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; 128 |
| &nbsp;&nbsp;&nbsp;Algonquin Power & Utilities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 79 |
| &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; 188 |
| &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; 274 |
| &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; 73 |
| &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; 123 |
| &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; 112 |
| &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; 72 |
| &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; 147 |
| &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; 201 |
| &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; 202 |
| &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; 181 |
| &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; 155 |
| &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; 141 |
| &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; 311 |
| &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; 118 |
| &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; 90 |
| &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; 238 |
| &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; 149 |
| &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; 55 |
| &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; 82 |
| &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; 74 |
| &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; 99 |
| &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; 69 |
| &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; 65 |
| &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 144 |
| &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; 483 |
| &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; 100 |
| &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; 69 |
| &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; 101 |
| &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; 190 |
| &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; 101 |
| &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;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |
| &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; 91 |
| &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; 314 |
| &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; 199 |
| &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; 83 |
| &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; 41 |
| &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; 274 |
| &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; 122 |
| &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; 180 |
| &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; 185 |
| &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; 61 |
| &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; 54 |
| &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; 323 |
| &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; 85 |
| &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; 100 |
| &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; 72 |
| &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; 149 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 40 |
| &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; 53 |
| &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; 62 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &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; 119 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 700 | &nbsp;&nbsp; 659 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 406 |
| &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; 105 |
| &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; 233 |
| &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; 142 |
| &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; 130 |
| &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; 37 |
| &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; 82 |
| &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; 158 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &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; 72 |
| &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; 64 |
| &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; 69 |
| &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; 309 |
| &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; 289 |
| &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; 55 |
| &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; 103 |
| &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; 49 |
| &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; 49 |
| &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; 107 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 58 |
| &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; 63 |
| &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; 137 |
| &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; 49 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 20 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 202 |
| &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; 72 |
| &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; 172 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 35 |
| &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; 102 |
| &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; 51 |
| &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; 199 |
| &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; 97 |
| &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; 84 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 148 |
| &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; 50 |
| &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; 250 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 39 |
| &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.743% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp; 21 |
| &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; 104 |
| &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; 176 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &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; 48 |
| &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; 66 |
| &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; 94 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 223 | &nbsp;&nbsp; 217 |
| &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; 72 |
| &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; 140 |
| &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; 44 |
| &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; 50 |
| &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; 156 |
| &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; 189 |
| &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; 65 |
| &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; 154 |
| &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; 57 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 131 |
| &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; 117 |
| &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; 96 |
| &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; 129 |
| &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; 148 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
| &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; 48 |
| &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; 49 |
| &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; 125 |
| &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; 125 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 189 |
| &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; 515 |
| &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; 76 |
| &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; 199 |
| &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; 197 |
| &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; 284 |
| &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; 79 |
| &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; 100 |
| &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; 171 |
| &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; 317 |
| &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; 110 |
| &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; 57 |
| &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; 210 |
| &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; 203 |
| &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; 99 |
| &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; 350 | &nbsp;&nbsp; 337 |
| &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; 55 |
| &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; 96 |
| &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; 47 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 34 | &nbsp;&nbsp; 35 |
| &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; 209 |
| &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; 219 |
| &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; 73 |
| &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; 149 |
| &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; 212 |
| &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; 72 |
| &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; 99 |
| &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; 17 |
| &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; 72 |
| &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; 36 |
| &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; 39 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 100 |
| &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; 67 |
| &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; 54 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp; 400 | &nbsp;&nbsp; 291 |
| &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; 68 |
| &nbsp;&nbsp;&nbsp;Consumers Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp; 32 |
| &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; 80 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &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; 368 |
| &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; 123 |
| &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; 115 |
| &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; 208 |
| &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; 52 |
| &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; 200 |
| &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; 79 |
| &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; 247 |
| &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; 231 |
| &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; 250 |
| &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; 236 |
| &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; 172 |
| &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; 105 |
| &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; 104 |
| &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; 84 |
| &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; 54 |
| &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; 130 |
| &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; 73 |
| &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; 65 |
| &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
| &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; 396 |
| &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; 88 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;DTE Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 219 |
|  | &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; 50 |
|  | &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; 183 |
|  | &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; 75 |
|  | &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; 97 |
|  | &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; 182 |
|  | &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; 291 |
|  | &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; 100 |
|  | &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; 199 |
|  | &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; 200 |
|  | &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; 88 |
|  | &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; 54 |
|  | &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; 462 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &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; 121 |
|  | &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; 130 |
|  | &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; 180 |
|  | &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; 89 |
|  | &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; 173 |
|  | &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; 172 |
|  | &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; 194 |
|  | &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; 104 |
|  | &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; 26 |
|  | &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; 26 |
|  | &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; 147 |
|  | &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; 142 |
|  | &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; 77 |
|  | &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; 74 |
|  | &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; 233 |
|  | &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;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 80 | &nbsp;&nbsp; 77 |
|  | &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; 134 |
|  | &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; 197 |
|  | &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; 88 |
|  | &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; 171 |
|  | &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; 102 |
|  | &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; 100 |
|  | &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; 132 |
|  | &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; 88 |
|  | &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; 95 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 218 |
|  | &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; 355 |
|  | &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; 560 |
|  | &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; 152 |
|  | &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; 186 |
|  | &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; 97 |
|  | &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; 382 |
|  | &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; 85 |
|  | &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; 169 |
|  | &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; 239 |
|  | &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; 215 |
|  | &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; 79 |
|  | &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; 71 |
|  | &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 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 158 |
| <sup>2</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; 73 | &nbsp;&nbsp; 69 |
|  | &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; 100 |
|  | &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; 632 |
|  | &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; 130 |
|  | &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; 86 |
|  | &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; 18 |
|  | &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; 97 |
|  | &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; 168 |
|  | &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; 165 |
|  | &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; 350 |
|  | &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; 99 |
|  | &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; 252 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/44 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 81 |
|  | &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; 37 |
|  | &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; 36 |
|  | &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; 267 |
|  | &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; 142 |
|  | &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; 62 | &nbsp;&nbsp; 58 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Duke Energy Progress NC Storm Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.387% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 80 |
|  | &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; 74 |
|  | &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; 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 445 |
|  | &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; 251 |
|  | &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; 64 |
|  | &nbsp;&nbsp;&nbsp;Emera US Finance LP | &nbsp;&nbsp;&nbsp;&nbsp;3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 147 |
|  | &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; 203 |
|  | &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; 123 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
|  | &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 51 |
|  | &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; 295 |
|  | &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; 49 |
|  | &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; 194 |
|  | &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; 89 |
|  | &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; 213 |
|  | &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; 102 |
|  | &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; 72 |
|  | &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; 96 |
|  | &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; 89 |
|  | &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; 137 |
|  | &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; 50 |
|  | &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; 147 |
|  | &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; 132 |
|  | &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; 74 |
|  | &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 Mississippi LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 117 |
|  | &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; 201 |
|  | &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; 97 |
|  | &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; 412 |
|  | &nbsp;&nbsp;&nbsp;Entergy Texas Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 48 |
|  | &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; 499 |
|  | &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; 71 |
|  | &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; 89 |
|  | &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; 131 |
|  | &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; 364 |
|  | &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; 100 |
|  | &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; 146 |
|  | &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; 97 |
|  | &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; 415 |
|  | &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; 80 |
|  | &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; 66 |
|  | &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; 87 |
|  | &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; 98 |
|  | &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; 250 |
|  | &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; 94 |
|  | &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; 79 |
| <sup>5</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; 50 |
|  | &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; 95 |
|  | &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; 193 |
|  | &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; 410 |
|  | &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; 104 |
|  | &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; 97 |
|  | &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; 103 |
|  | &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; 137 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &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; 239 |
|  | &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; 201 |
|  | &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; 100 |
|  | &nbsp;&nbsp;&nbsp;Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 238 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 100 |
|  | &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; 213 |
|  | &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; 20 |
|  | &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; 131 |
|  | &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; 530 |
|  | &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; 97 |
|  | &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; 128 |
|  | &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; 127 |
|  | &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; 169 |
| <sup>5</sup> | &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; 97 |
| <sup>5</sup> | &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; 48 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 200 |
|  | &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; 48 |
|  | &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; 198 |
|  | &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; 152 |
|  | &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; 198 |
|  | &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; 169 |
|  | &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; 199 |
|  | &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; 195 |
|  | &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; 151 |
|  | &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; 339 |
|  | &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; 142 |
|  | &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; 103 |
|  | &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; 112 |
|  | &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; 216 |
|  | &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; 313 |
|  | &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; 189 |
|  | &nbsp;&nbsp;&nbsp;Georgia Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &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; 199 |
|  | &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; 492 |
|  | &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; 196 |
|  | &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; 149 |
|  | &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; 160 |
|  | &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; 84 |
|  | &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; 139 |
|  | &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; 83 |
|  | &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; 50 |
|  | &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; 200 |
|  | &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; 242 |
|  | &nbsp;&nbsp;&nbsp;Indiana Michigan Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 111 |
|  | &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; 97 |
|  | &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; 121 |
|  | &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; 57 |
|  | &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; 86 |
|  | &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; 48 |
|  | &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; 95 |
|  | &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; 96 |
|  | &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 |
| <sup>5</sup> | &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; 49 |
| <sup>2</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; 55 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Johnsonville Aeroderivative Combustion Turbine Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.078% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &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; 118 |
|  | &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; 83 |
|  | &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; 134 |
|  | &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; 145 |
|  | &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; 191 |
|  | &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; 138 |
|  | &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; 129 |
|  | &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; 90 |
|  | &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; 78 |
|  | &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; 162 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &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; 305 |
| &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; 118 |
| &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; 83 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 50 |
| &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; 49 |
| &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; 86 |
| &nbsp;&nbsp;&nbsp;National Grid plc | &nbsp;&nbsp;&nbsp;&nbsp;5.809% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/33 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 204 |
| &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; 149 |
| &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; 50 |
| &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 95 |
| &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; 101 |
| &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; 99 |
| &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; 144 |
| &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; 97 |
| &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; 75 |
| &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; 287 |
| &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; 202 |
| &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; 88 |
| &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; 75 |
| &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; 80 |
| &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; 189 |
| &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; 49 |
| &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; 98 |
| &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/46 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 122 |
| &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; 81 |
| &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; 191 |
| &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; 66 |
| &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; 82 |
| &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;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; 244 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp; 232 | &nbsp;&nbsp; 232 |
| &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; 222 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1.900% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 272 |
| &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; 150 |
| &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; 94 |
| &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; 91 |
| &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; 433 |
| &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; 176 |
| &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; 210 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &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; 187 |
| &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; 231 |
| &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; 203 |
| &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; 120 |
| &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; 98 |
| &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; 243 |
| &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; 202 |
| &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; 151 |
| &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; 183 |
| &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; 186 |
| &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; 245 |
| &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; 198 |
| &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;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 204 |
| &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; 100 |
| &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; 81 |
| &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; 53 |
| &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; 172 |
| &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; 80 |
| &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; 160 |
| &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; 193 |
| &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; 200 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 92 |
|  | &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; 121 |
|  | &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; 47 |
|  | &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; 101 |
|  | &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; 74 |
|  | &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; 51 |
|  | &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; 50 |
|  | &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; 260 |
|  | &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; 154 |
| <sup>5</sup> | &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;Ohio Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 110 |
|  | &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; 50 |
|  | &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; 76 |
|  | &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; 142 |
|  | &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; 135 |
|  | &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; 72 |
|  | &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; 92 |
|  | &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; 92 |
|  | &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; 81 |
|  | &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; 39 |
|  | &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; 56 |
|  | &nbsp;&nbsp;&nbsp;Oklahoma Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 146 |
|  | &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; 48 |
| <sup>5</sup> | &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; 99 |
|  | &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; 180 |
|  | &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; 56 |
|  | &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; 205 |
|  | &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; 147 |
|  | &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; 121 |
|  | &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; 151 |
|  | &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;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp; 59 |
| <sup>5</sup> | &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; 400 | &nbsp;&nbsp; 389 |
|  | &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; 101 |
|  | &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; 86 |
|  | &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; 109 |
|  | &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; 62 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &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; 483 |
|  | &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; 764 |
|  | &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; 187 |
|  | &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; 287 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 245 | &nbsp;&nbsp; 253 |
|  | &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; 700 | &nbsp;&nbsp; 678 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 856 |
|  | &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; 205 |
|  | &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; 208 |
|  | &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; 49 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 165 |
|  | &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; 431 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 426 |
|  | &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; 159 |
|  | &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; 149 |
|  | &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; 498 |
|  | &nbsp;&nbsp;&nbsp;Pacific Gas & Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 343 |
|  | &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; 217 |
|  | &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; 297 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 188 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 44 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 48 | &nbsp;&nbsp; 48 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;7.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 284 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp; 56 | &nbsp;&nbsp; 55 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 104 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/37 | &nbsp;&nbsp;&nbsp;&nbsp; 125 | &nbsp;&nbsp; 131 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 78 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 116 | &nbsp;&nbsp; 118 |
|  | &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; 39 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 116 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 65 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 92 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &nbsp;&nbsp;&nbsp;PacifiCorp | &nbsp;&nbsp;&nbsp;&nbsp;5.800% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/55 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
|  | &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; 393 |
|  | &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; 58 |
|  | &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; 124 |
|  | &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>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.280% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 78 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Energy Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;2.822% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 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; 150 | &nbsp;&nbsp; 149 |
|  | &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; 279 |
|  | &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; 90 |
|  | &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; 149 |
| <sup>2</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; 106 | &nbsp;&nbsp; 102 |
|  | &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; 39 | &nbsp;&nbsp; 38 |
| <sup>2</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; 72 |
|  | &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>2</sup> | &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.451% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/49 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 217 |
|  | &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; 191 |
| <sup>2</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; 89 |
|  | &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; 71 |
|  | &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; 104 |
|  | &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; 75 |
|  | &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; 97 |
|  | &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; 132 |
|  | &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; 50 |
|  | &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; 274 |
|  | &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; 48 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 98 |
|  | &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; 198 |
|  | &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; 94 |
|  | &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; 108 |
|  | &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; 127 |
|  | &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; 59 |
|  | &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; 132 |
|  | &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; 72 |
|  | &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; 83 |
|  | &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; 82 |
|  | &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; 47 |
|  | &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; 100 | &nbsp;&nbsp; 100 |
|  | &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; 186 |
|  | &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; 200 |
|  | &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; 84 |
|  | &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; 97 |
|  | &nbsp;&nbsp;&nbsp;Public Service Electric & Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 241 |
|  | &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; 72 |
|  | &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; 66 |
|  | &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; 45 |
|  | &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; 100 |
|  | &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; 389 |
|  | &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; 193 |
|  | &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; 153 |
|  | &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; 134 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;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; 263 |
| &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; 150 | &nbsp;&nbsp; 145 |
| &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; 237 |
| &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; 103 |
| &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; 202 |
| &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; 416 |
| &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; 94 |
| &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; 99 |
| &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; 132 |
| &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; 126 |
| &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; 81 |
| &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;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 243 |
| &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; 419 |
| &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; 174 |
| &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; 56 |
| &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; 141 |
| &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; 242 |
| &nbsp;&nbsp;&nbsp;SCE Recovery Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.697% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp; 69 | &nbsp;&nbsp; 67 |
| &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; 40 |
| &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; 36 |
| &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; 144 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 191 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 165 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/48 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 132 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &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 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 149 |
| &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp;6.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
| &nbsp;&nbsp;&nbsp;Sierra Pacific Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 201 |
| &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; 96 |
| &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; 202 |
| &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; 201 |
| &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; 251 |
| &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; 260 |
| &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; 171 |
| &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; 203 |
| &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; 111 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 198 |
| &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; 198 |
| &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; 125 |
| &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; 97 |
| &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; 240 |
| &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; 168 |
| &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp; 258 |
| &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; 78 |
| &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; 87 |
| &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; 141 |
| &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; 135 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 405 | &nbsp;&nbsp; 394 |
| &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; 192 |
| &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; 134 |
| &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; 98 |
| &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; 59 |
| &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; 53 |
| &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; 322 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp;Southern California Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp;5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/54 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &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; 343 |
| &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; 202 |
| &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; 272 |
| &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; 200 |
| &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; 153 |
| &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; 92 |
| &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; 477 |
| &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; 180 |
| &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 293 |
| &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; 191 |
| &nbsp;&nbsp;&nbsp;Southern Co. Gas Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 73 |
| &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; 73 |
| &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; 90 |
| &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; 145 |
| &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; 76 |
| &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;3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 77 |
| &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; 82 |
| &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; 93 |
| &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; 46 |
| &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; 48 |
| &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; 186 |
| &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; 429 |
| &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; 97 |
| &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; 77 |
| &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; 74 |
| &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; 126 |
| &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; 127 |
| &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; 86 |
| &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; 54 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 61 |
| &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; 50 |
| &nbsp;&nbsp;&nbsp;System Energy Resources Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 12/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 49 |
| &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; 79 |
| &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; 49 |
| &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; 69 |
| &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; 318 |
| &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; 164 |
| &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; 248 |
| &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; 190 |
| &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; 94 |
| &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; 135 |
| &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; 140 |
| &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; 268 |
| &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; 244 |
| &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; 145 |
| &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; 253 |
| &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; 167 |
| &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; 167 |
| &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; 196 |
| &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; 49 |
| &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; 129 |
| &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; 155 |
| &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; 53 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/43 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 72 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 147 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 124 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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; 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
| <sup>2</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; 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
| <sup>2</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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 150 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 101 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 89 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 91 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 106 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 49 |
|  | &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; 73 |
|  | &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; 187 |
|  | &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; 73 |
|  | &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; 179 |
|  | &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; 229 |
|  | &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; 190 |
|  | &nbsp;&nbsp;&nbsp;Xcel Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 |
|  | &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; 199 |
|  | &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; **115388** |
| **Total Corporate Bonds (Cost $1,308,212)** | **Total Corporate Bonds (Cost $1,308,212)** | **Total Corporate Bonds (Cost $1,308,212)** | **Total Corporate Bonds (Cost $1,308,212)** | **Total Corporate Bonds (Cost $1,308,212)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1190818** |
| **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** | **Sovereign Bonds (3.2%)** |
|  | &nbsp;&nbsp;&nbsp;African Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 575 |
|  | &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; 379 |
|  | &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; 301 |
|  | &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; 597 |
|  | &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; 500 |
|  | &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; 375 |
|  | &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; 360 |
|  | &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;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/26 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/26 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/26 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Asian Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 576 |
|  | &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; 193 |
|  | &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; 498 |
|  | &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; 1062 |
|  | &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; 262 |
|  | &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; 703 |
|  | &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; 640 |
|  | &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; 515 |
|  | &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; 189 |
|  | &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; 154 |
|  | &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; 628 |
|  | &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; 125 |
|  | &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; 499 |
|  | &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; 521 |
|  | &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; 177 |
|  | &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; 177 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 406 |
|  | &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; 418 |
|  | &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; 364 |
|  | &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; 215 |
|  | &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; 364 |
|  | &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; 402 |
|  | &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; 480 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/25 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 199 |
|  | &nbsp;&nbsp;&nbsp;Asian Infrastructure Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 576 |
|  | &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; 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; 445 |
|  | &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; 296 |
|  | &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; 145 |
|  | &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/26 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 762 |
|  | &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp; 525 | &nbsp;&nbsp; 516 |
|  | &nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/29 | &nbsp;&nbsp;&nbsp;&nbsp; 355 | &nbsp;&nbsp; 358 |
|  | &nbsp;&nbsp;&nbsp;Corp. Andina de Fomento | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 130 | &nbsp;&nbsp; 130 |
|  | &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; 200 |
|  | &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; 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; 49 |
|  | &nbsp;&nbsp;&nbsp;Council of Europe Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 248 |
|  | &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; 189 |
|  | &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; 274 |
|  | &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; 99 |
|  | &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; 125 |
|  | &nbsp;&nbsp;&nbsp;European Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
|  | &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; 400 |
|  | &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; 790 |
|  | &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; 193 |
|  | &nbsp;&nbsp;&nbsp;European Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 953 |
|  | &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; 422 |
|  | &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; 563 |
|  | &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; 725 |
|  | &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; 215 |
|  | &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; 451 |
|  | &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; 485 |
|  | &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; 1084 |
|  | &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; 603 |
|  | &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; 492 |
|  | &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; 885 |
|  | &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; 110 |
|  | &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; 853 |
|  | &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; 166 |
|  | &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; 767 |
|  | &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; 407 |
|  | &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; 400 |
|  | &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; 743 |
|  | &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; 329 |
| <sup>6</sup> | &nbsp;&nbsp;&nbsp;Export Development Canada | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp; 550 |
| <sup>6</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; 436 |
| <sup>6</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; 433 |
| <sup>6</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; 394 |
| <sup>6</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; 592 |
| <sup>6</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; 176 |
|  | &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea | &nbsp;&nbsp;&nbsp;&nbsp;2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &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; 200 |
|  | &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; 189 |
|  | &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; 197 |
|  | &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; 199 |
|  | &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; 193 |
|  | &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; 411 |
|  | &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; 165 |
|  | &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; 200 |
|  | &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; 200 |
|  | &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;0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 478 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp; 476 |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 726 |
|  | &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; 96 |
|  | &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; 400 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Inter-American Development Bank | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 7/7/27 | &nbsp;&nbsp;&nbsp;&nbsp; 450 | &nbsp;&nbsp; 429 |
|  | &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; 725 |
|  | &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; 910 |
|  | &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; 268 |
|  | &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; 838 |
|  | &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; 494 |
|  | &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; 287 |
|  | &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; 827 |
|  | &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; 368 |
|  | &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; 494 |
|  | &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; 340 |
|  | &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; 174 |
|  | &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; 79 |
|  | &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; 49 |
|  | &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; 248 |
|  | &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; 101 |
|  | &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; 173 |
|  | &nbsp;&nbsp;&nbsp;International Bank for Reconstruction & Development | &nbsp;&nbsp;&nbsp;&nbsp;4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/10/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 603 |
|  | &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; 498 |
|  | &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; 143 |
|  | &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; 333 |
|  | &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; 813 |
|  | &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; 850 |
|  | &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; 782 |
|  | &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; 1336 |
|  | &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; 748 |
|  | &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; 895 |
|  | &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; 177 |
|  | &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; 632 |
|  | &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; 332 |
|  | &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; 610 |
|  | &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; 651 |
|  | &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; 388 |
|  | &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; 536 |
|  | &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; 921 |
|  | &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; 1242 |
|  | &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; 175 |
|  | &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; 302 |
|  | &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; 481 |
|  | &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; 250 |
|  | &nbsp;&nbsp;&nbsp;International Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/7/26 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 583 |
|  | &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; 175 |
|  | &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; 176 |
|  | &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; 694 |
| <sup>7</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; 104 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp; 433 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp; 470 | &nbsp;&nbsp; 468 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;2.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation | &nbsp;&nbsp;&nbsp;&nbsp;4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
| <sup>8</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; 192 |
| <sup>8</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; 192 |
| <sup>8</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; 1001 |
| <sup>8</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; 761 |
| <sup>8</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; 125 |
| <sup>8</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; 287 |
| <sup>8</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; 337 |
| <sup>8</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; 380 |
| <sup>8</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; 409 |
| <sup>8</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; 196 |
| <sup>8</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; 197 |
| <sup>8</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; 288 |
| <sup>8</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; 194 |
| <sup>8</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; 147 |
| <sup>8</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; 98 |
| <sup>8</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; 167 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;0.625% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 961 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1611 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 570 |
| <sup>9</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; 703 |
| <sup>9</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; 945 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&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>9</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; 625 |
| <sup>9</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; 543 |
| <sup>9</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; 416 |
| <sup>9</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; 786 |
| <sup>9</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; 478 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;KFW | &nbsp;&nbsp;&nbsp;&nbsp;3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 740 |
| <sup>9</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; 197 |
| <sup>9</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; 155 |
| <sup>9</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; 279 |
| <sup>9</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; 675 |
| <sup>9</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; 269 |
| <sup>9</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; 234 |
| <sup>9</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; 110 |
|  | &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; 202 |
|  | &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; 201 |
|  | &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; 186 |
|  | &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; 198 |
|  | &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; 444 |
|  | &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; 329 |
|  | &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; 428 |
| <sup>9</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; 264 |
| <sup>9</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; 237 |
| <sup>9</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; 271 |
| <sup>9</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; 241 |
| <sup>9</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; 410 |
| <sup>9</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; 205 |
|  | &nbsp;&nbsp;&nbsp;Nordic Investment Bank | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 192 |
|  | &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; 450 |
|  | &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; 223 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp; 139 |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Oesterreichische Kontrollbank AG | &nbsp;&nbsp;&nbsp;&nbsp;0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 479 |
| <sup>10</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; 141 |
| <sup>10</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; 338 |
| <sup>10</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; 392 |
| <sup>10</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; 249 |
| <sup>10</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; 99 |
| <sup>10</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; 194 |
| <sup>2</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; 149 |
| <sup>2</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; 454 |
|  | &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; 476 |
| <sup>2</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; 227 |
| <sup>2</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; 167 |
| <sup>2</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; 637 |
| <sup>2</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; 327 |
| <sup>2</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; 209 |
|  | &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; 241 |
|  | &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; 228 |
|  | &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; 418 |
|  | &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; 193 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/26 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 291 |
|  | &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; 284 |
|  | &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; 202 |
|  | &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; 606 |
|  | &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; 238 |
|  | &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; 535 |
|  | &nbsp;&nbsp;&nbsp;Province of Manitoba | &nbsp;&nbsp;&nbsp;&nbsp;2.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/22/26 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 87 |
|  | &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; 314 |
|  | &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; 239 |
|  | &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; 155 |
|  | &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; 102 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 244 |
|  | &nbsp;&nbsp;&nbsp;Province of Ontario | &nbsp;&nbsp;&nbsp;&nbsp;2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 900 | &nbsp;&nbsp; 873 |
|  | &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; 582 |
|  | &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; 345 |
|  | &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; 481 |
|  | &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; 520 |
|  | &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; 411 |
|  | &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; 500 |
|  | &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; 166 |
|  | &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; 323 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &nbsp;&nbsp;&nbsp;Province of Quebec | &nbsp;&nbsp;&nbsp;&nbsp;2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &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; 818 |
|  | &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; 243 |
|  | &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; 438 |
|  | &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; 531 |
|  | &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; 337 |
|  | &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; 1015 |
|  | &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; 267 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp;3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 475 |
|  | &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; 238 |
|  | &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; 435 |
|  | &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; 198 |
|  | &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; 171 |
|  | &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; 168 |
|  | &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; 322 |
|  | &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; 517 |
|  | &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; 189 |
|  | &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; 215 |
|  | &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; 336 |
|  | &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; 190 |
|  | &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; 149 |
|  | &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; 185 |
|  | &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; 294 |
|  | &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; 118 |
|  | &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; 265 |
|  | &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; 194 |
|  | &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; 419 |
|  | &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; 292 |
|  | &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; 186 |
|  | &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; 179 |
|  | &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; 186 |
|  | &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; 190 |
|  | &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; 607 |
|  | &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; 148 |
|  | &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; 346 |
|  | &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; 258 |
|  | &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; 192 |
|  | &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; 197 |
|  | &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; 184 |
|  | &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; 184 |
|  | &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; 123 |
|  | &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; 160 |
|  | &nbsp;&nbsp;&nbsp;Republic of Italy | &nbsp;&nbsp;&nbsp;&nbsp;1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 480 |
|  | &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; 362 |
|  | &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; 470 |
|  | &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; 357 |
|  | &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; 270 |
|  | &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; 967 |
|  | &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; 183 |
|  | &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; 199 |
|  | &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; 165 |
|  | &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;7.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp; 168 | &nbsp;&nbsp; 171 |
|  | &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; 255 |
|  | &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; 424 |
|  | &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; 221 |
|  | &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; 167 |
|  | &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; 203 |
|  | &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; 350 |
|  | &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; 150 |
|  | &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; 363 |
| <sup>2</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; 271 |
|  | &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; 187 |
|  | &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; 200 |
| <sup>2</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; 64 |
| <sup>2</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; 346 |
| <sup>2</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; 234 |
|  | &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; 296 |
|  | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;7.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/57 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 96 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;Republic of Panama | &nbsp;&nbsp;&nbsp;&nbsp;3.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/60 | &nbsp;&nbsp;&nbsp;&nbsp; 513 | &nbsp;&nbsp; 268 |
|  | &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; 117 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;2.392% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 194 |
|  | &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; 440 |
|  | &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; 767 |
|  | &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; 265 |
|  | &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; 600 |
|  | &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; 201 |
|  | &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; 48 |
| <sup>2</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; 339 |
|  | &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; 144 |
|  | &nbsp;&nbsp;&nbsp;Republic of Peru | &nbsp;&nbsp;&nbsp;&nbsp;5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 11/18/50 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 187 |
|  | &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; 200 |
|  | &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; 304 |
|  | &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; 107 |
|  | &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; 276 |
|  | &nbsp;&nbsp;&nbsp;Republic of Philippines | &nbsp;&nbsp;&nbsp;&nbsp;5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/26 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 226 |
|  | &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; 302 |
|  | &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; 376 |
|  | &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; 190 |
|  | &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; 358 |
|  | &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; 175 |
|  | &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; 451 |
|  | &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; 161 |
|  | &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; 161 |
|  | &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; 212 |
|  | &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; 304 |
|  | &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; 195 |
|  | &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; 197 |
|  | &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; 591 |
|  | &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; 189 |
|  | &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; 332 |
|  | &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; 317 |
|  | &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; 275 |
|  | &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; 134 |
|  | &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; 126 |
|  | &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; 346 |
|  | &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; 207 |
|  | &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; 196 |
|  | &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 Poland | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/26 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 491 |
|  | &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; 229 |
|  | &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; 296 |
|  | &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; 204 |
|  | &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; 384 |
|  | &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; 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; 451 |
|  | &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; 551 |
|  | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp;2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/26 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 195 |
|  | &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; 199 |
|  | &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; 174 |
|  | &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; 304 |
|  | &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; 412 |
|  | &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; 585 |
|  | &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; 189 |
|  | &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; 130 |
|  | &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; 282 |
|  | &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; 457 |
|  | &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; 139 |
|  | &nbsp;&nbsp;&nbsp;Svensk Exportkredit AB | &nbsp;&nbsp;&nbsp;&nbsp;4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp; 250 | &nbsp;&nbsp; 249 |
|  | &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; 201 |
|  | &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; 191 |
|  | &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; 246 |
|  | &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; 247 |
|  | &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; 198 |
|  | &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; 202 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 440 |
|  | &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/27 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 782 |
|  | &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; 641 |

---

------

Total Bond Market Index Portfolio

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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;4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/29 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 619 |
| &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; 193 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/30 | &nbsp;&nbsp;&nbsp;&nbsp; 385 | &nbsp;&nbsp; 335 |
| &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; 486 |
| &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; 254 |
| &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; 272 |
| &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; 108 |
| &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; 224 |
| &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; 202 |
| &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; 293 |
| &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; 659 |
| &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; 586 |
| &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; 490 |
| &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; 580 |
| &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; 173 |
| &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; 433 |
| &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; 251 |
| &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; 183 |
| &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; 140 |
| &nbsp;&nbsp;&nbsp;United Mexican States | &nbsp;&nbsp;&nbsp;&nbsp;5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/27/51 | &nbsp;&nbsp;&nbsp;&nbsp; 600 | &nbsp;&nbsp; 450 |
| &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; 202 |
| &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; 533 |
| &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; 393 |
| &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; 456 |
| &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; 262 |
| **Total Sovereign Bonds (Cost $157,651)** | **Total Sovereign Bonds (Cost $157,651)** | **Total Sovereign Bonds (Cost $157,651)** | **Total Sovereign Bonds (Cost $157,651)** | &nbsp;&nbsp;&nbsp;**145062** |
| **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; 221 |
| &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; 264 |
| &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; 115 |
| &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; 113 |
| &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; 60 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
| &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; 92 |
| &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; 146 |
| &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; 102 |
| &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; 64 |
| &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; 107 |
| &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; 183 |
| &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; 399 |
| &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; 50 |
| &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; 98 |
| &nbsp;&nbsp;&nbsp;California GO | &nbsp;&nbsp;&nbsp;&nbsp;4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 279 |
| &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; 745 |
| &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; 85 |
| &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; 429 |
| &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; 242 |
| &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; 238 |
| &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; 97 |
| &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; 96 |
| &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; 50 |
| &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; 131 |
| &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; 66 |
| &nbsp;&nbsp;&nbsp;Chicago O'Hare International Airport Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.572% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/54 | &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; 124 |
| &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; 89 |
| &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; 149 |
| &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; 68 |
| &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; 99 | &nbsp;&nbsp; 97 |
| &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; 50 |
| &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; 175 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value• ($000) |
|  | &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; 210 |
|  | &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; 52 |
|  | &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; 46 |
|  | &nbsp;&nbsp;&nbsp;Dallas Convention Center Hotel Development Corp. Hotel Occupancy Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.088% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 82 |
|  | &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; 164 |
|  | &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; 87 |
| <sup>11</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; 129 |
|  | &nbsp;&nbsp;&nbsp;East Bay Municipal Utility District Water System Water Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.874% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/40 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 87 |
|  | &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; 79 |
|  | &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; 135 | &nbsp;&nbsp; 136 |
|  | &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; 111 |
|  | &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; 233 | &nbsp;&nbsp; 249 |
|  | &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; 141 | &nbsp;&nbsp; 151 |
|  | &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; 71 | &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; 145 | &nbsp;&nbsp; 135 |
|  | &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; 148 |
|  | &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; 274 |
|  | &nbsp;&nbsp;&nbsp;Houston TX GO | &nbsp;&nbsp;&nbsp;&nbsp;6.290% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 90 | &nbsp;&nbsp; 94 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 1416 | &nbsp;&nbsp; 1396 |
|  | &nbsp;&nbsp;&nbsp;Illinois GO | &nbsp;&nbsp;&nbsp;&nbsp;6.630% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp; 88 |
|  | &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; 52 |
|  | &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; 54 |
|  | &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; 99 |
|  | &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; 97 |
|  | &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; 60 |
|  | &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; 58 |
|  | &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; 108 |
|  | &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; 110 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Gasoline & Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;2.952% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/41 | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 38 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp; 86 | &nbsp;&nbsp; 85 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;5.081% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp; 76 | &nbsp;&nbsp; 76 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;4.145% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 97 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;5.048% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 100 |
|  | &nbsp;&nbsp;&nbsp;Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue (Louisiana Utilities Restoration Corp. Project) | &nbsp;&nbsp;&nbsp;&nbsp;4.475% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 140 |
|  | &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; 198 |
|  | &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; 76 |
|  | &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; 94 |
|  | &nbsp;&nbsp;&nbsp;Maryland Health & Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.197% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 102 |
|  | &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.715% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 101 |
|  | &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; 40 |
|  | &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; 74 |
|  | &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; 53 |
|  | &nbsp;&nbsp;&nbsp;Metropolitan Transportation Authority Dedicated Tax Fund Miscellaneous Taxes Revenue | &nbsp;&nbsp;&nbsp;&nbsp;7.336% | &nbsp;&nbsp;&nbsp;&nbsp; 11/15/39 | &nbsp;&nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 409 |
|  | &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; 101 |
|  | &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; 100 |
|  | &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; 111 |
|  | &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; 104 |
|  | &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; 65 |
|  | &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; 160 |
|  | &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; 45 |
|  | &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; 74 |
|  | &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; 49 |
|  | &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; 74 |
| <sup>12</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 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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 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; 51 |
|  | &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; 213 |
|  | &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; 115 |
|  | &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; 447 |
|  | &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; 49 |
|  | &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; 50 |
|  | &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; 51 |
|  | &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; 95 |
|  | &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; 173 |
|  | &nbsp;&nbsp;&nbsp;New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.572% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp; 74 |
|  | &nbsp;&nbsp;&nbsp;New York City Transitional Finance Authority Future Tax Secured Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.508% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/37 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 99 |
|  | &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; 190 |
|  | &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; 50 |
|  | &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; 105 |
|  | &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; 105 |
|  | &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; 100 |
|  | &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; 73 |
|  | &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; 167 |
|  | &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; 94 |
|  | &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; 85 |
|  | &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; 59 | &nbsp;&nbsp; 61 |
| <sup>13</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; 35 | &nbsp;&nbsp; 35 |
| <sup>14</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 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; 67 |
|  | &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; 73 |
|  | &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; 37 |
|  | &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; 79 |
|  | &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; 95 |
|  | &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; 24 |
|  | &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; 141 |
|  | &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; 93 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.175% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/60 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 96 |
|  | &nbsp;&nbsp;&nbsp;Port Authority of New York & New Jersey Port, Airport & Marina Revenue | &nbsp;&nbsp;&nbsp;&nbsp;4.458% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/62 | &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; 73 |
|  | &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; 101 |
|  | &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; 45 |
|  | &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; 39 |
|  | &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; 139 |
|  | &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; 129 |
|  | &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; 125 |
|  | &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; 111 |
|  | &nbsp;&nbsp;&nbsp;San Jose Redevelopment Agency Successor Agency Tax Increment/Allocation Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 100 | &nbsp;&nbsp; 89 |
|  | &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; 106 |
|  | &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; 232 |
|  | &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; 215 |
|  | &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; 151 |
|  | &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; 50 |
|  | &nbsp;&nbsp;&nbsp;Texas Department of Transportation State Highway Fund Fuel Sales Tax Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.178% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 175 | &nbsp;&nbsp; 177 |
|  | &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; 180 |
|  | &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; 46 |
|  | &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; 301 | &nbsp;&nbsp; 302 |
|  | &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; 295 |
|  | &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; 138 |
| <sup>13</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; 35 |
|  | &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; 93 |
|  | &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; 106 |
|  | &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; 376 |

---

------

Total Bond Market Index Portfolio

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&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 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 85 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108 |
|  | &nbsp;&nbsp;&nbsp;University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | &nbsp;&nbsp;&nbsp;&nbsp;3.706% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/20 | &nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 177 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 94 |
|  | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 |
|  | &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; 193 |
|  | &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 |
| <sup>13</sup> | &nbsp;&nbsp;&nbsp;Wisconsin Appropriations Revenue | &nbsp;&nbsp;&nbsp;&nbsp;5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 35 |
|  | &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; 227 |
|  | &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; 97 |
| **Total Taxable Municipal Bonds (Cost $26,073)** | **Total Taxable Municipal Bonds (Cost $26,073)** | **Total Taxable Municipal Bonds (Cost $26,073)** | **Total Taxable Municipal Bonds (Cost $26,073)** | **Total Taxable Municipal Bonds (Cost $26,073)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**23060** |
|  |  |  |  | &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>15</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund **(Cost** $**35,825**) | &nbsp;&nbsp;&nbsp;&nbsp;4.466% |  | &nbsp;&nbsp;&nbsp;&nbsp;358260 | &nbsp;&nbsp; **35826** |
| **Total Investments (100.0%) (Cost $5,041,829)** | **Total Investments (100.0%) (Cost $5,041,829)** | **Total Investments (100.0%) (Cost $5,041,829)** | **Total Investments (100.0%) (Cost $5,041,829)** | **Total Investments (100.0%) (Cost $5,041,829)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4580164** |
| **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **Other Assets and Liabilities—Net (0.0%)** | **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;&nbsp;&nbsp;&nbsp;&nbsp;**1917** |
| **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;**4582081** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |  |

---

---

| | |
|:---|:---|
| • | See Note A in Notes to Financial Statements. |
| 1 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2024. |
| 4 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 5 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2024, the aggregate value was $10,758,000, representing 0.2% of net assets. |
| 6 | Guaranteed by the Government of Canada. |
| 7 | U.S. government-guaranteed. |
| 8 | Guaranteed by the Government of Japan. |
| 9 | Guaranteed by the Federal Republic of Germany. |
| 10 | Guaranteed by the Republic of Austria. |
| 11 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
| 12 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
| 13 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
| 14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
| 15 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 1YR—1-year. |
|  | CMT—Constant Maturing Treasury Rate. |
|  | COP—Certificate of Participation. |
|  | DAC—Designated Activity Company. |
|  | ETM—Escrowed to Maturity. |
|  | GO—General Obligation Bond. |
|  | Prere.—Prerefunded. |
|  | REIT—Real Estate Investment Trust. |
|  | RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
|  | RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. |
|  | UMBS—Uniform Mortgage-Backed Securities. |

---

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

------

Total Bond Market Index Portfolio

Statement of Assets and Liabilities

As of December 31, 2024

---

| | |
|:---|:---|
| ($000s, except shares, footnotes, and per-share amounts) | &nbsp;&nbsp;&nbsp;&nbsp;Amount |
| **Assets** |  |
| Investments in Securities, at Value |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unaffiliated Issuers (Cost $5,006,004) | 4544338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Affiliated Issuers (Cost $35,825) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35826 |
| Total Investments in Securities | 4580164 |
| Investment in Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 |
| Receivables for Investment Securities Sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28277 |
| Receivables for Accrued Income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35667 |
| Receivables for Capital Shares Issued | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7170 |
| **Total Assets** | **4651400** |
| **Liabilities** |  |
| Due to Custodian | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4 |
| Payables for Investment Securities Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63955 |
| Payables for Capital Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079 |
| Payables to Vanguard | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| **Total Liabilities** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**69319** |
| **Net Assets** | **4582081** |
| **At December 31, 2024, net assets consisted of:** |  |
| Paid-in Capital | 5031846 |
| Total Distributable Earnings (Loss) | &nbsp;&nbsp;&nbsp;(449765) |
| **Net Assets** | **4582081** |
| **Net Assets** |  |
| **Applicable to 438,185,421 outstanding $.001 par value shares of<br> beneficial interest (unlimited authorization)** | **4582081** |
| **Net Asset Value Per Share** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$10.46** |

---

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

------

Total Bond Market Index Portfolio

Statement of Operations

---

| | |
|:---|:---|
|  | Year Ended<br> December 31, 2024 |
|  | ($000) |
| **Investment Income** |  |
| **Income** |  |
| Interest<sup>1</sup> | 159273 |
| Total Income | 159273 |
| **Expenses** |  |
| The Vanguard Group—Note B |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment Advisory Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Management and Administrative | &nbsp;&nbsp;&nbsp;&nbsp;5604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marketing and Distribution | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| Custodian Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| Auditing Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| Shareholders' Reports and Proxy Fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| Trustees' Fees and Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
| Other Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| Total Expenses | &nbsp;&nbsp;&nbsp;&nbsp;6225 |
| **Net Investment Income** | **153048** |
| **Realized Net Gain (Loss)** |  |
| Investment Securities Sold<sup>1</sup> | (34203) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59) |
| Foreign Currencies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Realized Net Gain (Loss)** | **(34262)** |
| **Change in Unrealized Appreciation (Depreciation) of Investment Securities<sup>1</sup>** | **(67589)** |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp;**51197** |

---

---

| | |
|:---|:---|
| 1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,219,000, $6,000, and $3,000, respectively. Purchases and sales are for temporary cash investment purposes. |

---

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

------

Total Bond Market Index Portfolio

Statement of Changes in Net Assets

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> ($000) |
| **Increase (Decrease) in Net Assets** |  |  |
| **Operations** |  |  |
| Net Investment Income | &nbsp;&nbsp;&nbsp;&nbsp;153048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121189 |
| Realized Net Gain (Loss) | &nbsp;&nbsp;&nbsp;&nbsp;(34262) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(47684) |
| Change in Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(67589) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151587 |
| Net Increase (Decrease) in Net Assets Resulting from Operations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225092 |
| **Distributions** |  |  |
| Total Distributions | &nbsp;&nbsp;&nbsp;(122274) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(99185) |
| **Capital Share Transactions** |  |  |
| Issued | &nbsp;&nbsp;&nbsp;&nbsp;859586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641288 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;&nbsp;&nbsp;122274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99185 |
| Redeemed | &nbsp;&nbsp;&nbsp;(651191) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(516387) |
| Net Increase (Decrease) from Capital Share Transactions | &nbsp;&nbsp;&nbsp;&nbsp;330669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224086 |
| Total Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp;259592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349993 |
| **Net Assets** |  |  |
| **Beginning of Period** | **4322489** | &nbsp;&nbsp;&nbsp;&nbsp;**3972496** |
| **End of Period** | **4582081** | &nbsp;&nbsp;&nbsp;&nbsp;**4322489** |

---

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

------

Total Bond Market Index Portfolio

Financial Highlights

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
| For a Share Outstanding<br> Throughout Each Period | &nbsp;&nbsp;&nbsp;2024 | &nbsp;&nbsp;&nbsp;2023 | &nbsp;&nbsp;&nbsp;2022 | &nbsp;&nbsp;&nbsp;2021 | &nbsp;&nbsp;&nbsp;2020 |
| **Net Asset Value, Beginning of Period** | &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;&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;&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;&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;&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;&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** | &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** | &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) | &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 | &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 | &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> | &nbsp;&nbsp;&nbsp;41% | &nbsp;&nbsp;&nbsp;40% | &nbsp;&nbsp;&nbsp;42% | &nbsp;&nbsp;&nbsp;69% | &nbsp;&nbsp;&nbsp;94% |

---

---

| | |
|:---|:---|
| 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 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 year ended December 31, 2024, the portfolio's average investments in long and short futures contracts represented 0% of net assets, based on the average of the notional amounts at each quarter-end during the period.

The portfolio had no open futures contracts at December 31, 2024.

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 year ended December 31, 2024, 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 December 31, 2024, the portfolio had contributed to Vanguard capital in the amount of $122,000, representing less than 0.01% of the portfolio's net assets and 0.05% of Vanguard's capital received pursuant to the FSA. The portfolio's trustees and officers are also directors and employees, respectively, of Vanguard.

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

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

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

The following table summarizes the market value of the portfolio's investments as of December 31, 2024, 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;3077272 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3077272 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;108126 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;108126 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1190818 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1190818 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;145062 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;145062 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23060 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23060 |
| Temporary Cash Investments | 35826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35826 |
| Total | 35826 | &nbsp;&nbsp;&nbsp;4544338 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;4580164 |

---

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

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

------

Total Bond Market Index Portfolio

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

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Amount<br> ($000) |
| Undistributed Ordinary Income | &nbsp;&nbsp;&nbsp;&nbsp;147269 |
| Undistributed Long-Term Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Net Unrealized Gains (Losses) | &nbsp;&nbsp;&nbsp;(471771) |
| Capital Loss Carryforwards | &nbsp;&nbsp;&nbsp;(125263) |
| Qualified Late-Year Losses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Other Temporary Differences | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;(449765) |

---

The tax character of distributions paid was as follows:

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;Year Ended December 31, | &nbsp;&nbsp;&nbsp;Year Ended December 31, |
|  | &nbsp;&nbsp;&nbsp;2024<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;2023<br> Amount<br> ($000) |
| Ordinary Income\* | &nbsp;&nbsp;&nbsp;122274 | &nbsp;&nbsp;&nbsp;&nbsp;99185 |
| Long-Term Capital Gains | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total | &nbsp;&nbsp;&nbsp;122274 | &nbsp;&nbsp;&nbsp;&nbsp;99185 |

---

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

As of December 31, 2024, 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;5051935 |
| Gross Unrealized Appreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10603 |
| Gross Unrealized Depreciation | &nbsp;&nbsp;&nbsp;&nbsp;(482374) |
| Net Unrealized Appreciation (Depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;(471771) |

---

**E.** During the year ended December 31, 2024, the portfolio purchased $342,174,000 of investment securities and sold $284,392,000 of investment securities, other than U.S. government securities and temporary cash
investments. Purchases and sales of U.S. government securities were $1,797,938,000 and $1,502,797,000, respectively.

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

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

---

| | | |
|:---|:---|:---|
|  | Year Ended December 31, | Year Ended December 31, |
|  | 2024<br> Shares<br> (000) | &nbsp;&nbsp;2023<br> Shares<br> (000) |
| Issued | &nbsp;&nbsp;82002 | &nbsp;&nbsp;&nbsp;&nbsp;62286 |
| Issued in Lieu of Cash Distributions | &nbsp;&nbsp;11929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9620 |
| Redeemed | (62450) | &nbsp;&nbsp;(50251) |
| Net Increase (Decrease) in Shares Outstanding | &nbsp;&nbsp;31481 | &nbsp;&nbsp;&nbsp;&nbsp;21655 |

---

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

**H.** The portfolio adopted Accounting Standards Update 2023-07, Segment Reporting - Improvements to Reportable Segment Disclosures. The new guidance did not change how the portfolio identifies operating segments but did
require incremental disclosure of information not previously required. 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

------

Total Bond Market Index Portfolio

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.

------

Report of Independent Registered Public Accounting Firm

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

#### Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Variable Insurance Funds Total Bond Market Index Portfolio (one of the portfolios constituting Vanguard Variable Insurance Funds, referred to hereafter as the "Portfolio") as of December 31, 2024 the related statement of operations for the year ended December 31, 2024, the statement of changes in net assets for each of the two years in the period ended December 31, 2024, including the related notes, and the financial highlights for each of the five years in the period ended December 31, 2024 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Portfolio as of December 31, 2024, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended December 31, 2024 and the financial highlights for each of the five years in the period ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

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

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

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of December 31, 2024 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.

/s/PricewaterhouseCoopers LLP

Philadelphia, Pennsylvania

February 20, 2025

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

------

Tax information (unaudited)

The portfolio hereby designates for the fiscal year $62,508,000, or if subsequently determined to be different, the maximum amount allowable by law, of interest earned from obligations of the U.S. government which is generally exempt from state income tax.

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

Q690TBM 022025

------

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

Not applicable.

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

Not applicable.

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

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

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

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

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

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

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

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

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

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

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

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

**Investment performance**

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

**Cost**

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

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

**The benefit of economies of scale**

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

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

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

The board of trustees of Vanguard Variable Insurance Funds Capital Growth Portfolio has renewed the portfolio's investment advisory arrangement with PRIMECAP Management Company (PRIMECAP). The board determined that renewing the portfolio's advisory arrangement was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

The board reviewed the quality of the portfolio's investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that PRIMECAP, founded in 1983, is recognized for its long-term approach to equity investing. Five experienced portfolio managers are responsible for separate sub-portfolios, and each portfolio manager employs a fundamental, research-driven approach in seeking to identify companies with long-term growth potential that the market has yet to appreciate. The multi-counselor approach that the advisor employs is designed to emphasize individual decision-making and enable the portfolio managers to invest only in their highest-conviction ideas. PRIMECAP's fundamental research focuses on developing opinions independent from Wall Street's consensus and maintaining a long-term horizon. The firm has managed the portfolio since its inception in 2002.

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

**Investment performance**

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

**Cost**

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

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

**The benefit of economies of scale**

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

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

**Trustees Approve Advisory Arrangements –** **Diversified Value Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Diversified Value Portfolio has renewed the portfolio's investment advisory arrangement with Hotchkis and Wiley Capital Management, LLC (Hotchkis and Wiley), and Lazard Asset Management LLC (Lazard). The board determined that renewing the portfolio's advisory arrangements was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

The board considered the quality of the investment management services to be provided by Hotchkis and Wiley and Lazard and took into account the organizational depth and stability of each advisor. The board considered the following:

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

**Lazard.** Lazard, a subsidiary of the investment bank Lazard Ltd., provides investment management services for clients around the world in a variety of investment mandates, including international equities, domestic equities, and fixed income securities.

The investment team at Lazard employs a relative value, bottom-up stock selection process to identify stocks with sustainable financial productivity and attractive valuations. Utilizing scenario analysis, the team seeks to understand the durability and future direction of financial productivity and valuation. Lazard has managed a portion of the portfolio since 2019.

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

**Investment performance**

The board considered the performance of each advisor, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The board concluded that the performance was such that the advisory arrangements should continue.

**Cost**

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

The board did not consider the profitability of Hotchkis and Wiley and Lazard in determining whether to approve the advisory fees, because the firms are independent of Vanguard and the advisory fees are the result of arm's-length negotiations.

**The benefit of economies of scale**

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

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

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

The board of trustees of Vanguard Variable Insurance Funds Equity Income Portfolio has renewed the portfolio's investment advisory arrangement with Wellington Management Company LLP (Wellington Management). The board determined that renewing the portfolio's advisory arrangement was in the best interests of the portfolio and its shareholders. The Vanguard Group, Inc. (Vanguard), through its Quantitative Equity Group is also an advisor to the portfolio.

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

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

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

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

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

The board reviewed the quality of the portfolio's investment management services over both the short and long term, and took into account the organizational depth and stability of each advisor. The board considered that Wellington Management, founded in 1928, is among the nation's oldest and most respected institutional investment managers. Utilizing fundamental research, Wellington Management seeks to build a portfolio with an above-market yield, superior growth rate, and very attractive valuation. While every company purchased for the portfolio will pay a dividend, the goal is to build a portfolio with an above-market yield in aggregate, allowing for individual companies with below-market yields. Normalized earnings, normalized price-to-earnings ratios, and improving returns on capital are key to the research process. The firm has advised a portion of the portfolio since 2003.

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

**Investment performance**

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

**Cost**

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

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

**The benefit of economies of scale**

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

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

**Trustees Approve Advisory Arrangement – VVIF Growth Portfolio**

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

The board based its decisions 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. OMS met regularly with the advisor and made presentations to the board during the fiscal year that directed the board's focus to relevant information and topics.

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

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

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

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

The board reviewed the quality of the portfolio's investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that Wellington Management, founded in 1928, is among the nation's oldest and most respected institutional investment managers. The firm employs a traditional, bottom-up fundamental research approach to identify companies with sustainable competitive advantages that can drive a higher rate or longer duration of growth than the market expects, while trading at reasonable valuations. Wellington Management has advised the portfolio since 2010.

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

**Investment performance**

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

**Cost**

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

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

**The benefit of economies of scale**

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

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

**Trustees Approve Advisory Arrangements – VVIF Small Company Growth Portfolio**

The board of trustees of Vanguard Variable Insurance Funds Small Company Growth Portfolio has renewed the portfolio's investment advisory arrangements with ArrowMark Colorado Holdings, LLC (ArrowMark Partners). The board determined that renewing the portfolio's advisory arrangements was in the best interests of the portfolio and its shareholders. The Vanguard Group, Inc. (Vanguard), through its Quantitative Equity Group is also an advisor to the fund.

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

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

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

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

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

The board reviewed the quality of the portfolio's investment management services over both the short and long term, and took into account the organizational depth and stability of the advisor. The board considered that ArrowMark Partners, founded in 2007, offers a wide range of investment strategies, including equity, fixed income, and structured products to institutional, high-net-worth, and retail investors. The team is led by two experienced co-portfolio managers and supported by six equity research analysts and a research associate. ArrowMark Partners has managed a portion of the portfolio since 2016.

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

**Investment performance**

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

**Cost**

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

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

**The benefit of economies of scale**

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

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

**Trustees Approve Advisory Arrangements – VVIF International Portfolio**

The board of trustees of Vanguard Variable Insurance Funds International Portfolio has renewed the portfolio's investment advisory arrangements with Baillie Gifford Overseas Ltd. (Baillie Gifford) and Schroder Investment Management North America Inc. (Schroder Inc.), as well as the sub-advisory agreement with Schroder Investment Management North America Ltd. (Schroder Ltd.). The board determined that renewing the portfolio's advisory arrangements was in the best interests of the portfolio and its shareholders.

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

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

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

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

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

The board reviewed the quality of the portfolio's investment management services over both the short and long term, and took into account the organizational depth and stability of each advisor. The board considered the following:

**Baillie Gifford** **.** Baillie Gifford—a unit of Baillie Gifford & Co., founded in 1908—is among the largest independently owned investment management firms in the United Kingdom. Baillie Gifford uses fundamental research to make long-term investments in companies that have above-average growth potential resulting from sustainable competitive advantages, special cultures and management, or competitive strength in underestimated technology shifts. Baillie Gifford believes that equities' asymmetrical return pattern means that alpha is generated by focusing on the upside and the potential to earn exponential returns rather than being overly concerned with avoiding losing investments. The advisor takes a bottom-up, stock-driven approach to sector and country allocation. Baillie Gifford has advised a portion of the portfolio since 2003.

**Schroder** **.** Schroders plc, the parent company of Schroder Inc. and Schroder Ltd. (collectively, Schroder), has been in existence for more than 200 years and has investment management experience dating back to 1926. Schroder uses fundamental research to identify quality growth stocks with sustainable competitive advantages selling at attractive valuations. Bottom-up research is conducted within the context of key structural trends shaping the global economy or a given industry that will drive a company's future growth prospects. The Schroder portfolio's holdings are classified as either "core" or "opportunistic." Core holdings generally constitute two-thirds of the Schroder portfolio and tend to be longer-term holdings because of competitive advantages that can support above-average growth rates for an extended period. Opportunistic holdings tend to be shorter-term and more cyclical in nature. Schroder Inc. has advised a portion of the portfolio since its inception in 1994, and its affiliate Schroder Ltd. has sub-advised a portion of the portfolio since 2003.

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

**Investment performance**

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

**Cost**

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

The board did not consider the profitability of Baillie Gifford or Schroder in determining whether to approve the advisory fees, because the firms are independent of Vanguard and the advisory fees are the result of arm's-length negotiations.

**The benefit of economies of scale**

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

The board will consider whether to renew the advisory arrangements 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. In February 2024, a third-party service provider began performing security pricing services for the Registrant. There were no other changes in the Registrant's internal control over financial reporting or in other factors that could significantly affect this control during the period covered by this report, including any corrective actions with regard to significant deficiencies and material weaknesses.

**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) Code of Ethics filed herewith.

[(a)(2)](tm2525588d12_ex99-cert.htm) [Certifications filed herewith.](tm2525588d12_ex99-cert.htm)

[(a)(2)](tm2525588d12_ex99-906cert.htm) [Certifications filed herewith.](tm2525588d12_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: September 3, 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: September 3, 2025 | Date: September 3, 2025 |
|  | VANGUARD VARIABLE INSURANCE FUNDS |
| BY: | /s/ CHRISTINE BUCHANAN\* |
|  | &nbsp;&nbsp;&nbsp;CHRISTINE BUCHANAN |
|  | CHIEF FINANCIAL OFFICER |

---

Date: September 3, 2025

---

| | |
|:---|:---|
| \* By: | /s/ John E. Schadl |

---

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

## Ex-99.Cert

**Exhibit 99.CERT**

<u>CERTIFICATIONS</u>

I, Salim Ramji, certify that:

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

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

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

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

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

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

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

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

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

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

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

Date: September 3, 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: September 3, 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: September 3, 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: September 3, 2025

---

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

---