Semiannual Report | February 28, 2022

Vanguard Sector Bond Index Funds

Vanguard Short-Term Treasury Index Fund

Vanguard Intermediate-Term Treasury Index Fund

Vanguard Long-Term Treasury Index Fund

Vanguard Short-Term Corporate Bond Index Fund

Vanguard Intermediate-Term Corporate Bond Index Fund

Vanguard Long-Term Corporate Bond Index Fund

Vanguard Mortgage-Backed Securities Index Fund

Contents

About Your Fund's Expenses	1
Short-Term Treasury Index Fund	4
Intermediate-Term Treasury Index Fund	19
Long-Term Treasury Index Fund	34
Short-Term Corporate Bond Index Fund	48
Intermediate-Term Corporate Bond Index Fund	105
Long-Term Corporate Bond Index Fund	158
Mortgage-Backed Securities Index Fund	220

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About Your Fund’s Expenses

As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.

A fund‘s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.

The accompanying table illustrates your fund’s costs in two ways:

•

Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.

To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading ”Expenses Paid During Period.“

•

Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.

Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”

The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.

You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.

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Six Months Ended February 28, 2022
	Beginning Account Value 8/31/2021	Ending Account Value 2/28/2022	Expenses Paid During Period
Based on Actual Fund Return
Short-Term Treasury Index Fund
ETF Shares	$1,000.00	$981.90	$0.20
Admiral™ Shares	1,000.00	982.00	0.34
Institutional Shares	1,000.00	982.00	0.25
Intermediate-Term Treasury Index Fund
ETF Shares	$1,000.00	$963.30	$0.19
Admiral Shares	1,000.00	963.10	0.34
Institutional Shares	1,000.00	963.00	0.24
Long-Term Treasury Index Fund
ETF Shares	$1,000.00	$945.10	$0.19
Admiral Shares	1,000.00	945.10	0.34
Institutional Shares	1,000.00	945.10	0.24
Short-Term Corporate Bond Index Fund
ETF Shares	$1,000.00	$971.70	$0.20
Admiral Shares	1,000.00	971.30	0.34
Institutional Shares	1,000.00	971.50	0.24
Intermediate-Term Corporate Bond Index Fund
ETF Shares	$1,000.00	$946.20	$0.19
Admiral Shares	1,000.00	945.90	0.34
Institutional Shares	1,000.00	945.90	0.24
Long-Term Corporate Bond Index Fund
ETF Shares	$1,000.00	$906.80	$0.19
Admiral Shares	1,000.00	906.70	0.33
Institutional Shares	1,000.00	906.70	0.24
Mortgage-Backed Securities Index Fund
ETF Shares	$1,000.00	$967.80	$0.20
Admiral Shares	1,000.00	967.90	0.34
Institutional Shares	1,000.00	967.90	0.24

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Six Months Ended February 28, 2022
	Beginning Account Value 8/31/2021	Ending Account Value 2/28/2022	Expenses Paid During Period
Based on Hypothetical 5% Yearly Return
Short-Term Treasury Index Fund
ETF Shares	$1,000.00	$1,024.60	$0.20
Admiral Shares	1,000.00	1,024.45	0.35
Institutional Shares	1,000.00	1,024.55	0.25
Intermediate-Term Treasury Index Fund
ETF Shares	$1,000.00	$1,024.60	$0.20
Admiral Shares	1,000.00	1,024.45	0.35
Institutional Shares	1,000.00	1,024.55	0.25
Long-Term Treasury Index Fund
ETF Shares	$1,000.00	$1,024.60	$0.20
Admiral Shares	1,000.00	1,024.45	0.35
Institutional Shares	1,000.00	1,024.55	0.25
Short-Term Corporate Bond Index Fund
ETF Shares	$1,000.00	$1,024.60	$0.20
Admiral Shares	1,000.00	1,024.45	0.35
Institutional Shares	1,000.00	1,024.55	0.25
Intermediate-Term Corporate Bond Index Fund
ETF Shares	$1,000.00	$1,024.60	$0.20
Admiral Shares	1,000.00	1,024.45	0.35
Institutional Shares	1,000.00	1,024.55	0.25
Long-Term Corporate Bond Index Fund
ETF Shares	$1,000.00	$1,024.60	$0.20
Admiral Shares	1,000.00	1,024.45	0.35
Institutional Shares	1,000.00	1,024.55	0.25
Mortgage-Backed Securities Index Fund
ETF Shares	$1,000.00	$1,024.60	$0.20
Admiral Shares	1,000.00	1,024.45	0.35
Institutional Shares	1,000.00	1,024.55	0.25

The calculations are based on expenses incurred in the most recent six-month period. The funds’ annualized six-month expense ratios for that period are: for the Short-Term Treasury Index Fund, 0.04% for ETF Shares, 0.07% for Admiral Shares, and 0.05% for Institutional Shares; for the Intermediate-Term Treasury Index Fund, 0.04% for ETF Shares, 0.07% for Admiral Shares, and 0.05% for Institutional Shares; for the Long-Term Treasury Index Fund, 0.04% for ETF Shares, 0.07% for Admiral Shares, and 0.05% for Institutional Shares; for the Short-Term Corporate Bond Index Fund, 0.04% for ETF Shares, 0.07% for Admiral Shares, and 0.05% for Institutional Shares; for the Intermediate-Term Corporate Bond Index Fund, 0.04% for ETF Shares, 0.07% for Admiral Shares, and 0.05% for Institutional Shares; for the Long-Term Corporate Bond Index Fund, 0.04% for ETF Shares, 0.07% for Admiral Shares, and 0.05% for Institutional Shares; and for the Mortgage-Backed Securities Index Fund, 0.04% for ETF Shares, 0.07% for Admiral Shares, and 0.05% for Institutional Shares. The dollar amounts shown as ”Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (181/365).

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Short-Term Treasury Index Fund

Distribution by Stated Maturity

As of February 28, 2022

Under 1 Year	0.0%
1 - 2 Years	55.0
2 - 3 Years	43.8
3 - 4 Years	1.2

The table reflects the fund's investments, except for temporary cash investments.

The fund may invest in derivatives (such as futures and swap contracts) for various reasons, including, but not limited to, attempting to remain fully invested and tracking its target index as closely as possible.

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Short-Term Treasury Index Fund

Financial Statements (unaudited)

Schedule of Investments

As of February 28, 2022

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

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
U.S. Government and Agency Obligations (99.7%)
U.S. Government Securities (99.7%)
	United States Treasury Note/Bond	1.375%	2/15/23	2	2
	United States Treasury Note/Bond	2.000%	2/15/23	306	309
	United States Treasury Note/Bond	1.500%	2/28/23	4	4
	United States Treasury Note/Bond	2.625%	2/28/23	4	4
	United States Treasury Note/Bond	0.500%	3/15/23	19,149	19,029
	United States Treasury Note/Bond	0.125%	3/31/23	218,552	216,162
	United States Treasury Note/Bond	1.500%	3/31/23	225,311	226,156
	United States Treasury Note/Bond	2.500%	3/31/23	206,808	209,813
	United States Treasury Note/Bond	0.250%	4/15/23	304,781	301,686
	United States Treasury Note/Bond	0.125%	4/30/23	224,313	221,544
	United States Treasury Note/Bond	1.625%	4/30/23	45,125	45,351
	United States Treasury Note/Bond	2.750%	4/30/23	57,672	58,708
	United States Treasury Note/Bond	0.125%	5/15/23	275,699	272,253
	United States Treasury Note/Bond	1.750%	5/15/23	204,204	205,576
	United States Treasury Note/Bond	0.125%	5/31/23	186,481	183,946
	United States Treasury Note/Bond	1.625%	5/31/23	53,814	54,091
	United States Treasury Note/Bond	2.750%	5/31/23	110,004	112,084
	United States Treasury Note/Bond	0.250%	6/15/23	273,989	270,607
	United States Treasury Note/Bond	0.125%	6/30/23	190,092	187,270
	United States Treasury Note/Bond	1.375%	6/30/23	176,953	177,257
	United States Treasury Note/Bond	2.625%	6/30/23	55,239	56,232
	United States Treasury Note/Bond	0.125%	7/15/23	294,220	289,715
	United States Treasury Note/Bond	0.125%	7/31/23	178,462	175,534
	United States Treasury Note/Bond	1.250%	7/31/23	96,366	96,336
	United States Treasury Note/Bond	2.750%	7/31/23	72,163	73,663
	United States Treasury Note/Bond	0.125%	8/15/23	272,990	268,341
	United States Treasury Note/Bond	2.500%	8/15/23	282,355	287,252
	United States Treasury Note/Bond	6.250%	8/15/23	12,745	13,645
	United States Treasury Note/Bond	0.125%	8/31/23	75,362	74,043
	United States Treasury Note/Bond	1.375%	8/31/23	235,113	235,260
	United States Treasury Note/Bond	2.750%	8/31/23	63,873	65,220
	United States Treasury Note/Bond	0.125%	9/15/23	284,389	279,234
	United States Treasury Note/Bond	0.250%	9/30/23	173,873	170,885
	United States Treasury Note/Bond	1.375%	9/30/23	239,632	239,707
	United States Treasury Note/Bond	2.875%	9/30/23	106,402	108,929
	United States Treasury Note/Bond	0.125%	10/15/23	303,136	297,073
	United States Treasury Note/Bond	0.375%	10/31/23	180,189	177,176
	United States Treasury Note/Bond	1.625%	10/31/23	188,324	189,060
	United States Treasury Note/Bond	2.875%	10/31/23	215,372	220,588

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Short-Term Treasury Index Fund

	Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
United States Treasury Note/Bond	0.250%	11/15/23	349,992	343,266
United States Treasury Note/Bond	2.750%	11/15/23	275,528	281,770
United States Treasury Note/Bond	0.500%	11/30/23	130,321	128,285
United States Treasury Note/Bond	2.125%	11/30/23	117,758	119,212
United States Treasury Note/Bond	2.875%	11/30/23	73,690	75,555
United States Treasury Note/Bond	0.125%	12/15/23	319,167	311,886
United States Treasury Note/Bond	0.750%	12/31/23	164,692	162,659
United States Treasury Note/Bond	2.250%	12/31/23	43,934	44,572
United States Treasury Note/Bond	2.625%	12/31/23	74,798	76,422
United States Treasury Note/Bond	0.125%	1/15/24	347,717	339,241
United States Treasury Note/Bond	0.875%	1/31/24	211,373	209,127
United States Treasury Note/Bond	2.250%	1/31/24	160,035	162,435
United States Treasury Note/Bond	2.500%	1/31/24	81,189	82,775
United States Treasury Note/Bond	0.125%	2/15/24	390,456	380,390
United States Treasury Note/Bond	2.750%	2/15/24	334,082	342,382
United States Treasury Note/Bond	1.500%	2/29/24	93,515	93,603
United States Treasury Note/Bond	2.125%	2/29/24	69,917	70,802
United States Treasury Note/Bond	2.375%	2/29/24	78,291	79,661
United States Treasury Note/Bond	0.250%	3/15/24	287,506	280,273
United States Treasury Note/Bond	2.125%	3/31/24	230,392	233,344
United States Treasury Note/Bond	0.375%	4/15/24	385,170	375,962
United States Treasury Note/Bond	2.000%	4/30/24	52,686	53,213
United States Treasury Note/Bond	2.250%	4/30/24	170,685	173,352
United States Treasury Note/Bond	0.250%	5/15/24	377,100	366,553
United States Treasury Note/Bond	2.500%	5/15/24	294,811	300,938
United States Treasury Note/Bond	2.000%	5/31/24	202,103	204,124
United States Treasury Note/Bond	0.250%	6/15/24	341,703	331,719
United States Treasury Note/Bond	1.750%	6/30/24	153,232	153,950
United States Treasury Note/Bond	2.000%	6/30/24	52,832	53,377
United States Treasury Note/Bond	0.375%	7/15/24	333,264	324,047
United States Treasury Note/Bond	1.750%	7/31/24	65,053	65,338
United States Treasury Note/Bond	2.125%	7/31/24	53,332	54,032
United States Treasury Note/Bond	0.375%	8/15/24	486,195	472,065
United States Treasury Note/Bond	2.375%	8/15/24	174,155	177,420
United States Treasury Note/Bond	1.250%	8/31/24	122,575	121,560
United States Treasury Note/Bond	1.875%	8/31/24	93,129	93,784
United States Treasury Note/Bond	0.375%	9/15/24	359,842	348,878
United States Treasury Note/Bond	1.500%	9/30/24	112,982	112,682
United States Treasury Note/Bond	2.125%	9/30/24	50,410	51,072
United States Treasury Note/Bond	0.625%	10/15/24	328,941	320,666
United States Treasury Note/Bond	1.500%	10/31/24	116,347	116,002
United States Treasury Note/Bond	2.250%	10/31/24	58,371	59,338
United States Treasury Note/Bond	0.750%	11/15/24	511,950	500,110
United States Treasury Note/Bond	2.250%	11/15/24	179,850	182,885
United States Treasury Note/Bond	1.500%	11/30/24	118,908	118,518
United States Treasury Note/Bond	2.125%	11/30/24	80,734	81,806
United States Treasury Note/Bond	1.000%	12/15/24	296,708	291,701
United States Treasury Note/Bond	1.750%	12/31/24	101,853	102,187
United States Treasury Note/Bond	2.250%	12/31/24	73,246	74,505
United States Treasury Note/Bond	1.125%	1/15/25	295,085	290,889
United States Treasury Note/Bond	1.375%	1/31/25	118,530	117,641
United States Treasury Note/Bond	2.500%	1/31/25	23,848	24,429
United States Treasury Note/Bond	1.500%	2/15/25	474,935	473,006
United States Treasury Note/Bond	2.000%	2/15/25	137,901	139,280
United States Treasury Note/Bond	1.125%	2/28/25	154,597	152,254

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Short-Term Treasury Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	United States Treasury Note/Bond	2.750%	2/28/25	72,951	75,276
	United States Treasury Note/Bond	0.500%	3/31/25	86,890	83,862
	United States Treasury Note/Bond	2.625%	3/31/25	57,384	59,052
	United States Treasury Note/Bond	2.875%	4/30/25	54,401	56,407
Total U.S. Government and Agency Obligations (Cost $17,354,274)					17,051,285
				Shares
Temporary Cash Investments (0.0%)
Money Market Fund (0.0%)
¹	Vanguard Market Liquidity Fund (Cost $2,226)	0.138%		22,265	2,226
Total Investments (99.7%) (Cost $17,356,500)					17,053,511
Other Assets and Liabilities—Net (0.3%)					42,879
Net Assets (100%)					17,096,390

Cost is in $000.

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

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

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Short-Term Treasury Index Fund

Statement of Assets and Liabilities

As of February 28, 2022


($000s, except shares and per-share amounts)	Amount
Assets
Investments in Securities, at Value
Unaffiliated Issuers (Cost $17,354,274)	17,051,285
Affiliated Issuers (Cost $2,226)	2,226
Total Investments in Securities	17,053,511
Investment in Vanguard	576
Receivables for Investment Securities Sold	870,033
Receivables for Accrued Income	39,241
Receivables for Capital Shares Issued	4,591
Total Assets	17,967,952
Liabilities
Due to Custodian	7
Payables for Investment Securities Purchased	869,130
Payables for Capital Shares Redeemed	1,935
Payables for Distributions	219
Payables to Vanguard	271
Total Liabilities	871,562
Net Assets	17,096,390

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Short-Term Treasury Index Fund

Statement of Assets and Liabilities (continued)
At February 28, 2022, net assets consisted of:
($000s, except shares and per-share amounts)	Amount
Paid-in Capital	17,411,138
Total Distributable Earnings (Loss)	(314,748)
Net Assets	17,096,390

ETF Shares—Net Assets
Applicable to 228,977,650 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	13,764,190
Net Asset Value Per Share—ETF Shares	$60.11

Admiral Shares—Net Assets
Applicable to 111,655,358 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	2,238,496
Net Asset Value Per Share—Admiral Shares	$20.05

Institutional Shares—Net Assets
Applicable to 43,423,522 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	1,093,704
Net Asset Value Per Share—Institutional Shares	$25.19

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

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Short-Term Treasury Index Fund

Statement of Operations


	Six Months Ended February 28, 2022
	($000)
Investment Income
Income
Interest¹	30,065
Total Income	30,065
Expenses
The Vanguard Group—Note B
Investment Advisory Services	164
Management and Administrative—ETF Shares	2,164
Management and Administrative—Admiral Shares	696
Management and Administrative—Institutional Shares	250
Marketing and Distribution—ETF Shares	254
Marketing and Distribution—Admiral Shares	73
Marketing and Distribution—Institutional Shares	33
Custodian Fees	15
Shareholders’ Reports—ETF Shares	125
Shareholders’ Reports—Admiral Shares	11
Shareholders’ Reports—Institutional Shares	1
Trustees’ Fees and Expenses	4
Other Expenses	7
Total Expenses	3,797
Net Investment Income	26,268
Realized Net Gain (Loss) on Investment Securities Sold^1,2	(10,022)
Change in Unrealized Appreciation (Depreciation) of Investment Securities¹	(323,790)
Net Increase (Decrease) in Net Assets Resulting from Operations	(307,544)

1	Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $9,000, $3,000, $2,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes.
2	Includes ($10,014,000) of net gain (loss) resulting from in-kind redemptions.

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

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Short-Term Treasury Index Fund

Statement of Changes in Net Assets


	Six Months Ended February 28, 2022	Year Ended August 31, 2021
	($000)	($000)
Increase (Decrease) in Net Assets
Operations
Net Investment Income	26,268	68,639
Realized Net Gain (Loss)	(10,022)	81,417
Change in Unrealized Appreciation (Depreciation)	(323,790)	(133,475)
Net Increase (Decrease) in Net Assets Resulting from Operations	(307,544)	16,581
Distributions
ETF Shares	(63,591)	(110,961)
Admiral Shares	(10,252)	(27,852)
Institutional Shares	(5,647)	(12,476)
Total Distributions	(79,490)	(151,289)
Capital Share Transactions
ETF Shares	677,182	4,351,856
Admiral Shares	(139,265)	(291,770)
Institutional Shares	(16,176)	44,764
Net Increase (Decrease) from Capital Share Transactions	521,741	4,104,850
Total Increase (Decrease)	134,707	3,970,142
Net Assets
Beginning of Period	16,961,683	12,991,541
End of Period	17,096,390	16,961,683

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

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Short-Term Treasury Index Fund

Financial Highlights

ETF Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$61.50	$62.13	$61.12	$59.89	$60.86	$61.14
Investment Operations
Net Investment Income¹	.095	.288	.956	1.430	.965	.614
Net Realized and Unrealized Gain (Loss) on Investments	(1.203)	(.220)	1.115	1.165	(1.062)	(.311)
Total from Investment Operations	(1.108)	.068	2.071	2.595	(.097)	.303
Distributions
Dividends from Net Investment Income	(.094)	(.325)	(1.061)	(1.365)	(.873)	(.573)
Distributions from Realized Capital Gains	(.188)	(.373)	—	—	—	(.010)
Total Distributions	(.282)	(.698)	(1.061)	(1.365)	(.873)	(.583)
Net Asset Value, End of Period	$60.11	$61.50	$62.13	$61.12	$59.89	$60.86
Total Return	-1.81%	0.11%	3.43%	4.39%	-0.15%	0.50%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$13,764	$13,394	$9,140	$5,334	$3,080	$1,832
Ratio of Total Expenses to Average Net Assets	0.04%	0.04%	0.05%	0.05%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	0.31%	0.47%	1.55%	2.37%	1.61%	1.01%
Portfolio Turnover Rate²	28%	66%	67%	55%	67%	60%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Short-Term Treasury Index Fund

Financial Highlights

Admiral Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$20.51	$20.71	$20.35	$19.95	$20.29	$20.38
Investment Operations
Net Investment Income¹	.029	.095	.312	.472	.324	.202
Net Realized and Unrealized Gain (Loss) on Investments	(.397)	(.078)	.375	.384	(.358)	(.096)
Total from Investment Operations	(.368)	.017	.687	.856	(.034)	.106
Distributions
Dividends from Net Investment Income	(.029)	(.093)	(.327)	(.456)	(.306)	(.193)
Distributions from Realized Capital Gains	(.063)	(.124)	—	—	—	(.003)
Total Distributions	(.092)	(.217)	(.327)	(.456)	(.306)	(.196)
Net Asset Value, End of Period	$20.05	$20.51	$20.71	$20.35	$19.95	$20.29
Total Return²	-1.80%	0.08%	3.41%	4.34%	-0.16%	0.53%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$2,238	$2,430	$2,748	$1,596	$929	$507
Ratio of Total Expenses to Average Net Assets	0.07%	0.07%	0.07%	0.07%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	0.28%	0.46%	1.52%	2.35%	1.61%	1.01%
Portfolio Turnover Rate³	28%	66%	67%	55%	67%	60%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees.
3	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Financial Highlights

Institutional Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$25.77	$26.02	$25.57	$25.06	$25.49	$25.60
Investment Operations
Net Investment Income¹	.039	.120	.421	.598	.425	.260
Net Realized and Unrealized Gain (Loss) on Investments	(.502)	(.092)	.445	.490	(.467)	(.117)
Total from Investment Operations	(.463)	.028	.866	1.088	(.042)	.143
Distributions
Dividends from Net Investment Income	(.038)	(.122)	(.416)	(.578)	(.388)	(.249)
Distributions from Realized Capital Gains	(.079)	(.156)	—	—	—	(.004)
Total Distributions	(.117)	(.278)	(.416)	(.578)	(.388)	(.253)
Net Asset Value, End of Period	$25.19	$25.77	$26.02	$25.57	$25.06	$25.49
Total Return	-1.80%	0.11%	3.42%	4.40%	-0.16%	0.56%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$1,094	$1,138	$1,104	$974	$508	$208
Ratio of Total Expenses to Average Net Assets	0.05%	0.05%	0.05%	0.05%	0.05%	0.05%
Ratio of Net Investment Income to Average Net Assets	0.30%	0.47%	1.63%	2.37%	1.63%	1.03%
Portfolio Turnover Rate²	28%	66%	67%	55%	67%	60%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Short-Term Treasury Index Fund

Notes to Financial Statements

Vanguard Short-Term Treasury Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: ETF Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.

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

2. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. The fund’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 fund’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 fund’s financial statements.

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

4. Credit Facilities and Interfund Lending Program: The fund 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, subject to the fund’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; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds

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effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.

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

For the six months ended February 28, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

5. 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 based on the average cost of the securities sold.

Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

In accordance with the terms of a Funds’ Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund 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 fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At February 28, 2022, the fund had contributed to Vanguard capital in the amount of $576,000, representing less than 0.01% of the fund’s net assets and 0.23% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.

Various inputs may be used to determine the value of the fund’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.).

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Level 3—Significant unobservable inputs (including the fund’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 fund's investments as of February 28, 2022, based on the inputs used to value them:

	Level 1 ($000)	Level 2 ($000)	Level 3 ($000)	Total ($000)
Investments
Assets
U.S. Government and Agency Obligations	—	17,051,285	—	17,051,285
Temporary Cash Investments	2,226	—	—	2,226
Total	2,226	17,051,285	—	17,053,511

D.	As of February 28, 2022, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:

	Amount ($000)
Tax Cost	17,356,655
Gross Unrealized Appreciation	2,089
Gross Unrealized Depreciation	(305,233)
Net Unrealized Appreciation (Depreciation)	(303,144)

During the six months ended February 28, 2022, the fund purchased $7,785,543,000 of investment securities and sold $7,262,415,000 of investment securities, other than temporary cash investments. Purchases and sales include $3,034,744,000 and $2,368,717,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended February 28, 2022, such purchases were $1,433,820,000 and sales were $0; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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F.	Capital share transactions for each class of shares were:

	Six Months Ended February 28, 2022		Year Ended August 31, 2021
	Amount ($000)	Shares (000)	Amount ($000)	Shares (000)
ETF Shares
Issued	3,060,103	50,429	5,990,667	97,261
Issued in Lieu of Cash Distributions	—	—	—	—
Redeemed	(2,382,921)	(39,250)	(1,638,811)	(26,575)
Net Increase (Decrease)—ETF Shares	677,182	11,179	4,351,856	70,686
Admiral Shares
Issued	425,874	20,986	989,015	48,049
Issued in Lieu of Cash Distributions	7,886	389	22,569	1,097
Redeemed	(573,025)	(28,196)	(1,303,354)	(63,333)
Net Increase (Decrease)—Admiral Shares	(139,265)	(6,821)	(291,770)	(14,187)
Institutional Shares
Issued	236,492	9,227	632,092	24,453
Issued in Lieu of Cash Distributions	4,543	178	10,629	412
Redeemed	(257,211)	(10,139)	(597,957)	(23,156)
Net Increase (Decrease)—Institutional Shares	(16,176)	(734)	44,764	1,709

Market disruptions associated with current geopolitical events have had a global impact, and uncertainty exists as to their implications. Such disruptions can adversely affect assets and thus performance of the fund; at this time, an aggregate effect on assets and performance cannot be reasonably estimated. Management is continuing to monitor these developments and evaluate impacts they may have on the fund.

Management has determined that no other events or transactions occurred subsequent to February 28, 2022, that would require recognition or disclosure in these financial statements.

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Intermediate-Term Treasury Index Fund

Distribution by Stated Maturity

As of February 28, 2022

0 - 2 Years	0.0%
2 - 4 Years	22.2
4 - 6 Years	39.3
6 - 8 Years	23.2
8 - 10 Years	15.3

The table reflects the fund's investments, except for short-term investments.

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Intermediate-Term Treasury Index Fund

Financial Statements (unaudited)

Schedule of Investments

As of February 28, 2022

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
U.S. Government and Agency Obligations (99.7%)
U.S. Government Securities (99.7%)
	United States Treasury Note/Bond	2.500%	1/31/25	5	5
	United States Treasury Note/Bond	7.625%	2/15/25	3,300	3,871
	United States Treasury Note/Bond	0.500%	3/31/25	48,202	46,522
	United States Treasury Note/Bond	0.375%	4/30/25	144,584	138,801
	United States Treasury Note/Bond	2.125%	5/15/25	184,898	187,469
	United States Treasury Note/Bond	0.250%	5/31/25	161,078	153,754
	United States Treasury Note/Bond	2.875%	5/31/25	72,378	75,081
	United States Treasury Note/Bond	0.250%	6/30/25	169,814	161,854
	United States Treasury Note/Bond	2.750%	6/30/25	51,819	53,584
	United States Treasury Note/Bond	0.250%	7/31/25	99,162	94,390
	United States Treasury Note/Bond	2.875%	7/31/25	113,117	117,518
	United States Treasury Note/Bond	2.000%	8/15/25	169,253	170,893
	United States Treasury Note/Bond	0.250%	8/31/25	175,749	167,016
	United States Treasury Note/Bond	2.750%	8/31/25	89,511	92,630
	United States Treasury Note/Bond	0.250%	9/30/25	103,961	98,665
	United States Treasury Note/Bond	3.000%	9/30/25	56,824	59,363
	United States Treasury Note/Bond	0.250%	10/31/25	76,304	72,322
	United States Treasury Note/Bond	3.000%	10/31/25	71,863	75,108
	United States Treasury Note/Bond	2.250%	11/15/25	188,297	191,798
	United States Treasury Note/Bond	0.375%	11/30/25	187,127	177,917
	United States Treasury Note/Bond	2.875%	11/30/25	93,461	97,345
	United States Treasury Note/Bond	0.375%	12/31/25	60,788	57,739
	United States Treasury Note/Bond	2.625%	12/31/25	57,341	59,249
	United States Treasury Note/Bond	0.375%	1/31/26	90,844	86,160
	United States Treasury Note/Bond	2.625%	1/31/26	97,761	101,030
	United States Treasury Note/Bond	1.625%	2/15/26	197,608	196,713
	United States Treasury Note/Bond	0.500%	2/28/26	201,330	191,704
	United States Treasury Note/Bond	2.500%	2/28/26	5,425	5,582
	United States Treasury Note/Bond	0.750%	3/31/26	72,468	69,637
	United States Treasury Note/Bond	2.250%	3/31/26	128,848	131,385
	United States Treasury Note/Bond	0.750%	4/30/26	101,936	97,859
	United States Treasury Note/Bond	2.375%	4/30/26	95,355	97,739
	United States Treasury Note/Bond	1.625%	5/15/26	192,473	191,450
	United States Treasury Note/Bond	0.750%	5/31/26	117,810	112,987
	United States Treasury Note/Bond	2.125%	5/31/26	52,444	53,239
	United States Treasury Note/Bond	0.875%	6/30/26	99,936	96,298
	United States Treasury Note/Bond	1.875%	6/30/26	87,942	88,409
	United States Treasury Note/Bond	0.625%	7/31/26	77,478	73,774
	United States Treasury Note/Bond	1.875%	7/31/26	133,993	134,705

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Intermediate-Term Treasury Index Fund

	Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
United States Treasury Note/Bond	1.500%	8/15/26	207,380	205,144
United States Treasury Note/Bond	6.750%	8/15/26	5,331	6,467
United States Treasury Note/Bond	0.750%	8/31/26	164,220	157,138
United States Treasury Note/Bond	1.375%	8/31/26	25,355	24,947
United States Treasury Note/Bond	0.875%	9/30/26	106,736	102,617
United States Treasury Note/Bond	1.625%	9/30/26	65,662	65,303
United States Treasury Note/Bond	1.125%	10/31/26	101,901	99,035
United States Treasury Note/Bond	1.625%	10/31/26	64,718	64,364
United States Treasury Note/Bond	2.000%	11/15/26	177,420	179,416
United States Treasury Note/Bond	6.500%	11/15/26	7,377	8,946
United States Treasury Note/Bond	1.250%	11/30/26	163,348	159,673
United States Treasury Note/Bond	1.625%	11/30/26	66,845	66,469
United States Treasury Note/Bond	1.250%	12/31/26	164,479	160,727
United States Treasury Note/Bond	1.750%	12/31/26	63,824	63,834
United States Treasury Note/Bond	1.500%	1/31/27	168,594	166,645
United States Treasury Note/Bond	2.250%	2/15/27	161,767	165,559
United States Treasury Note/Bond	6.625%	2/15/27	3,015	3,703
United States Treasury Note/Bond	1.125%	2/28/27	33,463	32,459
United States Treasury Note/Bond	1.875%	2/28/27	154,620	155,683
United States Treasury Note/Bond	0.625%	3/31/27	68,162	64,434
United States Treasury Note/Bond	0.500%	4/30/27	97,257	91,254
United States Treasury Note/Bond	2.375%	5/15/27	201,738	207,790
United States Treasury Note/Bond	0.500%	5/31/27	100,283	93,937
United States Treasury Note/Bond	0.500%	6/30/27	96,331	90,100
United States Treasury Note/Bond	0.375%	7/31/27	141,853	131,679
United States Treasury Note/Bond	2.250%	8/15/27	190,674	195,351
United States Treasury Note/Bond	6.375%	8/15/27	3,000	3,713
United States Treasury Note/Bond	0.500%	8/31/27	169,107	157,772
United States Treasury Note/Bond	0.375%	9/30/27	146,232	135,333
United States Treasury Note/Bond	0.500%	10/31/27	92,120	85,758
United States Treasury Note/Bond	2.250%	11/15/27	161,106	165,058
United States Treasury Note/Bond	6.125%	11/15/27	10,997	13,576
United States Treasury Note/Bond	0.625%	11/30/27	179,459	167,990
United States Treasury Note/Bond	0.625%	12/31/27	95,593	89,424
United States Treasury Note/Bond	0.750%	1/31/28	161,290	151,789
United States Treasury Note/Bond	2.750%	2/15/28	109,476	115,395
United States Treasury Note/Bond	1.125%	2/29/28	202,620	194,958
United States Treasury Note/Bond	1.250%	3/31/28	135,262	130,951
United States Treasury Note/Bond	1.250%	4/30/28	109,784	106,233
United States Treasury Note/Bond	2.875%	5/15/28	128,344	136,305
United States Treasury Note/Bond	1.250%	5/31/28	190,336	184,031
United States Treasury Note/Bond	1.250%	6/30/28	106,238	102,652
United States Treasury Note/Bond	1.000%	7/31/28	99,986	95,034
United States Treasury Note/Bond	2.875%	8/15/28	211,887	225,527
United States Treasury Note/Bond	5.500%	8/15/28	23,182	28,344
United States Treasury Note/Bond	1.125%	8/31/28	156,695	150,035
United States Treasury Note/Bond	1.250%	9/30/28	111,058	107,102
United States Treasury Note/Bond	1.375%	10/31/28	133,397	129,624
United States Treasury Note/Bond	3.125%	11/15/28	132,612	143,490
United States Treasury Note/Bond	5.250%	11/15/28	26,223	31,906
United States Treasury Note/Bond	1.500%	11/30/28	163,319	159,951
United States Treasury Note/Bond	1.375%	12/31/28	155,858	151,401
United States Treasury Note/Bond	1.750%	1/31/29	108,254	107,763
United States Treasury Note/Bond	2.625%	2/15/29	193,034	203,259
United States Treasury Note/Bond	5.250%	2/15/29	31,117	38,075

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Intermediate-Term Treasury Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	United States Treasury Note/Bond	1.875%	2/28/29	137,595	138,068
	United States Treasury Note/Bond	2.375%	5/15/29	173,065	179,582
	United States Treasury Note/Bond	1.625%	8/15/29	171,007	168,923
	United States Treasury Note/Bond	6.125%	8/15/29	16,702	21,739
	United States Treasury Note/Bond	1.750%	11/15/29	136,616	136,232
	United States Treasury Note/Bond	1.500%	2/15/30	194,623	190,244
	United States Treasury Note/Bond	0.625%	5/15/30	221,850	201,779
	United States Treasury Note/Bond	6.250%	5/15/30	6,930	9,270
	United States Treasury Note/Bond	0.625%	8/15/30	313,570	284,271
	United States Treasury Note/Bond	0.875%	11/15/30	302,026	279,138
	United States Treasury Note/Bond	1.125%	2/15/31	314,156	296,190
	United States Treasury Note/Bond	5.375%	2/15/31	8,000	10,359
	United States Treasury Note/Bond	1.625%	5/15/31	309,536	304,264
	United States Treasury Note/Bond	1.250%	8/15/31	268,439	254,933
	United States Treasury Note/Bond	1.375%	11/15/31	280,229	268,845
	United States Treasury Note/Bond	1.875%	2/15/32	106,583	106,999
Total U.S. Government and Agency Obligations (Cost $13,606,718)					13,207,524
				Shares
Temporary Cash Investments (0.3%)
Money Market Fund (0.3%)
¹	Vanguard Market Liquidity Fund (Cost $43,210)	0.138%		432,164	43,212
Total Investments (100.0%) (Cost $13,649,928)					13,250,736
Other Assets and Liabilities—Net (0.0%)					(448)
Net Assets (100%)					13,250,288

Cost is in $000.

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

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

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Intermediate-Term Treasury Index Fund

Statement of Assets and Liabilities

As of February 28, 2022


($000s, except shares and per-share amounts)	Amount
Assets
Investments in Securities, at Value
Unaffiliated Issuers (Cost $13,606,718)	13,207,524
Affiliated Issuers (Cost $43,210)	43,212
Total Investments in Securities	13,250,736
Investment in Vanguard	465
Cash	23
Receivables for Investment Securities Sold	336,057
Receivables for Accrued Income	36,085
Receivables for Capital Shares Issued	27,686
Total Assets	13,651,052
Liabilities
Payables for Investment Securities Purchased	390,698
Payables for Capital Shares Redeemed	9,435
Payables for Distributions	411
Payables to Vanguard	220
Total Liabilities	400,764
Net Assets	13,250,288

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Intermediate-Term Treasury Index Fund

Statement of Assets and Liabilities (continued)
At February 28, 2022, net assets consisted of:
($000s, except shares and per-share amounts)	Amount
Paid-in Capital	13,661,384
Total Distributable Earnings (Loss)	(411,096)
Net Assets	13,250,288

ETF Shares—Net Assets
Applicable to 135,627,693 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	8,821,328
Net Asset Value Per Share—ETF Shares	$65.04

Admiral Shares—Net Assets
Applicable to 120,706,640 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	2,649,907
Net Asset Value Per Share—Admiral Shares	$21.95

Institutional Shares—Net Assets
Applicable to 65,301,959 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	1,779,053
Net Asset Value Per Share—Institutional Shares	$27.24

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

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Intermediate-Term Treasury Index Fund

Statement of Operations


	Six Months Ended February 28, 2022
	($000)
Investment Income
Income
Interest¹	77,157
Total Income	77,157
Expenses
The Vanguard Group—Note B
Investment Advisory Services	129
Management and Administrative—ETF Shares	1,425
Management and Administrative—Admiral Shares	762
Management and Administrative—Institutional Shares	367
Marketing and Distribution—ETF Shares	173
Marketing and Distribution—Admiral Shares	81
Marketing and Distribution—Institutional Shares	48
Custodian Fees	12
Shareholders’ Reports—ETF Shares	85
Shareholders’ Reports—Admiral Shares	17
Shareholders’ Reports—Institutional Shares	3
Trustees’ Fees and Expenses	3
Other Expenses	7
Total Expenses	3,112
Net Investment Income	74,045
Realized Net Gain (Loss) on Investment Securities Sold^1,2	(9,685)
Change in Unrealized Appreciation (Depreciation) of Investment Securities¹	(565,300)
Net Increase (Decrease) in Net Assets Resulting from Operations	(500,940)

1	Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $5,000, less than $1,000, $1,000, and $2,000, respectively. Purchases and sales are for temporary cash investment purposes.
2	Includes $8,531,000 of net gain (loss) resulting from in-kind redemptions.

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

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Intermediate-Term Treasury Index Fund

Statement of Changes in Net Assets


	Six Months Ended February 28, 2022	Year Ended August 31, 2021
	($000)	($000)
Increase (Decrease) in Net Assets
Operations
Net Investment Income	74,045	135,171
Realized Net Gain (Loss)	(9,685)	147,291
Change in Unrealized Appreciation (Depreciation)	(565,300)	(417,388)
Net Increase (Decrease) in Net Assets Resulting from Operations	(500,940)	(134,926)
Distributions
ETF Shares	(102,322)	(132,684)
Admiral Shares	(27,644)	(49,704)
Institutional Shares	(19,819)	(31,298)
Total Distributions	(149,785)	(213,686)
Capital Share Transactions
ETF Shares	1,115,360	1,812,764
Admiral Shares	127,186	(8,693)
Institutional Shares	140,348	217,704
Net Increase (Decrease) from Capital Share Transactions	1,382,894	2,021,775
Total Increase (Decrease)	732,169	1,673,163
Net Assets
Beginning of Period	12,518,119	10,844,956
End of Period	13,250,288	12,518,119

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

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Intermediate-Term Treasury Index Fund

Financial Highlights

ETF Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$68.27	$70.46	$67.26	$62.67	$65.29	$66.54
Investment Operations
Net Investment Income¹	.372	.809	1.239	1.515	1.250	1.043
Net Realized and Unrealized Gain (Loss) on Investments	(2.862)	(1.692)	3.248	4.552	(2.691)	(1.201)
Total from Investment Operations	(2.490)	(.883)	4.487	6.067	(1.441)	(.158)
Distributions
Dividends from Net Investment Income	(.374)	(.820)	(1.287)	(1.477)	(1.179)	(1.011)
Distributions from Realized Capital Gains	(.366)	(.487)	—	—	—	(.081)
Total Distributions	(.740)	(1.307)	(1.287)	(1.477)	(1.179)	(1.092)
Net Asset Value, End of Period	$65.04	$68.27	$70.46	$67.26	$62.67	$65.29
Total Return	-3.67%	-1.26%	6.76%	9.84%	-2.21%	-0.21%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$8,821	$8,147	$6,547	$4,353	$2,680	$1,329
Ratio of Total Expenses to Average Net Assets	0.04%	0.04%	0.05%	0.05%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	1.13%	1.18%	1.80%	2.36%	1.97%	1.61%
Portfolio Turnover Rate²	17%	33%	28%	29%	31%	32%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Intermediate-Term Treasury Index Fund

Financial Highlights

Admiral Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$23.04	$23.78	$22.68	$21.13	$22.03	$22.45
Investment Operations
Net Investment Income¹	.122	.267	.416	.507	.418	.351
Net Realized and Unrealized Gain (Loss) on Investments	(.967)	(.577)	1.101	1.540	(.911)	(.400)
Total from Investment Operations	(.845)	(.310)	1.517	2.047	(.493)	(.049)
Distributions
Dividends from Net Investment Income	(.121)	(.265)	(.417)	(.497)	(.407)	(.344)
Distributions from Realized Capital Gains	(.124)	(.165)	—	—	—	(.027)
Total Distributions	(.245)	(.430)	(.417)	(.497)	(.407)	(.371)
Net Asset Value, End of Period	$21.95	$23.04	$23.78	$22.68	$21.13	$22.03
Total Return²	-3.69%	-1.31%	6.76%	9.83%	-2.24%	-0.19%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$2,650	$2,646	$2,740	$1,887	$1,104	$874
Ratio of Total Expenses to Average Net Assets	0.07%	0.07%	0.07%	0.07%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	1.10%	1.15%	1.79%	2.34%	1.97%	1.61%
Portfolio Turnover Rate³	17%	33%	28%	29%	31%	32%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees.
3	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Intermediate-Term Treasury Index Fund

Financial Highlights

Institutional Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$28.60	$29.51	$28.15	$26.23	$27.33	$27.86
Investment Operations
Net Investment Income¹	.155	.337	.527	.634	.524	.441
Net Realized and Unrealized Gain (Loss) on Investments	(1.208)	(.709)	1.355	1.908	(1.114)	(.507)
Total from Investment Operations	(1.053)	(.372)	1.882	2.542	(.590)	(.066)
Distributions
Dividends from Net Investment Income	(.153)	(.334)	(.522)	(.622)	(.510)	(.430)
Distributions from Realized Capital Gains	(.154)	(.204)	—	—	—	(.034)
Total Distributions	(.307)	(.538)	(.522)	(.622)	(.510)	(.464)
Net Asset Value, End of Period	$27.24	$28.60	$29.51	$28.15	$26.23	$27.33
Total Return	-3.70%	-1.26%	6.76%	9.83%	-2.16%	-0.21%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$1,779	$1,725	$1,558	$1,183	$390	$336
Ratio of Total Expenses to Average Net Assets	0.05%	0.05%	0.05%	0.05%	0.05%	0.05%
Ratio of Net Investment Income to Average Net Assets	1.12%	1.17%	1.83%	2.36%	1.99%	1.63%
Portfolio Turnover Rate²	17%	33%	28%	29%	31%	32%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Intermediate-Term Treasury Index Fund

Notes to Financial Statements

Vanguard Intermediate-Term Treasury Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: ETF Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

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

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Intermediate-Term Treasury Index Fund

For the six months ended February 28, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At February 28, 2022, the fund had contributed to Vanguard capital in the amount of $465,000, representing less than 0.01% of the fund’s net assets and 0.19% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.

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

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

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Intermediate-Term Treasury Index Fund

The following table summarizes the market value of the fund's investments as of February 28, 2022, based on the inputs used to value them:

	Level 1 ($000)	Level 2 ($000)	Level 3 ($000)	Total ($000)
Investments
Assets
U.S. Government and Agency Obligations	—	13,207,524	—	13,207,524
Temporary Cash Investments	43,212	—	—	43,212
Total	43,212	13,207,524	—	13,250,736

D.	As of February 28, 2022, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:

	Amount ($000)
Tax Cost	13,654,101
Gross Unrealized Appreciation	43,873
Gross Unrealized Depreciation	(447,238)
Net Unrealized Appreciation (Depreciation)	(403,365)

During the six months ended February 28, 2022, the fund purchased $4,828,073,000 of investment securities and sold $3,508,034,000 of investment securities, other than temporary cash investments. Purchases and sales include $2,359,442,000 and $1,254,281,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended February 28, 2022, such purchases were $0 and sales were $1,433,820,000, resulting in net realized gain of $11,480,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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Intermediate-Term Treasury Index Fund

F.	Capital share transactions for each class of shares were:

	Six Months Ended February 28, 2022		Year Ended August 31, 2021
	Amount ($000)	Shares (000)	Amount ($000)	Shares (000)
ETF Shares
Issued	2,379,760	35,648	2,747,217	39,988
Issued in Lieu of Cash Distributions	—	—	—	—
Redeemed	(1,264,400)	(19,350)	(934,453)	(13,575)
Net Increase (Decrease)—ETF Shares	1,115,360	16,298	1,812,764	26,413
Admiral Shares
Issued	616,709	27,664	1,271,727	54,762
Issued in Lieu of Cash Distributions	24,484	1,090	42,708	1,834
Redeemed	(514,007)	(22,870)	(1,323,128)	(57,010)
Net Increase (Decrease)—Admiral Shares	127,186	5,884	(8,693)	(414)
Institutional Shares
Issued	336,216	11,984	551,440	19,124
Issued in Lieu of Cash Distributions	17,999	645	27,778	961
Redeemed	(213,867)	(7,659)	(361,514)	(12,570)
Net Increase (Decrease)—Institutional Shares	140,348	4,970	217,704	7,515

Management has determined that no other events or transactions occurred subsequent to February 28, 2022, that would require recognition or disclosure in these financial statements.

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Long-Term Treasury Index Fund

Distribution by Stated Maturity

As of February 28, 2022

10 - 15 Years	0.7%
15 - 20 Years	28.6
20 - 25 Years	23.9
Over 25 Years	46.8

The table reflects the fund's investments, except for short-term investments.

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Long-Term Treasury Index Fund

Financial Statements (unaudited)

Schedule of Investments

As of February 28, 2022

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
U.S. Government and Agency Obligations (99.6%)
U.S. Government Securities (99.6%)
	United States Treasury Note/Bond	4.500%	2/15/36	25,607	33,865
	United States Treasury Note/Bond	4.750%	2/15/37	18,297	24,981
	United States Treasury Note/Bond	5.000%	5/15/37	31,161	43,606
	United States Treasury Note/Bond	4.375%	2/15/38	19,050	25,253
	United States Treasury Note/Bond	4.500%	5/15/38	20,241	27,193
	United States Treasury Note/Bond	3.500%	2/15/39	45,771	55,032
	United States Treasury Note/Bond	4.250%	5/15/39	29,002	38,088
	United States Treasury Note/Bond	4.500%	8/15/39	37,494	50,716
	United States Treasury Note/Bond	4.375%	11/15/39	59,589	79,476
	United States Treasury Note/Bond	4.625%	2/15/40	51,244	70,268
	United States Treasury Note/Bond	1.125%	5/15/40	155,106	128,908
	United States Treasury Note/Bond	4.375%	5/15/40	41,398	55,267
	United States Treasury Note/Bond	1.125%	8/15/40	201,884	167,091
	United States Treasury Note/Bond	3.875%	8/15/40	43,858	55,042
	United States Treasury Note/Bond	1.375%	11/15/40	218,458	188,795
	United States Treasury Note/Bond	4.250%	11/15/40	59,291	77,847
	United States Treasury Note/Bond	1.875%	2/15/41	262,411	246,543
	United States Treasury Note/Bond	4.750%	2/15/41	54,039	75,376
	United States Treasury Note/Bond	2.250%	5/15/41	238,702	237,807
	United States Treasury Note/Bond	4.375%	5/15/41	45,388	60,686
	United States Treasury Note/Bond	1.750%	8/15/41	279,433	256,074
	United States Treasury Note/Bond	3.750%	8/15/41	46,874	58,013
	United States Treasury Note/Bond	2.000%	11/15/41	179,337	171,603
	United States Treasury Note/Bond	3.125%	11/15/41	48,082	54,693
	United States Treasury Note/Bond	2.375%	2/15/42	35,500	36,260
	United States Treasury Note/Bond	3.125%	2/15/42	53,788	61,294
	United States Treasury Note/Bond	3.000%	5/15/42	48,671	54,474
	United States Treasury Note/Bond	2.750%	8/15/42	58,290	62,689
	United States Treasury Note/Bond	2.750%	11/15/42	88,242	94,846
	United States Treasury Note/Bond	3.125%	2/15/43	76,199	86,653
	United States Treasury Note/Bond	2.875%	5/15/43	119,917	131,291
	United States Treasury Note/Bond	3.625%	8/15/43	91,520	111,997
	United States Treasury Note/Bond	3.750%	11/15/43	84,556	105,510
	United States Treasury Note/Bond	3.625%	2/15/44	94,045	115,396
	United States Treasury Note/Bond	3.375%	5/15/44	89,593	106,266
	United States Treasury Note/Bond	3.125%	8/15/44	116,886	133,433
	United States Treasury Note/Bond	3.000%	11/15/44	103,465	116,010
	United States Treasury Note/Bond	2.500%	2/15/45	132,608	136,753
	United States Treasury Note/Bond	3.000%	5/15/45	65,837	73,881

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Long-Term Treasury Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	United States Treasury Note/Bond	2.875%	8/15/45	85,686	94,402
	United States Treasury Note/Bond	3.000%	11/15/45	47,727	53,760
	United States Treasury Note/Bond	2.500%	2/15/46	103,071	106,679
	United States Treasury Note/Bond	2.500%	5/15/46	97,990	101,358
	United States Treasury Note/Bond	2.250%	8/15/46	130,494	129,046
	United States Treasury Note/Bond	2.875%	11/15/46	24,551	27,205
	United States Treasury Note/Bond	3.000%	2/15/47	86,781	98,537
	United States Treasury Note/Bond	3.000%	5/15/47	87,507	99,581
	United States Treasury Note/Bond	2.750%	8/15/47	126,432	138,443
	United States Treasury Note/Bond	2.750%	11/15/47	120,760	132,270
	United States Treasury Note/Bond	3.000%	2/15/48	150,377	172,933
	United States Treasury Note/Bond	3.125%	5/15/48	152,097	179,118
	United States Treasury Note/Bond	3.000%	8/15/48	172,822	199,204
	United States Treasury Note/Bond	3.375%	11/15/48	160,430	198,006
	United States Treasury Note/Bond	3.000%	2/15/49	168,447	195,346
	United States Treasury Note/Bond	2.875%	5/15/49	173,213	196,624
	United States Treasury Note/Bond	2.250%	8/15/49	173,970	175,302
	United States Treasury Note/Bond	2.375%	11/15/49	153,369	159,024
	United States Treasury Note/Bond	2.000%	2/15/50	195,227	186,839
	United States Treasury Note/Bond	1.250%	5/15/50	225,299	179,782
	United States Treasury Note/Bond	1.375%	8/15/50	255,171	210,077
	United States Treasury Note/Bond	1.625%	11/15/50	254,201	222,664
	United States Treasury Note/Bond	1.875%	2/15/51	284,353	264,626
	United States Treasury Note/Bond	2.375%	5/15/51	287,302	299,602
	United States Treasury Note/Bond	2.000%	8/15/51	292,350	280,336
	United States Treasury Note/Bond	1.875%	11/15/51	253,373	236,468
	United States Treasury Note/Bond	2.250%	2/15/52	60,725	61,854
Total U.S. Government and Agency Obligations (Cost $8,548,171)					8,108,062
				Shares
Temporary Cash Investments (0.6%)
Money Market Fund (0.6%)
¹	Vanguard Market Liquidity Fund (Cost $49,878)	0.138%		498,876	49,883
Total Investments (100.2%) (Cost $8,598,049)					8,157,945
Other Assets and Liabilities—Net (-0.2%)					(17,093)
Net Assets (100%)					8,140,852

Cost is in $000.

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

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

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Long-Term Treasury Index Fund

Statement of Assets and Liabilities

As of February 28, 2022


($000s, except shares and per-share amounts)	Amount
Assets
Investments in Securities, at Value
Unaffiliated Issuers (Cost $8,548,171)	8,108,062
Affiliated Issuers (Cost $49,878)	49,883
Total Investments in Securities	8,157,945
Investment in Vanguard	262
Cash	57
Cash Collateral Received for ETF Capital Activity	4,949
Receivables for Investment Securities Sold	51,201
Receivables for Accrued Income	31,473
Receivables for Capital Shares Issued	2,531
Total Assets	8,248,418
Liabilities
Payables for Investment Securities Purchased	97,840
Collateral for ETF Capital Activity	4,949
Payables for Capital Shares Redeemed	3,733
Payables for Distributions	907
Payables to Vanguard	137
Total Liabilities	107,566
Net Assets	8,140,852

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Long-Term Treasury Index Fund

Statement of Assets and Liabilities (continued)
At February 28, 2022, net assets consisted of:
($000s, except shares and per-share amounts)	Amount
Paid-in Capital	8,643,753
Total Distributable Earnings (Loss)	(502,901)
Net Assets	8,140,852

ETF Shares—Net Assets
Applicable to 51,198,987 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	4,333,368
Net Asset Value Per Share—ETF Shares	$84.64

Admiral Shares—Net Assets
Applicable to 57,485,432 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	1,634,439
Net Asset Value Per Share—Admiral Shares	$28.43

Institutional Shares—Net Assets
Applicable to 60,217,955 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	2,173,045
Net Asset Value Per Share—Institutional Shares	$36.09

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

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Long-Term Treasury Index Fund

Statement of Operations


	Six Months Ended February 28, 2022
	($000)
Investment Income
Income
Interest¹	65,197
Total Income	65,197
Expenses
The Vanguard Group—Note B
Investment Advisory Services	67
Management and Administrative—ETF Shares	479
Management and Administrative—Admiral Shares	516
Management and Administrative—Institutional Shares	457
Marketing and Distribution—ETF Shares	56
Marketing and Distribution—Admiral Shares	55
Marketing and Distribution—Institutional Shares	60
Custodian Fees	10
Shareholders’ Reports—ETF Shares	6
Shareholders’ Reports—Admiral Shares	19
Shareholders’ Reports—Institutional Shares	1
Trustees’ Fees and Expenses	2
Other Expenses	7
Total Expenses	1,735
Net Investment Income	63,462
Realized Net Gain (Loss) on Investment Securities Sold^1,2	(4,459)
Change in Unrealized Appreciation (Depreciation) of Investment Securities¹	(452,092)
Net Increase (Decrease) in Net Assets Resulting from Operations	(393,089)

1	Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $5,000, ($1,000), less than $1,000, and $5,000, respectively. Purchases and sales are for temporary cash investment purposes.
2	Includes $38,794,000 of net gain (loss) resulting from in-kind redemptions.

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

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Long-Term Treasury Index Fund

Statement of Changes in Net Assets


	Six Months Ended February 28, 2022	Year Ended August 31, 2021
	($000)	($000)
Increase (Decrease) in Net Assets
Operations
Net Investment Income	63,462	104,838
Realized Net Gain (Loss)	(4,459)	77,835
Change in Unrealized Appreciation (Depreciation)	(452,092)	(562,635)
Net Increase (Decrease) in Net Assets Resulting from Operations	(393,089)	(379,962)
Distributions
ETF Shares	(25,543)	(47,982)
Admiral Shares	(15,376)	(38,865)
Institutional Shares	(19,905)	(35,145)
Total Distributions	(60,824)	(121,992)
Capital Share Transactions
ETF Shares	2,164,413	441,919
Admiral Shares	(200,203)	316,183
Institutional Shares	280,229	922,191
Net Increase (Decrease) from Capital Share Transactions	2,244,439	1,680,293
Total Increase (Decrease)	1,790,526	1,178,339
Net Assets
Beginning of Period	6,350,326	5,171,987
End of Period	8,140,852	6,350,326

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

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Long-Term Treasury Index Fund

Financial Highlights

ETF Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$90.37	$98.93	$90.17	$74.33	$78.76	$85.64
Investment Operations
Net Investment Income¹	.817	1.645	1.915	2.115	2.050	2.006
Net Realized and Unrealized Gain (Loss) on Investments	(5.734)	(8.289)	8.772	15.798	(4.469)	(6.905)
Total from Investment Operations	(4.917)	(6.644)	10.687	17.913	(2.419)	(4.899)
Distributions
Dividends from Net Investment Income	(.813)	(1.625)	(1.927)	(2.073)	(2.011)	(1.981)
Distributions from Realized Capital Gains	—	(.291)	—	—	—	—
Total Distributions	(.813)	(1.916)	(1.927)	(2.073)	(2.011)	(1.981)
Net Asset Value, End of Period	$84.64	$90.37	$98.93	$90.17	$74.33	$78.76
Total Return	-5.49%	-6.73%	12.02%	24.69%	-3.07%	-5.63%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$4,333	$2,366	$2,138	$1,282	$676	$549
Ratio of Total Expenses to Average Net Assets	0.04%	0.04%	0.05%	0.05%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	1.88%	1.81%	2.03%	2.75%	2.73%	2.62%
Portfolio Turnover Rate²	10%	22%	29%	16%	19%	19%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Long-Term Treasury Index Fund

Financial Highlights

Admiral Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$30.35	$33.24	$30.28	$24.95	$26.44	$28.75
Investment Operations
Net Investment Income¹	.270	.545	.637	.706	.690	.676
Net Realized and Unrealized Gain (Loss) on Investments	(1.927)	(2.799)	2.955	5.316	(1.501)	(2.319)
Total from Investment Operations	(1.657)	(2.254)	3.592	6.022	(.811)	(1.643)
Distributions
Dividends from Net Investment Income	(.263)	(.538)	(.632)	(.692)	(.679)	(.667)
Distributions from Realized Capital Gains	—	(.098)	—	—	—	—
Total Distributions	(.263)	(.636)	(.632)	(.692)	(.679)	(.667)
Net Asset Value, End of Period	$28.43	$30.35	$33.24	$30.28	$24.95	$26.44
Total Return²	-5.49%	-6.78%	12.00%	24.67%	-3.06%	-5.62%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$1,634	$1,947	$1,800	$1,053	$559	$468
Ratio of Total Expenses to Average Net Assets	0.07%	0.07%	0.07%	0.07%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	1.84%	1.79%	2.01%	2.73%	2.73%	2.62%
Portfolio Turnover Rate³	10%	22%	29%	16%	19%	19%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees.
3	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Long-Term Treasury Index Fund

Financial Highlights

Institutional Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$38.52	$42.19	$38.43	$31.66	$33.56	$36.49
Investment Operations
Net Investment Income¹	.346	.699	.822	.902	.883	.865
Net Realized and Unrealized Gain (Loss) on Investments	(2.438)	(3.554)	3.748	6.753	(1.915)	(2.942)
Total from Investment Operations	(2.092)	(2.855)	4.570	7.655	(1.032)	(2.077)
Distributions
Dividends from Net Investment Income	(.338)	(.691)	(.810)	(.885)	(.868)	(.853)
Distributions from Realized Capital Gains	—	(.124)	—	—	—	—
Total Distributions	(.338)	(.815)	(.810)	(.885)	(.868)	(.853)
Net Asset Value, End of Period	$36.09	$38.52	$42.19	$38.43	$31.66	$33.56
Total Return	-5.49%	-6.77%	12.03%	24.71%	-3.07%	-5.60%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$2,173	$2,038	$1,234	$1,054	$452	$213
Ratio of Total Expenses to Average Net Assets	0.05%	0.05%	0.05%	0.05%	0.05%	0.05%
Ratio of Net Investment Income to Average Net Assets	1.86%	1.82%	2.06%	2.75%	2.75%	2.64%
Portfolio Turnover Rate²	10%	22%	29%	16%	19%	19%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Long-Term Treasury Index Fund

Notes to Financial Statements

Vanguard Long-Term Treasury Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: ETF Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

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

4. Collateral for ETF Capital Activity: When an authorized participant fails to deliver one or more of the securities within a designated basket (in the case of a subscription), fails to deliver the fund ETF Shares (in the case of a redemption), or is required by the fund, prior to settlement, to accommodate the trading of foreign securities in local markets (in the case of redemption for an international equity ETF), the fund may require the authorized participant to deliver and maintain cash collateral in accordance with the authorized participant agreement. The fund may invest the collateral in short-term debt instruments or U.S. Treasury securities, or maintain the balance as cash. Daily market fluctuations could cause the value of the missing securities or fund ETF Shares to be more or less than the value of the collateral received; when this occurs the collateral is adjusted. The fund earns interest income from investments and/or custody fee offsets from the cash balance. The fund records an asset (cash or investment, as applicable) and a corresponding liability for the return of the collateral in the Statement Assets and Liabilities. Interest income and custody fee offsets earned on the investment of collateral are included in the Statement of Operations.

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Long-Term Treasury Index Fund

5. Credit Facilities and Interfund Lending Program: The fund 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, subject to the fund’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; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.

For the six months ended February 28, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

6. 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.

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Long-Term Treasury Index Fund

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At February 28, 2022, the fund had contributed to Vanguard capital in the amount of $262,000, representing less than 0.01% of the fund’s net assets and 0.10% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.

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.).

The following table summarizes the market value of the fund's investments as of February 28, 2022, based on the inputs used to value them:

	Level 1 ($000)	Level 2 ($000)	Level 3 ($000)	Total ($000)
Investments
Assets
U.S. Government and Agency Obligations	—	8,108,062	—	8,108,062
Temporary Cash Investments	49,883	—	—	49,883
Total	49,883	8,108,062	—	8,157,945

D.	As of February 28, 2022, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:

	Amount ($000)
Tax Cost	8,610,272
Gross Unrealized Appreciation	62,805
Gross Unrealized Depreciation	(515,132)
Net Unrealized Appreciation (Depreciation)	(452,327)

During the six months ended February 28, 2022, the fund purchased $3,564,469,000 of investment securities and sold $1,314,061,000 of investment securities, other than temporary cash investments. Purchases and sales include $2,634,176,000 and $647,850,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.

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Long-Term Treasury Index Fund

F.	Capital share transactions for each class of shares were:

	Six Months Ended February 28, 2022		Year Ended August 31, 2021
	Amount ($000)	Shares (000)	Amount ($000)	Shares (000)
ETF Shares
Issued	2,818,002	32,418	1,825,922	19,897
Issued in Lieu of Cash Distributions	—	—	—	—
Redeemed	(653,589)	(7,400)	(1,384,003)	(15,325)
Net Increase (Decrease)—ETF Shares	2,164,413	25,018	441,919	4,572
Admiral Shares
Issued	250,210	8,458	1,358,427	44,281
Issued in Lieu of Cash Distributions	9,529	321	32,758	1,071
Redeemed	(459,942)	(15,424)	(1,075,002)	(35,381)
Net Increase (Decrease)—Admiral Shares	(200,203)	(6,645)	316,183	9,971
Institutional Shares
Issued	471,695	12,442	1,174,115	30,064
Issued in Lieu of Cash Distributions	19,699	524	34,906	905
Redeemed	(211,165)	(5,648)	(286,830)	(7,322)
Net Increase (Decrease)—Institutional Shares	280,229	7,318	922,191	23,647

Management has determined that no other events or transactions occurred subsequent to February 28, 2022, that would require recognition or disclosure in these financial statements.

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Short-Term Corporate Bond Index Fund

Fund Allocation

As of February 28, 2022

Corporate Bonds – Communications	4.3%
Corporate Bonds – Consumer Discretionary	6.4
Corporate Bonds – Consumer Staples	4.9
Corporate Bonds – Energy	6.6
Corporate Bonds – Financials	42.7
Corporate Bonds – Health Care	8.7
Corporate Bonds – Industrials	6.6
Corporate Bonds – Materials	1.7
Corporate Bonds – Real Estate	3.7
Corporate Bonds – Technology	9.1
Corporate Bonds – Utilities	4.9
U.S. Government and Agency Obligations	0.4

The table reflects the fund's investments, except for temporary cash investments and derivatives.

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Short-Term Corporate Bond Index Fund

Financial Statements (unaudited)

Schedule of Investments

As of February 28, 2022

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
U.S. Government and Agency Obligations (0.4%)
U.S. Government Securities (0.4%)
	United States Treasury Note/Bond	0.875%	1/31/24	84,680	83,780
	United States Treasury Note/Bond	1.500%	2/29/24	5,870	5,875
	United States Treasury Note/Bond	1.500%	2/15/25	11,725	11,677
	United States Treasury Note/Bond	1.250%	12/31/26	6,050	5,912
	United States Treasury Note/Bond	1.500%	1/31/27	77,085	76,194
Total U.S. Government and Agency Obligations (Cost $183,232)					183,438
Corporate Bonds (98.9%)
Communications (4.3%)
	Activision Blizzard Inc.	3.400%	9/15/26	21,211	22,210
	Alphabet Inc.	3.375%	2/25/24	19,933	20,636
	Alphabet Inc.	0.450%	8/15/25	16,047	15,305
	Alphabet Inc.	1.998%	8/15/26	48,378	48,495
	AT&T Inc.	4.050%	12/15/23	11,105	11,540
	AT&T Inc.	0.900%	3/25/24	47,650	46,784
	AT&T Inc.	4.450%	4/1/24	15,741	16,449
	AT&T Inc.	3.950%	1/15/25	16,056	16,810
	AT&T Inc.	3.400%	5/15/25	52,372	54,160
	AT&T Inc.	3.600%	7/15/25	28,966	30,166
	AT&T Inc.	4.125%	2/17/26	44,556	47,507
	AT&T Inc.	1.700%	3/25/26	66,035	64,260
	AT&T Inc.	2.950%	7/15/26	4,155	4,227
	AT&T Inc.	3.800%	2/15/27	21,069	22,254
	Baidu Inc.	2.875%	7/6/22	6,000	6,021
	Baidu Inc.	3.875%	9/29/23	19,479	19,982
	Baidu Inc.	4.375%	5/14/24	22,238	23,159
	Baidu Inc.	3.075%	4/7/25	23,004	23,296
	Baidu Inc.	4.125%	6/30/25	7,085	7,410
	Baidu Inc.	1.720%	4/9/26	8,543	8,195
¹	Bell Telephone Co. of Canada or Bell Canada	0.750%	3/17/24	2,392	2,332
	Booking Holdings Inc.	2.750%	3/15/23	15,999	16,175
	Booking Holdings Inc.	3.650%	3/15/25	11,652	12,110
	Booking Holdings Inc.	3.600%	6/1/26	22,292	23,316
	British Telecommunications plc	4.500%	12/4/23	8,551	8,856
¹	Charter Communications Operating LLC	4.500%	2/1/24	35,092	36,522
	Charter Communications Operating LLC	4.908%	7/23/25	102,967	109,236
	Comcast Corp.	3.700%	4/15/24	59,412	61,604
	Comcast Corp.	3.375%	2/15/25	26,229	27,123
	Comcast Corp.	3.375%	8/15/25	22,328	23,107

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Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Comcast Corp.	3.950%	10/15/25	63,647	67,187
	Comcast Corp.	3.150%	3/1/26	44,683	46,127
	Comcast Corp.	2.350%	1/15/27	31,849	31,777
	Comcast Corp.	3.300%	2/1/27	28,844	29,960
	Discovery Communications LLC	2.950%	3/20/23	23,351	23,615
	Discovery Communications LLC	3.800%	3/13/24	10,044	10,318
	Discovery Communications LLC	3.900%	11/15/24	13,063	13,523
	Discovery Communications LLC	3.450%	3/15/25	7,847	8,021
	Discovery Communications LLC	3.950%	6/15/25	14,495	15,005
	Discovery Communications LLC	4.900%	3/11/26	15,615	16,688
	Electronic Arts Inc.	4.800%	3/1/26	7,609	8,270
	Expedia Group Inc.	3.600%	12/15/23	15,292	15,637
	Expedia Group Inc.	4.500%	8/15/24	9,371	9,788
	Expedia Group Inc.	5.000%	2/15/26	21,903	23,581
	Fox Corp.	4.030%	1/25/24	30,162	31,258
	Fox Corp.	3.050%	4/7/25	16,945	17,284
	Grupo Televisa SAB	6.625%	3/18/25	12,341	13,721
	Grupo Televisa SAB	4.625%	1/30/26	7,325	7,749
	Interpublic Group of Cos. Inc.	4.200%	4/15/24	4,592	4,790
	Omnicom Group Inc.	3.650%	11/1/24	21,812	22,538
	Omnicom Group Inc.	3.600%	4/15/26	32,198	33,565
	Paramount Global	3.875%	4/1/24	9,980	10,354
	Paramount Global	3.700%	8/15/24	16,346	17,001
	Paramount Global	3.500%	1/15/25	8,792	9,066
	Paramount Global	4.750%	5/15/25	39,572	42,267
	Paramount Global	4.000%	1/15/26	17,507	18,272
	Paramount Global	2.900%	1/15/27	19,152	19,209
	Rogers Communications Inc.	3.000%	3/15/23	8,472	8,556
	Rogers Communications Inc.	4.100%	10/1/23	16,943	17,386
	Rogers Communications Inc.	3.625%	12/15/25	16,498	17,105
	Rogers Communications Inc.	2.900%	11/15/26	7,816	7,961
	TCI Communications Inc.	7.875%	2/15/26	12,239	14,743
	TELUS Corp.	2.800%	2/16/27	14,590	14,760
	Tencent Music Entertainment Group	1.375%	9/3/25	6,085	5,775
	Thomson Reuters Corp.	4.300%	11/23/23	12,565	12,993
	Thomson Reuters Corp.	3.350%	5/15/26	12,300	12,710
	Time Warner Entertainment Co. LP	8.375%	3/15/23	14,571	15,560
	T-Mobile USA Inc.	3.500%	4/15/25	70,643	72,604
	T-Mobile USA Inc.	1.500%	2/15/26	20,346	19,513
¹	TWDC Enterprises 18 Corp.	3.150%	9/17/25	16,693	17,178
	TWDC Enterprises 18 Corp.	3.000%	2/13/26	22,112	22,736
¹	TWDC Enterprises 18 Corp.	1.850%	7/30/26	16,332	16,042
	Verizon Communications Inc.	3.376%	2/15/25	29,519	30,542
	Verizon Communications Inc.	0.850%	11/20/25	49,980	47,501
	Verizon Communications Inc.	1.450%	3/20/26	62,114	60,033
	Verizon Communications Inc.	2.625%	8/15/26	51,928	52,209
	Vodafone Group plc	3.750%	1/16/24	26,581	27,516
	Vodafone Group plc	4.125%	5/30/25	38,905	40,911
	Walt Disney Co.	1.750%	8/30/24	27,454	27,338
	Walt Disney Co.	3.700%	9/15/24	8,781	9,114
	Walt Disney Co.	3.350%	3/24/25	33,690	34,881
	Walt Disney Co.	3.700%	10/15/25	15,992	16,714
	Walt Disney Co.	1.750%	1/13/26	37,984	37,282
	Walt Disney Co.	3.375%	11/15/26	10,233	10,673

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Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Weibo Corp.	3.500%	7/5/24	17,520	17,709
	WPP Finance 2010	3.750%	9/19/24	18,105	18,750
					2,102,613
Consumer Discretionary (6.4%)
	Alibaba Group Holding Ltd.	2.800%	6/6/23	12,668	12,802
	Alibaba Group Holding Ltd.	3.600%	11/28/24	45,073	46,334
	Amazon.com Inc.	0.250%	5/12/23	27,066	26,725
	Amazon.com Inc.	0.400%	6/3/23	17,355	17,171
	Amazon.com Inc.	0.450%	5/12/24	54,651	53,282
	Amazon.com Inc.	2.800%	8/22/24	44,385	45,397
	Amazon.com Inc.	3.800%	12/5/24	21,018	22,026
	Amazon.com Inc.	0.800%	6/3/25	28,551	27,547
	Amazon.com Inc.	5.200%	12/3/25	12,976	14,304
	Amazon.com Inc.	1.000%	5/12/26	60,175	57,919
	Amazon.com Inc.	3.150%	8/22/27	8,000	8,366
¹	American Honda Finance Corp.	2.050%	1/10/23	9,685	9,734
¹	American Honda Finance Corp.	1.950%	5/10/23	26,265	26,394
¹	American Honda Finance Corp.	0.875%	7/7/23	50,806	50,342
¹	American Honda Finance Corp.	3.450%	7/14/23	6,796	6,953
¹	American Honda Finance Corp.	0.650%	9/8/23	17,684	17,414
¹	American Honda Finance Corp.	3.625%	10/10/23	18,158	18,692
¹	American Honda Finance Corp.	3.550%	1/12/24	18,381	18,960
¹	American Honda Finance Corp.	2.900%	2/16/24	13,708	13,964
¹	American Honda Finance Corp.	2.400%	6/27/24	15,176	15,325
¹	American Honda Finance Corp.	0.550%	7/12/24	23,741	22,938
¹	American Honda Finance Corp.	2.150%	9/10/24	21,353	21,380
¹	American Honda Finance Corp.	1.200%	7/8/25	14,477	13,995
¹	American Honda Finance Corp.	1.000%	9/10/25	13,699	13,121
¹	American Honda Finance Corp.	2.300%	9/9/26	14,965	14,961
¹	American Honda Finance Corp.	2.350%	1/8/27	23,545	23,504
	Aptiv plc	2.396%	2/18/25	5,575	5,569
	AutoNation Inc.	3.500%	11/15/24	12,089	12,424
	AutoNation Inc.	4.500%	10/1/25	12,897	13,610
	AutoZone Inc.	2.875%	1/15/23	9,863	9,957
	AutoZone Inc.	3.125%	7/15/23	9,410	9,562
	AutoZone Inc.	3.125%	4/18/24	8,960	9,166
	AutoZone Inc.	3.250%	4/15/25	5,289	5,419
	AutoZone Inc.	3.625%	4/15/25	14,684	15,191
	AutoZone Inc.	3.125%	4/21/26	9,152	9,365
	Block Financial LLC	5.250%	10/1/25	8,291	8,943
	BorgWarner Inc.	3.375%	3/15/25	10,845	11,182
	Brunswick Corp.	0.850%	8/18/24	7,795	7,538
²	Daimler Finance North America LLC	0.750%	3/1/24	6,000	5,846
	DR Horton Inc.	4.750%	2/15/23	5,480	5,595
	DR Horton Inc.	5.750%	8/15/23	8,614	9,013
	DR Horton Inc.	2.500%	10/15/24	16,005	16,077
	DR Horton Inc.	2.600%	10/15/25	16,333	16,351
	eBay Inc.	3.450%	8/1/24	14,384	14,778
	eBay Inc.	1.900%	3/11/25	21,427	21,176
	eBay Inc.	1.400%	5/10/26	16,999	16,293
	Fortune Brands Home & Security Inc.	4.000%	9/21/23	17,005	17,485
	Fortune Brands Home & Security Inc.	4.000%	6/15/25	7,988	8,352
	General Motors Co.	4.875%	10/2/23	39,208	40,925
	General Motors Co.	5.400%	10/2/23	18,909	19,882
	General Motors Co.	4.000%	4/1/25	11,677	12,120

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Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	General Motors Co.	6.125%	10/1/25	49,396	54,633
	General Motors Financial Co. Inc.	3.700%	5/9/23	37,894	38,580
	General Motors Financial Co. Inc.	4.250%	5/15/23	19,070	19,620
	General Motors Financial Co. Inc.	4.150%	6/19/23	31,539	32,342
	General Motors Financial Co. Inc.	1.700%	8/18/23	21,134	21,057
	General Motors Financial Co. Inc.	5.100%	1/17/24	37,342	39,186
	General Motors Financial Co. Inc.	1.050%	3/8/24	12,454	12,152
	General Motors Financial Co. Inc.	3.950%	4/13/24	17,935	18,471
	General Motors Financial Co. Inc.	1.200%	10/15/24	25,600	24,827
	General Motors Financial Co. Inc.	3.500%	11/7/24	21,106	21,618
	General Motors Financial Co. Inc.	4.000%	1/15/25	24,767	25,627
	General Motors Financial Co. Inc.	2.900%	2/26/25	38,262	38,496
	General Motors Financial Co. Inc.	4.350%	4/9/25	36,817	38,526
	General Motors Financial Co. Inc.	2.750%	6/20/25	25,065	25,053
	General Motors Financial Co. Inc.	4.300%	7/13/25	12,632	13,182
	General Motors Financial Co. Inc.	1.250%	1/8/26	12,109	11,429
	General Motors Financial Co. Inc.	5.250%	3/1/26	25,647	27,754
	General Motors Financial Co. Inc.	1.500%	6/10/26	13,681	12,955
	General Motors Financial Co. Inc.	4.000%	10/6/26	14,674	15,315
	General Motors Financial Co. Inc.	4.350%	1/17/27	36,555	38,519
	General Motors Financial Co. Inc.	2.350%	2/26/27	20,000	19,398
	Genuine Parts Co.	1.750%	2/1/25	3,000	2,949
²	GXO Logistics Inc.	1.650%	7/15/26	10,000	9,543
	Harley-Davidson Inc.	3.500%	7/28/25	10,949	11,139
	Hasbro Inc.	3.000%	11/19/24	13,547	13,734
	Hasbro Inc.	3.550%	11/19/26	16,765	17,320
	Home Depot Inc.	2.625%	6/1/22	1	1
	Home Depot Inc.	2.700%	4/1/23	28,778	29,097
	Home Depot Inc.	3.750%	2/15/24	33,853	35,052
	Home Depot Inc.	3.350%	9/15/25	20,374	21,178
	Home Depot Inc.	3.000%	4/1/26	29,171	30,225
	Home Depot Inc.	2.125%	9/15/26	12,802	12,813
	Hyatt Hotels Corp.	3.375%	7/15/23	10,412	10,543
	Hyatt Hotels Corp.	1.300%	10/1/23	4,960	4,883
	Hyatt Hotels Corp.	1.800%	10/1/24	3,950	3,885
	Hyatt Hotels Corp.	5.375%	4/23/25	9,050	9,783
	Hyatt Hotels Corp.	4.850%	3/15/26	10,523	11,168
	JD.com Inc.	3.875%	4/29/26	7,565	7,895
	Kohl's Corp.	4.250%	7/17/25	2,573	2,673
	Las Vegas Sands Corp.	3.200%	8/8/24	36,391	35,926
	Las Vegas Sands Corp.	2.900%	6/25/25	11,600	11,186
	Las Vegas Sands Corp.	3.500%	8/18/26	23,891	23,227
	Leggett & Platt Inc.	3.800%	11/15/24	6,876	7,078
	Lennar Corp.	4.875%	12/15/23	13,538	14,114
	Lennar Corp.	4.500%	4/30/24	16,292	16,952
	Lennar Corp.	5.875%	11/15/24	8,375	8,993
	Lennar Corp.	4.750%	5/30/25	17,144	18,164
	Lennar Corp.	5.250%	6/1/26	5,185	5,638
	Lowe's Cos. Inc.	3.875%	9/15/23	11,683	12,010
	Lowe's Cos. Inc.	3.125%	9/15/24	2,930	2,999
	Lowe's Cos. Inc.	4.000%	4/15/25	20,994	22,074
	Lowe's Cos. Inc.	3.375%	9/15/25	16,247	16,847
	Lowe's Cos. Inc.	2.500%	4/15/26	41,495	41,931
	Magna International Inc.	3.625%	6/15/24	11,447	11,766
	Magna International Inc.	4.150%	10/1/25	14,496	15,330

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Marriott International Inc.	4.150%	12/1/23	6,537	6,748
	Marriott International Inc.	3.600%	4/15/24	13,780	14,166
	Marriott International Inc.	3.750%	3/15/25	11,765	12,131
¹	Marriott International Inc.	5.750%	5/1/25	3,887	4,239
	Marriott International Inc.	3.750%	10/1/25	7,567	7,825
¹	Marriott International Inc.	3.125%	6/15/26	29,875	30,410
¹	McDonald's Corp.	3.350%	4/1/23	29,241	29,785
¹	McDonald's Corp.	3.250%	6/10/24	7,830	8,069
¹	McDonald's Corp.	3.375%	5/26/25	20,069	20,799
¹	McDonald's Corp.	3.300%	7/1/25	20,264	20,908
¹	McDonald's Corp.	1.450%	9/1/25	9,795	9,560
¹	McDonald's Corp.	3.700%	1/30/26	35,894	37,720
	Mohawk Industries Inc.	3.850%	2/1/23	12,769	12,948
	NIKE Inc.	2.250%	5/1/23	9,835	9,918
	NIKE Inc.	2.400%	3/27/25	21,208	21,512
	NIKE Inc.	2.375%	11/1/26	18,800	19,029
	O'Reilly Automotive Inc.	3.850%	6/15/23	5,904	6,028
	O'Reilly Automotive Inc.	3.550%	3/15/26	12,154	12,641
	Owens Corning	4.200%	12/1/24	7,421	7,747
	Owens Corning	3.400%	8/15/26	10,766	11,080
	PulteGroup Inc.	5.500%	3/1/26	12,130	13,352
	PulteGroup Inc.	5.000%	1/15/27	2,790	3,043
	PVH Corp.	4.625%	7/10/25	12,027	12,704
	Ralph Lauren Corp.	3.750%	9/15/25	8,979	9,397
	Ross Stores Inc.	4.600%	4/15/25	16,850	17,950
	Ross Stores Inc.	0.875%	4/15/26	15,246	14,392
	Sands China Ltd.	5.125%	8/8/25	43,361	43,663
	Sands China Ltd.	3.800%	1/8/26	13,904	13,262
	Stanley Black & Decker Inc.	3.400%	3/1/26	17,957	18,672
¹	Stanley Black & Decker Inc.	4.000%	3/15/60	16,484	16,004
	Starbucks Corp.	3.100%	3/1/23	19,121	19,417
	Starbucks Corp.	3.850%	10/1/23	13,373	13,753
	Starbucks Corp.	3.800%	8/15/25	30,022	31,455
	Starbucks Corp.	2.450%	6/15/26	8,706	8,748
	Stellantis NV	5.250%	4/15/23	24,575	25,408
	TJX Cos. Inc.	2.500%	5/15/23	16,182	16,341
	TJX Cos. Inc.	2.250%	9/15/26	17,585	17,615
	Toll Brothers Finance Corp.	4.875%	11/15/25	8,475	8,987
	Toyota Motor Corp.	3.419%	7/20/23	13,808	14,162
	Toyota Motor Corp.	0.681%	3/25/24	35,379	34,504
	Toyota Motor Corp.	2.358%	7/2/24	7,590	7,645
	Toyota Motor Corp.	1.339%	3/25/26	24,048	23,215
¹	Toyota Motor Credit Corp.	2.625%	1/10/23	18,417	18,641
¹	Toyota Motor Credit Corp.	2.900%	3/30/23	27,906	28,354
¹	Toyota Motor Credit Corp.	0.400%	4/6/23	10,996	10,873
¹	Toyota Motor Credit Corp.	0.500%	8/14/23	25,902	25,521
¹	Toyota Motor Credit Corp.	1.350%	8/25/23	44,259	44,124
¹	Toyota Motor Credit Corp.	3.450%	9/20/23	13,117	13,481
¹	Toyota Motor Credit Corp.	2.250%	10/18/23	15,153	15,298
	Toyota Motor Credit Corp.	3.350%	1/8/24	11,186	11,503
¹	Toyota Motor Credit Corp.	0.450%	1/11/24	24,437	23,859
¹	Toyota Motor Credit Corp.	2.900%	4/17/24	14,906	15,209
¹	Toyota Motor Credit Corp.	0.500%	6/18/24	12,306	11,921
	Toyota Motor Credit Corp.	0.625%	9/13/24	17,159	16,573
¹	Toyota Motor Credit Corp.	2.000%	10/7/24	9,096	9,095

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Toyota Motor Credit Corp.	1.450%	1/13/25	13,735	13,525
¹	Toyota Motor Credit Corp.	1.800%	2/13/25	53,171	52,786
¹	Toyota Motor Credit Corp.	3.000%	4/1/25	28,019	28,704
¹	Toyota Motor Credit Corp.	3.400%	4/14/25	14,963	15,484
¹	Toyota Motor Credit Corp.	0.800%	10/16/25	11,616	11,045
¹	Toyota Motor Credit Corp.	0.800%	1/9/26	17,015	16,149
¹	Toyota Motor Credit Corp.	1.125%	6/18/26	24,013	22,992
¹	Toyota Motor Credit Corp.	3.200%	1/11/27	35,853	37,313
¹	Toyota Motor Credit Corp.	1.900%	1/13/27	8,930	8,773
	VF Corp.	2.400%	4/23/25	18,066	18,124
	Walgreens Boots Alliance Inc.	0.950%	11/17/23	1,350	1,331
	Whirlpool Corp.	4.000%	3/1/24	6,100	6,337
	Whirlpool Corp.	3.700%	5/1/25	5,437	5,668
¹	Yale University	0.873%	4/15/25	11,346	10,995
					3,168,855
Consumer Staples (4.9%)
	Altria Group Inc.	4.000%	1/31/24	14,605	15,123
	Altria Group Inc.	3.800%	2/14/24	10,547	10,860
	Altria Group Inc.	2.350%	5/6/25	17,210	17,179
	Altria Group Inc.	4.400%	2/14/26	32,483	34,508
	Altria Group Inc.	2.625%	9/16/26	3,025	3,021
¹	Anheuser-Busch Cos. LLC	3.650%	2/1/26	79,123	82,711
	Archer-Daniels-Midland Co.	2.500%	8/11/26	21,706	21,952
	BAT Capital Corp.	3.222%	8/15/24	51,948	52,743
	BAT Capital Corp.	2.789%	9/6/24	18,641	18,759
	BAT Capital Corp.	3.215%	9/6/26	22,641	22,664
	BAT International Finance plc	1.668%	3/25/26	37,193	35,385
	Brown-Forman Corp.	3.500%	4/15/25	3,651	3,796
	Bunge Ltd. Finance Corp.	4.350%	3/15/24	11,155	11,691
	Bunge Ltd. Finance Corp.	1.630%	8/17/25	12,676	12,305
	Bunge Ltd. Finance Corp.	3.250%	8/15/26	18,890	19,348
	Campbell Soup Co.	3.650%	3/15/23	4,680	4,767
	Campbell Soup Co.	3.950%	3/15/25	20,067	20,937
	Campbell Soup Co.	3.300%	3/19/25	10,676	10,920
	Clorox Co.	3.500%	12/15/24	10,625	11,023
	Coca-Cola Co.	1.750%	9/6/24	32,581	32,593
	Coca-Cola Consolidated Inc.	3.800%	11/25/25	7,662	8,045
¹	Colgate-Palmolive Co.	2.100%	5/1/23	7,307	7,357
¹	Colgate-Palmolive Co.	3.250%	3/15/24	9,731	10,032
	Conagra Brands Inc.	0.500%	8/11/23	10,530	10,329
	Conagra Brands Inc.	4.300%	5/1/24	23,926	24,837
	Conagra Brands Inc.	4.600%	11/1/25	28,264	30,085
	Constellation Brands Inc.	4.250%	5/1/23	26,061	26,798
	Constellation Brands Inc.	4.750%	11/15/24	7,140	7,591
	Constellation Brands Inc.	4.400%	11/15/25	11,637	12,336
	Constellation Brands Inc.	4.750%	12/1/25	9,361	10,126
	Constellation Brands Inc.	3.700%	12/6/26	10,150	10,612
	Costco Wholesale Corp.	2.750%	5/18/24	31,330	31,991
	Diageo Capital plc	2.625%	4/29/23	18,663	18,855
	Diageo Capital plc	3.500%	9/18/23	14,698	15,077
	Diageo Capital plc	2.125%	10/24/24	13,189	13,238
	Diageo Capital plc	1.375%	9/29/25	24,129	23,421
	Dollar General Corp.	3.250%	4/15/23	20,732	21,037
	Dollar General Corp.	4.150%	11/1/25	11,395	12,075
	Dollar Tree Inc.	4.000%	5/15/25	22,744	23,778

Table of Contents

Short-Term Corporate Bond Index Fund

	Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
Estee Lauder Cos. Inc.	2.000%	12/1/24	13,211	13,270
Flowers Foods Inc.	3.500%	10/1/26	6,599	6,880
Fomento Economico Mexicano SAB de CV	2.875%	5/10/23	3,180	3,218
General Mills Inc.	3.700%	10/17/23	22,617	23,271
General Mills Inc.	3.650%	2/15/24	12,257	12,625
General Mills Inc.	4.000%	4/17/25	15,776	16,510
General Mills Inc.	3.200%	2/10/27	16,819	17,312
Hershey Co.	2.625%	5/1/23	635	641
Hershey Co.	3.375%	5/15/23	10,470	10,697
Hershey Co.	2.050%	11/15/24	724	728
Hershey Co.	0.900%	6/1/25	8,520	8,201
Hershey Co.	3.200%	8/21/25	5,377	5,555
Hershey Co.	2.300%	8/15/26	15,805	15,925
Hormel Foods Corp.	0.650%	6/3/24	14,738	14,353
Ingredion Inc.	3.200%	10/1/26	11,224	11,527
J M Smucker Co.	3.500%	3/15/25	26,731	27,659
Kellogg Co.	2.650%	12/1/23	12,892	13,078
Kellogg Co.	3.250%	4/1/26	15,732	16,150
Keurig Dr Pepper Inc.	4.057%	5/25/23	13,084	13,422
Keurig Dr Pepper Inc.	3.130%	12/15/23	26,286	26,820
Keurig Dr Pepper Inc.	0.750%	3/15/24	10,000	9,745
Keurig Dr Pepper Inc.	4.417%	5/25/25	24,367	25,775
Keurig Dr Pepper Inc.	3.400%	11/15/25	10,543	10,869
Keurig Dr Pepper Inc.	2.550%	9/15/26	16,663	16,673
Kimberly-Clark Corp.	2.400%	6/1/23	5,877	5,943
Kimberly-Clark Corp.	3.050%	8/15/25	6,120	6,312
Kimberly-Clark Corp.	2.750%	2/15/26	11,789	12,064
Kroger Co.	3.850%	8/1/23	11,348	11,628
Kroger Co.	4.000%	2/1/24	14,101	14,591
Kroger Co.	3.500%	2/1/26	8,162	8,498
Kroger Co.	2.650%	10/15/26	16,190	16,341
McCormick & Co. Inc.	3.150%	8/15/24	21,836	22,365
McCormick & Co. Inc.	0.900%	2/15/26	11,246	10,604
Mead Johnson Nutrition Co.	4.125%	11/15/25	27,276	28,723
Molson Coors Beverage Co.	3.000%	7/15/26	52,739	53,684
Mondelez International Inc.	1.500%	5/4/25	23,792	23,174
PepsiCo Inc.	2.750%	3/1/23	23,611	23,956
PepsiCo Inc.	0.750%	5/1/23	28,090	27,891
PepsiCo Inc.	0.400%	10/7/23	12,848	12,621
PepsiCo Inc.	3.600%	3/1/24	6,909	7,141
PepsiCo Inc.	2.250%	3/19/25	49,767	50,272
PepsiCo Inc.	2.750%	4/30/25	22,187	22,658
PepsiCo Inc.	3.500%	7/17/25	16,308	17,039
PepsiCo Inc.	2.850%	2/24/26	24,409	25,162
PepsiCo Inc.	2.375%	10/6/26	15,306	15,522
Philip Morris International Inc.	2.625%	3/6/23	15,911	16,084
Philip Morris International Inc.	1.125%	5/1/23	22,369	22,300
Philip Morris International Inc.	2.125%	5/10/23	11,258	11,327
Philip Morris International Inc.	3.600%	11/15/23	10,042	10,360
Philip Morris International Inc.	2.875%	5/1/24	18,945	19,328
Philip Morris International Inc.	3.250%	11/10/24	11,561	11,936
Philip Morris International Inc.	1.500%	5/1/25	7,658	7,471
Philip Morris International Inc.	3.375%	8/11/25	16,215	16,733
Philip Morris International Inc.	2.750%	2/25/26	23,433	23,764
Philip Morris International Inc.	0.875%	5/1/26	16,720	15,724

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Procter & Gamble Co.	3.100%	8/15/23	34,505	35,324
	Procter & Gamble Co.	0.550%	10/29/25	22,135	21,051
	Procter & Gamble Co.	2.700%	2/2/26	8,773	9,038
	Procter & Gamble Co.	2.450%	11/3/26	27,607	28,107
	Procter & Gamble Co.	1.900%	2/1/27	10,000	9,980
	Reynolds American Inc.	4.850%	9/15/23	8,351	8,688
	Reynolds American Inc.	4.450%	6/12/25	66,430	69,551
	Sysco Corp.	3.750%	10/1/25	18,064	18,841
	Sysco Corp.	3.300%	7/15/26	21,668	22,321
	Target Corp.	3.500%	7/1/24	15,785	16,431
	Target Corp.	2.250%	4/15/25	36,160	36,404
	Target Corp.	2.500%	4/15/26	23,480	24,020
	Target Corp.	1.950%	1/15/27	32,700	32,419
	Tyson Foods Inc.	3.900%	9/28/23	3,948	4,060
	Tyson Foods Inc.	3.950%	8/15/24	17,831	18,520
	Tyson Foods Inc.	4.000%	3/1/26	22,317	23,359
	Unilever Capital Corp.	3.125%	3/22/23	9,744	9,909
	Unilever Capital Corp.	0.375%	9/14/23	16,605	16,289
	Unilever Capital Corp.	3.250%	3/7/24	15,499	15,871
	Unilever Capital Corp.	2.600%	5/5/24	16,986	17,190
	Unilever Capital Corp.	0.626%	8/12/24	5,070	4,902
	Unilever Capital Corp.	3.375%	3/22/25	7,786	8,047
	Unilever Capital Corp.	3.100%	7/30/25	9,019	9,281
	Unilever Capital Corp.	2.000%	7/28/26	20,790	20,596
	Walgreens Boots Alliance Inc.	3.800%	11/18/24	21,425	22,205
	Walgreens Boots Alliance Inc.	3.450%	6/1/26	32,665	34,033
	Walmart Inc.	2.550%	4/11/23	30,636	30,991
	Walmart Inc.	3.400%	6/26/23	58,389	59,870
	Walmart Inc.	3.300%	4/22/24	35,894	37,038
	Walmart Inc.	2.850%	7/8/24	29,149	29,857
	Walmart Inc.	2.650%	12/15/24	14,838	15,186
	Walmart Inc.	3.550%	6/26/25	29,082	30,588
	Walmart Inc.	3.050%	7/8/26	24,071	25,082
	Walmart Inc.	1.050%	9/17/26	10,840	10,413
					2,427,487
Energy (6.5%)
	Baker Hughes Holdings LLC	1.231%	12/15/23	7,828	7,745
	Baker Hughes Holdings LLC	2.061%	12/15/26	9,780	9,551
	Boardwalk Pipelines LP	4.950%	12/15/24	10,476	11,067
	Boardwalk Pipelines LP	5.950%	6/1/26	14,981	16,678
¹	BP Capital Markets America Inc.	2.750%	5/10/23	42,959	43,476
	BP Capital Markets America Inc.	3.790%	2/6/24	20,619	21,280
	BP Capital Markets America Inc.	3.194%	4/6/25	24,017	24,606
	BP Capital Markets America Inc.	3.796%	9/21/25	16,806	17,621
	BP Capital Markets America Inc.	3.410%	2/11/26	21,830	22,614
¹	BP Capital Markets America Inc.	3.119%	5/4/26	15,782	16,214
¹	BP Capital Markets America Inc.	3.017%	1/16/27	26,575	27,007
	BP Capital Markets plc	2.750%	5/10/23	2,701	2,734
	BP Capital Markets plc	3.994%	9/26/23	19,842	20,483
	BP Capital Markets plc	3.814%	2/10/24	45,064	46,613
	BP Capital Markets plc	3.535%	11/4/24	13,913	14,400
	BP Capital Markets plc	3.506%	3/17/25	18,887	19,578
	Canadian Natural Resources Ltd.	3.800%	4/15/24	15,133	15,561
	Canadian Natural Resources Ltd.	3.900%	2/1/25	13,505	14,041
	Canadian Natural Resources Ltd.	2.050%	7/15/25	12,599	12,410

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Cenovus Energy Inc.	5.375%	7/15/25	22,065	23,900
	Cheniere Corpus Christi Holdings LLC	7.000%	6/30/24	20,269	21,945
	Cheniere Corpus Christi Holdings LLC	5.875%	3/31/25	51,558	55,692
	Chevron Corp.	1.141%	5/11/23	38,510	38,369
	Chevron Corp.	2.566%	5/16/23	11,484	11,625
	Chevron Corp.	3.191%	6/24/23	36,898	37,610
	Chevron Corp.	2.895%	3/3/24	23,995	24,509
	Chevron Corp.	1.554%	5/11/25	53,813	53,029
	Chevron Corp.	3.326%	11/17/25	13,841	14,392
	Chevron Corp.	2.954%	5/16/26	48,476	50,093
	Chevron USA Inc.	0.426%	8/11/23	10,777	10,617
	Chevron USA Inc.	3.900%	11/15/24	14,535	15,242
	Chevron USA Inc.	0.687%	8/12/25	20,139	19,236
	Columbia Pipeline Group Inc.	4.500%	6/1/25	22,573	23,960
³	ConocoPhillips Co.	2.125%	3/8/24	10,000	10,004
	ConocoPhillips Co.	3.350%	11/15/24	6,969	7,185
³	ConocoPhillips Co.	2.400%	3/7/25	10,000	10,013
	ConocoPhillips Co.	4.950%	3/15/26	36,574	40,074
	Continental Resources Inc.	3.800%	6/1/24	20,620	21,061
²	Coterra Energy Inc.	4.375%	6/1/24	15,894	16,510
	Devon Energy Corp.	5.250%	9/15/24	13,989	14,896
	Devon Energy Corp.	5.850%	12/15/25	10,711	11,947
	Diamondback Energy Inc.	2.875%	12/1/24	14,206	14,378
	Diamondback Energy Inc.	4.750%	5/31/25	17,231	18,412
	Diamondback Energy Inc.	3.250%	12/1/26	19,395	19,822
²	Eastern Gas Transmission & Storage Inc.	3.600%	12/15/24	3,906	4,029
	Enbridge Energy Partners LP	5.875%	10/15/25	7,982	8,835
	Enbridge Inc.	4.000%	10/1/23	24,251	24,922
	Enbridge Inc.	0.550%	10/4/23	5,008	4,905
	Enbridge Inc.	2.150%	2/16/24	3,900	3,908
	Enbridge Inc.	3.500%	6/10/24	11,878	12,172
	Enbridge Inc.	2.500%	1/15/25	21,253	21,293
	Enbridge Inc.	2.500%	2/14/25	5,835	5,856
	Enbridge Inc.	1.600%	10/4/26	5,403	5,160
	Enbridge Inc.	4.250%	12/1/26	22,483	23,971
¹	Energy Transfer LP	4.250%	3/15/23	21,105	21,516
¹	Energy Transfer LP	4.200%	9/15/23	17,309	17,815
	Energy Transfer LP	4.500%	11/1/23	17,273	17,805
¹	Energy Transfer LP	5.875%	1/15/24	30,094	31,781
	Energy Transfer LP	4.900%	2/1/24	5,148	5,357
	Energy Transfer LP	4.250%	4/1/24	16,080	16,619
	Energy Transfer LP	4.500%	4/15/24	14,533	15,137
	Energy Transfer LP	3.900%	5/15/24	11,278	11,583
	Energy Transfer LP	4.050%	3/15/25	14,659	15,181
	Energy Transfer LP	2.900%	5/15/25	23,828	23,965
	Energy Transfer LP	5.950%	12/1/25	11,403	12,530
	Energy Transfer LP	4.750%	1/15/26	21,844	23,205
	Energy Transfer LP	3.900%	7/15/26	13,805	14,271
	Enterprise Products Operating LLC	3.350%	3/15/23	25,933	26,284
	Enterprise Products Operating LLC	3.900%	2/15/24	10,742	11,108
	Enterprise Products Operating LLC	3.750%	2/15/25	30,384	31,606
	Enterprise Products Operating LLC	3.700%	2/15/26	20,443	21,334
	Enterprise Products Operating LLC	3.950%	2/15/27	13,010	13,736
	EOG Resources Inc.	2.625%	3/15/23	17,067	17,204
	EOG Resources Inc.	3.150%	4/1/25	9,667	9,931

Table of Contents

Short-Term Corporate Bond Index Fund

	Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
EOG Resources Inc.	4.150%	1/15/26	21,418	22,901
Exxon Mobil Corp.	2.726%	3/1/23	36,343	36,774
Exxon Mobil Corp.	1.571%	4/15/23	60,468	60,615
Exxon Mobil Corp.	3.176%	3/15/24	11,623	11,944
Exxon Mobil Corp.	2.019%	8/16/24	24,786	24,909
Exxon Mobil Corp.	2.709%	3/6/25	27,775	28,290
Exxon Mobil Corp.	2.992%	3/19/25	82,467	84,711
Exxon Mobil Corp.	3.043%	3/1/26	52,978	54,834
Exxon Mobil Corp.	2.275%	8/16/26	28,997	29,142
Halliburton Co.	3.500%	8/1/23	15,402	15,714
Halliburton Co.	3.800%	11/15/25	7,518	7,875
Hess Corp.	3.500%	7/15/24	6,346	6,499
HollyFrontier Corp.	2.625%	10/1/23	5,247	5,277
HollyFrontier Corp.	5.875%	4/1/26	24,997	27,148
Kinder Morgan Energy Partners LP	3.500%	9/1/23	18,124	18,476
Kinder Morgan Energy Partners LP	4.150%	2/1/24	12,327	12,723
Kinder Morgan Energy Partners LP	4.300%	5/1/24	15,761	16,352
Kinder Morgan Energy Partners LP	4.250%	9/1/24	7,662	7,972
Kinder Morgan Inc.	4.300%	6/1/25	33,375	34,988
Kinder Morgan Inc.	1.750%	11/15/26	10,538	10,097
Magellan Midstream Partners LP	5.000%	3/1/26	13,802	15,008
Marathon Petroleum Corp.	3.625%	9/15/24	6,134	6,304
Marathon Petroleum Corp.	4.700%	5/1/25	38,838	41,276
Marathon Petroleum Corp.	5.125%	12/15/26	23,207	25,537
MPLX LP	3.375%	3/15/23	15,200	15,437
MPLX LP	4.500%	7/15/23	17,765	18,257
MPLX LP	4.875%	12/1/24	27,232	28,857
MPLX LP	4.000%	2/15/25	11,100	11,544
MPLX LP	4.875%	6/1/25	27,789	29,594
MPLX LP	1.750%	3/1/26	34,771	33,417
ONEOK Inc.	7.500%	9/1/23	7,200	7,686
ONEOK Inc.	2.750%	9/1/24	7,679	7,720
ONEOK Inc.	2.200%	9/15/25	9,373	9,250
ONEOK Inc.	5.850%	1/15/26	12,937	14,401
ONEOK Partners LP	5.000%	9/15/23	9,092	9,426
ONEOK Partners LP	4.900%	3/15/25	16,218	17,195
Ovintiv Exploration Inc.	5.625%	7/1/24	20,290	21,704
Ovintiv Exploration Inc.	5.375%	1/1/26	15,055	16,274
Phillips 66	3.700%	4/6/23	8,234	8,415
Phillips 66	0.900%	2/15/24	7,474	7,346
Phillips 66	3.850%	4/9/25	25,187	26,211
Phillips 66	1.300%	2/15/26	14,376	13,718
Phillips 66 Partners LP	2.450%	12/15/24	7,451	7,486
Phillips 66 Partners LP	3.605%	2/15/25	10,972	11,316
Phillips 66 Partners LP	3.550%	10/1/26	10,212	10,520
Pioneer Natural Resources Co.	0.550%	5/15/23	8,931	8,817
Pioneer Natural Resources Co.	1.125%	1/15/26	15,533	14,781
Plains All American Pipeline LP	3.850%	10/15/23	16,035	16,405
Plains All American Pipeline LP	3.600%	11/1/24	10,228	10,472
Plains All American Pipeline LP	4.650%	10/15/25	30,548	32,375
Plains All American Pipeline LP	4.500%	12/15/26	18,096	19,296
Sabine Pass Liquefaction LLC	5.625%	4/15/23	28,435	29,372
Sabine Pass Liquefaction LLC	5.750%	5/15/24	48,965	52,099
Sabine Pass Liquefaction LLC	5.625%	3/1/25	54,382	58,713
Sabine Pass Liquefaction LLC	5.875%	6/30/26	17,706	19,685

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Schlumberger Finance Canada Ltd.	1.400%	9/17/25	10,855	10,539
	Schlumberger Investment SA	3.650%	12/1/23	34,369	35,305
	Shell International Finance BV	0.375%	9/15/23	20,341	19,990
	Shell International Finance BV	3.500%	11/13/23	20,595	21,217
	Shell International Finance BV	2.000%	11/7/24	26,446	26,529
	Shell International Finance BV	3.250%	5/11/25	63,558	65,896
	Shell International Finance BV	2.875%	5/10/26	37,761	38,926
	Shell International Finance BV	2.500%	9/12/26	23,193	23,464
	Spectra Energy Partners LP	4.750%	3/15/24	25,994	27,188
	Spectra Energy Partners LP	3.500%	3/15/25	6,708	6,894
	Spectra Energy Partners LP	3.375%	10/15/26	17,864	18,391
	Suncor Energy Inc.	2.800%	5/15/23	15,781	15,957
	Suncor Energy Inc.	3.100%	5/15/25	14,770	15,077
	Targa Resources Partners LP	5.875%	4/15/26	10,500	10,832
	TC PipeLines LP	4.375%	3/13/25	6,897	7,249
	TotalEnergies Capital Canada Ltd.	2.750%	7/15/23	28,847	29,254
	TotalEnergies Capital International SA	3.700%	1/15/24	26,258	27,170
	TotalEnergies Capital International SA	3.750%	4/10/24	13,581	13,964
	TotalEnergies Capital International SA	2.434%	1/10/25	23,462	23,657
	TransCanada PipeLines Ltd.	3.750%	10/16/23	13,240	13,583
	TransCanada PipeLines Ltd.	1.000%	10/12/24	22,500	21,803
	TransCanada PipeLines Ltd.	4.875%	1/15/26	19,095	20,661
	Transcontinental Gas Pipe Line Co. LLC	7.850%	2/1/26	22,606	26,724
	Valero Energy Corp.	3.650%	3/15/25	50	52
	Valero Energy Corp.	2.850%	4/15/25	6,145	6,214
	Williams Cos. Inc.	4.500%	11/15/23	11,775	12,209
	Williams Cos. Inc.	4.300%	3/4/24	24,049	24,935
	Williams Cos. Inc.	4.550%	6/24/24	22,925	24,035
	Williams Cos. Inc.	3.900%	1/15/25	9,106	9,453
	Williams Cos. Inc.	4.000%	9/15/25	21,236	22,155
					3,233,697
Financials (42.4%)
	AerCap Ireland Capital DAC	4.125%	7/3/23	21,900	22,389
	AerCap Ireland Capital DAC	4.500%	9/15/23	33,679	34,743
	AerCap Ireland Capital DAC	1.150%	10/29/23	29,450	28,787
	AerCap Ireland Capital DAC	4.875%	1/16/24	27,692	28,800
	AerCap Ireland Capital DAC	3.150%	2/15/24	18,863	19,055
	AerCap Ireland Capital DAC	2.875%	8/14/24	18,625	18,682
	AerCap Ireland Capital DAC	1.650%	10/29/24	70,100	68,055
¹	AerCap Ireland Capital DAC	1.750%	10/29/24	22,380	21,745
	AerCap Ireland Capital DAC	3.500%	1/15/25	17,727	18,010
	AerCap Ireland Capital DAC	6.500%	7/15/25	36,256	39,967
	AerCap Ireland Capital DAC	4.450%	10/1/25	16,470	17,142
	AerCap Ireland Capital DAC	1.750%	1/30/26	12,740	12,086
	AerCap Ireland Capital DAC	2.450%	10/29/26	101,080	97,408
	Affiliated Managers Group Inc.	4.250%	2/15/24	5,726	5,966
	Affiliated Managers Group Inc.	3.500%	8/1/25	14,577	15,089
	Aflac Inc.	3.625%	11/15/24	29,173	30,447
	Aflac Inc.	3.250%	3/17/25	11,754	12,160
	Aflac Inc.	1.125%	3/15/26	16,956	16,201
	Air Lease Corp.	3.875%	7/3/23	15,060	15,371
	Air Lease Corp.	3.000%	9/15/23	13,495	13,641
¹	Air Lease Corp.	4.250%	2/1/24	24,591	25,402
¹	Air Lease Corp.	0.700%	2/15/24	14,612	14,127
	Air Lease Corp.	0.800%	8/18/24	17,848	17,136

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Air Lease Corp.	4.250%	9/15/24	13,193	13,666
¹	Air Lease Corp.	2.300%	2/1/25	18,271	18,069
	Air Lease Corp.	3.250%	3/1/25	12,825	12,942
	Air Lease Corp.	3.375%	7/1/25	19,317	19,544
¹	Air Lease Corp.	2.875%	1/15/26	29,311	29,237
¹	Air Lease Corp.	3.750%	6/1/26	13,917	14,295
	Air Lease Corp.	1.875%	8/15/26	28,693	27,279
	Air Lease Corp.	2.200%	1/15/27	21,551	20,685
	Aircastle Ltd.	5.000%	4/1/23	10,837	11,155
	Aircastle Ltd.	4.400%	9/25/23	15,050	15,428
	Aircastle Ltd.	4.125%	5/1/24	10,788	11,040
	Aircastle Ltd.	4.250%	6/15/26	15,586	16,043
	Allied World Assurance Co. Holdings Ltd.	4.350%	10/29/25	9,739	10,195
	Allstate Corp.	3.150%	6/15/23	8,031	8,178
	Allstate Corp.	0.750%	12/15/25	9,042	8,507
	Allstate Corp.	3.280%	12/15/26	6,162	6,423
¹	Allstate Corp.	5.750%	8/15/53	15,647	15,739
	Ally Financial Inc.	3.050%	6/5/23	4,118	4,166
	Ally Financial Inc.	1.450%	10/2/23	32,304	31,919
	Ally Financial Inc.	3.875%	5/21/24	12,397	12,791
	Ally Financial Inc.	5.125%	9/30/24	30,167	32,000
	Ally Financial Inc.	4.625%	3/30/25	21,298	22,426
	Ally Financial Inc.	5.800%	5/1/25	17,269	18,695
	American Express Co.	3.700%	8/3/23	30,074	30,881
	American Express Co.	0.750%	11/3/23	17,930	17,655
	American Express Co.	3.400%	2/22/24	32,064	32,965
	American Express Co.	2.500%	7/30/24	28,195	28,531
	American Express Co.	3.000%	10/30/24	35,253	36,053
	American Express Co.	3.625%	12/5/24	11,254	11,650
	American Express Co.	4.200%	11/6/25	12,896	13,719
	American Express Co.	3.125%	5/20/26	25,235	25,922
	American Express Co.	1.650%	11/4/26	24,050	23,279
	American Financial Group Inc.	3.500%	8/15/26	5,549	5,784
	American International Group Inc.	4.125%	2/15/24	28,451	29,642
	American International Group Inc.	2.500%	6/30/25	40,700	40,884
	American International Group Inc.	3.750%	7/10/25	19,695	20,501
	American International Group Inc.	3.900%	4/1/26	30,323	31,876
	Ameriprise Financial Inc.	4.000%	10/15/23	20,230	20,908
	Ameriprise Financial Inc.	3.700%	10/15/24	11,653	12,139
	Ameriprise Financial Inc.	3.000%	4/2/25	17,286	17,597
	Ameriprise Financial Inc.	2.875%	9/15/26	3,864	3,957
¹	Aon Corp.	8.205%	1/1/27	10,581	12,696
	Aon plc	4.000%	11/27/23	6,287	6,487
	Aon plc	3.500%	6/14/24	9,429	9,679
	Aon plc	3.875%	12/15/25	24,432	25,515
	Arch Capital Finance LLC	4.011%	12/15/26	11,409	12,145
	Ares Capital Corp.	4.200%	6/10/24	14,382	14,829
	Ares Capital Corp.	4.250%	3/1/25	20,040	20,496
	Ares Capital Corp.	3.250%	7/15/25	21,477	21,373
	Ares Capital Corp.	3.875%	1/15/26	29,230	29,612
	Ares Capital Corp.	2.150%	7/15/26	23,478	22,166
	Aspen Insurance Holdings Ltd.	4.650%	11/15/23	4,904	5,094
	Assurant Inc.	4.200%	9/27/23	7,190	7,429
	Assured Guaranty US Holdings Inc.	5.000%	7/1/24	7,084	7,504
¹	Australia & New Zealand Banking Group Ltd.	3.700%	11/16/25	15,707	16,574

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Bain Capital Specialty Finance Inc.	2.950%	3/10/26	6,120	5,920
	Bain Capital Specialty Finance Inc.	2.550%	10/13/26	6,847	6,414
	Banco Bilbao Vizcaya Argentaria SA	0.875%	9/18/23	26,950	26,555
	Banco Bilbao Vizcaya Argentaria SA	1.125%	9/18/25	18,702	17,772
	Banco Santander SA	3.848%	4/12/23	30,131	30,785
	Banco Santander SA	2.706%	6/27/24	37,335	37,675
	Banco Santander SA	0.701%	6/30/24	15,075	14,811
	Banco Santander SA	2.746%	5/28/25	43,333	43,374
	Banco Santander SA	5.179%	11/19/25	33,948	36,259
	Banco Santander SA	1.849%	3/25/26	25,477	24,484
	Banco Santander SA	1.722%	9/14/27	22,400	21,121
	Bank of America Corp.	4.100%	7/24/23	35,317	36,501
¹	Bank of America Corp.	4.125%	1/22/24	63,792	66,322
¹	Bank of America Corp.	3.550%	3/5/24	77,454	78,690
¹	Bank of America Corp.	4.000%	4/1/24	26,847	27,850
¹	Bank of America Corp.	1.486%	5/19/24	22,308	22,172
¹	Bank of America Corp.	0.523%	6/14/24	13,306	13,065
¹	Bank of America Corp.	3.864%	7/23/24	56,186	57,510
¹	Bank of America Corp.	4.200%	8/26/24	54,249	56,485
¹	Bank of America Corp.	0.810%	10/24/24	50,423	49,247
¹	Bank of America Corp.	4.000%	1/22/25	62,288	64,688
	Bank of America Corp.	1.843%	2/4/25	10,000	9,902
¹	Bank of America Corp.	3.458%	3/15/25	69,145	70,507
¹	Bank of America Corp.	3.950%	4/21/25	62,221	64,501
	Bank of America Corp.	0.976%	4/22/25	57,916	56,228
¹	Bank of America Corp.	3.875%	8/1/25	18,449	19,335
¹	Bank of America Corp.	0.981%	9/25/25	51,389	49,450
¹	Bank of America Corp.	3.093%	10/1/25	59,222	60,056
¹	Bank of America Corp.	2.456%	10/22/25	48,639	48,527
¹	Bank of America Corp.	1.530%	12/6/25	21,605	20,992
¹	Bank of America Corp.	3.366%	1/23/26	52,221	53,247
¹	Bank of America Corp.	2.015%	2/13/26	43,079	42,367
¹	Bank of America Corp.	4.450%	3/3/26	53,205	56,568
¹	Bank of America Corp.	3.500%	4/19/26	86,762	89,977
¹	Bank of America Corp.	1.319%	6/19/26	76,611	73,246
	Bank of America Corp.	6.220%	9/15/26	7,488	8,556
¹	Bank of America Corp.	4.250%	10/22/26	46,730	49,580
¹	Bank of America Corp.	1.197%	10/24/26	69,394	65,644
¹	Bank of America Corp.	1.658%	3/11/27	68,740	65,758
¹	Bank of America Corp.	3.559%	4/23/27	36,246	37,213
	Bank of America Corp.	1.734%	7/22/27	115,821	110,640
¹	Bank of America Corp.	4.183%	11/25/27	52,447	55,110
¹	Bank of America Corp.	3.824%	1/20/28	50,199	52,323
	Bank of America Corp.	2.551%	2/4/28	10,000	9,842
¹	Bank of Montreal	2.050%	11/1/22	14,147	14,238
¹	Bank of Montreal	2.550%	11/6/22	14,992	15,123
¹	Bank of Montreal	0.400%	9/15/23	33,619	32,918
	Bank of Montreal	0.450%	12/8/23	24,600	23,999
¹	Bank of Montreal	3.300%	2/5/24	52,507	53,804
¹	Bank of Montreal	2.500%	6/28/24	14,778	14,914
¹	Bank of Montreal	1.500%	1/10/25	21,350	20,903
¹	Bank of Montreal	1.850%	5/1/25	41,106	40,629
¹	Bank of Montreal	1.250%	9/15/26	20,112	19,073
¹	Bank of Montreal	0.949%	1/22/27	22,394	21,135
¹	Bank of Montreal	4.338%	10/5/28	5,985	6,166

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Bank of New York Mellon Corp.	1.850%	1/27/23	15,611	15,720
¹	Bank of New York Mellon Corp.	2.950%	1/29/23	17,944	18,170
¹	Bank of New York Mellon Corp.	3.500%	4/28/23	18,657	19,075
¹	Bank of New York Mellon Corp.	3.450%	8/11/23	21,572	22,136
¹	Bank of New York Mellon Corp.	2.200%	8/16/23	31,036	31,280
¹	Bank of New York Mellon Corp.	0.350%	12/7/23	26,520	25,951
¹	Bank of New York Mellon Corp.	3.650%	2/4/24	16,548	17,081
¹	Bank of New York Mellon Corp.	0.500%	4/26/24	11,699	11,381
	Bank of New York Mellon Corp.	3.400%	5/15/24	11,351	11,715
¹	Bank of New York Mellon Corp.	3.250%	9/11/24	9,884	10,182
¹	Bank of New York Mellon Corp.	2.100%	10/24/24	18,425	18,493
¹	Bank of New York Mellon Corp.	3.000%	2/24/25	17,769	18,237
¹	Bank of New York Mellon Corp.	1.600%	4/24/25	26,324	25,916
¹	Bank of New York Mellon Corp.	3.950%	11/18/25	10,418	11,052
¹	Bank of New York Mellon Corp.	0.750%	1/28/26	5,811	5,512
¹	Bank of New York Mellon Corp.	2.800%	5/4/26	22,417	22,919
¹	Bank of New York Mellon Corp.	2.450%	8/17/26	16,820	17,025
¹	Bank of New York Mellon Corp.	1.050%	10/15/26	205	195
	Bank of New York Mellon Corp.	2.050%	1/26/27	5,590	5,528
¹	Bank of New York Mellon Corp.	3.442%	2/7/28	34,155	35,702
	Bank of Nova Scotia	2.000%	11/15/22	35,801	36,041
	Bank of Nova Scotia	1.625%	5/1/23	31,432	31,436
	Bank of Nova Scotia	0.400%	9/15/23	40,090	39,301
	Bank of Nova Scotia	0.550%	9/15/23	17,877	17,528
	Bank of Nova Scotia	3.400%	2/11/24	21,959	22,533
	Bank of Nova Scotia	0.700%	4/15/24	9,869	9,575
	Bank of Nova Scotia	0.650%	7/31/24	17,791	17,162
	Bank of Nova Scotia	1.450%	1/10/25	12,869	12,593
	Bank of Nova Scotia	2.200%	2/3/25	22,484	22,411
	Bank of Nova Scotia	1.300%	6/11/25	36,308	35,038
	Bank of Nova Scotia	4.500%	12/16/25	15,589	16,570
	Bank of Nova Scotia	1.050%	3/2/26	19,002	17,998
	Bank of Nova Scotia	1.350%	6/24/26	23,135	22,079
	Bank of Nova Scotia	2.700%	8/3/26	29,991	30,284
	Bank of Nova Scotia	1.300%	9/15/26	21,400	20,347
¹	Bank of Nova Scotia	4.650%	4/12/70	3,800	3,631
	BankUnited Inc.	4.875%	11/17/25	7,821	8,380
¹	Barclays Bank plc	3.750%	5/15/24	6,793	7,035
¹	Barclays plc	4.338%	5/16/24	48,522	49,869
	Barclays plc	4.375%	9/11/24	22,099	22,913
	Barclays plc	1.007%	12/10/24	25,026	24,406
	Barclays plc	3.650%	3/16/25	50,994	52,339
¹	Barclays plc	3.932%	5/7/25	49,588	50,941
	Barclays plc	4.375%	1/12/26	65,716	69,387
¹	Barclays plc	2.852%	5/7/26	61,280	61,205
	Barclays plc	5.200%	5/12/26	18,361	19,781
	Barclays plc	2.279%	11/24/27	24,204	23,345
	Berkshire Hathaway Inc.	2.750%	3/15/23	49,671	50,290
	Berkshire Hathaway Inc.	3.125%	3/15/26	58,802	61,059
	BGC Partners Inc.	5.375%	7/24/23	9,885	10,245
	BGC Partners Inc.	3.750%	10/1/24	6,982	7,113
	BlackRock Inc.	3.500%	3/18/24	20,581	21,312
²	Blackstone Private Credit Fund	2.350%	11/22/24	21,455	20,769
²	Blackstone Private Credit Fund	2.700%	1/15/25	9,560	9,309
²	Blackstone Private Credit Fund	2.625%	12/15/26	28,501	26,471

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Blackstone Secured Lending Fund	3.650%	7/14/23	5,587	5,672
	Blackstone Secured Lending Fund	3.625%	1/15/26	16,744	16,744
	Blackstone Secured Lending Fund	2.750%	9/16/26	20,433	19,608
²	Blackstone Secured Lending Fund	2.125%	2/15/27	17,652	16,367
¹	BNP Paribas SA	3.250%	3/3/23	12,742	12,944
¹	BNP Paribas SA	4.250%	10/15/24	23,209	24,233
²	BNP Paribas SA	2.819%	11/19/25	1,800	1,801
	BPCE SA	4.000%	4/15/24	34,588	35,842
¹	BPCE SA	3.375%	12/2/26	11,021	11,360
	Brookfield Asset Management Inc.	4.000%	1/15/25	11,020	11,447
	Brookfield Finance Inc.	4.000%	4/1/24	17,295	17,885
	Brookfield Finance Inc.	4.250%	6/2/26	9,922	10,585
	Brown & Brown Inc.	4.200%	9/15/24	8,089	8,427
	Business Development Corp. of America	3.250%	3/30/26	7,763	7,441
¹	Cadence Bank	4.125%	11/20/29	1,275	1,294
	Canadian Imperial Bank of Commerce	0.450%	6/22/23	18,014	17,712
	Canadian Imperial Bank of Commerce	0.950%	6/23/23	28,536	28,238
¹	Canadian Imperial Bank of Commerce	3.500%	9/13/23	32,378	33,280
	Canadian Imperial Bank of Commerce	0.500%	12/14/23	22,161	21,590
	Canadian Imperial Bank of Commerce	3.100%	4/2/24	16,377	16,703
	Canadian Imperial Bank of Commerce	1.000%	10/18/24	12,662	12,266
	Canadian Imperial Bank of Commerce	2.250%	1/28/25	16,852	16,831
	Canadian Imperial Bank of Commerce	0.950%	10/23/25	8,904	8,465
	Canadian Imperial Bank of Commerce	1.250%	6/22/26	23,709	22,440
¹	Capital One Bank USA NA	2.280%	1/28/26	1,730	1,720
	Capital One Financial Corp.	2.600%	5/11/23	41,383	41,777
	Capital One Financial Corp.	3.500%	6/15/23	36,955	37,747
	Capital One Financial Corp.	3.900%	1/29/24	27,391	28,250
	Capital One Financial Corp.	3.750%	4/24/24	17,752	18,327
	Capital One Financial Corp.	3.300%	10/30/24	24,248	24,831
	Capital One Financial Corp.	1.343%	12/6/24	16,605	16,368
	Capital One Financial Corp.	3.200%	2/5/25	37,911	38,727
	Capital One Financial Corp.	4.250%	4/30/25	9,353	9,839
	Capital One Financial Corp.	4.200%	10/29/25	31,120	32,682
	Capital One Financial Corp.	3.750%	7/28/26	33,060	34,347
	Capital One Financial Corp.	1.878%	11/2/27	25,037	24,003
	Cboe Global Markets Inc.	3.650%	1/12/27	9,193	9,652
	Charles Schwab Corp.	3.225%	9/1/22	1,500	1,514
	Charles Schwab Corp.	3.550%	2/1/24	13,994	14,433
	Charles Schwab Corp.	0.750%	3/18/24	37,034	36,260
	Charles Schwab Corp.	3.750%	4/1/24	11,900	12,320
	Charles Schwab Corp.	3.000%	3/10/25	13,667	13,997
	Charles Schwab Corp.	4.200%	3/24/25	8,600	9,125
	Charles Schwab Corp.	3.625%	4/1/25	11,573	12,037
	Charles Schwab Corp.	3.850%	5/21/25	20,359	21,389
	Charles Schwab Corp.	3.450%	2/13/26	9,638	10,066
	Charles Schwab Corp.	0.900%	3/11/26	10,254	9,720
	Charles Schwab Corp.	1.150%	5/13/26	30,095	28,888
	Chubb INA Holdings Inc.	2.700%	3/13/23	17,035	17,229
	Chubb INA Holdings Inc.	3.350%	5/15/24	19,452	20,056
	Chubb INA Holdings Inc.	3.150%	3/15/25	21,506	22,254
	Chubb INA Holdings Inc.	3.350%	5/3/26	35,800	37,215
¹	Citibank NA	3.650%	1/23/24	45,170	46,685
	Citigroup Inc.	3.375%	3/1/23	6,976	7,100
	Citigroup Inc.	3.500%	5/15/23	31,639	32,364

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Citigroup Inc.	3.875%	10/25/23	26,092	26,931
¹	Citigroup Inc.	1.678%	5/15/24	25,280	25,248
¹	Citigroup Inc.	4.044%	6/1/24	37,567	38,533
	Citigroup Inc.	3.750%	6/16/24	20,533	21,252
	Citigroup Inc.	4.000%	8/5/24	11,663	12,054
	Citigroup Inc.	0.776%	10/30/24	51,246	50,116
	Citigroup Inc.	3.875%	3/26/25	35,107	36,296
¹	Citigroup Inc.	3.352%	4/24/25	75,281	76,843
	Citigroup Inc.	3.300%	4/27/25	29,576	30,288
	Citigroup Inc.	0.981%	5/1/25	13,080	12,713
	Citigroup Inc.	4.400%	6/10/25	55,694	58,449
	Citigroup Inc.	5.500%	9/13/25	34,453	37,586
	Citigroup Inc.	1.281%	11/3/25	22,225	21,532
	Citigroup Inc.	3.700%	1/12/26	47,451	49,568
	Citigroup Inc.	2.014%	1/25/26	46,209	45,534
	Citigroup Inc.	4.600%	3/9/26	39,615	42,272
¹	Citigroup Inc.	3.106%	4/8/26	88,660	89,850
	Citigroup Inc.	3.400%	5/1/26	47,691	49,163
	Citigroup Inc.	3.200%	10/21/26	85,973	87,674
	Citigroup Inc.	4.300%	11/20/26	20,320	21,636
	Citigroup Inc.	1.122%	1/28/27	53,956	50,831
	Citigroup Inc.	1.462%	6/9/27	20,580	19,493
¹	Citigroup Inc.	3.887%	1/10/28	40,214	41,987
¹	Citigroup Inc.	3.070%	2/24/28	45,000	45,396
¹	Citizens Bank NA	3.700%	3/29/23	14,526	14,809
¹	Citizens Bank NA	2.250%	4/28/25	12,836	12,796
¹	Citizens Bank NA	3.750%	2/18/26	17,434	18,327
	Citizens Financial Group Inc.	4.300%	12/3/25	3,738	3,939
	Citizens Financial Group Inc.	2.850%	7/27/26	16,185	16,348
	Citizens Financial Group Inc.	4.300%	2/11/31	3,691	3,758
	CME Group Inc.	3.000%	3/15/25	16,979	17,433
	CNA Financial Corp.	3.950%	5/15/24	12,761	13,168
	CNA Financial Corp.	4.500%	3/1/26	10,057	10,805
	CNO Financial Group Inc.	5.250%	5/30/25	14,275	15,292
¹	Comerica Bank	2.500%	7/23/24	12,659	12,785
¹	Comerica Bank	4.000%	7/27/25	5,367	5,642
	Comerica Inc.	3.700%	7/31/23	16,565	16,947
	Cooperatieve Rabobank UA	0.375%	1/12/24	21,920	21,370
	Cooperatieve Rabobank UA	1.375%	1/10/25	22,960	22,565
¹	Cooperatieve Rabobank UA	3.375%	5/21/25	32,995	34,219
	Cooperatieve Rabobank UA	4.375%	8/4/25	27,339	28,631
¹	Cooperatieve Rabobank UA	3.750%	7/21/26	35,706	36,881
	Credit Suisse AG	1.000%	5/5/23	43,400	43,066
¹	Credit Suisse AG	0.520%	8/9/23	17,640	17,329
	Credit Suisse AG	0.495%	2/2/24	25,245	24,480
¹	Credit Suisse AG	3.625%	9/9/24	85,080	87,809
	Credit Suisse AG	2.950%	4/9/25	49,067	49,735
	Credit Suisse AG	1.250%	8/7/26	28,846	27,109
	Credit Suisse Group AG	3.800%	6/9/23	39,892	40,787
	Credit Suisse Group AG	3.750%	3/26/25	51,546	52,944
	Credit Suisse Group AG	4.550%	4/17/26	51,069	53,943
¹	Deutsche Bank AG	0.962%	11/8/23	27,657	27,163
	Deutsche Bank AG	0.898%	5/28/24	7,040	6,830
¹	Deutsche Bank AG	3.700%	5/30/24	31,741	32,525
	Deutsche Bank AG	3.700%	5/30/24	11,827	12,140

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Deutsche Bank AG	2.222%	9/18/24	60,473	60,361
	Deutsche Bank AG	1.447%	4/1/25	6,045	5,904
¹	Deutsche Bank AG	3.961%	11/26/25	28,302	28,957
	Deutsche Bank AG	4.100%	1/13/26	4,506	4,692
¹	Deutsche Bank AG	4.100%	1/13/26	18,996	19,813
	Deutsche Bank AG	1.686%	3/19/26	20,965	20,244
	Deutsche Bank AG	2.129%	11/24/26	45,983	44,269
	Deutsche Bank AG	2.311%	11/16/27	38,034	36,373
	Deutsche Bank AG	2.552%	1/7/28	38,115	36,659
¹	Discover Bank	4.200%	8/8/23	23,105	23,830
	Discover Bank	2.450%	9/12/24	18,404	18,431
¹	Discover Bank	4.250%	3/13/26	1,997	2,112
¹	Discover Bank	3.450%	7/27/26	26,591	27,352
¹	Discover Bank	4.682%	8/9/28	10,933	11,221
	Discover Financial Services	3.950%	11/6/24	10,755	11,172
	Discover Financial Services	3.750%	3/4/25	11,164	11,564
	Discover Financial Services	4.500%	1/30/26	22,504	23,951
	Discover Financial Services	4.100%	2/9/27	21,841	22,898
	Eaton Vance Corp.	3.625%	6/15/23	8,303	8,483
	Equitable Holdings Inc.	3.900%	4/20/23	12,110	12,391
	Fifth Third Bancorp	1.625%	5/5/23	13,842	13,835
	Fifth Third Bancorp	4.300%	1/16/24	18,044	18,742
	Fifth Third Bancorp	3.650%	1/25/24	53,369	54,923
	Fifth Third Bancorp	2.375%	1/28/25	13,492	13,514
	Fifth Third Bancorp	1.707%	11/1/27	2,910	2,793
¹	Fifth Third Bank NA	3.950%	7/28/25	12,747	13,502
¹	Fifth Third Bank NA	3.850%	3/15/26	16,389	17,173
¹	Fifth Third Bank NA	2.250%	2/1/27	16,988	16,884
	First American Financial Corp.	4.600%	11/15/24	6,172	6,512
	First Horizon Corp.	3.550%	5/26/23	4,189	4,256
	First Horizon Corp.	4.000%	5/26/25	12,243	12,707
¹	First-Citizens Bank & Trust Co.	2.969%	9/27/25	8,292	8,370
	Franklin Resources Inc.	2.850%	3/30/25	9,757	9,950
	FS KKR Capital Corp.	4.625%	7/15/24	12,531	12,870
	FS KKR Capital Corp.	4.125%	2/1/25	12,980	13,138
	FS KKR Capital Corp.	3.400%	1/15/26	23,848	23,507
	FS KKR Capital Corp.	2.625%	1/15/27	6,615	6,255
	GATX Corp.	3.900%	3/30/23	1,505	1,535
	GATX Corp.	4.350%	2/15/24	6,619	6,894
	GATX Corp.	3.250%	3/30/25	4,306	4,402
	GATX Corp.	3.250%	9/15/26	7,578	7,756
	GE Capital Funding LLC	3.450%	5/15/25	27,303	28,055
	Global Payments Inc.	3.750%	6/1/23	13,036	13,276
	Global Payments Inc.	4.000%	6/1/23	13,744	14,083
	Global Payments Inc.	1.500%	11/15/24	12,185	11,896
	Global Payments Inc.	2.650%	2/15/25	20,041	20,133
	Global Payments Inc.	1.200%	3/1/26	19,980	18,863
	Global Payments Inc.	4.800%	4/1/26	15,658	16,808
	Global Payments Inc.	2.150%	1/15/27	20,000	19,337
	Goldman Sachs BDC Inc.	3.750%	2/10/25	8,662	8,844
	Goldman Sachs BDC Inc.	2.875%	1/15/26	11,625	11,401
	Goldman Sachs Group Inc.	0.523%	3/8/23	24,004	23,789
	Goldman Sachs Group Inc.	1.217%	12/6/23	10,000	9,885
	Goldman Sachs Group Inc.	3.625%	2/20/24	42,534	43,705
	Goldman Sachs Group Inc.	4.000%	3/3/24	63,876	66,151

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Goldman Sachs Group Inc.	0.673%	3/8/24	42,456	41,908
¹	Goldman Sachs Group Inc.	3.850%	7/8/24	30,748	31,765
¹	Goldman Sachs Group Inc.	0.657%	9/10/24	60,523	59,106
	Goldman Sachs Group Inc.	0.925%	10/21/24	45,996	45,030
	Goldman Sachs Group Inc.	3.500%	1/23/25	65,617	67,514
	Goldman Sachs Group Inc.	1.757%	1/24/25	43,506	43,035
	Goldman Sachs Group Inc.	3.500%	4/1/25	91,477	94,052
	Goldman Sachs Group Inc.	3.750%	5/22/25	37,498	38,797
¹	Goldman Sachs Group Inc.	3.272%	9/29/25	41,445	42,187
	Goldman Sachs Group Inc.	4.250%	10/21/25	58,362	61,279
	Goldman Sachs Group Inc.	0.855%	2/12/26	10,641	10,168
	Goldman Sachs Group Inc.	3.750%	2/25/26	40,872	42,561
	Goldman Sachs Group Inc.	3.500%	11/16/26	63,866	65,464
¹	Goldman Sachs Group Inc.	1.093%	12/9/26	70,282	66,129
	Goldman Sachs Group Inc.	5.950%	1/15/27	18,466	20,852
	Goldman Sachs Group Inc.	3.850%	1/26/27	73,872	76,956
	Goldman Sachs Group Inc.	1.431%	3/9/27	68,155	64,427
	Goldman Sachs Group Inc.	1.542%	9/10/27	60,290	56,814
	Goldman Sachs Group Inc.	1.948%	10/21/27	83,431	79,984
	Goldman Sachs Group Inc.	2.640%	2/24/28	79,944	79,007
	Golub Capital BDC Inc.	3.375%	4/15/24	10,951	10,983
	Golub Capital BDC Inc.	2.500%	8/24/26	12,355	11,693
	Golub Capital BDC Inc.	2.050%	2/15/27	2,950	2,699
	Hanover Insurance Group Inc.	4.500%	4/15/26	8,471	9,066
	HSBC Holdings plc	3.600%	5/25/23	29,856	30,548
	HSBC Holdings plc	4.250%	3/14/24	46,963	48,530
¹	HSBC Holdings plc	3.950%	5/18/24	57,760	59,014
	HSBC Holdings plc	0.732%	8/17/24	38,910	38,079
	HSBC Holdings plc	1.162%	11/22/24	12,096	11,845
¹	HSBC Holdings plc	3.803%	3/11/25	68,785	70,500
	HSBC Holdings plc	0.976%	5/24/25	51,070	49,365
	HSBC Holdings plc	4.250%	8/18/25	23,961	24,856
¹	HSBC Holdings plc	2.633%	11/7/25	38,560	38,511
	HSBC Holdings plc	4.300%	3/8/26	55,036	58,130
¹	HSBC Holdings plc	1.645%	4/18/26	50,871	49,056
	HSBC Holdings plc	3.900%	5/25/26	57,800	60,135
¹	HSBC Holdings plc	2.099%	6/4/26	60,342	58,863
¹	HSBC Holdings plc	4.292%	9/12/26	60,385	62,983
	HSBC Holdings plc	4.375%	11/23/26	36,886	38,803
	HSBC Holdings plc	1.589%	5/24/27	42,098	39,687
	HSBC Holdings plc	2.251%	11/22/27	55,796	53,733
	HSBC USA Inc.	3.500%	6/23/24	23,021	23,701
	Huntington Bancshares Inc.	2.625%	8/6/24	13,269	13,370
	Huntington Bancshares Inc.	4.000%	5/15/25	6,557	6,854
¹	Huntington National Bank	3.550%	10/6/23	20,089	20,626
	ING Groep NV	4.100%	10/2/23	33,074	34,153
	ING Groep NV	3.550%	4/9/24	22,564	23,153
	ING Groep NV	1.726%	4/1/27	24,322	23,251
	Intercontinental Exchange Inc.	0.700%	6/15/23	27,396	27,084
	Intercontinental Exchange Inc.	3.450%	9/21/23	9,276	9,507
	Intercontinental Exchange Inc.	4.000%	10/15/23	17,665	18,284
	Intercontinental Exchange Inc.	3.750%	12/1/25	24,590	25,807
²	Intesa Sanpaolo SpA	3.375%	1/12/23	2,450	2,481
	Intesa Sanpaolo SpA	5.250%	1/12/24	11,467	12,039
	Invesco Finance plc	4.000%	1/30/24	11,450	11,816

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Invesco Finance plc	3.750%	1/15/26	14,176	14,853
²	Jackson Financial Inc.	1.125%	11/22/23	13,047	12,841
	Janus Henderson US Holdings Inc.	4.875%	8/1/25	5,979	6,377
	Jefferies Financial Group Inc.	5.500%	10/18/23	17,048	17,588
	Jefferies Group LLC	4.850%	1/15/27	12,843	13,995
	JPMorgan Chase & Co.	3.375%	5/1/23	44,186	45,019
	JPMorgan Chase & Co.	2.700%	5/18/23	45,562	46,071
	JPMorgan Chase & Co.	3.875%	2/1/24	26,762	27,766
	JPMorgan Chase & Co.	0.697%	3/16/24	21,518	21,274
¹	JPMorgan Chase & Co.	3.559%	4/23/24	53,469	54,448
	JPMorgan Chase & Co.	3.625%	5/13/24	46,049	47,586
¹	JPMorgan Chase & Co.	1.514%	6/1/24	35,472	35,327
¹	JPMorgan Chase & Co.	3.797%	7/23/24	51,783	53,016
	JPMorgan Chase & Co.	3.875%	9/10/24	55,456	57,552
¹	JPMorgan Chase & Co.	0.653%	9/16/24	41,775	40,978
¹	JPMorgan Chase & Co.	4.023%	12/5/24	72,424	74,744
	JPMorgan Chase & Co.	3.125%	1/23/25	51,829	52,982
	JPMorgan Chase & Co.	0.563%	2/16/25	14,182	13,768
¹	JPMorgan Chase & Co.	3.220%	3/1/25	46,609	47,427
	JPMorgan Chase & Co.	0.824%	6/1/25	43,115	41,719
	JPMorgan Chase & Co.	0.969%	6/23/25	54,635	52,931
	JPMorgan Chase & Co.	3.900%	7/15/25	51,390	53,708
	JPMorgan Chase & Co.	7.750%	7/15/25	2,411	2,824
	JPMorgan Chase & Co.	0.768%	8/9/25	8,647	8,323
¹	JPMorgan Chase & Co.	2.301%	10/15/25	52,402	52,161
	JPMorgan Chase & Co.	1.561%	12/10/25	66,187	64,518
	JPMorgan Chase & Co.	2.595%	2/24/26	20,000	20,051
¹	JPMorgan Chase & Co.	2.005%	3/13/26	69,573	68,453
	JPMorgan Chase & Co.	3.300%	4/1/26	63,682	65,680
¹	JPMorgan Chase & Co.	2.083%	4/22/26	98,108	96,594
	JPMorgan Chase & Co.	3.200%	6/15/26	21,182	21,736
	JPMorgan Chase & Co.	2.950%	10/1/26	67,915	69,064
	JPMorgan Chase & Co.	7.625%	10/15/26	13,206	15,959
	JPMorgan Chase & Co.	1.045%	11/19/26	58,540	55,033
	JPMorgan Chase & Co.	4.125%	12/15/26	47,633	50,630
¹	JPMorgan Chase & Co.	3.960%	1/29/27	21,700	22,717
	JPMorgan Chase & Co.	1.040%	2/4/27	78,493	73,493
	JPMorgan Chase & Co.	1.578%	4/22/27	98,115	93,820
	JPMorgan Chase & Co.	1.470%	9/22/27	64,900	61,232
¹	JPMorgan Chase & Co.	3.782%	2/1/28	75,169	78,494
	JPMorgan Chase & Co.	2.947%	2/24/28	19,243	19,358
	Kemper Corp.	4.350%	2/15/25	8,018	8,417
¹	KeyBank NA	3.375%	3/7/23	14,839	15,101
¹	KeyBank NA	1.250%	3/10/23	16,395	16,388
¹	KeyBank NA	0.433%	6/14/24	10,169	9,987
¹	KeyBank NA	3.300%	6/1/25	14,322	14,802
¹	KeyBank NA	3.400%	5/20/26	19,705	20,432
¹	KeyCorp	4.150%	10/29/25	5,309	5,631
	Lazard Group LLC	3.750%	2/13/25	8,756	9,081
	Legg Mason Inc.	4.750%	3/15/26	9,993	10,873
	Lincoln National Corp.	4.000%	9/1/23	11,146	11,499
	Lincoln National Corp.	3.350%	3/9/25	4,142	4,271
	Lincoln National Corp.	3.625%	12/12/26	12,063	12,664
	Lloyds Bank plc	3.500%	5/14/25	2,325	2,389
	Lloyds Banking Group plc	4.050%	8/16/23	51,871	53,431

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Lloyds Banking Group plc	3.900%	3/12/24	26,235	27,180
	Lloyds Banking Group plc	0.695%	5/11/24	3,314	3,265
	Lloyds Banking Group plc	4.500%	11/4/24	31,859	33,248
	Lloyds Banking Group plc	4.450%	5/8/25	20,381	21,453
¹	Lloyds Banking Group plc	3.870%	7/9/25	56,945	58,644
	Lloyds Banking Group plc	4.582%	12/10/25	36,762	38,547
¹	Lloyds Banking Group plc	2.438%	2/5/26	29,021	28,807
	Lloyds Banking Group plc	4.650%	3/24/26	29,852	31,573
	Lloyds Banking Group plc	3.750%	1/11/27	28,199	29,273
	Lloyds Banking Group plc	1.627%	5/11/27	4,417	4,190
	Loews Corp.	2.625%	5/15/23	7,681	7,756
	Loews Corp.	3.750%	4/1/26	9,962	10,501
	M&T Bank Corp.	3.550%	7/26/23	24,333	24,890
	Main Street Capital Corp.	5.200%	5/1/24	9,631	9,943
	Main Street Capital Corp.	3.000%	7/14/26	9,269	8,887
¹	Manufacturers & Traders Trust Co.	2.900%	2/6/25	11,625	11,883
	Manulife Financial Corp.	4.150%	3/4/26	22,609	23,988
¹	Manulife Financial Corp.	4.061%	2/24/32	11,167	11,508
	Marsh & McLennan Cos. Inc.	3.300%	3/14/23	4,400	4,468
	Marsh & McLennan Cos. Inc.	3.875%	3/15/24	20,652	21,397
	Marsh & McLennan Cos. Inc.	3.500%	6/3/24	15,499	15,971
	Marsh & McLennan Cos. Inc.	3.500%	3/10/25	15,357	15,908
	Marsh & McLennan Cos. Inc.	3.750%	3/14/26	16,739	17,669
	Mastercard Inc.	3.375%	4/1/24	23,731	24,540
	Mastercard Inc.	2.000%	3/3/25	21,376	21,436
	Mastercard Inc.	2.950%	11/21/26	17,887	18,557
¹	MetLife Inc.	4.368%	9/15/23	23,359	24,278
	MetLife Inc.	3.600%	4/10/24	18,786	19,449
	MetLife Inc.	3.000%	3/1/25	18,326	18,866
	MetLife Inc.	3.600%	11/13/25	8,861	9,274
	Mitsubishi UFJ Financial Group Inc.	3.455%	3/2/23	38,197	38,889
	Mitsubishi UFJ Financial Group Inc.	3.761%	7/26/23	61,451	63,139
	Mitsubishi UFJ Financial Group Inc.	2.527%	9/13/23	14,475	14,628
	Mitsubishi UFJ Financial Group Inc.	3.407%	3/7/24	43,983	45,091
	Mitsubishi UFJ Financial Group Inc.	2.801%	7/18/24	27,188	27,537
¹	Mitsubishi UFJ Financial Group Inc.	0.848%	9/15/24	37,212	36,527
	Mitsubishi UFJ Financial Group Inc.	2.193%	2/25/25	68,712	68,208
	Mitsubishi UFJ Financial Group Inc.	3.777%	3/2/25	748	777
	Mitsubishi UFJ Financial Group Inc.	1.412%	7/17/25	33,369	32,190
	Mitsubishi UFJ Financial Group Inc.	0.953%	7/19/25	49,522	47,817
	Mitsubishi UFJ Financial Group Inc.	0.962%	10/11/25	18,580	17,897
	Mitsubishi UFJ Financial Group Inc.	3.850%	3/1/26	32,425	33,912
	Mitsubishi UFJ Financial Group Inc.	3.677%	2/22/27	24,714	25,803
	Mitsubishi UFJ Financial Group Inc.	1.538%	7/20/27	81,699	77,551
	Mitsubishi UFJ Financial Group Inc.	1.640%	10/13/27	18,580	17,650
	Mitsubishi UFJ Financial Group Inc.	2.341%	1/19/28	37,370	36,468
	Mizuho Financial Group Inc.	3.549%	3/5/23	18,175	18,540
¹	Mizuho Financial Group Inc.	1.241%	7/10/24	30,978	30,645
¹	Mizuho Financial Group Inc.	0.849%	9/8/24	21,585	21,173
¹	Mizuho Financial Group Inc.	3.922%	9/11/24	28,595	29,348
¹	Mizuho Financial Group Inc.	2.839%	7/16/25	19,158	19,318
¹	Mizuho Financial Group Inc.	2.555%	9/13/25	14,930	14,945
	Mizuho Financial Group Inc.	2.651%	5/22/26	13,000	13,009
¹	Mizuho Financial Group Inc.	2.226%	5/25/26	16,624	16,413
	Mizuho Financial Group Inc.	2.839%	9/13/26	20,282	20,375

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Mizuho Financial Group Inc.	3.663%	2/28/27	13,630	14,247
	Mizuho Financial Group Inc.	1.234%	5/22/27	28,540	26,728
	Mizuho Financial Group Inc.	1.554%	7/9/27	7,944	7,521
¹	Morgan Stanley	4.100%	5/22/23	45,630	46,827
	Morgan Stanley	0.731%	4/5/24	34,025	33,559
¹	Morgan Stanley	3.737%	4/24/24	67,791	69,104
¹	Morgan Stanley	3.875%	4/29/24	73,387	75,861
¹	Morgan Stanley	3.700%	10/23/24	59,376	61,421
	Morgan Stanley	0.790%	5/30/25	83,143	80,187
¹	Morgan Stanley	2.720%	7/22/25	50,584	50,881
¹	Morgan Stanley	4.000%	7/23/25	68,081	71,353
¹	Morgan Stanley	0.864%	10/21/25	33,036	31,706
¹	Morgan Stanley	1.164%	10/21/25	43,905	42,412
	Morgan Stanley	5.000%	11/24/25	48,643	52,328
¹	Morgan Stanley	3.875%	1/27/26	71,845	75,039
	Morgan Stanley	2.630%	2/18/26	20,000	20,016
¹	Morgan Stanley	2.188%	4/28/26	67,551	66,645
¹	Morgan Stanley	3.125%	7/27/26	83,471	85,049
¹	Morgan Stanley	6.250%	8/9/26	12,465	14,271
¹	Morgan Stanley	4.350%	9/8/26	54,177	57,535
	Morgan Stanley	0.985%	12/10/26	62,489	58,546
	Morgan Stanley	3.625%	1/20/27	71,626	74,687
	Morgan Stanley	1.593%	5/4/27	75,181	71,626
¹	Morgan Stanley	1.512%	7/20/27	61,709	58,499
	Morgan Stanley	2.475%	1/21/28	46,190	45,419
	Nasdaq Inc.	0.445%	12/21/22	1,200	1,192
	Nasdaq Inc.	4.250%	6/1/24	11,860	12,360
	Nasdaq Inc.	3.850%	6/30/26	15,082	15,794
	National Australia Bank Ltd.	1.875%	12/13/22	6,470	6,507
	National Australia Bank Ltd.	2.875%	4/12/23	12,012	12,200
	National Australia Bank Ltd.	3.625%	6/20/23	12,058	12,374
	National Australia Bank Ltd.	3.375%	1/14/26	17,222	18,033
¹	National Australia Bank Ltd.	2.500%	7/12/26	22,572	22,871
¹	National Bank of Canada	0.550%	11/15/24	15,675	15,291
	NatWest Group plc	6.125%	12/15/22	3,959	4,085
	NatWest Group plc	6.100%	6/10/23	1,762	1,843
	NatWest Group plc	3.875%	9/12/23	74,052	75,841
	NatWest Group plc	6.000%	12/19/23	34,354	36,486
¹	NatWest Group plc	2.359%	5/22/24	24,104	24,153
	NatWest Group plc	5.125%	5/28/24	25,206	26,476
¹	NatWest Group plc	4.519%	6/25/24	35,017	36,030
¹	NatWest Group plc	4.269%	3/22/25	47,530	49,155
	NatWest Group plc	4.800%	4/5/26	37,948	40,669
	NatWest Group plc	1.642%	6/14/27	3,780	3,590
¹	NatWest Group plc	3.754%	11/1/29	24,367	24,673
¹	New York Community Bancorp Inc.	5.900%	11/6/28	4,544	4,853
	Nomura Holdings Inc.	2.648%	1/16/25	33,921	34,028
	Nomura Holdings Inc.	1.851%	7/16/25	34,776	33,838
	Nomura Holdings Inc.	1.653%	7/14/26	12,175	11,566
	Nomura Holdings Inc.	2.329%	1/22/27	40,024	38,650
	Northern Trust Corp.	3.950%	10/30/25	17,028	18,052
	Oaktree Specialty Lending Corp.	3.500%	2/25/25	8,676	8,729
	Oaktree Specialty Lending Corp.	2.700%	1/15/27	1,661	1,580
	Old Republic International Corp.	4.875%	10/1/24	7,593	8,044
	Old Republic International Corp.	3.875%	8/26/26	13,675	14,278

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	ORIX Corp.	4.050%	1/16/24	1,408	1,459
	ORIX Corp.	3.250%	12/4/24	18,127	18,560
	Owl Rock Capital Corp.	5.250%	4/15/24	10,332	10,719
	Owl Rock Capital Corp.	4.000%	3/30/25	12,118	12,224
	Owl Rock Capital Corp.	3.750%	7/22/25	15,475	15,311
	Owl Rock Capital Corp.	4.250%	1/15/26	11,199	11,296
	Owl Rock Capital Corp.	3.400%	7/15/26	22,520	21,576
	Owl Rock Capital Corp.	2.625%	1/15/27	13,857	12,735
²	OWL Rock Core Income Corp.	4.700%	2/8/27	6,100	6,038
	Owl Rock Technology Finance Corp.	2.500%	1/15/27	5,886	5,536
	PayPal Holdings Inc.	1.350%	6/1/23	22,970	22,921
	PayPal Holdings Inc.	2.400%	10/1/24	32,830	33,115
	PayPal Holdings Inc.	1.650%	6/1/25	10,307	10,101
	PayPal Holdings Inc.	2.650%	10/1/26	30,711	31,034
	People's United Bank NA	4.000%	7/15/24	8,802	9,076
	People's United Financial Inc.	3.650%	12/6/22	9,852	9,958
¹	PNC Bank NA	3.500%	6/8/23	10,029	10,252
	PNC Bank NA	3.800%	7/25/23	22,990	23,591
	PNC Bank NA	2.500%	8/27/24	15,103	15,266
¹	PNC Bank NA	3.300%	10/30/24	13,129	13,553
¹	PNC Bank NA	2.950%	2/23/25	10,867	11,152
¹	PNC Bank NA	3.875%	4/10/25	14,866	15,511
¹	PNC Bank NA	3.250%	6/1/25	12,446	12,868
¹	PNC Bank NA	4.200%	11/1/25	12,846	13,629
	PNC Financial Services Group Inc.	3.500%	1/23/24	34,784	35,798
	PNC Financial Services Group Inc.	3.900%	4/29/24	13,027	13,526
	PNC Financial Services Group Inc.	2.200%	11/1/24	16,143	16,197
	PNC Financial Services Group Inc.	2.600%	7/23/26	24,154	24,492
	PNC Financial Services Group Inc.	1.150%	8/13/26	17,205	16,436
	Principal Financial Group Inc.	3.125%	5/15/23	6,304	6,409
	Principal Financial Group Inc.	3.400%	5/15/25	7,886	8,091
	Principal Financial Group Inc.	3.100%	11/15/26	5,620	5,749
	Progressive Corp.	2.450%	1/15/27	18,964	19,173
	Prospect Capital Corp.	5.875%	3/15/23	500	514
	Prospect Capital Corp.	3.706%	1/22/26	6,959	6,815
	Prospect Capital Corp.	3.364%	11/15/26	8,346	7,994
¹	Prudential Financial Inc.	1.500%	3/10/26	18,119	17,732
¹	Prudential Financial Inc.	5.625%	6/15/43	25,116	25,853
¹	Prudential Financial Inc.	5.200%	3/15/44	10,552	10,653
¹	Prudential Financial Inc.	5.375%	5/15/45	18,400	18,733
	Regions Financial Corp.	2.250%	5/18/25	20,022	20,052
¹	Reinsurance Group of America Inc.	4.700%	9/15/23	6,318	6,569
	Reinsurance Group of America Inc.	3.950%	9/15/26	10,565	11,153
	RenaissanceRe Finance Inc.	3.700%	4/1/25	6,210	6,444
¹	Royal Bank of Canada	1.600%	4/17/23	29,423	29,465
¹	Royal Bank of Canada	3.700%	10/5/23	45,890	47,300
¹	Royal Bank of Canada	0.500%	10/26/23	27,401	26,851
¹	Royal Bank of Canada	0.425%	1/19/24	19,923	19,401
¹	Royal Bank of Canada	2.550%	7/16/24	27,589	27,865
	Royal Bank of Canada	0.650%	7/29/24	9,727	9,390
¹	Royal Bank of Canada	0.750%	10/7/24	16,612	16,028
¹	Royal Bank of Canada	2.250%	11/1/24	47,135	47,170
¹	Royal Bank of Canada	1.600%	1/21/25	7,830	7,696
¹	Royal Bank of Canada	1.150%	6/10/25	42,982	41,384
¹	Royal Bank of Canada	0.875%	1/20/26	28,544	26,956

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Royal Bank of Canada	4.650%	1/27/26	34,840	37,513
	Royal Bank of Canada	1.200%	4/27/26	40,926	38,872
¹	Royal Bank of Canada	1.150%	7/14/26	16,672	15,786
¹	Royal Bank of Canada	1.400%	11/2/26	17,431	16,614
¹	Royal Bank of Canada	2.050%	1/21/27	10,463	10,250
	Santander Holdings USA Inc.	3.500%	6/7/24	32,794	33,468
	Santander Holdings USA Inc.	3.450%	6/2/25	10,391	10,567
	Santander Holdings USA Inc.	4.500%	7/17/25	24,922	26,130
	Santander Holdings USA Inc.	3.244%	10/5/26	36,359	36,738
	Santander Holdings USA Inc.	2.490%	1/6/28	10,425	10,126
¹	Santander UK Group Holdings plc	4.796%	11/15/24	27,997	29,097
	Santander UK Group Holdings plc	1.089%	3/15/25	22,450	21,780
¹	Santander UK Group Holdings plc	1.532%	8/21/26	16,325	15,573
	Santander UK Group Holdings plc	1.673%	6/14/27	27,000	25,508
	Santander UK Group Holdings plc	2.469%	1/11/28	21,575	20,885
	Santander UK plc	4.000%	3/13/24	25,482	26,421
	Santander UK plc	2.875%	6/18/24	16,411	16,634
¹	Signature Bank	4.000%	10/15/30	7,050	7,145
	Sixth Street Specialty Lending Inc.	3.875%	11/1/24	7,374	7,506
	Sixth Street Specialty Lending Inc.	2.500%	8/1/26	7,847	7,464
²	Standard Chartered plc	2.819%	1/30/26	1,650	1,643
	State Street Corp.	3.100%	5/15/23	23,631	24,048
	State Street Corp.	3.700%	11/20/23	24,001	24,799
¹	State Street Corp.	3.776%	12/3/24	20,897	21,564
	State Street Corp.	3.300%	12/16/24	26,282	27,190
	State Street Corp.	3.550%	8/18/25	26,687	27,860
¹	State Street Corp.	2.354%	11/1/25	21,454	21,584
	State Street Corp.	2.901%	3/30/26	20,785	21,209
	State Street Corp.	2.650%	5/19/26	15,091	15,404
	State Street Corp.	2.203%	2/7/28	15,000	14,808
	Stifel Financial Corp.	4.250%	7/18/24	9,829	10,236
	Sumitomo Mitsui Banking Corp.	3.950%	7/19/23	8,300	8,538
	Sumitomo Mitsui Banking Corp.	3.950%	1/10/24	3,660	3,797
¹	Sumitomo Mitsui Banking Corp.	3.400%	7/11/24	8,683	8,949
¹	Sumitomo Mitsui Banking Corp.	3.650%	7/23/25	3,642	3,790
	Sumitomo Mitsui Financial Group Inc.	3.748%	7/19/23	14,656	15,058
	Sumitomo Mitsui Financial Group Inc.	3.936%	10/16/23	17,750	18,334
	Sumitomo Mitsui Financial Group Inc.	0.508%	1/12/24	17,825	17,377
	Sumitomo Mitsui Financial Group Inc.	2.696%	7/16/24	55,645	56,175
	Sumitomo Mitsui Financial Group Inc.	2.448%	9/27/24	23,610	23,674
	Sumitomo Mitsui Financial Group Inc.	2.348%	1/15/25	29,877	29,772
	Sumitomo Mitsui Financial Group Inc.	1.474%	7/8/25	69,869	67,469
	Sumitomo Mitsui Financial Group Inc.	0.948%	1/12/26	26,932	25,409
	Sumitomo Mitsui Financial Group Inc.	3.784%	3/9/26	28,063	29,356
	Sumitomo Mitsui Financial Group Inc.	2.632%	7/14/26	37,500	37,586
	Sumitomo Mitsui Financial Group Inc.	1.402%	9/17/26	49,085	46,393
	Sumitomo Mitsui Financial Group Inc.	3.010%	10/19/26	34,674	35,206
	Sumitomo Mitsui Financial Group Inc.	3.446%	1/11/27	34,811	35,989
	Sumitomo Mitsui Financial Group Inc.	2.174%	1/14/27	22,610	22,073
	SVB Financial Group	3.500%	1/29/25	4,521	4,660
	SVB Financial Group	1.800%	10/28/26	19,630	18,962
¹	Svenska Handelsbanken AB	3.900%	11/20/23	40,286	41,790
	Swiss Re America Holding Corp.	7.000%	2/15/26	9,000	10,534
	Synchrony Financial	4.375%	3/19/24	18,010	18,632
	Synchrony Financial	4.250%	8/15/24	18,800	19,453

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Synchrony Financial	4.500%	7/23/25	19,599	20,554
	Synchrony Financial	3.700%	8/4/26	13,549	13,805
¹	Toronto-Dominion Bank	1.900%	12/1/22	30,267	30,428
¹	Toronto-Dominion Bank	0.300%	6/2/23	17,817	17,530
¹	Toronto-Dominion Bank	0.750%	6/12/23	37,440	37,048
¹	Toronto-Dominion Bank	3.500%	7/19/23	52,696	54,014
¹	Toronto-Dominion Bank	0.450%	9/11/23	14,418	14,137
	Toronto-Dominion Bank	0.550%	3/4/24	12,717	12,355
¹	Toronto-Dominion Bank	3.250%	3/11/24	40,694	41,760
¹	Toronto-Dominion Bank	2.650%	6/12/24	32,527	32,943
	Toronto-Dominion Bank	1.250%	12/13/24	13,155	12,853
¹	Toronto-Dominion Bank	1.450%	1/10/25	15,960	15,626
¹	Toronto-Dominion Bank	1.150%	6/12/25	31,240	30,098
¹	Toronto-Dominion Bank	0.750%	9/11/25	21,334	20,163
¹	Toronto-Dominion Bank	0.750%	1/6/26	24,480	23,087
¹	Toronto-Dominion Bank	1.200%	6/3/26	19,861	18,903
¹	Toronto-Dominion Bank	1.250%	9/10/26	31,570	29,944
¹	Toronto-Dominion Bank	1.950%	1/12/27	15,150	14,798
¹	Toronto-Dominion Bank	3.625%	9/15/31	44,580	45,956
	Trinity Acquisition plc	4.400%	3/15/26	7,210	7,669
¹	Truist Bank	1.250%	3/9/23	20,598	20,553
¹	Truist Bank	2.750%	5/1/23	12,804	12,973
¹	Truist Bank	3.200%	4/1/24	50,891	52,254
¹	Truist Bank	3.689%	8/2/24	11,261	11,552
¹	Truist Bank	2.150%	12/6/24	42,603	42,746
¹	Truist Bank	1.500%	3/10/25	26,725	26,288
¹	Truist Bank	3.625%	9/16/25	27,465	28,615
¹	Truist Bank	4.050%	11/3/25	7,821	8,312
¹	Truist Bank	3.300%	5/15/26	20,882	21,616
¹	Truist Bank	3.800%	10/30/26	17,566	18,506
¹	Truist Bank	2.636%	9/17/29	6,337	6,362
¹	Truist Financial Corp.	2.200%	3/16/23	13,610	13,683
¹	Truist Financial Corp.	3.750%	12/6/23	25,584	26,399
¹	Truist Financial Corp.	2.500%	8/1/24	28,441	28,767
¹	Truist Financial Corp.	2.850%	10/26/24	13,751	14,013
	Truist Financial Corp.	4.000%	5/1/25	26,323	27,626
¹	Truist Financial Corp.	3.700%	6/5/25	24,354	25,449
¹	Truist Financial Corp.	1.200%	8/5/25	5,742	5,536
¹	Truist Financial Corp.	1.267%	3/2/27	37,615	35,934
	Unum Group	4.000%	3/15/24	7,950	8,234
¹	US Bancorp	3.700%	1/30/24	24,268	25,128
	US Bancorp	3.375%	2/5/24	45,318	46,590
	US Bancorp	2.400%	7/30/24	31,666	32,023
¹	US Bancorp	3.600%	9/11/24	17,404	18,057
	US Bancorp	1.450%	5/12/25	15,931	15,579
¹	US Bancorp	3.950%	11/17/25	12,979	13,757
¹	US Bancorp	3.100%	4/27/26	23,746	24,420
¹	US Bancorp	2.375%	7/22/26	32,685	32,910
¹	US Bancorp	2.215%	1/27/28	12,920	12,765
¹	US Bank NA	3.400%	7/24/23	23,328	23,869
¹	US Bank NA	2.050%	1/21/25	19,971	19,986
¹	US Bank NA	2.800%	1/27/25	38,628	39,398
	Valley National Bancorp	3.000%	6/15/31	985	968
	Visa Inc.	2.800%	12/14/22	60,658	61,356
	Visa Inc.	3.150%	12/14/25	82,719	85,729

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Voya Financial Inc.	3.650%	6/15/26	18,789	19,715
¹	Voya Financial Inc.	5.650%	5/15/53	9,260	9,348
	Wachovia Corp.	7.574%	8/1/26	3,333	3,958
¹	Wells Fargo & Co.	3.450%	2/13/23	1	1
	Wells Fargo & Co.	4.125%	8/15/23	30,642	31,597
	Wells Fargo & Co.	4.480%	1/16/24	15,705	16,403
¹	Wells Fargo & Co.	3.750%	1/24/24	64,436	66,437
¹	Wells Fargo & Co.	1.654%	6/2/24	62,139	61,983
¹	Wells Fargo & Co.	3.300%	9/9/24	48,556	49,804
¹	Wells Fargo & Co.	3.000%	2/19/25	60,802	61,906
¹	Wells Fargo & Co.	0.805%	5/19/25	5,540	5,364
¹	Wells Fargo & Co.	3.550%	9/29/25	61,886	64,146
¹	Wells Fargo & Co.	2.406%	10/30/25	69,793	69,595
¹	Wells Fargo & Co.	2.164%	2/11/26	69,405	68,582
	Wells Fargo & Co.	3.000%	4/22/26	82,179	83,301
¹	Wells Fargo & Co.	2.188%	4/30/26	77,229	76,244
¹	Wells Fargo & Co.	4.100%	6/3/26	11,372	11,982
	Wells Fargo & Co.	3.000%	10/23/26	92,884	94,180
¹	Wells Fargo & Co.	3.196%	6/17/27	73,569	74,775
	Western Alliance Bancorp	3.000%	6/15/31	12,400	12,295
	Western Union Co.	4.250%	6/9/23	857	878
	Western Union Co.	2.850%	1/10/25	18,464	18,699
	Western Union Co.	1.350%	3/15/26	12,493	11,922
	Westpac Banking Corp.	2.000%	1/13/23	14,078	14,182
	Westpac Banking Corp.	3.650%	5/15/23	11,229	11,521
	Westpac Banking Corp.	3.300%	2/26/24	29,513	30,386
	Westpac Banking Corp.	2.350%	2/19/25	29,922	30,169
	Westpac Banking Corp.	2.850%	5/13/26	30,764	31,574
	Westpac Banking Corp.	1.150%	6/3/26	27,364	26,197
	Westpac Banking Corp.	2.700%	8/19/26	23,306	23,738
¹	Westpac Banking Corp.	2.894%	2/4/30	32,578	32,190
¹	Westpac Banking Corp.	4.322%	11/23/31	50,968	53,162
	Willis North America Inc.	3.600%	5/15/24	24,615	25,250
	XLIT Ltd.	4.450%	3/31/25	12,789	13,498
					21,020,445
Health Care (8.6%)
	Abbott Laboratories	3.400%	11/30/23	22,540	23,176
	Abbott Laboratories	2.950%	3/15/25	16,836	17,272
	Abbott Laboratories	3.875%	9/15/25	9,492	10,026
⁴	Abbott Laboratories	3.750%	11/30/26	46,118	49,196
	AbbVie Inc.	2.800%	3/15/23	8,300	8,386
	AbbVie Inc.	2.850%	5/14/23	22,533	22,817
	AbbVie Inc.	3.750%	11/14/23	21,788	22,467
	AbbVie Inc.	3.850%	6/15/24	24,172	25,001
	AbbVie Inc.	2.600%	11/21/24	75,819	76,506
	AbbVie Inc.	3.800%	3/15/25	72,152	74,941
	AbbVie Inc.	3.600%	5/14/25	90,442	93,465
	AbbVie Inc.	3.200%	5/14/26	39,852	40,891
	AbbVie Inc.	2.950%	11/21/26	107,717	109,500
	Aetna Inc.	2.750%	11/15/22	235	236
	Aetna Inc.	2.800%	6/15/23	19,668	19,922
	Aetna Inc.	3.500%	11/15/24	26,996	27,791
	Agilent Technologies Inc.	3.875%	7/15/23	8,360	8,556
	Agilent Technologies Inc.	3.050%	9/22/26	7,225	7,385
	AmerisourceBergen Corp.	0.737%	3/15/23	15,000	14,872

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	AmerisourceBergen Corp.	3.400%	5/15/24	20,491	21,019
	AmerisourceBergen Corp.	3.250%	3/1/25	14,368	14,748
	Amgen Inc.	2.250%	8/19/23	5,824	5,874
	Amgen Inc.	3.625%	5/22/24	29,353	30,329
	Amgen Inc.	1.900%	2/21/25	18,975	18,862
	Amgen Inc.	3.125%	5/1/25	17,856	18,264
	Amgen Inc.	2.600%	8/19/26	24,067	24,285
	Amgen Inc.	2.200%	2/21/27	37,387	36,850
	Anthem Inc.	0.450%	3/15/23	7,710	7,627
	Anthem Inc.	3.500%	8/15/24	31,833	32,748
	Anthem Inc.	3.350%	12/1/24	20,103	20,694
	Anthem Inc.	2.375%	1/15/25	35,983	36,156
	Anthem Inc.	1.500%	3/15/26	22,472	21,738
	AstraZeneca Finance LLC	0.700%	5/28/24	33,340	32,462
	AstraZeneca Finance LLC	1.200%	5/28/26	50,531	48,447
	AstraZeneca plc	0.300%	5/26/23	20,720	20,439
	AstraZeneca plc	3.500%	8/17/23	31,092	31,909
	AstraZeneca plc	3.375%	11/16/25	43,854	45,677
	AstraZeneca plc	0.700%	4/8/26	17,279	16,241
	Baxalta Inc.	4.000%	6/23/25	15,978	16,701
²	Baxter International Inc.	0.868%	12/1/23	35,686	35,039
²	Baxter International Inc.	1.322%	11/29/24	30,464	29,639
	Baxter International Inc.	2.600%	8/15/26	16,487	16,584
²	Baxter International Inc.	1.915%	2/1/27	38,725	37,569
	Becton Dickinson & Co.	3.363%	6/6/24	35,591	36,482
	Becton Dickinson & Co.	3.734%	12/15/24	13,017	13,467
	Biogen Inc.	4.050%	9/15/25	34,846	36,428
³	Bio-Rad Laboratories Inc.	3.300%	3/15/27	6,850	6,901
	Boston Scientific Corp.	3.450%	3/1/24	20,096	20,611
	Boston Scientific Corp.	3.850%	5/15/25	4,843	5,057
	Boston Scientific Corp.	1.900%	6/1/25	26,791	26,332
	Boston Scientific Corp.	3.750%	3/1/26	19,408	20,290
	Bristol-Myers Squibb Co.	3.250%	11/1/23	11,934	12,256
	Bristol-Myers Squibb Co.	0.537%	11/13/23	12,225	12,021
	Bristol-Myers Squibb Co.	2.900%	7/26/24	80,491	82,413
	Bristol-Myers Squibb Co.	3.875%	8/15/25	56,212	59,291
	Bristol-Myers Squibb Co.	0.750%	11/13/25	15,440	14,651
	Bristol-Myers Squibb Co.	3.200%	6/15/26	52,991	55,210
	Bristol-Myers Squibb Co.	3.250%	2/27/27	7,337	7,674
	Cardinal Health Inc.	3.200%	3/15/23	12,200	12,384
	Cardinal Health Inc.	3.079%	6/15/24	13,640	13,890
	Cardinal Health Inc.	3.500%	11/15/24	4,998	5,145
	Cardinal Health Inc.	3.750%	9/15/25	8,755	9,114
¹	Cigna Corp.	3.000%	7/15/23	28,613	29,047
	Cigna Corp.	3.750%	7/15/23	17,862	18,334
	Cigna Corp.	0.613%	3/15/24	6,175	6,023
¹	Cigna Corp.	3.500%	6/15/24	16,219	16,657
¹	Cigna Corp.	3.250%	4/15/25	17,237	17,614
	Cigna Corp.	4.125%	11/15/25	69,801	73,530
¹	Cigna Corp.	4.500%	2/25/26	23,082	24,720
	Cigna Corp.	1.250%	3/15/26	14,614	13,980
	CommonSpirit Health	2.760%	10/1/24	14,247	14,369
	CommonSpirit Health	1.547%	10/1/25	15,850	15,291
	CVS Health Corp.	2.750%	12/1/22	22,466	22,631
	CVS Health Corp.	4.750%	12/1/22	11,116	11,304

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	CVS Health Corp.	3.375%	8/12/24	16,481	16,928
	CVS Health Corp.	2.625%	8/15/24	25,007	25,302
	CVS Health Corp.	4.100%	3/25/25	12,601	13,223
	CVS Health Corp.	3.875%	7/20/25	51,876	54,227
	CVS Health Corp.	2.875%	6/1/26	41,125	41,607
	CVS Health Corp.	3.000%	8/15/26	15,979	16,256
	Danaher Corp.	3.350%	9/15/25	8,526	8,826
	DH Europe Finance II Sarl	2.200%	11/15/24	14,025	14,034
	Eli Lilly & Co.	2.750%	6/1/25	8,430	8,604
	Gilead Sciences Inc.	2.500%	9/1/23	28,621	28,935
	Gilead Sciences Inc.	0.750%	9/29/23	15,624	15,399
	Gilead Sciences Inc.	3.700%	4/1/24	48,511	50,081
	Gilead Sciences Inc.	3.500%	2/1/25	34,675	35,872
	Gilead Sciences Inc.	3.650%	3/1/26	53,533	55,856
	GlaxoSmithKline Capital Inc.	2.800%	3/18/23	32,086	32,531
	GlaxoSmithKline Capital Inc.	3.375%	5/15/23	28,486	29,115
	GlaxoSmithKline Capital Inc.	3.625%	5/15/25	19,496	20,396
	GlaxoSmithKline Capital plc	0.534%	10/1/23	24,033	23,633
	GlaxoSmithKline Capital plc	3.000%	6/1/24	19,901	20,348
	HCA Inc.	4.750%	5/1/23	24,871	25,617
	HCA Inc.	5.000%	3/15/24	33,800	35,525
	HCA Inc.	5.250%	4/15/25	41,388	44,444
	HCA Inc.	5.250%	6/15/26	34,370	37,240
	HCA Inc.	4.500%	2/15/27	17,972	19,032
	Humana Inc.	0.650%	8/3/23	12,922	12,723
	Humana Inc.	3.850%	10/1/24	14,646	15,190
	Humana Inc.	4.500%	4/1/25	14,592	15,499
	Humana Inc.	1.350%	2/3/27	2,586	2,436
	Illumina Inc.	0.550%	3/23/23	11,064	10,919
	Johnson & Johnson	2.050%	3/1/23	7,832	7,890
	Johnson & Johnson	3.375%	12/5/23	16,984	17,583
	Johnson & Johnson	2.625%	1/15/25	9,224	9,421
	Johnson & Johnson	0.550%	9/1/25	20,288	19,318
	Johnson & Johnson	2.450%	3/1/26	45,585	46,409
	Laboratory Corp. of America Holdings	4.000%	11/1/23	2,873	2,957
	Laboratory Corp. of America Holdings	3.250%	9/1/24	9,109	9,287
	Laboratory Corp. of America Holdings	2.300%	12/1/24	12,349	12,345
	Laboratory Corp. of America Holdings	3.600%	2/1/25	13,898	14,293
	Laboratory Corp. of America Holdings	1.550%	6/1/26	17,558	16,833
	McKesson Corp.	2.700%	12/15/22	5,500	5,545
	McKesson Corp.	2.850%	3/15/23	10,450	10,566
	McKesson Corp.	3.796%	3/15/24	23,181	23,915
	McKesson Corp.	0.900%	12/3/25	14,690	13,897
	Medtronic Inc.	3.500%	3/15/25	41,232	43,002
	Merck & Co. Inc.	2.800%	5/18/23	46,354	47,152
	Merck & Co. Inc.	2.900%	3/7/24	12,752	13,043
	Merck & Co. Inc.	2.750%	2/10/25	43,621	44,624
	Merck & Co. Inc.	0.750%	2/24/26	35,999	34,286
	Mylan Inc.	4.200%	11/29/23	19,761	20,322
	Novartis Capital Corp.	3.400%	5/6/24	31,939	33,011
	Novartis Capital Corp.	1.750%	2/14/25	36,524	36,312
	Novartis Capital Corp.	3.000%	11/20/25	31,204	32,196
	Novartis Capital Corp.	2.000%	2/14/27	38,386	38,054
¹	PeaceHealth Obligated Group	1.375%	11/15/25	7,545	7,317
	PerkinElmer Inc.	0.550%	9/15/23	8,000	7,844

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	PerkinElmer Inc.	0.850%	9/15/24	12,925	12,490
	Pfizer Inc.	3.000%	6/15/23	19,109	19,484
	Pfizer Inc.	3.200%	9/15/23	17,711	18,154
	Pfizer Inc.	2.950%	3/15/24	26,214	26,828
	Pfizer Inc.	3.400%	5/15/24	18,548	19,211
	Pfizer Inc.	0.800%	5/28/25	14,416	13,909
	Pfizer Inc.	2.750%	6/3/26	25,163	25,862
	Pfizer Inc.	3.000%	12/15/26	31,011	32,267
¹	Providence St. Joseph Health Obligated Group	2.746%	10/1/26	5,773	5,897
	Quest Diagnostics Inc.	4.250%	4/1/24	9,096	9,460
	Quest Diagnostics Inc.	3.500%	3/30/25	16,858	17,376
	Quest Diagnostics Inc.	3.450%	6/1/26	11,945	12,367
	Royalty Pharma plc	0.750%	9/2/23	23,570	23,140
	Royalty Pharma plc	1.200%	9/2/25	32,347	30,693
	Sanofi	3.375%	6/19/23	9,912	10,142
	Shire Acquisitions Investments Ireland DAC	2.875%	9/23/23	67,482	68,387
	Shire Acquisitions Investments Ireland DAC	3.200%	9/23/26	64,252	65,940
¹	SSM Health Care Corp.	3.688%	6/1/23	8,483	8,644
	Stryker Corp.	0.600%	12/1/23	5,568	5,449
	Stryker Corp.	3.375%	5/15/24	17,791	18,224
	Stryker Corp.	1.150%	6/15/25	15,807	15,231
	Stryker Corp.	3.375%	11/1/25	20,434	21,093
	Stryker Corp.	3.500%	3/15/26	21,465	22,296
¹	Sutter Health	1.321%	8/15/25	6,024	5,801
	Takeda Pharmaceutical Co. Ltd.	4.400%	11/26/23	48,489	50,336
	Thermo Fisher Scientific Inc.	0.797%	10/18/23	22,000	21,693
	Thermo Fisher Scientific Inc.	1.215%	10/18/24	38,160	37,314
	UnitedHealth Group Inc.	2.875%	3/15/23	24,680	25,107
	UnitedHealth Group Inc.	3.500%	6/15/23	24,549	25,175
	UnitedHealth Group Inc.	3.500%	2/15/24	23,755	24,575
	UnitedHealth Group Inc.	2.375%	8/15/24	15,205	15,388
	UnitedHealth Group Inc.	3.750%	7/15/25	47,208	49,493
	UnitedHealth Group Inc.	3.700%	12/15/25	10,634	11,200
	UnitedHealth Group Inc.	1.250%	1/15/26	6,877	6,645
	UnitedHealth Group Inc.	3.100%	3/15/26	19,587	20,271
	UnitedHealth Group Inc.	1.150%	5/15/26	22,329	21,451
	UnitedHealth Group Inc.	3.450%	1/15/27	19,119	20,116
²	Universal Health Services Inc.	1.650%	9/1/26	8,395	7,990
¹	UPMC	3.600%	4/3/25	7,900	8,115
	Utah Acquisition Sub Inc.	3.950%	6/15/26	53,095	54,830
	Viatris Inc.	1.650%	6/22/25	21,901	21,169
	Wyeth LLC	6.450%	2/1/24	14,555	15,801
	Zimmer Biomet Holdings Inc.	1.450%	11/22/24	12,867	12,576
	Zimmer Biomet Holdings Inc.	3.050%	1/15/26	23,358	23,722
	Zoetis Inc.	4.500%	11/13/25	17,064	18,216
					4,282,172
Industrials (6.5%)
	3M Co.	1.750%	2/14/23	11,190	11,237
¹	3M Co.	2.250%	3/15/23	18,649	18,812
¹	3M Co.	3.250%	2/14/24	25,954	26,718
	3M Co.	2.000%	2/14/25	17,889	17,838
	3M Co.	2.650%	4/15/25	5,992	6,081
¹	3M Co.	3.000%	8/7/25	10,938	11,255
¹	3M Co.	2.250%	9/19/26	5,376	5,373
	Allegion US Holding Co. Inc.	3.200%	10/1/24	8,846	8,963

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Amphenol Corp.	3.200%	4/1/24	6,973	7,116
	Amphenol Corp.	2.050%	3/1/25	9,496	9,423
¹	BNSF Funding Trust I	6.613%	12/15/55	8,511	9,170
	Boeing Co.	1.167%	2/4/23	6,126	6,086
	Boeing Co.	2.800%	3/1/23	19,376	19,578
	Boeing Co.	4.508%	5/1/23	76,984	79,127
	Boeing Co.	1.875%	6/15/23	20,181	20,156
	Boeing Co.	1.950%	2/1/24	24,114	24,026
	Boeing Co.	1.433%	2/4/24	34,075	33,529
	Boeing Co.	2.800%	3/1/24	12,794	12,944
	Boeing Co.	2.850%	10/30/24	7,328	7,402
	Boeing Co.	4.875%	5/1/25	88,105	93,682
	Boeing Co.	2.600%	10/30/25	8,214	8,166
	Boeing Co.	2.750%	2/1/26	33,945	33,956
	Boeing Co.	2.196%	2/4/26	115,886	112,231
	Boeing Co.	3.100%	5/1/26	19,077	19,247
	Boeing Co.	2.250%	6/15/26	15,693	15,321
	Boeing Co.	2.700%	2/1/27	20,000	19,728
	Burlington Northern Santa Fe LLC	3.000%	3/15/23	12,548	12,707
	Burlington Northern Santa Fe LLC	3.850%	9/1/23	29,619	30,441
	Burlington Northern Santa Fe LLC	3.750%	4/1/24	16,647	17,225
	Burlington Northern Santa Fe LLC	3.400%	9/1/24	18,564	19,133
	Burlington Northern Santa Fe LLC	3.000%	4/1/25	8,106	8,292
	Burlington Northern Santa Fe LLC	3.650%	9/1/25	10,942	11,438
	Burlington Northern Santa Fe LLC	7.000%	12/15/25	5,188	6,053
	Canadian National Railway Co.	2.950%	11/21/24	5,252	5,350
	Canadian National Railway Co.	2.750%	3/1/26	12,722	12,972
	Canadian Pacific Railway Co.	4.450%	3/15/23	4,487	4,588
	Canadian Pacific Railway Co.	1.350%	12/2/24	28,020	27,366
	Canadian Pacific Railway Co.	2.900%	2/1/25	15,988	16,293
	Canadian Pacific Railway Co.	1.750%	12/2/26	27,157	26,373
	Carrier Global Corp.	2.242%	2/15/25	47,856	47,797
	Carrier Global Corp.	2.493%	2/15/27	26,993	26,882
	Caterpillar Financial Services Corp.	0.250%	3/1/23	20,687	20,466
¹	Caterpillar Financial Services Corp.	2.625%	3/1/23	9,806	9,916
¹	Caterpillar Financial Services Corp.	3.450%	5/15/23	11,067	11,331
	Caterpillar Financial Services Corp.	0.650%	7/7/23	17,980	17,775
¹	Caterpillar Financial Services Corp.	0.450%	9/14/23	25,439	25,008
¹	Caterpillar Financial Services Corp.	3.750%	11/24/23	13,393	13,891
¹	Caterpillar Financial Services Corp.	3.650%	12/7/23	14,157	14,653
¹	Caterpillar Financial Services Corp.	0.950%	1/10/24	22,002	21,723
¹	Caterpillar Financial Services Corp.	2.850%	5/17/24	11,875	12,121
¹	Caterpillar Financial Services Corp.	3.300%	6/9/24	11,454	11,813
¹	Caterpillar Financial Services Corp.	0.600%	9/13/24	12,440	12,033
¹	Caterpillar Financial Services Corp.	2.150%	11/8/24	16,597	16,678
¹	Caterpillar Financial Services Corp.	3.250%	12/1/24	13,629	14,081
¹	Caterpillar Financial Services Corp.	1.450%	5/15/25	19,619	19,195
¹	Caterpillar Financial Services Corp.	0.800%	11/13/25	14,867	14,167
	Caterpillar Financial Services Corp.	0.900%	3/2/26	20,651	19,683
	Caterpillar Financial Services Corp.	2.400%	8/9/26	14,579	14,705
¹	Caterpillar Financial Services Corp.	1.150%	9/14/26	37,715	36,011
¹	Caterpillar Financial Services Corp.	1.700%	1/8/27	14,177	13,845
	Caterpillar Inc.	3.400%	5/15/24	16,353	16,890
	CNH Industrial Capital LLC	1.950%	7/2/23	11,674	11,674
	CNH Industrial Capital LLC	4.200%	1/15/24	12,726	13,157

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	CNH Industrial Capital LLC	1.875%	1/15/26	12,772	12,445
	CNH Industrial Capital LLC	1.450%	7/15/26	8,531	8,102
	CNH Industrial NV	4.500%	8/15/23	13,870	14,327
¹	Continental Airlines Pass-Through Trust Class A Series 2012-2	4.000%	10/29/24	5,567	5,657
	Crane Co.	4.450%	12/15/23	4,545	4,715
	CSX Corp.	3.400%	8/1/24	16,207	16,695
	CSX Corp.	3.350%	11/1/25	9,526	9,850
	CSX Corp.	2.600%	11/1/26	16,691	16,874
	Cummins Inc.	3.650%	10/1/23	5,258	5,391
	Cummins Inc.	0.750%	9/1/25	13,027	12,405
	Deere & Co.	2.750%	4/15/25	20,510	20,900
²	Delta Air Lines Inc.	7.000%	5/1/25	5,901	6,552
²	Delta Air Lines Inc.	4.500%	10/20/25	3,600	3,697
¹	Delta Air Lines Pass-Through Trust Class AA Series 2019-1	3.204%	4/25/24	5,866	5,971
	Dover Corp.	3.150%	11/15/25	7,962	8,208
	Emerson Electric Co.	2.625%	2/15/23	6,930	6,994
	Emerson Electric Co.	3.150%	6/1/25	7,631	7,860
	Emerson Electric Co.	0.875%	10/15/26	18,908	17,843
	FedEx Corp.	3.250%	4/1/26	13,565	14,110
	Fortive Corp.	3.150%	6/15/26	19,070	19,639
	General Dynamics Corp.	3.375%	5/15/23	26,447	26,993
	General Dynamics Corp.	1.875%	8/15/23	11,880	11,926
	General Dynamics Corp.	3.250%	4/1/25	13,398	13,825
	General Dynamics Corp.	3.500%	5/15/25	8,792	9,127
	General Dynamics Corp.	2.125%	8/15/26	20,914	20,878
¹	General Electric Co.	3.150%	9/7/22	2	2
	Honeywell International Inc.	3.350%	12/1/23	6,940	7,130
	Honeywell International Inc.	2.300%	8/15/24	17,797	17,978
	Honeywell International Inc.	1.350%	6/1/25	22,472	21,956
	Honeywell International Inc.	2.500%	11/1/26	32,899	33,330
²	Huntington Ingalls Industries Inc.	0.670%	8/16/23	5,930	5,813
	Huntington Ingalls Industries Inc.	3.844%	5/1/25	12,906	13,355
	Illinois Tool Works Inc.	3.500%	3/1/24	20,875	21,493
	Illinois Tool Works Inc.	2.650%	11/15/26	17,780	18,178
	JB Hunt Transport Services Inc.	3.875%	3/1/26	17,616	18,567
¹	John Deere Capital Corp.	2.800%	3/6/23	21,461	21,758
¹	John Deere Capital Corp.	1.200%	4/6/23	8,370	8,351
¹	John Deere Capital Corp.	3.450%	6/7/23	9,523	9,756
¹	John Deere Capital Corp.	0.700%	7/5/23	13,509	13,356
¹	John Deere Capital Corp.	0.400%	10/10/23	8,490	8,341
	John Deere Capital Corp.	3.650%	10/12/23	13,317	13,743
¹	John Deere Capital Corp.	0.900%	1/10/24	11,005	10,846
¹	John Deere Capital Corp.	3.450%	1/10/24	9,389	9,680
¹	John Deere Capital Corp.	0.450%	1/17/24	11,656	11,396
¹	John Deere Capital Corp.	2.600%	3/7/24	13,784	14,012
¹	John Deere Capital Corp.	0.450%	6/7/24	12,022	11,661
¹	John Deere Capital Corp.	3.350%	6/12/24	15,130	15,593
¹	John Deere Capital Corp.	2.650%	6/24/24	18,117	18,416
¹	John Deere Capital Corp.	0.625%	9/10/24	7,585	7,369
¹	John Deere Capital Corp.	2.050%	1/9/25	12,379	12,407
¹	John Deere Capital Corp.	1.250%	1/10/25	6,367	6,242
¹	John Deere Capital Corp.	3.450%	3/13/25	11,887	12,380
¹	John Deere Capital Corp.	3.400%	9/11/25	10,255	10,676
¹	John Deere Capital Corp.	0.700%	1/15/26	20,141	19,115

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	John Deere Capital Corp.	2.650%	6/10/26	15,146	15,442
¹	John Deere Capital Corp.	1.050%	6/17/26	15,112	14,440
¹	John Deere Capital Corp.	2.250%	9/14/26	10,928	10,986
¹	John Deere Capital Corp.	1.300%	10/13/26	7,411	7,134
¹	John Deere Capital Corp.	1.700%	1/11/27	7,153	6,993
¹	Johnson Controls International plc	3.625%	7/2/24	7,699	7,950
¹	Johnson Controls International plc	3.900%	2/14/26	11,038	11,627
¹	Kansas City Southern	3.000%	5/15/23	4,042	4,079
	Keysight Technologies Inc.	4.550%	10/30/24	13,606	14,319
	L3Harris Technologies Inc.	3.850%	6/15/23	17,444	17,877
	L3Harris Technologies Inc.	3.950%	5/28/24	8,948	9,272
	L3Harris Technologies Inc.	3.832%	4/27/25	13,600	14,172
	L3Harris Technologies Inc.	3.850%	12/15/26	5,241	5,502
	Lennox International Inc.	3.000%	11/15/23	5,712	5,796
	Lennox International Inc.	1.350%	8/1/25	8,776	8,445
	Lockheed Martin Corp.	2.900%	3/1/25	17,190	17,589
	Lockheed Martin Corp.	3.550%	1/15/26	41,629	43,773
	Norfolk Southern Corp.	3.850%	1/15/24	6,628	6,837
	Norfolk Southern Corp.	3.650%	8/1/25	3,463	3,611
	Norfolk Southern Corp.	2.900%	6/15/26	16,848	17,258
	Northrop Grumman Corp.	3.250%	8/1/23	26,599	27,175
	Northrop Grumman Corp.	2.930%	1/15/25	25,405	25,889
	Northrop Grumman Corp.	3.200%	2/1/27	17,080	17,563
	Otis Worldwide Corp.	2.056%	4/5/25	34,469	34,184
¹	PACCAR Financial Corp.	2.650%	4/6/23	6,477	6,573
¹	PACCAR Financial Corp.	0.800%	6/8/23	10,616	10,530
	PACCAR Financial Corp.	3.400%	8/9/23	9,511	9,749
¹	PACCAR Financial Corp.	0.350%	8/11/23	7,264	7,154
¹	PACCAR Financial Corp.	0.350%	2/2/24	5,980	5,820
¹	PACCAR Financial Corp.	2.150%	8/15/24	9,867	9,918
¹	PACCAR Financial Corp.	0.900%	11/8/24	7,975	7,773
¹	PACCAR Financial Corp.	1.800%	2/6/25	13,786	13,668
	Parker-Hannifin Corp.	2.700%	6/14/24	17,172	17,394
¹	Parker-Hannifin Corp.	3.300%	11/21/24	9,143	9,357
	Precision Castparts Corp.	3.250%	6/15/25	24,457	25,349
	Raytheon Technologies Corp.	3.700%	12/15/23	8,856	9,112
	Raytheon Technologies Corp.	3.200%	3/15/24	24,341	24,933
	Raytheon Technologies Corp.	3.950%	8/16/25	42,416	44,719
	Republic Services Inc.	4.750%	5/15/23	5,684	5,850
	Republic Services Inc.	2.500%	8/15/24	28,741	29,023
	Republic Services Inc.	3.200%	3/15/25	16,138	16,517
	Republic Services Inc.	0.875%	11/15/25	9,540	9,007
	Republic Services Inc.	2.900%	7/1/26	6,247	6,354
	Rockwell Automation Inc.	0.350%	8/15/23	9,661	9,499
	Rockwell Automation Inc.	2.875%	3/1/25	5,351	5,476
¹	Ryder System Inc.	3.400%	3/1/23	14,993	15,233
¹	Ryder System Inc.	3.750%	6/9/23	11,259	11,508
¹	Ryder System Inc.	3.875%	12/1/23	6,463	6,664
¹	Ryder System Inc.	3.650%	3/18/24	20,202	20,809
¹	Ryder System Inc.	2.500%	9/1/24	7,988	8,021
¹	Ryder System Inc.	4.625%	6/1/25	7,668	8,157
¹	Ryder System Inc.	3.350%	9/1/25	8,928	9,145
¹	Ryder System Inc.	1.750%	9/1/26	6,335	6,097
¹	Ryder System Inc.	2.900%	12/1/26	10,939	11,039
¹	Ryder System Inc.	2.850%	3/1/27	2,000	2,006

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Southwest Airlines Co.	4.750%	5/4/23	16,676	17,234
	Southwest Airlines Co.	5.250%	5/4/25	39,989	43,126
	Southwest Airlines Co.	3.000%	11/15/26	3,085	3,122
	Teledyne Technologies Inc.	0.650%	4/1/23	11,647	11,516
	Teledyne Technologies Inc.	0.950%	4/1/24	15,198	14,846
	Teledyne Technologies Inc.	1.600%	4/1/26	16,575	15,979
	Textron Inc.	4.300%	3/1/24	7,242	7,518
	Textron Inc.	3.875%	3/1/25	6,367	6,639
	Textron Inc.	4.000%	3/15/26	10,208	10,727
	Timken Co.	3.875%	9/1/24	6,705	6,907
	Trane Technologies Global Holding Co. Ltd.	4.250%	6/15/23	14,814	15,265
	Trane Technologies Luxembourg Finance SA	3.550%	11/1/24	8,041	8,305
	Trane Technologies Luxembourg Finance SA	3.500%	3/21/26	9,333	9,743
	Trimble Inc.	4.150%	6/15/23	7,071	7,254
	Trimble Inc.	4.750%	12/1/24	8,752	9,233
	Tyco Electronics Group SA	3.450%	8/1/24	8,016	8,230
	Tyco Electronics Group SA	3.700%	2/15/26	6,026	6,316
	Union Pacific Corp.	2.750%	4/15/23	4,298	4,344
	Union Pacific Corp.	3.500%	6/8/23	15,748	16,103
	Union Pacific Corp.	3.646%	2/15/24	14,146	14,579
	Union Pacific Corp.	3.150%	3/1/24	17,161	17,588
	Union Pacific Corp.	3.750%	3/15/24	12,090	12,496
	Union Pacific Corp.	3.250%	1/15/25	6,031	6,196
	Union Pacific Corp.	3.750%	7/15/25	5,547	5,811
	Union Pacific Corp.	3.250%	8/15/25	8,769	9,041
	Union Pacific Corp.	2.750%	3/1/26	16,623	16,874
¹	United Airlines Pass-Through Trust Class A Series 2012-1	4.150%	4/11/24	6,581	6,704
¹	United Airlines Pass-Through Trust Class A Series 2013-1	4.300%	8/15/25	8,391	8,669
¹	United Airlines Pass-Through Trust Class A Series 2014-1	4.000%	4/11/26	10,256	10,469
¹	United Airlines Pass-Through Trust Class A Series 2014-2	3.750%	9/3/26	8,639	8,790
¹	United Airlines Pass-Through Trust Class B Series 2020-1	4.875%	1/15/26	17,021	17,281
	United Parcel Service Inc.	2.500%	4/1/23	25,819	26,096
	United Parcel Service Inc.	2.200%	9/1/24	11,201	11,302
	United Parcel Service Inc.	2.800%	11/15/24	16,934	17,301
	United Parcel Service Inc.	3.900%	4/1/25	15,858	16,683
	United Parcel Service Inc.	2.400%	11/15/26	5,824	5,877
	Vontier Corp.	1.800%	4/1/26	11,090	10,359
	Waste Management Inc.	2.400%	5/15/23	21,240	21,402
	Waste Management Inc.	0.750%	11/15/25	8,714	8,235
	Westinghouse Air Brake Technologies Corp.	4.400%	3/15/24	14,277	14,791
	Westinghouse Air Brake Technologies Corp.	3.200%	6/15/25	14,232	14,370
	Westinghouse Air Brake Technologies Corp.	3.450%	11/15/26	17,108	17,350
	WW Grainger Inc.	1.850%	2/15/25	11,179	11,088
	Xylem Inc.	3.250%	11/1/26	10,155	10,429
					3,237,330
Materials (1.7%)
	Air Products and Chemicals Inc.	3.350%	7/31/24	8,708	8,973
	Air Products and Chemicals Inc.	1.500%	10/15/25	14,142	13,832
	Albemarle Corp.	4.150%	12/1/24	6,910	7,200
	ArcelorMittal SA	4.550%	3/11/26	13,626	14,310
	Berry Global Inc.	0.950%	2/15/24	16,348	15,898
	Berry Global Inc.	1.570%	1/15/26	35,358	33,678
	Berry Global Inc.	1.650%	1/15/27	4,681	4,353
	BHP Billiton Finance USA Ltd.	3.850%	9/30/23	10,095	10,441
	BHP Billiton Finance USA Ltd.	6.420%	3/1/26	7,484	8,657

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Carlisle Cos. Inc.	3.500%	12/1/24	9,531	9,830
	Celanese US Holdings LLC	3.500%	5/8/24	12,273	12,521
	Celanese US Holdings LLC	1.400%	8/5/26	9,980	9,387
	Celulosa Arauco y Constitucion SA	4.500%	8/1/24	8,345	8,633
	CF Industries Inc.	3.450%	6/1/23	11,437	11,640
	Dow Chemical Co.	4.550%	11/30/25	427	458
	Dow Chemical Co.	3.625%	5/15/26	16,560	17,295
	DuPont de Nemours Inc.	4.205%	11/15/23	48,708	50,470
	DuPont de Nemours Inc.	4.493%	11/15/25	37,748	40,228
	Eastman Chemical Co.	3.800%	3/15/25	14,569	15,100
	Ecolab Inc.	0.900%	12/15/23	5,695	5,600
	Ecolab Inc.	2.700%	11/1/26	18,160	18,495
	Ecolab Inc.	1.650%	2/1/27	11,350	11,043
	EI du Pont de Nemours & Co.	1.700%	7/15/25	11,338	11,110
	Fibria Overseas Finance Ltd.	4.000%	1/14/25	7,935	8,152
	Fibria Overseas Finance Ltd.	5.500%	1/17/27	15,075	16,209
	FMC Corp.	4.100%	2/1/24	7,005	7,222
	FMC Corp.	3.200%	10/1/26	11,000	11,250
	Freeport-McMoRan Inc.	3.875%	3/15/23	4,000	4,068
	Freeport-McMoRan Inc.	4.550%	11/14/24	4,825	5,039
	Freeport-McMoRan Inc.	5.000%	9/1/27	3,800	3,918
	Freeport-McMoRan Inc.	4.125%	3/1/28	15,450	15,618
	Georgia-Pacific LLC	8.000%	1/15/24	8,707	9,684
²	Georgia-Pacific LLC	0.625%	5/15/24	3,500	3,388
²	Georgia-Pacific LLC	1.750%	9/30/25	9,500	9,282
	International Flavors & Fragrances Inc.	3.200%	5/1/23	2,644	2,675
	Kinross Gold Corp.	5.950%	3/15/24	5,186	5,492
	Linde Inc.	2.650%	2/5/25	8,257	8,402
	Linde Inc.	3.200%	1/30/26	13,879	14,399
	LYB International Finance BV	4.000%	7/15/23	14,195	14,604
	LYB International Finance III LLC	1.250%	10/1/25	17,246	16,479
	LyondellBasell Industries NV	5.750%	4/15/24	9,016	9,605
	Martin Marietta Materials Inc.	0.650%	7/15/23	4,160	4,099
	Martin Marietta Materials Inc.	4.250%	7/2/24	9,394	9,811
	Mosaic Co.	4.250%	11/15/23	23,816	24,631
	Nucor Corp.	4.000%	8/1/23	10,598	10,879
	Nucor Corp.	2.000%	6/1/25	17,648	17,463
	Nutrien Ltd.	1.900%	5/13/23	9,572	9,589
	Nutrien Ltd.	3.000%	4/1/25	8,486	8,629
	Nutrien Ltd.	4.000%	12/15/26	12,846	13,683
	Packaging Corp. of America	3.650%	9/15/24	7,672	7,931
	PPG Industries Inc.	3.200%	3/15/23	4,919	5,004
	PPG Industries Inc.	2.400%	8/15/24	9,011	9,082
	PPG Industries Inc.	1.200%	3/15/26	16,804	16,042
	Reliance Steel & Aluminum Co.	4.500%	4/15/23	5,083	5,200
	Reliance Steel & Aluminum Co.	1.300%	8/15/25	5,850	5,630
	Sherwin-Williams Co.	3.125%	6/1/24	27,500	28,127
	Sherwin-Williams Co.	3.450%	8/1/25	7,483	7,701
	Southern Copper Corp.	3.875%	4/23/25	9,678	9,969
	Steel Dynamics Inc.	2.800%	12/15/24	9,960	10,110
	Steel Dynamics Inc.	2.400%	6/15/25	13,162	13,131
	Vale Overseas Ltd.	6.250%	8/10/26	38,409	43,389
	Vulcan Materials Co.	4.500%	4/1/25	7,026	7,445
	Westlake Corp.	3.600%	8/15/26	18,200	18,915
	WestRock RKT LLC	4.000%	3/1/23	7,845	7,990

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	WRKCo Inc.	3.000%	9/15/24	14,059	14,306
	WRKCo Inc.	3.750%	3/15/25	21,794	22,643
	WRKCo Inc.	4.650%	3/15/26	17,356	18,726
					854,763
Real Estate (3.6%)
	Alexandria Real Estate Equities Inc.	3.450%	4/30/25	23,173	23,989
	Alexandria Real Estate Equities Inc.	4.300%	1/15/26	3,787	4,038
	Alexandria Real Estate Equities Inc.	3.800%	4/15/26	5,892	6,208
	Alexandria Real Estate Equities Inc.	3.950%	1/15/27	7,838	8,338
	American Campus Communities Operating Partnership LP	3.750%	4/15/23	7,668	7,785
	American Campus Communities Operating Partnership LP	4.125%	7/1/24	9,324	9,687
	American Campus Communities Operating Partnership LP	3.300%	7/15/26	9,613	9,891
	American Tower Corp.	3.000%	6/15/23	18,766	19,044
	American Tower Corp.	0.600%	1/15/24	7,542	7,344
	American Tower Corp.	5.000%	2/15/24	23,955	25,235
	American Tower Corp.	3.375%	5/15/24	20,771	21,232
	American Tower Corp.	2.950%	1/15/25	14,079	14,233
	American Tower Corp.	2.400%	3/15/25	16,894	16,842
	American Tower Corp.	4.000%	6/1/25	15,574	16,214
	American Tower Corp.	1.300%	9/15/25	14,668	14,056
	American Tower Corp.	4.400%	2/15/26	10,277	10,902
	American Tower Corp.	1.600%	4/15/26	12,797	12,273
	American Tower Corp.	1.450%	9/15/26	15,172	14,371
	American Tower Corp.	3.375%	10/15/26	20,896	21,448
	American Tower Corp.	2.750%	1/15/27	17,183	17,160
	American Tower Corp.	3.125%	1/15/27	10,129	10,236
¹	AvalonBay Communities Inc.	4.200%	12/15/23	7,723	7,992
¹	AvalonBay Communities Inc.	3.500%	11/15/24	10,040	10,354
¹	AvalonBay Communities Inc.	3.450%	6/1/25	11,312	11,667
¹	AvalonBay Communities Inc.	3.500%	11/15/25	5,919	6,153
¹	AvalonBay Communities Inc.	2.950%	5/11/26	12,175	12,484
¹	AvalonBay Communities Inc.	2.900%	10/15/26	3,980	4,071
	Boston Properties LP	3.125%	9/1/23	19,184	19,492
	Boston Properties LP	3.800%	2/1/24	12,860	13,223
	Boston Properties LP	3.200%	1/15/25	13,912	14,219
	Boston Properties LP	3.650%	2/1/26	22,670	23,482
	Boston Properties LP	2.750%	10/1/26	18,039	18,083
	Brandywine Operating Partnership LP	4.100%	10/1/24	8,501	8,791
	Brixmor Operating Partnership LP	3.650%	6/15/24	14,739	15,181
	Brixmor Operating Partnership LP	3.850%	2/1/25	15,060	15,648
	Brixmor Operating Partnership LP	4.125%	6/15/26	10,135	10,683
	Camden Property Trust	2.950%	12/15/22	8,851	8,923
	CBRE Services Inc.	4.875%	3/1/26	13,600	14,772
	CC Holdings GS V LLC	3.849%	4/15/23	30,846	31,598
	Corporate Office Properties LP	2.250%	3/15/26	7,321	7,199
	Crown Castle International Corp.	3.150%	7/15/23	16,137	16,421
	Crown Castle International Corp.	3.200%	9/1/24	20,813	21,234
	Crown Castle International Corp.	1.350%	7/15/25	7,298	7,002
	Crown Castle International Corp.	4.450%	2/15/26	23,491	24,964
	Crown Castle International Corp.	3.700%	6/15/26	23,687	24,580
	Crown Castle International Corp.	1.050%	7/15/26	11,048	10,319
	CubeSmart LP	4.000%	11/15/25	7,006	7,329
	CubeSmart LP	3.125%	9/1/26	7,048	7,196
	CyrusOne LP	2.900%	11/15/24	13,765	14,023
	Duke Realty LP	3.250%	6/30/26	7,423	7,628

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	EPR Properties	4.500%	4/1/25	3,045	3,131
	Equinix Inc.	2.625%	11/18/24	17,269	17,377
	Equinix Inc.	1.250%	7/15/25	6,046	5,766
	Equinix Inc.	1.000%	9/15/25	16,743	15,860
	Equinix Inc.	1.450%	5/15/26	15,010	14,281
	Equinix Inc.	2.900%	11/18/26	17,426	17,555
	ERP Operating LP	3.000%	4/15/23	11,808	11,960
	ERP Operating LP	3.375%	6/1/25	14,144	14,669
	ERP Operating LP	2.850%	11/1/26	7,739	7,922
	Essex Portfolio LP	3.250%	5/1/23	10,880	11,011
	Essex Portfolio LP	3.875%	5/1/24	7,777	8,031
	Essex Portfolio LP	3.500%	4/1/25	16,984	17,510
	Essex Portfolio LP	3.375%	4/15/26	4,535	4,668
	Federal Realty Investment Trust	3.950%	1/15/24	10,655	10,974
	Federal Realty Investment Trust	1.250%	2/15/26	11,349	10,851
	GLP Capital LP	5.375%	11/1/23	12,885	13,431
	GLP Capital LP	3.350%	9/1/24	12,768	12,917
	GLP Capital LP	5.250%	6/1/25	18,428	19,477
	GLP Capital LP	5.375%	4/15/26	18,121	19,400
	Healthcare Trust of America Holdings LP	3.500%	8/1/26	17,761	18,408
	Healthpeak Properties Inc.	3.400%	2/1/25	8,517	8,747
	Healthpeak Properties Inc.	4.000%	6/1/25	4,797	5,014
	Healthpeak Properties Inc.	3.250%	7/15/26	14,255	14,747
	Healthpeak Properties Inc.	1.350%	2/1/27	1,375	1,301
	Highwoods Realty LP	3.625%	1/15/23	1,360	1,377
	Host Hotels & Resorts LP	3.875%	4/1/24	6,917	7,069
¹	Host Hotels & Resorts LP	4.000%	6/15/25	10,752	11,132
¹	Host Hotels & Resorts LP	4.500%	2/1/26	8,552	8,974
	Kilroy Realty LP	3.450%	12/15/24	9,220	9,450
	Kilroy Realty LP	4.375%	10/1/25	12,768	13,460
	Kimco Realty Corp.	3.375%	10/15/22	1,709	1,714
	Kimco Realty Corp.	3.500%	4/15/23	2,965	3,000
	Kimco Realty Corp.	3.125%	6/1/23	6,893	6,988
	Kimco Realty Corp.	2.700%	3/1/24	9,687	9,768
	Kimco Realty Corp.	3.300%	2/1/25	14,835	15,216
	Kimco Realty Corp.	2.800%	10/1/26	10,258	10,310
	Kite Realty Group LP	4.000%	10/1/26	6,543	6,816
	Kite Realty Group Trust	4.000%	3/15/25	1,366	1,405
	LifeStorage LP	3.500%	7/1/26	12,468	12,975
	Mid-America Apartments LP	4.300%	10/15/23	7,959	8,194
	Mid-America Apartments LP	3.750%	6/15/24	7,492	7,728
	Mid-America Apartments LP	4.000%	11/15/25	9,983	10,478
	Mid-America Apartments LP	1.100%	9/15/26	9,147	8,585
	National Retail Properties Inc.	3.900%	6/15/24	8,019	8,293
	National Retail Properties Inc.	4.000%	11/15/25	10,832	11,399
	National Retail Properties Inc.	3.600%	12/15/26	2,556	2,650
	Office Properties Income Trust	4.250%	5/15/24	7,352	7,498
	Office Properties Income Trust	4.500%	2/1/25	15,249	15,633
	Office Properties Income Trust	2.650%	6/15/26	4,754	4,533
	Office Properties Income Trust	2.400%	2/1/27	11,973	11,065
	Omega Healthcare Investors Inc.	4.375%	8/1/23	12,580	12,894
	Omega Healthcare Investors Inc.	4.950%	4/1/24	10,363	10,814
	Omega Healthcare Investors Inc.	4.500%	1/15/25	8,698	9,064
	Omega Healthcare Investors Inc.	5.250%	1/15/26	13,512	14,512
	Piedmont Operating Partnership LP	3.400%	6/1/23	6,202	6,274

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Piedmont Operating Partnership LP	4.450%	3/15/24	6,595	6,833
	Prologis LP	3.250%	10/1/26	11,811	12,273
	Public Storage	0.875%	2/15/26	10,949	10,425
	Public Storage	1.500%	11/9/26	16,735	16,227
	Realty Income Corp.	4.600%	2/6/24	16,175	16,854
	Realty Income Corp.	3.875%	7/15/24	10,330	10,710
	Realty Income Corp.	3.875%	4/15/25	15,164	15,832
	Realty Income Corp.	4.625%	11/1/25	10,069	10,813
	Realty Income Corp.	0.750%	3/15/26	1,732	1,618
	Realty Income Corp.	4.875%	6/1/26	13,028	14,188
	Realty Income Corp.	4.125%	10/15/26	9,284	9,855
	Realty Income Corp.	3.000%	1/15/27	14,756	15,005
	Regency Centers LP	3.600%	2/1/27	12,082	12,668
	Sabra Health Care LP	5.125%	8/15/26	11,317	11,998
	Simon Property Group LP	2.750%	6/1/23	14,353	14,502
	Simon Property Group LP	3.750%	2/1/24	13,579	13,992
	Simon Property Group LP	2.000%	9/13/24	25,149	25,065
	Simon Property Group LP	3.375%	10/1/24	17,058	17,549
	Simon Property Group LP	3.500%	9/1/25	31,069	32,098
	Simon Property Group LP	3.300%	1/15/26	15,171	15,549
	Simon Property Group LP	3.250%	11/30/26	18,675	19,213
	SITE Centers Corp.	3.625%	2/1/25	8,476	8,696
	SITE Centers Corp.	4.250%	2/1/26	3,131	3,262
	SL Green Realty Corp.	4.500%	12/1/22	6,258	6,358
	Spirit Realty LP	4.450%	9/15/26	3,432	3,670
	Spirit Realty LP	3.200%	1/15/27	10,421	10,583
	Tanger Properties LP	3.125%	9/1/26	6,289	6,273
¹	UDR Inc.	2.950%	9/1/26	6,703	6,800
	Ventas Realty LP	3.500%	4/15/24	8,023	8,221
	Ventas Realty LP	3.750%	5/1/24	8,183	8,407
	Ventas Realty LP	2.650%	1/15/25	2,813	2,828
	Ventas Realty LP	3.500%	2/1/25	22,024	22,597
	Ventas Realty LP	4.125%	1/15/26	11,210	11,820
	Ventas Realty LP	3.250%	10/15/26	7,977	8,162
	Vornado Realty LP	3.500%	1/15/25	10,204	10,413
	Vornado Realty LP	2.150%	6/1/26	12,877	12,498
	Welltower Inc.	4.500%	1/15/24	10,774	11,191
	Welltower Inc.	3.625%	3/15/24	24,307	24,977
	Welltower Inc.	4.000%	6/1/25	45,172	47,279
	Welltower Inc.	4.250%	4/1/26	4,166	4,433
	Welltower Inc.	2.700%	2/15/27	9,427	9,500
	Weyerhaeuser Co.	8.500%	1/15/25	4,944	5,790
	WP Carey Inc.	4.600%	4/1/24	6,726	7,020
	WP Carey Inc.	4.000%	2/1/25	10,049	10,498
	WP Carey Inc.	4.250%	10/1/26	6,463	6,883
					1,800,939
Technology (9.1%)
	Adobe Inc.	1.900%	2/1/25	15,393	15,398
	Adobe Inc.	3.250%	2/1/25	19,855	20,502
	Adobe Inc.	2.150%	2/1/27	22,886	22,784
	Altera Corp.	4.100%	11/15/23	14,722	15,271
	Analog Devices Inc.	2.950%	4/1/25	15,487	15,863
	Analog Devices Inc.	3.500%	12/5/26	23,179	24,465
	Apple Inc.	2.850%	2/23/23	27,408	27,773
	Apple Inc.	2.400%	5/3/23	112,850	114,240

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Apple Inc.	0.750%	5/11/23	55,000	54,642
	Apple Inc.	3.000%	2/9/24	46,003	47,155
	Apple Inc.	3.450%	5/6/24	56,658	58,703
	Apple Inc.	2.850%	5/11/24	63,723	65,144
	Apple Inc.	1.800%	9/11/24	19,158	19,161
	Apple Inc.	2.750%	1/13/25	25,510	26,135
	Apple Inc.	2.500%	2/9/25	29,913	30,444
	Apple Inc.	1.125%	5/11/25	53,964	52,700
	Apple Inc.	3.200%	5/13/25	55,848	57,943
	Apple Inc.	0.550%	8/20/25	15,523	14,775
	Apple Inc.	0.700%	2/8/26	42,514	40,632
	Apple Inc.	3.250%	2/23/26	75,299	78,592
	Apple Inc.	2.450%	8/4/26	54,340	55,193
	Apple Inc.	2.050%	9/11/26	43,439	43,360
	Apple Inc.	3.350%	2/9/27	50,000	52,684
	Applied Materials Inc.	3.900%	10/1/25	14,416	15,232
	Arrow Electronics Inc.	4.500%	3/1/23	5,850	5,968
	Arrow Electronics Inc.	3.250%	9/8/24	13,125	13,341
	Arrow Electronics Inc.	4.000%	4/1/25	5,336	5,534
	Autodesk Inc.	4.375%	6/15/25	10,525	11,108
	Automatic Data Processing Inc.	3.375%	9/15/25	23,571	24,605
	Avnet Inc.	4.625%	4/15/26	13,437	14,239
	Broadcom Corp.	3.625%	1/15/24	2,096	2,151
	Broadcom Corp.	3.875%	1/15/27	77,609	80,835
	Broadcom Inc.	2.250%	11/15/23	7,176	7,206
	Broadcom Inc.	3.625%	10/15/24	14,970	15,410
	Broadcom Inc.	4.700%	4/15/25	20,884	22,196
	Broadcom Inc.	3.150%	11/15/25	19,407	19,768
	Broadcom Inc.	4.250%	4/15/26	26,791	28,305
	Broadcom Inc.	3.459%	9/15/26	20,214	20,818
	Broadridge Financial Solutions Inc.	3.400%	6/27/26	11,321	11,756
	Cadence Design Systems Inc.	4.375%	10/15/24	7,232	7,593
	CDW LLC	4.125%	5/1/25	8,750	8,869
²	CGI Inc.	1.450%	9/14/26	13,625	12,962
	Cisco Systems Inc.	2.200%	9/20/23	25,369	25,627
	Cisco Systems Inc.	3.625%	3/4/24	16,987	17,627
	Cisco Systems Inc.	3.500%	6/15/25	8,038	8,411
	Cisco Systems Inc.	2.950%	2/28/26	19,066	19,762
	Cisco Systems Inc.	2.500%	9/20/26	33,867	34,612
	Citrix Systems Inc.	1.250%	3/1/26	17,475	17,093
	Dell International LLC	5.450%	6/15/23	21,721	22,611
	Dell International LLC	4.000%	7/15/24	21,585	22,398
	Dell International LLC	5.850%	7/15/25	34,205	37,594
	Dell International LLC	6.020%	6/15/26	93,532	104,608
	Dell International LLC	4.900%	10/1/26	43,160	46,778
	DXC Technology Co.	1.800%	9/15/26	20,417	19,486
	Equifax Inc.	3.300%	12/15/22	15,744	15,913
	Equifax Inc.	3.950%	6/15/23	7,080	7,252
	Equifax Inc.	2.600%	12/1/24	18,437	18,576
	Equifax Inc.	2.600%	12/15/25	12,231	12,245
	Fidelity National Information Services Inc.	0.375%	3/1/23	20,275	20,014
	Fidelity National Information Services Inc.	0.600%	3/1/24	10,276	9,979
	Fidelity National Information Services Inc.	1.150%	3/1/26	37,372	35,309
	Fiserv Inc.	3.800%	10/1/23	37,407	38,503
	Fiserv Inc.	2.750%	7/1/24	52,716	53,269

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Fiserv Inc.	3.850%	6/1/25	6,218	6,476
	Fiserv Inc.	3.200%	7/1/26	45,055	46,011
	Flex Ltd.	4.750%	6/15/25	13,661	14,486
	Flex Ltd.	3.750%	2/1/26	17,617	18,183
	Fortinet Inc.	1.000%	3/15/26	11,288	10,586
	Genpact Luxembourg Sarl	3.375%	12/1/24	8,011	8,228
	Harman International Industries Inc.	4.150%	5/15/25	6,528	6,869
	Hewlett Packard Enterprise Co.	2.250%	4/1/23	18,839	18,953
	Hewlett Packard Enterprise Co.	4.450%	10/2/23	23,977	24,872
	Hewlett Packard Enterprise Co.	1.450%	4/1/24	19,734	19,427
	Hewlett Packard Enterprise Co.	4.900%	10/15/25	51,091	54,869
	Hewlett Packard Enterprise Co.	1.750%	4/1/26	17,736	17,123
	HP Inc.	2.200%	6/17/25	28,288	28,109
	HP Inc.	1.450%	6/17/26	23,600	22,384
	Hubbell Inc.	3.350%	3/1/26	8,530	8,789
	IHS Markit Ltd.	4.125%	8/1/23	7,760	7,983
	IHS Markit Ltd.	3.625%	5/1/24	6,250	6,455
	Intel Corp.	2.700%	12/15/22	33,030	33,433
	Intel Corp.	2.875%	5/11/24	29,463	30,138
	Intel Corp.	3.400%	3/25/25	35,293	36,560
	Intel Corp.	3.700%	7/29/25	43,748	45,790
	Intel Corp.	2.600%	5/19/26	22,758	23,212
	International Business Machines Corp.	3.375%	8/1/23	36,012	36,913
	International Business Machines Corp.	3.625%	2/12/24	32,236	33,344
	International Business Machines Corp.	3.000%	5/15/24	58,694	60,067
	International Business Machines Corp.	7.000%	10/30/25	9,215	10,698
	International Business Machines Corp.	3.450%	2/19/26	29,279	30,545
	International Business Machines Corp.	3.300%	5/15/26	81,991	85,348
	International Business Machines Corp.	3.300%	1/27/27	10,125	10,550
	Intuit Inc.	0.650%	7/15/23	6,584	6,497
	Intuit Inc.	0.950%	7/15/25	10,612	10,172
¹	J Paul Getty Trust	0.391%	1/1/24	300	294
	Jabil Inc.	1.700%	4/15/26	8,920	8,618
	Juniper Networks Inc.	1.200%	12/10/25	14,886	14,226
	KLA Corp.	4.650%	11/1/24	29,583	31,317
²	Kyndryl Holdings Inc.	2.050%	10/15/26	8,550	8,067
	Lam Research Corp.	3.800%	3/15/25	10,831	11,333
	Lam Research Corp.	3.750%	3/15/26	17,062	18,046
	Legrand France SA	8.500%	2/15/25	8,705	10,243
	Leidos Inc.	2.950%	5/15/23	12,168	12,315
	Leidos Inc.	3.625%	5/15/25	10,340	10,663
¹	Marvell Technology Inc.	4.200%	6/22/23	14,587	14,996
	Microchip Technology Inc.	4.333%	6/1/23	26,139	26,886
	Microchip Technology Inc.	2.670%	9/1/23	3,376	3,408
	Microchip Technology Inc.	4.250%	9/1/25	22,705	23,252
	Micron Technology Inc.	4.975%	2/6/26	13,210	14,268
	Micron Technology Inc.	4.185%	2/15/27	21,979	23,254
	Microsoft Corp.	2.375%	5/1/23	21,320	21,536
	Microsoft Corp.	2.000%	8/8/23	33,645	33,959
	Microsoft Corp.	3.625%	12/15/23	36,366	37,714
	Microsoft Corp.	2.875%	2/6/24	74,013	75,800
	Microsoft Corp.	2.700%	2/12/25	49,670	50,958
	Microsoft Corp.	3.125%	11/3/25	58,162	60,403
	Microsoft Corp.	2.400%	8/8/26	92,601	94,112
	Microsoft Corp.	3.300%	2/6/27	103,385	109,315

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Moody's Corp.	4.875%	2/15/24	15,484	16,238
	Moody's Corp.	3.750%	3/24/25	12,238	12,766
	Motorola Solutions Inc.	4.000%	9/1/24	13,290	13,742
	NetApp Inc.	3.300%	9/29/24	9,504	9,730
	NetApp Inc.	1.875%	6/22/25	16,592	16,264
	NVIDIA Corp.	0.309%	6/15/23	19,750	19,459
	NVIDIA Corp.	0.584%	6/14/24	11,319	11,013
	NVIDIA Corp.	3.200%	9/16/26	23,894	24,936
²	NXP BV	4.875%	3/1/24	25,233	26,474
²	NXP BV	2.700%	5/1/25	20,225	20,345
²	NXP BV	5.350%	3/1/26	8,724	9,596
²	NXP BV	3.875%	6/18/26	18,121	18,980
	Oracle Corp.	3.625%	7/15/23	25,125	25,765
	Oracle Corp.	2.400%	9/15/23	62,710	63,163
	Oracle Corp.	3.400%	7/8/24	44,557	45,625
	Oracle Corp.	2.950%	11/15/24	42,876	43,491
	Oracle Corp.	2.500%	4/1/25	83,458	83,166
	Oracle Corp.	2.950%	5/15/25	48,155	48,586
	Oracle Corp.	1.650%	3/25/26	54,487	52,187
	Oracle Corp.	2.650%	7/15/26	60,908	60,493
²	Qorvo Inc.	1.750%	12/15/24	7,895	7,692
	QUALCOMM Inc.	2.900%	5/20/24	17,831	18,216
	QUALCOMM Inc.	3.450%	5/20/25	33,744	35,050
	Quanta Services Inc.	0.950%	10/1/24	500	482
	RELX Capital Inc.	3.500%	3/16/23	15,467	15,730
	Roper Technologies Inc.	3.650%	9/15/23	12,940	13,267
	Roper Technologies Inc.	2.350%	9/15/24	10,262	10,302
	Roper Technologies Inc.	1.000%	9/15/25	18,461	17,562
	Roper Technologies Inc.	3.850%	12/15/25	5,116	5,357
	Roper Technologies Inc.	3.800%	12/15/26	13,299	13,994
	S&P Global Inc.	4.000%	6/15/25	14,233	14,991
	S&P Global Inc.	2.950%	1/22/27	10,109	10,387
	salesforce.com Inc.	3.250%	4/11/23	24,310	24,796
	Skyworks Solutions Inc.	0.900%	6/1/23	831	819
	Skyworks Solutions Inc.	1.800%	6/1/26	21,597	20,634
²	TD SYNNEX Corp.	1.250%	8/9/24	17,225	16,714
²	TD SYNNEX Corp.	1.750%	8/9/26	14,533	13,802
	Texas Instruments Inc.	2.250%	5/1/23	5,625	5,664
	Texas Instruments Inc.	2.625%	5/15/24	13,506	13,728
	Texas Instruments Inc.	1.375%	3/12/25	25,686	25,253
	Texas Instruments Inc.	1.125%	9/15/26	11,200	10,776
	TSMC Arizona Corp.	1.750%	10/25/26	28,550	27,667
	Verisk Analytics Inc.	4.000%	6/15/25	26,196	27,251
	VMware Inc.	0.600%	8/15/23	33,903	33,314
	VMware Inc.	1.000%	8/15/24	8,620	8,365
	VMware Inc.	4.500%	5/15/25	24,700	26,154
	VMware Inc.	1.400%	8/15/26	39,155	37,172
	Western Digital Corp.	4.750%	2/15/26	52,240	54,271
	Xilinx Inc.	2.950%	6/1/24	13,193	13,430
					4,502,034
Utilities (4.9%)
	AEP Transmission Co. LLC	3.100%	12/1/26	8,830	9,054
	AES Corp.	1.375%	1/15/26	17,001	16,142
¹	Alabama Power Co.	3.550%	12/1/23	6,949	7,144
	Ameren Corp.	2.500%	9/15/24	14,124	14,155

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Ameren Corp.	3.650%	2/15/26	5,759	5,995
	Ameren Illinois Co.	3.250%	3/1/25	5,877	6,038
¹	American Electric Power Co. Inc.	2.950%	12/15/22	21,153	21,359
¹	American Electric Power Co. Inc.	0.750%	11/1/23	2,000	1,959
	American Electric Power Co. Inc.	2.031%	3/15/24	4,250	4,239
¹	American Electric Power Co. Inc.	1.000%	11/1/25	3,822	3,625
	American Electric Power Co. Inc.	3.875%	2/15/62	5,700	5,357
	American Water Capital Corp.	3.850%	3/1/24	5,086	5,259
	American Water Capital Corp.	3.400%	3/1/25	15,292	15,750
	Appalachian Power Co.	3.400%	6/1/25	7,054	7,292
	Arizona Public Service Co.	3.150%	5/15/25	5,214	5,314
	Atmos Energy Corp.	0.625%	3/9/23	14,000	13,849
	Avangrid Inc.	3.150%	12/1/24	14,901	15,196
	Avangrid Inc.	3.200%	4/15/25	15,117	15,464
	Baltimore Gas & Electric Co.	3.350%	7/1/23	7,765	7,903
	Baltimore Gas & Electric Co.	2.400%	8/15/26	7,249	7,302
	Berkshire Hathaway Energy Co.	3.750%	11/15/23	16,013	16,500
	Berkshire Hathaway Energy Co.	3.500%	2/1/25	8,407	8,705
	Berkshire Hathaway Energy Co.	4.050%	4/15/25	21,067	22,261
	Black Hills Corp.	4.250%	11/30/23	8,126	8,403
	Black Hills Corp.	1.037%	8/23/24	12,230	11,892
	Black Hills Corp.	3.950%	1/15/26	8,975	9,393
	Black Hills Corp.	3.150%	1/15/27	4,297	4,364
¹	CenterPoint Energy Houston Electric LLC	2.400%	9/1/26	9,730	9,761
¹	CenterPoint Energy Houston Electric LLC	3.000%	2/1/27	6,686	6,850
	CenterPoint Energy Inc.	3.850%	2/1/24	4,124	4,255
	CenterPoint Energy Inc.	2.500%	9/1/24	14,270	14,339
	CenterPoint Energy Inc.	1.450%	6/1/26	3,843	3,694
	Cleco Corporate Holdings LLC	3.743%	5/1/26	9,755	10,148
	Cleveland Electric Illuminating Co.	5.500%	8/15/24	3,676	3,954
	CMS Energy Corp.	3.000%	5/15/26	12,573	12,785
	Commonwealth Edison Co.	2.550%	6/15/26	5,622	5,677
¹	Connecticut Light & Power Co.	0.750%	12/1/25	8,668	8,194
¹	Consolidated Edison Inc.	0.650%	12/1/23	5,000	4,897
	Constellation Energy Generation LLC	3.400%	3/15/22	6,040	6,046
	Constellation Energy Generation LLC	3.250%	6/1/25	19,713	20,142
	Consumers Energy Co.	0.350%	6/1/23	4,060	4,002
	Consumers Energy Co.	3.375%	8/15/23	13,522	13,799
	Delmarva Power & Light Co.	3.500%	11/15/23	13,214	13,546
	Dominion Energy Inc.	3.071%	8/15/24	7,360	7,499
¹	Dominion Energy Inc.	3.300%	3/15/25	8,092	8,275
	Dominion Energy Inc.	3.900%	10/1/25	19,282	20,143
¹	Dominion Energy Inc.	1.450%	4/15/26	27,663	26,573
¹	Dominion Energy Inc.	2.850%	8/15/26	1,222	1,237
¹	Dominion Energy Inc.	5.750%	10/1/54	9,875	10,091
	DTE Electric Co.	3.650%	3/15/24	6,931	7,144
	DTE Electric Co.	3.375%	3/1/25	8,899	9,182
¹	DTE Energy Co.	2.529%	10/1/24	23,655	23,792
¹	DTE Energy Co.	1.050%	6/1/25	25,652	24,521
	DTE Energy Co.	2.850%	10/1/26	9,740	9,836
	Duke Energy Carolinas LLC	3.350%	5/15/22	7,644	7,678
	Duke Energy Carolinas LLC	2.500%	3/15/23	12,000	12,113
	Duke Energy Carolinas LLC	3.050%	3/15/23	8,171	8,281
	Duke Energy Carolinas LLC	2.950%	12/1/26	19,402	20,043
	Duke Energy Corp.	3.950%	10/15/23	10,531	10,813

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Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Duke Energy Corp.	3.750%	4/15/24	22,333	23,054
	Duke Energy Corp.	0.900%	9/15/25	11,251	10,680
	Duke Energy Corp.	2.650%	9/1/26	12,822	12,893
	Duke Energy Corp.	3.250%	1/15/82	13,000	11,901
	Duke Energy Florida LLC	3.200%	1/15/27	22,188	22,929
	Duke Energy Ohio Inc.	3.800%	9/1/23	9,389	9,617
	Duke Energy Progress LLC	2.800%	5/15/22	12,741	12,762
	Duke Energy Progress LLC	3.375%	9/1/23	6,965	7,133
	Duke Energy Progress LLC	3.250%	8/15/25	7,398	7,635
	Eastern Energy Gas Holdings LLC	3.550%	11/1/23	6,840	6,994
¹	Eastern Energy Gas Holdings LLC	2.500%	11/15/24	6,526	6,540
	Eastern Energy Gas Holdings LLC	3.600%	12/15/24	7,814	8,066
	Edison International	3.125%	11/15/22	5,451	5,499
	Edison International	2.950%	3/15/23	6,197	6,242
	Edison International	3.550%	11/15/24	8,011	8,197
	Edison International	4.950%	4/15/25	5,263	5,570
	Emera US Finance LP	3.550%	6/15/26	23,116	23,855
	Enel Americas SA	4.000%	10/25/26	13,071	13,466
	Enel Generacion Chile SA	4.250%	4/15/24	5,915	6,007
	Entergy Arkansas LLC	3.700%	6/1/24	7,215	7,446
	Entergy Arkansas LLC	3.500%	4/1/26	14,316	14,880
	Entergy Corp.	0.900%	9/15/25	20,754	19,627
	Entergy Corp.	2.950%	9/1/26	28,149	28,508
	Entergy Gulf States Louisiana LLC	5.590%	10/1/24	5,277	5,683
	Entergy Louisiana LLC	4.050%	9/1/23	12,424	12,754
	Entergy Louisiana LLC	0.620%	11/17/23	9,800	9,615
	Entergy Louisiana LLC	0.950%	10/1/24	15,005	14,585
	Entergy Louisiana LLC	5.400%	11/1/24	8,018	8,683
	Entergy Louisiana LLC	2.400%	10/1/26	11,937	11,843
	Evergy Inc.	2.450%	9/15/24	21,433	21,413
	Evergy Kansas Central Inc.	2.550%	7/1/26	14,445	14,568
	Evergy Metro Inc.	3.150%	3/15/23	6,672	6,736
	Evergy Metro Inc.	3.650%	8/15/25	1,187	1,233
	Eversource Energy	2.800%	5/1/23	7,355	7,421
¹	Eversource Energy	3.800%	12/1/23	9,220	9,477
¹	Eversource Energy	2.900%	10/1/24	7,075	7,179
¹	Eversource Energy	3.150%	1/15/25	7,469	7,614
¹	Eversource Energy	0.800%	8/15/25	7,336	6,928
¹	Eversource Energy	1.400%	8/15/26	2,622	2,496
¹	Exelon Corp.	3.950%	6/15/25	21,361	22,222
	Exelon Corp.	3.400%	4/15/26	20,093	20,739
	Florida Power & Light Co.	2.750%	6/1/23	5,118	5,166
	Florida Power & Light Co.	3.250%	6/1/24	13,775	14,122
	Florida Power & Light Co.	2.850%	4/1/25	26,704	27,268
	Florida Power & Light Co.	3.125%	12/1/25	13,212	13,612
	Fortis Inc.	3.055%	10/4/26	20,815	21,015
¹	Georgia Power Co.	2.100%	7/30/23	32,844	32,984
¹	Georgia Power Co.	2.200%	9/15/24	10,290	10,264
	Georgia Power Co.	3.250%	4/1/26	8,965	9,207
	Iberdrola International BV	5.810%	3/15/25	2,796	3,089
	Interstate Power & Light Co.	3.250%	12/1/24	11,117	11,373
	IPALCO Enterprises Inc.	3.700%	9/1/24	10,154	10,438
	ITC Holdings Corp.	3.650%	6/15/24	8,957	9,189
	ITC Holdings Corp.	3.250%	6/30/26	8,914	9,152
¹	Louisville Gas & Electric Co.	3.300%	10/1/25	3,466	3,572

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	MidAmerican Energy Co.	3.500%	10/15/24	17,014	17,653
	National Fuel Gas Co.	3.750%	3/1/23	6,876	6,968
	National Fuel Gas Co.	5.200%	7/15/25	11,752	12,529
	National Fuel Gas Co.	5.500%	1/15/26	12,407	13,452
	National Rural Utilities Cooperative Finance Corp.	3.400%	11/15/23	12,543	12,830
	National Rural Utilities Cooperative Finance Corp.	2.950%	2/7/24	17,503	17,815
	National Rural Utilities Cooperative Finance Corp.	0.350%	2/8/24	12,128	11,779
	National Rural Utilities Cooperative Finance Corp.	2.850%	1/27/25	14,954	15,236
¹	National Rural Utilities Cooperative Finance Corp.	3.250%	11/1/25	12,563	12,937
	National Rural Utilities Cooperative Finance Corp.	1.000%	6/15/26	6,922	6,543
¹	National Rural Utilities Cooperative Finance Corp.	4.750%	4/30/43	10,020	9,845
¹	National Rural Utilities Cooperative Finance Corp.	5.250%	4/20/46	5,350	5,529
	NextEra Energy Capital Holdings Inc.	0.650%	3/1/23	36,794	36,438
	NextEra Energy Capital Holdings Inc.	1.875%	1/15/27	6,275	6,076
	NiSource Inc.	0.950%	8/15/25	33,363	31,548
	Northern States Power Co.	2.600%	5/15/23	13,615	13,707
¹	OGE Energy Corp.	0.703%	5/26/23	2,050	2,022
	Oncor Electric Delivery Co. LLC	2.750%	6/1/24	12,250	12,440
	Oncor Electric Delivery Co. LLC	2.950%	4/1/25	6,645	6,778
	Oncor Electric Delivery Co. LLC	0.550%	10/1/25	8,725	8,192
	ONE Gas Inc.	0.850%	3/11/23	17,077	16,933
	ONE Gas Inc.	3.610%	2/1/24	16,936	17,343
	ONE Gas Inc.	1.100%	3/11/24	7,825	7,650
	Pacific Gas & Electric Co.	1.367%	3/10/23	27,650	27,433
	Pacific Gas & Electric Co.	4.250%	8/1/23	10,458	10,675
	Pacific Gas & Electric Co.	1.700%	11/15/23	10,805	10,641
	Pacific Gas & Electric Co.	3.850%	11/15/23	21,325	21,652
	Pacific Gas & Electric Co.	3.750%	2/15/24	7,883	8,008
	Pacific Gas & Electric Co.	3.500%	6/15/25	16,454	16,623
	Pacific Gas & Electric Co.	3.450%	7/1/25	26,520	26,699
	Pacific Gas & Electric Co.	3.150%	1/1/26	65,066	64,795
	PacifiCorp	2.950%	6/1/23	5,232	5,307
	PacifiCorp	3.600%	4/1/24	4,769	4,918
	PECO Energy Co.	3.150%	10/15/25	724	745
	Pinnacle West Capital Corp.	1.300%	6/15/25	11,580	11,114
	Potomac Electric Power Co.	3.600%	3/15/24	4,811	4,957
	PPL Capital Funding Inc.	3.100%	5/15/26	20,590	20,985
	Public Service Co. of New Hampshire	3.500%	11/1/23	11,598	11,862
¹	Public Service Electric & Gas Co.	2.375%	5/15/23	10,272	10,352
¹	Public Service Electric & Gas Co.	3.250%	9/1/23	3,149	3,213
¹	Public Service Electric & Gas Co.	3.000%	5/15/25	4,686	4,779
¹	Public Service Electric & Gas Co.	0.950%	3/15/26	7,715	7,366
¹	Public Service Electric & Gas Co.	2.250%	9/15/26	15,050	15,015
	Public Service Enterprise Group Inc.	0.841%	11/8/23	12,620	12,385
	Public Service Enterprise Group Inc.	2.875%	6/15/24	25,263	25,616
	Public Service Enterprise Group Inc.	0.800%	8/15/25	13,107	12,393
	Puget Energy Inc.	3.650%	5/15/25	9,438	9,756
¹	San Diego Gas & Electric Co.	3.600%	9/1/23	6,109	6,241
	San Diego Gas & Electric Co.	2.500%	5/15/26	7,444	7,512
	Sierra Pacific Power Co.	2.600%	5/1/26	19,158	19,369
	Southern California Edison Co.	0.700%	4/3/23	9,400	9,298
¹	Southern California Edison Co.	3.400%	6/1/23	10,005	10,143
¹	Southern California Edison Co.	0.700%	8/1/23	2,445	2,408
¹	Southern California Edison Co.	3.500%	10/1/23	10,441	10,670
	Southern California Edison Co.	1.100%	4/1/24	18,044	17,662

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Southern California Edison Co.	0.975%	8/1/24	3,525	3,429
¹	Southern California Edison Co.	3.700%	8/1/25	20,466	21,214
¹	Southern California Edison Co.	1.200%	2/1/26	20,035	19,062
	Southern California Gas Co.	3.150%	9/15/24	10,295	10,550
	Southern California Gas Co.	3.200%	6/15/25	3,498	3,593
¹	Southern California Gas Co.	2.600%	6/15/26	10,012	10,116
	Southern Co.	2.950%	7/1/23	17,137	17,354
¹	Southern Co.	0.600%	2/26/24	1,915	1,860
	Southern Co.	3.250%	7/1/26	35,048	35,833
¹	Southern Co.	4.000%	1/15/51	23,625	22,698
¹	Southern Co.	3.750%	9/15/51	16,432	15,272
	Southern Co. Gas Capital Corp.	2.450%	10/1/23	17,841	18,002
	Southern Co. Gas Capital Corp.	3.250%	6/15/26	9,011	9,255
	Southern Power Co.	4.150%	12/1/25	19,166	20,274
	Southern Power Co.	0.900%	1/15/26	6,150	5,802
¹	Southwestern Electric Power Co.	1.650%	3/15/26	26,094	25,252
¹	Southwestern Electric Power Co.	2.750%	10/1/26	7,034	7,133
	Southwestern Public Service Co.	3.300%	6/15/24	4,943	5,052
	Tucson Electric Power Co.	3.050%	3/15/25	7,911	8,059
	Union Electric Co.	3.500%	4/15/24	7,108	7,332
¹	Virginia Electric & Power Co.	2.750%	3/15/23	28,330	28,609
	Virginia Electric & Power Co.	3.450%	2/15/24	8,141	8,356
¹	Virginia Electric & Power Co.	3.100%	5/15/25	2,599	2,659
¹	Virginia Electric & Power Co.	3.150%	1/15/26	33,012	33,891
¹	Virginia Electric & Power Co.	2.950%	11/15/26	2,815	2,869
	WEC Energy Group Inc.	0.550%	9/15/23	12,621	12,376
	WEC Energy Group Inc.	0.800%	3/15/24	9,703	9,469
	WEC Energy Group Inc.	3.550%	6/15/25	3,178	3,269
	Wisconsin Electric Power Co.	2.050%	12/15/24	10,232	10,229
	Xcel Energy Inc.	0.500%	10/15/23	11,996	11,746
	Xcel Energy Inc.	3.300%	6/1/25	14,357	14,674
	Xcel Energy Inc.	3.350%	12/1/26	15,798	16,340
					2,424,829
Total Corporate Bonds (Cost $50,205,828)					49,055,164

Table of Contents

Short-Term Corporate Bond Index Fund

		Coupon	Shares	Market Value• ($000)
Temporary Cash Investments (0.3%)
Money Market Fund (0.3%)
⁵	Vanguard Market Liquidity Fund (Cost $153,960)	0.138%	1,539,830	153,968
Total Investments (99.6%) (Cost $50,543,020)				49,392,570
Other Assets and Liabilities—Net (0.4%)				221,785
Net Assets (100%)				49,614,355

Cost is in $000.

•	See Note A in Notes to Financial Statements.
1	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
2	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 February 28, 2022, the aggregate value was $407,249,000, representing 0.8% of net assets.
3	Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of February 28, 2022.
4	Securities with a value of $482,000 have been segregated as initial margin for open futures contracts.
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.

Derivative Financial Instruments Outstanding as of Period End

Futures Contracts
			($000)
	Expiration	Number of Long (Short) Contracts	Notional Amount	Value and Unrealized Appreciation (Depreciation)
Long Futures Contracts
5-Year U.S. Treasury Note	June 2022	1,196	141,464	93

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

Table of Contents

Short-Term Corporate Bond Index Fund

Statement of Assets and Liabilities

As of February 28, 2022


($000s, except shares and per-share amounts)	Amount
Assets
Investments in Securities, at Value
Unaffiliated Issuers (Cost $50,389,060)	49,238,602
Affiliated Issuers (Cost $153,960)	153,968
Total Investments in Securities	49,392,570
Investment in Vanguard	1,629
Cash	5,759
Cash Collateral Received for ETF Capital Activity	29,815
Receivables for Investment Securities Sold	892,886
Receivables for Accrued Income	383,965
Receivables for Capital Shares Issued	17,157
Variation Margin Receivable—Futures Contracts	259
Total Assets	50,724,040
Liabilities
Payables for Investment Securities Purchased	1,069,080
Collateral for ETF Capital Activity	29,815
Payables for Capital Shares Redeemed	8,609
Payables for Distributions	1,409
Payables to Vanguard	772
Total Liabilities	1,109,685
Net Assets	49,614,355

Table of Contents

Short-Term Corporate Bond Index Fund

Statement of Assets and Liabilities (continued)
At February 28, 2022, net assets consisted of:
($000s, except shares and per-share amounts)	Amount
Paid-in Capital	50,639,337
Total Distributable Earnings (Loss)	(1,024,982)
Net Assets	49,614,355

ETF Shares—Net Assets
Applicable to 531,079,822 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	42,248,817
Net Asset Value Per Share—ETF Shares	$79.55

Admiral Shares—Net Assets
Applicable to 236,736,440 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	5,123,242
Net Asset Value Per Share—Admiral Shares	$21.64

Institutional Shares—Net Assets
Applicable to 84,641,623 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	2,242,296
Net Asset Value Per Share—Institutional Shares	$26.49

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

Table of Contents

Short-Term Corporate Bond Index Fund

Statement of Operations


	Six Months Ended February 28, 2022
	($000)
Investment Income
Income
Interest^1,2	375,650
Total Income	375,650
Expenses
The Vanguard Group—Note B
Investment Advisory Services	475
Management and Administrative—ETF Shares	6,703
Management and Administrative—Admiral Shares	1,592
Management and Administrative—Institutional Shares	476
Marketing and Distribution—ETF Shares	785
Marketing and Distribution—Admiral Shares	169
Marketing and Distribution—Institutional Shares	61
Custodian Fees	65
Shareholders’ Reports—ETF Shares	362
Shareholders’ Reports—Admiral Shares	36
Shareholders’ Reports—Institutional Shares	1
Trustees’ Fees and Expenses	13
Other Expenses	10
Total Expenses	10,748
Net Investment Income	364,902
Realized Net Gain (Loss)
Investment Securities Sold^2,3	108,604
Futures Contracts	(3,563)
Realized Net Gain (Loss)	105,041
Change in Unrealized Appreciation (Depreciation)
Investment Securities²	(1,890,938)
Futures Contracts	(54)
Change in Unrealized Appreciation (Depreciation)	(1,890,992)
Net Increase (Decrease) in Net Assets Resulting from Operations	(1,421,049)

1	Interest is net of foreign withholding taxes of $91,000.
2	Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $91,000, ($55,000), $16,000, and $8,000, respectively. Purchases and sales are for temporary cash investment purposes.
3	Includes $65,753,000 of net gain (loss) resulting from in-kind redemptions.

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

Table of Contents

Short-Term Corporate Bond Index Fund

Statement of Changes in Net Assets


	Six Months Ended February 28, 2022	Year Ended August 31, 2021
	($000)	($000)
Increase (Decrease) in Net Assets
Operations
Net Investment Income	364,902	765,496
Realized Net Gain (Loss)	105,041	444,696
Change in Unrealized Appreciation (Depreciation)	(1,890,992)	(584,977)
Net Increase (Decrease) in Net Assets Resulting from Operations	(1,421,049)	625,215
Distributions
ETF Shares	(407,839)	(645,913)
Admiral Shares	(50,319)	(85,363)
Institutional Shares	(21,729)	(33,937)
Total Distributions	(479,887)	(765,213)
Capital Share Transactions
ETF Shares	2,290,207	9,889,691
Admiral Shares	(107,708)	746,963
Institutional Shares	71,583	603,699
Net Increase (Decrease) from Capital Share Transactions	2,254,082	11,240,353
Total Increase (Decrease)	353,146	11,100,355
Net Assets
Beginning of Period	49,261,209	38,160,854
End of Period	49,614,355	49,261,209

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

Table of Contents

Short-Term Corporate Bond Index Fund

Financial Highlights

ETF Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$82.67	$82.95	$81.18	$78.32	$80.25	$80.52
Investment Operations
Net Investment Income¹	.600	1.433	2.127	2.311	1.950	1.768
Net Realized and Unrealized Gain (Loss) on Investments	(2.926)	(.250)	1.815	2.826	(1.953)	(.317)
Total from Investment Operations	(2.326)	1.183	3.942	5.137	(.003)	1.451
Distributions
Dividends from Net Investment Income	(.612)	(1.463)	(2.172)	(2.277)	(1.927)	(1.721)
Distributions from Realized Capital Gains	(.182)	—	—	—	—	—
Total Distributions	(.794)	(1.463)	(2.172)	(2.277)	(1.927)	(1.721)
Net Asset Value, End of Period	$79.55	$82.67	$82.95	$81.18	$78.32	$80.25
Total Return	-2.83%	1.44%	4.95%	6.68%	0.01%	1.84%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$42,249	$41,569	$31,797	$24,537	$21,511	$20,862
Ratio of Total Expenses to Average Net Assets	0.04%	0.04%	0.05%	0.05%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	1.49%	1.73%	2.62%	2.92%	2.48%	2.21%
Portfolio Turnover Rate²	23%	42%	56%	51%	56%	66%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

Table of Contents

Short-Term Corporate Bond Index Fund

Financial Highlights

Admiral Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$22.49	$22.55	$22.06	$21.28	$21.81	$21.89
Investment Operations
Net Investment Income¹	.160	.385	.578	.625	.532	.481
Net Realized and Unrealized Gain (Loss) on Investments	(.800)	(.063)	.485	.777	(.531)	(.088)
Total from Investment Operations	(.640)	.322	1.063	1.402	.001	.393
Distributions
Dividends from Net Investment Income	(.160)	(.382)	(.573)	(.622)	(.531)	(.473)
Distributions from Realized Capital Gains	(.050)	—	—	—	—	—
Total Distributions	(.210)	(.382)	(.573)	(.622)	(.531)	(.473)
Net Asset Value, End of Period	$21.64	$22.49	$22.55	$22.06	$21.28	$21.81
Total Return²	-2.87%	1.44%	4.90%	6.70%	0.02%	1.83%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$5,123	$5,435	$4,703	$4,312	$3,533	$3,180
Ratio of Total Expenses to Average Net Assets	0.07%	0.07%	0.07%	0.07%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	1.46%	1.71%	2.61%	2.90%	2.48%	2.21%
Portfolio Turnover Rate³	23%	42%	56%	51%	56%	66%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees.
3	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

Table of Contents

Short-Term Corporate Bond Index Fund

Financial Highlights

Institutional Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$27.53	$27.61	$27.00	$26.06	$26.70	$26.80
Investment Operations
Net Investment Income¹	.199	.473	.713	.768	.656	.594
Net Realized and Unrealized Gain (Loss) on Investments	(.980)	(.080)	.604	.939	(.641)	(.111)
Total from Investment Operations	(.781)	.393	1.317	1.707	.015	.483
Distributions
Dividends from Net Investment Income	(.198)	(.473)	(.707)	(.767)	(.655)	(.583)
Distributions from Realized Capital Gains	(.061)	—	—	—	—	—
Total Distributions	(.259)	(.473)	(.707)	(.767)	(.655)	(.583)
Net Asset Value, End of Period	$26.49	$27.53	$27.61	$27.00	$26.06	$26.70
Total Return	-2.85%	1.44%	4.96%	6.66%	0.07%	1.84%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$2,242	$2,258	$1,661	$1,633	$1,706	$1,515
Ratio of Total Expenses to Average Net Assets	0.05%	0.05%	0.05%	0.05%	0.05%	0.05%
Ratio of Net Investment Income to Average Net Assets	1.48%	1.72%	2.63%	2.92%	2.50%	2.23%
Portfolio Turnover Rate²	23%	42%	56%	51%	56%	66%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Notes to Financial Statements

Vanguard Short-Term Corporate Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: ETF Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

Certain of the fund’s investments are in corporate debt instruments; the issuers’ abilities to meet their obligations may be affected by economic developments in their respective industries. Market disruptions associated with the COVID-19 pandemic have had a global impact, and uncertainty exists as to the long-term implications. Such disruptions can adversely affect assets of the fund and thus fund performance.

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

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

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

During the six months ended February 28, 2022, the fund’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.

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3. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. The fund’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 fund’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 fund’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. Collateral for ETF Capital Activity: When an authorized participant fails to deliver one or more of the securities within a designated basket (in the case of a subscription), fails to deliver the fund ETF Shares (in the case of a redemption), or is required by the fund, prior to settlement, to accommodate the trading of foreign securities in local markets (in the case of redemption for an international equity ETF), the fund may require the authorized participant to deliver and maintain cash collateral in accordance with the authorized participant agreement. The fund may invest the collateral in short-term debt instruments or U.S. Treasury securities, or maintain the balance as cash. Daily market fluctuations could cause the value of the missing securities or fund ETF Shares to be more or less than the value of the collateral received; when this occurs the collateral is adjusted. The fund earns interest income from investments and/or custody fee offsets from the cash balance. The fund records an asset (cash or investment, as applicable) and a corresponding liability for the return of the collateral in the Statement Assets and Liabilities. Interest income and custody fee offsets earned on the investment of collateral are included in the Statement of Operations.

6. Credit Facilities and Interfund Lending Program: The fund 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, subject to the fund’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; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.

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conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended February 28, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

7. 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.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At February 28, 2022, the fund had contributed to Vanguard capital in the amount of $1,629,000, representing less than 0.01% of the fund’s net assets and 0.65% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.

Various inputs may be used to determine the value of the fund’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 fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.

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The following table summarizes the market value of the fund's investments and derivatives as of February 28, 2022, based on the inputs used to value them:

	Level 1 ($000)	Level 2 ($000)	Level 3 ($000)	Total ($000)
Investments
Assets
U.S. Government and Agency Obligations	—	183,438	—	183,438
Corporate Bonds	—	49,055,164	—	49,055,164
Temporary Cash Investments	153,968	—	—	153,968
Total	153,968	49,238,602	—	49,392,570

Derivative Financial Instruments
Assets
Futures Contracts¹	93	—	—	93

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

D.	As of February 28, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

	Amount ($000)
Tax Cost	50,548,086
Gross Unrealized Appreciation	103,353
Gross Unrealized Depreciation	(1,258,776)
Net Unrealized Appreciation (Depreciation)	(1,155,423)

During the six months ended February 28, 2022, the fund purchased $15,582,793,000 of investment securities and sold $13,285,043,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $3,702,411,000 and $3,539,011,000, respectively. Purchases and sales include $7,879,815,000 and $5,664,559,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended February 28, 2022, such purchases were $4,381,003,000 and sales were $171,972,000, resulting in net realized loss of $449,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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F.	Capital share transactions for each class of shares were:

	Six Months Ended February 28, 2022		Year Ended August 31, 2021
	Amount ($000)	Shares (000)	Amount ($000)	Shares (000)
ETF Shares
Issued	8,076,742	99,680	15,422,692	186,381
Issued in Lieu of Cash Distributions	—	—	—	—
Redeemed	(5,786,535)	(71,400)	(5,533,001)	(66,900)
Net Increase (Decrease)—ETF Shares	2,290,207	28,280	9,889,691	119,481
Admiral Shares
Issued	851,864	38,444	2,599,871	115,389
Issued in Lieu of Cash Distributions	40,457	1,831	66,646	2,960
Redeemed	(1,000,029)	(45,211)	(1,919,554)	(85,219)
Net Increase (Decrease)—Admiral Shares	(107,708)	(4,936)	746,963	33,130
Institutional Shares
Issued	343,459	12,689	991,645	35,943
Issued in Lieu of Cash Distributions	20,415	755	30,224	1,097
Redeemed	(292,291)	(10,816)	(418,170)	(15,180)
Net Increase (Decrease)—Institutional Shares	71,583	2,628	603,699	21,860

Management has determined that no other events or transactions occurred subsequent to February 28, 2022, that would require recognition or disclosure in these financial statements.

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Fund Allocation

As of February 28, 2022

Corporate Bonds – Communications	8.1%
Corporate Bonds – Consumer Discretionary	6.5
Corporate Bonds – Consumer Staples	6.7
Corporate Bonds – Energy	6.9
Corporate Bonds – Financials	29.2
Corporate Bonds – Health Care	8.7
Corporate Bonds – Industrials	6.9
Corporate Bonds – Materials	3.1
Corporate Bonds – Real Estate	7.1
Corporate Bonds – Technology	8.6
Corporate Bonds – Utilities	7.1
U.S. Government and Agency Obligations	1.1

The table reflects the fund's investments, except for short-term investments and derivatives.

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Financial Statements (unaudited)

Schedule of Investments

As of February 28, 2022

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
U.S. Government and Agency Obligations (1.1%)
U.S. Government Securities (1.1%)
	United States Treasury Note/Bond	1.500%	1/31/27	57,775	57,107
	United States Treasury Note/Bond	1.875%	2/28/27	76,170	76,694
	United States Treasury Note/Bond	1.875%	2/15/32	385,640	387,146
Total U.S. Government and Agency Obligations (Cost $520,025)					520,947
Corporate Bonds (98.0%)
Communications (8.1%)
	Activision Blizzard Inc.	3.400%	6/15/27	11,960	12,522
	Activision Blizzard Inc.	1.350%	9/15/30	10,497	9,350
	Alphabet Inc.	0.800%	8/15/27	22,769	21,222
	Alphabet Inc.	1.100%	8/15/30	55,972	50,704
	America Movil SAB de CV	3.625%	4/22/29	25,789	26,623
	America Movil SAB de CV	2.875%	5/7/30	28,398	27,851
	AT&T Inc.	4.250%	3/1/27	37,504	40,415
	AT&T Inc.	2.300%	6/1/27	66,865	65,962
	AT&T Inc.	1.650%	2/1/28	46,668	44,088
¹	AT&T Inc.	4.100%	2/15/28	47,931	51,440
	AT&T Inc.	4.350%	3/1/29	82,966	90,403
¹	AT&T Inc.	4.300%	2/15/30	82,749	90,102
	AT&T Inc.	2.750%	6/1/31	38,945	37,893
	AT&T Inc.	2.250%	2/1/32	30,000	27,701
	AT&T Inc.	2.550%	12/1/33	35,000	32,465
	Baidu Inc.	3.625%	7/6/27	19,150	19,739
	Baidu Inc.	4.375%	3/29/28	10,335	11,006
	Baidu Inc.	4.875%	11/14/28	18,350	20,200
	Baidu Inc.	3.425%	4/7/30	11,609	11,755
	Baidu Inc.	2.375%	10/9/30	4,800	4,484
	Baidu Inc.	2.375%	8/23/31	18,130	16,704
	Booking Holdings Inc.	3.550%	3/15/28	17,918	18,841
	Booking Holdings Inc.	4.625%	4/13/30	43,433	48,615
	British Telecommunications plc	5.125%	12/4/28	12,198	13,208
	British Telecommunications plc	9.625%	12/15/30	63,477	88,880
	Charter Communications Operating LLC	3.750%	2/15/28	38,490	39,418
	Charter Communications Operating LLC	4.200%	3/15/28	43,070	45,048
	Charter Communications Operating LLC	2.250%	1/15/29	31,445	29,227
	Charter Communications Operating LLC	5.050%	3/30/29	33,792	36,852
	Charter Communications Operating LLC	2.800%	4/1/31	43,497	40,616
	Charter Communications Operating LLC	2.300%	2/1/32	13,242	11,774
	Comcast Corp.	3.300%	4/1/27	21,706	22,553

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Comcast Corp.	3.150%	2/15/28	42,026	43,194
	Comcast Corp.	3.550%	5/1/28	17,815	18,669
	Comcast Corp.	4.150%	10/15/28	102,925	111,495
	Comcast Corp.	2.650%	2/1/30	55,982	55,253
	Comcast Corp.	3.400%	4/1/30	49,471	51,439
	Comcast Corp.	4.250%	10/15/30	38,530	42,337
	Comcast Corp.	1.950%	1/15/31	39,757	37,010
	Comcast Corp.	1.500%	2/15/31	46,759	41,884
	Deutsche Telekom International Finance BV	8.750%	6/15/30	97,909	135,641
	Discovery Communications LLC	3.950%	3/20/28	49,817	51,425
	Discovery Communications LLC	4.125%	5/15/29	24,734	25,860
	Discovery Communications LLC	3.625%	5/15/30	26,251	26,344
	Electronic Arts Inc.	1.850%	2/15/31	19,080	17,437
	Expedia Group Inc.	4.625%	8/1/27	25,620	27,417
	Expedia Group Inc.	3.800%	2/15/28	24,368	25,062
	Expedia Group Inc.	3.250%	2/15/30	31,630	31,239
	Expedia Group Inc.	2.950%	3/15/31	28,681	27,482
²	FactSet Research Systems Inc.	2.900%	3/1/27	9,000	9,057
	Fox Corp.	4.709%	1/25/29	56,726	61,993
	Fox Corp.	3.500%	4/8/30	17,401	17,772
	Interpublic Group of Cos. Inc.	4.650%	10/1/28	7,585	8,319
	Interpublic Group of Cos. Inc.	4.750%	3/30/30	21,263	23,582
	Interpublic Group of Cos. Inc.	2.400%	3/1/31	15,095	14,315
	Koninklijke KPN NV	8.375%	10/1/30	15,414	20,721
	Omnicom Group Inc.	2.450%	4/30/30	15,990	15,352
	Omnicom Group Inc.	4.200%	6/1/30	16,808	18,199
	Omnicom Group Inc.	2.600%	8/1/31	22,690	21,822
	Orange SA	9.000%	3/1/31	60,813	87,040
	Paramount Global	3.375%	2/15/28	13,051	13,327
	Paramount Global	3.700%	6/1/28	19,823	20,512
	Paramount Global	4.200%	6/1/29	19,721	20,738
	Paramount Global	7.875%	7/30/30	16,880	22,022
	Paramount Global	4.950%	1/15/31	39,447	43,588
	TCI Communications Inc.	7.125%	2/15/28	9,715	12,055
	Telefonica Emisiones SA	4.103%	3/8/27	44,166	46,649
	Telefonica Europe BV	8.250%	9/15/30	26,949	36,171
	TELUS Corp.	3.700%	9/15/27	6,036	6,355
	Tencent Music Entertainment Group	2.000%	9/3/30	13,090	11,730
	T-Mobile USA Inc.	3.750%	4/15/27	101,510	105,435
	T-Mobile USA Inc.	2.050%	2/15/28	49,706	47,327
³	T-Mobile USA Inc.	2.400%	3/15/29	9,000	8,550
	T-Mobile USA Inc.	3.875%	4/15/30	179,015	185,069
	T-Mobile USA Inc.	2.550%	2/15/31	69,629	65,107
	T-Mobile USA Inc.	2.250%	11/15/31	16,376	14,860
¹	TWDC Enterprises 18 Corp.	2.950%	6/15/27	19,939	20,405
	VeriSign Inc.	2.700%	6/15/31	22,100	20,634
	Verizon Communications Inc.	4.125%	3/16/27	69,982	74,989
	Verizon Communications Inc.	3.000%	3/22/27	27,821	28,325
	Verizon Communications Inc.	2.100%	3/22/28	84,259	81,408
	Verizon Communications Inc.	4.329%	9/21/28	110,803	120,791
	Verizon Communications Inc.	3.875%	2/8/29	21,380	22,734
	Verizon Communications Inc.	4.016%	12/3/29	100,491	107,725
	Verizon Communications Inc.	3.150%	3/22/30	43,767	44,260
	Verizon Communications Inc.	1.500%	9/18/30	24,186	21,558
	Verizon Communications Inc.	1.680%	10/30/30	39,216	35,242

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Verizon Communications Inc.	7.750%	12/1/30	1,855	2,513
	Verizon Communications Inc.	1.750%	1/20/31	60,401	54,317
	Verizon Communications Inc.	2.550%	3/21/31	129,781	124,524
	Vodafone Group plc	4.375%	5/30/28	83,537	90,366
	Vodafone Group plc	7.875%	2/15/30	12,461	16,530
	Walt Disney Co.	3.700%	3/23/27	12,774	13,547
	Walt Disney Co.	2.200%	1/13/28	30,541	29,928
	Walt Disney Co.	2.000%	9/1/29	50,299	47,970
	Walt Disney Co.	3.800%	3/22/30	35,761	38,376
	Walt Disney Co.	2.650%	1/13/31	65,622	64,980
	Weibo Corp.	3.375%	7/8/30	19,610	18,273
	WPP Finance 2010	3.750%	9/19/24	1	—
					3,913,911
Consumer Discretionary (6.4%)
	Advance Auto Parts Inc.	1.750%	10/1/27	6,588	6,184
	Advance Auto Parts Inc.	3.900%	4/15/30	15,456	16,013
	Alibaba Group Holding Ltd.	3.400%	12/6/27	67,591	68,594
	Alibaba Group Holding Ltd.	2.125%	2/9/31	38,478	34,663
	Amazon.com Inc.	1.200%	6/3/27	46,606	44,316
	Amazon.com Inc.	3.150%	8/22/27	82,769	86,558
	Amazon.com Inc.	1.650%	5/12/28	59,415	57,126
	Amazon.com Inc.	1.500%	6/3/30	45,006	41,714
	Amazon.com Inc.	2.100%	5/12/31	81,760	78,690
¹	American Honda Finance Corp.	3.500%	2/15/28	6,796	7,125
¹	American Honda Finance Corp.	2.000%	3/24/28	27,060	26,120
¹	American Honda Finance Corp.	2.250%	1/12/29	8,940	8,679
¹	American Honda Finance Corp.	1.800%	1/13/31	11,975	11,034
	Aptiv plc	4.350%	3/15/29	6,390	6,876
	Aptiv plc	3.250%	3/1/32	5,000	5,015
	AutoNation Inc.	3.800%	11/15/27	13,888	14,396
	AutoNation Inc.	4.750%	6/1/30	12,190	13,149
	AutoNation Inc.	2.400%	8/1/31	16,795	15,196
	AutoZone Inc.	3.750%	6/1/27	13,207	13,924
	AutoZone Inc.	3.750%	4/18/29	22,498	23,501
	AutoZone Inc.	4.000%	4/15/30	19,090	20,242
	AutoZone Inc.	1.650%	1/15/31	15,990	14,186
	Best Buy Co. Inc.	4.450%	10/1/28	11,434	12,323
	Best Buy Co. Inc.	1.950%	10/1/30	14,506	13,237
	Block Financial LLC	2.500%	7/15/28	11,615	11,089
	Block Financial LLC	3.875%	8/15/30	19,016	19,273
	BorgWarner Inc.	3.375%	3/15/25	1	1
	BorgWarner Inc.	2.650%	7/1/27	28,852	28,799
	Brunswick Corp.	2.400%	8/18/31	14,950	13,679
	Choice Hotels International Inc.	3.700%	12/1/29	5,982	6,112
	Choice Hotels International Inc.	3.700%	1/15/31	8,859	8,969
³	Daimler Finance North America LLC	3.100%	8/15/29	16,642	16,778
	Daimler Finance North America LLC	8.500%	1/18/31	22,375	31,743
³	Daimler Finance North America LLC	2.450%	3/2/31	7,250	6,932
	Darden Restaurants Inc.	3.850%	5/1/27	10,733	11,304
	Dick's Sporting Goods Inc.	3.150%	1/15/32	19,755	18,983
	DR Horton Inc.	1.400%	10/15/27	11,566	10,709
	eBay Inc.	3.600%	6/5/27	23,785	24,927
	eBay Inc.	2.700%	3/11/30	24,863	24,069
	eBay Inc.	2.600%	5/10/31	16,906	16,098
¹	Emory University	2.143%	9/1/30	10,390	10,157

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Fortune Brands Home & Security Inc.	3.250%	9/15/29	16,830	17,080
	General Motors Co.	4.200%	10/1/27	24,224	25,550
	General Motors Co.	6.800%	10/1/27	28,591	33,698
	General Motors Co.	5.000%	10/1/28	22,813	24,888
	General Motors Financial Co. Inc.	2.700%	8/20/27	16,229	15,894
	General Motors Financial Co. Inc.	3.850%	1/5/28	12,583	12,965
	General Motors Financial Co. Inc.	2.400%	4/10/28	23,710	22,645
	General Motors Financial Co. Inc.	2.400%	10/15/28	26,875	25,481
	General Motors Financial Co. Inc.	5.650%	1/17/29	14,718	16,542
	General Motors Financial Co. Inc.	3.600%	6/21/30	25,776	25,879
	General Motors Financial Co. Inc.	2.350%	1/8/31	16,440	14,907
	General Motors Financial Co. Inc.	2.700%	6/10/31	33,980	31,533
	General Motors Financial Co. Inc.	3.100%	1/12/32	48,755	46,549
	Genuine Parts Co.	1.875%	11/1/30	12,508	11,268
³	GXO Logistics Inc.	2.650%	7/15/31	11,195	10,387
	Hasbro Inc.	3.500%	9/15/27	7,279	7,488
	Hasbro Inc.	3.900%	11/19/29	29,501	30,843
	Home Depot Inc.	2.500%	4/15/27	41,428	41,818
	Home Depot Inc.	2.800%	9/14/27	29,080	29,762
	Home Depot Inc.	0.900%	3/15/28	15,270	14,041
	Home Depot Inc.	1.500%	9/15/28	29,190	27,624
	Home Depot Inc.	3.900%	12/6/28	17,076	18,446
	Home Depot Inc.	2.950%	6/15/29	35,027	35,787
	Home Depot Inc.	2.700%	4/15/30	32,801	32,772
	Home Depot Inc.	1.375%	3/15/31	33,348	29,841
	Home Depot Inc.	1.875%	9/15/31	32,485	30,171
	Hyatt Hotels Corp.	4.375%	9/15/28	10,852	11,250
	Hyatt Hotels Corp.	5.750%	4/23/30	11,245	12,827
	JD.com Inc.	3.375%	1/14/30	17,933	17,938
	Kohl's Corp.	3.375%	5/1/31	13,095	12,896
	Las Vegas Sands Corp.	3.900%	8/8/29	19,157	18,334
	Lear Corp.	3.800%	9/15/27	6,989	7,286
	Lear Corp.	4.250%	5/15/29	10,974	11,622
	Lear Corp.	3.500%	5/30/30	11,085	11,140
	Lear Corp.	2.600%	1/15/32	2,900	2,690
	Leggett & Platt Inc.	3.500%	11/15/27	10,652	11,021
	Leggett & Platt Inc.	4.400%	3/15/29	15,366	16,597
	Leland Stanford Junior University	1.289%	6/1/27	7,710	7,372
	Lennar Corp.	5.000%	6/15/27	2,960	3,217
	Lennar Corp.	4.750%	11/29/27	37,430	40,697
	Lowe's Cos. Inc.	3.100%	5/3/27	19,931	20,526
	Lowe's Cos. Inc.	1.300%	4/15/28	30,859	28,471
	Lowe's Cos. Inc.	1.700%	9/15/28	31,050	29,090
	Lowe's Cos. Inc.	3.650%	4/5/29	42,716	44,778
	Lowe's Cos. Inc.	4.500%	4/15/30	31,765	35,031
	Lowe's Cos. Inc.	1.700%	10/15/30	32,626	29,352
	Lowe's Cos. Inc.	2.625%	4/1/31	46,321	44,754
	Magna International Inc.	2.450%	6/15/30	18,786	18,095
¹	Marriott International Inc.	4.000%	4/15/28	11,505	11,971
¹	Marriott International Inc.	4.650%	12/1/28	5,302	5,691
¹	Marriott International Inc.	4.625%	6/15/30	32,536	35,161
¹	Marriott International Inc.	2.850%	4/15/31	34,555	32,925
	Masco Corp.	3.500%	11/15/27	7,945	8,161
	Masco Corp.	1.500%	2/15/28	15,734	14,465
	Masco Corp.	2.000%	10/1/30	9,055	8,205

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Masco Corp.	2.000%	2/15/31	13,798	12,461
¹	McDonald's Corp.	3.500%	3/1/27	15,190	15,887
¹	McDonald's Corp.	3.500%	7/1/27	25,740	26,987
¹	McDonald's Corp.	3.800%	4/1/28	32,932	35,007
¹	McDonald's Corp.	2.625%	9/1/29	34,433	33,905
¹	McDonald's Corp.	2.125%	3/1/30	14,055	13,326
¹	McDonald's Corp.	3.600%	7/1/30	20,650	21,686
	MDC Holdings Inc.	2.500%	1/15/31	17,955	16,226
	Mohawk Industries Inc.	3.625%	5/15/30	13,000	13,360
	NIKE Inc.	2.750%	3/27/27	33,533	34,444
	NIKE Inc.	2.850%	3/27/30	31,730	32,254
	NVR Inc.	3.000%	5/15/30	21,047	20,743
	O'Reilly Automotive Inc.	3.600%	9/1/27	20,735	21,675
	O'Reilly Automotive Inc.	4.350%	6/1/28	19,991	21,549
	O'Reilly Automotive Inc.	3.900%	6/1/29	10,257	10,783
	O'Reilly Automotive Inc.	4.200%	4/1/30	13,402	14,368
	O'Reilly Automotive Inc.	1.750%	3/15/31	6,665	5,971
	Owens Corning	3.950%	8/15/29	11,136	11,673
	Owens Corning	3.875%	6/1/30	8,536	8,924
	Ralph Lauren Corp.	2.950%	6/15/30	18,092	18,068
	Ross Stores Inc.	1.875%	4/15/31	12,715	11,498
³	Sands China Ltd.	2.300%	3/8/27	12,375	10,800
	Sands China Ltd.	5.400%	8/8/28	54,894	54,335
³	Sands China Ltd.	2.850%	3/8/29	7,475	6,339
	Sands China Ltd.	4.375%	6/18/30	27,566	25,417
³	Sands China Ltd.	3.250%	8/8/31	12,800	10,429
	Snap-on Inc.	3.250%	3/1/27	2,815	2,943
	Stanley Black & Decker Inc.	4.250%	11/15/28	18,978	20,714
	Stanley Black & Decker Inc.	2.300%	3/15/30	15,343	14,771
	Starbucks Corp.	2.000%	3/12/27	14,787	14,427
	Starbucks Corp.	3.500%	3/1/28	13,318	13,856
	Starbucks Corp.	4.000%	11/15/28	20,788	22,270
	Starbucks Corp.	3.550%	8/15/29	25,122	26,149
	Starbucks Corp.	2.250%	3/12/30	13,898	13,127
	Starbucks Corp.	2.550%	11/15/30	37,883	36,406
	Starbucks Corp.	3.000%	2/14/32	20,000	19,904
	Steelcase Inc.	5.125%	1/18/29	11,150	12,156
	Tapestry Inc.	4.125%	7/15/27	3,395	3,552
	TJX Cos. Inc.	1.150%	5/15/28	14,377	13,270
	TJX Cos. Inc.	3.875%	4/15/30	20,965	22,483
	TJX Cos. Inc.	1.600%	5/15/31	3,915	3,546
	Toll Brothers Finance Corp.	4.350%	2/15/28	16,590	17,278
	Toll Brothers Finance Corp.	3.800%	11/1/29	11,515	11,527
	Toyota Motor Corp.	3.669%	7/20/28	15,429	16,432
	Toyota Motor Corp.	2.760%	7/2/29	10,490	10,559
	Toyota Motor Corp.	2.362%	3/25/31	11,611	11,340
¹	Toyota Motor Credit Corp.	1.150%	8/13/27	18,643	17,497
¹	Toyota Motor Credit Corp.	3.050%	1/11/28	12,067	12,440
¹	Toyota Motor Credit Corp.	1.900%	4/6/28	11,223	10,813
	Toyota Motor Credit Corp.	3.650%	1/8/29	12,400	13,205
¹	Toyota Motor Credit Corp.	2.150%	2/13/30	21,036	20,237
¹	Toyota Motor Credit Corp.	3.375%	4/1/30	25,256	26,450
¹	Toyota Motor Credit Corp.	1.650%	1/10/31	19,073	17,448
	Toyota Motor Credit Corp.	1.900%	9/12/31	14,264	13,228
¹	Toyota Motor Credit Corp.	2.400%	1/13/32	14,145	13,687

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Tractor Supply Co.	1.750%	11/1/30	16,148	14,366
	VF Corp.	2.800%	4/23/27	11,897	12,045
	VF Corp.	2.950%	4/23/30	19,333	19,135
	Whirlpool Corp.	4.750%	2/26/29	25,868	28,591
	Whirlpool Corp.	2.400%	5/15/31	5,517	5,246
¹	Yale University	1.482%	4/15/30	11,020	10,172
					3,133,290
Consumer Staples (6.6%)
	Ahold Finance USA LLC	6.875%	5/1/29	12,920	16,137
	Altria Group Inc.	2.625%	9/16/26	9,094	9,081
	Altria Group Inc.	4.800%	2/14/29	29,977	32,446
	Altria Group Inc.	3.400%	5/6/30	16,805	16,611
	Altria Group Inc.	2.450%	2/4/32	39,505	35,286
	Anheuser-Busch InBev Worldwide Inc.	4.000%	4/13/28	74,021	78,909
	Anheuser-Busch InBev Worldwide Inc.	4.750%	1/23/29	95,313	106,071
	Anheuser-Busch InBev Worldwide Inc.	3.500%	6/1/30	61,666	64,440
	Anheuser-Busch InBev Worldwide Inc.	4.900%	1/23/31	15,010	17,243
	Archer-Daniels-Midland Co.	3.250%	3/27/30	23,738	24,655
	Avery Dennison Corp.	4.875%	12/6/28	10,672	11,891
	Avery Dennison Corp.	2.650%	4/30/30	15,187	14,626
	Avery Dennison Corp.	2.250%	2/15/32	1,175	1,076
	BAT Capital Corp.	4.700%	4/2/27	26,249	27,872
	BAT Capital Corp.	3.557%	8/15/27	79,130	79,872
	BAT Capital Corp.	2.259%	3/25/28	54,851	51,209
	BAT Capital Corp.	3.462%	9/6/29	14,798	14,613
	BAT Capital Corp.	4.906%	4/2/30	27,289	29,153
	BAT Capital Corp.	2.726%	3/25/31	29,979	27,476
	Bunge Ltd. Finance Corp.	3.750%	9/25/27	15,430	16,129
	Bunge Ltd. Finance Corp.	2.750%	5/14/31	26,535	25,261
	Campbell Soup Co.	4.150%	3/15/28	25,053	26,752
	Campbell Soup Co.	2.375%	4/24/30	12,011	11,432
	Church & Dwight Co. Inc.	3.150%	8/1/27	11,195	11,512
	Clorox Co.	3.100%	10/1/27	13,038	13,442
	Clorox Co.	3.900%	5/15/28	6,205	6,629
	Clorox Co.	1.800%	5/15/30	18,304	16,863
	Coca-Cola Co.	3.375%	3/25/27	20,550	21,642
	Coca-Cola Co.	2.900%	5/25/27	12,530	12,916
	Coca-Cola Co.	1.450%	6/1/27	48,694	46,810
	Coca-Cola Co.	1.500%	3/5/28	8,400	8,032
	Coca-Cola Co.	1.000%	3/15/28	34,864	32,260
	Coca-Cola Co.	2.125%	9/6/29	25,622	24,990
	Coca-Cola Co.	3.450%	3/25/30	31,414	33,241
	Coca-Cola Co.	1.650%	6/1/30	35,774	33,152
	Coca-Cola Co.	2.000%	3/5/31	25,898	24,516
	Coca-Cola Co.	1.375%	3/15/31	48,168	43,243
	Coca-Cola Co.	2.250%	1/5/32	41,030	39,576
	Coca-Cola Femsa SAB de CV	2.750%	1/22/30	29,586	28,580
	Conagra Brands Inc.	1.375%	11/1/27	27,463	25,248
	Conagra Brands Inc.	7.000%	10/1/28	7,906	9,709
	Conagra Brands Inc.	4.850%	11/1/28	42,567	46,760
	Conagra Brands Inc.	8.250%	9/15/30	9,076	12,331
	Constellation Brands Inc.	3.500%	5/9/27	16,136	16,730
	Constellation Brands Inc.	3.600%	2/15/28	21,208	21,852
	Constellation Brands Inc.	4.650%	11/15/28	23,246	25,397
	Constellation Brands Inc.	3.150%	8/1/29	32,688	32,723

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Constellation Brands Inc.	2.875%	5/1/30	13,314	12,998
	Constellation Brands Inc.	2.250%	8/1/31	23,788	21,839
	Costco Wholesale Corp.	3.000%	5/18/27	31,263	32,410
	Costco Wholesale Corp.	1.375%	6/20/27	38,999	37,422
	Costco Wholesale Corp.	1.600%	4/20/30	53,288	49,361
	Diageo Capital plc	3.875%	5/18/28	9,013	9,685
	Diageo Capital plc	2.375%	10/24/29	26,161	25,578
	Diageo Capital plc	2.000%	4/29/30	17,182	16,248
	Dollar General Corp.	3.875%	4/15/27	12,000	12,675
	Dollar General Corp.	4.125%	5/1/28	11,804	12,581
	Dollar General Corp.	3.500%	4/3/30	33,777	34,585
	Dollar Tree Inc.	4.200%	5/15/28	32,679	34,926
	Dollar Tree Inc.	2.650%	12/1/31	16,950	16,100
	Estee Lauder Cos. Inc.	3.150%	3/15/27	8,270	8,599
	Estee Lauder Cos. Inc.	2.375%	12/1/29	18,397	18,070
	Estee Lauder Cos. Inc.	2.600%	4/15/30	17,894	17,779
	Estee Lauder Cos. Inc.	1.950%	3/15/31	14,940	14,051
	Flowers Foods Inc.	2.400%	3/15/31	12,354	11,652
	General Mills Inc.	4.200%	4/17/28	33,558	36,147
	General Mills Inc.	2.875%	4/15/30	22,419	22,400
	General Mills Inc.	2.250%	10/14/31	15,690	14,752
	Hershey Co.	2.450%	11/15/29	6,077	6,053
	Hershey Co.	1.700%	6/1/30	6,122	5,707
	Hormel Foods Corp.	1.700%	6/3/28	9,195	8,783
	Hormel Foods Corp.	1.800%	6/11/30	28,732	26,835
	Ingredion Inc.	2.900%	6/1/30	13,751	13,554
	J M Smucker Co.	3.375%	12/15/27	12,479	12,940
	J M Smucker Co.	2.375%	3/15/30	12,496	11,899
	Kellogg Co.	3.400%	11/15/27	18,335	19,000
	Kellogg Co.	4.300%	5/15/28	9,841	10,687
	Kellogg Co.	2.100%	6/1/30	17,969	16,895
¹	Kellogg Co.	7.450%	4/1/31	9,544	12,743
	Keurig Dr Pepper Inc.	3.430%	6/15/27	19,339	20,045
	Keurig Dr Pepper Inc.	4.597%	5/25/28	54,575	59,672
	Keurig Dr Pepper Inc.	3.200%	5/1/30	19,339	19,563
	Keurig Dr Pepper Inc.	2.250%	3/15/31	14,495	13,599
	Kimberly-Clark Corp.	1.050%	9/15/27	18,462	17,325
	Kimberly-Clark Corp.	3.950%	11/1/28	10,389	11,283
	Kimberly-Clark Corp.	3.200%	4/25/29	11,194	11,610
	Kimberly-Clark Corp.	3.100%	3/26/30	25,936	26,806
	Kimberly-Clark Corp.	2.000%	11/2/31	15,660	14,774
	Kroger Co.	3.700%	8/1/27	13,945	14,692
	Kroger Co.	4.500%	1/15/29	12,247	13,462
¹	Kroger Co.	7.700%	6/1/29	3,305	4,317
	Kroger Co.	2.200%	5/1/30	19,519	18,474
	Kroger Co.	1.700%	1/15/31	12,570	11,385
	Kroger Co.	7.500%	4/1/31	5,478	7,377
	McCormick & Co. Inc.	3.400%	8/15/27	19,646	20,442
	McCormick & Co. Inc.	2.500%	4/15/30	23,654	22,796
	McCormick & Co. Inc.	1.850%	2/15/31	7,324	6,661
	Mondelez International Inc.	2.750%	4/13/30	46,948	46,265
	Mondelez International Inc.	1.500%	2/4/31	10,781	9,530
	PepsiCo Inc.	2.625%	3/19/27	30,489	31,199
	PepsiCo Inc.	3.000%	10/15/27	29,004	30,161
	PepsiCo Inc.	7.000%	3/1/29	8,416	10,860

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	PepsiCo Inc.	2.625%	7/29/29	21,457	21,698
	PepsiCo Inc.	2.750%	3/19/30	27,389	27,781
	PepsiCo Inc.	1.625%	5/1/30	43,550	40,605
	PepsiCo Inc.	1.400%	2/25/31	20,127	18,290
	PepsiCo Inc.	1.950%	10/21/31	29,015	27,461
	Philip Morris International Inc.	3.125%	8/17/27	10,412	10,747
	Philip Morris International Inc.	3.125%	3/2/28	15,754	16,191
	Philip Morris International Inc.	3.375%	8/15/29	15,208	15,655
	Philip Morris International Inc.	2.100%	5/1/30	23,348	21,940
	Philip Morris International Inc.	1.750%	11/1/30	15,930	14,434
	Procter & Gamble Co.	2.800%	3/25/27	17,635	18,175
	Procter & Gamble Co.	2.850%	8/11/27	19,142	19,819
	Procter & Gamble Co.	3.000%	3/25/30	40,393	42,099
	Procter & Gamble Co.	1.200%	10/29/30	30,099	27,279
	Procter & Gamble Co.	1.950%	4/23/31	19,830	19,070
	Sysco Corp.	3.250%	7/15/27	22,653	23,347
	Sysco Corp.	2.400%	2/15/30	26,555	25,376
	Sysco Corp.	5.950%	4/1/30	25,782	30,782
	Sysco Corp.	2.450%	12/14/31	6,735	6,411
	Target Corp.	3.375%	4/15/29	25,967	27,527
	Target Corp.	2.350%	2/15/30	18,063	17,753
	Target Corp.	2.650%	9/15/30	10,990	11,028
	Tyson Foods Inc.	3.550%	6/2/27	35,572	36,969
	Tyson Foods Inc.	4.350%	3/1/29	25,149	27,237
	Unilever Capital Corp.	2.900%	5/5/27	27,760	28,376
	Unilever Capital Corp.	3.500%	3/22/28	4,604	4,855
	Unilever Capital Corp.	2.125%	9/6/29	38,134	36,690
	Unilever Capital Corp.	1.375%	9/14/30	12,955	11,594
	Unilever Capital Corp.	1.750%	8/12/31	22,820	20,945
	Walgreens Boots Alliance Inc.	3.200%	4/15/30	8,775	8,868
	Walmart Inc.	3.700%	6/26/28	64,643	69,708
	Walmart Inc.	1.500%	9/22/28	8,120	7,736
	Walmart Inc.	3.250%	7/8/29	33,090	35,047
	Walmart Inc.	2.375%	9/24/29	15,799	15,749
	Walmart Inc.	1.800%	9/22/31	57,363	53,817
					3,214,706
Energy (6.8%)
	Baker Hughes Holdings LLC	3.337%	12/15/27	29,218	30,119
	Baker Hughes Holdings LLC	3.138%	11/7/29	11,209	11,311
	Baker Hughes Holdings LLC	4.486%	5/1/30	21,044	23,129
	Boardwalk Pipelines LP	4.450%	7/15/27	13,564	14,313
	Boardwalk Pipelines LP	4.800%	5/3/29	5,834	6,282
	Boardwalk Pipelines LP	3.400%	2/15/31	15,392	15,080
	BP Capital Markets America Inc.	3.543%	4/6/27	15,175	15,781
¹	BP Capital Markets America Inc.	3.588%	4/14/27	14,112	14,715
	BP Capital Markets America Inc.	3.937%	9/21/28	36,594	38,833
	BP Capital Markets America Inc.	4.234%	11/6/28	46,476	50,282
	BP Capital Markets America Inc.	3.633%	4/6/30	39,354	40,971
	BP Capital Markets America Inc.	1.749%	8/10/30	20,458	18,567
	BP Capital Markets America Inc.	2.721%	1/12/32	54,340	52,134
	BP Capital Markets plc	3.279%	9/19/27	37,300	38,388
	BP Capital Markets plc	3.723%	11/28/28	20,493	21,469
	Burlington Resources LLC	7.200%	8/15/31	5,813	7,835
	Burlington Resources LLC	7.400%	12/1/31	2,162	3,006
	Canadian Natural Resources Ltd.	3.850%	6/1/27	41,275	43,089

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Canadian Natural Resources Ltd.	2.950%	7/15/30	12,656	12,376
	Canadian Natural Resources Ltd.	7.200%	1/15/32	5,882	7,570
	Cenovus Energy Inc.	4.250%	4/15/27	34,273	36,365
	Cenovus Energy Inc.	4.400%	4/15/29	20,138	21,458
	Cenovus Energy Inc.	2.650%	1/15/32	3,535	3,272
	Cheniere Corpus Christi Holdings LLC	5.125%	6/30/27	37,426	40,853
	Cheniere Corpus Christi Holdings LLC	3.700%	11/15/29	44,533	45,467
	Chevron Corp.	1.995%	5/11/27	36,191	35,654
	Chevron Corp.	2.236%	5/11/30	36,058	35,121
	Chevron USA Inc.	1.018%	8/12/27	6,218	5,812
	Chevron USA Inc.	3.850%	1/15/28	12,964	13,893
	Chevron USA Inc.	3.250%	10/15/29	21,728	22,657
	Conoco Funding Co.	7.250%	10/15/31	4,913	6,651
³	ConocoPhillips	3.750%	10/1/27	48,071	51,368
³	ConocoPhillips	4.300%	8/15/28	31,708	34,744
³	ConocoPhillips	2.400%	2/15/31	24,557	24,000
	ConocoPhillips Co.	6.950%	4/15/29	43,993	56,268
	Continental Resources Inc.	4.375%	1/15/28	15,680	16,248
³	Coterra Energy Inc.	3.900%	5/15/27	18,690	19,493
³	Coterra Energy Inc.	4.375%	3/15/29	16,509	17,712
	Devon Energy Corp.	5.250%	10/15/27	14,368	14,923
	Devon Energy Corp.	5.875%	6/15/28	10,148	10,804
	Devon Energy Corp.	4.500%	1/15/30	19,758	20,639
	Devon Energy Corp.	7.875%	9/30/31	12,693	17,108
	Diamondback Energy Inc.	3.500%	12/1/29	31,024	31,351
	Diamondback Energy Inc.	3.125%	3/24/31	27,427	26,764
³	Eastern Gas Transmission & Storage Inc.	3.000%	11/15/29	6,745	6,718
	Enbridge Inc.	1.600%	10/4/26	100	95
	Enbridge Inc.	3.700%	7/15/27	20,795	21,690
	Enbridge Inc.	3.125%	11/15/29	27,677	27,790
	Energy Transfer LP	4.400%	3/15/27	19,307	20,280
	Energy Transfer LP	4.200%	4/15/27	15,006	15,617
¹	Energy Transfer LP	5.500%	6/1/27	24,480	27,013
	Energy Transfer LP	4.000%	10/1/27	19,077	19,709
	Energy Transfer LP	4.950%	5/15/28	17,195	18,528
	Energy Transfer LP	4.950%	6/15/28	26,838	29,042
	Energy Transfer LP	5.250%	4/15/29	41,888	46,030
	Energy Transfer LP	4.150%	9/15/29	16,194	16,701
	Energy Transfer LP	3.750%	5/15/30	41,959	42,527
	Eni USA Inc.	7.300%	11/15/27	2,740	3,348
	Enterprise Products Operating LLC	4.150%	10/16/28	18,064	19,413
	Enterprise Products Operating LLC	3.125%	7/31/29	48,422	48,895
	Enterprise Products Operating LLC	2.800%	1/31/30	24,539	24,172
¹	Enterprise Products Operating LLC	5.250%	8/16/77	13,731	13,073
¹	Enterprise Products Operating LLC	5.375%	2/15/78	21,720	20,156
	EOG Resources Inc.	4.375%	4/15/30	24,040	26,588
	Exxon Mobil Corp.	3.294%	3/19/27	12,530	13,149
	Exxon Mobil Corp.	2.440%	8/16/29	30,304	29,838
	Exxon Mobil Corp.	3.482%	3/19/30	56,485	59,628
	Exxon Mobil Corp.	2.610%	10/15/30	60,930	60,404
	Halliburton Co.	2.920%	3/1/30	26,630	26,216
³	Helmerich & Payne Inc.	2.900%	9/29/31	14,900	14,285
	Hess Corp.	4.300%	4/1/27	35,382	37,423
	Hess Corp.	7.875%	10/1/29	7,558	9,759
	Hess Corp.	7.300%	8/15/31	15,710	20,007

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	HollyFrontier Corp.	4.500%	10/1/30	10,473	10,564
	Kinder Morgan Energy Partners LP	7.400%	3/15/31	2,816	3,598
	Kinder Morgan Inc.	4.300%	3/1/28	37,906	40,396
	Kinder Morgan Inc.	2.000%	2/15/31	29,823	26,783
¹	Kinder Morgan Inc.	7.800%	8/1/31	9,114	12,044
¹	Kinder Morgan Inc.	7.750%	1/15/32	5,261	6,966
	Magellan Midstream Partners LP	3.250%	6/1/30	12,377	12,371
	Marathon Oil Corp.	4.400%	7/15/27	25,681	27,269
	Marathon Petroleum Corp.	3.800%	4/1/28	21,580	22,317
	MPLX LP	4.125%	3/1/27	31,108	32,794
	MPLX LP	4.250%	12/1/27	19,569	20,748
	MPLX LP	4.000%	3/15/28	36,531	38,125
	MPLX LP	4.800%	2/15/29	25,228	27,641
	MPLX LP	2.650%	8/15/30	30,816	29,043
	Northwest Pipeline LLC	4.000%	4/1/27	1,077	1,136
	NOV Inc.	3.600%	12/1/29	10,392	10,412
	ONEOK Inc.	4.000%	7/13/27	13,931	14,504
	ONEOK Inc.	4.550%	7/15/28	25,001	26,680
	ONEOK Inc.	4.350%	3/15/29	28,877	30,253
	ONEOK Inc.	3.400%	9/1/29	29,084	28,802
	ONEOK Inc.	3.100%	3/15/30	17,433	16,900
	ONEOK Inc.	6.350%	1/15/31	3,305	3,922
	Ovintiv Inc.	8.125%	9/15/30	3,275	4,201
	Ovintiv Inc.	7.200%	11/1/31	13,845	17,020
	Ovintiv Inc.	7.375%	11/1/31	13,260	16,771
	Phillips 66	3.900%	3/15/28	19,524	20,443
	Phillips 66	2.150%	12/15/30	23,284	21,506
	Phillips 66 Partners LP	3.750%	3/1/28	15,791	16,262
	Phillips 66 Partners LP	3.150%	12/15/29	14,542	14,445
	Pioneer Natural Resources Co.	1.900%	8/15/30	29,331	26,666
	Pioneer Natural Resources Co.	2.150%	1/15/31	24,990	23,066
	Plains All American Pipeline LP	3.550%	12/15/29	25,671	25,400
	Plains All American Pipeline LP	3.800%	9/15/30	20,276	20,315
	Sabine Pass Liquefaction LLC	5.000%	3/15/27	34,236	37,257
	Sabine Pass Liquefaction LLC	4.200%	3/15/28	47,081	49,586
	Sabine Pass Liquefaction LLC	4.500%	5/15/30	53,382	57,474
	Schlumberger Investment SA	2.650%	6/26/30	27,442	26,715
	Shell International Finance BV	3.875%	11/13/28	36,528	39,185
	Shell International Finance BV	2.375%	11/7/29	42,205	41,142
	Shell International Finance BV	2.750%	4/6/30	45,602	45,523
	Suncor Energy Inc.	7.150%	2/1/32	11,981	15,332
	Targa Resources Partners LP	6.500%	7/15/27	8,000	8,479
	Targa Resources Partners LP	5.000%	1/15/28	8,400	8,670
	Targa Resources Partners LP	6.875%	1/15/29	4,000	4,357
	Targa Resources Partners LP	5.500%	3/1/30	8,000	8,474
	Targa Resources Partners LP	4.875%	2/1/31	8,500	8,750
	Targa Resources Partners LP	4.000%	1/15/32	19,000	18,747
	TC PipeLines LP	3.900%	5/25/27	11,888	12,611
	Tennessee Gas Pipeline Co. LLC	7.000%	3/15/27	4,208	5,042
	Tennessee Gas Pipeline Co. LLC	7.000%	10/15/28	12,227	14,900
	TotalEnergies Capital International SA	3.455%	2/19/29	29,711	30,948
	TotalEnergies Capital International SA	2.829%	1/10/30	32,157	32,263
	TotalEnergies Capital SA	3.883%	10/11/28	27,038	28,920
	TransCanada PipeLines Ltd.	4.250%	5/15/28	29,241	31,208
	TransCanada PipeLines Ltd.	4.100%	4/15/30	42,743	45,343

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	TransCanada PipeLines Ltd.	2.500%	10/12/31	35,675	33,461
	Transcontinental Gas Pipe Line Co. LLC	4.000%	3/15/28	16,720	17,656
	Transcontinental Gas Pipe Line Co. LLC	3.250%	5/15/30	22,553	22,671
	Valero Energy Corp.	2.150%	9/15/27	17,116	16,623
	Valero Energy Corp.	4.350%	6/1/28	21,554	22,979
	Valero Energy Corp.	4.000%	4/1/29	22,611	23,655
	Valero Energy Corp.	2.800%	12/1/31	18,825	17,789
	Valero Energy Partners LP	4.500%	3/15/28	16,934	18,081
	Williams Cos. Inc.	3.750%	6/15/27	37,609	39,207
	Williams Cos. Inc.	3.500%	11/15/30	35,348	35,947
	Williams Cos. Inc.	2.600%	3/15/31	43,810	41,447
					3,301,774
Financials (29.0%)
	ACE Capital Trust II	9.700%	4/1/30	3,180	4,437
¹	Aegon NV	5.500%	4/11/48	18,030	19,240
	AerCap Ireland Capital DAC	3.650%	7/21/27	31,124	31,641
	AerCap Ireland Capital DAC	4.625%	10/15/27	21,135	22,462
	AerCap Ireland Capital DAC	3.875%	1/23/28	17,224	17,507
	AerCap Ireland Capital DAC	3.000%	10/29/28	97,840	94,223
	AerCap Ireland Capital DAC	3.300%	1/30/32	103,960	98,620
	Affiliated Managers Group Inc.	3.300%	6/15/30	16,633	16,834
	Aflac Inc.	3.600%	4/1/30	43,522	46,283
¹	Air Lease Corp.	3.750%	6/1/26	3,002	3,083
	Air Lease Corp.	3.625%	4/1/27	15,270	15,573
	Air Lease Corp.	3.625%	12/1/27	15,684	15,920
	Air Lease Corp.	2.100%	9/1/28	18,425	16,967
	Air Lease Corp.	4.625%	10/1/28	14,392	15,221
	Air Lease Corp.	3.250%	10/1/29	13,782	13,474
¹	Air Lease Corp.	3.000%	2/1/30	18,745	17,903
	Air Lease Corp.	3.125%	12/1/30	19,455	18,676
	Air Lease Corp.	2.875%	1/15/32	20,000	18,732
	Alleghany Corp.	3.625%	5/15/30	13,124	13,393
	Allstate Corp.	1.450%	12/15/30	16,635	14,924
	Ally Financial Inc.	2.200%	11/2/28	18,815	17,644
¹	Ally Financial Inc.	8.000%	11/1/31	68,803	90,599
	Ally Financial Inc.	8.000%	11/1/31	5,093	6,666
	American Equity Investment Life Holding Co.	5.000%	6/15/27	12,311	13,376
³	American Express Co.	3.300%	5/3/27	51,419	53,058
	American Financial Group Inc.	5.250%	4/2/30	6,798	7,676
	American International Group Inc.	4.200%	4/1/28	18,966	20,520
	American International Group Inc.	4.250%	3/15/29	9,980	10,771
	American International Group Inc.	3.400%	6/30/30	53,483	54,996
¹	American International Group Inc.	5.750%	4/1/48	14,950	15,354
¹	Andrew W Mellon Foundation	0.947%	8/1/27	7,920	7,417
	Aon Corp.	2.850%	5/28/27	7,000	7,052
	Aon Corp.	4.500%	12/15/28	15,796	17,217
	Aon Corp.	3.750%	5/2/29	16,842	17,651
	Aon Corp.	2.800%	5/15/30	31,666	31,185
	Aon Corp.	2.050%	8/23/31	5,140	4,722
	Aon Corp.	2.600%	12/2/31	12,120	11,568
	Ares Capital Corp.	2.875%	6/15/27	8,735	8,338
	Ares Capital Corp.	2.875%	6/15/28	24,821	22,998
	Ares Capital Corp.	3.200%	11/15/31	19,695	17,784
	Arthur J Gallagher & Co.	2.400%	11/9/31	10,505	9,860
	Assurant Inc.	4.900%	3/27/28	9,890	10,840

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Assurant Inc.	3.700%	2/22/30	10,829	11,050
	Assured Guaranty US Holdings Inc.	3.150%	6/15/31	13,090	12,981
	Athene Holding Ltd.	4.125%	1/12/28	28,819	30,260
	Athene Holding Ltd.	6.150%	4/3/30	19,793	23,094
	Athene Holding Ltd.	3.500%	1/15/31	22,974	22,945
	AXA SA	8.600%	12/15/30	32,396	43,713
	AXIS Specialty Finance LLC	3.900%	7/15/29	14,580	15,259
¹	AXIS Specialty Finance LLC	4.900%	1/15/40	5,326	5,331
	AXIS Specialty Finance plc	4.000%	12/6/27	8,129	8,536
	Banco Santander SA	4.250%	4/11/27	28,853	30,481
	Banco Santander SA	3.800%	2/23/28	18,701	19,290
	Banco Santander SA	4.379%	4/12/28	27,103	28,761
	Banco Santander SA	3.306%	6/27/29	19,424	19,654
	Banco Santander SA	3.490%	5/28/30	34,554	34,680
	Banco Santander SA	2.749%	12/3/30	49,840	45,208
	Banco Santander SA	2.958%	3/25/31	17,696	16,990
	Banco Santander SA	3.225%	11/22/32	18,635	17,313
¹	Bank of America Corp.	3.248%	10/21/27	58,025	59,362
¹	Bank of America Corp.	3.705%	4/24/28	60,930	63,100
¹	Bank of America Corp.	3.593%	7/21/28	63,874	65,952
¹	Bank of America Corp.	3.419%	12/20/28	154,185	157,829
¹	Bank of America Corp.	3.970%	3/5/29	66,200	69,311
¹	Bank of America Corp.	2.087%	6/14/29	104,210	98,623
¹	Bank of America Corp.	4.271%	7/23/29	76,015	81,039
¹	Bank of America Corp.	3.974%	2/7/30	84,640	88,805
¹	Bank of America Corp.	3.194%	7/23/30	70,912	70,996
¹	Bank of America Corp.	2.884%	10/22/30	43,915	43,034
¹	Bank of America Corp.	2.496%	2/13/31	83,457	79,512
¹	Bank of America Corp.	2.592%	4/29/31	86,262	82,542
¹	Bank of America Corp.	1.898%	7/23/31	87,256	79,053
¹	Bank of America Corp.	1.922%	10/24/31	59,247	53,616
¹	Bank of America Corp.	2.651%	3/11/32	51,972	49,677
	Bank of America Corp.	2.687%	4/22/32	144,723	139,155
	Bank of America Corp.	2.299%	7/21/32	109,130	101,268
	Bank of America Corp.	2.572%	10/20/32	72,639	68,922
	Bank of America Corp.	2.972%	2/4/33	68,378	67,006
	Bank of America Corp.	2.482%	9/21/36	53,895	48,878
¹	Bank of Montreal	3.803%	12/15/32	21,312	21,837
	Bank of Montreal	3.088%	1/10/37	25,025	23,811
¹	Bank of New York Mellon Corp.	3.250%	5/16/27	24,433	25,394
¹	Bank of New York Mellon Corp.	3.400%	1/29/28	25,135	26,319
¹	Bank of New York Mellon Corp.	3.442%	2/7/28	1	1
¹	Bank of New York Mellon Corp.	3.850%	4/28/28	8,395	8,982
¹	Bank of New York Mellon Corp.	1.650%	7/14/28	9,780	9,274
¹	Bank of New York Mellon Corp.	3.000%	10/30/28	7,319	7,389
¹	Bank of New York Mellon Corp.	3.300%	8/23/29	16,368	16,927
¹	Bank of New York Mellon Corp.	1.650%	1/28/31	4,450	4,108
¹	Bank of New York Mellon Corp.	1.800%	7/28/31	22,030	20,237
	Bank of New York Mellon Corp.	2.500%	1/26/32	11,580	11,269
	Bank of Nova Scotia	2.150%	8/1/31	18,995	17,741
	Bank of Nova Scotia	2.450%	2/2/32	16,248	15,417
	BankUnited Inc.	5.125%	6/11/30	7,871	8,409
	Barclays plc	4.375%	1/12/26	104	110
	Barclays plc	4.337%	1/10/28	39,028	41,252
	Barclays plc	4.836%	5/9/28	57,504	60,874

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Barclays plc	4.972%	5/16/29	47,775	51,926
¹	Barclays plc	5.088%	6/20/30	26,375	28,227
	Barclays plc	2.645%	6/24/31	26,483	24,995
	Barclays plc	2.667%	3/10/32	16,015	15,016
	Barclays plc	2.894%	11/24/32	39,265	37,202
	Barclays plc	3.564%	9/23/35	29,440	28,132
	Berkshire Hathaway Finance Corp.	1.850%	3/12/30	14,962	14,188
	Berkshire Hathaway Finance Corp.	1.450%	10/15/30	17,077	15,619
	BlackRock Inc.	3.200%	3/15/27	22,793	23,760
	BlackRock Inc.	3.250%	4/30/29	18,200	19,021
	BlackRock Inc.	2.400%	4/30/30	24,736	24,153
	BlackRock Inc.	1.900%	1/28/31	31,815	29,546
	BlackRock Inc.	2.100%	2/25/32	14,406	13,484
³	Blackstone Private Credit Fund	3.250%	3/15/27	28,616	27,518
³	Blackstone Private Credit Fund	4.000%	1/15/29	14,785	14,253
	Blackstone Secured Lending Fund	3.625%	1/15/26	191	191
³	Blackstone Secured Lending Fund	2.850%	9/30/28	16,275	14,938
³	BPCE SA	3.250%	1/11/28	3,475	3,551
	Brighthouse Financial Inc.	5.625%	5/15/30	21,426	24,442
	Brookfield Finance I UK plc	2.340%	1/30/32	3,810	3,500
	Brookfield Finance Inc.	4.250%	6/2/26	268	286
	Brookfield Finance Inc.	3.900%	1/25/28	19,519	20,500
	Brookfield Finance Inc.	4.850%	3/29/29	26,063	28,719
	Brookfield Finance Inc.	4.350%	4/15/30	26,181	28,152
	Brookfield Finance Inc.	2.724%	4/15/31	12,812	12,243
	Brown & Brown Inc.	4.500%	3/15/29	8,634	9,304
	Brown & Brown Inc.	2.375%	3/15/31	18,907	17,574
	Capital One Financial Corp.	3.750%	3/9/27	50,613	52,891
	Capital One Financial Corp.	3.650%	5/11/27	24,326	25,226
	Capital One Financial Corp.	3.800%	1/31/28	42,373	44,187
	Capital One Financial Corp.	2.359%	7/29/32	14,825	13,289
	Capital One Financial Corp.	2.618%	11/2/32	12,880	12,059
	Cboe Global Markets Inc.	1.625%	12/15/30	9,090	8,197
	Charles Schwab Corp.	3.200%	3/2/27	14,320	14,853
	Charles Schwab Corp.	3.300%	4/1/27	19,051	19,857
	Charles Schwab Corp.	3.200%	1/25/28	25,516	26,559
	Charles Schwab Corp.	2.000%	3/20/28	34,795	33,793
	Charles Schwab Corp.	4.000%	2/1/29	16,919	18,255
	Charles Schwab Corp.	3.250%	5/22/29	20,962	21,580
	Charles Schwab Corp.	2.750%	10/1/29	13,988	13,965
	Charles Schwab Corp.	4.625%	3/22/30	2,708	3,071
	Charles Schwab Corp.	1.650%	3/11/31	6,991	6,348
	Charles Schwab Corp.	2.300%	5/13/31	39,828	38,132
	Charles Schwab Corp.	1.950%	12/1/31	17,995	16,616
	Chubb INA Holdings Inc.	1.375%	9/15/30	36,675	32,969
	CI Financial Corp.	3.200%	12/17/30	22,260	20,916
¹	Cincinnati Financial Corp.	6.920%	5/15/28	7,721	9,572
	Citigroup Inc.	4.450%	9/29/27	103,686	110,785
	Citigroup Inc.	6.625%	1/15/28	8,707	10,409
¹	Citigroup Inc.	3.668%	7/24/28	75,315	77,946
	Citigroup Inc.	4.125%	7/25/28	63,925	67,154
¹	Citigroup Inc.	3.520%	10/27/28	58,183	59,789
¹	Citigroup Inc.	4.075%	4/23/29	41,175	43,384
¹	Citigroup Inc.	3.980%	3/20/30	49,076	51,670
¹	Citigroup Inc.	2.976%	11/5/30	49,949	49,316

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Citigroup Inc.	2.666%	1/29/31	67,616	65,214
¹	Citigroup Inc.	4.412%	3/31/31	110,613	120,075
¹	Citigroup Inc.	2.572%	6/3/31	109,113	104,068
	Citigroup Inc.	2.561%	5/1/32	54,310	51,553
	Citigroup Inc.	2.520%	11/3/32	35,600	33,544
	Citigroup Inc.	3.057%	1/25/33	64,703	63,815
	Citizens Financial Group Inc.	2.500%	2/6/30	15,849	15,189
	Citizens Financial Group Inc.	3.250%	4/30/30	21,614	21,849
	CME Group Inc.	3.750%	6/15/28	13,089	14,016
	CNA Financial Corp.	3.450%	8/15/27	15,067	15,613
	CNA Financial Corp.	3.900%	5/1/29	14,598	15,515
	CNA Financial Corp.	2.050%	8/15/30	7,702	7,137
	CNO Financial Group Inc.	5.250%	5/30/29	12,941	13,993
	Comerica Inc.	4.000%	2/1/29	14,234	15,275
¹	Deutsche Bank AG	3.547%	9/18/31	40,918	40,381
	Deutsche Bank AG	3.035%	5/28/32	37,265	35,007
¹	Discover Bank	3.450%	7/27/26	1,289	1,326
¹	Discover Bank	4.650%	9/13/28	34,687	37,653
¹	Discover Bank	2.700%	2/6/30	14,570	14,042
	Eaton Vance Corp.	3.500%	4/6/27	7,633	7,906
	Enstar Group Ltd.	4.950%	6/1/29	23,615	25,272
	Enstar Group Ltd.	3.100%	9/1/31	12,707	11,856
	Equitable Holdings Inc.	7.000%	4/1/28	7,785	9,456
	Equitable Holdings Inc.	4.350%	4/20/28	39,119	41,881
	Fairfax Financial Holdings Ltd.	4.850%	4/17/28	15,361	16,392
	Fairfax Financial Holdings Ltd.	4.625%	4/29/30	16,712	18,069
	Fairfax Financial Holdings Ltd.	3.375%	3/3/31	16,250	16,143
	Fidelity National Financial Inc.	4.500%	8/15/28	14,666	15,677
	Fidelity National Financial Inc.	3.400%	6/15/30	18,259	18,300
	Fidelity National Financial Inc.	2.450%	3/15/31	15,631	14,565
	Fifth Third Bancorp	2.550%	5/5/27	24,019	23,961
	Fifth Third Bancorp	1.707%	11/1/27	2,473	2,373
	Fifth Third Bancorp	3.950%	3/14/28	16,091	17,071
	First American Financial Corp.	4.000%	5/15/30	11,442	11,894
	First American Financial Corp.	2.400%	8/15/31	17,418	15,913
¹	First Horizon Bank	5.750%	5/1/30	11,805	13,619
	First-Citizens Bank & Trust Co.	6.125%	3/9/28	10,465	11,955
	Franklin Resources Inc.	1.600%	10/30/30	19,120	17,111
	FS KKR Capital Corp.	3.250%	7/15/27	6,702	6,439
	FS KKR Capital Corp.	3.125%	10/12/28	14,275	13,268
	GATX Corp.	3.850%	3/30/27	11,252	11,822
	GATX Corp.	3.500%	3/15/28	8,118	8,401
	GATX Corp.	4.550%	11/7/28	10,016	11,031
	GATX Corp.	4.700%	4/1/29	5,496	6,046
	GATX Corp.	4.000%	6/30/30	15,581	16,475
	GATX Corp.	1.900%	6/1/31	10,038	9,043
	Global Payments Inc.	4.450%	6/1/28	13,093	14,025
	Global Payments Inc.	3.200%	8/15/29	37,964	37,527
	Global Payments Inc.	2.900%	5/15/30	27,566	26,530
	Global Payments Inc.	2.900%	11/15/31	15,655	14,915
	Globe Life Inc.	4.550%	9/15/28	15,233	16,648
	Globe Life Inc.	2.150%	8/15/30	9,565	8,957
¹	Goldman Sachs Group Inc.	3.691%	6/5/28	57,664	59,722
¹	Goldman Sachs Group Inc.	3.814%	4/23/29	80,815	83,878
¹	Goldman Sachs Group Inc.	4.223%	5/1/29	94,328	99,989

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Goldman Sachs Group Inc.	2.600%	2/7/30	38,740	37,251
	Goldman Sachs Group Inc.	3.800%	3/15/30	88,500	92,180
	Goldman Sachs Group Inc.	1.992%	1/27/32	55,013	49,623
	Goldman Sachs Group Inc.	2.615%	4/22/32	119,485	113,030
	Goldman Sachs Group Inc.	2.383%	7/21/32	93,155	86,371
	Goldman Sachs Group Inc.	2.650%	10/21/32	67,445	63,968
	Goldman Sachs Group Inc.	3.102%	2/24/33	106,165	104,431
	Hanover Insurance Group Inc.	4.500%	4/15/26	148	158
	Hanover Insurance Group Inc.	2.500%	9/1/30	7,525	7,204
	Hartford Financial Services Group Inc.	2.800%	8/19/29	16,010	15,870
¹	HSBC Holdings plc	4.041%	3/13/28	64,800	67,167
¹	HSBC Holdings plc	2.013%	9/22/28	48,036	45,092
¹	HSBC Holdings plc	4.583%	6/19/29	91,263	97,409
	HSBC Holdings plc	2.206%	8/17/29	75,057	70,047
	HSBC Holdings plc	4.950%	3/31/30	61,628	68,345
¹	HSBC Holdings plc	3.973%	5/22/30	72,302	74,570
¹	HSBC Holdings plc	2.848%	6/4/31	32,881	31,415
¹	HSBC Holdings plc	2.357%	8/18/31	31,454	28,862
	HSBC Holdings plc	2.804%	5/24/32	101,465	95,775
	HSBC Holdings plc	2.871%	11/22/32	39,975	37,927
	Huntington Bancshares Inc.	2.550%	2/4/30	23,309	22,667
³	Huntington Bancshares Inc.	2.487%	8/15/36	9,941	9,084
	ING Groep NV	3.950%	3/29/27	45,816	48,133
	ING Groep NV	4.550%	10/2/28	27,035	29,410
	ING Groep NV	4.050%	4/9/29	18,169	19,294
	ING Groep NV	2.727%	4/1/32	10,730	10,260
	Intercontinental Exchange Inc.	3.100%	9/15/27	11,646	11,959
	Intercontinental Exchange Inc.	3.750%	9/21/28	16,836	17,854
	Intercontinental Exchange Inc.	2.100%	6/15/30	22,991	21,702
³	Jackson Financial Inc.	3.125%	11/23/31	13,130	12,592
	Jefferies Group LLC	6.450%	6/8/27	6,360	7,453
	Jefferies Group LLC	4.150%	1/23/30	29,367	30,862
	Jefferies Group LLC	2.625%	10/15/31	20,495	19,056
	JPMorgan Chase & Co.	3.875%	9/10/24	1	1
	JPMorgan Chase & Co.	1.040%	2/4/27	82	77
	JPMorgan Chase & Co.	8.000%	4/29/27	15,960	19,864
	JPMorgan Chase & Co.	4.250%	10/1/27	43,685	46,713
	JPMorgan Chase & Co.	3.625%	12/1/27	34,394	35,603
¹	JPMorgan Chase & Co.	3.540%	5/1/28	57,354	59,271
¹	JPMorgan Chase & Co.	2.182%	6/1/28	41,187	39,821
¹	JPMorgan Chase & Co.	3.509%	1/23/29	61,266	62,919
¹	JPMorgan Chase & Co.	4.005%	4/23/29	56,394	59,432
	JPMorgan Chase & Co.	2.069%	6/1/29	62,433	59,146
¹	JPMorgan Chase & Co.	4.203%	7/23/29	54,857	58,430
¹	JPMorgan Chase & Co.	4.452%	12/5/29	81,317	87,866
¹	JPMorgan Chase & Co.	3.702%	5/6/30	77,163	80,078
¹	JPMorgan Chase & Co.	8.750%	9/1/30	1,993	2,799
¹	JPMorgan Chase & Co.	2.739%	10/15/30	98,171	95,911
¹	JPMorgan Chase & Co.	4.493%	3/24/31	68,833	75,556
¹	JPMorgan Chase & Co.	2.522%	4/22/31	80,468	77,255
¹	JPMorgan Chase & Co.	2.956%	5/13/31	73,544	71,398
	JPMorgan Chase & Co.	1.764%	11/19/31	35,780	32,150
	JPMorgan Chase & Co.	1.953%	2/4/32	80,507	73,423
	JPMorgan Chase & Co.	2.580%	4/22/32	107,912	103,399
	JPMorgan Chase & Co.	2.545%	11/8/32	84,000	80,262

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	JPMorgan Chase & Co.	2.963%	1/25/33	90,080	89,118
	Kemper Corp.	2.400%	9/30/30	10,087	9,210
	Kemper Corp.	3.800%	2/23/32	5,000	5,023
¹	KeyBank NA	6.950%	2/1/28	7,918	9,585
¹	KeyBank NA	3.900%	4/13/29	8,630	9,093
¹	KeyCorp	2.250%	4/6/27	24,706	24,345
¹	KeyCorp	4.100%	4/30/28	14,716	15,794
¹	KeyCorp	2.550%	10/1/29	21,898	21,296
	Lazard Group LLC	3.625%	3/1/27	11,870	12,278
	Lazard Group LLC	4.500%	9/19/28	13,637	14,634
	Lazard Group LLC	4.375%	3/11/29	8,718	9,239
	Legg Mason Inc.	4.750%	3/15/26	510	555
	Lincoln National Corp.	3.800%	3/1/28	15,689	16,514
	Lincoln National Corp.	3.050%	1/15/30	10,835	10,774
	Lincoln National Corp.	3.400%	1/15/31	12,702	12,919
	Lloyds Banking Group plc	4.375%	3/22/28	46,101	49,143
	Lloyds Banking Group plc	4.550%	8/16/28	27,214	29,405
¹	Lloyds Banking Group plc	3.574%	11/7/28	40,334	41,337
	Loews Corp.	3.200%	5/15/30	14,956	15,282
¹	Manufacturers & Traders Trust Co.	3.400%	8/17/27	18,823	19,435
	Manulife Financial Corp.	2.484%	5/19/27	16,888	16,880
	Markel Corp.	3.500%	11/1/27	6,561	6,826
	Markel Corp.	3.350%	9/17/29	9,175	9,424
	Marsh & McLennan Cos. Inc.	4.375%	3/15/29	42,584	46,454
	Marsh & McLennan Cos. Inc.	2.250%	11/15/30	18,653	17,511
	Marsh & McLennan Cos. Inc.	2.375%	12/15/31	13,918	13,174
	Mastercard Inc.	3.300%	3/26/27	35,956	37,788
	Mastercard Inc.	3.500%	2/26/28	17,305	18,421
	Mastercard Inc.	2.950%	6/1/29	27,804	28,573
	Mastercard Inc.	3.350%	3/26/30	40,353	42,338
	Mastercard Inc.	1.900%	3/15/31	14,713	13,999
	Mastercard Inc.	2.000%	11/18/31	20,401	19,295
	Mercury General Corp.	4.400%	3/15/27	7,617	8,083
	MetLife Inc.	4.550%	3/23/30	29,488	33,102
	Mitsubishi UFJ Financial Group Inc.	3.287%	7/25/27	24,847	25,503
	Mitsubishi UFJ Financial Group Inc.	3.961%	3/2/28	33,926	35,884
	Mitsubishi UFJ Financial Group Inc.	4.050%	9/11/28	18,185	19,357
	Mitsubishi UFJ Financial Group Inc.	3.741%	3/7/29	40,500	42,350
	Mitsubishi UFJ Financial Group Inc.	3.195%	7/18/29	58,794	59,227
	Mitsubishi UFJ Financial Group Inc.	2.559%	2/25/30	34,782	33,398
	Mitsubishi UFJ Financial Group Inc.	2.048%	7/17/30	44,633	41,116
	Mitsubishi UFJ Financial Group Inc.	2.309%	7/20/32	58,224	54,082
	Mitsubishi UFJ Financial Group Inc.	2.494%	10/13/32	10,370	9,767
	Mitsubishi UFJ Financial Group Inc.	2.852%	1/19/33	12,200	11,817
	Mizuho Financial Group Inc.	3.170%	9/11/27	22,128	22,534
	Mizuho Financial Group Inc.	4.018%	3/5/28	27,980	29,545
¹	Mizuho Financial Group Inc.	4.254%	9/11/29	15,753	16,834
¹	Mizuho Financial Group Inc.	3.153%	7/16/30	25,967	25,940
¹	Mizuho Financial Group Inc.	2.869%	9/13/30	24,165	23,693
¹	Mizuho Financial Group Inc.	2.591%	5/25/31	15,794	15,099
¹	Mizuho Financial Group Inc.	2.201%	7/10/31	36,213	33,519
¹	Mizuho Financial Group Inc.	1.979%	9/8/31	28,994	26,324
	Mizuho Financial Group Inc.	2.564%	9/13/31	31,216	28,582
	Mizuho Financial Group Inc.	2.172%	5/22/32	10,136	9,290
	Mizuho Financial Group Inc.	2.260%	7/9/32	4,833	4,462

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Morgan Stanley	3.950%	4/23/27	57,214	60,054
	Morgan Stanley	1.593%	5/4/27	311	296
¹	Morgan Stanley	3.591%	7/22/28	83,955	86,733
¹	Morgan Stanley	3.772%	1/24/29	75,917	78,807
¹	Morgan Stanley	4.431%	1/23/30	73,651	79,535
¹	Morgan Stanley	2.699%	1/22/31	97,432	94,443
¹	Morgan Stanley	3.622%	4/1/31	87,490	90,393
¹	Morgan Stanley	1.794%	2/13/32	79,301	70,863
¹	Morgan Stanley	1.928%	4/28/32	48,250	43,496
¹	Morgan Stanley	2.239%	7/21/32	84,049	77,626
¹	Morgan Stanley	2.511%	10/20/32	72,870	68,859
	Morgan Stanley	2.943%	1/21/33	65,750	64,364
	Morgan Stanley	2.484%	9/16/36	76,272	69,265
	Morgan Stanley Domestic Holdings Inc.	3.800%	8/24/27	10,592	11,077
	Morgan Stanley Domestic Holdings Inc.	4.500%	6/20/28	13,852	14,959
	Nasdaq Inc.	1.650%	1/15/31	16,385	14,457
¹	National Australia Bank Ltd.	2.500%	7/12/26	373	378
¹	NatWest Group plc	3.073%	5/22/28	31,522	31,526
¹	NatWest Group plc	4.892%	5/18/29	44,820	48,828
¹	NatWest Group plc	5.076%	1/27/30	44,805	49,372
¹	NatWest Group plc	4.445%	5/8/30	30,349	32,353
¹	NatWest Group plc	3.032%	11/28/35	20,321	18,794
	Nomura Holdings Inc.	2.172%	7/14/28	27,065	25,446
	Nomura Holdings Inc.	2.710%	1/22/29	12,830	12,371
	Nomura Holdings Inc.	3.103%	1/16/30	51,023	50,163
	Nomura Holdings Inc.	2.679%	7/16/30	10,457	9,900
	Nomura Holdings Inc.	2.608%	7/14/31	31,126	29,045
	Nomura Holdings Inc.	2.999%	1/22/32	36,645	35,290
	Northern Trust Corp.	3.650%	8/3/28	12,625	13,557
	Northern Trust Corp.	3.150%	5/3/29	14,520	15,109
	Northern Trust Corp.	1.950%	5/1/30	22,439	21,344
¹	Northern Trust Corp.	3.375%	5/8/32	7,415	7,558
	ORIX Corp.	3.700%	7/18/27	11,219	11,759
	ORIX Corp.	2.250%	3/9/31	11,914	11,450
	Owl Rock Capital Corp.	2.875%	6/11/28	23,677	21,483
	PartnerRe Finance B LLC	3.700%	7/2/29	10,830	11,450
	PartnerRe Finance B LLC	4.500%	10/1/50	12,945	12,802
	PayPal Holdings Inc.	2.850%	10/1/29	38,009	37,882
	PayPal Holdings Inc.	2.300%	6/1/30	23,805	22,697
¹	PNC Bank NA	3.100%	10/25/27	18,593	19,260
¹	PNC Bank NA	3.250%	1/22/28	18,920	19,592
¹	PNC Bank NA	4.050%	7/26/28	35,401	37,941
¹	PNC Bank NA	2.700%	10/22/29	20,395	20,128
	PNC Financial Services Group Inc.	2.600%	7/23/26	4,381	4,442
	PNC Financial Services Group Inc.	3.150%	5/19/27	32,057	33,226
	PNC Financial Services Group Inc.	3.450%	4/23/29	42,978	45,111
	PNC Financial Services Group Inc.	2.550%	1/22/30	41,558	40,864
	PNC Financial Services Group Inc.	2.307%	4/23/32	29,290	27,907
	Primerica Inc.	2.800%	11/19/31	12,605	12,173
	Principal Financial Group Inc.	3.100%	11/15/26	10,228	10,462
	Principal Financial Group Inc.	3.700%	5/15/29	13,158	14,034
	Principal Financial Group Inc.	2.125%	6/15/30	9,014	8,526
	Progressive Corp.	4.000%	3/1/29	12,272	13,250
	Progressive Corp.	6.625%	3/1/29	2,517	3,119
	Progressive Corp.	3.200%	3/26/30	21,836	22,541

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Prospect Capital Corp.	3.437%	10/15/28	8,720	7,875
¹	Prudential Financial Inc.	3.878%	3/27/28	11,463	12,250
¹	Prudential Financial Inc.	2.100%	3/10/30	11,650	11,138
¹	Prudential Financial Inc.	4.500%	9/15/47	15,017	14,509
¹	Prudential Financial Inc.	5.700%	9/15/48	18,697	19,534
¹	Prudential Financial Inc.	3.700%	10/1/50	24,389	22,400
	Prudential Financial Inc.	5.125%	3/1/52	2,000	2,018
	Prudential plc	3.125%	4/14/30	22,388	22,786
	Raymond James Financial Inc.	4.650%	4/1/30	27,461	30,208
	Regions Financial Corp.	1.800%	8/12/28	16,925	15,852
	Reinsurance Group of America Inc.	3.900%	5/15/29	13,930	14,579
	Reinsurance Group of America Inc.	3.150%	6/15/30	17,141	17,063
	RenaissanceRe Finance Inc.	3.450%	7/1/27	9,348	9,777
	RenaissanceRe Holdings Ltd.	3.600%	4/15/29	7,985	8,302
¹	Royal Bank of Canada	2.300%	11/3/31	41,156	38,923
	Santander Holdings USA Inc.	4.400%	7/13/27	16,911	17,773
¹	Santander UK Group Holdings plc	3.823%	11/3/28	22,064	22,662
	Santander UK Group Holdings plc	2.896%	3/15/32	19,075	18,176
¹	State Street Corp.	4.141%	12/3/29	21,054	22,785
	State Street Corp.	2.400%	1/24/30	25,658	25,154
	State Street Corp.	2.200%	3/3/31	27,468	25,881
	State Street Corp.	3.152%	3/30/31	14,318	14,659
¹	State Street Corp.	3.031%	11/1/34	5,855	5,819
	Stewart Information Services Corp.	3.600%	11/15/31	11,745	11,340
	Stifel Financial Corp.	4.000%	5/15/30	8,325	8,748
	Sumitomo Mitsui Financial Group Inc.	3.364%	7/12/27	13,611	14,068
	Sumitomo Mitsui Financial Group Inc.	3.352%	10/18/27	19,668	20,279
	Sumitomo Mitsui Financial Group Inc.	3.544%	1/17/28	20,850	21,636
	Sumitomo Mitsui Financial Group Inc.	3.944%	7/19/28	22,739	24,074
	Sumitomo Mitsui Financial Group Inc.	1.902%	9/17/28	53,900	50,488
	Sumitomo Mitsui Financial Group Inc.	4.306%	10/16/28	12,117	13,133
	Sumitomo Mitsui Financial Group Inc.	3.040%	7/16/29	73,267	73,126
	Sumitomo Mitsui Financial Group Inc.	3.202%	9/17/29	12,796	12,787
	Sumitomo Mitsui Financial Group Inc.	2.724%	9/27/29	16,235	15,882
	Sumitomo Mitsui Financial Group Inc.	2.750%	1/15/30	37,410	36,548
	Sumitomo Mitsui Financial Group Inc.	2.130%	7/8/30	46,310	43,122
	Sumitomo Mitsui Financial Group Inc.	2.142%	9/23/30	31,106	28,346
	Sumitomo Mitsui Financial Group Inc.	1.710%	1/12/31	16,675	14,851
	Sumitomo Mitsui Financial Group Inc.	2.222%	9/17/31	12,440	11,528
	SVB Financial Group	2.100%	5/15/28	8,955	8,573
	SVB Financial Group	3.125%	6/5/30	14,365	14,438
	SVB Financial Group	1.800%	2/2/31	15,179	13,746
	Synchrony Financial	3.950%	12/1/27	27,317	28,179
	Synchrony Financial	5.150%	3/19/29	12,975	14,191
	Synchrony Financial	2.875%	10/28/31	13,756	12,782
¹	Toronto-Dominion Bank	2.000%	9/10/31	29,485	27,353
¹	Toronto-Dominion Bank	2.450%	1/12/32	16,820	16,106
¹	Truist Bank	2.250%	3/11/30	34,838	33,034
¹	Truist Financial Corp.	1.125%	8/3/27	23,302	21,619
¹	Truist Financial Corp.	3.875%	3/19/29	28,637	30,364
¹	Truist Financial Corp.	1.887%	6/7/29	27,790	26,250
¹	Truist Financial Corp.	1.950%	6/5/30	9,181	8,591
	Unum Group	4.000%	6/15/29	10,179	10,732
¹	US Bancorp	3.150%	4/27/27	33,755	34,996
¹	US Bancorp	3.900%	4/26/28	18,466	19,757

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	US Bancorp	3.000%	7/30/29	28,899	29,165
¹	US Bancorp	1.375%	7/22/30	28,589	25,574
¹	US Bancorp	2.677%	1/27/33	22,700	22,310
	US Bancorp	2.491%	11/3/36	33,005	30,780
	Visa Inc.	1.900%	4/15/27	41,056	40,444
	Visa Inc.	0.750%	8/15/27	14,719	13,636
	Visa Inc.	2.750%	9/15/27	24,886	25,537
	Visa Inc.	2.050%	4/15/30	33,488	32,317
	Visa Inc.	1.100%	2/15/31	21,362	18,928
¹	Voya Financial Inc.	4.700%	1/23/48	9,126	8,686
	Webster Financial Corp.	4.100%	3/25/29	6,736	7,243
¹	Wells Fargo & Co.	3.196%	6/17/27	384	390
¹	Wells Fargo & Co.	4.300%	7/22/27	69,311	73,990
¹	Wells Fargo & Co.	3.584%	5/22/28	88,202	91,074
¹	Wells Fargo & Co.	2.393%	6/2/28	66,349	64,873
¹	Wells Fargo & Co.	4.150%	1/24/29	53,055	56,538
¹	Wells Fargo & Co.	2.879%	10/30/30	98,519	96,968
¹	Wells Fargo & Co.	2.572%	2/11/31	80,188	76,970
¹	Wells Fargo & Co.	4.478%	4/4/31	63,595	69,523
	Western Union Co.	2.750%	3/15/31	8,139	7,758
	Westpac Banking Corp.	1.150%	6/3/26	393	376
	Westpac Banking Corp.	3.350%	3/8/27	39,218	41,013
	Westpac Banking Corp.	3.400%	1/25/28	14,725	15,440
	Westpac Banking Corp.	1.953%	11/20/28	41,915	40,067
	Westpac Banking Corp.	2.650%	1/16/30	16,701	16,636
	Westpac Banking Corp.	2.150%	6/3/31	30,537	29,093
	Westpac Banking Corp.	4.110%	7/24/34	37,875	39,020
	Westpac Banking Corp.	2.668%	11/15/35	31,889	28,863
	Westpac Banking Corp.	3.020%	11/18/36	31,890	29,627
	Willis North America Inc.	4.500%	9/15/28	17,684	18,896
	Willis North America Inc.	2.950%	9/15/29	17,330	16,963
	Wintrust Financial Corp.	4.850%	6/6/29	5,018	5,284
	Zions Bancorp NA	3.250%	10/29/29	12,950	12,888
					14,077,190
Health Care (8.6%)
⁴	Abbott Laboratories	1.150%	1/30/28	25,270	23,696
	Abbott Laboratories	1.400%	6/30/30	10,366	9,487
	AbbVie Inc.	4.250%	11/14/28	58,861	63,606
	AbbVie Inc.	3.200%	11/21/29	144,147	146,158
	Adventist Health System	2.952%	3/1/29	7,705	7,758
	Advocate Health & Hospitals Corp.	3.829%	8/15/28	7,359	7,902
¹	Advocate Health & Hospitals Corp.	2.211%	6/15/30	9,893	9,527
	Agilent Technologies Inc.	2.750%	9/15/29	7,827	7,708
	Agilent Technologies Inc.	2.100%	6/4/30	13,833	12,819
	Agilent Technologies Inc.	2.300%	3/12/31	26,275	24,572
	AmerisourceBergen Corp.	3.450%	12/15/27	27,134	28,216
	AmerisourceBergen Corp.	2.800%	5/15/30	9,411	9,232
	AmerisourceBergen Corp.	2.700%	3/15/31	32,853	31,673
	Amgen Inc.	3.200%	11/2/27	19,625	20,250
	Amgen Inc.	1.650%	8/15/28	30,755	28,799
	Amgen Inc.	3.000%	2/22/29	10,000	10,127
	Amgen Inc.	2.450%	2/21/30	34,814	33,613
	Amgen Inc.	2.300%	2/25/31	38,803	36,682
	Amgen Inc.	2.000%	1/15/32	27,414	25,076
	Amgen Inc.	3.350%	2/22/32	35,014	35,710

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Anthem Inc.	3.650%	12/1/27	41,842	43,895
	Anthem Inc.	4.101%	3/1/28	28,974	30,997
	Anthem Inc.	2.875%	9/15/29	31,879	31,833
	Anthem Inc.	2.250%	5/15/30	29,436	27,880
	Anthem Inc.	2.550%	3/15/31	26,740	25,761
¹	Ascension Health	2.532%	11/15/29	21,645	21,651
	AstraZeneca Finance LLC	1.750%	5/28/28	30,445	29,133
	AstraZeneca Finance LLC	2.250%	5/28/31	15,404	14,815
	AstraZeneca plc	3.125%	6/12/27	22,856	23,663
	AstraZeneca plc	4.000%	1/17/29	32,721	35,422
	AstraZeneca plc	1.375%	8/6/30	49,260	44,399
	Banner Health	2.338%	1/1/30	7,405	7,181
	Banner Health	1.897%	1/1/31	7,600	7,049
³	Baxter International Inc.	2.272%	12/1/28	35,135	33,845
	Baxter International Inc.	3.950%	4/1/30	12,116	13,039
	Baxter International Inc.	1.730%	4/1/31	11,650	10,520
³	Baxter International Inc.	2.539%	2/1/32	38,675	37,069
¹	Baylor Scott & White Holdings	1.777%	11/15/30	5,990	5,510
	Becton Dickinson & Co.	3.700%	6/6/27	46,971	49,282
	Becton Dickinson & Co.	2.823%	5/20/30	15,326	15,088
	Becton Dickinson & Co.	1.957%	2/11/31	26,152	23,818
	Biogen Inc.	2.250%	5/1/30	32,526	29,773
²	Bio-Rad Laboratories Inc.	3.700%	3/15/32	9,750	9,812
¹	Bon Secours Mercy Health Inc.	3.464%	6/1/30	10,663	11,138
¹	Bon Secours Mercy Health Inc.	2.095%	6/1/31	1,835	1,704
	Boston Scientific Corp.	4.000%	3/1/28	1,945	2,087
	Boston Scientific Corp.	4.000%	3/1/29	27,903	29,683
	Boston Scientific Corp.	2.650%	6/1/30	40,617	39,427
	Bristol-Myers Squibb Co.	3.250%	2/27/27	10,000	10,459
	Bristol-Myers Squibb Co.	1.125%	11/13/27	10,960	10,309
	Bristol-Myers Squibb Co.	3.450%	11/15/27	41,895	44,197
	Bristol-Myers Squibb Co.	3.900%	2/20/28	48,147	51,801
	Bristol-Myers Squibb Co.	3.400%	7/26/29	94,386	99,379
	Bristol-Myers Squibb Co.	1.450%	11/13/30	38,646	34,987
²	Bristol-Myers Squibb Co.	2.950%	3/15/32	7,500	7,608
	Cardinal Health Inc.	3.410%	6/15/27	23,330	24,183
¹	Cedars-Sinai Health System	2.288%	8/15/31	7,190	6,827
¹	CHRISTUS Health	4.341%	7/1/28	8,398	8,984
¹	Cigna Corp.	3.400%	3/1/27	37,073	38,411
¹	Cigna Corp.	3.050%	10/15/27	12,642	12,874
	Cigna Corp.	4.375%	10/15/28	88,014	95,400
	Cigna Corp.	2.400%	3/15/30	51,605	49,040
	Cigna Corp.	2.375%	3/15/31	40,641	38,256
	CommonSpirit Health	3.347%	10/1/29	24,247	24,529
	CommonSpirit Health	2.782%	10/1/30	12,536	12,195
	CVS Health Corp.	3.625%	4/1/27	19,267	20,174
	CVS Health Corp.	6.250%	6/1/27	6,996	8,169
	CVS Health Corp.	1.300%	8/21/27	53,768	50,152
	CVS Health Corp.	4.300%	3/25/28	76,551	82,742
	CVS Health Corp.	3.250%	8/15/29	63,645	64,711
	CVS Health Corp.	3.750%	4/1/30	37,234	39,067
	CVS Health Corp.	1.750%	8/21/30	50,916	46,040
	CVS Health Corp.	1.875%	2/28/31	53,774	48,869
	CVS Health Corp.	2.125%	9/15/31	19,660	18,192
	DENTSPLY SIRONA Inc.	3.250%	6/1/30	19,357	19,477

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	DH Europe Finance II Sarl	2.600%	11/15/29	19,846	19,489
	Edwards Lifesciences Corp.	4.300%	6/15/28	14,993	16,243
	Eli Lilly & Co.	3.375%	3/15/29	10,886	11,487
	Gilead Sciences Inc.	2.950%	3/1/27	41,634	42,456
	Gilead Sciences Inc.	1.200%	10/1/27	21,060	19,594
	Gilead Sciences Inc.	1.650%	10/1/30	5,676	5,152
	GlaxoSmithKline Capital Inc.	3.875%	5/15/28	52,764	56,571
	GlaxoSmithKline Capital plc	3.375%	6/1/29	19,241	20,132
	HCA Inc.	4.500%	2/15/27	18,438	19,526
	HCA Inc.	4.125%	6/15/29	46,700	49,015
	HCA Inc.	2.375%	7/15/31	25,065	23,101
	Humana Inc.	1.350%	2/3/27	4,264	4,017
	Humana Inc.	3.950%	3/15/27	12,978	13,722
	Humana Inc.	3.125%	8/15/29	13,342	13,415
	Humana Inc.	4.875%	4/1/30	13,200	14,839
	Humana Inc.	2.150%	2/3/32	6,055	5,564
	Illumina Inc.	2.550%	3/23/31	13,130	12,401
	Johnson & Johnson	2.950%	3/3/27	39,023	40,475
	Johnson & Johnson	0.950%	9/1/27	38,348	36,147
	Johnson & Johnson	2.900%	1/15/28	35,866	37,082
	Johnson & Johnson	6.950%	9/1/29	3,764	4,988
	Johnson & Johnson	1.300%	9/1/30	40,782	37,409
	Kaiser Foundation Hospitals	3.150%	5/1/27	18,745	19,415
	Laboratory Corp. of America Holdings	3.600%	9/1/27	9,570	10,005
	Laboratory Corp. of America Holdings	2.950%	12/1/29	15,639	15,510
	Laboratory Corp. of America Holdings	2.700%	6/1/31	10,875	10,425
	Medtronic Global Holdings SCA	3.350%	4/1/27	9,383	9,778
	Merck & Co. Inc.	1.700%	6/10/27	39,770	38,745
	Merck & Co. Inc.	1.900%	12/10/28	7,210	6,991
	Merck & Co. Inc.	3.400%	3/7/29	44,303	46,636
	Merck & Co. Inc.	1.450%	6/24/30	28,178	25,737
	Merck & Co. Inc.	2.150%	12/10/31	75,185	71,820
¹	Mercy Health	4.302%	7/1/28	7,985	8,597
	Mylan Inc.	4.550%	4/15/28	20,278	21,604
	Novartis Capital Corp.	3.100%	5/17/27	26,456	27,441
	Novartis Capital Corp.	2.200%	8/14/30	21,917	21,309
¹	Ochsner LSU Health System of North Louisiana	2.510%	5/15/31	8,270	7,622
	OhioHealth Corp.	2.297%	11/15/31	7,930	7,541
	PerkinElmer Inc.	1.900%	9/15/28	13,740	12,898
	PerkinElmer Inc.	3.300%	9/15/29	26,247	26,421
	PerkinElmer Inc.	2.550%	3/15/31	9,987	9,511
	PerkinElmer Inc.	2.250%	9/15/31	10,575	9,677
	Pfizer Inc.	3.600%	9/15/28	8,002	8,571
	Pfizer Inc.	3.450%	3/15/29	63,363	66,880
	Pfizer Inc.	2.625%	4/1/30	34,773	34,827
	Pfizer Inc.	1.700%	5/28/30	31,291	29,182
	Pfizer Inc.	1.750%	8/18/31	30,510	28,274
	Pharmacia LLC	6.600%	12/1/28	14,929	18,419
¹	Piedmont Healthcare Inc.	2.044%	1/1/32	2,725	2,498
¹	Providence St. Joseph Health Obligated Group	2.532%	10/1/29	11,383	11,152
	Quest Diagnostics Inc.	4.200%	6/30/29	18,782	20,227
	Quest Diagnostics Inc.	2.950%	6/30/30	22,303	22,016
	Quest Diagnostics Inc.	2.800%	6/30/31	7,379	7,159
	Regeneron Pharmaceuticals Inc.	1.750%	9/15/30	35,606	31,792
	Royalty Pharma plc	1.750%	9/2/27	23,832	22,377

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Royalty Pharma plc	2.200%	9/2/30	29,202	26,543
	Royalty Pharma plc	2.150%	9/2/31	14,330	12,806
¹	Rush Obligated Group	3.922%	11/15/29	7,766	8,322
	Sanofi	3.625%	6/19/28	23,543	25,423
	Smith & Nephew plc	2.032%	10/14/30	22,970	20,786
¹	SSM Health Care Corp.	3.823%	6/1/27	12,277	13,093
¹	Stanford Health Care	3.310%	8/15/30	7,680	7,980
	STERIS Irish FinCo Unltd. Co.	2.700%	3/15/31	26,560	25,230
	Stryker Corp.	3.650%	3/7/28	11,354	11,877
	Stryker Corp.	1.950%	6/15/30	28,237	26,140
¹	Sutter Health	3.695%	8/15/28	9,199	9,718
¹	Sutter Health	2.294%	8/15/30	17,700	16,635
	Takeda Pharmaceutical Co. Ltd.	5.000%	11/26/28	56,677	64,005
	Takeda Pharmaceutical Co. Ltd.	2.050%	3/31/30	53,686	49,758
	Thermo Fisher Scientific Inc.	1.750%	10/15/28	30,250	28,664
	Thermo Fisher Scientific Inc.	2.600%	10/1/29	18,947	18,725
	Thermo Fisher Scientific Inc.	2.000%	10/15/31	37,735	35,034
¹	Toledo Hospital	5.325%	11/15/28	8,202	9,009
	UnitedHealth Group Inc.	3.450%	1/15/27	90	95
	UnitedHealth Group Inc.	3.375%	4/15/27	14,212	14,921
	UnitedHealth Group Inc.	2.950%	10/15/27	26,957	27,773
	UnitedHealth Group Inc.	3.850%	6/15/28	27,007	28,962
	UnitedHealth Group Inc.	3.875%	12/15/28	11,429	12,314
	UnitedHealth Group Inc.	2.875%	8/15/29	35,021	35,499
	UnitedHealth Group Inc.	2.000%	5/15/30	16,153	15,283
	UnitedHealth Group Inc.	2.300%	5/15/31	57,505	55,421
³	Universal Health Services Inc.	2.650%	10/15/30	21,064	19,848
³	Universal Health Services Inc.	2.650%	1/15/32	6,560	6,070
	Viatris Inc.	2.300%	6/22/27	24,114	23,198
	Viatris Inc.	2.700%	6/22/30	50,310	46,975
	Zimmer Biomet Holdings Inc.	3.550%	3/20/30	11,396	11,580
	Zimmer Biomet Holdings Inc.	2.600%	11/24/31	26,810	25,315
	Zoetis Inc.	3.000%	9/12/27	22,273	22,704
	Zoetis Inc.	3.900%	8/20/28	19,623	20,766
	Zoetis Inc.	2.000%	5/15/30	9,524	8,860
					4,194,331
Industrials (6.8%)
	3M Co.	2.875%	10/15/27	21,273	21,842
¹	3M Co.	3.625%	9/14/28	8,239	8,756
¹	3M Co.	3.375%	3/1/29	21,696	22,646
	3M Co.	2.375%	8/26/29	39,344	38,509
	3M Co.	3.050%	4/15/30	12,662	12,956
	Acuity Brands Lighting Inc.	2.150%	12/15/30	12,777	11,810
	Allegion plc	3.500%	10/1/29	11,947	12,132
	Allegion US Holding Co. Inc.	3.550%	10/1/27	8,600	8,818
¹	American Airlines Pass-Through Trust Class AA Series 2015-2	3.600%	9/22/27	2,829	2,844
¹	American Airlines Pass-Through Trust Class AA Series 2016-1	3.575%	1/15/28	8,802	8,793
¹	American Airlines Pass-Through Trust Class AA Series 2016-2	3.200%	6/15/28	9,792	9,618
¹	American Airlines Pass-Through Trust Class AA Series 2016-3	3.000%	10/15/28	6,387	6,254
¹	American Airlines Pass-Through Trust Class AA Series 2017-1	3.650%	2/15/29	8,901	8,986
¹	American Airlines Pass-Through Trust Class AA Series 2017-2	3.350%	10/15/29	10,386	10,291
¹	American Airlines Pass-Through Trust Class AA Series 2019-1	3.150%	2/15/32	1,783	1,735
	Amphenol Corp.	4.350%	6/1/29	9,553	10,373
	Amphenol Corp.	2.800%	2/15/30	26,246	25,821
	Amphenol Corp.	2.200%	9/15/31	13,879	12,833

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Boeing Co.	2.800%	3/1/27	15,526	15,323
	Boeing Co.	5.040%	5/1/27	51,148	55,613
	Boeing Co.	3.250%	2/1/28	16,776	16,819
	Boeing Co.	3.250%	3/1/28	19,381	19,413
	Boeing Co.	3.450%	11/1/28	16,944	17,063
	Boeing Co.	3.200%	3/1/29	23,745	23,476
	Boeing Co.	2.950%	2/1/30	32,579	31,413
	Boeing Co.	5.150%	5/1/30	113,136	124,861
	Boeing Co.	3.625%	2/1/31	41,710	42,075
	Burlington Northern Santa Fe LLC	3.250%	6/15/27	27,893	29,358
	Canadian National Railway Co.	6.900%	7/15/28	6,088	7,551
	Canadian Pacific Railway Co.	4.000%	6/1/28	10,228	10,951
	Canadian Pacific Railway Co.	2.050%	3/5/30	23,677	22,352
	Canadian Pacific Railway Co.	7.125%	10/15/31	4,540	5,990
	Canadian Pacific Railway Co.	2.450%	12/2/31	33,790	32,436
	Carrier Global Corp.	2.722%	2/15/30	77,750	75,608
	Carrier Global Corp.	2.700%	2/15/31	20,210	19,542
¹	Caterpillar Financial Services Corp.	1.100%	9/14/27	18,255	17,159
	Caterpillar Inc.	2.600%	9/19/29	7,820	7,830
	Caterpillar Inc.	2.600%	4/9/30	30,891	30,873
	Caterpillar Inc.	1.900%	3/12/31	6,751	6,448
	CH Robinson Worldwide Inc.	4.200%	4/15/28	13,879	15,043
¹	CNH Industrial NV	3.850%	11/15/27	19,086	19,983
	CSX Corp.	3.250%	6/1/27	24,941	25,807
	CSX Corp.	3.800%	3/1/28	19,881	21,030
	CSX Corp.	4.250%	3/15/29	25,541	27,806
	CSX Corp.	2.400%	2/15/30	8,104	7,858
	Cummins Inc.	1.500%	9/1/30	21,991	19,776
	Deere & Co.	5.375%	10/16/29	5,895	7,012
	Deere & Co.	3.100%	4/15/30	29,611	30,638
³	Delta Air Lines Inc.	4.750%	10/20/28	21,000	21,882
¹	Delta Air Lines Pass-Through Trust Class AA Series 2020-1	2.000%	6/10/28	15,390	14,649
	Dover Corp.	2.950%	11/4/29	7,564	7,651
	Eaton Corp.	3.103%	9/15/27	15,826	16,322
	Emerson Electric Co.	1.800%	10/15/27	17,206	16,590
	Emerson Electric Co.	2.000%	12/21/28	26,005	25,105
	Emerson Electric Co.	1.950%	10/15/30	6,628	6,193
	Emerson Electric Co.	2.200%	12/21/31	37,965	36,090
	FedEx Corp.	3.400%	2/15/28	17,105	17,801
	FedEx Corp.	4.200%	10/17/28	10,697	11,699
	FedEx Corp.	3.100%	8/5/29	20,906	21,213
	FedEx Corp.	4.250%	5/15/30	22,581	24,574
	FedEx Corp.	2.400%	5/15/31	23,750	22,582
	Flowserve Corp.	3.500%	10/1/30	14,371	14,239
	General Dynamics Corp.	3.500%	4/1/27	17,486	18,416
	General Dynamics Corp.	2.625%	11/15/27	13,618	13,816
	General Dynamics Corp.	3.750%	5/15/28	25,537	27,174
	General Dynamics Corp.	3.625%	4/1/30	29,369	31,269
	General Dynamics Corp.	2.250%	6/1/31	4,614	4,479
	Honeywell International Inc.	1.100%	3/1/27	7,955	7,522
	Honeywell International Inc.	2.700%	8/15/29	14,436	14,551
	Honeywell International Inc.	1.950%	6/1/30	35,280	33,278
	Honeywell International Inc.	1.750%	9/1/31	60,250	55,558
	Huntington Ingalls Industries Inc.	3.483%	12/1/27	10,741	11,012
³	Huntington Ingalls Industries Inc.	2.043%	8/16/28	8,940	8,415

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Huntington Ingalls Industries Inc.	4.200%	5/1/30	17,360	18,589
	IDEX Corp.	3.000%	5/1/30	22,301	22,082
¹	John Deere Capital Corp.	1.750%	3/9/27	24,321	23,787
¹	John Deere Capital Corp.	2.800%	9/8/27	17,164	17,596
¹	John Deere Capital Corp.	3.050%	1/6/28	8,395	8,697
¹	John Deere Capital Corp.	1.500%	3/6/28	10,793	10,312
¹	John Deere Capital Corp.	3.450%	3/7/29	12,582	13,300
¹	John Deere Capital Corp.	2.800%	7/18/29	14,050	14,260
¹	John Deere Capital Corp.	2.450%	1/9/30	28,934	28,595
	John Deere Capital Corp.	1.450%	1/15/31	11,480	10,468
	Johnson Controls International plc	1.750%	9/15/30	17,560	16,063
	Johnson Controls International plc	2.000%	9/16/31	8,970	8,171
	Kansas City Southern	2.875%	11/15/29	11,108	11,037
	Kennametal Inc.	4.625%	6/15/28	7,178	7,712
	Keysight Technologies Inc.	4.600%	4/6/27	12,196	13,315
	Keysight Technologies Inc.	3.000%	10/30/29	17,324	17,338
	Kirby Corp.	4.200%	3/1/28	12,915	13,336
	L3Harris Technologies Inc.	4.400%	6/15/28	23,307	25,195
¹	L3Harris Technologies Inc.	4.400%	6/15/28	27,442	29,676
	L3Harris Technologies Inc.	1.800%	1/15/31	15,870	14,358
	Lennox International Inc.	1.700%	8/1/27	6,954	6,629
	Lockheed Martin Corp.	1.850%	6/15/30	19,501	18,276
³	Mileage Plus Holdings LLC	6.500%	6/20/27	16,000	16,881
	Norfolk Southern Corp.	7.800%	5/15/27	4,517	5,674
	Norfolk Southern Corp.	3.150%	6/1/27	12,330	12,715
	Norfolk Southern Corp.	3.800%	8/1/28	17,671	18,707
	Norfolk Southern Corp.	2.550%	11/1/29	15,221	15,066
	Norfolk Southern Corp.	2.300%	5/15/31	11,890	11,443
	Northrop Grumman Corp.	3.250%	1/15/28	40,861	41,936
	Northrop Grumman Corp.	4.400%	5/1/30	40,455	44,591
³	Northrop Grumman Corp.	7.750%	2/15/31	5,502	7,383
	nVent Finance Sarl	4.550%	4/15/28	12,496	13,406
	nVent Finance Sarl	2.750%	11/15/31	6,545	6,215
	Oshkosh Corp.	4.600%	5/15/28	7,520	8,086
	Oshkosh Corp.	3.100%	3/1/30	8,245	8,079
	Otis Worldwide Corp.	2.293%	4/5/27	16,778	16,543
	Otis Worldwide Corp.	2.565%	2/15/30	36,095	34,995
	Parker-Hannifin Corp.	3.250%	3/1/27	18,502	19,156
	Parker-Hannifin Corp.	3.250%	6/14/29	27,574	28,118
	Pentair Finance Sarl	4.500%	7/1/29	8,791	9,500
	Raytheon Technologies Corp.	3.500%	3/15/27	35,484	37,080
	Raytheon Technologies Corp.	3.125%	5/4/27	34,817	35,898
	Raytheon Technologies Corp.	7.200%	8/15/27	3,118	3,844
	Raytheon Technologies Corp.	4.125%	11/16/28	89,274	96,504
	Raytheon Technologies Corp.	2.250%	7/1/30	20,691	19,658
	Raytheon Technologies Corp.	1.900%	9/1/31	29,545	26,998
	Republic Services Inc.	3.375%	11/15/27	23,371	24,142
	Republic Services Inc.	3.950%	5/15/28	12,229	13,004
	Republic Services Inc.	2.300%	3/1/30	19,589	18,668
	Republic Services Inc.	1.450%	2/15/31	8,287	7,319
	Republic Services Inc.	1.750%	2/15/32	13,990	12,476
	Rockwell Automation Inc.	3.500%	3/1/29	11,426	12,086
	Rockwell Automation Inc.	1.750%	8/15/31	5,285	4,837
¹	Ryder System Inc.	2.850%	3/1/27	2,000	2,006
	Southwest Airlines Co.	3.000%	11/15/26	9,695	9,810

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Southwest Airlines Co.	5.125%	6/15/27	50,043	55,544
	Southwest Airlines Co.	3.450%	11/16/27	3,855	3,969
	Southwest Airlines Co.	2.625%	2/10/30	14,360	13,725
¹	Spirit Airlines Pass-Through Trust Class A Series 2015-1	4.100%	4/1/28	2,068	2,077
	Teledyne Technologies Inc.	2.250%	4/1/28	19,965	19,413
	Teledyne Technologies Inc.	2.750%	4/1/31	29,313	28,199
	Textron Inc.	3.650%	3/15/27	14,728	15,268
	Textron Inc.	3.375%	3/1/28	9,918	10,127
	Textron Inc.	3.900%	9/17/29	12,781	13,464
	Textron Inc.	3.000%	6/1/30	8,573	8,435
	Textron Inc.	2.450%	3/15/31	8,030	7,540
	Timken Co.	4.500%	12/15/28	8,451	9,081
	Trane Technologies Global Holding Co. Ltd.	3.750%	8/21/28	15,292	15,948
	Trane Technologies Luxembourg Finance SA	3.800%	3/21/29	18,568	19,497
	Trimble Inc.	4.900%	6/15/28	15,763	16,976
	Tyco Electronics Group SA	3.125%	8/15/27	16,530	16,982
	Tyco Electronics Group SA	2.500%	2/4/32	15,000	14,587
	Union Pacific Corp.	2.150%	2/5/27	9,239	9,142
	Union Pacific Corp.	3.000%	4/15/27	13,056	13,439
	Union Pacific Corp.	3.950%	9/10/28	28,751	30,934
	Union Pacific Corp.	6.625%	2/1/29	675	844
	Union Pacific Corp.	3.700%	3/1/29	15,785	16,743
	Union Pacific Corp.	2.400%	2/5/30	20,775	20,268
	Union Pacific Corp.	2.375%	5/20/31	20,840	20,222
	Union Pacific Corp.	2.800%	2/14/32	9,000	9,024
	Union Pacific Corp.	2.891%	4/6/36	6,000	5,850
¹	United Airlines Pass-Through Trust Class A Series 2016-1	3.450%	7/7/28	3,310	3,218
¹	United Airlines Pass-Through Trust Class A Series 2020-1	5.875%	10/15/27	72,889	76,821
¹	United Airlines Pass-Through Trust Class AA Series 2015-1	3.450%	12/1/27	6,184	6,260
¹	United Airlines Pass-Through Trust Class AA Series 2016-1	3.100%	7/7/28	9,646	9,540
¹	United Airlines Pass-Through Trust Class AA Series 2016-2	2.875%	10/7/28	7,733	7,578
¹	United Airlines Pass-Through Trust Class AA Series 2018-1	3.500%	3/1/30	3,649	3,693
¹	United Airlines Pass-Through Trust Class AA Series 2019-1	4.150%	8/25/31	7,497	7,892
	United Parcel Service Inc.	3.050%	11/15/27	26,655	27,817
	United Parcel Service Inc.	3.400%	3/15/29	22,872	24,133
	United Parcel Service Inc.	2.500%	9/1/29	14,792	14,739
	United Parcel Service Inc.	4.450%	4/1/30	19,984	22,554
	United Rentals North America Inc.	3.875%	11/15/27	18,000	18,258
¹	US Airways Pass-Through Trust Class A Series 2012-1	5.900%	10/1/24	535	559
	Vontier Corp.	2.400%	4/1/28	12,990	11,926
	Vontier Corp.	2.950%	4/1/31	15,802	14,351
	Waste Connections Inc.	4.250%	12/1/28	8,634	9,295
	Waste Connections Inc.	3.500%	5/1/29	15,770	16,316
	Waste Connections Inc.	2.600%	2/1/30	18,322	17,789
	Waste Connections Inc.	2.200%	1/15/32	4,410	4,092
	Waste Management Inc.	3.150%	11/15/27	28,891	29,729
	Waste Management Inc.	1.150%	3/15/28	15,120	13,812
	Waste Management Inc.	2.000%	6/1/29	5,580	5,314
	Waste Management Inc.	1.500%	3/15/31	27,238	24,383
	Westinghouse Air Brake Technologies Corp.	4.950%	9/15/28	32,657	35,472
	Xylem Inc.	1.950%	1/30/28	17,591	16,825
	Xylem Inc.	2.250%	1/30/31	11,877	11,172
					3,326,656
Materials (3.0%)
	Air Products and Chemicals Inc.	1.850%	5/15/27	15,616	15,295

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Air Products and Chemicals Inc.	2.050%	5/15/30	19,189	18,339
	Amcor Finance USA Inc.	4.500%	5/15/28	9,750	10,751
¹	Amcor Flexibles North America Inc.	3.100%	9/15/26	6,123	6,209
	Amcor Flexibles North America Inc.	2.630%	6/19/30	23,301	22,515
	Amcor Flexibles North America Inc.	2.690%	5/25/31	7,517	7,234
	AngloGold Ashanti Holdings plc	3.375%	11/1/28	19,075	17,930
	AngloGold Ashanti Holdings plc	3.750%	10/1/30	18,590	17,563
	ArcelorMittal SA	4.250%	7/16/29	17,960	18,404
	Cabot Corp.	4.000%	7/1/29	6,075	6,412
	Carlisle Cos. Inc.	3.750%	12/1/27	11,912	12,435
	Carlisle Cos. Inc.	2.750%	3/1/30	17,244	16,733
	Celanese US Holdings LLC	1.400%	8/5/26	8,800	8,277
	Celulosa Arauco y Constitucion SA	3.875%	11/2/27	12,343	12,654
	Dow Chemical Co.	4.800%	11/30/28	16,130	18,007
	Dow Chemical Co.	7.375%	11/1/29	8,020	10,384
	Dow Chemical Co.	2.100%	11/15/30	42,782	39,914
	DuPont de Nemours Inc.	4.725%	11/15/28	41,825	46,323
	Eagle Materials Inc.	2.500%	7/1/31	19,685	18,403
	Eastman Chemical Co.	4.500%	12/1/28	12,367	13,404
	Ecolab Inc.	3.250%	12/1/27	13,022	13,643
	Ecolab Inc.	4.800%	3/24/30	19,041	21,852
	Ecolab Inc.	1.300%	1/30/31	7,103	6,322
	Ecolab Inc.	2.125%	2/1/32	18,730	17,669
	EI du Pont de Nemours & Co.	2.300%	7/15/30	11,641	11,237
	FMC Corp.	3.450%	10/1/29	16,137	16,286
	Freeport-McMoRan Inc.	5.000%	9/1/27	7,000	7,218
	Freeport-McMoRan Inc.	4.125%	3/1/28	18,100	18,297
	Freeport-McMoRan Inc.	4.375%	8/1/28	16,000	16,258
	Freeport-McMoRan Inc.	5.250%	9/1/29	14,500	15,195
	Freeport-McMoRan Inc.	4.250%	3/1/30	15,660	15,772
	Freeport-McMoRan Inc.	4.625%	8/1/30	20,185	20,802
³	Georgia-Pacific LLC	2.100%	4/30/27	4,700	4,583
	Georgia-Pacific LLC	7.750%	11/15/29	11,017	14,671
³	Georgia-Pacific LLC	2.300%	4/30/30	6,650	6,399
	Georgia-Pacific LLC	8.875%	5/15/31	3,787	5,495
	Huntsman International LLC	4.500%	5/1/29	18,124	19,224
	Huntsman International LLC	2.950%	6/15/31	12,170	11,651
	International Flavors & Fragrances Inc.	4.450%	9/26/28	6,936	7,525
	Kinross Gold Corp.	4.500%	7/15/27	11,729	12,615
	Linde Inc.	1.100%	8/10/30	13,990	12,453
	LYB International Finance III LLC	2.250%	10/1/30	15,580	14,638
	Martin Marietta Materials Inc.	3.450%	6/1/27	6,548	6,819
	Martin Marietta Materials Inc.	3.500%	12/15/27	20,536	21,579
¹	Martin Marietta Materials Inc.	2.500%	3/15/30	15,305	14,674
	Martin Marietta Materials Inc.	2.400%	7/15/31	18,126	17,062
	Mosaic Co.	4.050%	11/15/27	17,184	18,157
	NewMarket Corp.	2.700%	3/18/31	8,875	8,543
	Newmont Corp.	2.800%	10/1/29	20,650	20,195
	Newmont Corp.	2.250%	10/1/30	25,993	24,321
	Nucor Corp.	3.950%	5/1/28	12,266	13,035
	Nucor Corp.	2.700%	6/1/30	15,337	15,090
	Nutrien Ltd.	4.200%	4/1/29	13,854	15,019
	Nutrien Ltd.	2.950%	5/13/30	21,957	21,985
	Packaging Corp. of America	3.400%	12/15/27	12,223	12,731
	Packaging Corp. of America	3.000%	12/15/29	9,430	9,430

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	PPG Industries Inc.	3.750%	3/15/28	16,163	17,357
	PPG Industries Inc.	2.800%	8/15/29	9,594	9,581
	PPG Industries Inc.	2.550%	6/15/30	14,026	13,682
	Reliance Steel & Aluminum Co.	2.150%	8/15/30	8,449	7,834
	Rio Tinto Alcan Inc.	7.250%	3/15/31	4,400	5,849
	Rio Tinto Finance USA Ltd.	7.125%	7/15/28	17,779	22,249
	Rohm & Haas Co.	7.850%	7/15/29	14,660	19,230
	RPM International Inc.	3.750%	3/15/27	14,532	15,297
	RPM International Inc.	4.550%	3/1/29	15,718	17,059
	RPM International Inc.	2.950%	1/15/32	8,298	8,089
	Sherwin-Williams Co.	3.450%	6/1/27	11,722	12,196
	Sherwin-Williams Co.	2.950%	8/15/29	39,058	39,169
	Sherwin-Williams Co.	2.300%	5/15/30	20,102	19,083
	Sonoco Products Co.	3.125%	5/1/30	15,749	15,734
	Steel Dynamics Inc.	1.650%	10/15/27	11,296	10,635
	Steel Dynamics Inc.	3.450%	4/15/30	26,529	26,981
	Steel Dynamics Inc.	3.250%	1/15/31	24,098	24,065
	Suzano Austria GmbH	6.000%	1/15/29	46,018	50,564
	Suzano Austria GmbH	5.000%	1/15/30	34,404	35,388
	Suzano Austria GmbH	3.750%	1/15/31	24,302	22,939
¹	Suzano Austria GmbH	3.125%	1/15/32	32,600	28,955
	Teck Resources Ltd.	3.900%	7/15/30	14,390	14,729
	Vale Overseas Ltd.	3.750%	7/8/30	40,488	39,992
	Vulcan Materials Co.	3.900%	4/1/27	11,057	11,651
	Vulcan Materials Co.	3.500%	6/1/30	18,885	19,563
	Westlake Corp.	3.375%	6/15/30	7,855	7,960
	WestRock MWV LLC	8.200%	1/15/30	5,293	6,988
	WestRock MWV LLC	7.950%	2/15/31	3,085	4,132
	WRKCo Inc.	3.375%	9/15/27	14,165	14,631
	WRKCo Inc.	4.000%	3/15/28	14,340	15,213
	WRKCo Inc.	3.900%	6/1/28	21,533	22,468
	WRKCo Inc.	4.900%	3/15/29	34,863	38,700
					1,463,594
Real Estate (7.1%)
	Agree LP	2.000%	6/15/28	7,855	7,402
	Agree LP	2.900%	10/1/30	10,193	9,871
	Alexandria Real Estate Equities Inc.	4.300%	1/15/26	448	478
	Alexandria Real Estate Equities Inc.	3.800%	4/15/26	224	236
	Alexandria Real Estate Equities Inc.	3.950%	1/15/28	10,304	10,943
	Alexandria Real Estate Equities Inc.	4.500%	7/30/29	7,441	8,204
	Alexandria Real Estate Equities Inc.	2.750%	12/15/29	17,178	16,993
	Alexandria Real Estate Equities Inc.	4.700%	7/1/30	14,883	16,639
	Alexandria Real Estate Equities Inc.	4.900%	12/15/30	26,260	30,118
	Alexandria Real Estate Equities Inc.	3.375%	8/15/31	7,746	7,917
	American Assets Trust LP	3.375%	2/1/31	13,016	12,617
	American Campus Communities Operating Partnership LP	3.300%	7/15/26	373	384
	American Campus Communities Operating Partnership LP	3.625%	11/15/27	14,165	14,672
	American Campus Communities Operating Partnership LP	2.250%	1/15/29	9,720	9,142
	American Campus Communities Operating Partnership LP	2.850%	2/1/30	10,813	10,489
	American Campus Communities Operating Partnership LP	3.875%	1/30/31	6,808	7,099
	American Homes 4 Rent LP	4.250%	2/15/28	17,189	18,138
	American Homes 4 Rent LP	4.900%	2/15/29	9,927	10,918
	American Homes 4 Rent LP	2.375%	7/15/31	14,365	13,182
	American Tower Corp.	3.125%	1/15/27	9,705	9,808
	American Tower Corp.	3.550%	7/15/27	15,898	16,353

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	American Tower Corp.	3.600%	1/15/28	22,263	22,852
	American Tower Corp.	1.500%	1/31/28	17,824	16,338
	American Tower Corp.	3.950%	3/15/29	18,658	19,377
	American Tower Corp.	3.800%	8/15/29	38,613	39,910
	American Tower Corp.	2.900%	1/15/30	20,945	20,220
	American Tower Corp.	2.100%	6/15/30	17,835	16,172
	American Tower Corp.	1.875%	10/15/30	15,534	13,763
	American Tower Corp.	2.700%	4/15/31	21,220	19,999
	American Tower Corp.	2.300%	9/15/31	22,475	20,422
¹	AvalonBay Communities Inc.	3.350%	5/15/27	11,454	11,927
¹	AvalonBay Communities Inc.	3.200%	1/15/28	10,325	10,617
	AvalonBay Communities Inc.	1.900%	12/1/28	16,500	15,726
¹	AvalonBay Communities Inc.	3.300%	6/1/29	10,648	11,036
¹	AvalonBay Communities Inc.	2.300%	3/1/30	17,384	16,813
¹	AvalonBay Communities Inc.	2.450%	1/15/31	11,585	11,275
	AvalonBay Communities Inc.	2.050%	1/15/32	1,570	1,464
	Boston Properties LP	4.500%	12/1/28	8,225	8,973
	Boston Properties LP	3.400%	6/21/29	22,543	23,040
	Boston Properties LP	2.900%	3/15/30	15,612	15,222
	Boston Properties LP	3.250%	1/30/31	33,187	33,129
	Brandywine Operating Partnership LP	3.950%	11/15/27	11,872	12,391
	Brandywine Operating Partnership LP	4.550%	10/1/29	10,107	10,841
	Brixmor Operating Partnership LP	3.900%	3/15/27	7,028	7,326
	Brixmor Operating Partnership LP	2.250%	4/1/28	7,075	6,722
	Brixmor Operating Partnership LP	4.125%	5/15/29	16,998	17,942
	Brixmor Operating Partnership LP	4.050%	7/1/30	32,718	34,232
	Brixmor Operating Partnership LP	2.500%	8/16/31	13,105	12,087
	Broadstone Net Lease LLC	2.600%	9/15/31	12,100	11,186
	Camden Property Trust	4.100%	10/15/28	7,957	8,607
	Camden Property Trust	3.150%	7/1/29	25,448	25,969
	Camden Property Trust	2.800%	5/15/30	17,726	17,565
	CBRE Services Inc.	2.500%	4/1/31	12,930	12,240
	Corporate Office Properties LP	2.250%	3/15/26	432	425
	Corporate Office Properties LP	2.000%	1/15/29	14,865	13,710
	Corporate Office Properties LP	2.750%	4/15/31	14,528	13,616
	Crown Castle International Corp.	4.000%	3/1/27	12,408	13,026
	Crown Castle International Corp.	3.650%	9/1/27	20,886	21,622
	Crown Castle International Corp.	3.800%	2/15/28	29,652	30,819
	Crown Castle International Corp.	4.300%	2/15/29	20,285	21,583
	Crown Castle International Corp.	3.100%	11/15/29	15,019	14,783
	Crown Castle International Corp.	3.300%	7/1/30	22,757	22,570
	Crown Castle International Corp.	2.250%	1/15/31	29,390	26,755
	Crown Castle International Corp.	2.100%	4/1/31	28,002	25,223
	Crown Castle International Corp.	2.500%	7/15/31	21,715	20,162
	CubeSmart LP	2.250%	12/15/28	15,635	14,863
	CubeSmart LP	4.375%	2/15/29	9,836	10,637
	CubeSmart LP	3.000%	2/15/30	3,561	3,533
	CubeSmart LP	2.000%	2/15/31	15,702	14,297
	CubeSmart LP	2.500%	2/15/32	15,225	14,261
	CyrusOne LP	3.450%	11/15/29	15,878	16,822
	CyrusOne LP	2.150%	11/1/30	10,550	10,245
	Digital Realty Trust LP	3.700%	8/15/27	12,847	13,454
	Digital Realty Trust LP	4.450%	7/15/28	17,221	18,579
	Digital Realty Trust LP	3.600%	7/1/29	37,182	38,273
	Duke Realty LP	3.375%	12/15/27	13,244	13,707

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Duke Realty LP	4.000%	9/15/28	12,704	13,617
	Duke Realty LP	2.875%	11/15/29	10,114	10,109
	Duke Realty LP	1.750%	7/1/30	11,964	10,865
	Duke Realty LP	1.750%	2/1/31	6,990	6,305
	Duke Realty LP	2.250%	1/15/32	13,160	12,334
	EPR Properties	4.500%	6/1/27	14,899	15,185
	EPR Properties	3.750%	8/15/29	22,553	21,723
	EPR Properties	3.600%	11/15/31	4,312	4,046
	Equinix Inc.	1.800%	7/15/27	22,729	21,480
	Equinix Inc.	1.550%	3/15/28	12,876	11,834
	Equinix Inc.	2.000%	5/15/28	12,370	11,597
	Equinix Inc.	3.200%	11/18/29	24,286	23,969
	Equinix Inc.	2.150%	7/15/30	27,323	24,926
	Equinix Inc.	2.500%	5/15/31	28,095	25,984
	ERP Operating LP	3.250%	8/1/27	11,144	11,540
	ERP Operating LP	3.500%	3/1/28	17,674	18,610
	ERP Operating LP	4.150%	12/1/28	8,637	9,344
	ERP Operating LP	3.000%	7/1/29	13,698	13,856
	ERP Operating LP	2.500%	2/15/30	20,733	20,303
	ERP Operating LP	1.850%	8/1/31	13,270	12,235
	Essential Properties LP	2.950%	7/15/31	10,464	9,639
	Essex Portfolio LP	3.375%	4/15/26	830	854
	Essex Portfolio LP	3.625%	5/1/27	10,843	11,378
	Essex Portfolio LP	1.700%	3/1/28	7,657	7,235
	Essex Portfolio LP	4.000%	3/1/29	10,181	10,840
	Essex Portfolio LP	3.000%	1/15/30	21,471	21,383
	Essex Portfolio LP	1.650%	1/15/31	9,234	8,187
	Essex Portfolio LP	2.550%	6/15/31	2,060	1,965
	Extra Space Storage LP	2.550%	6/1/31	11,710	11,049
	Federal Realty Investment Trust	3.250%	7/15/27	10,457	10,796
	Federal Realty Investment Trust	3.200%	6/15/29	8,505	8,632
	Federal Realty Investment Trust	3.500%	6/1/30	12,336	12,659
	GLP Capital LP	5.750%	6/1/28	15,756	17,426
	GLP Capital LP	5.300%	1/15/29	21,185	23,050
	GLP Capital LP	4.000%	1/15/30	22,003	22,183
	GLP Capital LP	4.000%	1/15/31	20,758	20,990
	GLP Capital LP	3.250%	1/15/32	7,220	6,789
	Healthcare Realty Trust Inc.	3.625%	1/15/28	11,571	11,893
	Healthcare Realty Trust Inc.	2.400%	3/15/30	11,519	10,883
	Healthcare Realty Trust Inc.	2.050%	3/15/31	7,580	6,938
	Healthcare Trust of America Holdings LP	3.500%	8/1/26	1,028	1,065
	Healthcare Trust of America Holdings LP	3.750%	7/1/27	13,386	14,078
	Healthcare Trust of America Holdings LP	3.100%	2/15/30	14,486	14,287
	Healthcare Trust of America Holdings LP	2.000%	3/15/31	25,276	22,842
	Healthpeak Properties Inc.	3.250%	7/15/26	5,581	5,774
	Healthpeak Properties Inc.	2.125%	12/1/28	3,890	3,729
	Healthpeak Properties Inc.	3.500%	7/15/29	14,614	15,125
	Healthpeak Properties Inc.	3.000%	1/15/30	29,694	29,621
	Healthpeak Properties Inc.	2.875%	1/15/31	15,162	14,903
	Highwoods Realty LP	3.875%	3/1/27	12,541	13,236
	Highwoods Realty LP	4.125%	3/15/28	9,469	10,075
	Highwoods Realty LP	4.200%	4/15/29	11,846	12,523
	Highwoods Realty LP	3.050%	2/15/30	13,666	13,486
	Highwoods Realty LP	2.600%	2/1/31	2,269	2,147
¹	Host Hotels & Resorts LP	3.375%	12/15/29	16,899	16,657

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Host Hotels & Resorts LP	3.500%	9/15/30	15,091	14,766
¹	Host Hotels & Resorts LP	2.900%	12/15/31	16,967	15,680
	Hudson Pacific Properties LP	3.950%	11/1/27	5,857	6,094
	Hudson Pacific Properties LP	4.650%	4/1/29	14,356	15,579
	Hudson Pacific Properties LP	3.250%	1/15/30	13,865	13,829
	Invitation Homes Operating Partnership LP	2.300%	11/15/28	15,600	14,745
	Invitation Homes Operating Partnership LP	2.000%	8/15/31	19,625	17,445
	Kilroy Realty LP	4.750%	12/15/28	11,533	12,694
	Kilroy Realty LP	4.250%	8/15/29	8,749	9,297
	Kilroy Realty LP	3.050%	2/15/30	15,636	15,370
	Kimco Realty Corp.	3.800%	4/1/27	11,190	11,755
	Kimco Realty Corp.	1.900%	3/1/28	14,282	13,463
	Kimco Realty Corp.	2.700%	10/1/30	8,175	7,934
	Kimco Realty Corp.	2.250%	12/1/31	1,530	1,412
	Kite Realty Group Trust	4.750%	9/15/30	10,408	11,191
	Life Storage LP	3.875%	12/15/27	9,883	10,479
	Life Storage LP	4.000%	6/15/29	12,785	13,556
	Life Storage LP	2.200%	10/15/30	9,960	9,221
	Life Storage LP	2.400%	10/15/31	15,025	13,945
	LifeStorage LP	3.500%	7/1/26	455	473
	LXP Industrial Trust	2.700%	9/15/30	9,849	9,382
	LXP Industrial Trust	2.375%	10/1/31	9,424	8,702
	Mid-America Apartments LP	3.600%	6/1/27	8,837	9,294
	Mid-America Apartments LP	4.200%	6/15/28	11,901	12,822
	Mid-America Apartments LP	3.950%	3/15/29	26,335	28,157
	Mid-America Apartments LP	2.750%	3/15/30	6,600	6,510
	Mid-America Apartments LP	1.700%	2/15/31	4,055	3,658
	National Health Investors Inc.	3.000%	2/1/31	14,008	12,921
	National Retail Properties Inc.	3.500%	10/15/27	10,654	11,117
	National Retail Properties Inc.	4.300%	10/15/28	15,905	17,031
	National Retail Properties Inc.	2.500%	4/15/30	7,784	7,468
	Office Properties Income Trust	2.650%	6/15/26	136	130
	Office Properties Income Trust	3.450%	10/15/31	10,485	9,609
	Omega Healthcare Investors Inc.	5.250%	1/15/26	225	242
	Omega Healthcare Investors Inc.	4.500%	4/1/27	16,231	17,132
	Omega Healthcare Investors Inc.	4.750%	1/15/28	15,039	15,819
	Omega Healthcare Investors Inc.	3.625%	10/1/29	19,542	19,245
	Omega Healthcare Investors Inc.	3.375%	2/1/31	12,996	12,309
	Phillips Edison Grocery Center Operating Partnership I LP	2.625%	11/15/31	10,033	9,338
	Physicians Realty LP	4.300%	3/15/27	9,704	10,416
	Physicians Realty LP	3.950%	1/15/28	7,837	8,225
	Physicians Realty LP	2.625%	11/1/31	28,391	26,718
	Piedmont Operating Partnership LP	3.150%	8/15/30	7,644	7,466
	Prologis LP	2.125%	4/15/27	27,583	27,142
	Prologis LP	3.875%	9/15/28	10,290	10,979
	Prologis LP	4.375%	2/1/29	6,702	7,380
	Prologis LP	2.250%	4/15/30	23,774	22,839
	Prologis LP	1.250%	10/15/30	19,050	16,810
	Prologis LP	1.625%	3/15/31	9,642	8,759
	Public Storage	3.094%	9/15/27	14,846	15,399
	Public Storage	1.850%	5/1/28	11,132	10,628
	Public Storage	1.950%	11/9/28	15,155	14,499
	Public Storage	3.385%	5/1/29	14,113	14,682
	Public Storage	2.300%	5/1/31	4,068	3,904
	Public Storage	2.250%	11/9/31	38,175	36,311

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Intermediate-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Rayonier LP	2.750%	5/17/31	9,600	9,164
	Realty Income Corp.	4.875%	6/1/26	377	411
	Realty Income Corp.	4.125%	10/15/26	8,076	8,573
	Realty Income Corp.	3.950%	8/15/27	15,663	16,652
	Realty Income Corp.	3.400%	1/15/28	20,621	21,284
	Realty Income Corp.	3.650%	1/15/28	13,967	14,583
	Realty Income Corp.	2.200%	6/15/28	10,628	10,290
	Realty Income Corp.	3.250%	6/15/29	13,999	14,350
	Realty Income Corp.	3.100%	12/15/29	10,883	10,981
	Realty Income Corp.	3.250%	1/15/31	23,845	24,234
	Regency Centers LP	4.125%	3/15/28	10,315	11,029
	Regency Centers LP	2.950%	9/15/29	13,548	13,373
	Regency Centers LP	3.700%	6/15/30	10,585	11,043
	Rexford Industrial Realty LP	2.125%	12/1/30	6,746	6,099
	Rexford Industrial Realty LP	2.150%	9/1/31	14,080	12,657
	Sabra Health Care LP	3.900%	10/15/29	12,128	12,105
	Sabra Health Care LP	3.200%	12/1/31	9,490	8,810
	Safehold Operating Partnership LP	2.800%	6/15/31	10,965	10,216
	Simon Property Group LP	3.300%	1/15/26	360	369
	Simon Property Group LP	3.375%	6/15/27	13,581	14,024
	Simon Property Group LP	3.375%	12/1/27	23,292	24,022
	Simon Property Group LP	1.750%	2/1/28	23,225	21,847
	Simon Property Group LP	2.450%	9/13/29	27,255	26,337
	Simon Property Group LP	2.650%	7/15/30	25,939	25,251
	Simon Property Group LP	2.200%	2/1/31	19,322	18,023
	Simon Property Group LP	2.250%	1/15/32	40,950	37,958
	Simon Property Group LP	2.650%	2/1/32	2,500	2,404
	SITE Centers Corp.	4.700%	6/1/27	8,944	9,560
	Spirit Realty LP	3.200%	1/15/27	9	9
	Spirit Realty LP	2.100%	3/15/28	16,324	15,356
	Spirit Realty LP	4.000%	7/15/29	16,294	16,948
	Spirit Realty LP	3.400%	1/15/30	10,431	10,410
	Spirit Realty LP	3.200%	2/15/31	4,195	4,109
	Spirit Realty LP	2.700%	2/15/32	1,545	1,453
	STORE Capital Corp.	4.500%	3/15/28	7,636	8,153
	STORE Capital Corp.	4.625%	3/15/29	7,327	7,865
	STORE Capital Corp.	2.750%	11/18/30	13,506	12,745
	STORE Capital Corp.	2.700%	12/1/31	9,455	8,763
	Sun Communities Operating LP	2.300%	11/1/28	7,175	6,765
	Sun Communities Operating LP	2.700%	7/15/31	32,573	30,642
	Tanger Properties LP	3.875%	7/15/27	7,713	7,976
	Tanger Properties LP	2.750%	9/1/31	9,215	8,362
¹	UDR Inc.	3.500%	7/1/27	6,271	6,548
¹	UDR Inc.	3.500%	1/15/28	8,442	8,689
¹	UDR Inc.	4.400%	1/26/29	11,758	12,702
¹	UDR Inc.	3.200%	1/15/30	13,599	13,633
	UDR Inc.	3.000%	8/15/31	14,867	14,655
	Ventas Realty LP	3.850%	4/1/27	8,593	9,057
	Ventas Realty LP	4.000%	3/1/28	12,368	13,143
	Ventas Realty LP	4.400%	1/15/29	23,682	25,677
	Ventas Realty LP	3.000%	1/15/30	16,060	15,881
	Ventas Realty LP	4.750%	11/15/30	8,605	9,614
	Ventas Realty LP	2.500%	9/1/31	2,655	2,504
	Vornado Realty LP	3.400%	6/1/31	9,975	9,650
	Welltower Inc.	4.250%	4/1/26	682	726

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Welltower Inc.	2.700%	2/15/27	7,185	7,240
	Welltower Inc.	4.250%	4/15/28	25,211	27,064
	Welltower Inc.	4.125%	3/15/29	12,897	13,806
	Welltower Inc.	3.100%	1/15/30	22,840	22,854
	Welltower Inc.	2.750%	1/15/31	27,691	26,813
	Welltower Inc.	2.800%	6/1/31	11,737	11,364
	Welltower Inc.	2.750%	1/15/32	8,600	8,239
	Weyerhaeuser Co.	6.950%	10/1/27	4,574	5,505
	Weyerhaeuser Co.	4.000%	11/15/29	17,637	18,800
	Weyerhaeuser Co.	4.000%	4/15/30	33,068	35,104
	WP Carey Inc.	3.850%	7/15/29	8,577	8,984
	WP Carey Inc.	2.400%	2/1/31	13,914	13,065
					3,432,623
Technology (8.5%)
	Adobe Inc.	2.300%	2/1/30	30,678	29,895
	Amdocs Ltd.	2.538%	6/15/30	11,870	11,190
	Analog Devices Inc.	1.700%	10/1/28	22,745	21,649
	Analog Devices Inc.	2.100%	10/1/31	28,105	26,803
	Apple Inc.	3.200%	5/11/27	57,111	59,840
	Apple Inc.	3.000%	6/20/27	23,122	24,062
	Apple Inc.	2.900%	9/12/27	60,879	62,780
	Apple Inc.	3.000%	11/13/27	38,657	40,168
	Apple Inc.	1.200%	2/8/28	65,487	61,540
	Apple Inc.	1.400%	8/5/28	59,785	56,436
	Apple Inc.	2.200%	9/11/29	49,666	48,739
	Apple Inc.	1.650%	5/11/30	43,975	41,123
	Apple Inc.	1.250%	8/20/30	29,802	26,861
	Apple Inc.	1.650%	2/8/31	76,777	71,261
	Apple Inc.	1.700%	8/5/31	25,475	23,622
	Applied Materials Inc.	3.300%	4/1/27	26,956	28,156
	Applied Materials Inc.	1.750%	6/1/30	20,621	19,302
	Arrow Electronics Inc.	3.875%	1/12/28	13,082	13,611
	Autodesk Inc.	3.500%	6/15/27	12,321	12,832
	Autodesk Inc.	2.850%	1/15/30	21,030	20,547
	Autodesk Inc.	2.400%	12/15/31	26,385	24,444
	Automatic Data Processing Inc.	1.700%	5/15/28	31,045	29,928
	Automatic Data Processing Inc.	1.250%	9/1/30	21,930	19,735
	Avnet Inc.	3.000%	5/15/31	7,940	7,561
	Broadcom Corp.	3.500%	1/15/28	21,515	21,979
	Broadcom Inc.	3.459%	9/15/26	3,794	3,907
³	Broadcom Inc.	1.950%	2/15/28	13,195	12,460
	Broadcom Inc.	4.110%	9/15/28	45,080	47,379
	Broadcom Inc.	4.750%	4/15/29	57,595	62,599
	Broadcom Inc.	5.000%	4/15/30	45,284	50,048
	Broadcom Inc.	4.150%	11/15/30	54,590	57,245
³	Broadcom Inc.	2.450%	2/15/31	60,580	55,959
	Broadridge Financial Solutions Inc.	2.900%	12/1/29	18,287	18,014
	Broadridge Financial Solutions Inc.	2.600%	5/1/31	27,735	26,082
	CDW LLC	4.250%	4/1/28	8,819	8,726
	CDW LLC	3.250%	2/15/29	11,649	10,855
	CDW LLC	3.569%	12/1/31	24,550	23,908
³	CGI Inc.	2.300%	9/14/31	10,503	9,701
	Cintas Corp. No. 2	3.700%	4/1/27	25,907	27,355
	Citrix Systems Inc.	4.500%	12/1/27	18,505	19,140
	Citrix Systems Inc.	3.300%	3/1/30	19,776	19,857

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Dell Inc.	7.100%	4/15/28	2,000	2,334
	Dell International LLC	6.100%	7/15/27	14,431	16,626
	Dell International LLC	5.300%	10/1/29	54,106	60,565
	Dell International LLC	6.200%	7/15/30	22,789	26,984
	DXC Technology Co.	2.375%	9/15/28	23,100	21,939
	Equifax Inc.	3.100%	5/15/30	14,455	14,319
	Equifax Inc.	2.350%	9/15/31	27,355	25,153
	Fidelity National Information Services Inc.	1.650%	3/1/28	20,935	19,398
	Fidelity National Information Services Inc.	3.750%	5/21/29	16,567	17,125
	Fidelity National Information Services Inc.	2.250%	3/1/31	35,170	32,163
	Fiserv Inc.	2.250%	6/1/27	22,888	22,383
	Fiserv Inc.	4.200%	10/1/28	30,384	32,403
	Fiserv Inc.	3.500%	7/1/29	73,722	74,823
	Fiserv Inc.	2.650%	6/1/30	24,377	23,260
	Flex Ltd.	4.875%	6/15/29	21,437	23,194
	Flex Ltd.	4.875%	5/12/30	12,729	13,746
	Fortinet Inc.	2.200%	3/15/31	13,095	12,046
	HP Inc.	3.000%	6/17/27	25,521	25,741
	HP Inc.	3.400%	6/17/30	26,205	26,447
	HP Inc.	2.650%	6/17/31	29,028	27,243
	Hubbell Inc.	3.150%	8/15/27	6,503	6,655
	Hubbell Inc.	3.500%	2/15/28	11,479	11,905
	Hubbell Inc.	2.300%	3/15/31	7,445	7,068
	IHS Markit Ltd.	4.750%	8/1/28	13,722	15,372
	IHS Markit Ltd.	4.250%	5/1/29	17,311	18,878
	Intel Corp.	3.750%	3/25/27	25,487	27,116
	Intel Corp.	3.150%	5/11/27	22,322	23,137
	Intel Corp.	1.600%	8/12/28	25,600	24,278
	Intel Corp.	2.450%	11/15/29	50,319	49,285
	Intel Corp.	3.900%	3/25/30	35,141	37,895
	Intel Corp.	2.000%	8/12/31	38,545	35,912
	International Business Machines Corp.	1.700%	5/15/27	29,833	28,684
	International Business Machines Corp.	6.220%	8/1/27	5,864	6,964
	International Business Machines Corp.	6.500%	1/15/28	6,345	7,682
	International Business Machines Corp.	3.500%	5/15/29	74,413	77,919
	International Business Machines Corp.	1.950%	5/15/30	38,442	36,094
	International Business Machines Corp.	2.720%	2/9/32	6,500	6,407
	Intuit Inc.	1.350%	7/15/27	16,618	15,720
	Intuit Inc.	1.650%	7/15/30	9,695	8,908
	Jabil Inc.	3.950%	1/12/28	14,191	14,834
	Jabil Inc.	3.600%	1/15/30	12,595	12,758
	Jabil Inc.	3.000%	1/15/31	15,074	14,430
	Juniper Networks Inc.	3.750%	8/15/29	17,245	17,790
	Juniper Networks Inc.	2.000%	12/10/30	15,754	14,115
	KLA Corp.	4.100%	3/15/29	20,075	21,649
³	Kyndryl Holdings Inc.	2.700%	10/15/28	12,460	11,525
³	Kyndryl Holdings Inc.	3.150%	10/15/31	17,600	15,981
	Lam Research Corp.	4.000%	3/15/29	23,636	25,634
	Lam Research Corp.	1.900%	6/15/30	19,735	18,474
	Leidos Inc.	4.375%	5/15/30	20,909	22,210
	Leidos Inc.	2.300%	2/15/31	27,157	24,765
	Marvell Technology Inc.	2.450%	4/15/28	18,370	17,720
¹	Marvell Technology Inc.	4.875%	6/22/28	14,352	15,683
	Marvell Technology Inc.	2.950%	4/15/31	19,052	18,400
	Maxim Integrated Products Inc.	3.450%	6/15/27	9,885	10,328

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Micron Technology Inc.	5.327%	2/6/29	12,646	14,131
	Micron Technology Inc.	4.663%	2/15/30	20,625	22,366
	Moody's Corp.	3.250%	1/15/28	15,656	16,239
	Moody's Corp.	4.250%	2/1/29	10,350	11,203
	Moody's Corp.	2.000%	8/19/31	16,130	14,815
	Motorola Solutions Inc.	4.600%	2/23/28	27,388	29,553
	Motorola Solutions Inc.	4.600%	5/23/29	15,882	17,138
	Motorola Solutions Inc.	2.300%	11/15/30	26,091	23,982
	Motorola Solutions Inc.	2.750%	5/24/31	14,855	14,030
	NetApp Inc.	2.375%	6/22/27	14,680	14,513
	NetApp Inc.	2.700%	6/22/30	17,496	16,936
	NVIDIA Corp.	1.550%	6/15/28	32,765	30,909
	NVIDIA Corp.	2.850%	4/1/30	38,940	39,426
	NVIDIA Corp.	2.000%	6/15/31	36,015	33,882
³	NXP BV	3.150%	5/1/27	15,859	16,070
³	NXP BV	5.550%	12/1/28	14,139	16,147
³	NXP BV	4.300%	6/18/29	27,016	28,852
³	NXP BV	3.400%	5/1/30	23,335	23,540
³	NXP BV	2.500%	5/11/31	34,900	32,485
³	NXP BV	2.650%	2/15/32	23,025	21,685
	Oracle Corp.	2.800%	4/1/27	68,583	68,173
	Oracle Corp.	3.250%	11/15/27	65,924	66,759
	Oracle Corp.	2.300%	3/25/28	52,279	49,749
	Oracle Corp.	2.950%	4/1/30	82,394	79,671
	Oracle Corp.	3.250%	5/15/30	12,067	11,906
	Oracle Corp.	2.875%	3/25/31	90,089	85,996
	Qorvo Inc.	4.375%	10/15/29	20,500	20,913
	QUALCOMM Inc.	3.250%	5/20/27	47,285	49,287
	QUALCOMM Inc.	1.300%	5/20/28	24,092	22,407
	QUALCOMM Inc.	2.150%	5/20/30	32,673	31,366
	Quanta Services Inc.	2.900%	10/1/30	25,640	24,586
	Quanta Services Inc.	2.350%	1/15/32	710	643
	RELX Capital Inc.	4.000%	3/18/29	20,383	21,723
	RELX Capital Inc.	3.000%	5/22/30	21,729	21,746
	Roper Technologies Inc.	1.400%	9/15/27	25,873	24,171
	Roper Technologies Inc.	4.200%	9/15/28	15,406	16,455
	Roper Technologies Inc.	2.950%	9/15/29	24,844	24,606
	Roper Technologies Inc.	2.000%	6/30/30	14,185	12,961
	Roper Technologies Inc.	1.750%	2/15/31	41,810	37,090
	S&P Global Inc.	2.500%	12/1/29	18,342	18,002
	S&P Global Inc.	1.250%	8/15/30	15,710	13,962
	salesforce.com Inc.	3.700%	4/11/28	37,894	40,438
	salesforce.com Inc.	1.500%	7/15/28	33,350	31,495
	salesforce.com Inc.	1.950%	7/15/31	43,360	40,885
	ServiceNow Inc.	1.400%	9/1/30	38,694	34,122
	Skyworks Solutions Inc.	3.000%	6/1/31	28,607	26,690
³	TD SYNNEX Corp.	2.375%	8/9/28	13,080	12,187
³	TD SYNNEX Corp.	2.650%	8/9/31	15,835	14,229
	Teledyne FLIR LLC	2.500%	8/1/30	13,439	12,701
	Texas Instruments Inc.	2.900%	11/3/27	9,649	10,006
	Texas Instruments Inc.	2.250%	9/4/29	18,895	18,635
	Texas Instruments Inc.	1.750%	5/4/30	18,729	17,653
	Texas Instruments Inc.	1.900%	9/15/31	14,075	13,277
	TSMC Arizona Corp.	2.500%	10/25/31	32,100	30,616
	Verisk Analytics Inc.	4.125%	3/15/29	24,201	25,802

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	VMware Inc.	4.650%	5/15/27	22,957	24,855
	VMware Inc.	3.900%	8/21/27	27,524	28,787
	VMware Inc.	1.800%	8/15/28	22,830	21,162
	VMware Inc.	4.700%	5/15/30	31,256	34,313
	VMware Inc.	2.200%	8/15/31	42,610	38,995
	Western Digital Corp.	2.850%	2/1/29	13,095	12,472
	Western Digital Corp.	3.100%	2/1/32	2,000	1,858
	Xilinx Inc.	2.375%	6/1/30	19,388	18,684
					4,147,302
Utilities (7.1%)
	AEP Texas Inc.	3.950%	6/1/28	17,700	18,650
¹	AEP Texas Inc.	2.100%	7/1/30	16,353	15,099
	AES Corp.	2.450%	1/15/31	24,535	22,707
¹	Alabama Power Co.	1.450%	9/15/30	12,749	11,391
	Ameren Corp.	1.950%	3/15/27	7,600	7,343
	Ameren Corp.	1.750%	3/15/28	15,935	14,923
	Ameren Corp.	3.500%	1/15/31	22,401	22,913
	Ameren Illinois Co.	3.800%	5/15/28	7,849	8,372
	Ameren Illinois Co.	1.550%	11/15/30	7,829	7,059
	American Electric Power Co. Inc.	3.200%	11/13/27	9,866	10,078
¹	American Electric Power Co. Inc.	4.300%	12/1/28	13,700	14,706
	American Electric Power Co. Inc.	2.300%	3/1/30	10,106	9,491
	American Water Capital Corp.	2.950%	9/1/27	7,132	7,267
	American Water Capital Corp.	3.750%	9/1/28	12,268	12,923
	American Water Capital Corp.	3.450%	6/1/29	23,406	24,164
	American Water Capital Corp.	2.800%	5/1/30	15,290	15,101
	American Water Capital Corp.	2.300%	6/1/31	16,015	15,117
¹	Appalachian Power Co.	3.300%	6/1/27	7,164	7,426
¹	Appalachian Power Co.	2.700%	4/1/31	28,235	27,277
	Arizona Public Service Co.	2.950%	9/15/27	4,459	4,514
	Arizona Public Service Co.	2.600%	8/15/29	15,517	15,075
	Atlantic City Electric Co.	4.000%	10/15/28	6,477	6,855
	Atlantic City Electric Co.	2.300%	3/15/31	13,610	13,097
	Atmos Energy Corp.	3.000%	6/15/27	15,846	16,287
	Atmos Energy Corp.	2.625%	9/15/29	11,402	11,170
	Atmos Energy Corp.	1.500%	1/15/31	13,970	12,354
	Avangrid Inc.	3.800%	6/1/29	19,071	19,930
	Baltimore Gas & Electric Co.	2.250%	6/15/31	12,715	12,088
	Berkshire Hathaway Energy Co.	3.250%	4/15/28	25,981	26,908
	Berkshire Hathaway Energy Co.	3.700%	7/15/30	18,375	19,425
	Berkshire Hathaway Energy Co.	1.650%	5/15/31	16,650	14,993
	Black Hills Corp.	3.050%	10/15/29	14,781	14,662
	Black Hills Corp.	2.500%	6/15/30	9,392	8,845
¹	CenterPoint Energy Houston Electric LLC	2.350%	4/1/31	9,705	9,361
¹	CenterPoint Energy Houston Electric LLC	3.000%	3/1/32	3,000	3,043
	CenterPoint Energy Inc.	4.250%	11/1/28	13,030	13,937
	CenterPoint Energy Inc.	2.950%	3/1/30	17,560	17,356
	CenterPoint Energy Inc.	2.650%	6/1/31	21,320	20,412
	CenterPoint Energy Resources Corp.	4.000%	4/1/28	7,381	7,770
	CenterPoint Energy Resources Corp.	1.750%	10/1/30	10,500	9,481
	Cleco Corporate Holdings LLC	3.375%	9/15/29	2,760	2,725
	CMS Energy Corp.	3.450%	8/15/27	11,384	11,828
¹	CMS Energy Corp.	4.750%	6/1/50	17,907	18,033
	CMS Energy Corp.	3.750%	12/1/50	9,693	8,734
¹	Commonwealth Edison Co.	2.950%	8/15/27	9,252	9,422

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Commonwealth Edison Co.	3.700%	8/15/28	13,024	13,733
	Commonwealth Edison Co.	2.200%	3/1/30	6,289	6,009
¹	Connecticut Light & Power Co.	3.200%	3/15/27	20,253	20,876
¹	Connecticut Light & Power Co.	2.050%	7/1/31	7,803	7,298
¹	Consolidated Edison Co. of New York Inc.	3.125%	11/15/27	7,820	7,985
	Consolidated Edison Co. of New York Inc.	3.800%	5/15/28	6,246	6,615
¹	Consolidated Edison Co. of New York Inc.	4.000%	12/1/28	5,865	6,290
¹	Consolidated Edison Co. of New York Inc.	3.350%	4/1/30	10,409	10,686
	Consolidated Edison Co. of New York Inc.	2.400%	6/15/31	34,562	32,944
	Consumers Energy Co.	3.800%	11/15/28	6,558	7,012
¹	Dominion Energy Inc.	2.850%	8/15/26	12,232	12,384
¹	Dominion Energy Inc.	3.600%	3/15/27	5,845	6,103
	Dominion Energy Inc.	4.250%	6/1/28	12,341	13,221
¹	Dominion Energy Inc.	3.375%	4/1/30	36,421	36,947
¹	Dominion Energy Inc.	2.250%	8/15/31	13,880	12,857
¹	Dominion Energy South Carolina Inc.	2.300%	12/1/31	13,530	12,906
	Dominion Energy South Carolina Inc.	6.625%	2/1/32	1,090	1,407
¹	DTE Electric Co.	1.900%	4/1/28	14,305	13,748
	DTE Electric Co.	2.250%	3/1/30	9,485	9,146
¹	DTE Electric Co.	2.625%	3/1/31	14,041	13,841
¹	DTE Energy Co.	3.400%	6/15/29	29,742	30,393
	DTE Energy Co.	2.950%	3/1/30	8,586	8,438
	Duke Energy Carolinas LLC	3.950%	11/15/28	19,197	20,657
¹	Duke Energy Carolinas LLC	6.000%	12/1/28	5,875	6,948
	Duke Energy Carolinas LLC	2.450%	8/15/29	17,457	17,080
	Duke Energy Carolinas LLC	2.450%	2/1/30	14,733	14,290
	Duke Energy Carolinas LLC	2.550%	4/15/31	14,900	14,500
	Duke Energy Corp.	2.650%	9/1/26	36,212	36,412
	Duke Energy Corp.	3.150%	8/15/27	10,232	10,451
	Duke Energy Corp.	3.400%	6/15/29	9,017	9,179
	Duke Energy Corp.	2.450%	6/1/30	23,333	22,077
	Duke Energy Corp.	2.550%	6/15/31	24,408	22,877
	Duke Energy Florida LLC	3.800%	7/15/28	9,011	9,521
	Duke Energy Florida LLC	2.500%	12/1/29	12,949	12,675
	Duke Energy Florida LLC	1.750%	6/15/30	23,403	21,508
	Duke Energy Florida LLC	2.400%	12/15/31	15,000	14,371
¹	Duke Energy Florida Project Finance LLC	2.538%	9/1/29	2,419	2,430
	Duke Energy Ohio Inc.	3.650%	2/1/29	14,386	15,018
	Duke Energy Ohio Inc.	2.125%	6/1/30	7,073	6,635
	Duke Energy Progress LLC	3.700%	9/1/28	8,017	8,462
	Duke Energy Progress LLC	3.450%	3/15/29	23,660	24,540
	Duke Energy Progress LLC	2.000%	8/15/31	15,140	14,102
³	East Ohio Gas Co.	2.000%	6/15/30	1,900	1,754
	Edison International	5.750%	6/15/27	14,602	16,211
	Edison International	4.125%	3/15/28	17,508	18,024
	Emera US Finance LP	2.639%	6/15/31	14,100	13,171
	Enel Chile SA	4.875%	6/12/28	26,207	27,955
	Entergy Corp.	1.900%	6/15/28	11,255	10,553
	Entergy Corp.	2.800%	6/15/30	17,324	16,763
	Entergy Corp.	2.400%	6/15/31	23,823	22,093
	Entergy Louisiana LLC	3.120%	9/1/27	17,709	18,133
	Entergy Louisiana LLC	3.250%	4/1/28	10,850	11,132
	Entergy Louisiana LLC	1.600%	12/15/30	12,701	11,423
	Entergy Louisiana LLC	3.050%	6/1/31	9,510	9,559
	Entergy Mississippi LLC	2.850%	6/1/28	14,722	14,759

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Entergy Texas Inc.	4.000%	3/30/29	12,546	13,372
	Entergy Texas Inc.	1.750%	3/15/31	9,930	8,952
	Essential Utilities Inc.	3.566%	5/1/29	11,813	12,218
	Essential Utilities Inc.	2.704%	4/15/30	23,400	22,727
	Evergy Inc.	2.900%	9/15/29	11,789	11,643
	Evergy Kansas Central Inc.	3.100%	4/1/27	5,047	5,197
¹	Evergy Metro Inc.	2.250%	6/1/30	20,482	19,639
¹	Eversource Energy	3.300%	1/15/28	12,730	12,966
¹	Eversource Energy	4.250%	4/1/29	14,216	15,263
¹	Eversource Energy	1.650%	8/15/30	13,025	11,559
	Eversource Energy	2.550%	3/15/31	10,492	9,988
	Exelon Corp.	4.050%	4/15/30	38,551	40,881
	Florida Power & Light Co.	2.450%	2/3/32	29,370	28,544
	Georgia Power Co.	3.250%	3/30/27	13,201	13,481
¹	Georgia Power Co.	2.650%	9/15/29	23,558	22,917
¹	Gulf Power Co.	3.300%	5/30/27	5,295	5,480
	Indiana Michigan Power Co.	3.850%	5/15/28	17,957	18,896
	Interstate Power & Light Co.	4.100%	9/26/28	19,700	21,063
	Interstate Power & Light Co.	3.600%	4/1/29	8,968	9,306
	Interstate Power & Light Co.	2.300%	6/1/30	7,341	6,984
	IPALCO Enterprises Inc.	4.250%	5/1/30	13,729	14,284
	ITC Holdings Corp.	3.350%	11/15/27	16,917	17,443
	MidAmerican Energy Co.	3.100%	5/1/27	13,302	13,763
	MidAmerican Energy Co.	3.650%	4/15/29	30,039	31,994
	MidAmerican Energy Co.	6.750%	12/30/31	5,975	7,856
	Mississippi Power Co.	3.950%	3/30/28	6,576	6,947
	National Fuel Gas Co.	3.950%	9/15/27	9,406	9,634
	National Fuel Gas Co.	4.750%	9/1/28	7,675	8,043
	National Fuel Gas Co.	2.950%	3/1/31	12,071	11,443
	National Rural Utilities Cooperative Finance Corp.	3.050%	4/25/27	9,208	9,420
	National Rural Utilities Cooperative Finance Corp.	3.400%	2/7/28	25,545	26,379
	National Rural Utilities Cooperative Finance Corp.	3.900%	11/1/28	10,255	10,934
	National Rural Utilities Cooperative Finance Corp.	3.700%	3/15/29	14,023	14,728
	National Rural Utilities Cooperative Finance Corp.	2.400%	3/15/30	12,582	12,123
	National Rural Utilities Cooperative Finance Corp.	1.350%	3/15/31	9,434	8,248
¹	National Rural Utilities Cooperative Finance Corp.	1.650%	6/15/31	8,480	7,581
¹	Nevada Power Co.	3.700%	5/1/29	17,564	18,486
¹	Nevada Power Co.	2.400%	5/1/30	7,610	7,349
	NextEra Energy Capital Holdings Inc.	3.550%	5/1/27	15,221	15,835
	NextEra Energy Capital Holdings Inc.	1.900%	6/15/28	41,280	39,243
	NextEra Energy Capital Holdings Inc.	3.500%	4/1/29	19,137	19,703
	NextEra Energy Capital Holdings Inc.	2.750%	11/1/29	23,856	23,398
	NextEra Energy Capital Holdings Inc.	2.250%	6/1/30	59,511	55,341
	NextEra Energy Capital Holdings Inc.	2.440%	1/15/32	6,425	6,017
¹	NextEra Energy Capital Holdings Inc.	4.800%	12/1/77	16,434	16,285
¹	NextEra Energy Capital Holdings Inc.	5.650%	5/1/79	8,712	9,204
	NextEra Energy Capital Holdings Inc.	3.800%	3/15/82	15,300	14,325
	NiSource Inc.	3.490%	5/15/27	20,412	21,092
	NiSource Inc.	2.950%	9/1/29	23,225	22,867
	NiSource Inc.	3.600%	5/1/30	31,501	32,218
	NiSource Inc.	1.700%	2/15/31	18,215	16,032
	Northern States Power Co.	2.250%	4/1/31	13,730	13,128
	NSTAR Electric Co.	3.200%	5/15/27	20,371	21,020
	NSTAR Electric Co.	3.250%	5/15/29	6,187	6,364
	NSTAR Electric Co.	3.950%	4/1/30	13,640	14,674

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Ohio Power Co.	2.600%	4/1/30	4,635	4,515
¹	Ohio Power Co.	1.625%	1/15/31	13,941	12,419
	Oklahoma Gas & Electric Co.	3.800%	8/15/28	6,714	7,049
	Oklahoma Gas & Electric Co.	3.300%	3/15/30	6,337	6,471
	Oklahoma Gas & Electric Co.	3.250%	4/1/30	13,111	13,330
	Oncor Electric Delivery Co. LLC	3.700%	11/15/28	16,070	17,086
	Oncor Electric Delivery Co. LLC	5.750%	3/15/29	5,570	6,552
	Oncor Electric Delivery Co. LLC	2.750%	5/15/30	11,837	11,794
³	Oncor Electric Delivery Co. LLC	2.750%	5/15/30	12,600	12,554
	ONE Gas Inc.	2.000%	5/15/30	6,831	6,384
	Pacific Gas & Electric Co.	2.100%	8/1/27	14,325	13,306
	Pacific Gas & Electric Co.	3.300%	12/1/27	36,172	35,603
	Pacific Gas & Electric Co.	3.000%	6/15/28	11,535	11,111
	Pacific Gas & Electric Co.	3.750%	7/1/28	40,522	40,331
	Pacific Gas & Electric Co.	4.550%	7/1/30	95,075	97,734
	Pacific Gas & Electric Co.	2.500%	2/1/31	68,186	60,684
	Pacific Gas & Electric Co.	3.250%	6/1/31	10,564	9,924
	PacifiCorp	3.500%	6/15/29	16,837	17,629
	PacifiCorp	2.700%	9/15/30	20,953	20,660
	Piedmont Natural Gas Co. Inc.	3.500%	6/1/29	8,295	8,521
	Piedmont Natural Gas Co. Inc.	2.500%	3/15/31	15,451	14,627
	Progress Energy Inc.	7.750%	3/1/31	9,790	13,015
	Progress Energy Inc.	7.000%	10/30/31	13,009	16,656
	Public Service Co. of Colorado	3.700%	6/15/28	9,159	9,703
¹	Public Service Co. of Colorado	1.900%	1/15/31	4,809	4,473
	Public Service Co. of Colorado	1.875%	6/15/31	17,825	16,470
¹	Public Service Electric & Gas Co.	3.000%	5/15/27	5,641	5,787
¹	Public Service Electric & Gas Co.	3.700%	5/1/28	9,480	10,056
¹	Public Service Electric & Gas Co.	3.650%	9/1/28	8,153	8,607
¹	Public Service Electric & Gas Co.	3.200%	5/15/29	8,618	8,863
¹	Public Service Electric & Gas Co.	2.450%	1/15/30	5,739	5,640
¹	Public Service Electric & Gas Co.	1.900%	8/15/31	8,735	8,107
	Public Service Enterprise Group Inc.	1.600%	8/15/30	9,996	8,892
	Public Service Enterprise Group Inc.	2.450%	11/15/31	17,080	16,176
	Puget Energy Inc.	2.379%	6/15/28	5,776	5,501
	Puget Energy Inc.	4.100%	6/15/30	15,912	16,597
¹	San Diego Gas & Electric Co.	1.700%	10/1/30	15,805	14,364
	Sempra Energy	3.250%	6/15/27	20,119	20,555
	Sempra Energy	3.400%	2/1/28	30,244	31,151
	Sempra Energy	4.125%	4/1/52	23,850	22,328
¹	Southern California Edison Co.	3.650%	3/1/28	10,242	10,654
¹	Southern California Edison Co.	4.200%	3/1/29	13,294	14,146
	Southern California Edison Co.	6.650%	4/1/29	5,406	6,386
	Southern California Edison Co.	2.850%	8/1/29	10,094	9,955
	Southern California Edison Co.	2.250%	6/1/30	15,373	14,378
¹	Southern California Edison Co.	2.500%	6/1/31	12,420	11,723
	Southern California Edison Co.	2.750%	2/1/32	8,500	8,194
¹	Southern California Gas Co.	2.550%	2/1/30	16,803	16,369
¹	Southern Co.	1.750%	3/15/28	9,275	8,694
¹	Southern Co.	3.700%	4/30/30	24,667	25,437
¹	Southern Co.	3.750%	9/15/51	24,540	22,807
¹	Southern Co. Gas Capital Corp.	1.750%	1/15/31	14,460	12,847
	Southwest Gas Corp.	3.700%	4/1/28	6,449	6,739
	Southwest Gas Corp.	2.200%	6/15/30	13,144	12,209
¹	Southwestern Electric Power Co.	4.100%	9/15/28	21,430	22,698

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Tampa Electric Co.	2.400%	3/15/31	10,455	9,984
	Tucson Electric Power Co.	1.500%	8/1/30	9,880	8,772
	Tucson Electric Power Co.	3.250%	5/15/32	4,750	4,804
	Union Electric Co.	2.950%	6/15/27	10,702	10,927
	Union Electric Co.	3.500%	3/15/29	17,743	18,569
	Union Electric Co.	2.950%	3/15/30	11,198	11,334
	United Utilities plc	6.875%	8/15/28	3,202	3,967
¹	Virginia Electric & Power Co.	3.500%	3/15/27	23,247	24,361
¹	Virginia Electric & Power Co.	3.800%	4/1/28	16,805	17,818
¹	Virginia Electric & Power Co.	2.875%	7/15/29	15,384	15,521
	Virginia Electric & Power Co.	2.300%	11/15/31	18,121	17,255
	Virginia Electric & Power Co.	2.400%	3/30/32	6,000	5,726
	WEC Energy Group Inc.	1.375%	10/15/27	13,314	12,359
	WEC Energy Group Inc.	2.200%	12/15/28	8,500	8,151
	WEC Energy Group Inc.	1.800%	10/15/30	10,645	9,596
	Wisconsin Electric Power Co.	1.700%	6/15/28	8,765	8,274
	Wisconsin Power & Light Co.	3.050%	10/15/27	8,445	8,613
	Wisconsin Power & Light Co.	3.000%	7/1/29	4,484	4,526
	Wisconsin Power & Light Co.	1.950%	9/16/31	1,090	1,016
	Xcel Energy Inc.	1.750%	3/15/27	9,035	8,655
	Xcel Energy Inc.	4.000%	6/15/28	15,464	16,387
	Xcel Energy Inc.	2.600%	12/1/29	18,258	17,821
	Xcel Energy Inc.	3.400%	6/1/30	16,308	16,795
	Xcel Energy Inc.	2.350%	11/15/31	14,340	13,525
					3,430,108
Total Corporate Bonds (Cost $49,868,320)					47,635,485
				Shares
Temporary Cash Investments (0.1%)
Money Market Fund (0.1%)
⁵	Vanguard Market Liquidity Fund (Cost $53,583)	0.138%		535,916	53,587
Total Investments (99.2%) (Cost $50,441,928)					48,210,019
Other Assets and Liabilities—Net (0.8%)					370,251
Net Assets (100%)					48,580,270

Cost is in $000.

•	See Note A in Notes to Financial Statements.
1	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
2	Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of February 28, 2022.
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 February 28, 2022, the aggregate value was $821,033,000, representing 1.7% of net assets.
4	Securities with a value of $2,922,000 have been segregated as initial margin for open futures contracts.
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.

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Derivative Financial Instruments Outstanding as of Period End

Futures Contracts
			($000)
	Expiration	Number of Long (Short) Contracts	Notional Amount	Value and Unrealized Appreciation (Depreciation)
Short Futures Contracts
10-Year U.S. Treasury Note	June 2022	(283)	(36,065)	(250)
Long U.S. Treasury Bond	June 2022	(35)	(5,484)	(68)
				(318)

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

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Intermediate-Term Corporate Bond Index Fund

Statement of Assets and Liabilities

As of February 28, 2022


($000s, except shares and per-share amounts)	Amount
Assets
Investments in Securities, at Value
Unaffiliated Issuers (Cost $50,388,345)	48,156,432
Affiliated Issuers (Cost $53,583)	53,587
Total Investments in Securities	48,210,019
Investment in Vanguard	1,597
Receivables for Investment Securities Sold	1,366,269
Receivables for Accrued Income	424,781
Receivables for Capital Shares Issued	1,621
Total Assets	50,004,287
Liabilities
Due to Custodian	5,488
Payables for Investment Securities Purchased	1,413,430
Payables for Capital Shares Redeemed	2,357
Payables for Distributions	711
Payables to Vanguard	701
Variation Margin Payable—Futures Contracts	1,330
Total Liabilities	1,424,017
Net Assets	48,580,270

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Statement of Assets and Liabilities (continued)
At February 28, 2022, net assets consisted of:
($000s, except shares and per-share amounts)	Amount
Paid-in Capital	50,665,349
Total Distributable Earnings (Loss)	(2,085,079)
Net Assets	48,580,270

ETF Shares—Net Assets
Applicable to 526,887,781 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	46,818,529
Net Asset Value Per Share—ETF Shares	$88.86

Admiral Shares—Net Assets
Applicable to 58,654,009 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	1,404,363
Net Asset Value Per Share—Admiral Shares	$23.94

Institutional Shares—Net Assets
Applicable to 12,080,048 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	357,378
Net Asset Value Per Share—Institutional Shares	$29.58

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

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Intermediate-Term Corporate Bond Index Fund

Statement of Operations


	Six Months Ended February 28, 2022
	($000)
Investment Income
Income
Interest¹	544,712
Total Income	544,712
Expenses
The Vanguard Group—Note B
Investment Advisory Services	461
Management and Administrative—ETF Shares	7,313
Management and Administrative—Admiral Shares	451
Management and Administrative—Institutional Shares	87
Marketing and Distribution—ETF Shares	868
Marketing and Distribution—Admiral Shares	47
Marketing and Distribution—Institutional Shares	10
Custodian Fees	68
Shareholders’ Reports—ETF Shares	501
Shareholders’ Reports—Admiral Shares	10
Shareholders’ Reports—Institutional Shares	—
Trustees’ Fees and Expenses	12
Other Expenses	10
Total Expenses	9,838
Net Investment Income	534,874
Realized Net Gain (Loss)
Investment Securities Sold^1,2	100,758
Futures Contracts	(3,501)
Realized Net Gain (Loss)	97,257
Change in Unrealized Appreciation (Depreciation)
Investment Securities¹	(3,291,962)
Futures Contracts	(317)
Change in Unrealized Appreciation (Depreciation)	(3,292,279)
Net Increase (Decrease) in Net Assets Resulting from Operations	(2,660,148)

1	Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $61,000, ($22,000), $9,000, and $4,000, respectively. Purchases and sales are for temporary cash investment purposes.
2	Includes $111,614,000 of net gain (loss) resulting from in-kind redemptions.

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

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Statement of Changes in Net Assets


	Six Months Ended February 28, 2022	Year Ended August 31, 2021
	($000)	($000)
Increase (Decrease) in Net Assets
Operations
Net Investment Income	534,874	1,026,879
Realized Net Gain (Loss)	97,257	1,235,740
Change in Unrealized Appreciation (Depreciation)	(3,292,279)	(1,298,229)
Net Increase (Decrease) in Net Assets Resulting from Operations	(2,660,148)	964,390
Distributions
ETF Shares	(819,044)	(1,059,945)
Admiral Shares	(25,967)	(38,281)
Institutional Shares	(6,894)	(10,049)
Total Distributions	(851,905)	(1,108,275)
Capital Share Transactions
ETF Shares	3,320,105	8,062,666
Admiral Shares	(73,596)	45,641
Institutional Shares	(57,128)	88,292
Net Increase (Decrease) from Capital Share Transactions	3,189,381	8,196,599
Total Increase (Decrease)	(322,672)	8,052,714
Net Assets
Beginning of Period	48,902,942	40,850,228
End of Period	48,580,270	48,902,942

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

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Financial Highlights

ETF Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$95.57	$95.98	$91.82	$84.02	$88.35	$89.47
Investment Operations
Net Investment Income¹	1.026	2.163	2.761	3.132	2.935	2.869
Net Realized and Unrealized Gain (Loss) on Investments	(6.103)	(.205)	4.205	7.768	(4.362)	(1.184)
Total from Investment Operations	(5.077)	1.958	6.966	10.900	(1.427)	1.685
Distributions
Dividends from Net Investment Income	(1.039)	(2.169)	(2.806)	(3.100)	(2.903)	(2.805)
Distributions from Realized Capital Gains	(.594)	(.199)	—	—	—	—
Total Distributions	(1.633)	(2.368)	(2.806)	(3.100)	(2.903)	(2.805)
Net Asset Value, End of Period	$88.86	$95.57	$95.98	$91.82	$84.02	$88.35
Total Return	-5.38%	2.08%	7.78%	13.33%	-1.62%	1.98%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$46,819	$46,873	$38,944	$24,080	$19,302	$16,699
Ratio of Total Expenses to Average Net Assets	0.04%	0.04%	0.05%	0.05%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	2.23%	2.27%	2.99%	3.65%	3.44%	3.30%
Portfolio Turnover Rate²	26%	53%	72%	59%	65%	65%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Financial Highlights

Admiral Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$25.75	$25.86	$24.71	$22.61	$23.78	$24.08
Investment Operations
Net Investment Income¹	.273	.578	.747	.839	.792	.774
Net Realized and Unrealized Gain (Loss) on Investments	(1.651)	(.062)	1.138	2.097	(1.175)	(.318)
Total from Investment Operations	(1.378)	.516	1.885	2.936	(.383)	.456
Distributions
Dividends from Net Investment Income	(.272)	(.572)	(.735)	(.836)	(.787)	(.756)
Distributions from Realized Capital Gains	(.160)	(.054)	—	—	—	—
Total Distributions	(.432)	(.626)	(.735)	(.836)	(.787)	(.756)
Net Asset Value, End of Period	$23.94	$25.75	$25.86	$24.71	$22.61	$23.78
Total Return²	-5.41%	2.03%	7.79%	13.30%	-1.61%	1.99%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$1,404	$1,587	$1,549	$1,381	$1,076	$1,014
Ratio of Total Expenses to Average Net Assets	0.07%	0.07%	0.07%	0.07%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	2.20%	2.25%	3.01%	3.63%	3.44%	3.30%
Portfolio Turnover Rate³	26%	53%	72%	59%	65%	65%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Total returns do not include transaction or account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction and account service fees.
3	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Financial Highlights

Institutional Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$31.82	$31.95	$30.53	$27.94	$29.38	$29.75
Investment Operations
Net Investment Income¹	.340	.720	.940	1.044	.983	.962
Net Realized and Unrealized Gain (Loss) on Investments	(2.043)	(.070)	1.394	2.584	(1.446)	(.392)
Total from Investment Operations	(1.703)	.650	2.334	3.628	(.463)	.570
Distributions
Dividends from Net Investment Income	(.339)	(.714)	(.914)	(1.038)	(.977)	(.940)
Distributions from Realized Capital Gains	(.198)	(.066)	—	—	—	—
Total Distributions	(.537)	(.780)	(.914)	(1.038)	(.977)	(.940)
Net Asset Value, End of Period	$29.58	$31.82	$31.95	$30.53	$27.94	$29.38
Total Return²	-5.41%	2.07%	7.81%	13.30%	-1.57%	2.01%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$357	$443	$357	$406	$492	$572
Ratio of Total Expenses to Average Net Assets	0.05%	0.05%	0.05%	0.05%	0.05%	0.05%
Ratio of Net Investment Income to Average Net Assets	2.22%	2.27%	3.07%	3.65%	3.46%	3.32%
Portfolio Turnover Rate³	26%	53%	72%	59%	65%	65%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Total returns do not include transaction fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction fees.
3	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Notes to Financial Statements

Vanguard Intermediate-Term Corporate Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: ETF Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

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

During the six months ended February 28, 2022, the fund’s average investments in long and short futures contracts represented 0% and less than 1% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.

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For the six months ended February 28, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in

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Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At February 28, 2022, the fund had contributed to Vanguard capital in the amount of $1,597,000, representing less than 0.01% of the fund’s net assets and 0.64% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.

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.).

The following table summarizes the market value of the fund's investments and derivatives as of February 28, 2022, based on the inputs used to value them:

	Level 1 ($000)	Level 2 ($000)	Level 3 ($000)	Total ($000)
Investments
Assets
U.S. Government and Agency Obligations	—	520,947	—	520,947
Corporate Bonds	—	47,635,485	—	47,635,485
Temporary Cash Investments	53,587	—	—	53,587
Total	53,587	48,156,432	—	48,210,019

Derivative Financial Instruments
Liabilities
Futures Contracts¹	318	—	—	318

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

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D.	As of February 28, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

	Amount ($000)
Tax Cost	50,446,947
Gross Unrealized Appreciation	181,436
Gross Unrealized Depreciation	(2,418,682)
Net Unrealized Appreciation (Depreciation)	(2,237,246)

During the six months ended February 28, 2022, the fund purchased $12,675,211,000 of investment securities and sold $9,574,411,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $6,198,036,000 and $6,176,283,000, respectively. Purchases and sales include $6,488,053,000 and $3,382,344,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended February 28, 2022, such purchases were $563,308,000 and sales were $4,886,762,000, resulting in net realized loss of $10,248,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

F.	Capital share transactions for each class of shares were:

	Six Months Ended February 28, 2022		Year Ended August 31, 2021
	Amount ($000)	Shares (000)	Amount ($000)	Shares (000)
ETF Shares
Issued¹	6,753,907	73,453	20,684,453	217,097
Issued in Lieu of Cash Distributions	—	—	—	—
Redeemed	(3,433,802)	(37,000)	(12,621,787)	(132,400)
Net Increase (Decrease)—ETF Shares	3,320,105	36,453	8,062,666	84,697
Admiral Shares
Issued¹	123,579	4,940	392,434	15,237
Issued in Lieu of Cash Distributions	20,771	833	30,298	1,179
Redeemed	(217,946)	(8,760)	(377,091)	(14,690)
Net Increase (Decrease)—Admiral Shares	(73,596)	(2,987)	45,641	1,726

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	Six Months Ended February 28, 2022		Year Ended August 31, 2021
	Amount ($000)	Shares (000)	Amount ($000)	Shares (000)
Institutional Shares
Issued¹	20,442	653	141,963	4,463
Issued in Lieu of Cash Distributions	4,610	149	6,380	201
Redeemed	(82,180)	(2,644)	(60,051)	(1,906)
Net Increase (Decrease)—Institutional Shares	(57,128)	(1,842)	88,292	2,758

1	Includes purchase fees for fiscal 2022 and 2021 of $382,000 and $1,285,000, respectively (fund totals).

Management has determined that no other events or transactions occurred subsequent to February 28, 2022, that would require recognition or disclosure in these financial statements.

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Fund Allocation

As of February 28, 2022

Corporate Bonds – Communications	13.2%
Corporate Bonds – Consumer Discretionary	5.7
Corporate Bonds – Consumer Staples	7.5
Corporate Bonds – Energy	8.9
Corporate Bonds – Financials	15.0
Corporate Bonds – Health Care	14.7
Corporate Bonds – Industrials	8.5
Corporate Bonds – Materials	3.9
Corporate Bonds – Real Estate	1.6
Corporate Bonds – Technology	8.6
Corporate Bonds – Utilities	11.9
U.S. Government and Agency Obligations	0.5

The table reflects the fund's investments, except for short-term investments and derivatives.

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Financial Statements (unaudited)

Schedule of Investments

As of February 28, 2022

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
U.S. Government and Agency Obligations (0.5%)
U.S. Government Securities (0.5%)
	United States Treasury Note/Bond	1.875%	2/15/32	21,225	21,308
	United States Treasury Note/Bond	2.000%	11/15/41	110	106
	United States Treasury Note/Bond	1.875%	11/15/51	7,955	7,424
Total U.S. Government and Agency Obligations (Cost $28,801)					28,838
Corporate Bonds (98.4%)
Communications (13.0%)
	Activision Blizzard Inc.	4.500%	6/15/47	2,188	2,535
	Activision Blizzard Inc.	2.500%	9/15/50	1,984	1,666
	Alphabet Inc.	1.900%	8/15/40	1,298	1,091
	Alphabet Inc.	2.050%	8/15/50	5,321	4,293
	Alphabet Inc.	2.250%	8/15/60	3,713	2,973
	America Movil SAB de CV	6.375%	3/1/35	823	1,066
	America Movil SAB de CV	6.125%	11/15/37	964	1,223
	America Movil SAB de CV	6.125%	3/30/40	4,955	6,332
	America Movil SAB de CV	4.375%	7/16/42	2,745	2,959
	America Movil SAB de CV	4.375%	4/22/49	2,985	3,286
	AT&T Inc.	2.550%	12/1/33	9,147	8,485
	AT&T Inc.	6.150%	9/15/34	628	776
	AT&T Inc.	4.500%	5/15/35	6,204	6,815
	AT&T Inc.	5.250%	3/1/37	2,700	3,174
	AT&T Inc.	4.900%	8/15/37	2,128	2,404
	AT&T Inc.	4.850%	3/1/39	3,423	3,814
	AT&T Inc.	6.000%	8/15/40	617	773
	AT&T Inc.	5.350%	9/1/40	2,163	2,573
	AT&T Inc.	6.375%	3/1/41	1,333	1,750
	AT&T Inc.	6.250%	3/29/41	467	607
	AT&T Inc.	3.500%	6/1/41	2,443	2,322
	AT&T Inc.	5.550%	8/15/41	1,821	2,205
	AT&T Inc.	5.150%	3/15/42	2,891	3,343
	AT&T Inc.	4.900%	6/15/42	2,748	3,091
	AT&T Inc.	4.300%	12/15/42	2,531	2,629
	AT&T Inc.	3.100%	2/1/43	1,935	1,731
	AT&T Inc.	4.650%	6/1/44	1,566	1,691
	AT&T Inc.	4.350%	6/15/45	2,653	2,744
	AT&T Inc.	4.850%	7/15/45	1,554	1,729
	AT&T Inc.	4.750%	5/15/46	3,848	4,272
¹	AT&T Inc.	5.150%	11/15/46	1,696	1,990
	AT&T Inc.	5.650%	2/15/47	1,630	2,033

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	AT&T Inc.	5.450%	3/1/47	1,384	1,682
	AT&T Inc.	4.500%	3/9/48	5,075	5,448
	AT&T Inc.	4.550%	3/9/49	3,714	4,025
	AT&T Inc.	5.150%	2/15/50	2,924	3,442
	AT&T Inc.	3.650%	6/1/51	4,385	4,143
	AT&T Inc.	3.300%	2/1/52	3,187	2,828
	AT&T Inc.	3.500%	9/15/53	16,246	14,887
	AT&T Inc.	3.550%	9/15/55	18,910	17,150
	AT&T Inc.	3.800%	12/1/57	15,269	14,368
	AT&T Inc.	3.650%	9/15/59	16,390	14,877
	AT&T Inc.	3.850%	6/1/60	2,760	2,583
	AT&T Inc.	3.500%	2/1/61	705	623
	Bell Telephone Co. of Canada or Bell Canada	4.464%	4/1/48	2,211	2,435
	Bell Telephone Co. of Canada or Bell Canada	4.300%	7/29/49	1,867	2,004
¹	Bell Telephone Co. of Canada or Bell Canada	3.650%	3/17/51	928	904
¹	Bell Telephone Co. of Canada or Bell Canada	3.200%	2/15/52	1,620	1,449
	Charter Communications Operating LLC	6.384%	10/23/35	4,862	5,818
	Charter Communications Operating LLC	5.375%	4/1/38	2,130	2,253
	Charter Communications Operating LLC	3.500%	6/1/41	1,657	1,429
	Charter Communications Operating LLC	3.500%	3/1/42	3,361	2,878
	Charter Communications Operating LLC	6.484%	10/23/45	7,076	8,415
	Charter Communications Operating LLC	5.375%	5/1/47	6,030	6,341
	Charter Communications Operating LLC	5.750%	4/1/48	3,241	3,574
	Charter Communications Operating LLC	5.125%	7/1/49	4,179	4,240
	Charter Communications Operating LLC	4.800%	3/1/50	6,715	6,546
	Charter Communications Operating LLC	3.700%	4/1/51	4,971	4,177
	Charter Communications Operating LLC	3.900%	6/1/52	4,535	3,946
	Charter Communications Operating LLC	6.834%	10/23/55	1,903	2,355
	Charter Communications Operating LLC	3.850%	4/1/61	4,285	3,536
	Charter Communications Operating LLC	4.400%	12/1/61	3,950	3,532
	Charter Communications Operating LLC	3.950%	6/30/62	2,075	1,734
	Comcast Corp.	4.250%	1/15/33	3,466	3,823
	Comcast Corp.	7.050%	3/15/33	1,179	1,587
	Comcast Corp.	4.200%	8/15/34	2,320	2,542
	Comcast Corp.	5.650%	6/15/35	1,325	1,646
	Comcast Corp.	4.400%	8/15/35	873	974
	Comcast Corp.	6.500%	11/15/35	608	815
	Comcast Corp.	3.200%	7/15/36	1,721	1,691
	Comcast Corp.	6.450%	3/15/37	1,339	1,794
	Comcast Corp.	6.950%	8/15/37	400	564
	Comcast Corp.	3.900%	3/1/38	3,356	3,525
	Comcast Corp.	4.600%	10/15/38	4,912	5,516
	Comcast Corp.	6.550%	7/1/39	280	389
	Comcast Corp.	3.250%	11/1/39	2,183	2,103
	Comcast Corp.	3.750%	4/1/40	2,265	2,331
	Comcast Corp.	4.650%	7/15/42	1,254	1,419
	Comcast Corp.	4.600%	8/15/45	1,966	2,191
	Comcast Corp.	3.400%	7/15/46	2,504	2,401
	Comcast Corp.	4.000%	8/15/47	3,807	3,963
	Comcast Corp.	3.969%	11/1/47	5,923	6,121
	Comcast Corp.	4.000%	3/1/48	3,034	3,150
	Comcast Corp.	4.700%	10/15/48	2,601	2,994
	Comcast Corp.	3.999%	11/1/49	4,223	4,382
	Comcast Corp.	3.450%	2/1/50	4,048	3,868
	Comcast Corp.	2.800%	1/15/51	2,301	1,973

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
²	Comcast Corp.	2.887%	11/1/51	11,015	9,551
	Comcast Corp.	2.450%	8/15/52	2,950	2,380
	Comcast Corp.	4.049%	11/1/52	2,800	2,961
²	Comcast Corp.	2.937%	11/1/56	14,885	12,619
	Comcast Corp.	4.950%	10/15/58	2,681	3,255
	Comcast Corp.	2.650%	8/15/62	2,285	1,810
²	Comcast Corp.	2.987%	11/1/63	8,023	6,687
	Deutsche Telekom International Finance BV	9.250%	6/1/32	1,267	1,905
	Discovery Communications LLC	5.000%	9/20/37	1,137	1,235
	Discovery Communications LLC	6.350%	6/1/40	743	907
	Discovery Communications LLC	4.875%	4/1/43	1,413	1,475
	Discovery Communications LLC	5.200%	9/20/47	2,897	3,145
	Discovery Communications LLC	5.300%	5/15/49	2,110	2,334
	Discovery Communications LLC	4.650%	5/15/50	1,784	1,824
	Discovery Communications LLC	4.000%	9/15/55	4,800	4,364
	Electronic Arts Inc.	2.950%	2/15/51	970	835
	Fox Corp.	5.476%	1/25/39	2,958	3,454
	Fox Corp.	5.576%	1/25/49	3,182	3,830
	Grupo Televisa SAB	6.625%	1/15/40	1,561	1,965
	Grupo Televisa SAB	5.000%	5/13/45	2,297	2,496
	Grupo Televisa SAB	6.125%	1/31/46	1,550	1,946
	Grupo Televisa SAB	5.250%	5/24/49	1,935	2,219
	Interpublic Group of Cos. Inc.	3.375%	3/1/41	880	824
	Interpublic Group of Cos. Inc.	5.400%	10/1/48	1,296	1,616
	NBCUniversal Media LLC	5.950%	4/1/41	50	66
	NBCUniversal Media LLC	4.450%	1/15/43	3,046	3,323
	Orange SA	5.375%	1/13/42	1,051	1,271
	Orange SA	5.500%	2/6/44	1,252	1,573
	Paramount Global	4.200%	5/19/32	2,325	2,424
	Paramount Global	5.500%	5/15/33	970	1,130
	Paramount Global	6.875%	4/30/36	2,583	3,298
	Paramount Global	5.900%	10/15/40	1,337	1,565
	Paramount Global	4.850%	7/1/42	2,563	2,704
	Paramount Global	4.375%	3/15/43	568	568
	Paramount Global	5.850%	9/1/43	3,036	3,627
	Paramount Global	5.250%	4/1/44	467	513
	Paramount Global	4.900%	8/15/44	1,120	1,190
	Paramount Global	4.600%	1/15/45	701	714
	Paramount Global	4.950%	5/19/50	2,245	2,456
	Rogers Communications Inc.	7.500%	8/15/38	1,213	1,719
	Rogers Communications Inc.	4.500%	3/15/43	904	942
	Rogers Communications Inc.	5.450%	10/1/43	1,088	1,250
	Rogers Communications Inc.	5.000%	3/15/44	1,164	1,257
	Rogers Communications Inc.	4.300%	2/15/48	1,245	1,235
	Rogers Communications Inc.	4.350%	5/1/49	3,110	3,103
	Rogers Communications Inc.	3.700%	11/15/49	2,594	2,343
	Telefonica Emisiones SA	7.045%	6/20/36	4,069	5,279
	Telefonica Emisiones SA	4.665%	3/6/38	2,405	2,495
	Telefonica Emisiones SA	5.213%	3/8/47	5,483	5,958
	Telefonica Emisiones SA	4.895%	3/6/48	1,142	1,192
	Telefonica Emisiones SA	5.520%	3/1/49	2,955	3,333
	TELUS Corp.	3.400%	5/13/32	1,800	1,820
	TELUS Corp.	4.600%	11/16/48	1,487	1,666
	TELUS Corp.	4.300%	6/15/49	1,107	1,214
	Thomson Reuters Corp.	5.500%	8/15/35	1,225	1,480

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Thomson Reuters Corp.	5.850%	4/15/40	392	508
	Thomson Reuters Corp.	5.650%	11/23/43	1,185	1,518
	Time Warner Cable LLC	6.550%	5/1/37	2,839	3,406
	Time Warner Cable LLC	7.300%	7/1/38	3,089	3,883
	Time Warner Cable LLC	6.750%	6/15/39	3,425	4,143
	Time Warner Cable LLC	5.875%	11/15/40	3,238	3,612
	Time Warner Cable LLC	5.500%	9/1/41	608	647
	Time Warner Cable LLC	4.500%	9/15/42	3,170	2,998
	Time Warner Entertainment Co. LP	8.375%	7/15/33	4,011	5,439
²	T-Mobile USA Inc.	2.700%	3/15/32	2,000	1,880
	T-Mobile USA Inc.	4.375%	4/15/40	4,882	5,079
	T-Mobile USA Inc.	3.000%	2/15/41	3,170	2,763
	T-Mobile USA Inc.	4.500%	4/15/50	6,195	6,462
	T-Mobile USA Inc.	3.300%	2/15/51	6,808	5,932
²	T-Mobile USA Inc.	3.400%	10/15/52	5,900	5,216
	T-Mobile USA Inc.	3.600%	11/15/60	2,325	2,039
²	T-Mobile USA Inc.	3.600%	11/15/60	2,720	2,389
¹	TWDC Enterprises 18 Corp.	7.000%	3/1/32	1,598	2,140
	TWDC Enterprises 18 Corp.	4.375%	8/16/41	1,018	1,123
¹	TWDC Enterprises 18 Corp.	4.125%	12/1/41	681	728
¹	TWDC Enterprises 18 Corp.	3.700%	12/1/42	1,980	2,017
¹	TWDC Enterprises 18 Corp.	4.125%	6/1/44	1,094	1,178
¹	TWDC Enterprises 18 Corp.	3.000%	7/30/46	894	819
²	Verizon Communications Inc.	2.355%	3/15/32	10,000	9,342
	Verizon Communications Inc.	4.500%	8/10/33	7,770	8,639
	Verizon Communications Inc.	6.400%	9/15/33	405	524
	Verizon Communications Inc.	4.400%	11/1/34	5,528	6,077
	Verizon Communications Inc.	5.850%	9/15/35	200	252
	Verizon Communications Inc.	4.272%	1/15/36	5,755	6,308
	Verizon Communications Inc.	5.250%	3/16/37	3,745	4,508
	Verizon Communications Inc.	4.812%	3/15/39	3,915	4,562
	Verizon Communications Inc.	2.650%	11/20/40	5,996	5,208
	Verizon Communications Inc.	3.400%	3/22/41	12,605	12,137
	Verizon Communications Inc.	2.850%	9/3/41	2,055	1,839
	Verizon Communications Inc.	4.750%	11/1/41	150	169
	Verizon Communications Inc.	3.850%	11/1/42	635	642
	Verizon Communications Inc.	6.550%	9/15/43	185	263
	Verizon Communications Inc.	4.125%	8/15/46	2,403	2,527
	Verizon Communications Inc.	4.862%	8/21/46	8,353	10,029
	Verizon Communications Inc.	5.500%	3/16/47	853	1,090
	Verizon Communications Inc.	4.522%	9/15/48	4,794	5,440
	Verizon Communications Inc.	4.000%	3/22/50	1,459	1,503
	Verizon Communications Inc.	2.875%	11/20/50	4,990	4,269
	Verizon Communications Inc.	3.550%	3/22/51	13,105	12,682
	Verizon Communications Inc.	5.012%	8/21/54	420	510
	Verizon Communications Inc.	4.672%	3/15/55	360	418
	Verizon Communications Inc.	2.987%	10/30/56	10,641	9,072
	Verizon Communications Inc.	3.000%	11/20/60	4,849	4,028
	Verizon Communications Inc.	3.700%	3/22/61	8,410	8,024
	Vodafone Group plc	6.250%	11/30/32	821	1,017
	Vodafone Group plc	6.150%	2/27/37	3,168	3,937
	Vodafone Group plc	5.000%	5/30/38	2,354	2,670
	Vodafone Group plc	4.375%	2/19/43	2,582	2,669
	Vodafone Group plc	5.250%	5/30/48	6,459	7,504
	Vodafone Group plc	4.875%	6/19/49	3,270	3,638

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Vodafone Group plc	4.250%	9/17/50	3,524	3,610
	Vodafone Group plc	5.125%	6/19/59	2,020	2,313
	Walt Disney Co.	6.550%	3/15/33	1,908	2,501
	Walt Disney Co.	6.200%	12/15/34	3,248	4,192
	Walt Disney Co.	6.400%	12/15/35	2,237	2,984
	Walt Disney Co.	6.150%	3/1/37	1,067	1,391
	Walt Disney Co.	6.650%	11/15/37	2,957	4,011
	Walt Disney Co.	4.625%	3/23/40	572	652
	Walt Disney Co.	3.500%	5/13/40	2,775	2,768
	Walt Disney Co.	6.150%	2/15/41	610	817
	Walt Disney Co.	5.400%	10/1/43	1,456	1,817
	Walt Disney Co.	4.750%	9/15/44	2,789	3,207
	Walt Disney Co.	4.950%	10/15/45	1,205	1,433
	Walt Disney Co.	7.750%	12/1/45	325	522
	Walt Disney Co.	4.750%	11/15/46	1,046	1,232
	Walt Disney Co.	2.750%	9/1/49	3,394	2,964
	Walt Disney Co.	4.700%	3/23/50	4,150	4,930
	Walt Disney Co.	3.600%	1/13/51	3,745	3,791
	Walt Disney Co.	3.800%	5/13/60	3,623	3,749
					698,404
Consumer Discretionary (5.6%)
	Alibaba Group Holding Ltd.	4.500%	11/28/34	1,371	1,439
	Alibaba Group Holding Ltd.	4.000%	12/6/37	2,937	2,871
	Alibaba Group Holding Ltd.	2.700%	2/9/41	624	502
	Alibaba Group Holding Ltd.	4.200%	12/6/47	3,555	3,460
	Alibaba Group Holding Ltd.	3.150%	2/9/51	3,225	2,617
	Alibaba Group Holding Ltd.	4.400%	12/6/57	2,645	2,601
	Alibaba Group Holding Ltd.	3.250%	2/9/61	2,080	1,621
	Amazon.com Inc.	4.800%	12/5/34	1,046	1,259
	Amazon.com Inc.	3.875%	8/22/37	7,144	7,845
	Amazon.com Inc.	2.875%	5/12/41	1,868	1,778
	Amazon.com Inc.	4.950%	12/5/44	3,606	4,483
	Amazon.com Inc.	4.050%	8/22/47	9,844	11,067
	Amazon.com Inc.	2.500%	6/3/50	5,697	4,924
	Amazon.com Inc.	3.100%	5/12/51	4,948	4,781
	Amazon.com Inc.	4.250%	8/22/57	4,425	5,119
	Amazon.com Inc.	2.700%	6/3/60	4,141	3,540
	Amazon.com Inc.	3.250%	5/12/61	3,545	3,377
¹	American University	3.672%	4/1/49	1,161	1,239
	Aptiv plc	3.250%	3/1/32	850	853
	Aptiv plc	4.400%	10/1/46	390	402
	Aptiv plc	5.400%	3/15/49	877	1,027
	Aptiv plc	3.100%	12/1/51	3,005	2,538
	Aptiv plc	4.150%	5/1/52	2,200	2,205
	AutoNation Inc.	3.850%	3/1/32	1,500	1,516
	BorgWarner Inc.	4.375%	3/15/45	513	533
¹	Brown University in Providence in the State of Rhode Island & Providence Plant	2.924%	9/1/50	1,015	993
¹	California Endowment	2.498%	4/1/51	865	772
	California Institute of Technology	4.321%	8/1/45	820	975
	California Institute of Technology	4.700%	11/1/11	803	1,021
	California Institute of Technology	3.650%	9/1/19	1,140	1,083
	Claremont Mckenna College	3.775%	1/1/22	900	835
	Cleveland Clinic Foundation	4.858%	1/1/14	1,049	1,371
	Darden Restaurants Inc.	4.550%	2/15/48	665	678

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Dick's Sporting Goods Inc.	4.100%	1/15/52	1,600	1,396
¹	Duke University	2.682%	10/1/44	1,240	1,144
¹	Duke University	2.832%	10/1/55	1,620	1,491
	eBay Inc.	4.000%	7/15/42	1,567	1,579
	eBay Inc.	3.650%	5/10/51	2,315	2,193
¹	Emory University	2.969%	9/1/50	1,237	1,173
¹	Ford Foundation	2.415%	6/1/50	250	218
¹	Ford Foundation	2.815%	6/1/70	1,904	1,731
	General Motors Co.	5.000%	4/1/35	890	963
	General Motors Co.	6.600%	4/1/36	2,789	3,450
	General Motors Co.	5.150%	4/1/38	2,813	3,053
	General Motors Co.	6.250%	10/2/43	4,693	5,691
	General Motors Co.	5.200%	4/1/45	415	448
	General Motors Co.	6.750%	4/1/46	1,396	1,784
	General Motors Co.	5.400%	4/1/48	2,391	2,650
	General Motors Co.	5.950%	4/1/49	2,407	2,877
¹	George Washington University	4.300%	9/15/44	1,195	1,377
	George Washington University	4.868%	9/15/45	1,112	1,367
¹	George Washington University	4.126%	9/15/48	400	449
¹	Georgetown University	4.315%	4/1/49	587	651
¹	Georgetown University	2.943%	4/1/50	730	659
¹	Georgetown University	5.215%	10/1/18	811	1,046
	Harley-Davidson Inc.	4.625%	7/28/45	606	594
	Hasbro Inc.	6.350%	3/15/40	503	641
	Hasbro Inc.	5.100%	5/15/44	1,311	1,486
	Home Depot Inc.	5.875%	12/16/36	6,890	9,102
	Home Depot Inc.	3.300%	4/15/40	3,070	3,071
	Home Depot Inc.	5.400%	9/15/40	2,362	2,957
	Home Depot Inc.	5.950%	4/1/41	2,792	3,701
	Home Depot Inc.	4.200%	4/1/43	602	667
	Home Depot Inc.	4.875%	2/15/44	2,264	2,715
	Home Depot Inc.	4.400%	3/15/45	548	619
	Home Depot Inc.	4.250%	4/1/46	4,524	5,031
	Home Depot Inc.	3.900%	6/15/47	2,206	2,344
	Home Depot Inc.	4.500%	12/6/48	3,601	4,172
	Home Depot Inc.	3.125%	12/15/49	3,300	3,110
	Home Depot Inc.	3.350%	4/15/50	2,008	1,968
	Home Depot Inc.	2.375%	3/15/51	2,155	1,772
	Home Depot Inc.	2.750%	9/15/51	3,127	2,779
	Home Depot Inc.	3.500%	9/15/56	2,284	2,284
	JD.com Inc.	4.125%	1/14/50	695	640
¹	Johns Hopkins University	4.083%	7/1/53	847	1,010
¹	Johns Hopkins University	2.813%	1/1/60	865	788
	Kohl's Corp.	5.550%	7/17/45	995	1,017
	Lear Corp.	5.250%	5/15/49	1,330	1,491
	Lear Corp.	3.550%	1/15/52	725	629
	Leggett & Platt Inc.	3.500%	11/15/51	1,050	976
	Leland Stanford Junior University	3.647%	5/1/48	1,357	1,503
	Leland Stanford Junior University	2.413%	6/1/50	1,285	1,128
	Lowe's Cos. Inc.	5.500%	10/15/35	695	849
	Lowe's Cos. Inc.	5.000%	4/15/40	3,154	3,620
	Lowe's Cos. Inc.	2.800%	9/15/41	2,475	2,193
	Lowe's Cos. Inc.	4.650%	4/15/42	1,147	1,279
	Lowe's Cos. Inc.	4.250%	9/15/44	347	357
	Lowe's Cos. Inc.	4.375%	9/15/45	445	474

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Lowe's Cos. Inc.	3.700%	4/15/46	1,965	1,916
	Lowe's Cos. Inc.	4.050%	5/3/47	1,625	1,670
	Lowe's Cos. Inc.	4.550%	4/5/49	2,440	2,718
	Lowe's Cos. Inc.	5.125%	4/15/50	595	717
	Lowe's Cos. Inc.	3.000%	10/15/50	2,213	1,926
	Lowe's Cos. Inc.	3.500%	4/1/51	2,230	2,111
¹	Marriott International Inc.	3.500%	10/15/32	2,195	2,189
¹	Marriott International Inc.	2.750%	10/15/33	1,414	1,304
	Masco Corp.	4.500%	5/15/47	483	521
	Masco Corp.	3.125%	2/15/51	1,100	960
¹	Massachusetts Institute of Technology	3.959%	7/1/38	1,135	1,276
¹	Massachusetts Institute of Technology	2.989%	7/1/50	1,540	1,526
¹	Massachusetts Institute of Technology	2.294%	7/1/51	167	142
	Massachusetts Institute of Technology	5.600%	7/1/11	1,551	2,384
	Massachusetts Institute of Technology	4.678%	7/1/14	765	989
	Massachusetts Institute of Technology	3.885%	7/1/16	1,565	1,662
¹	McDonald's Corp.	4.700%	12/9/35	3,155	3,579
¹	McDonald's Corp.	6.300%	10/15/37	1,924	2,548
¹	McDonald's Corp.	6.300%	3/1/38	282	370
¹	McDonald's Corp.	5.700%	2/1/39	1,749	2,146
¹	McDonald's Corp.	4.875%	7/15/40	1,155	1,332
¹	McDonald's Corp.	3.700%	2/15/42	2,202	2,188
¹	McDonald's Corp.	3.625%	5/1/43	1,765	1,725
¹	McDonald's Corp.	4.600%	5/26/45	686	759
¹	McDonald's Corp.	4.875%	12/9/45	1,109	1,271
¹	McDonald's Corp.	4.450%	3/1/47	490	536
¹	McDonald's Corp.	4.450%	9/1/48	1,301	1,430
¹	McDonald's Corp.	3.625%	9/1/49	5,384	5,295
¹	McDonald's Corp.	4.200%	4/1/50	3,138	3,358
	MDC Holdings Inc.	6.000%	1/15/43	975	1,054
	MDC Holdings Inc.	3.966%	8/6/61	590	481
	NIKE Inc.	3.250%	3/27/40	2,408	2,403
	NIKE Inc.	3.625%	5/1/43	679	708
	NIKE Inc.	3.875%	11/1/45	1,829	1,980
	NIKE Inc.	3.375%	11/1/46	485	480
	NIKE Inc.	3.375%	3/27/50	3,940	4,014
¹	Northeastern University	2.894%	10/1/50	590	529
¹	Northwestern University	4.643%	12/1/44	720	853
¹	Northwestern University	2.640%	12/1/50	770	696
¹	Northwestern University	3.662%	12/1/57	1,182	1,351
	Owens Corning	7.000%	12/1/36	867	1,140
	Owens Corning	4.300%	7/15/47	772	807
	Owens Corning	4.400%	1/30/48	1,158	1,229
	President & Fellows of Harvard College	4.875%	10/15/40	708	897
	President & Fellows of Harvard College	3.150%	7/15/46	570	580
	President & Fellows of Harvard College	2.517%	10/15/50	1,532	1,378
	President & Fellows of Harvard College	3.300%	7/15/56	1,151	1,195
	PulteGroup Inc.	7.875%	6/15/32	1,009	1,364
	PulteGroup Inc.	6.375%	5/15/33	965	1,190
	PulteGroup Inc.	6.000%	2/15/35	400	481
¹	Rockefeller Foundation	2.492%	10/1/50	910	809
	Snap-on Inc.	4.100%	3/1/48	483	535
	Snap-on Inc.	3.100%	5/1/50	1,485	1,400
	Stanley Black & Decker Inc.	5.200%	9/1/40	515	622
	Stanley Black & Decker Inc.	4.850%	11/15/48	870	1,057

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Stanley Black & Decker Inc.	2.750%	11/15/50	1,382	1,184
	Starbucks Corp.	4.300%	6/15/45	522	546
	Starbucks Corp.	3.750%	12/1/47	2,519	2,442
	Starbucks Corp.	4.500%	11/15/48	572	621
	Starbucks Corp.	4.450%	8/15/49	2,146	2,307
	Starbucks Corp.	3.350%	3/12/50	1,250	1,137
	Starbucks Corp.	3.500%	11/15/50	3,125	2,933
	Tapestry Inc.	3.050%	3/15/32	1,200	1,143
	Thomas Jefferson University	3.847%	11/1/57	1,000	974
	TJX Cos. Inc.	4.500%	4/15/50	127	156
¹	Trustees of Boston College	3.129%	7/1/52	752	733
¹	Trustees of Boston University	4.061%	10/1/48	995	1,111
	Trustees of Princeton University	5.700%	3/1/39	910	1,227
¹	Trustees of Princeton University	2.516%	7/1/50	1,232	1,089
¹	Trustees of the University of Pennsylvania	2.396%	10/1/50	1,105	950
	Trustees of the University of Pennsylvania	4.674%	9/1/12	400	517
	Trustees of the University of Pennsylvania	3.610%	2/15/19	700	706
¹	University of Chicago	2.547%	4/1/50	1,230	1,077
	University of Chicago	3.000%	10/1/52	1,075	1,054
¹	University of Chicago	4.003%	10/1/53	800	897
¹	University of Notre Dame du Lac	3.438%	2/15/45	1,073	1,117
¹	University of Notre Dame du Lac	3.394%	2/15/48	739	771
¹	University of Southern California	3.028%	10/1/39	1,694	1,658
¹	University of Southern California	3.841%	10/1/47	535	592
	University of Southern California	2.805%	10/1/50	635	585
¹	University of Southern California	2.945%	10/1/51	945	911
	University of Southern California	5.250%	10/1/11	745	1,025
¹	University of Southern California	3.226%	10/1/20	735	686
	Whirlpool Corp.	4.500%	6/1/46	1,250	1,340
	Whirlpool Corp.	4.600%	5/15/50	1,240	1,352
¹	William Marsh Rice University	3.574%	5/15/45	1,170	1,245
¹	William Marsh Rice University	3.774%	5/15/55	358	406
¹	Yale University	2.402%	4/15/50	725	635
					300,590
Consumer Staples (7.4%)
	Altria Group Inc.	5.800%	2/14/39	2,737	3,002
	Altria Group Inc.	3.400%	2/4/41	3,415	2,826
	Altria Group Inc.	4.250%	8/9/42	2,006	1,830
	Altria Group Inc.	4.500%	5/2/43	4,157	3,899
	Altria Group Inc.	5.375%	1/31/44	3,370	3,525
	Altria Group Inc.	3.875%	9/16/46	3,310	2,843
	Altria Group Inc.	5.950%	2/14/49	4,273	4,777
	Altria Group Inc.	4.450%	5/6/50	1,702	1,566
	Altria Group Inc.	3.700%	2/4/51	3,000	2,451
	Altria Group Inc.	6.200%	2/14/59	410	463
	Altria Group Inc.	4.000%	2/4/61	1,130	940
¹	Anheuser-Busch Cos. LLC	4.700%	2/1/36	8,890	9,919
¹	Anheuser-Busch Cos. LLC	4.900%	2/1/46	21,543	24,473
	Anheuser-Busch InBev Finance Inc.	4.700%	2/1/36	2,836	3,161
	Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	2,629	2,682
	Anheuser-Busch InBev Finance Inc.	4.625%	2/1/44	1,422	1,552
	Anheuser-Busch InBev Finance Inc.	4.900%	2/1/46	4,780	5,359
	Anheuser-Busch InBev Worldwide Inc.	5.875%	6/15/35	1,090	1,337
	Anheuser-Busch InBev Worldwide Inc.	4.375%	4/15/38	5,620	6,030
	Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	1,367	2,081

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Anheuser-Busch InBev Worldwide Inc.	5.450%	1/23/39	3,589	4,276
	Anheuser-Busch InBev Worldwide Inc.	8.000%	11/15/39	2,402	3,608
	Anheuser-Busch InBev Worldwide Inc.	4.350%	6/1/40	2,135	2,277
	Anheuser-Busch InBev Worldwide Inc.	4.950%	1/15/42	1,771	2,021
	Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	4,251	4,197
	Anheuser-Busch InBev Worldwide Inc.	4.600%	4/15/48	6,699	7,358
	Anheuser-Busch InBev Worldwide Inc.	4.439%	10/6/48	3,317	3,552
	Anheuser-Busch InBev Worldwide Inc.	5.550%	1/23/49	7,005	8,673
	Anheuser-Busch InBev Worldwide Inc.	4.500%	6/1/50	2,485	2,737
	Anheuser-Busch InBev Worldwide Inc.	4.750%	4/15/58	3,458	3,830
	Anheuser-Busch InBev Worldwide Inc.	5.800%	1/23/59	3,496	4,488
	Anheuser-Busch InBev Worldwide Inc.	4.600%	6/1/60	2,352	2,557
	Archer-Daniels-Midland Co.	2.900%	3/1/32	1,500	1,518
	Archer-Daniels-Midland Co.	5.935%	10/1/32	310	394
	Archer-Daniels-Midland Co.	5.375%	9/15/35	720	904
	Archer-Daniels-Midland Co.	3.750%	9/15/47	1,297	1,400
	Archer-Daniels-Midland Co.	4.500%	3/15/49	1,818	2,185
	Archer-Daniels-Midland Co.	2.700%	9/15/51	1,164	1,046
	BAT Capital Corp.	4.390%	8/15/37	3,436	3,299
	BAT Capital Corp.	3.734%	9/25/40	300	260
	BAT Capital Corp.	4.540%	8/15/47	5,027	4,641
	BAT Capital Corp.	4.758%	9/6/49	2,580	2,453
	BAT Capital Corp.	5.282%	4/2/50	1,228	1,242
	BAT Capital Corp.	3.984%	9/25/50	3,196	2,749
	Brown-Forman Corp.	4.000%	4/15/38	763	827
	Brown-Forman Corp.	4.500%	7/15/45	721	830
	Campbell Soup Co.	4.800%	3/15/48	1,051	1,196
	Campbell Soup Co.	3.125%	4/24/50	1,195	1,047
	Church & Dwight Co. Inc.	3.950%	8/1/47	1,063	1,147
	Coca-Cola Co.	2.500%	6/1/40	990	898
	Coca-Cola Co.	2.875%	5/5/41	1,238	1,176
	Coca-Cola Co.	4.200%	3/25/50	1,608	1,851
	Coca-Cola Co.	2.600%	6/1/50	4,060	3,560
	Coca-Cola Co.	3.000%	3/5/51	1,330	1,264
	Coca-Cola Co.	2.500%	3/15/51	6,135	5,258
	Coca-Cola Co.	2.750%	6/1/60	1,630	1,421
	Coca-Cola Femsa SAB de CV	1.850%	9/1/32	1,386	1,210
	Coca-Cola Femsa SAB de CV	5.250%	11/26/43	1,104	1,322
¹	Colgate-Palmolive Co.	4.000%	8/15/45	1,063	1,198
¹	Colgate-Palmolive Co.	3.700%	8/1/47	539	592
	Conagra Brands Inc.	5.300%	11/1/38	2,455	2,831
	Conagra Brands Inc.	5.400%	11/1/48	1,399	1,694
	Constellation Brands Inc.	4.500%	5/9/47	1,677	1,763
	Constellation Brands Inc.	4.100%	2/15/48	1,012	1,010
	Constellation Brands Inc.	5.250%	11/15/48	2,033	2,366
	Constellation Brands Inc.	3.750%	5/1/50	420	401
	Costco Wholesale Corp.	1.750%	4/20/32	3,564	3,283
	Delhaize America LLC	9.000%	4/15/31	210	302
	Diageo Capital plc	2.125%	4/29/32	2,056	1,935
	Diageo Capital plc	5.875%	9/30/36	2,209	2,915
	Diageo Capital plc	3.875%	4/29/43	809	872
	Diageo Investment Corp.	7.450%	4/15/35	1,007	1,461
	Diageo Investment Corp.	4.250%	5/11/42	570	642
	Dollar General Corp.	4.125%	4/3/50	1,415	1,461
	Dollar Tree Inc.	3.375%	12/1/51	1,050	932

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Long-Term Corporate Bond Index Fund

	Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
Estee Lauder Cos. Inc.	6.000%	5/15/37	1,972	2,638
Estee Lauder Cos. Inc.	4.375%	6/15/45	948	1,091
Estee Lauder Cos. Inc.	4.150%	3/15/47	1,138	1,286
Estee Lauder Cos. Inc.	3.125%	12/1/49	815	795
Fomento Economico Mexicano SAB de CV	4.375%	5/10/43	316	335
Fomento Economico Mexicano SAB de CV	3.500%	1/16/50	5,218	4,903
General Mills Inc.	5.400%	6/15/40	650	797
General Mills Inc.	4.700%	4/17/48	400	472
General Mills Inc.	3.000%	2/1/51	3,021	2,736
Hershey Co.	3.375%	8/15/46	1,283	1,302
Hershey Co.	3.125%	11/15/49	971	951
Hormel Foods Corp.	3.050%	6/3/51	1,101	1,049
Ingredion Inc.	3.900%	6/1/50	625	636
J M Smucker Co.	2.125%	3/15/32	1,517	1,388
J M Smucker Co.	4.250%	3/15/35	2,330	2,515
J M Smucker Co.	2.750%	9/15/41	395	343
J M Smucker Co.	4.375%	3/15/45	691	747
J M Smucker Co.	3.550%	3/15/50	991	943
Kellogg Co.	4.500%	4/1/46	1,131	1,278
Keurig Dr Pepper Inc.	4.985%	5/25/38	802	916
Keurig Dr Pepper Inc.	4.500%	11/15/45	839	899
Keurig Dr Pepper Inc.	4.420%	12/15/46	2,524	2,699
Keurig Dr Pepper Inc.	5.085%	5/25/48	555	649
Keurig Dr Pepper Inc.	3.800%	5/1/50	1,455	1,431
Keurig Dr Pepper Inc.	3.350%	3/15/51	1,725	1,571
Kimberly-Clark Corp.	6.625%	8/1/37	2,098	2,969
Kimberly-Clark Corp.	5.300%	3/1/41	353	441
Kimberly-Clark Corp.	3.200%	7/30/46	1,415	1,382
Kimberly-Clark Corp.	3.900%	5/4/47	365	395
Kimberly-Clark Corp.	2.875%	2/7/50	1,734	1,623
Koninklijke Ahold Delhaize NV	5.700%	10/1/40	677	873
Kroger Co.	6.900%	4/15/38	391	530
Kroger Co.	5.400%	7/15/40	993	1,188
Kroger Co.	5.000%	4/15/42	1,673	1,932
Kroger Co.	5.150%	8/1/43	1,896	2,203
Kroger Co.	3.875%	10/15/46	1,323	1,331
Kroger Co.	4.450%	2/1/47	1,943	2,111
Kroger Co.	4.650%	1/15/48	999	1,118
Kroger Co.	3.950%	1/15/50	1,412	1,452
McCormick & Co. Inc.	4.200%	8/15/47	580	641
Mead Johnson Nutrition Co.	5.900%	11/1/39	845	1,123
Mead Johnson Nutrition Co.	4.600%	6/1/44	1,281	1,519
Molson Coors Beverage Co.	5.000%	5/1/42	2,700	2,953
Molson Coors Beverage Co.	4.200%	7/15/46	3,839	3,827
Mondelez International Inc.	1.875%	10/15/32	1,933	1,738
Mondelez International Inc.	2.625%	9/4/50	3,355	2,828
PepsiCo Inc.	3.500%	3/19/40	674	707
PepsiCo Inc.	2.625%	10/21/41	1,505	1,397
PepsiCo Inc.	4.000%	3/5/42	1,223	1,344
PepsiCo Inc.	3.600%	8/13/42	2,125	2,235
PepsiCo Inc.	4.250%	10/22/44	789	896
PepsiCo Inc.	4.450%	4/14/46	1,971	2,335
PepsiCo Inc.	3.450%	10/6/46	3,410	3,516
PepsiCo Inc.	4.000%	5/2/47	1,035	1,162
PepsiCo Inc.	3.375%	7/29/49	1,515	1,532

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	PepsiCo Inc.	2.875%	10/15/49	1,511	1,424
	PepsiCo Inc.	3.625%	3/19/50	2,176	2,326
	PepsiCo Inc.	2.750%	10/21/51	1,370	1,259
	PepsiCo Inc.	3.875%	3/19/60	1,570	1,753
	Philip Morris International Inc.	6.375%	5/16/38	3,276	4,242
	Philip Morris International Inc.	4.375%	11/15/41	1,974	2,048
	Philip Morris International Inc.	4.500%	3/20/42	1,650	1,745
	Philip Morris International Inc.	3.875%	8/21/42	1,397	1,368
	Philip Morris International Inc.	4.125%	3/4/43	3,232	3,246
	Philip Morris International Inc.	4.875%	11/15/43	1,844	2,035
	Philip Morris International Inc.	4.250%	11/10/44	1,095	1,129
	Procter & Gamble Co.	5.800%	8/15/34	289	379
	Procter & Gamble Co.	5.550%	3/5/37	375	499
	Procter & Gamble Co.	3.550%	3/25/40	1,885	2,018
	Procter & Gamble Co.	3.500%	10/25/47	1,505	1,620
	Procter & Gamble Co.	3.600%	3/25/50	1,376	1,515
	Reynolds American Inc.	5.700%	8/15/35	2,914	3,202
	Reynolds American Inc.	7.250%	6/15/37	805	997
	Reynolds American Inc.	6.150%	9/15/43	1,812	2,025
	Reynolds American Inc.	5.850%	8/15/45	4,693	5,064
	Sysco Corp.	5.375%	9/21/35	1,041	1,244
	Sysco Corp.	6.600%	4/1/40	2,712	3,627
	Sysco Corp.	4.850%	10/1/45	1,451	1,593
	Sysco Corp.	4.500%	4/1/46	1,881	1,999
	Sysco Corp.	4.450%	3/15/48	1,460	1,555
	Sysco Corp.	6.600%	4/1/50	1,999	2,772
	Sysco Corp.	3.150%	12/14/51	750	655
	Target Corp.	6.500%	10/15/37	1,322	1,857
	Target Corp.	7.000%	1/15/38	800	1,171
	Target Corp.	4.000%	7/1/42	2,035	2,255
	Target Corp.	3.625%	4/15/46	1,200	1,264
	Target Corp.	3.900%	11/15/47	1,885	2,074
	Target Corp.	2.950%	1/15/52	2,560	2,415
	Tyson Foods Inc.	4.875%	8/15/34	1,334	1,523
	Tyson Foods Inc.	5.150%	8/15/44	1,432	1,705
	Tyson Foods Inc.	4.550%	6/2/47	1,434	1,593
	Tyson Foods Inc.	5.100%	9/28/48	2,453	2,941
	Unilever Capital Corp.	5.900%	11/15/32	2,617	3,330
¹	Unilever Capital Corp.	2.625%	8/12/51	485	421
	Walgreens Boots Alliance Inc.	4.800%	11/18/44	2,293	2,506
	Walgreens Boots Alliance Inc.	4.100%	4/15/50	2,611	2,618
	Walmart Inc.	5.250%	9/1/35	760	967
	Walmart Inc.	6.200%	4/15/38	1,387	1,923
	Walmart Inc.	3.950%	6/28/38	3,599	4,014
	Walmart Inc.	5.625%	4/1/40	1,231	1,636
	Walmart Inc.	5.000%	10/25/40	1,188	1,487
	Walmart Inc.	5.625%	4/15/41	2,638	3,540
	Walmart Inc.	2.500%	9/22/41	831	761
	Walmart Inc.	4.000%	4/11/43	1,533	1,712
	Walmart Inc.	3.625%	12/15/47	1,930	2,074
	Walmart Inc.	4.050%	6/29/48	4,109	4,700
	Walmart Inc.	2.950%	9/24/49	2,224	2,138
	Walmart Inc.	2.650%	9/22/51	3,069	2,808
					397,489

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
Energy (8.8%)
	Baker Hughes Holdings LLC	5.125%	9/15/40	2,015	2,312
	Baker Hughes Holdings LLC	4.080%	12/15/47	3,201	3,241
	Boardwalk Pipelines LP	3.600%	9/1/32	1,000	990
	BP Capital Markets America Inc.	3.060%	6/17/41	2,384	2,141
	BP Capital Markets America Inc.	3.000%	2/24/50	5,215	4,454
	BP Capital Markets America Inc.	2.772%	11/10/50	4,950	4,033
	BP Capital Markets America Inc.	2.939%	6/4/51	4,050	3,409
	BP Capital Markets America Inc.	3.001%	3/17/52	2,862	2,435
	BP Capital Markets America Inc.	3.379%	2/8/61	4,892	4,312
	Burlington Resources LLC	5.950%	10/15/36	964	1,247
	Canadian Natural Resources Ltd.	6.450%	6/30/33	405	497
	Canadian Natural Resources Ltd.	5.850%	2/1/35	1,792	2,113
	Canadian Natural Resources Ltd.	6.500%	2/15/37	2,008	2,524
	Canadian Natural Resources Ltd.	6.250%	3/15/38	770	942
	Canadian Natural Resources Ltd.	6.750%	2/1/39	1,330	1,695
¹	Canadian Natural Resources Ltd.	4.950%	6/1/47	840	948
	Cenovus Energy Inc.	5.250%	6/15/37	1,475	1,641
	Cenovus Energy Inc.	6.800%	9/15/37	1,128	1,426
	Cenovus Energy Inc.	6.750%	11/15/39	3,058	3,836
	Cenovus Energy Inc.	5.400%	6/15/47	2,055	2,323
	Cenovus Energy Inc.	3.750%	2/15/52	1,833	1,654
²	Cheniere Corpus Christi Holdings LLC	2.742%	12/31/39	1,873	1,701
	Chevron Corp.	3.078%	5/11/50	1,028	990
	Chevron USA Inc.	5.250%	11/15/43	2,423	3,072
	Chevron USA Inc.	2.343%	8/12/50	1,245	1,036
	Columbia Pipeline Group Inc.	5.800%	6/1/45	1,422	1,713
	ConocoPhillips	5.900%	10/15/32	596	742
	ConocoPhillips	5.900%	5/15/38	2,118	2,741
	ConocoPhillips	6.500%	2/1/39	4,938	6,842
²	ConocoPhillips	4.875%	10/1/47	4,000	4,806
	ConocoPhillips Co.	4.300%	11/15/44	1,970	2,159
³	ConocoPhillips Co.	3.800%	3/15/52	2,500	2,538
	Continental Resources Inc.	4.900%	6/1/44	1,135	1,144
	Devon Energy Corp.	7.950%	4/15/32	1,732	2,353
	Devon Energy Corp.	5.600%	7/15/41	1,709	1,998
	Devon Energy Corp.	4.750%	5/15/42	2,100	2,252
	Devon Energy Corp.	5.000%	6/15/45	1,745	1,945
	Diamondback Energy Inc.	4.400%	3/24/51	1,930	2,000
²	Eastern Gas Transmission & Storage Inc.	4.800%	11/1/43	880	954
²	Eastern Gas Transmission & Storage Inc.	4.600%	12/15/44	630	681
²	Eastern Gas Transmission & Storage Inc.	3.900%	11/15/49	825	803
¹	Enbridge Energy Partners LP	7.500%	4/15/38	1,152	1,603
	Enbridge Energy Partners LP	5.500%	9/15/40	883	1,036
	Enbridge Energy Partners LP	7.375%	10/15/45	353	501
	Enbridge Inc.	2.500%	8/1/33	435	401
	Enbridge Inc.	4.500%	6/10/44	905	959
	Enbridge Inc.	5.500%	12/1/46	2,117	2,601
	Enbridge Inc.	4.000%	11/15/49	2,139	2,151
	Enbridge Inc.	3.400%	8/1/51	2,305	2,103
	Energy Transfer LP	4.900%	3/15/35	1,833	1,928
	Energy Transfer LP	6.625%	10/15/36	1,550	1,826
¹	Energy Transfer LP	5.800%	6/15/38	757	846
	Energy Transfer LP	7.500%	7/1/38	649	827
	Energy Transfer LP	6.050%	6/1/41	1,114	1,265

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Energy Transfer LP	6.500%	2/1/42	2,732	3,230
	Energy Transfer LP	6.100%	2/15/42	1,646	1,855
	Energy Transfer LP	4.950%	1/15/43	868	856
	Energy Transfer LP	5.150%	2/1/43	1,775	1,802
	Energy Transfer LP	5.950%	10/1/43	2,428	2,677
	Energy Transfer LP	5.300%	4/1/44	874	905
	Energy Transfer LP	5.000%	5/15/44	100	100
	Energy Transfer LP	5.150%	3/15/45	2,821	2,894
	Energy Transfer LP	5.350%	5/15/45	1,465	1,539
	Energy Transfer LP	6.125%	12/15/45	2,390	2,712
	Energy Transfer LP	5.300%	4/15/47	2,737	2,869
	Energy Transfer LP	5.400%	10/1/47	2,978	3,166
	Energy Transfer LP	6.000%	6/15/48	1,869	2,114
	Energy Transfer LP	6.250%	4/15/49	1,409	1,645
	Energy Transfer LP	5.000%	5/15/50	4,255	4,433
¹	Enterprise Products Operating LLC	6.875%	3/1/33	882	1,134
¹	Enterprise Products Operating LLC	6.650%	10/15/34	1,522	1,920
	Enterprise Products Operating LLC	7.550%	4/15/38	2,018	2,760
	Enterprise Products Operating LLC	6.125%	10/15/39	1,896	2,346
	Enterprise Products Operating LLC	6.450%	9/1/40	550	705
	Enterprise Products Operating LLC	5.950%	2/1/41	1,055	1,288
	Enterprise Products Operating LLC	5.700%	2/15/42	710	842
	Enterprise Products Operating LLC	4.850%	8/15/42	2,061	2,241
	Enterprise Products Operating LLC	4.450%	2/15/43	2,361	2,426
	Enterprise Products Operating LLC	4.850%	3/15/44	2,685	2,925
	Enterprise Products Operating LLC	5.100%	2/15/45	2,704	3,023
	Enterprise Products Operating LLC	4.900%	5/15/46	1,827	2,001
	Enterprise Products Operating LLC	4.250%	2/15/48	2,530	2,565
	Enterprise Products Operating LLC	4.800%	2/1/49	2,976	3,250
	Enterprise Products Operating LLC	4.200%	1/31/50	2,988	3,001
	Enterprise Products Operating LLC	3.700%	1/31/51	1,802	1,684
	Enterprise Products Operating LLC	3.200%	2/15/52	1,126	973
	Enterprise Products Operating LLC	3.300%	2/15/53	2,784	2,437
	Enterprise Products Operating LLC	4.950%	10/15/54	1,371	1,527
	Enterprise Products Operating LLC	3.950%	1/31/60	1,525	1,432
	EOG Resources Inc.	3.900%	4/1/35	1,353	1,455
	EOG Resources Inc.	4.950%	4/15/50	1,230	1,494
	Exxon Mobil Corp.	2.995%	8/16/39	1,663	1,584
	Exxon Mobil Corp.	4.227%	3/19/40	4,095	4,507
	Exxon Mobil Corp.	3.567%	3/6/45	3,517	3,517
	Exxon Mobil Corp.	4.114%	3/1/46	6,278	6,842
	Exxon Mobil Corp.	3.095%	8/16/49	4,794	4,488
	Exxon Mobil Corp.	4.327%	3/19/50	3,972	4,497
	Exxon Mobil Corp.	3.452%	4/15/51	4,665	4,624
	Halliburton Co.	4.850%	11/15/35	2,415	2,690
	Halliburton Co.	6.700%	9/15/38	2,873	3,697
	Halliburton Co.	7.450%	9/15/39	924	1,274
	Halliburton Co.	4.500%	11/15/41	1,745	1,806
	Halliburton Co.	4.750%	8/1/43	2,554	2,721
	Halliburton Co.	5.000%	11/15/45	3,209	3,581
	Hess Corp.	7.125%	3/15/33	1,480	1,881
	Hess Corp.	6.000%	1/15/40	682	811
	Hess Corp.	5.600%	2/15/41	3,240	3,734
	Hess Corp.	5.800%	4/1/47	1,188	1,420
	Kinder Morgan Energy Partners LP	7.750%	3/15/32	1,381	1,830

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Kinder Morgan Energy Partners LP	7.300%	8/15/33	481	617
	Kinder Morgan Energy Partners LP	5.800%	3/15/35	971	1,140
	Kinder Morgan Energy Partners LP	6.500%	2/1/37	1,668	2,066
¹	Kinder Morgan Energy Partners LP	6.950%	1/15/38	937	1,196
	Kinder Morgan Energy Partners LP	6.500%	9/1/39	1,543	1,870
	Kinder Morgan Energy Partners LP	6.550%	9/15/40	1,871	2,289
	Kinder Morgan Energy Partners LP	7.500%	11/15/40	1,869	2,499
	Kinder Morgan Energy Partners LP	5.625%	9/1/41	790	892
	Kinder Morgan Energy Partners LP	5.000%	8/15/42	1,090	1,147
	Kinder Morgan Energy Partners LP	4.700%	11/1/42	1,332	1,363
	Kinder Morgan Energy Partners LP	5.000%	3/1/43	1,193	1,265
	Kinder Morgan Energy Partners LP	5.500%	3/1/44	3,050	3,424
	Kinder Morgan Energy Partners LP	5.400%	9/1/44	2,272	2,534
	Kinder Morgan Inc.	5.300%	12/1/34	1,503	1,695
	Kinder Morgan Inc.	5.550%	6/1/45	2,751	3,153
	Kinder Morgan Inc.	5.050%	2/15/46	2,156	2,335
	Kinder Morgan Inc.	5.200%	3/1/48	1,236	1,376
	Kinder Morgan Inc.	3.250%	8/1/50	774	651
	Kinder Morgan Inc.	3.600%	2/15/51	1,850	1,659
	Magellan Midstream Partners LP	5.150%	10/15/43	595	656
	Magellan Midstream Partners LP	4.250%	9/15/46	430	426
	Magellan Midstream Partners LP	4.200%	10/3/47	2,092	2,056
	Magellan Midstream Partners LP	4.850%	2/1/49	555	595
	Magellan Midstream Partners LP	3.950%	3/1/50	2,812	2,662
	Marathon Oil Corp.	6.800%	3/15/32	479	589
	Marathon Oil Corp.	6.600%	10/1/37	2,732	3,440
	Marathon Oil Corp.	5.200%	6/1/45	1,018	1,126
	Marathon Petroleum Corp.	6.500%	3/1/41	922	1,173
	Marathon Petroleum Corp.	4.750%	9/15/44	2,131	2,253
	Marathon Petroleum Corp.	4.500%	4/1/48	1,335	1,380
	Marathon Petroleum Corp.	5.000%	9/15/54	1,060	1,140
	MPLX LP	4.500%	4/15/38	3,318	3,432
	MPLX LP	5.200%	3/1/47	1,287	1,418
	MPLX LP	5.200%	12/1/47	1,573	1,713
	MPLX LP	4.700%	4/15/48	1,221	1,265
	MPLX LP	5.500%	2/15/49	5,003	5,715
	MPLX LP	4.900%	4/15/58	1,719	1,772
	NOV Inc.	3.950%	12/1/42	1,885	1,701
	ONEOK Inc.	6.000%	6/15/35	1,085	1,248
	ONEOK Inc.	4.950%	7/13/47	1,485	1,558
	ONEOK Inc.	5.200%	7/15/48	1,928	2,100
	ONEOK Inc.	4.450%	9/1/49	1,750	1,723
	ONEOK Inc.	4.500%	3/15/50	855	845
	ONEOK Inc.	7.150%	1/15/51	1,040	1,380
	ONEOK Partners LP	6.650%	10/1/36	920	1,109
	ONEOK Partners LP	6.850%	10/15/37	1,920	2,374
	ONEOK Partners LP	6.125%	2/1/41	682	786
	ONEOK Partners LP	6.200%	9/15/43	1,050	1,213
	Ovintiv Inc.	6.500%	8/15/34	1,785	2,178
	Ovintiv Inc.	6.625%	8/15/37	1,400	1,710
	Ovintiv Inc.	6.500%	2/1/38	460	547
	Phillips 66	4.650%	11/15/34	1,468	1,638
	Phillips 66	5.875%	5/1/42	2,877	3,648
	Phillips 66	4.875%	11/15/44	3,990	4,543
	Phillips 66	3.300%	3/15/52	2,850	2,547

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	Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
Phillips 66 Partners LP	4.680%	2/15/45	757	816
Phillips 66 Partners LP	4.900%	10/1/46	1,695	1,882
Plains All American Pipeline LP	6.650%	1/15/37	1,279	1,511
Plains All American Pipeline LP	5.150%	6/1/42	1,671	1,671
Plains All American Pipeline LP	4.300%	1/31/43	1,092	993
Plains All American Pipeline LP	4.700%	6/15/44	1,150	1,094
Plains All American Pipeline LP	4.900%	2/15/45	1,217	1,180
Shell International Finance BV	4.125%	5/11/35	5,066	5,556
Shell International Finance BV	6.375%	12/15/38	3,177	4,317
Shell International Finance BV	5.500%	3/25/40	3,114	3,925
Shell International Finance BV	2.875%	11/26/41	1,325	1,219
Shell International Finance BV	3.625%	8/21/42	3,350	3,379
Shell International Finance BV	4.550%	8/12/43	3,145	3,588
Shell International Finance BV	4.375%	5/11/45	7,536	8,329
Shell International Finance BV	4.000%	5/10/46	4,692	4,974
Shell International Finance BV	3.750%	9/12/46	429	440
Shell International Finance BV	3.125%	11/7/49	1,982	1,839
Shell International Finance BV	3.250%	4/6/50	3,805	3,653
Shell International Finance BV	3.000%	11/26/51	2,095	1,908
Spectra Energy Partners LP	5.950%	9/25/43	1,787	2,244
Spectra Energy Partners LP	4.500%	3/15/45	1,518	1,579
Suncor Energy Inc.	5.350%	7/15/33	428	485
Suncor Energy Inc.	5.950%	12/1/34	2,196	2,609
Suncor Energy Inc.	5.950%	5/15/35	1,421	1,714
Suncor Energy Inc.	6.800%	5/15/38	1,059	1,379
Suncor Energy Inc.	6.500%	6/15/38	1,699	2,148
Suncor Energy Inc.	6.850%	6/1/39	849	1,118
Suncor Energy Inc.	4.000%	11/15/47	2,425	2,444
Suncor Energy Inc.	3.750%	3/4/51	1,360	1,304
Texas Eastern Transmission LP	7.000%	7/15/32	397	514
TotalEnergies Capital International SA	2.986%	6/29/41	1,334	1,234
TotalEnergies Capital International SA	3.461%	7/12/49	1,030	1,001
TotalEnergies Capital International SA	3.127%	5/29/50	7,911	7,311
TotalEnergies Capital International SA	3.386%	6/29/60	665	619
TransCanada PipeLines Ltd.	4.625%	3/1/34	1,815	1,986
TransCanada PipeLines Ltd.	5.600%	3/31/34	1,411	1,656
TransCanada PipeLines Ltd.	5.850%	3/15/36	2,195	2,662
TransCanada PipeLines Ltd.	6.200%	10/15/37	2,525	3,190
TransCanada PipeLines Ltd.	4.750%	5/15/38	880	963
TransCanada PipeLines Ltd.	7.250%	8/15/38	1,791	2,473
TransCanada PipeLines Ltd.	7.625%	1/15/39	1,305	1,863
TransCanada PipeLines Ltd.	6.100%	6/1/40	1,596	2,018
TransCanada PipeLines Ltd.	5.000%	10/16/43	2,098	2,376
TransCanada PipeLines Ltd.	4.875%	5/15/48	3,105	3,516
TransCanada PipeLines Ltd.	5.100%	3/15/49	890	1,046
Transcontinental Gas Pipe Line Co. LLC	5.400%	8/15/41	1,355	1,580
Transcontinental Gas Pipe Line Co. LLC	4.450%	8/1/42	900	953
Transcontinental Gas Pipe Line Co. LLC	4.600%	3/15/48	2,194	2,390
Transcontinental Gas Pipe Line Co. LLC	3.950%	5/15/50	1,943	1,935
Valero Energy Corp.	7.500%	4/15/32	1,598	2,083
Valero Energy Corp.	6.625%	6/15/37	2,952	3,750
Valero Energy Corp.	4.900%	3/15/45	680	735
Valero Energy Corp.	3.650%	12/1/51	2,050	1,843
Valero Energy Corp.	4.000%	6/1/52	1,400	1,336
Williams Cos. Inc.	8.750%	3/15/32	836	1,176

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Williams Cos. Inc.	6.300%	4/15/40	1,348	1,665
	Williams Cos. Inc.	5.800%	11/15/43	628	743
	Williams Cos. Inc.	5.400%	3/4/44	566	636
	Williams Cos. Inc.	5.750%	6/24/44	1,272	1,499
	Williams Cos. Inc.	4.900%	1/15/45	2,376	2,559
	Williams Cos. Inc.	5.100%	9/15/45	1,107	1,225
	Williams Cos. Inc.	4.850%	3/1/48	2,112	2,296
	Williams Cos. Inc.	3.500%	10/15/51	1,491	1,330
					472,710
Financials (14.8%)
	AerCap Ireland Capital DAC	3.400%	10/29/33	5,101	4,813
	AerCap Ireland Capital DAC	3.850%	10/29/41	2,575	2,368
	Aflac Inc.	4.000%	10/15/46	1,403	1,488
	Aflac Inc.	4.750%	1/15/49	1,739	2,081
	Alleghany Corp.	4.900%	9/15/44	682	754
	Alleghany Corp.	3.250%	8/15/51	810	694
	Allstate Corp.	5.350%	6/1/33	879	1,059
	Allstate Corp.	5.550%	5/9/35	711	871
	Allstate Corp.	4.500%	6/15/43	1,193	1,347
	Allstate Corp.	4.200%	12/15/46	1,490	1,636
	Allstate Corp.	3.850%	8/10/49	2,860	3,001
¹	Allstate Corp.	6.500%	5/15/57	670	837
	American Express Co.	4.050%	12/3/42	3,127	3,434
	American Financial Group Inc.	4.500%	6/15/47	433	465
	American International Group Inc.	3.875%	1/15/35	1,147	1,200
	American International Group Inc.	4.700%	7/10/35	2,905	3,279
	American International Group Inc.	6.250%	5/1/36	1,615	2,101
	American International Group Inc.	4.500%	7/16/44	3,767	4,177
	American International Group Inc.	4.800%	7/10/45	478	551
	American International Group Inc.	4.750%	4/1/48	610	707
	American International Group Inc.	4.375%	6/30/50	1,805	2,008
	American International Group Inc.	4.375%	1/15/55	4,090	4,452
	Aon Corp.	6.250%	9/30/40	844	1,119
	Aon Corp.	2.900%	8/23/51	1,500	1,288
	Aon Corp.	3.900%	2/28/52	750	754
	Aon plc	4.600%	6/14/44	453	498
	Aon plc	4.750%	5/15/45	2,000	2,224
	Arch Capital Finance LLC	5.031%	12/15/46	693	807
	Arch Capital Group Ltd.	7.350%	5/1/34	767	1,051
	Arch Capital Group Ltd.	3.635%	6/30/50	2,208	2,115
	Arch Capital Group US Inc.	5.144%	11/1/43	1,160	1,376
	Arthur J Gallagher & Co.	3.500%	5/20/51	1,895	1,774
	Arthur J Gallagher & Co.	3.050%	3/9/52	530	451
	Assured Guaranty US Holdings Inc.	3.600%	9/15/51	755	687
	Athene Holding Ltd.	3.950%	5/25/51	2,087	1,995
	Athene Holding Ltd.	3.450%	5/15/52	1,400	1,224
	Bank of America Corp.	6.110%	1/29/37	4,452	5,601
¹	Bank of America Corp.	4.244%	4/24/38	2,906	3,172
	Bank of America Corp.	7.750%	5/14/38	3,238	4,699
¹	Bank of America Corp.	4.078%	4/23/40	3,997	4,233
¹	Bank of America Corp.	2.676%	6/19/41	8,547	7,507
¹	Bank of America Corp.	5.875%	2/7/42	2,709	3,516
	Bank of America Corp.	3.311%	4/22/42	7,445	7,143
¹	Bank of America Corp.	5.000%	1/21/44	6,589	7,754
¹	Bank of America Corp.	4.875%	4/1/44	902	1,048

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	Bank of America Corp.	4.750%	4/21/45	1,021	1,150
¹	Bank of America Corp.	4.443%	1/20/48	6,735	7,541
¹	Bank of America Corp.	3.946%	1/23/49	3,394	3,546
¹	Bank of America Corp.	4.330%	3/15/50	5,305	5,887
¹	Bank of America Corp.	4.083%	3/20/51	13,172	14,161
¹	Bank of America Corp.	2.831%	10/24/51	1,590	1,386
¹	Bank of America Corp.	3.483%	3/13/52	2,200	2,144
	Bank of America Corp.	2.972%	7/21/52	4,033	3,590
¹	Bank of America NA	6.000%	10/15/36	2,744	3,493
	Barclays plc	3.811%	3/10/42	1,260	1,177
	Barclays plc	3.330%	11/24/42	1,495	1,365
	Barclays plc	5.250%	8/17/45	2,456	2,881
	Barclays plc	4.950%	1/10/47	4,097	4,628
	Berkshire Hathaway Finance Corp.	5.750%	1/15/40	1,339	1,752
	Berkshire Hathaway Finance Corp.	4.400%	5/15/42	3,349	3,738
	Berkshire Hathaway Finance Corp.	4.300%	5/15/43	2,625	2,909
	Berkshire Hathaway Finance Corp.	4.200%	8/15/48	5,459	6,028
	Berkshire Hathaway Finance Corp.	4.250%	1/15/49	3,239	3,606
	Berkshire Hathaway Finance Corp.	2.850%	10/15/50	2,667	2,343
	Berkshire Hathaway Finance Corp.	2.500%	1/15/51	1,185	984
	Berkshire Hathaway Inc.	4.500%	2/11/43	1,330	1,523
	Brighthouse Financial Inc.	4.700%	6/22/47	1,798	1,797
	Brighthouse Financial Inc.	3.850%	12/22/51	1,200	1,048
	Brookfield Finance Inc.	4.700%	9/20/47	1,714	1,876
	Brookfield Finance Inc.	3.500%	3/30/51	1,625	1,486
	Brookfield Finance Inc.	3.625%	2/15/52	1,025	950
	Brookfield Finance LLC	3.450%	4/15/50	1,125	1,017
	Chubb Corp.	6.000%	5/11/37	1,966	2,600
¹	Chubb Corp.	6.500%	5/15/38	850	1,175
	Chubb INA Holdings Inc.	6.700%	5/15/36	1,958	2,719
	Chubb INA Holdings Inc.	4.150%	3/13/43	2,472	2,709
	Chubb INA Holdings Inc.	4.350%	11/3/45	1,459	1,652
	Chubb INA Holdings Inc.	2.850%	12/15/51	1,300	1,160
	Chubb INA Holdings Inc.	3.050%	12/15/61	1,625	1,453
	CI Financial Corp.	4.100%	6/15/51	2,045	1,946
	Cincinnati Financial Corp.	6.125%	11/1/34	774	998
	Citigroup Inc.	6.625%	6/15/32	3,460	4,338
	Citigroup Inc.	5.875%	2/22/33	1,105	1,318
	Citigroup Inc.	6.000%	10/31/33	2,253	2,740
	Citigroup Inc.	6.125%	8/25/36	1,700	2,147
¹	Citigroup Inc.	3.878%	1/24/39	1,182	1,235
	Citigroup Inc.	8.125%	7/15/39	3,061	4,794
¹	Citigroup Inc.	5.316%	3/26/41	1,567	1,898
	Citigroup Inc.	5.875%	1/30/42	4,112	5,294
	Citigroup Inc.	2.904%	11/3/42	1,885	1,700
	Citigroup Inc.	6.675%	9/13/43	1,079	1,492
	Citigroup Inc.	5.300%	5/6/44	1,265	1,489
	Citigroup Inc.	4.650%	7/30/45	3,753	4,253
	Citigroup Inc.	4.750%	5/18/46	4,640	5,169
¹	Citigroup Inc.	4.281%	4/24/48	2,573	2,834
	Citigroup Inc.	4.650%	7/23/48	3,813	4,452
	Citizens Financial Group Inc.	2.638%	9/30/32	683	636
	CME Group Inc.	5.300%	9/15/43	1,401	1,790
	CME Group Inc.	4.150%	6/15/48	1,947	2,229
¹	Cooperatieve Rabobank UA	5.250%	5/24/41	4,289	5,540

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Cooperatieve Rabobank UA	5.750%	12/1/43	2,410	3,059
	Cooperatieve Rabobank UA	5.250%	8/4/45	2,844	3,402
	Credit Suisse Group AG	4.875%	5/15/45	4,469	4,918
	Credit Suisse USA Inc.	7.125%	7/15/32	419	556
	Equitable Holdings Inc.	5.000%	4/20/48	3,512	3,923
	Everest Reinsurance Holdings Inc.	4.868%	6/1/44	1,268	1,464
	Everest Reinsurance Holdings Inc.	3.500%	10/15/50	1,763	1,655
	Everest Reinsurance Holdings Inc.	3.125%	10/15/52	2,020	1,766
	Fidelity National Financial Inc.	3.200%	9/17/51	915	774
	Fifth Third Bancorp	8.250%	3/1/38	2,111	3,204
¹	First Republic Bank	4.375%	8/1/46	1,425	1,606
	Franklin Resources Inc.	2.950%	8/12/51	710	614
	GATX Corp.	5.200%	3/15/44	797	920
	GATX Corp.	3.100%	6/1/51	880	762
	GE Capital Funding LLC	4.550%	5/15/32	1,370	1,527
	GE Capital International Funding Co. Unlimited Co.	4.418%	11/15/35	16,143	18,191
	Global Payments Inc.	4.150%	8/15/49	2,425	2,392
	Goldman Sachs Capital I	6.345%	2/15/34	1,311	1,639
	Goldman Sachs Group Inc.	6.125%	2/15/33	2,833	3,512
	Goldman Sachs Group Inc.	6.450%	5/1/36	1,715	2,186
	Goldman Sachs Group Inc.	6.750%	10/1/37	13,306	17,479
¹	Goldman Sachs Group Inc.	4.017%	10/31/38	8,218	8,661
¹	Goldman Sachs Group Inc.	4.411%	4/23/39	3,473	3,758
	Goldman Sachs Group Inc.	6.250%	2/1/41	3,679	4,832
	Goldman Sachs Group Inc.	3.210%	4/22/42	5,772	5,377
	Goldman Sachs Group Inc.	2.908%	7/21/42	505	451
	Goldman Sachs Group Inc.	3.436%	2/24/43	5,060	4,864
¹	Goldman Sachs Group Inc.	4.800%	7/8/44	5,888	6,753
	Goldman Sachs Group Inc.	5.150%	5/22/45	4,446	5,218
	Goldman Sachs Group Inc.	4.750%	10/21/45	1,696	1,935
	Hartford Financial Services Group Inc.	5.950%	10/15/36	619	781
	Hartford Financial Services Group Inc.	6.100%	10/1/41	971	1,282
	Hartford Financial Services Group Inc.	4.300%	4/15/43	1,198	1,261
	Hartford Financial Services Group Inc.	4.400%	3/15/48	773	860
	Hartford Financial Services Group Inc.	3.600%	8/19/49	1,493	1,456
	Hartford Financial Services Group Inc.	2.900%	9/15/51	1,330	1,125
¹	HSBC Bank USA NA	5.875%	11/1/34	665	798
¹	HSBC Bank USA NA	5.625%	8/15/35	865	1,022
¹	HSBC Bank USA NA	7.000%	1/15/39	1,651	2,363
¹	HSBC Holdings plc	7.625%	5/17/32	796	1,039
	HSBC Holdings plc	6.500%	5/2/36	4,989	6,283
	HSBC Holdings plc	6.500%	9/15/37	5,965	7,611
	HSBC Holdings plc	6.800%	6/1/38	3,311	4,329
	HSBC Holdings plc	6.100%	1/14/42	1,481	1,955
	HSBC Holdings plc	5.250%	3/14/44	2,968	3,410
	Intercontinental Exchange Inc.	1.850%	9/15/32	2,190	1,958
	Intercontinental Exchange Inc.	2.650%	9/15/40	2,800	2,485
	Intercontinental Exchange Inc.	4.250%	9/21/48	4,001	4,426
	Intercontinental Exchange Inc.	3.000%	6/15/50	2,841	2,533
	Intercontinental Exchange Inc.	3.000%	9/15/60	1,000	857
	Invesco Finance plc	5.375%	11/30/43	783	934
²	Jackson Financial Inc.	4.000%	11/23/51	300	271
	Jefferies Group LLC	2.750%	10/15/32	1,545	1,428
	Jefferies Group LLC	6.250%	1/15/36	1,089	1,340
	Jefferies Group LLC	6.500%	1/20/43	534	673

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	JPMorgan Chase & Co.	1.953%	2/4/32	85	78
	JPMorgan Chase & Co.	6.400%	5/15/38	5,567	7,468
¹	JPMorgan Chase & Co.	3.882%	7/24/38	5,074	5,376
	JPMorgan Chase & Co.	5.500%	10/15/40	4,230	5,258
¹	JPMorgan Chase & Co.	3.109%	4/22/41	3,373	3,192
	JPMorgan Chase & Co.	5.600%	7/15/41	2,852	3,594
	JPMorgan Chase & Co.	2.525%	11/19/41	1,195	1,033
	JPMorgan Chase & Co.	5.400%	1/6/42	2,967	3,678
	JPMorgan Chase & Co.	3.157%	4/22/42	3,448	3,262
	JPMorgan Chase & Co.	5.625%	8/16/43	3,214	4,047
	JPMorgan Chase & Co.	4.850%	2/1/44	3,676	4,360
	JPMorgan Chase & Co.	4.950%	6/1/45	1,651	1,937
¹	JPMorgan Chase & Co.	4.260%	2/22/48	5,526	6,050
¹	JPMorgan Chase & Co.	4.032%	7/24/48	4,151	4,423
¹	JPMorgan Chase & Co.	3.964%	11/15/48	7,803	8,276
¹	JPMorgan Chase & Co.	3.897%	1/23/49	4,468	4,655
¹	JPMorgan Chase & Co.	3.109%	4/22/51	5,585	5,174
	JPMorgan Chase & Co.	3.328%	4/22/52	7,395	7,124
	Legg Mason Inc.	5.625%	1/15/44	1,208	1,506
	Lincoln National Corp.	6.300%	10/9/37	1,289	1,686
	Lincoln National Corp.	7.000%	6/15/40	1,348	1,880
	Lincoln National Corp.	4.350%	3/1/48	906	986
	Lloyds Banking Group plc	5.300%	12/1/45	860	992
	Lloyds Banking Group plc	4.344%	1/9/48	4,457	4,554
	Loews Corp.	4.125%	5/15/43	2,031	2,145
	Manulife Financial Corp.	5.375%	3/4/46	475	605
	Markel Corp.	5.000%	4/5/46	610	711
	Markel Corp.	4.300%	11/1/47	865	925
	Markel Corp.	5.000%	5/20/49	1,258	1,465
	Markel Corp.	4.150%	9/17/50	1,662	1,739
	Markel Corp.	3.450%	5/7/52	990	923
	Marsh & McLennan Cos. Inc.	5.875%	8/1/33	1,548	1,925
	Marsh & McLennan Cos. Inc.	4.750%	3/15/39	1,946	2,245
	Marsh & McLennan Cos. Inc.	4.350%	1/30/47	1,918	2,137
	Marsh & McLennan Cos. Inc.	4.200%	3/1/48	160	172
	Marsh & McLennan Cos. Inc.	4.900%	3/15/49	1,749	2,096
	Marsh & McLennan Cos. Inc.	2.900%	12/15/51	945	831
	Mastercard Inc.	3.800%	11/21/46	1,904	2,038
	Mastercard Inc.	3.950%	2/26/48	2,475	2,708
	Mastercard Inc.	3.650%	6/1/49	744	786
	Mastercard Inc.	3.850%	3/26/50	3,481	3,780
	Mastercard Inc.	2.950%	3/15/51	2,215	2,103
	MetLife Inc.	6.500%	12/15/32	1,479	1,941
	MetLife Inc.	6.375%	6/15/34	930	1,220
	MetLife Inc.	5.700%	6/15/35	2,616	3,283
¹	MetLife Inc.	6.400%	12/15/36	813	919
¹	MetLife Inc.	10.750%	8/1/39	526	818
	MetLife Inc.	5.875%	2/6/41	3,446	4,488
	MetLife Inc.	4.125%	8/13/42	1,998	2,144
	MetLife Inc.	4.875%	11/13/43	2,093	2,496
	MetLife Inc.	4.721%	12/15/44	1,517	1,764
	MetLife Inc.	4.050%	3/1/45	2,311	2,514
	MetLife Inc.	4.600%	5/13/46	920	1,084
	Mitsubishi UFJ Financial Group Inc.	4.286%	7/26/38	1,273	1,414
	Mitsubishi UFJ Financial Group Inc.	4.153%	3/7/39	1,444	1,584

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Mitsubishi UFJ Financial Group Inc.	3.751%	7/18/39	3,445	3,599
	Morgan Stanley	7.250%	4/1/32	1,645	2,204
¹	Morgan Stanley	3.971%	7/22/38	5,884	6,190
¹	Morgan Stanley	4.457%	4/22/39	2,648	2,904
	Morgan Stanley	3.217%	4/22/42	6,953	6,632
	Morgan Stanley	6.375%	7/24/42	2,459	3,354
	Morgan Stanley	4.300%	1/27/45	4,319	4,700
	Morgan Stanley	4.375%	1/22/47	7,031	7,810
¹	Morgan Stanley	5.597%	3/24/51	2,943	3,927
¹	Morgan Stanley	2.802%	1/25/52	3,919	3,423
	Nasdaq Inc.	2.500%	12/21/40	1,083	911
	Nasdaq Inc.	3.250%	4/28/50	1,345	1,219
¹	Nationwide Financial Services Inc.	6.750%	5/15/37	826	943
	Old Republic International Corp.	3.850%	6/11/51	1,425	1,344
	PayPal Holdings Inc.	3.250%	6/1/50	1,425	1,335
	Principal Financial Group Inc.	6.050%	10/15/36	365	482
	Principal Financial Group Inc.	4.625%	9/15/42	947	1,082
	Principal Financial Group Inc.	4.350%	5/15/43	979	1,080
	Principal Financial Group Inc.	4.300%	11/15/46	1,025	1,143
	Progressive Corp.	6.625%	3/1/29	1	1
	Progressive Corp.	6.250%	12/1/32	1,149	1,492
	Progressive Corp.	4.350%	4/25/44	1,990	2,232
	Progressive Corp.	3.700%	1/26/45	1,560	1,599
	Progressive Corp.	4.125%	4/15/47	1,499	1,638
	Progressive Corp.	4.200%	3/15/48	1,483	1,633
	Progressive Corp.	3.950%	3/26/50	1,350	1,444
¹	Prudential Financial Inc.	5.700%	12/14/36	725	921
¹	Prudential Financial Inc.	6.625%	12/1/37	866	1,175
¹	Prudential Financial Inc.	3.000%	3/10/40	625	587
¹	Prudential Financial Inc.	6.625%	6/21/40	860	1,174
¹	Prudential Financial Inc.	6.200%	11/15/40	545	708
¹	Prudential Financial Inc.	5.100%	8/15/43	516	576
¹	Prudential Financial Inc.	4.600%	5/15/44	1,783	2,028
	Prudential Financial Inc.	3.905%	12/7/47	2,850	2,971
¹	Prudential Financial Inc.	4.418%	3/27/48	2,662	2,983
	Prudential Financial Inc.	3.935%	12/7/49	2,791	2,932
¹	Prudential Financial Inc.	4.350%	2/25/50	1,630	1,837
¹	Prudential Financial Inc.	3.700%	3/13/51	990	1,002
	Raymond James Financial Inc.	4.950%	7/15/46	2,027	2,332
	Raymond James Financial Inc.	3.750%	4/1/51	1,023	1,018
¹	Regions Bank	6.450%	6/26/37	1,110	1,453
	Regions Financial Corp.	7.375%	12/10/37	600	839
	Selective Insurance Group Inc.	5.375%	3/1/49	685	784
	Sumitomo Mitsui Financial Group Inc.	2.296%	1/12/41	1,265	1,070
	Sumitomo Mitsui Financial Group Inc.	2.930%	9/17/41	1,470	1,324
	Transatlantic Holdings Inc.	8.000%	11/30/39	828	1,228
	Travelers Cos. Inc.	6.750%	6/20/36	1,440	1,991
¹	Travelers Cos. Inc.	6.250%	6/15/37	590	791
	Travelers Cos. Inc.	5.350%	11/1/40	1,392	1,751
	Travelers Cos. Inc.	4.300%	8/25/45	2,118	2,388
	Travelers Cos. Inc.	3.750%	5/15/46	484	502
	Travelers Cos. Inc.	4.000%	5/30/47	1,066	1,147
	Travelers Cos. Inc.	4.050%	3/7/48	1,716	1,865
	Travelers Cos. Inc.	4.100%	3/4/49	830	914
	Travelers Cos. Inc.	2.550%	4/27/50	960	821

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Travelers Cos. Inc.	3.050%	6/8/51	2,390	2,228
	Travelers Property Casualty Corp.	6.375%	3/15/33	318	417
	Unum Group	5.750%	8/15/42	1,034	1,152
	Unum Group	4.500%	12/15/49	1,603	1,547
	Unum Group	4.125%	6/15/51	841	763
	Visa Inc.	4.150%	12/14/35	4,227	4,741
	Visa Inc.	2.700%	4/15/40	1,310	1,232
	Visa Inc.	4.300%	12/14/45	7,394	8,562
	Visa Inc.	3.650%	9/15/47	1,720	1,823
	Visa Inc.	2.000%	8/15/50	3,009	2,397
	Voya Financial Inc.	5.700%	7/15/43	592	745
	Voya Financial Inc.	4.800%	6/15/46	987	1,143
	W R Berkley Corp.	4.750%	8/1/44	1,511	1,716
	W R Berkley Corp.	4.000%	5/12/50	540	550
	W R Berkley Corp.	3.150%	9/30/61	1,325	1,100
	Wachovia Corp.	7.500%	4/15/35	515	694
	Wachovia Corp.	5.500%	8/1/35	1,468	1,736
¹	Wells Fargo & Co.	3.068%	4/30/41	9,811	9,152
	Wells Fargo & Co.	5.375%	11/2/43	4,939	5,902
	Wells Fargo & Co.	5.606%	1/15/44	6,880	8,432
¹	Wells Fargo & Co.	4.650%	11/4/44	5,109	5,596
	Wells Fargo & Co.	3.900%	5/1/45	3,960	4,108
¹	Wells Fargo & Co.	4.900%	11/17/45	5,769	6,543
¹	Wells Fargo & Co.	4.400%	6/14/46	3,392	3,636
¹	Wells Fargo & Co.	4.750%	12/7/46	2,603	2,928
¹	Wells Fargo & Co.	5.013%	4/4/51	9,083	11,199
	Wells Fargo Bank NA	5.950%	8/26/36	1,402	1,768
¹	Wells Fargo Bank NA	5.850%	2/1/37	1,403	1,737
¹	Wells Fargo Bank NA	6.600%	1/15/38	3,793	5,140
	Western Union Co.	6.200%	11/17/36	1,487	1,681
	Westpac Banking Corp.	4.421%	7/24/39	2,826	3,053
	Westpac Banking Corp.	2.963%	11/16/40	1,433	1,261
	Westpac Banking Corp.	3.133%	11/18/41	2,750	2,473
	Willis North America Inc.	5.050%	9/15/48	1,354	1,549
	Willis North America Inc.	3.875%	9/15/49	1,762	1,724
	XLIT Ltd.	5.250%	12/15/43	512	656
	XLIT Ltd.	5.500%	3/31/45	1,035	1,286
					794,398
Health Care (14.5%)
	Abbott Laboratories	4.750%	11/30/36	3,670	4,372
	Abbott Laboratories	6.150%	11/30/37	1,362	1,861
	Abbott Laboratories	6.000%	4/1/39	1,090	1,455
	Abbott Laboratories	5.300%	5/27/40	1,828	2,288
	Abbott Laboratories	4.750%	4/15/43	1,308	1,551
	Abbott Laboratories	4.900%	11/30/46	6,178	7,633
	AbbVie Inc.	4.550%	3/15/35	2,601	2,886
	AbbVie Inc.	4.500%	5/14/35	5,090	5,647
	AbbVie Inc.	4.300%	5/14/36	4,814	5,244
	AbbVie Inc.	4.050%	11/21/39	7,156	7,513
	AbbVie Inc.	4.625%	10/1/42	2,925	3,204
	AbbVie Inc.	4.400%	11/6/42	4,281	4,625
	AbbVie Inc.	4.850%	6/15/44	1,760	1,990
	AbbVie Inc.	4.750%	3/15/45	2,322	2,582
	AbbVie Inc.	4.700%	5/14/45	4,645	5,162
	AbbVie Inc.	4.450%	5/14/46	5,822	6,284

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	AbbVie Inc.	4.875%	11/14/48	4,230	4,868
	AbbVie Inc.	4.250%	11/21/49	11,279	11,987
	Adventist Health System	3.630%	3/1/49	955	988
	Advocate Health & Hospitals Corp.	4.272%	8/15/48	544	619
	Advocate Health & Hospitals Corp.	3.387%	10/15/49	740	735
¹	Advocate Health & Hospitals Corp.	3.008%	6/15/50	1,963	1,853
	Aetna Inc.	6.625%	6/15/36	899	1,197
	Aetna Inc.	6.750%	12/15/37	522	707
	Aetna Inc.	4.500%	5/15/42	625	671
	Aetna Inc.	4.125%	11/15/42	2,407	2,468
	Aetna Inc.	4.750%	3/15/44	1,763	1,965
	Aetna Inc.	3.875%	8/15/47	646	651
	AHS Hospital Corp.	5.024%	7/1/45	948	1,169
¹	AHS Hospital Corp.	2.780%	7/1/51	1,230	1,058
¹	Allina Health System	3.887%	4/15/49	617	657
¹	Allina Health System	2.902%	11/15/51	400	358
	AmerisourceBergen Corp.	4.250%	3/1/45	1,675	1,734
	AmerisourceBergen Corp.	4.300%	12/15/47	1,021	1,072
	Amgen Inc.	6.400%	2/1/39	985	1,332
	Amgen Inc.	3.150%	2/21/40	3,895	3,625
	Amgen Inc.	5.750%	3/15/40	344	428
	Amgen Inc.	2.800%	8/15/41	3,048	2,676
	Amgen Inc.	4.950%	10/1/41	2,281	2,620
	Amgen Inc.	5.150%	11/15/41	712	827
	Amgen Inc.	5.650%	6/15/42	870	1,082
	Amgen Inc.	4.400%	5/1/45	4,545	4,857
	Amgen Inc.	4.563%	6/15/48	3,351	3,675
	Amgen Inc.	3.375%	2/21/50	4,968	4,557
	Amgen Inc.	4.663%	6/15/51	7,642	8,573
	Amgen Inc.	3.000%	1/15/52	2,640	2,263
	Amgen Inc.	4.200%	2/22/52	2,000	2,097
	Amgen Inc.	2.770%	9/1/53	2,737	2,224
	Amgen Inc.	4.400%	2/22/62	3,200	3,371
	Anthem Inc.	5.950%	12/15/34	686	860
	Anthem Inc.	5.850%	1/15/36	1,115	1,400
	Anthem Inc.	4.625%	5/15/42	1,622	1,820
	Anthem Inc.	4.650%	1/15/43	3,061	3,439
	Anthem Inc.	5.100%	1/15/44	2,063	2,453
	Anthem Inc.	4.650%	8/15/44	2,701	3,037
	Anthem Inc.	4.375%	12/1/47	735	808
	Anthem Inc.	4.550%	3/1/48	1,900	2,143
	Anthem Inc.	3.700%	9/15/49	2,182	2,171
	Anthem Inc.	3.125%	5/15/50	2,111	1,920
	Anthem Inc.	3.600%	3/15/51	2,920	2,874
¹	Ascension Health	3.106%	11/15/39	685	678
	Ascension Health	3.945%	11/15/46	782	867
¹	Ascension Health	4.847%	11/15/53	1,045	1,347
	AstraZeneca plc	6.450%	9/15/37	5,980	8,200
	AstraZeneca plc	4.000%	9/18/42	2,125	2,307
	AstraZeneca plc	4.375%	11/16/45	2,113	2,419
	AstraZeneca plc	4.375%	8/17/48	1,634	1,889
	AstraZeneca plc	2.125%	8/6/50	1,760	1,389
	AstraZeneca plc	3.000%	5/28/51	1,665	1,562
	Banner Health	2.907%	1/1/42	750	699
¹	Banner Health	3.181%	1/1/50	140	135

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Banner Health	2.913%	1/1/51	1,340	1,229
¹	Baptist Health South Florida Obligated Group	3.115%	11/15/71	675	591
¹	Baptist Healthcare System Obligated Group	3.540%	8/15/50	1,046	1,039
	Baxalta Inc.	5.250%	6/23/45	1,465	1,746
	Baxter International Inc.	3.500%	8/15/46	1,038	1,003
²	Baxter International Inc.	3.132%	12/1/51	2,025	1,823
¹	BayCare Health System Inc.	3.831%	11/15/50	1,363	1,490
	Baylor Scott & White Holdings	4.185%	11/15/45	1,441	1,597
	Baylor Scott & White Holdings	3.967%	11/15/46	848	925
¹	Baylor Scott & White Holdings	2.839%	11/15/50	1,442	1,303
	Becton Dickinson & Co.	4.685%	12/15/44	404	451
	Becton Dickinson & Co.	4.669%	6/6/47	4,745	5,322
	Becton Dickinson & Co.	3.794%	5/20/50	1,710	1,709
¹	Beth Israel Lahey Health Inc.	3.080%	7/1/51	1,120	1,000
¹	BHSH System Obligated Group	3.487%	7/15/49	860	859
	Biogen Inc.	3.150%	5/1/50	4,799	3,968
²	Biogen Inc.	3.250%	2/15/51	2,035	1,712
¹	Bon Secours Mercy Health Inc.	3.205%	6/1/50	860	799
	Boston Scientific Corp.	6.750%	11/15/35	425	564
	Boston Scientific Corp.	4.550%	3/1/39	2,130	2,357
	Boston Scientific Corp.	4.700%	3/1/49	2,735	3,117
³	Bristol-Myers Squibb Co.	2.950%	3/15/32	4,000	4,058
	Bristol-Myers Squibb Co.	4.125%	6/15/39	3,491	3,828
	Bristol-Myers Squibb Co.	2.350%	11/13/40	415	359
³	Bristol-Myers Squibb Co.	3.550%	3/15/42	2,978	3,039
	Bristol-Myers Squibb Co.	3.250%	8/1/42	1,540	1,496
	Bristol-Myers Squibb Co.	4.500%	3/1/44	1,995	2,311
	Bristol-Myers Squibb Co.	4.625%	5/15/44	1,121	1,321
	Bristol-Myers Squibb Co.	5.000%	8/15/45	4,332	5,360
	Bristol-Myers Squibb Co.	4.350%	11/15/47	3,320	3,766
	Bristol-Myers Squibb Co.	4.550%	2/20/48	3,788	4,406
	Bristol-Myers Squibb Co.	4.250%	10/26/49	8,422	9,462
	Bristol-Myers Squibb Co.	2.550%	11/13/50	455	386
³	Bristol-Myers Squibb Co.	3.700%	3/15/52	4,250	4,382
³	Bristol-Myers Squibb Co.	3.900%	3/15/62	2,500	2,596
	Cardinal Health Inc.	4.600%	3/15/43	470	492
	Cardinal Health Inc.	4.500%	11/15/44	769	792
	Cardinal Health Inc.	4.900%	9/15/45	1,865	2,021
	Cardinal Health Inc.	4.368%	6/15/47	696	715
¹	Catholic Health Services of Long Island Obligated Group	3.368%	7/1/50	1,090	1,017
	Children's Health System of Texas	2.511%	8/15/50	1,305	1,097
¹	Children's Hospital	2.928%	7/15/50	840	736
¹	Children's Hospital Corp.	4.115%	1/1/47	825	936
¹	Children's Hospital Corp.	2.585%	2/1/50	1,265	1,083
	Children's Hospital Medical Center	4.268%	5/15/44	790	883
¹	Children's Hospital of Philadelphia	2.704%	7/1/50	1,300	1,148
	Cigna Corp.	4.800%	8/15/38	3,874	4,322
	Cigna Corp.	3.200%	3/15/40	608	562
¹	Cigna Corp.	6.125%	11/15/41	1,738	2,248
¹	Cigna Corp.	4.800%	7/15/46	2,855	3,183
¹	Cigna Corp.	3.875%	10/15/47	3,258	3,194
	Cigna Corp.	4.900%	12/15/48	5,733	6,511
	Cigna Corp.	3.400%	3/15/50	3,015	2,758
	Cigna Corp.	3.400%	3/15/51	1,202	1,096
¹	City of Hope	5.623%	11/15/43	567	732

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	City of Hope	4.378%	8/15/48	1,220	1,404
¹	CommonSpirit Health	4.350%	11/1/42	2,107	2,202
	CommonSpirit Health	3.817%	10/1/49	1,665	1,699
	CommonSpirit Health	4.187%	10/1/49	1,540	1,623
	CommonSpirit Health	3.910%	10/1/50	910	918
¹	Community Health Network Inc.	3.099%	5/1/50	1,100	995
¹	Cottage Health Obligated Group	3.304%	11/1/49	1,304	1,253
	CVS Health Corp.	4.875%	7/20/35	3,567	4,100
	CVS Health Corp.	4.780%	3/25/38	9,301	10,414
	CVS Health Corp.	6.125%	9/15/39	1,171	1,500
	CVS Health Corp.	4.125%	4/1/40	2,931	3,044
	CVS Health Corp.	2.700%	8/21/40	1,111	969
	CVS Health Corp.	5.300%	12/5/43	2,840	3,380
	CVS Health Corp.	5.125%	7/20/45	4,555	5,279
	CVS Health Corp.	5.050%	3/25/48	18,307	21,382
	CVS Health Corp.	4.250%	4/1/50	1,555	1,668
	Danaher Corp.	4.375%	9/15/45	1,280	1,434
	Danaher Corp.	2.600%	10/1/50	2,385	2,032
	Danaher Corp.	2.800%	12/10/51	2,100	1,858
¹	Dartmouth-Hitchcock Health	4.178%	8/1/48	848	911
	DH Europe Finance II Sarl	3.250%	11/15/39	2,497	2,446
	DH Europe Finance II Sarl	3.400%	11/15/49	1,235	1,208
	Dignity Health	4.500%	11/1/42	960	1,053
	Dignity Health	5.267%	11/1/64	649	808
¹	Duke University Health System Inc.	3.920%	6/1/47	1,533	1,681
	Eli Lilly & Co.	3.950%	5/15/47	400	449
	Eli Lilly & Co.	3.950%	3/15/49	2,663	2,982
	Eli Lilly & Co.	2.250%	5/15/50	3,075	2,553
	Eli Lilly & Co.	2.500%	9/15/60	4,195	3,466
¹	Franciscan Missionaries of Our Lady Health System Inc.	3.914%	7/1/49	760	782
	Gilead Sciences Inc.	4.600%	9/1/35	3,790	4,287
	Gilead Sciences Inc.	4.000%	9/1/36	777	829
	Gilead Sciences Inc.	2.600%	10/1/40	245	211
	Gilead Sciences Inc.	5.650%	12/1/41	3,018	3,771
	Gilead Sciences Inc.	4.800%	4/1/44	5,556	6,306
	Gilead Sciences Inc.	4.500%	2/1/45	5,026	5,498
	Gilead Sciences Inc.	4.750%	3/1/46	4,298	4,878
	Gilead Sciences Inc.	4.150%	3/1/47	2,417	2,536
	Gilead Sciences Inc.	2.800%	10/1/50	560	474
	GlaxoSmithKline Capital Inc.	5.375%	4/15/34	257	322
	GlaxoSmithKline Capital Inc.	6.375%	5/15/38	6,773	9,359
	GlaxoSmithKline Capital Inc.	4.200%	3/18/43	1,059	1,189
¹	Hackensack Meridian Health Inc.	2.675%	9/1/41	672	603
	Hackensack Meridian Health Inc.	4.211%	7/1/48	890	1,010
¹	Hackensack Meridian Health Inc.	2.875%	9/1/50	1,085	996
	Hackensack Meridian Health Inc.	4.500%	7/1/57	998	1,209
¹	Hartford HealthCare Corp.	3.447%	7/1/54	956	927
	HCA Inc.	5.125%	6/15/39	3,100	3,459
	HCA Inc.	5.500%	6/15/47	2,404	2,814
	HCA Inc.	5.250%	6/15/49	4,065	4,626
	HCA Inc.	3.500%	7/15/51	3,005	2,670
	Humana Inc.	4.625%	12/1/42	2,163	2,418
	Humana Inc.	4.950%	10/1/44	1,199	1,397
	Humana Inc.	4.800%	3/15/47	820	943
	Humana Inc.	3.950%	8/15/49	510	523

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	IHC Health Services Inc.	4.131%	5/15/48	926	1,091
	Indiana University Health Inc. Obligated Group	3.970%	11/1/48	1,046	1,158
¹	Indiana University Health Inc. Obligated Group	2.852%	11/1/51	750	703
¹	Integris Baptist Medical Center Inc.	3.875%	8/15/50	1,350	1,424
¹	Iowa Health System	3.665%	2/15/50	330	334
	Johns Hopkins Health System Corp.	3.837%	5/15/46	140	153
	Johnson & Johnson	4.950%	5/15/33	714	874
	Johnson & Johnson	4.375%	12/5/33	1,542	1,792
	Johnson & Johnson	3.550%	3/1/36	2,264	2,440
	Johnson & Johnson	3.625%	3/3/37	2,571	2,772
	Johnson & Johnson	5.950%	8/15/37	2,522	3,420
	Johnson & Johnson	3.400%	1/15/38	3,266	3,389
	Johnson & Johnson	5.850%	7/15/38	1,040	1,387
	Johnson & Johnson	2.100%	9/1/40	1,197	1,034
	Johnson & Johnson	4.500%	9/1/40	1,417	1,657
	Johnson & Johnson	4.850%	5/15/41	1,861	2,285
	Johnson & Johnson	4.500%	12/5/43	1,550	1,827
	Johnson & Johnson	3.700%	3/1/46	4,239	4,550
	Johnson & Johnson	3.750%	3/3/47	1,860	2,024
	Johnson & Johnson	3.500%	1/15/48	478	499
	Johnson & Johnson	2.250%	9/1/50	1,969	1,651
	Johnson & Johnson	2.450%	9/1/60	1,752	1,456
¹	Kaiser Foundation Hospitals	2.810%	6/1/41	2,705	2,497
	Kaiser Foundation Hospitals	4.875%	4/1/42	2,230	2,675
	Kaiser Foundation Hospitals	4.150%	5/1/47	3,581	4,019
¹	Kaiser Foundation Hospitals	3.266%	11/1/49	2,076	2,017
¹	Kaiser Foundation Hospitals	3.002%	6/1/51	2,205	2,048
	Koninklijke Philips NV	6.875%	3/11/38	1,128	1,542
	Koninklijke Philips NV	5.000%	3/15/42	784	922
	Laboratory Corp. of America Holdings	4.700%	2/1/45	1,630	1,798
¹	Mass General Brigham Inc.	3.765%	7/1/48	750	825
¹	Mass General Brigham Inc.	3.192%	7/1/49	1,172	1,129
¹	Mass General Brigham Inc.	4.117%	7/1/55	370	420
¹	Mass General Brigham Inc.	3.342%	7/1/60	1,770	1,669
¹	Mayo Clinic	4.000%	11/15/47	863	989
¹	Mayo Clinic	4.128%	11/15/52	725	841
¹	Mayo Clinic	3.196%	11/15/61	1,840	1,785
¹	McLaren Health Care Corp.	4.386%	5/15/48	1,025	1,163
¹	MedStar Health Inc.	3.626%	8/15/49	980	965
	Medtronic Inc.	4.375%	3/15/35	5,540	6,347
	Medtronic Inc.	4.625%	3/15/45	3,617	4,260
	Memorial Health Services	3.447%	11/1/49	875	867
	Memorial Sloan-Kettering Cancer Center	5.000%	7/1/42	595	736
¹	Memorial Sloan-Kettering Cancer Center	2.955%	1/1/50	1,255	1,148
	Memorial Sloan-Kettering Cancer Center	4.125%	7/1/52	1,570	1,804
¹	Memorial Sloan-Kettering Cancer Center	4.200%	7/1/55	724	840
	Merck & Co. Inc.	6.500%	12/1/33	1,700	2,297
	Merck & Co. Inc.	3.900%	3/7/39	2,643	2,865
	Merck & Co. Inc.	2.350%	6/24/40	1,517	1,336
	Merck & Co. Inc.	3.600%	9/15/42	2,200	2,268
	Merck & Co. Inc.	4.150%	5/18/43	927	1,030
	Merck & Co. Inc.	3.700%	2/10/45	4,611	4,814
	Merck & Co. Inc.	4.000%	3/7/49	2,088	2,301
	Merck & Co. Inc.	2.450%	6/24/50	1,661	1,419
	Merck & Co. Inc.	2.750%	12/10/51	6,070	5,423

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Merck & Co. Inc.	2.900%	12/10/61	3,825	3,375
	Merck Sharp & Dohme Corp.	5.750%	11/15/36	1,099	1,437
¹	Methodist Hospital	2.705%	12/1/50	1,220	1,070
¹	MidMichigan Health	3.409%	6/1/50	845	819
¹	Montefiore Obligated Group	5.246%	11/1/48	1,065	1,106
	Montefiore Obligated Group	4.287%	9/1/50	742	670
¹	Mount Sinai Hospitals Group Inc.	3.981%	7/1/48	625	674
¹	Mount Sinai Hospitals Group Inc.	3.737%	7/1/49	785	795
¹	Mount Sinai Hospitals Group Inc.	3.391%	7/1/50	1,480	1,375
	MultiCare Health System	2.803%	8/15/50	725	647
	Mylan Inc.	5.400%	11/29/43	1,643	1,830
	Mylan Inc.	5.200%	4/15/48	1,434	1,556
	New York & Presbyterian Hospital	2.256%	8/1/40	906	790
	New York & Presbyterian Hospital	4.024%	8/1/45	808	886
	New York & Presbyterian Hospital	4.063%	8/1/56	1,188	1,334
	New York & Presbyterian Hospital	2.606%	8/1/60	1,038	866
¹	New York & Presbyterian Hospital	3.954%	8/1/19	1,122	1,141
	Northwell Healthcare Inc.	3.979%	11/1/46	1,455	1,519
	Northwell Healthcare Inc.	4.260%	11/1/47	1,370	1,474
	Northwell Healthcare Inc.	3.809%	11/1/49	1,350	1,384
¹	Northwestern Memorial Healthcare Obligated Group	2.633%	7/15/51	781	670
	Novant Health Inc.	2.637%	11/1/36	1,665	1,550
	Novant Health Inc.	3.168%	11/1/51	1,780	1,694
	Novartis Capital Corp.	3.700%	9/21/42	1,299	1,375
	Novartis Capital Corp.	4.400%	5/6/44	4,608	5,359
	Novartis Capital Corp.	4.000%	11/20/45	2,449	2,717
	Novartis Capital Corp.	2.750%	8/14/50	2,378	2,177
¹	NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery	2.667%	10/1/50	725	632
¹	NYU Langone Hospitals	5.750%	7/1/43	995	1,301
	NYU Langone Hospitals	4.784%	7/1/44	817	944
¹	NYU Langone Hospitals	4.368%	7/1/47	798	887
¹	NYU Langone Hospitals	3.380%	7/1/55	1,322	1,227
	OhioHealth Corp.	2.834%	11/15/41	775	711
¹	OhioHealth Corp.	3.042%	11/15/50	696	659
	Orlando Health Obligated Group	4.089%	10/1/48	698	771
	Orlando Health Obligated Group	3.327%	10/1/50	925	905
¹	PeaceHealth Obligated Group	4.787%	11/15/48	840	1,026
¹	PeaceHealth Obligated Group	3.218%	11/15/50	1,040	957
	PerkinElmer Inc.	3.625%	3/15/51	735	707
	Pfizer Inc.	4.000%	12/15/36	3,859	4,269
	Pfizer Inc.	4.100%	9/15/38	1,185	1,317
	Pfizer Inc.	3.900%	3/15/39	1,747	1,904
	Pfizer Inc.	7.200%	3/15/39	4,371	6,546
	Pfizer Inc.	2.550%	5/28/40	2,473	2,262
	Pfizer Inc.	4.300%	6/15/43	3,011	3,405
	Pfizer Inc.	4.400%	5/15/44	3,407	3,918
	Pfizer Inc.	4.125%	12/15/46	1,827	2,059
	Pfizer Inc.	4.200%	9/15/48	1,887	2,152
	Pfizer Inc.	4.000%	3/15/49	1,613	1,794
	Pfizer Inc.	2.700%	5/28/50	3,381	3,062
	Piedmont Healthcare Inc.	2.864%	1/1/52	985	866
¹	Providence St. Joseph Health Obligated Group	3.744%	10/1/47	1,195	1,267
¹	Providence St. Joseph Health Obligated Group	3.930%	10/1/48	975	1,035
¹	Rady Children's Hospital-San Diego	3.154%	8/15/51	1,000	977

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Regeneron Pharmaceuticals Inc.	2.800%	9/15/50	228	188
	Royalty Pharma plc	3.300%	9/2/40	1,565	1,385
	Royalty Pharma plc	3.550%	9/2/50	2,186	1,896
	Royalty Pharma plc	3.350%	9/2/51	2,180	1,824
	RWJ Barnabas Health Inc.	3.949%	7/1/46	1,436	1,547
	RWJ Barnabas Health Inc.	3.477%	7/1/49	300	304
¹	Seattle Children's Hospital	2.719%	10/1/50	875	767
¹	Sentara Healthcare	2.927%	11/1/51	400	373
¹	Sharp HealthCare	2.680%	8/1/50	635	557
¹	Stanford Health Care	3.795%	11/15/48	940	1,000
	Stanford Health Care	3.027%	8/15/51	1,063	991
	STERIS Irish FinCo Unltd. Co.	3.750%	3/15/51	2,335	2,240
	Stryker Corp.	4.100%	4/1/43	1,002	1,075
	Stryker Corp.	4.375%	5/15/44	1,909	2,125
	Stryker Corp.	4.625%	3/15/46	1,873	2,143
	Stryker Corp.	2.900%	6/15/50	1,292	1,139
	Summa Health	3.511%	11/15/51	810	813
¹	Sutter Health	3.161%	8/15/40	860	804
¹	Sutter Health	4.091%	8/15/48	1,080	1,177
¹	Sutter Health	3.361%	8/15/50	1,140	1,081
	Takeda Pharmaceutical Co. Ltd.	3.025%	7/9/40	2,667	2,417
	Takeda Pharmaceutical Co. Ltd.	3.175%	7/9/50	4,456	3,989
	Takeda Pharmaceutical Co. Ltd.	3.375%	7/9/60	2,355	2,097
	Texas Health Resources	2.328%	11/15/50	1,320	1,129
¹	Texas Health Resources	4.330%	11/15/55	386	449
	Thermo Fisher Scientific Inc.	2.800%	10/15/41	2,555	2,349
	Thermo Fisher Scientific Inc.	5.300%	2/1/44	1,163	1,470
	Thermo Fisher Scientific Inc.	4.100%	8/15/47	1,601	1,778
	Toledo Hospital	5.750%	11/15/38	610	681
	Toledo Hospital	6.015%	11/15/48	1,021	1,201
¹	Trinity Health Corp.	2.632%	12/1/40	970	873
	Trinity Health Corp.	4.125%	12/1/45	765	856
¹	Trinity Health Corp.	3.434%	12/1/48	970	970
	UnitedHealth Group Inc.	4.625%	7/15/35	1,109	1,282
	UnitedHealth Group Inc.	5.800%	3/15/36	786	1,008
	UnitedHealth Group Inc.	6.500%	6/15/37	1,195	1,642
	UnitedHealth Group Inc.	6.625%	11/15/37	2,109	2,928
	UnitedHealth Group Inc.	6.875%	2/15/38	1,278	1,824
	UnitedHealth Group Inc.	3.500%	8/15/39	2,731	2,786
	UnitedHealth Group Inc.	2.750%	5/15/40	1,612	1,486
	UnitedHealth Group Inc.	5.700%	10/15/40	735	939
	UnitedHealth Group Inc.	5.950%	2/15/41	1,961	2,606
	UnitedHealth Group Inc.	3.050%	5/15/41	3,010	2,891
	UnitedHealth Group Inc.	4.625%	11/15/41	1,593	1,843
	UnitedHealth Group Inc.	4.375%	3/15/42	1,913	2,134
	UnitedHealth Group Inc.	3.950%	10/15/42	2,876	3,056
	UnitedHealth Group Inc.	4.250%	3/15/43	1,755	1,935
	UnitedHealth Group Inc.	4.750%	7/15/45	2,279	2,685
	UnitedHealth Group Inc.	4.200%	1/15/47	1,948	2,149
	UnitedHealth Group Inc.	4.250%	4/15/47	860	955
	UnitedHealth Group Inc.	3.750%	10/15/47	2,133	2,211
	UnitedHealth Group Inc.	4.250%	6/15/48	2,808	3,134
	UnitedHealth Group Inc.	4.450%	12/15/48	2,580	2,973
	UnitedHealth Group Inc.	3.700%	8/15/49	3,880	4,016
	UnitedHealth Group Inc.	2.900%	5/15/50	2,574	2,343

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	UnitedHealth Group Inc.	3.250%	5/15/51	5,405	5,242
	UnitedHealth Group Inc.	3.875%	8/15/59	1,528	1,613
	UnitedHealth Group Inc.	3.125%	5/15/60	1,738	1,581
	Utah Acquisition Sub Inc.	5.250%	6/15/46	3,189	3,377
	Viatris Inc.	3.850%	6/22/40	3,099	2,908
	Viatris Inc.	4.000%	6/22/50	4,083	3,614
¹	WakeMed	3.286%	10/1/52	575	550
¹	West Virginia United Health System Obligated Group	3.129%	6/1/50	915	834
¹	Willis-Knighton Medical Center	4.813%	9/1/48	385	451
¹	Willis-Knighton Medical Center	3.065%	3/1/51	1,425	1,308
	Wyeth LLC	6.500%	2/1/34	1,044	1,386
	Wyeth LLC	6.000%	2/15/36	2,023	2,662
	Wyeth LLC	5.950%	4/1/37	3,488	4,573
¹	Yale-New Haven Health Services Corp.	2.496%	7/1/50	1,000	831
	Zimmer Biomet Holdings Inc.	5.750%	11/30/39	930	1,152
	Zimmer Biomet Holdings Inc.	4.450%	8/15/45	597	641
	Zoetis Inc.	4.700%	2/1/43	1,950	2,248
	Zoetis Inc.	3.950%	9/12/47	1,716	1,847
	Zoetis Inc.	4.450%	8/20/48	961	1,093
	Zoetis Inc.	3.000%	5/15/50	925	854
					777,434
Industrials (8.4%)
¹	3M Co.	5.700%	3/15/37	1,145	1,462
¹	3M Co.	3.875%	6/15/44	750	786
¹	3M Co.	3.125%	9/19/46	1,272	1,195
¹	3M Co.	3.625%	10/15/47	1,657	1,666
¹	3M Co.	4.000%	9/14/48	1,647	1,765
	3M Co.	3.250%	8/26/49	270	258
	3M Co.	3.700%	4/15/50	3,376	3,473
¹	American Airlines Pass-Through Trust Class A Series 2021-1	2.875%	7/11/34	750	708
	Boeing Co.	6.125%	2/15/33	365	442
	Boeing Co.	3.600%	5/1/34	3,153	3,059
	Boeing Co.	3.250%	2/1/35	1,098	1,021
	Boeing Co.	6.625%	2/15/38	650	810
	Boeing Co.	3.550%	3/1/38	2,043	1,897
	Boeing Co.	3.500%	3/1/39	1,044	950
	Boeing Co.	6.875%	3/15/39	1,754	2,234
	Boeing Co.	5.875%	2/15/40	2,259	2,651
	Boeing Co.	5.705%	5/1/40	5,070	5,906
	Boeing Co.	3.650%	3/1/47	1,260	1,106
	Boeing Co.	3.625%	3/1/48	1,523	1,347
	Boeing Co.	3.850%	11/1/48	2,215	2,014
	Boeing Co.	3.900%	5/1/49	2,546	2,373
	Boeing Co.	3.750%	2/1/50	2,271	2,110
	Boeing Co.	5.805%	5/1/50	10,962	13,033
	Boeing Co.	3.825%	3/1/59	585	512
	Boeing Co.	3.950%	8/1/59	1,432	1,300
	Boeing Co.	5.930%	5/1/60	6,323	7,517
	Burlington Northern Santa Fe LLC	6.200%	8/15/36	320	430
	Burlington Northern Santa Fe LLC	6.150%	5/1/37	471	626
	Burlington Northern Santa Fe LLC	5.750%	5/1/40	2,328	2,991
	Burlington Northern Santa Fe LLC	5.050%	3/1/41	1,771	2,128
	Burlington Northern Santa Fe LLC	5.400%	6/1/41	466	583
	Burlington Northern Santa Fe LLC	4.950%	9/15/41	1,356	1,615
	Burlington Northern Santa Fe LLC	4.400%	3/15/42	1,648	1,847

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Long-Term Corporate Bond Index Fund

	Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
Burlington Northern Santa Fe LLC	4.375%	9/1/42	914	1,024
Burlington Northern Santa Fe LLC	4.450%	3/15/43	2,109	2,386
Burlington Northern Santa Fe LLC	5.150%	9/1/43	1,830	2,254
Burlington Northern Santa Fe LLC	4.900%	4/1/44	1,722	2,074
Burlington Northern Santa Fe LLC	4.550%	9/1/44	1,935	2,212
Burlington Northern Santa Fe LLC	4.150%	4/1/45	3,309	3,599
Burlington Northern Santa Fe LLC	4.700%	9/1/45	1,775	2,075
Burlington Northern Santa Fe LLC	3.900%	8/1/46	475	504
Burlington Northern Santa Fe LLC	4.125%	6/15/47	2,254	2,473
Burlington Northern Santa Fe LLC	4.050%	6/15/48	1,965	2,137
Burlington Northern Santa Fe LLC	3.550%	2/15/50	1,096	1,111
Burlington Northern Santa Fe LLC	3.050%	2/15/51	1,980	1,837
Burlington Northern Santa Fe LLC	3.300%	9/15/51	2,997	2,902
Burlington Northern Santa Fe LLC	2.875%	6/15/52	970	872
Canadian National Railway Co.	6.250%	8/1/34	758	988
Canadian National Railway Co.	6.200%	6/1/36	382	501
Canadian National Railway Co.	6.375%	11/15/37	1,491	1,988
Canadian National Railway Co.	4.500%	11/7/43	200	220
Canadian National Railway Co.	3.200%	8/2/46	1,286	1,232
Canadian National Railway Co.	3.650%	2/3/48	727	748
Canadian National Railway Co.	4.450%	1/20/49	1,280	1,472
Canadian National Railway Co.	2.450%	5/1/50	422	350
Canadian Pacific Railway Co.	4.800%	9/15/35	1,692	1,962
Canadian Pacific Railway Co.	5.950%	5/15/37	1,590	2,053
Canadian Pacific Railway Co.	3.000%	12/2/41	2,550	2,372
Canadian Pacific Railway Co.	4.800%	8/1/45	1,010	1,179
Canadian Pacific Railway Co.	3.100%	12/2/51	4,900	4,452
Canadian Pacific Railway Co.	6.125%	9/15/15	933	1,233
Carrier Global Corp.	3.377%	4/5/40	1,834	1,725
Carrier Global Corp.	3.577%	4/5/50	5,890	5,597
Caterpillar Inc.	5.300%	9/15/35	1,198	1,496
Caterpillar Inc.	6.050%	8/15/36	370	489
Caterpillar Inc.	5.200%	5/27/41	1,666	2,095
Caterpillar Inc.	3.803%	8/15/42	3,450	3,675
Caterpillar Inc.	4.300%	5/15/44	1,095	1,250
Caterpillar Inc.	3.250%	9/19/49	4,185	4,124
Caterpillar Inc.	3.250%	4/9/50	2,570	2,525
Caterpillar Inc.	4.750%	5/15/64	620	786
Crane Co.	4.200%	3/15/48	704	746
CSX Corp.	6.000%	10/1/36	198	254
CSX Corp.	6.150%	5/1/37	1,342	1,742
CSX Corp.	6.220%	4/30/40	648	865
CSX Corp.	5.500%	4/15/41	451	555
CSX Corp.	4.750%	5/30/42	1,865	2,127
CSX Corp.	4.400%	3/1/43	752	818
CSX Corp.	4.100%	3/15/44	1,644	1,747
CSX Corp.	3.800%	11/1/46	2,246	2,283
CSX Corp.	4.300%	3/1/48	2,113	2,319
CSX Corp.	4.750%	11/15/48	843	983
CSX Corp.	4.500%	3/15/49	2,091	2,367
CSX Corp.	3.350%	9/15/49	1,715	1,637
CSX Corp.	3.800%	4/15/50	1,286	1,322
CSX Corp.	3.950%	5/1/50	1,600	1,683
CSX Corp.	2.500%	5/15/51	875	721
CSX Corp.	4.500%	8/1/54	956	1,093

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	CSX Corp.	4.250%	11/1/66	321	347
	CSX Corp.	4.650%	3/1/68	1,849	2,121
	Cummins Inc.	4.875%	10/1/43	828	999
	Cummins Inc.	2.600%	9/1/50	1,480	1,221
	Deere & Co.	3.900%	6/9/42	2,473	2,689
	Deere & Co.	2.875%	9/7/49	2,130	1,965
	Deere & Co.	3.750%	4/15/50	1,208	1,297
	Dover Corp.	5.375%	10/15/35	575	680
	Dover Corp.	5.375%	3/1/41	938	1,131
	Eaton Corp.	4.000%	11/2/32	1,428	1,553
	Eaton Corp.	4.150%	11/2/42	1,922	2,063
	Eaton Corp.	3.915%	9/15/47	996	1,049
	Emerson Electric Co.	5.250%	11/15/39	485	589
	Emerson Electric Co.	2.750%	10/15/50	1,345	1,158
	Emerson Electric Co.	2.800%	12/21/51	2,275	1,986
	FedEx Corp.	4.900%	1/15/34	1,926	2,208
	FedEx Corp.	3.900%	2/1/35	2,300	2,405
	FedEx Corp.	3.250%	5/15/41	1,090	1,018
	FedEx Corp.	3.875%	8/1/42	807	807
	FedEx Corp.	4.100%	4/15/43	2,463	2,517
	FedEx Corp.	5.100%	1/15/44	1,843	2,139
	FedEx Corp.	4.750%	11/15/45	1,965	2,188
	FedEx Corp.	4.550%	4/1/46	2,600	2,831
	FedEx Corp.	4.400%	1/15/47	496	527
	FedEx Corp.	4.050%	2/15/48	1,820	1,847
	FedEx Corp.	4.950%	10/17/48	2,532	2,917
	FedEx Corp.	5.250%	5/15/50	2,591	3,111
¹	FedEx Corp. Pass-Through Trust Class AA Series 2020-1	1.875%	2/20/34	1,314	1,243
	Fortive Corp.	4.300%	6/15/46	498	538
	General Dynamics Corp.	4.250%	4/1/40	3,090	3,457
	General Dynamics Corp.	2.850%	6/1/41	1,372	1,284
	General Dynamics Corp.	3.600%	11/15/42	432	450
	General Dynamics Corp.	4.250%	4/1/50	322	372
¹	General Electric Co.	6.750%	3/15/32	6,491	8,378
¹	General Electric Co.	5.875%	1/14/38	1,435	1,800
¹	General Electric Co.	6.875%	1/10/39	400	552
	General Electric Co.	4.350%	5/1/50	150	170
	Honeywell International Inc.	5.700%	3/15/36	533	690
	Honeywell International Inc.	5.700%	3/15/37	883	1,145
	Honeywell International Inc.	5.375%	3/1/41	876	1,138
	Honeywell International Inc.	3.812%	11/21/47	2,594	2,859
	Illinois Tool Works Inc.	4.875%	9/15/41	1,166	1,405
	Illinois Tool Works Inc.	3.900%	9/1/42	2,845	3,020
¹	JetBlue Pass-Through Trust Class A Series 2020-1	4.000%	11/15/32	2,477	2,600
¹	JetBlue Pass-Through Trust Class AA Series 2019-1	2.750%	5/15/32	210	202
¹	Johnson Controls International plc	6.000%	1/15/36	445	572
¹	Johnson Controls International plc	4.625%	7/2/44	2,686	3,021
	Johnson Controls International plc	4.500%	2/15/47	965	1,054
¹	Johnson Controls International plc	4.950%	7/2/64	1,460	1,683
¹	Kansas City Southern	4.300%	5/15/43	904	990
¹	Kansas City Southern	4.950%	8/15/45	1,045	1,220
	Kansas City Southern	4.700%	5/1/48	1,340	1,536
	Kansas City Southern	3.500%	5/1/50	1,113	1,070
	Kansas City Southern	4.200%	11/15/69	969	1,013
	L3Harris Technologies Inc.	4.854%	4/27/35	1,862	2,131

188

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Lockheed Martin Corp.	3.600%	3/1/35	1,198	1,256
	Lockheed Martin Corp.	4.500%	5/15/36	1,277	1,453
¹	Lockheed Martin Corp.	6.150%	9/1/36	1,290	1,705
	Lockheed Martin Corp.	5.720%	6/1/40	664	845
	Lockheed Martin Corp.	4.850%	9/15/41	410	485
	Lockheed Martin Corp.	4.070%	12/15/42	3,963	4,322
	Lockheed Martin Corp.	3.800%	3/1/45	2,370	2,486
	Lockheed Martin Corp.	4.700%	5/15/46	3,092	3,657
	Lockheed Martin Corp.	2.800%	6/15/50	854	769
	Lockheed Martin Corp.	4.090%	9/15/52	3,327	3,681
	Norfolk Southern Corp.	7.050%	5/1/37	172	230
	Norfolk Southern Corp.	4.837%	10/1/41	1,230	1,441
	Norfolk Southern Corp.	3.950%	10/1/42	1,092	1,149
	Norfolk Southern Corp.	4.450%	6/15/45	1,503	1,684
	Norfolk Southern Corp.	4.650%	1/15/46	425	487
	Norfolk Southern Corp.	3.942%	11/1/47	2,277	2,387
	Norfolk Southern Corp.	4.150%	2/28/48	1,285	1,386
	Norfolk Southern Corp.	4.100%	5/15/49	2,485	2,681
	Norfolk Southern Corp.	3.400%	11/1/49	2,092	2,018
	Norfolk Southern Corp.	3.050%	5/15/50	1,950	1,780
	Norfolk Southern Corp.	4.050%	8/15/52	1,953	2,092
	Norfolk Southern Corp.	3.155%	5/15/55	2,720	2,498
	Norfolk Southern Corp.	4.100%	5/15/21	1,050	1,012
	Northrop Grumman Corp.	5.150%	5/1/40	932	1,108
	Northrop Grumman Corp.	5.050%	11/15/40	1,437	1,701
	Northrop Grumman Corp.	4.750%	6/1/43	2,466	2,850
	Northrop Grumman Corp.	3.850%	4/15/45	2,119	2,169
	Northrop Grumman Corp.	4.030%	10/15/47	4,440	4,694
	Northrop Grumman Corp.	5.250%	5/1/50	1,015	1,283
	Otis Worldwide Corp.	3.112%	2/15/40	1,756	1,626
	Otis Worldwide Corp.	3.362%	2/15/50	2,200	2,044
¹	Parker-Hannifin Corp.	4.200%	11/21/34	1,410	1,523
¹	Parker-Hannifin Corp.	6.250%	5/15/38	915	1,196
¹	Parker-Hannifin Corp.	4.450%	11/21/44	620	680
	Parker-Hannifin Corp.	4.100%	3/1/47	1,776	1,884
	Parker-Hannifin Corp.	4.000%	6/14/49	2,135	2,253
	Precision Castparts Corp.	3.900%	1/15/43	1,526	1,639
	Precision Castparts Corp.	4.375%	6/15/45	971	1,106
	Raytheon Technologies Corp.	5.400%	5/1/35	747	908
	Raytheon Technologies Corp.	6.050%	6/1/36	2,582	3,340
	Raytheon Technologies Corp.	6.125%	7/15/38	1,992	2,612
	Raytheon Technologies Corp.	4.450%	11/16/38	1,797	2,006
	Raytheon Technologies Corp.	4.875%	10/15/40	968	1,118
	Raytheon Technologies Corp.	4.700%	12/15/41	1,091	1,234
	Raytheon Technologies Corp.	4.500%	6/1/42	7,570	8,444
	Raytheon Technologies Corp.	4.800%	12/15/43	1,073	1,237
	Raytheon Technologies Corp.	4.150%	5/15/45	2,451	2,628
	Raytheon Technologies Corp.	3.750%	11/1/46	3,166	3,196
	Raytheon Technologies Corp.	4.350%	4/15/47	2,791	3,072
	Raytheon Technologies Corp.	4.050%	5/4/47	730	771
	Raytheon Technologies Corp.	4.625%	11/16/48	4,064	4,697
	Raytheon Technologies Corp.	3.125%	7/1/50	770	708
	Raytheon Technologies Corp.	2.820%	9/1/51	450	390
	Raytheon Technologies Corp.	3.030%	3/15/52	1,220	1,097
	Republic Services Inc.	2.375%	3/15/33	1,755	1,631

189

Table of Contents

Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Republic Services Inc.	6.200%	3/1/40	925	1,224
	Republic Services Inc.	5.700%	5/15/41	890	1,120
	Republic Services Inc.	3.050%	3/1/50	1,275	1,176
	Rockwell Automation Inc.	4.200%	3/1/49	1,050	1,176
	Rockwell Automation Inc.	2.800%	8/15/61	840	720
	Trane Technologies Global Holding Co. Ltd.	5.750%	6/15/43	785	1,003
	Trane Technologies Global Holding Co. Ltd.	4.300%	2/21/48	1,310	1,421
	Trane Technologies Luxembourg Finance SA	4.650%	11/1/44	726	821
	Trane Technologies Luxembourg Finance SA	4.500%	3/21/49	315	350
	Tyco Electronics Group SA	7.125%	10/1/37	820	1,171
	Union Pacific Corp.	3.375%	2/1/35	1,706	1,752
	Union Pacific Corp.	2.891%	4/6/36	1,720	1,677
	Union Pacific Corp.	3.600%	9/15/37	665	690
¹	Union Pacific Corp.	3.550%	8/15/39	1,293	1,315
	Union Pacific Corp.	3.200%	5/20/41	3,205	3,123
	Union Pacific Corp.	4.050%	3/1/46	1,389	1,495
	Union Pacific Corp.	3.350%	8/15/46	1,120	1,083
	Union Pacific Corp.	4.000%	4/15/47	3,246	3,475
	Union Pacific Corp.	3.250%	2/5/50	3,353	3,219
	Union Pacific Corp.	3.799%	10/1/51	1,871	1,954
	Union Pacific Corp.	2.950%	3/10/52	4,260	3,869
	Union Pacific Corp.	3.875%	2/1/55	972	1,009
	Union Pacific Corp.	3.950%	8/15/59	2,160	2,264
	Union Pacific Corp.	3.839%	3/20/60	2,154	2,218
	Union Pacific Corp.	3.550%	5/20/61	1,475	1,431
	Union Pacific Corp.	2.973%	9/16/62	3,017	2,600
	Union Pacific Corp.	3.750%	2/5/70	561	559
	Union Pacific Corp.	3.799%	4/6/71	5,196	5,244
	Union Pacific Corp.	3.850%	2/14/72	750	758
¹	United Airlines Pass-Through Trust Class AA Series 2019-2	2.700%	5/1/32	1,450	1,395
	United Parcel Service Inc.	6.200%	1/15/38	1,482	2,013
	United Parcel Service Inc.	5.200%	4/1/40	2,228	2,775
	United Parcel Service Inc.	4.875%	11/15/40	2,188	2,627
	United Parcel Service Inc.	3.625%	10/1/42	1,637	1,718
	United Parcel Service Inc.	3.400%	11/15/46	1,800	1,833
	United Parcel Service Inc.	3.750%	11/15/47	1,605	1,728
	United Parcel Service Inc.	4.250%	3/15/49	2,706	3,143
	United Parcel Service Inc.	3.400%	9/1/49	2,009	2,073
	United Parcel Service Inc.	5.300%	4/1/50	460	618
	Valmont Industries Inc.	5.000%	10/1/44	865	976
	Valmont Industries Inc.	5.250%	10/1/54	783	913
	Waste Connections Inc.	3.050%	4/1/50	1,124	996
	Waste Connections Inc.	2.950%	1/15/52	2,125	1,850
	Waste Management Inc.	2.950%	6/1/41	1,710	1,602
	Waste Management Inc.	4.150%	7/15/49	1,740	1,946
	Waste Management Inc.	2.500%	11/15/50	2,300	1,922
	WW Grainger Inc.	4.600%	6/15/45	1,898	2,189
	WW Grainger Inc.	3.750%	5/15/46	771	801
	WW Grainger Inc.	4.200%	5/15/47	1,245	1,384
	Xylem Inc.	4.375%	11/1/46	853	931
					451,704
Materials (3.8%)
	Air Products and Chemicals Inc.	2.700%	5/15/40	1,645	1,511
	Air Products and Chemicals Inc.	2.800%	5/15/50	700	628
	Albemarle Corp.	5.450%	12/1/44	685	819

190

Table of Contents

Long-Term Corporate Bond Index Fund

	Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
ArcelorMittal SA	7.000%	10/15/39	1,400	1,724
ArcelorMittal SA	6.750%	3/1/41	1,755	2,141
Barrick Gold Corp.	6.450%	10/15/35	1,475	1,908
Barrick Gold Corp.	5.250%	4/1/42	805	953
Barrick North America Finance LLC	5.700%	5/30/41	467	581
Barrick North America Finance LLC	5.750%	5/1/43	1,503	1,871
Barrick PD Australia Finance Pty. Ltd.	5.950%	10/15/39	2,722	3,418
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	1,980	2,148
BHP Billiton Finance USA Ltd.	5.000%	9/30/43	4,853	5,852
Celulosa Arauco y Constitucion SA	5.500%	11/2/47	890	924
CF Industries Inc.	5.150%	3/15/34	1,450	1,626
CF Industries Inc.	4.950%	6/1/43	1,915	2,064
CF Industries Inc.	5.375%	3/15/44	1,485	1,676
Dow Chemical Co.	4.250%	10/1/34	885	957
Dow Chemical Co.	9.400%	5/15/39	148	249
Dow Chemical Co.	5.250%	11/15/41	2,118	2,507
Dow Chemical Co.	4.375%	11/15/42	2,914	3,122
Dow Chemical Co.	4.625%	10/1/44	3,033	3,354
Dow Chemical Co.	5.550%	11/30/48	670	845
Dow Chemical Co.	4.800%	5/15/49	2,529	2,875
Dow Chemical Co.	3.600%	11/15/50	2,630	2,506
DuPont de Nemours Inc.	5.319%	11/15/38	2,775	3,303
DuPont de Nemours Inc.	5.419%	11/15/48	3,912	4,920
Eastman Chemical Co.	4.800%	9/1/42	1,181	1,297
Eastman Chemical Co.	4.650%	10/15/44	583	632
Ecolab Inc.	3.950%	12/1/47	200	218
Ecolab Inc.	2.125%	8/15/50	1,653	1,290
Ecolab Inc.	2.700%	12/15/51	1,900	1,658
Ecolab Inc.	2.750%	8/18/55	2,952	2,550
FMC Corp.	4.500%	10/1/49	1,522	1,637
Freeport-McMoRan Inc.	5.400%	11/14/34	1,600	1,817
Freeport-McMoRan Inc.	5.450%	3/15/43	5,000	5,748
International Flavors & Fragrances Inc.	4.375%	6/1/47	850	892
International Flavors & Fragrances Inc.	5.000%	9/26/48	1,095	1,249
International Paper Co.	5.000%	9/15/35	2,760	3,250
International Paper Co.	7.300%	11/15/39	1,744	2,458
International Paper Co.	6.000%	11/15/41	2,206	2,776
International Paper Co.	4.800%	6/15/44	1,143	1,293
International Paper Co.	4.400%	8/15/47	500	548
International Paper Co.	4.350%	8/15/48	1,355	1,475
Lafarge SA	7.125%	7/15/36	680	927
Linde Inc.	3.550%	11/7/42	1,958	2,026
Linde Inc.	2.000%	8/10/50	900	713
Lubrizol Corp.	6.500%	10/1/34	1,048	1,426
LYB International Finance BV	5.250%	7/15/43	415	480
LYB International Finance BV	4.875%	3/15/44	3,197	3,514
LYB International Finance III LLC	3.375%	10/1/40	3,361	3,138
LYB International Finance III LLC	4.200%	10/15/49	2,570	2,607
LYB International Finance III LLC	4.200%	5/1/50	2,185	2,215
LYB International Finance III LLC	3.625%	4/1/51	1,760	1,662
LYB International Finance III LLC	3.800%	10/1/60	1,893	1,717
LyondellBasell Industries NV	4.625%	2/26/55	999	1,058
Martin Marietta Materials Inc.	4.250%	12/15/47	2,159	2,259
Martin Marietta Materials Inc.	3.200%	7/15/51	1,130	1,011
Mosaic Co.	5.450%	11/15/33	1,240	1,458

191

Table of Contents

Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Mosaic Co.	4.875%	11/15/41	1,461	1,598
	Mosaic Co.	5.625%	11/15/43	1,520	1,875
	Newmont Corp.	2.600%	7/15/32	1,505	1,430
¹	Newmont Corp.	5.875%	4/1/35	1,581	1,931
	Newmont Corp.	6.250%	10/1/39	1,607	2,083
	Newmont Corp.	4.875%	3/15/42	2,068	2,377
	Newmont Corp.	5.450%	6/9/44	2,044	2,495
	Nucor Corp.	5.200%	8/1/43	210	260
	Nucor Corp.	2.979%	12/15/55	2,806	2,454
	Nutrien Ltd.	4.125%	3/15/35	545	579
	Nutrien Ltd.	5.875%	12/1/36	1,098	1,386
	Nutrien Ltd.	5.625%	12/1/40	795	991
	Nutrien Ltd.	4.900%	6/1/43	2,031	2,361
	Nutrien Ltd.	5.250%	1/15/45	1,217	1,475
	Nutrien Ltd.	5.000%	4/1/49	807	977
	Nutrien Ltd.	3.950%	5/13/50	1,645	1,723
	Packaging Corp. of America	4.050%	12/15/49	1,385	1,430
	Packaging Corp. of America	3.050%	10/1/51	1,720	1,498
	Rio Tinto Alcan Inc.	6.125%	12/15/33	1,469	1,917
	Rio Tinto Alcan Inc.	5.750%	6/1/35	1,922	2,428
	Rio Tinto Finance USA Ltd.	5.200%	11/2/40	3,159	3,856
	Rio Tinto Finance USA Ltd.	2.750%	11/2/51	1,720	1,511
	Rio Tinto Finance USA plc	4.750%	3/22/42	775	909
	Rio Tinto Finance USA plc	4.125%	8/21/42	845	924
	RPM International Inc.	4.250%	1/15/48	1,470	1,569
	Sherwin-Williams Co.	2.200%	3/15/32	1,100	1,024
	Sherwin-Williams Co.	4.000%	12/15/42	337	347
	Sherwin-Williams Co.	4.550%	8/1/45	1,206	1,321
	Sherwin-Williams Co.	4.500%	6/1/47	2,940	3,216
	Sherwin-Williams Co.	3.800%	8/15/49	1,456	1,450
	Sherwin-Williams Co.	3.300%	5/15/50	1,112	1,022
	Sherwin-Williams Co.	2.900%	3/15/52	770	660
	Sonoco Products Co.	5.750%	11/1/40	1,000	1,248
	Southern Copper Corp.	7.500%	7/27/35	2,763	3,656
	Southern Copper Corp.	6.750%	4/16/40	2,314	3,001
	Southern Copper Corp.	5.250%	11/8/42	3,284	3,825
	Southern Copper Corp.	5.875%	4/23/45	1,992	2,490
	Steel Dynamics Inc.	3.250%	10/15/50	1,600	1,421
	Teck Resources Ltd.	6.125%	10/1/35	1,467	1,777
	Teck Resources Ltd.	6.000%	8/15/40	660	781
	Teck Resources Ltd.	6.250%	7/15/41	945	1,144
	Teck Resources Ltd.	5.200%	3/1/42	1,315	1,425
	Teck Resources Ltd.	5.400%	2/1/43	840	930
	Vale Overseas Ltd.	8.250%	1/17/34	1,794	2,365
	Vale Overseas Ltd.	6.875%	11/21/36	3,606	4,420
	Vale Overseas Ltd.	6.875%	11/10/39	2,288	2,831
	Vale SA	5.625%	9/11/42	1,000	1,104
	Vulcan Materials Co.	4.500%	6/15/47	1,634	1,800
	Vulcan Materials Co.	4.700%	3/1/48	710	804
	Westlake Corp.	2.875%	8/15/41	1,105	963
	Westlake Corp.	5.000%	8/15/46	1,943	2,209
	Westlake Corp.	4.375%	11/15/47	488	516
	Westlake Corp.	3.125%	8/15/51	1,475	1,264
	Westlake Corp.	3.375%	8/15/61	818	685

192

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	WRKCo Inc.	4.200%	6/1/32	431	462
	WRKCo Inc.	3.000%	6/15/33	1,689	1,632
					205,311
Real Estate (1.7%)
	Agree LP	2.600%	6/15/33	750	689
	Alexandria Real Estate Equities Inc.	2.000%	5/18/32	717	649
	Alexandria Real Estate Equities Inc.	1.875%	2/1/33	1,441	1,271
	Alexandria Real Estate Equities Inc.	2.950%	3/15/34	500	489
	Alexandria Real Estate Equities Inc.	4.850%	4/15/49	2,485	2,898
	Alexandria Real Estate Equities Inc.	4.000%	2/1/50	679	704
	Alexandria Real Estate Equities Inc.	3.000%	5/18/51	2,559	2,248
	Alexandria Real Estate Equities Inc.	3.550%	3/15/52	1,000	963
	American Homes 4 Rent LP	3.375%	7/15/51	706	605
	American Tower Corp.	3.700%	10/15/49	1,911	1,782
	American Tower Corp.	3.100%	6/15/50	2,085	1,749
	American Tower Corp.	2.950%	1/15/51	2,025	1,658
¹	AvalonBay Communities Inc.	3.900%	10/15/46	1,935	2,082
¹	AvalonBay Communities Inc.	4.350%	4/15/48	340	390
	Boston Properties LP	2.550%	4/1/32	514	480
	Boston Properties LP	2.450%	10/1/33	2,245	2,043
	Camden Property Trust	3.350%	11/1/49	1,440	1,418
	Corporate Office Properties LP	2.900%	12/1/33	675	624
	Crown Castle International Corp.	2.900%	4/1/41	2,235	1,923
	Crown Castle International Corp.	4.750%	5/15/47	1,133	1,244
	Crown Castle International Corp.	5.200%	2/15/49	1,199	1,383
	Crown Castle International Corp.	4.000%	11/15/49	857	840
	Crown Castle International Corp.	4.150%	7/1/50	1,092	1,088
	Crown Castle International Corp.	3.250%	1/15/51	2,534	2,190
	Duke Realty LP	3.050%	3/1/50	740	652
	Equinix Inc.	3.000%	7/15/50	1,562	1,304
	Equinix Inc.	2.950%	9/15/51	1,277	1,049
	Equinix Inc.	3.400%	2/15/52	575	518
	ERP Operating LP	4.500%	7/1/44	655	755
	ERP Operating LP	4.500%	6/1/45	921	1,065
	ERP Operating LP	4.000%	8/1/47	488	532
	Essex Portfolio LP	1.650%	1/15/31	303	269
	Essex Portfolio LP	2.650%	3/15/32	640	609
	Essex Portfolio LP	4.500%	3/15/48	680	759
	Essex Portfolio LP	2.650%	9/1/50	1,465	1,177
	Extra Space Storage LP	2.350%	3/15/32	425	391
	Federal Realty Investment Trust	4.500%	12/1/44	403	441
	Healthpeak Properties Inc.	6.750%	2/1/41	421	586
	Highwoods Realty LP	2.600%	2/1/31	222	210
	Invitation Homes Operating Partnership LP	2.700%	1/15/34	895	818
	Kilroy Realty LP	2.500%	11/15/32	952	874
	Kilroy Realty LP	2.650%	11/15/33	1,080	984
	Kimco Realty Corp.	3.200%	4/1/32	2,000	2,005
	Kimco Realty Corp.	4.250%	4/1/45	548	575
	Kimco Realty Corp.	4.125%	12/1/46	643	665
	Kimco Realty Corp.	4.450%	9/1/47	530	581
	Kimco Realty Corp.	3.700%	10/1/49	955	926
	Mid-America Apartments LP	2.875%	9/15/51	700	614
	National Retail Properties Inc.	4.800%	10/15/48	2,296	2,630
	National Retail Properties Inc.	3.100%	4/15/50	925	804
	National Retail Properties Inc.	3.000%	4/15/52	707	582

193

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Omega Healthcare Investors Inc.	3.250%	4/15/33	581	533
	Piedmont Operating Partnership LP	2.750%	4/1/32	725	671
	Prologis LP	4.375%	9/15/48	1,325	1,504
	Prologis LP	3.000%	4/15/50	1,270	1,168
	Prologis LP	2.125%	10/15/50	959	738
	Realty Income Corp.	2.850%	12/15/32	1,584	1,545
	Realty Income Corp.	1.800%	3/15/33	1,068	932
	Realty Income Corp.	4.650%	3/15/47	920	1,068
	Regency Centers LP	4.400%	2/1/47	645	688
	Regency Centers LP	4.650%	3/15/49	985	1,106
	Simon Property Group LP	6.750%	2/1/40	1,150	1,565
	Simon Property Group LP	4.750%	3/15/42	1,900	2,135
	Simon Property Group LP	4.250%	10/1/44	2,128	2,269
	Simon Property Group LP	4.250%	11/30/46	577	624
	Simon Property Group LP	3.250%	9/13/49	987	909
	Simon Property Group LP	3.800%	7/15/50	2,276	2,302
¹	UDR Inc.	2.100%	8/1/32	290	263
¹	UDR Inc.	1.900%	3/15/33	575	501
¹	UDR Inc.	2.100%	6/15/33	895	798
	UDR Inc.	3.100%	11/1/34	1,085	1,051
	Ventas Realty LP	5.700%	9/30/43	819	1,015
	Ventas Realty LP	4.375%	2/1/45	388	407
	Ventas Realty LP	4.875%	4/15/49	817	939
	Welltower Inc.	6.500%	3/15/41	1,105	1,478
	Welltower Inc.	4.950%	9/1/48	840	991
	Weyerhaeuser Co.	7.375%	3/15/32	3,059	4,113
	Weyerhaeuser Co.	4.000%	3/9/52	900	913
	WP Carey Inc.	2.250%	4/1/33	1,600	1,426
					87,437
Technology (8.6%)
	Analog Devices Inc.	2.800%	10/1/41	2,455	2,259
	Analog Devices Inc.	2.950%	10/1/51	2,364	2,163
	Apple Inc.	4.500%	2/23/36	2,511	2,948
	Apple Inc.	2.375%	2/8/41	2,855	2,540
	Apple Inc.	3.850%	5/4/43	6,907	7,430
	Apple Inc.	4.450%	5/6/44	2,028	2,368
	Apple Inc.	3.450%	2/9/45	5,264	5,380
	Apple Inc.	4.375%	5/13/45	4,395	5,096
	Apple Inc.	4.650%	2/23/46	9,449	11,473
	Apple Inc.	3.850%	8/4/46	4,185	4,527
	Apple Inc.	4.250%	2/9/47	954	1,096
	Apple Inc.	3.750%	9/12/47	2,113	2,253
	Apple Inc.	3.750%	11/13/47	3,702	3,959
	Apple Inc.	2.950%	9/11/49	2,595	2,441
	Apple Inc.	2.650%	5/11/50	5,607	4,992
	Apple Inc.	2.400%	8/20/50	4,173	3,531
	Apple Inc.	2.650%	2/8/51	6,315	5,618
	Apple Inc.	2.700%	8/5/51	3,692	3,300
	Apple Inc.	2.550%	8/20/60	2,869	2,387
	Apple Inc.	2.800%	2/8/61	3,337	2,938
	Apple Inc.	2.850%	8/5/61	3,070	2,727
	Applied Materials Inc.	5.100%	10/1/35	398	484
	Applied Materials Inc.	5.850%	6/15/41	1,796	2,392
	Applied Materials Inc.	4.350%	4/1/47	1,909	2,188
	Applied Materials Inc.	2.750%	6/1/50	2,711	2,456

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Broadcom Inc.	4.300%	11/15/32	4,091	4,311
²	Broadcom Inc.	2.600%	2/15/33	3,951	3,601
²	Broadcom Inc.	3.419%	4/15/33	5,272	5,146
²	Broadcom Inc.	3.469%	4/15/34	7,725	7,491
²	Broadcom Inc.	3.137%	11/15/35	6,995	6,482
²	Broadcom Inc.	3.187%	11/15/36	5,055	4,692
²	Broadcom Inc.	3.500%	2/15/41	6,347	5,865
²	Broadcom Inc.	3.750%	2/15/51	3,370	3,148
	Cisco Systems Inc.	5.900%	2/15/39	3,712	4,931
	Cisco Systems Inc.	5.500%	1/15/40	4,098	5,276
	Corning Inc.	4.700%	3/15/37	1,035	1,161
	Corning Inc.	5.750%	8/15/40	794	999
	Corning Inc.	4.750%	3/15/42	407	468
	Corning Inc.	5.350%	11/15/48	694	866
	Corning Inc.	3.900%	11/15/49	580	586
	Corning Inc.	4.375%	11/15/57	2,520	2,653
	Corning Inc.	5.850%	11/15/68	1,012	1,304
	Corning Inc.	5.450%	11/15/79	2,305	2,668
	Dell Inc.	6.500%	4/15/38	1,435	1,654
	Dell International LLC	8.100%	7/15/36	2,091	2,894
²	Dell International LLC	3.375%	12/15/41	2,030	1,790
	Dell International LLC	8.350%	7/15/46	1,031	1,569
²	Dell International LLC	3.450%	12/15/51	3,310	2,798
	Fidelity National Information Services Inc.	3.100%	3/1/41	1,945	1,749
	Fidelity National Information Services Inc.	4.500%	8/15/46	818	900
	Fiserv Inc.	4.400%	7/1/49	4,963	5,288
	Hewlett Packard Enterprise Co.	6.200%	10/15/35	1,886	2,257
	Hewlett Packard Enterprise Co.	6.350%	10/15/45	1,946	2,323
	HP Inc.	6.000%	9/15/41	3,164	3,794
	Intel Corp.	4.000%	12/15/32	1,697	1,869
	Intel Corp.	4.600%	3/25/40	2,325	2,631
	Intel Corp.	2.800%	8/12/41	670	604
	Intel Corp.	4.800%	10/1/41	1,538	1,810
	Intel Corp.	4.250%	12/15/42	1,332	1,461
	Intel Corp.	4.900%	7/29/45	1,419	1,685
	Intel Corp.	4.100%	5/19/46	2,223	2,376
	Intel Corp.	4.100%	5/11/47	2,410	2,572
	Intel Corp.	3.734%	12/8/47	4,048	4,094
	Intel Corp.	3.250%	11/15/49	5,112	4,774
	Intel Corp.	4.750%	3/25/50	4,300	5,048
	Intel Corp.	3.050%	8/12/51	3,384	3,058
	Intel Corp.	3.100%	2/15/60	1,120	980
	Intel Corp.	4.950%	3/25/60	1,690	2,072
	Intel Corp.	3.200%	8/12/61	1,960	1,738
	International Business Machines Corp.	5.875%	11/29/32	1,075	1,348
	International Business Machines Corp.	4.150%	5/15/39	4,489	4,802
	International Business Machines Corp.	5.600%	11/30/39	775	978
	International Business Machines Corp.	2.850%	5/15/40	2,030	1,849
	International Business Machines Corp.	4.000%	6/20/42	1,986	2,091
	International Business Machines Corp.	4.700%	2/19/46	2,330	2,723
	International Business Machines Corp.	4.250%	5/15/49	5,755	6,323
	International Business Machines Corp.	2.950%	5/15/50	830	745
	International Business Machines Corp.	7.125%	12/1/96	475	781
	Juniper Networks Inc.	5.950%	3/15/41	1,718	2,068
	KLA Corp.	5.000%	3/15/49	980	1,181

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	KLA Corp.	3.300%	3/1/50	2,074	1,960
²	Kyndryl Holdings Inc.	4.100%	10/15/41	1,200	1,021
	Lam Research Corp.	4.875%	3/15/49	1,537	1,862
	Lam Research Corp.	2.875%	6/15/50	1,390	1,242
	Lam Research Corp.	3.125%	6/15/60	1,582	1,428
	Micron Technology Inc.	2.703%	4/15/32	2,100	1,963
	Micron Technology Inc.	3.366%	11/1/41	1,000	907
	Micron Technology Inc.	3.477%	11/1/51	1,500	1,329
	Microsoft Corp.	3.500%	2/12/35	3,086	3,333
	Microsoft Corp.	4.200%	11/3/35	1,762	2,030
	Microsoft Corp.	3.450%	8/8/36	4,979	5,345
	Microsoft Corp.	4.100%	2/6/37	2,931	3,354
	Microsoft Corp.	4.500%	10/1/40	1,095	1,316
	Microsoft Corp.	5.300%	2/8/41	1,285	1,682
	Microsoft Corp.	3.500%	11/15/42	1,040	1,097
	Microsoft Corp.	3.750%	2/12/45	1,447	1,562
	Microsoft Corp.	3.700%	8/8/46	7,131	7,714
	Microsoft Corp.	4.250%	2/6/47	1,380	1,628
	Microsoft Corp.	2.525%	6/1/50	14,465	12,847
	Microsoft Corp.	2.921%	3/17/52	15,569	14,877
	Microsoft Corp.	3.950%	8/8/56	1,240	1,395
	Microsoft Corp.	2.675%	6/1/60	4,771	4,206
	Microsoft Corp.	3.041%	3/17/62	6,705	6,415
	Moody's Corp.	2.750%	8/19/41	670	585
	Moody's Corp.	5.250%	7/15/44	883	1,066
	Moody's Corp.	4.875%	12/17/48	1,541	1,814
	Moody's Corp.	3.250%	5/20/50	1,299	1,183
	Moody's Corp.	2.550%	8/18/60	935	708
	Moody's Corp.	3.100%	11/29/61	1,550	1,319
	Motorola Solutions Inc.	5.500%	9/1/44	1,049	1,218
	NVIDIA Corp.	3.500%	4/1/40	3,041	3,124
	NVIDIA Corp.	3.500%	4/1/50	2,692	2,760
	NVIDIA Corp.	3.700%	4/1/60	2,135	2,230
²	NXP BV	3.250%	5/11/41	2,050	1,877
²	NXP BV	3.125%	2/15/42	1,030	929
²	NXP BV	3.250%	11/30/51	1,100	966
	Oracle Corp.	4.300%	7/8/34	4,286	4,423
	Oracle Corp.	3.900%	5/15/35	2,584	2,531
	Oracle Corp.	3.850%	7/15/36	2,801	2,705
	Oracle Corp.	3.800%	11/15/37	3,990	3,794
	Oracle Corp.	6.500%	4/15/38	1,681	2,080
	Oracle Corp.	6.125%	7/8/39	923	1,106
	Oracle Corp.	3.600%	4/1/40	8,100	7,332
	Oracle Corp.	5.375%	7/15/40	3,550	3,895
	Oracle Corp.	3.650%	3/25/41	5,420	4,907
	Oracle Corp.	4.500%	7/8/44	2,928	2,912
	Oracle Corp.	4.125%	5/15/45	3,502	3,266
	Oracle Corp.	4.000%	7/15/46	6,363	5,847
	Oracle Corp.	4.000%	11/15/47	2,640	2,418
	Oracle Corp.	3.600%	4/1/50	10,908	9,473
	Oracle Corp.	3.950%	3/25/51	6,990	6,411
	Oracle Corp.	4.375%	5/15/55	3,386	3,220
	Oracle Corp.	3.850%	4/1/60	7,996	6,891
	Oracle Corp.	4.100%	3/25/61	3,385	3,054
	QUALCOMM Inc.	1.650%	5/20/32	1,272	1,146

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	QUALCOMM Inc.	4.650%	5/20/35	3,336	3,884
	QUALCOMM Inc.	4.800%	5/20/45	4,283	5,103
	QUALCOMM Inc.	4.300%	5/20/47	2,000	2,261
	QUALCOMM Inc.	3.250%	5/20/50	2,304	2,259
	Quanta Services Inc.	3.050%	10/1/41	1,200	1,045
	S&P Global Inc.	3.250%	12/1/49	1,509	1,447
	S&P Global Inc.	2.300%	8/15/60	1,230	925
	salesforce.com Inc.	2.700%	7/15/41	3,320	3,030
	salesforce.com Inc.	2.900%	7/15/51	4,925	4,491
	salesforce.com Inc.	3.050%	7/15/61	3,055	2,757
	Texas Instruments Inc.	3.875%	3/15/39	2,834	3,089
	Texas Instruments Inc.	4.150%	5/15/48	2,917	3,315
	Texas Instruments Inc.	2.700%	9/15/51	1,247	1,126
	TSMC Arizona Corp.	3.125%	10/25/41	2,330	2,210
	TSMC Arizona Corp.	3.250%	10/25/51	1,960	1,869
	Verisk Analytics Inc.	5.500%	6/15/45	1,271	1,581
	Verisk Analytics Inc.	3.625%	5/15/50	1,521	1,467
					458,833
Utilities (11.8%)
	AEP Texas Inc.	3.800%	10/1/47	569	548
¹	AEP Texas Inc.	3.450%	1/15/50	1,570	1,447
	AEP Transmission Co. LLC	4.000%	12/1/46	845	886
	AEP Transmission Co. LLC	3.750%	12/1/47	437	443
	AEP Transmission Co. LLC	4.250%	9/15/48	1,060	1,150
	AEP Transmission Co. LLC	3.800%	6/15/49	1,316	1,333
¹	AEP Transmission Co. LLC	3.650%	4/1/50	990	979
¹	AEP Transmission Co. LLC	2.750%	8/15/51	815	692
	Alabama Power Co.	6.125%	5/15/38	687	887
	Alabama Power Co.	6.000%	3/1/39	444	572
	Alabama Power Co.	3.850%	12/1/42	1,928	1,938
	Alabama Power Co.	4.150%	8/15/44	1,944	2,056
	Alabama Power Co.	3.750%	3/1/45	2,343	2,324
	Alabama Power Co.	4.300%	1/2/46	1,191	1,278
¹	Alabama Power Co.	3.700%	12/1/47	1,099	1,092
¹	Alabama Power Co.	4.300%	7/15/48	174	188
	Alabama Power Co.	3.450%	10/1/49	1,095	1,042
	Alabama Power Co.	3.125%	7/15/51	1,360	1,227
	Alabama Power Co.	3.000%	3/15/52	1,995	1,766
	Ameren Illinois Co.	4.150%	3/15/46	1,517	1,661
	Ameren Illinois Co.	3.700%	12/1/47	1,552	1,590
	Ameren Illinois Co.	4.500%	3/15/49	690	793
	Ameren Illinois Co.	3.250%	3/15/50	1,073	1,020
	Ameren Illinois Co.	2.900%	6/15/51	950	855
	American Electric Power Co. Inc.	3.250%	3/1/50	1,002	884
	American Water Capital Corp.	6.593%	10/15/37	558	754
	American Water Capital Corp.	4.300%	12/1/42	755	814
	American Water Capital Corp.	4.300%	9/1/45	1,469	1,569
	American Water Capital Corp.	4.000%	12/1/46	1,223	1,265
	American Water Capital Corp.	3.750%	9/1/47	1,167	1,163
	American Water Capital Corp.	4.200%	9/1/48	2,025	2,140
	American Water Capital Corp.	4.150%	6/1/49	1,215	1,270
	American Water Capital Corp.	3.450%	5/1/50	1,615	1,543
	American Water Capital Corp.	3.250%	6/1/51	890	825
	Appalachian Power Co.	7.000%	4/1/38	674	901
	Appalachian Power Co.	4.400%	5/15/44	928	977

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Appalachian Power Co.	4.450%	6/1/45	534	565
¹	Appalachian Power Co.	4.500%	3/1/49	1,521	1,633
¹	Appalachian Power Co.	3.700%	5/1/50	1,493	1,443
	Arizona Public Service Co.	5.050%	9/1/41	957	1,072
	Arizona Public Service Co.	4.500%	4/1/42	1,496	1,613
	Arizona Public Service Co.	4.350%	11/15/45	485	506
	Arizona Public Service Co.	3.750%	5/15/46	700	686
	Arizona Public Service Co.	4.200%	8/15/48	1,257	1,290
	Arizona Public Service Co.	4.250%	3/1/49	1,186	1,239
	Arizona Public Service Co.	3.500%	12/1/49	338	313
	Arizona Public Service Co.	3.350%	5/15/50	285	257
	Arizona Public Service Co.	2.650%	9/15/50	460	370
	Atmos Energy Corp.	5.500%	6/15/41	440	530
	Atmos Energy Corp.	4.150%	1/15/43	918	958
	Atmos Energy Corp.	4.125%	10/15/44	328	343
	Atmos Energy Corp.	4.300%	10/1/48	275	299
	Atmos Energy Corp.	4.125%	3/15/49	1,542	1,655
	Atmos Energy Corp.	3.375%	9/15/49	2,641	2,506
	Atmos Energy Corp.	2.850%	2/15/52	2,025	1,752
	Avista Corp.	4.350%	6/1/48	598	665
	Baltimore Gas & Electric Co.	6.350%	10/1/36	1,130	1,520
	Baltimore Gas & Electric Co.	3.500%	8/15/46	835	819
¹	Baltimore Gas & Electric Co.	3.750%	8/15/47	2,000	2,040
	Baltimore Gas & Electric Co.	4.250%	9/15/48	862	947
	Baltimore Gas & Electric Co.	3.200%	9/15/49	635	594
	Baltimore Gas & Electric Co.	2.900%	6/15/50	1,670	1,487
	Berkshire Hathaway Energy Co.	6.125%	4/1/36	1,615	2,060
	Berkshire Hathaway Energy Co.	5.950%	5/15/37	720	915
	Berkshire Hathaway Energy Co.	5.150%	11/15/43	552	640
	Berkshire Hathaway Energy Co.	4.500%	2/1/45	2,083	2,275
	Berkshire Hathaway Energy Co.	3.800%	7/15/48	1,045	1,046
	Berkshire Hathaway Energy Co.	4.450%	1/15/49	670	736
	Berkshire Hathaway Energy Co.	4.250%	10/15/50	2,695	2,908
	Berkshire Hathaway Energy Co.	2.850%	5/15/51	440	374
	Black Hills Corp.	4.350%	5/1/33	413	441
	Black Hills Corp.	4.200%	9/15/46	746	763
	Black Hills Corp.	3.875%	10/15/49	1,162	1,129
¹	CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	415	552
	CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	952	957
	CenterPoint Energy Houston Electric LLC	4.500%	4/1/44	439	497
	CenterPoint Energy Houston Electric LLC	3.950%	3/1/48	1,010	1,075
¹	CenterPoint Energy Houston Electric LLC	4.250%	2/1/49	1,556	1,738
¹	CenterPoint Energy Houston Electric LLC	2.900%	7/1/50	1,462	1,311
¹	CenterPoint Energy Houston Electric LLC	3.350%	4/1/51	1,590	1,546
	CenterPoint Energy Inc.	3.700%	9/1/49	2,825	2,774
	CenterPoint Energy Resources Corp.	5.850%	1/15/41	616	768
	CenterPoint Energy Resources Corp.	4.100%	9/1/47	844	876
	Cleco Corporate Holdings LLC	4.973%	5/1/46	765	839
	Cleveland Electric Illuminating Co.	5.950%	12/15/36	1,000	1,259
	CMS Energy Corp.	4.875%	3/1/44	717	823
	Commonwealth Edison Co.	5.900%	3/15/36	300	384
	Commonwealth Edison Co.	6.450%	1/15/38	540	724
	Commonwealth Edison Co.	4.600%	8/15/43	866	984
	Commonwealth Edison Co.	4.700%	1/15/44	896	1,033
	Commonwealth Edison Co.	3.700%	3/1/45	1,272	1,281

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Commonwealth Edison Co.	4.350%	11/15/45	1,138	1,243
	Commonwealth Edison Co.	3.650%	6/15/46	898	903
¹	Commonwealth Edison Co.	3.750%	8/15/47	2,310	2,344
	Commonwealth Edison Co.	4.000%	3/1/48	395	423
	Commonwealth Edison Co.	4.000%	3/1/49	1,490	1,587
¹	Commonwealth Edison Co.	3.200%	11/15/49	780	729
	Commonwealth Edison Co.	3.000%	3/1/50	1,145	1,036
¹	Commonwealth Edison Co.	3.125%	3/15/51	960	887
¹	Commonwealth Edison Co.	2.750%	9/1/51	700	607
	Connecticut Light & Power Co.	4.300%	4/15/44	1,209	1,333
¹	Connecticut Light & Power Co.	4.150%	6/1/45	437	472
	Connecticut Light & Power Co.	4.000%	4/1/48	1,275	1,366
¹	Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	679	796
¹	Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	998	1,223
¹	Consolidated Edison Co. of New York Inc.	6.200%	6/15/36	845	1,066
¹	Consolidated Edison Co. of New York Inc.	6.300%	8/15/37	405	523
¹	Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	1,364	1,841
	Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	2,008	2,446
¹	Consolidated Edison Co. of New York Inc.	4.200%	3/15/42	2,046	2,130
	Consolidated Edison Co. of New York Inc.	3.950%	3/1/43	762	762
	Consolidated Edison Co. of New York Inc.	4.450%	3/15/44	2,678	2,883
	Consolidated Edison Co. of New York Inc.	4.500%	12/1/45	2,304	2,476
	Consolidated Edison Co. of New York Inc.	3.850%	6/15/46	963	957
¹	Consolidated Edison Co. of New York Inc.	3.875%	6/15/47	1,942	1,938
¹	Consolidated Edison Co. of New York Inc.	4.650%	12/1/48	895	994
¹	Consolidated Edison Co. of New York Inc.	3.950%	4/1/50	850	872
	Consolidated Edison Co. of New York Inc.	3.200%	12/1/51	1,975	1,764
	Consolidated Edison Co. of New York Inc.	4.625%	12/1/54	390	432
¹	Consolidated Edison Co. of New York Inc.	4.300%	12/1/56	475	502
¹	Consolidated Edison Co. of New York Inc.	4.000%	11/15/57	1,385	1,389
	Consolidated Edison Co. of New York Inc.	4.500%	5/15/58	1,177	1,282
	Consolidated Edison Co. of New York Inc.	3.700%	11/15/59	1,465	1,382
¹	Consolidated Edison Co. of New York Inc.	3.000%	12/1/60	680	563
	Consolidated Edison Co. of New York Inc.	3.600%	6/15/61	2,175	2,036
	Constellation Energy Generation LLC	6.250%	10/1/39	1,550	1,807
	Constellation Energy Generation LLC	5.750%	10/1/41	1,662	1,877
	Constellation Energy Generation LLC	5.600%	6/15/42	1,316	1,445
	Consumers Energy Co.	3.250%	8/15/46	1,256	1,207
	Consumers Energy Co.	3.950%	7/15/47	900	952
	Consumers Energy Co.	4.050%	5/15/48	356	384
	Consumers Energy Co.	4.350%	4/15/49	963	1,090
	Consumers Energy Co.	3.750%	2/15/50	1,020	1,056
	Consumers Energy Co.	3.100%	8/15/50	1,099	1,036
	Consumers Energy Co.	3.500%	8/1/51	2,275	2,273
	Consumers Energy Co.	2.650%	8/15/52	1,395	1,202
	Consumers Energy Co.	2.500%	5/1/60	1,045	819
	Dayton Power & Light Co.	3.950%	6/15/49	752	779
	Delmarva Power & Light Co.	4.150%	5/15/45	1,671	1,772
¹	Dominion Energy Inc.	6.300%	3/15/33	785	974
¹	Dominion Energy Inc.	5.250%	8/1/33	619	718
¹	Dominion Energy Inc.	5.950%	6/15/35	484	593
	Dominion Energy Inc.	7.000%	6/15/38	685	934
¹	Dominion Energy Inc.	3.300%	4/15/41	1,890	1,766
¹	Dominion Energy Inc.	4.900%	8/1/41	837	944
¹	Dominion Energy Inc.	4.050%	9/15/42	959	976

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Dominion Energy Inc.	4.700%	12/1/44	1,411	1,588
¹	Dominion Energy Inc.	4.600%	3/15/49	640	711
	Dominion Energy South Carolina Inc.	5.300%	5/15/33	1,455	1,748
	Dominion Energy South Carolina Inc.	6.050%	1/15/38	440	569
	Dominion Energy South Carolina Inc.	5.450%	2/1/41	1,691	2,077
	Dominion Energy South Carolina Inc.	4.600%	6/15/43	1,136	1,269
	Dominion Energy South Carolina Inc.	5.100%	6/1/65	515	642
¹	DTE Electric Co.	4.000%	4/1/43	325	347
	DTE Electric Co.	4.300%	7/1/44	1,972	2,173
	DTE Electric Co.	3.700%	3/15/45	1,464	1,495
	DTE Electric Co.	3.700%	6/1/46	1,812	1,866
	DTE Electric Co.	3.750%	8/15/47	1,310	1,349
¹	DTE Electric Co.	4.050%	5/15/48	505	545
	DTE Electric Co.	3.950%	3/1/49	575	612
	DTE Electric Co.	2.950%	3/1/50	344	315
¹	DTE Electric Co.	3.250%	4/1/51	1,075	1,026
	Duke Energy Carolinas LLC	6.450%	10/15/32	768	968
	Duke Energy Carolinas LLC	6.100%	6/1/37	1,411	1,787
	Duke Energy Carolinas LLC	6.000%	1/15/38	306	391
	Duke Energy Carolinas LLC	6.050%	4/15/38	1,085	1,402
	Duke Energy Carolinas LLC	5.300%	2/15/40	1,188	1,439
	Duke Energy Carolinas LLC	4.250%	12/15/41	951	1,020
	Duke Energy Carolinas LLC	4.000%	9/30/42	1,290	1,352
	Duke Energy Carolinas LLC	3.750%	6/1/45	150	150
	Duke Energy Carolinas LLC	3.875%	3/15/46	1,715	1,771
	Duke Energy Carolinas LLC	3.700%	12/1/47	1,605	1,615
	Duke Energy Carolinas LLC	3.950%	3/15/48	881	917
	Duke Energy Carolinas LLC	3.200%	8/15/49	958	899
	Duke Energy Carolinas LLC	3.450%	4/15/51	1,580	1,552
	Duke Energy Corp.	3.300%	6/15/41	2,640	2,429
	Duke Energy Corp.	3.750%	9/1/46	2,104	2,009
	Duke Energy Corp.	3.950%	8/15/47	1,127	1,108
	Duke Energy Corp.	4.200%	6/15/49	1,255	1,291
	Duke Energy Corp.	3.500%	6/15/51	1,525	1,401
	Duke Energy Florida LLC	6.350%	9/15/37	2,311	3,068
	Duke Energy Florida LLC	6.400%	6/15/38	341	456
	Duke Energy Florida LLC	5.650%	4/1/40	1,165	1,440
	Duke Energy Florida LLC	3.850%	11/15/42	875	897
	Duke Energy Florida LLC	3.400%	10/1/46	1,506	1,444
	Duke Energy Florida LLC	4.200%	7/15/48	1,396	1,526
	Duke Energy Florida LLC	3.000%	12/15/51	310	280
	Duke Energy Indiana LLC	6.120%	10/15/35	913	1,129
	Duke Energy Indiana LLC	6.350%	8/15/38	1,851	2,392
	Duke Energy Indiana LLC	6.450%	4/1/39	855	1,128
¹	Duke Energy Indiana LLC	4.900%	7/15/43	1,318	1,491
	Duke Energy Indiana LLC	3.750%	5/15/46	1,745	1,777
¹	Duke Energy Indiana LLC	3.250%	10/1/49	1,025	944
	Duke Energy Indiana LLC	2.750%	4/1/50	945	806
	Duke Energy Ohio Inc.	3.700%	6/15/46	100	100
	Duke Energy Ohio Inc.	4.300%	2/1/49	1,498	1,645
	Duke Energy Progress LLC	6.300%	4/1/38	883	1,150
	Duke Energy Progress LLC	4.100%	5/15/42	1,354	1,426
	Duke Energy Progress LLC	4.100%	3/15/43	1,420	1,498
	Duke Energy Progress LLC	4.375%	3/30/44	921	1,016
	Duke Energy Progress LLC	4.150%	12/1/44	1,660	1,763

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Duke Energy Progress LLC	4.200%	8/15/45	698	748
	Duke Energy Progress LLC	3.700%	10/15/46	1,795	1,803
	Duke Energy Progress LLC	3.600%	9/15/47	1,265	1,253
	Duke Energy Progress LLC	2.500%	8/15/50	150	124
	Duke Energy Progress LLC	2.900%	8/15/51	1,675	1,508
¹	Duke Energy Progress NC Storm Funding LLC	2.387%	7/1/37	725	705
	El Paso Electric Co.	6.000%	5/15/35	944	1,177
	El Paso Electric Co.	5.000%	12/1/44	588	660
	Emera US Finance LP	4.750%	6/15/46	1,358	1,448
	Entergy Arkansas LLC	4.200%	4/1/49	1,238	1,346
	Entergy Arkansas LLC	2.650%	6/15/51	455	382
	Entergy Arkansas LLC	3.350%	6/15/52	1,625	1,534
	Entergy Corp.	3.750%	6/15/50	2,079	2,015
	Entergy Louisiana LLC	2.350%	6/15/32	1,360	1,285
	Entergy Louisiana LLC	4.000%	3/15/33	1,413	1,523
	Entergy Louisiana LLC	3.100%	6/15/41	1,135	1,076
	Entergy Louisiana LLC	4.200%	9/1/48	2,459	2,643
	Entergy Louisiana LLC	4.200%	4/1/50	1,521	1,648
	Entergy Louisiana LLC	2.900%	3/15/51	481	427
	Entergy Mississippi LLC	3.850%	6/1/49	1,852	1,917
	Entergy Texas Inc.	3.550%	9/30/49	1,395	1,324
	Essential Utilities Inc.	4.276%	5/1/49	880	937
	Essential Utilities Inc.	3.351%	4/15/50	956	881
	Evergy Kansas Central Inc.	4.125%	3/1/42	1,043	1,099
	Evergy Kansas Central Inc.	4.100%	4/1/43	1,264	1,336
	Evergy Kansas Central Inc.	4.250%	12/1/45	1,214	1,296
	Evergy Kansas Central Inc.	3.450%	4/15/50	733	704
	Evergy Metro Inc.	5.300%	10/1/41	335	407
	Evergy Metro Inc.	4.200%	6/15/47	1,660	1,807
	Evergy Metro Inc.	4.200%	3/15/48	916	992
¹	Evergy Metro Inc.	4.125%	4/1/49	1,285	1,382
	Eversource Energy	3.450%	1/15/50	365	342
¹	Exelon Corp.	4.950%	6/15/35	1,435	1,607
	Exelon Corp.	5.625%	6/15/35	1,040	1,236
	Exelon Corp.	5.100%	6/15/45	1,504	1,747
	Exelon Corp.	4.450%	4/15/46	1,515	1,644
	Exelon Corp.	4.700%	4/15/50	1,632	1,851
	Florida Power & Light Co.	5.625%	4/1/34	419	522
	Florida Power & Light Co.	4.950%	6/1/35	1,647	1,933
	Florida Power & Light Co.	5.650%	2/1/37	958	1,207
	Florida Power & Light Co.	5.950%	2/1/38	877	1,133
	Florida Power & Light Co.	5.960%	4/1/39	595	780
	Florida Power & Light Co.	5.690%	3/1/40	780	1,006
	Florida Power & Light Co.	5.250%	2/1/41	1,799	2,195
	Florida Power & Light Co.	4.125%	2/1/42	1,509	1,633
	Florida Power & Light Co.	4.050%	6/1/42	984	1,051
	Florida Power & Light Co.	3.800%	12/15/42	1,909	1,989
	Florida Power & Light Co.	4.050%	10/1/44	2,072	2,251
	Florida Power & Light Co.	3.700%	12/1/47	1,062	1,097
	Florida Power & Light Co.	3.950%	3/1/48	1,999	2,163
	Florida Power & Light Co.	4.125%	6/1/48	2,556	2,843
	Florida Power & Light Co.	3.990%	3/1/49	200	217
	Florida Power & Light Co.	3.150%	10/1/49	1,382	1,320
	Florida Power & Light Co.	2.875%	12/4/51	2,332	2,124
¹	Georgia Power Co.	4.750%	9/1/40	1,526	1,660

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Georgia Power Co.	4.300%	3/15/42	2,393	2,499
	Georgia Power Co.	4.300%	3/15/43	553	570
¹	Georgia Power Co.	3.700%	1/30/50	2,185	2,078
¹	Georgia Power Co.	3.250%	3/15/51	375	335
	Iberdrola International BV	6.750%	7/15/36	1,315	1,798
¹	Idaho Power Co.	4.200%	3/1/48	950	1,059
	Indiana Michigan Power Co.	6.050%	3/15/37	1,588	2,039
¹	Indiana Michigan Power Co.	4.550%	3/15/46	933	1,032
¹	Indiana Michigan Power Co.	3.750%	7/1/47	1,320	1,297
	Indiana Michigan Power Co.	4.250%	8/15/48	1,141	1,228
	Indiana Michigan Power Co.	3.250%	5/1/51	1,265	1,165
	Interstate Power & Light Co.	6.250%	7/15/39	254	338
	Interstate Power & Light Co.	3.700%	9/15/46	419	432
	Interstate Power & Light Co.	3.500%	9/30/49	525	511
	Interstate Power & Light Co.	3.100%	11/30/51	675	608
	ITC Holdings Corp.	5.300%	7/1/43	1,451	1,762
¹	John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	857	990
	Kentucky Utilities Co.	5.125%	11/1/40	821	963
	Kentucky Utilities Co.	4.375%	10/1/45	465	505
	Kentucky Utilities Co.	3.300%	6/1/50	1,140	1,069
	Louisville Gas & Electric Co.	4.250%	4/1/49	2,224	2,418
¹	MidAmerican Energy Co.	5.750%	11/1/35	958	1,206
¹	MidAmerican Energy Co.	5.800%	10/15/36	1,200	1,524
	MidAmerican Energy Co.	4.800%	9/15/43	1,259	1,455
	MidAmerican Energy Co.	4.400%	10/15/44	1,309	1,457
	MidAmerican Energy Co.	4.250%	5/1/46	1,922	2,127
	MidAmerican Energy Co.	3.650%	8/1/48	1,031	1,047
	MidAmerican Energy Co.	4.250%	7/15/49	2,451	2,728
	MidAmerican Energy Co.	3.150%	4/15/50	270	255
	MidAmerican Energy Co.	2.700%	8/1/52	1,100	951
¹	Mississippi Power Co.	4.250%	3/15/42	976	1,014
¹	Mississippi Power Co.	3.100%	7/30/51	265	235
	National Grid USA	5.803%	4/1/35	702	829
¹	National Rural Utilities Cooperative Finance Corp.	8.000%	3/1/32	657	924
	National Rural Utilities Cooperative Finance Corp.	4.023%	11/1/32	1,066	1,149
	National Rural Utilities Cooperative Finance Corp.	4.400%	11/1/48	1,466	1,627
	National Rural Utilities Cooperative Finance Corp.	4.300%	3/15/49	928	1,039
¹	Nevada Power Co.	6.650%	4/1/36	1,830	2,460
¹	Nevada Power Co.	6.750%	7/1/37	1,750	2,375
¹	Nevada Power Co.	3.125%	8/1/50	2,149	1,941
	NextEra Energy Capital Holdings Inc.	3.000%	1/15/52	1,255	1,085
	NiSource Inc.	5.950%	6/15/41	1,458	1,801
	NiSource Inc.	5.250%	2/15/43	756	858
	NiSource Inc.	4.800%	2/15/44	914	994
	NiSource Inc.	5.650%	2/1/45	1,100	1,304
	NiSource Inc.	4.375%	5/15/47	1,575	1,651
	NiSource Inc.	3.950%	3/30/48	2,107	2,067
	Northern States Power Co.	6.250%	6/1/36	290	383
	Northern States Power Co.	6.200%	7/1/37	610	815
	Northern States Power Co.	5.350%	11/1/39	507	633
	Northern States Power Co.	3.400%	8/15/42	830	820
	Northern States Power Co.	4.125%	5/15/44	803	866
	Northern States Power Co.	4.000%	8/15/45	970	1,036
	Northern States Power Co.	3.600%	5/15/46	1,199	1,206
	Northern States Power Co.	3.600%	9/15/47	447	451

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Northern States Power Co.	2.900%	3/1/50	756	685
	Northern States Power Co.	2.600%	6/1/51	770	659
	Northern States Power Co.	3.200%	4/1/52	715	690
	NorthWestern Corp.	4.176%	11/15/44	1,069	1,170
	NSTAR Electric Co.	5.500%	3/15/40	1,273	1,590
	NSTAR Electric Co.	4.400%	3/1/44	1,067	1,183
	Oglethorpe Power Corp.	5.950%	11/1/39	1,520	1,879
	Oglethorpe Power Corp.	5.375%	11/1/40	1,740	2,056
	Oglethorpe Power Corp.	5.050%	10/1/48	120	138
	Oglethorpe Power Corp.	5.250%	9/1/50	698	810
	Ohio Power Co.	4.150%	4/1/48	1,830	1,913
	Ohio Power Co.	4.000%	6/1/49	1,838	1,910
¹	Ohio Power Co.	2.900%	10/1/51	605	518
	Oklahoma Gas & Electric Co.	4.150%	4/1/47	855	917
	Oklahoma Gas & Electric Co.	3.850%	8/15/47	656	695
	Oncor Electric Delivery Co. LLC	7.000%	5/1/32	429	570
	Oncor Electric Delivery Co. LLC	7.250%	1/15/33	845	1,155
	Oncor Electric Delivery Co. LLC	7.500%	9/1/38	500	731
	Oncor Electric Delivery Co. LLC	5.250%	9/30/40	1,145	1,394
	Oncor Electric Delivery Co. LLC	4.550%	12/1/41	992	1,119
	Oncor Electric Delivery Co. LLC	5.300%	6/1/42	765	943
	Oncor Electric Delivery Co. LLC	3.750%	4/1/45	1,647	1,685
	Oncor Electric Delivery Co. LLC	3.800%	9/30/47	1,393	1,443
	Oncor Electric Delivery Co. LLC	4.100%	11/15/48	1,670	1,822
	Oncor Electric Delivery Co. LLC	3.800%	6/1/49	1,797	1,880
¹	Oncor Electric Delivery Co. LLC	3.100%	9/15/49	1,260	1,174
²	Oncor Electric Delivery Co. LLC	2.700%	11/15/51	1,060	915
	Oncor Electric Delivery Co. LLC	5.350%	10/1/52	456	601
	ONE Gas Inc.	4.658%	2/1/44	375	426
	ONE Gas Inc.	4.500%	11/1/48	1,045	1,168
	Pacific Gas & Electric Co.	3.250%	6/1/31	62	58
	Pacific Gas & Electric Co.	4.400%	3/1/32	1,000	1,023
	Pacific Gas & Electric Co.	4.500%	7/1/40	5,070	4,797
	Pacific Gas & Electric Co.	3.300%	8/1/40	2,163	1,815
	Pacific Gas & Electric Co.	4.200%	6/1/41	2,905	2,665
	Pacific Gas & Electric Co.	4.750%	2/15/44	2,187	2,092
	Pacific Gas & Electric Co.	4.300%	3/15/45	1,030	928
	Pacific Gas & Electric Co.	3.950%	12/1/47	2,194	1,906
	Pacific Gas & Electric Co.	4.950%	7/1/50	7,875	7,827
	Pacific Gas & Electric Co.	3.500%	8/1/50	3,440	2,833
	Pacific Gas & Electric Co.	5.250%	3/1/52	1,200	1,264
	PacifiCorp	5.250%	6/15/35	2,229	2,652
	PacifiCorp	6.100%	8/1/36	1,270	1,615
	PacifiCorp	5.750%	4/1/37	1,431	1,753
	PacifiCorp	6.250%	10/15/37	530	685
	PacifiCorp	6.350%	7/15/38	630	819
	PacifiCorp	6.000%	1/15/39	1,404	1,781
	PacifiCorp	4.100%	2/1/42	1,465	1,524
	PacifiCorp	4.125%	1/15/49	1,405	1,475
	PacifiCorp	4.150%	2/15/50	1,833	1,940
	PacifiCorp	3.300%	3/15/51	1,715	1,612
	PacifiCorp	2.900%	6/15/52	1,410	1,248
	PECO Energy Co.	5.950%	10/1/36	548	703
	PECO Energy Co.	4.150%	10/1/44	1,086	1,175
	PECO Energy Co.	3.900%	3/1/48	1,057	1,124

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	PECO Energy Co.	3.000%	9/15/49	449	413
	PECO Energy Co.	2.800%	6/15/50	851	750
	PECO Energy Co.	3.050%	3/15/51	1,560	1,442
	PECO Energy Co.	2.850%	9/15/51	755	673
	Piedmont Natural Gas Co. Inc.	4.650%	8/1/43	405	459
	Piedmont Natural Gas Co. Inc.	3.640%	11/1/46	596	564
	Piedmont Natural Gas Co. Inc.	3.350%	6/1/50	1,360	1,253
	Potomac Electric Power Co.	6.500%	11/15/37	438	596
	Potomac Electric Power Co.	4.150%	3/15/43	1,830	1,986
	PPL Electric Utilities Corp.	6.250%	5/15/39	428	570
	PPL Electric Utilities Corp.	4.750%	7/15/43	380	440
	PPL Electric Utilities Corp.	4.125%	6/15/44	685	735
	PPL Electric Utilities Corp.	4.150%	10/1/45	1,611	1,729
	PPL Electric Utilities Corp.	3.950%	6/1/47	1,035	1,079
	PPL Electric Utilities Corp.	4.150%	6/15/48	1,170	1,273
	PPL Electric Utilities Corp.	3.000%	10/1/49	825	759
	Progress Energy Inc.	6.000%	12/1/39	1,077	1,332
¹	Public Service Co. of Colorado	6.250%	9/1/37	1,865	2,537
	Public Service Co. of Colorado	6.500%	8/1/38	486	677
	Public Service Co. of Colorado	3.600%	9/15/42	996	1,001
	Public Service Co. of Colorado	4.300%	3/15/44	810	882
	Public Service Co. of Colorado	3.800%	6/15/47	1,275	1,309
	Public Service Co. of Colorado	4.100%	6/15/48	519	558
	Public Service Co. of Colorado	4.050%	9/15/49	2,165	2,312
¹	Public Service Co. of Colorado	3.200%	3/1/50	368	347
¹	Public Service Co. of Colorado	2.700%	1/15/51	1,075	921
	Public Service Co. of New Hampshire	3.600%	7/1/49	1,649	1,670
¹	Public Service Electric & Gas Co.	5.800%	5/1/37	460	586
¹	Public Service Electric & Gas Co.	5.500%	3/1/40	1,100	1,366
¹	Public Service Electric & Gas Co.	3.950%	5/1/42	815	876
¹	Public Service Electric & Gas Co.	3.650%	9/1/42	1,013	1,029
¹	Public Service Electric & Gas Co.	3.800%	1/1/43	510	529
¹	Public Service Electric & Gas Co.	3.800%	3/1/46	1,457	1,517
¹	Public Service Electric & Gas Co.	3.600%	12/1/47	375	379
¹	Public Service Electric & Gas Co.	4.050%	5/1/48	799	864
¹	Public Service Electric & Gas Co.	3.850%	5/1/49	413	436
¹	Public Service Electric & Gas Co.	3.200%	8/1/49	990	945
¹	Public Service Electric & Gas Co.	3.150%	1/1/50	334	316
¹	Public Service Electric & Gas Co.	2.700%	5/1/50	860	744
¹	Public Service Electric & Gas Co.	2.050%	8/1/50	1,065	803
	Puget Sound Energy Inc.	6.274%	3/15/37	881	1,142
	Puget Sound Energy Inc.	5.757%	10/1/39	861	1,069
	Puget Sound Energy Inc.	5.795%	3/15/40	758	953
	Puget Sound Energy Inc.	5.638%	4/15/41	373	463
	Puget Sound Energy Inc.	4.300%	5/20/45	848	922
	Puget Sound Energy Inc.	4.223%	6/15/48	670	721
	Puget Sound Energy Inc.	3.250%	9/15/49	1,179	1,099
	Puget Sound Energy Inc.	2.893%	9/15/51	700	618
	San Diego Gas & Electric Co.	6.000%	6/1/39	944	1,202
	San Diego Gas & Electric Co.	4.500%	8/15/40	496	557
¹	San Diego Gas & Electric Co.	3.750%	6/1/47	1,200	1,197
	San Diego Gas & Electric Co.	4.150%	5/15/48	595	639
¹	San Diego Gas & Electric Co.	4.100%	6/15/49	1,275	1,349
¹	San Diego Gas & Electric Co.	3.320%	4/15/50	1,130	1,062
¹	San Diego Gas & Electric Co.	2.950%	8/15/51	1,160	1,040

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Long-Term Corporate Bond Index Fund

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
¹	SCE Recovery Funding LLC	2.943%	11/15/42	500	495
	Sempra Energy	3.800%	2/1/38	1,848	1,881
	Sempra Energy	6.000%	10/15/39	339	431
	Sempra Energy	4.000%	2/1/48	2,175	2,196
	Southern California Edison Co.	6.000%	1/15/34	848	1,040
¹	Southern California Edison Co.	5.750%	4/1/35	1,152	1,376
¹	Southern California Edison Co.	5.350%	7/15/35	1,445	1,675
	Southern California Edison Co.	5.625%	2/1/36	1,923	2,235
¹	Southern California Edison Co.	5.550%	1/15/37	946	1,105
¹	Southern California Edison Co.	5.950%	2/1/38	1,009	1,212
	Southern California Edison Co.	6.050%	3/15/39	1,244	1,508
	Southern California Edison Co.	5.500%	3/15/40	1,639	1,891
	Southern California Edison Co.	4.500%	9/1/40	1,411	1,469
	Southern California Edison Co.	4.050%	3/15/42	500	495
¹	Southern California Edison Co.	3.900%	3/15/43	1,583	1,528
	Southern California Edison Co.	4.650%	10/1/43	457	488
¹	Southern California Edison Co.	3.600%	2/1/45	2,714	2,525
	Southern California Edison Co.	4.000%	4/1/47	2,007	1,975
¹	Southern California Edison Co.	4.125%	3/1/48	653	657
¹	Southern California Edison Co.	4.875%	3/1/49	1,596	1,746
	Southern California Edison Co.	3.650%	2/1/50	2,703	2,555
¹	Southern California Edison Co.	2.950%	2/1/51	530	447
¹	Southern California Edison Co.	3.650%	6/1/51	1,305	1,238
	Southern California Edison Co.	3.450%	2/1/52	1,200	1,105
	Southern California Gas Co.	5.125%	11/15/40	495	592
	Southern California Gas Co.	3.750%	9/15/42	1,058	1,066
¹	Southern California Gas Co.	4.125%	6/1/48	1,238	1,322
¹	Southern California Gas Co.	4.300%	1/15/49	1,475	1,620
¹	Southern California Gas Co.	3.950%	2/15/50	805	850
	Southern Co.	4.250%	7/1/36	1,479	1,553
	Southern Co.	4.400%	7/1/46	3,100	3,246
	Southern Co. Gas Capital Corp.	5.875%	3/15/41	1,578	1,981
	Southern Co. Gas Capital Corp.	4.400%	6/1/43	2,612	2,711
	Southern Co. Gas Capital Corp.	3.950%	10/1/46	1,035	1,019
	Southern Co. Gas Capital Corp.	4.400%	5/30/47	1,503	1,583
	Southern Power Co.	5.150%	9/15/41	823	916
	Southern Power Co.	5.250%	7/15/43	210	237
¹	Southern Power Co.	4.950%	12/15/46	867	955
	Southwest Gas Corp.	3.800%	9/29/46	755	751
	Southwest Gas Corp.	4.150%	6/1/49	1,120	1,159
	Southwestern Electric Power Co.	6.200%	3/15/40	757	961
¹	Southwestern Electric Power Co.	3.900%	4/1/45	1,424	1,393
¹	Southwestern Electric Power Co.	3.850%	2/1/48	927	899
	Southwestern Electric Power Co.	3.250%	11/1/51	1,720	1,519
	Southwestern Public Service Co.	4.500%	8/15/41	520	576
	Southwestern Public Service Co.	3.400%	8/15/46	260	251
	Southwestern Public Service Co.	3.700%	8/15/47	900	905
¹	Southwestern Public Service Co.	4.400%	11/15/48	710	793
	Southwestern Public Service Co.	3.750%	6/15/49	1,058	1,096
¹	Southwestern Public Service Co.	3.150%	5/1/50	758	709
	Tampa Electric Co.	4.100%	6/15/42	1,170	1,235
	Tampa Electric Co.	4.350%	5/15/44	250	274
	Tampa Electric Co.	4.300%	6/15/48	804	891
	Tampa Electric Co.	4.450%	6/15/49	507	579
	Tampa Electric Co.	3.625%	6/15/50	1,220	1,236

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
	Tampa Electric Co.	3.450%	3/15/51	1,000	972
	Toledo Edison Co.	6.150%	5/15/37	926	1,174
	Tucson Electric Power Co.	3.250%	5/15/32	700	708
	Tucson Electric Power Co.	4.850%	12/1/48	1,000	1,152
	Tucson Electric Power Co.	4.000%	6/15/50	1,080	1,102
	Union Electric Co.	2.150%	3/15/32	1,073	1,013
	Union Electric Co.	5.300%	8/1/37	398	477
	Union Electric Co.	3.900%	9/15/42	1,770	1,839
	Union Electric Co.	3.650%	4/15/45	1,712	1,719
	Union Electric Co.	4.000%	4/1/48	1,179	1,260
	Union Electric Co.	3.250%	10/1/49	1,805	1,732
	Union Electric Co.	2.625%	3/15/51	415	359
	Veolia Environnement SA	6.750%	6/1/38	772	1,072
	Virginia Electric & Power Co.	2.400%	3/30/32	1,350	1,288
¹	Virginia Electric & Power Co.	6.000%	1/15/36	902	1,149
¹	Virginia Electric & Power Co.	6.000%	5/15/37	1,261	1,623
	Virginia Electric & Power Co.	6.350%	11/30/37	1,428	1,924
	Virginia Electric & Power Co.	8.875%	11/15/38	199	326
	Virginia Electric & Power Co.	4.000%	1/15/43	1,654	1,750
¹	Virginia Electric & Power Co.	4.650%	8/15/43	2,656	2,997
	Virginia Electric & Power Co.	4.450%	2/15/44	1,094	1,218
¹	Virginia Electric & Power Co.	4.200%	5/15/45	2,115	2,286
¹	Virginia Electric & Power Co.	4.000%	11/15/46	1,087	1,145
¹	Virginia Electric & Power Co.	3.800%	9/15/47	1,138	1,173
	Virginia Electric & Power Co.	4.600%	12/1/48	1,800	2,096
	Virginia Electric & Power Co.	3.300%	12/1/49	1,615	1,555
	Virginia Electric & Power Co.	2.450%	12/15/50	455	373
	Virginia Electric & Power Co.	2.950%	11/15/51	2,135	1,936
¹	Washington Gas Light Co.	3.796%	9/15/46	888	926
¹	Washington Gas Light Co.	3.650%	9/15/49	1,188	1,214
	Wisconsin Electric Power Co.	5.625%	5/15/33	562	678
	Wisconsin Electric Power Co.	5.700%	12/1/36	390	492
	Wisconsin Electric Power Co.	4.300%	10/15/48	1,305	1,439
	Wisconsin Power & Light Co.	6.375%	8/15/37	499	659
	Wisconsin Power & Light Co.	3.650%	4/1/50	1,930	1,954
	Wisconsin Public Service Corp.	3.671%	12/1/42	969	977
	Wisconsin Public Service Corp.	4.752%	11/1/44	1,238	1,433
	Wisconsin Public Service Corp.	3.300%	9/1/49	365	346
	Wisconsin Public Service Corp.	2.850%	12/1/51	500	439
	Xcel Energy Inc.	2.350%	11/15/31	625	589
	Xcel Energy Inc.	6.500%	7/1/36	860	1,135
	Xcel Energy Inc.	3.500%	12/1/49	978	929
					631,251
Total Corporate Bonds (Cost $5,811,389)					5,275,561

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		Coupon	Shares	Market Value• ($000)
Temporary Cash Investments (0.3%)
Money Market Fund (0.3%)
⁴	Vanguard Market Liquidity Fund (Cost $16,552)	0.138%	165,550	16,553
Total Investments (99.2%) (Cost $5,856,742)				5,320,952
Other Assets and Liabilities—Net (0.8%)				42,433
Net Assets (100%)				5,363,385

Cost is in $000.

•	See Note A in Notes to Financial Statements.
1	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
2	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 February 28, 2022, the aggregate value was $107,156,000, representing 2.0% of net assets.
3	Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of February 28, 2022.
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.

Derivative Financial Instruments Outstanding as of Period End

Futures Contracts
			($000)
	Expiration	Number of Long (Short) Contracts	Notional Amount	Value and Unrealized Appreciation (Depreciation)
Short Futures Contracts
Long U.S. Treasury Bond	June 2022	(12)	(1,880)	(11)

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

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Statement of Assets and Liabilities

As of February 28, 2022


($000s, except shares and per-share amounts)	Amount
Assets
Investments in Securities, at Value
Unaffiliated Issuers (Cost $5,840,190)	5,304,399
Affiliated Issuers (Cost $16,552)	16,553
Total Investments in Securities	5,320,952
Investment in Vanguard	177
Cash	373
Cash Collateral Received for ETF Capital Activity	8,169
Receivables for Investment Securities Sold	72,546
Receivables for Accrued Income	59,978
Receivables for Capital Shares Issued	449
Total Assets	5,462,644
Liabilities
Payables for Investment Securities Purchased	90,369
Collateral for ETF Capital Activity	8,169
Payables for Capital Shares Redeemed	319
Payables for Distributions	182
Payables to Vanguard	79
Variation Margin Payable—Futures Contracts	141
Total Liabilities	99,259
Net Assets	5,363,385

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Statement of Assets and Liabilities (continued)
At February 28, 2022, net assets consisted of:
($000s, except shares and per-share amounts)	Amount
Paid-in Capital	5,936,495
Total Distributable Earnings (Loss)	(573,110)
Net Assets	5,363,385

ETF Shares—Net Assets
Applicable to 49,332,221 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	4,770,821
Net Asset Value Per Share—ETF Shares	$96.71

Admiral Shares—Net Assets
Applicable to 10,954,086 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	283,917
Net Asset Value Per Share—Admiral Shares	$25.92

Institutional Shares—Net Assets
Applicable to 9,596,646 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	308,647
Net Asset Value Per Share—Institutional Shares	$32.16

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

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Statement of Operations


	Six Months Ended February 28, 2022
	($000)
Investment Income
Income
Interest¹	90,713
Total Income	90,713
Expenses
The Vanguard Group—Note B
Investment Advisory Services	55
Management and Administrative—ETF Shares	771
Management and Administrative—Admiral Shares	87
Management and Administrative—Institutional Shares	69
Marketing and Distribution—ETF Shares	97
Marketing and Distribution—Admiral Shares	10
Marketing and Distribution—Institutional Shares	6
Custodian Fees	57
Shareholders’ Reports—ETF Shares	61
Shareholders’ Reports—Admiral Shares	3
Shareholders’ Reports—Institutional Shares	—
Trustees’ Fees and Expenses	2
Other Expenses	11
Total Expenses	1,229
Net Investment Income	89,484
Realized Net Gain (Loss)
Investment Securities Sold^1,2	2,605
Futures Contracts	(601)
Realized Net Gain (Loss)	2,004
Change in Unrealized Appreciation (Depreciation)
Investment Securities¹	(640,149)
Futures Contracts	(11)
Change in Unrealized Appreciation (Depreciation)	(640,160)
Net Increase (Decrease) in Net Assets Resulting from Operations	(548,672)

1	Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $6,000, ($4,000), $1,000, and $1,000, respectively. Purchases and sales are for temporary cash investment purposes.
2	Includes $7,293,000 of net gain (loss) resulting from in-kind redemptions.

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

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Statement of Changes in Net Assets


	Six Months Ended February 28, 2022	Year Ended August 31, 2021
	($000)	($000)
Increase (Decrease) in Net Assets
Operations
Net Investment Income	89,484	191,927
Realized Net Gain (Loss)	2,004	318,126
Change in Unrealized Appreciation (Depreciation)	(640,160)	(264,772)
Net Increase (Decrease) in Net Assets Resulting from Operations	(548,672)	245,281
Distributions
ETF Shares	(81,809)	(171,844)
Admiral Shares	(4,669)	(10,118)
Institutional Shares	(5,068)	(8,735)
Total Distributions	(91,546)	(190,697)
Capital Share Transactions
ETF Shares	(176,100)	255,122
Admiral Shares	3,708	(9,215)
Institutional Shares	5,216	68,703
Net Increase (Decrease) from Capital Share Transactions	(167,176)	314,610
Total Increase (Decrease)	(807,394)	369,194
Net Assets
Beginning of Period	6,170,779	5,801,585
End of Period	5,363,385	6,170,779

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

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Financial Highlights

ETF Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$108.31	$107.01	$102.86	$88.35	$94.07	$96.37
Investment Operations
Net Investment Income¹	1.593	3.294	3.701	3.936	3.880	3.897
Net Realized and Unrealized Gain (Loss) on Investments²	(11.553)	1.288	4.189	14.458	(5.722)	(2.356)
Total from Investment Operations	(9.960)	4.582	7.890	18.394	(1.842)	1.541
Distributions
Dividends from Net Investment Income	(1.640)	(3.282)	(3.740)	(3.884)	(3.878)	(3.841)
Distributions from Realized Capital Gains	—	—	—	—	—	—
Total Distributions	(1.640)	(3.282)	(3.740)	(3.884)	(3.878)	(3.841)
Net Asset Value, End of Period	$96.71	$108.31	$107.01	$102.86	$88.35	$94.07
Total Return	-9.32%	4.39%	7.90%	21.60%	-2.01%	1.81%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$4,771	$5,517	$5,214	$4,074	$2,509	$2,098
Ratio of Total Expenses to Average Net Assets	0.04%	0.04%	0.05%	0.05%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	3.07%	3.10%	3.60%	4.36%	4.26%	4.27%
Portfolio Turnover Rate³	16%	36%	62%	47%	48%	56%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Includes increases from purchase fees of $.00, $.03, $.00, $.00, $.09, and $.09.
3	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Financial Highlights

Admiral Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$29.03	$28.68	$27.55	$23.65	$25.18	$25.79
Investment Operations
Net Investment Income¹	.424	.877	.988	1.053	1.043	1.047
Net Realized and Unrealized Gain (Loss) on Investments²	(3.106)	.345	1.125	3.895	(1.536)	(.625)
Total from Investment Operations	(2.682)	1.222	2.113	4.948	(.493)	.422
Distributions
Dividends from Net Investment Income	(.428)	(.872)	(.983)	(1.048)	(1.037)	(1.032)
Distributions from Realized Capital Gains	—	—	—	—	—	—
Total Distributions	(.428)	(.872)	(.983)	(1.048)	(1.037)	(1.032)
Net Asset Value, End of Period	$25.92	$29.03	$28.68	$27.55	$23.65	$25.18
Total Return³	-9.33%	4.37%	7.87%	21.64%	-2.00%	1.84%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$284	$314	$320	$256	$186	$161
Ratio of Total Expenses to Average Net Assets	0.07%	0.07%	0.07%	0.07%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	3.04%	3.08%	3.58%	4.34%	4.26%	4.27%
Portfolio Turnover Rate⁴	16%	36%	62%	47%	48%	56%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Includes increases from purchase fees of $.00, $.01, $.00, $.00,$.03, and $.02.
3	Total returns do not include transaction or account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction and account service fees.
4	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Financial Highlights

Institutional Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$36.02	$35.59	$34.18	$29.36	$31.25	$32.02
Investment Operations
Net Investment Income¹	.529	1.095	1.250	1.314	1.299	1.306
Net Realized and Unrealized Gain (Loss) on Investments²	(3.854)	.425	1.387	4.812	(1.895)	(.790)
Total from Investment Operations	(3.325)	1.520	2.637	6.126	(.596)	.516
Distributions
Dividends from Net Investment Income	(.535)	(1.090)	(1.227)	(1.306)	(1.294)	(1.286)
Distributions from Realized Capital Gains	—	—	—	—	—	—
Total Distributions	(.535)	(1.090)	(1.227)	(1.306)	(1.294)	(1.286)
Net Asset Value, End of Period	$32.16	$36.02	$35.59	$34.18	$29.36	$31.25
Total Return³	-9.33%	4.37%	7.91%	21.58%	-1.95%	1.81%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$309	$340	$268	$541	$786	$528
Ratio of Total Expenses to Average Net Assets	0.05%	0.05%	0.05%	0.05%	0.05%	0.05%
Ratio of Net Investment Income to Average Net Assets	3.06%	3.09%	3.68%	4.36%	4.28%	4.29%
Portfolio Turnover Rate⁴	16%	36%	62%	47%	48%	56%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Includes increases from purchase fees of $.00, $.01, $.00, $.00, $.03, and $.03.
3	Total returns do not include transaction or account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction and account service fees.
4	Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.

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

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Notes to Financial Statements

Vanguard Long-Term Corporate Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: ETF Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

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

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conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program.

For the six months ended February 28, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.

Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At February 28, 2022, the fund had contributed to Vanguard capital in the amount of $177,000, representing less than 0.01% of the fund’s net assets and 0.07% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.

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

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

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The following table summarizes the market value of the fund's investments and derivatives as of February 28, 2022, based on the inputs used to value them:

	Level 1 ($000)	Level 2 ($000)	Level 3 ($000)	Total ($000)
Investments
Assets
U.S. Government and Agency Obligations	—	28,838	—	28,838
Corporate Bonds	—	5,275,561	—	5,275,561
Temporary Cash Investments	16,553	—	—	16,553
Total	16,553	5,304,399	—	5,320,952

Derivative Financial Instruments
Liabilities
Futures Contracts¹	11	—	—	11

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

D.	As of February 28, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

	Amount ($000)
Tax Cost	5,858,637
Gross Unrealized Appreciation	13,947
Gross Unrealized Depreciation	(551,643)
Net Unrealized Appreciation (Depreciation)	(537,696)

The fund’s tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at August 31, 2021, the fund had available capital losses totaling $48,954,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending August 31, 2022; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

During the six months ended February 28, 2022, the fund purchased $2,384,372,000 of investment securities and sold $2,548,107,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $470,840,000 and $458,599,000, respectively. Purchases and sales include $1,867,086,000 and $2,093,096,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.

The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended February 28, 2022, such purchases were $66,130,000 and sales were $189,306,000, resulting in net realized loss of $5,824,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.

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F.	Capital share transactions for each class of shares were:

	Six Months Ended February 28, 2022		Year Ended August 31, 2021
	Amount ($000)	Shares (000)	Amount ($000)	Shares (000)
ETF Shares
Issued¹	1,944,255	18,900	5,694,795	53,910
Issued in Lieu of Cash Distributions	—	—	—	—
Redeemed	(2,120,355)	(20,500)	(5,439,673)	(51,700)
Net Increase (Decrease)—ETF Shares	(176,100)	(1,600)	255,122	2,210
Admiral Shares
Issued¹	33,093	1,177	114,076	3,986
Issued in Lieu of Cash Distributions	3,483	125	7,862	276
Redeemed	(32,868)	(1,182)	(131,153)	(4,585)
Net Increase (Decrease)—Admiral Shares	3,708	120	(9,215)	(323)
Institutional Shares
Issued¹	7,709	233	79,701	2,217
Issued in Lieu of Cash Distributions	5,068	147	8,735	247
Redeemed	(7,561)	(214)	(19,733)	(566)
Net Increase (Decrease)—Institutional Shares	5,216	166	68,703	1,898

1	Includes purchase fees for fiscal 2022 and 2021 of $24,000 and $1,995,000, respectively (fund totals).

Management has determined that no other events or transactions occurred subsequent to February 28, 2022, that would require recognition or disclosure in these financial statements.

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Mortgage-Backed Securities Index Fund

Distribution by Stated Maturity

As of February 28, 2022

0 - 10 Years	2.7%
10 - 20 Years	17.9
20 - 30 Years	75.4
30 - 40 Years	4.0

The table reflects the fund’s investments, except for short-term investments and derivatives. The agency and mortgage-backed securities may include issues from government-sponsored enterprises; such issues are generally not backed by the full faith and credit of the U.S. government.

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Financial Statements (unaudited)

Schedule of Investments

As of February 28, 2022

		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
U.S. Government and Agency Obligations (100.1%)
Conventional Mortgage-Backed Securities (100.1%)
^1,2	Freddie Mac Gold Pool	2.000%	1/1/28–12/1/31	6,066	6,028
^1,2	Freddie Mac Gold Pool	2.500%	5/1/22–2/1/43	92,327	93,546
^1,2	Freddie Mac Gold Pool	3.000%	1/1/26–6/1/49	314,113	321,571
^1,2	Freddie Mac Gold Pool	3.500%	9/1/25–2/1/49	295,224	307,016
^1,2	Freddie Mac Gold Pool	4.000%	3/1/24–6/1/49	169,347	179,552
^1,2	Freddie Mac Gold Pool	4.500%	3/1/23–11/1/48	89,642	96,581
^1,2	Freddie Mac Gold Pool	5.000%	3/1/23–11/1/48	31,399	34,880
^1,2	Freddie Mac Gold Pool	5.500%	7/1/22–6/1/41	25,635	28,980
^1,2	Freddie Mac Gold Pool	6.000%	11/1/28–5/1/40	16,235	18,888
^1,2	Freddie Mac Gold Pool	6.500%	10/1/28–9/1/39	1,398	1,569
^1,2	Freddie Mac Gold Pool	7.000%	7/1/28–12/1/38	120	136
¹	Ginnie Mae I Pool	2.500%	6/15/27–6/15/28	197	201
¹	Ginnie Mae I Pool	3.000%	1/15/26–3/15/45	14,449	14,847
^1,3	Ginnie Mae I Pool	3.500%	2/15/26–9/15/49	25,001	26,268
¹	Ginnie Mae I Pool	4.000%	7/15/24–6/15/49	17,001	18,369
¹	Ginnie Mae I Pool	4.500%	8/15/33–7/15/49	24,448	27,284
¹	Ginnie Mae I Pool	5.000%	3/15/34–4/15/41	10,186	11,589
¹	Ginnie Mae I Pool	6.000%	4/15/28–5/15/41	1,075	1,209
¹	Ginnie Mae I Pool	6.500%	5/15/24–1/15/39	75	85
¹	Ginnie Mae I Pool	7.000%	10/15/27	2	2
¹	Ginnie Mae II Pool	1.500%	2/20/51–12/20/51	18,894	17,762
^1,3,4	Ginnie Mae II Pool	2.000%	8/20/50–3/15/52	741,200	726,002
^1,3,4	Ginnie Mae II Pool	2.500%	6/20/27–3/15/52	699,118	700,296
^1,4	Ginnie Mae II Pool	3.000%	10/20/26–3/15/52	726,038	741,296
^1,3,4	Ginnie Mae II Pool	3.500%	12/20/25–3/15/52	521,587	544,632
¹	Ginnie Mae II Pool	4.000%	9/20/25–7/20/51	259,599	273,983
¹	Ginnie Mae II Pool	4.500%	2/20/39–7/20/50	132,796	141,555
¹	Ginnie Mae II Pool	5.000%	2/20/39–12/20/49	42,854	47,486
¹	Ginnie Mae II Pool	5.500%	2/20/49–7/20/49	772	852
¹	Ginnie Mae II Pool	6.000%	3/20/31–9/20/41	2,615	3,029
¹	Ginnie Mae II Pool	6.500%	10/20/28–9/20/40	399	463
¹	Ginnie Mae II Pool	7.000%	4/20/38–11/20/38	36	42
^1,2,4	UMBS Pool	1.500%	7/1/35–3/25/52	986,605	934,087
^1,2,4	UMBS Pool	2.000%	4/1/23–3/25/52	4,093,324	3,957,112
^1,2,4	UMBS Pool	2.500%	3/1/27–3/25/52	2,857,273	2,834,326
^1,2,4	UMBS Pool	3.000%	11/1/25–3/25/52	1,638,417	1,668,373
^1,2,4	UMBS Pool	3.500%	8/1/25–3/25/52	947,087	984,553
^1,2,4	UMBS Pool	4.000%	4/1/24–3/25/52	665,403	704,662
^1,2	UMBS Pool	4.500%	4/1/23–1/1/51	298,755	320,788

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
^1,2	UMBS Pool	5.000%	1/1/23–3/1/50	113,203	124,974
^1,2	UMBS Pool	5.500%	2/1/23–6/1/49	48,845	54,939
^1,2	UMBS Pool	6.000%	5/1/23–6/1/41	28,224	32,827
^1,2	UMBS Pool	6.500%	12/1/28–10/1/39	3,961	4,516
^1,2	UMBS Pool	7.000%	12/1/22–10/1/37	289	338
					16,007,494
Nonconventional Mortgage-Backed Securities (0.0%)
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.290%	1.671%	12/1/41	22	23
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.310%	1.560%	9/1/37	10	10
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.470%	1.790%	3/1/43	114	117
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.560%	2.301%	7/1/43	306	314
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.601%	1.851%	10/1/37	22	22
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.606%	1.890%	6/1/43	29	30
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.627%	2.127%	3/1/38	3	3
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.670%	1.920%	10/1/42	48	50
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.680%	1.945%	8/1/39	19	20
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.690%	1.940%	10/1/39–9/1/42	156	161
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.700%	1.950%	12/1/40	45	46
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.709%	2.078%	5/1/42	16	17
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.755%	2.011%	11/1/39	6	6
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.769%	2.110%	5/1/42	9	10
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.794%	2.135%	8/1/42	45	47
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.799%	2.057%	3/1/42	24	25
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.803%	2.053%	9/1/40	41	43
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.805%	2.055%	11/1/41	28	29
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.810%	2.060%	10/1/40–12/1/40	3	3
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.813%	2.063%	11/1/41	6	6
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.813%	2.074%	1/1/42	33	35
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.815%	2.065%	11/1/40–12/1/41	24	25
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.815%	2.066%	5/1/41	14	14
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.820%	2.207%	3/1/41	34	35
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.821%	2.077%	2/1/42	33	34
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.830%	2.308%	4/1/41	17	18
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.832%	2.156%	2/1/41	1	1
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.835%	2.107%	1/1/40	1	1
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.839%	2.089%	12/1/39	35	36
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.864%	2.114%	5/1/40	1	1
^1,2,5	Fannie Mae Pool, 12M USD LIBOR + 1.914%	2.164%	4/1/37	3	3
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%	1.890%	11/1/43	54	56
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660%	1.910%	10/1/37	2	2
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695%	2.017%	2/1/37	9	10
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745%	1.995%	12/1/40	9	10
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840%	2.090%	6/1/37	20	21
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.845%	2.139%	2/1/42	7	8
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%	2.130%	6/1/41	14	15
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%	2.132%	6/1/40	7	7
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895%	2.145%	9/1/40	14	15

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		Coupon	Maturity Date	Face Amount ($000)	Market Value• ($000)
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%	2.149%	12/1/39	5	5
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%	2.150%	6/1/40	5	5
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910%	2.285%	2/1/41	31	32
^1,2,5	Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085%	2.460%	3/1/38	5	5
^1,5	Ginnie Mae II Pool, 1 YR CMT + 1.500%	1.625%	7/20/41–8/20/41	40	41
^1,5	Ginnie Mae II Pool, 1 YR CMT + 1.500%	1.750%	11/20/40–12/20/42	133	136
^1,5	Ginnie Mae II Pool, 1 YR CMT + 1.500%	1.875%	4/20/41	2	2
^1,5	Ginnie Mae II Pool, 1 YR CMT + 1.500%	2.000%	1/20/41–2/20/41	121	126
^1,5	Ginnie Mae II Pool, 1 YR CMT + 2.000%	2.250%	11/20/40	3	3
^1,5	Ginnie Mae II Pool, 1 YR CMT + 2.000%	2.375%	5/20/41	1	1
					1,685
Total U.S. Government and Agency Obligations (Cost $16,420,870)					16,009,179
				Shares
Temporary Cash Investments (3.6%)
Money Market Fund (3.6%)
⁶	Vanguard Market Liquidity Fund (Cost $579,265)	0.138%		5,795,486	579,491
Total Investments (103.7%) (Cost $17,000,135)					16,588,670
Other Assets and Liabilities—Net (-3.7%)					(587,105)
Net Assets (100%)					16,001,565

Cost is in $000.

•	See Note A in Notes to Financial Statements.
1	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
2	The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
3	Securities with a value of $4,893,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions.
4	Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of February 28, 2022.
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	Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

	1 YR—1-year.
	12M—12-month.
	CMT—Constant Maturing Treasury Rate.
	LIBOR—London Interbank Offered Rate.
	UMBS—Uniform Mortgage-Backed Securities.
	USD—U.S. dollar.

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Derivative Financial Instruments Outstanding as of Period End

Futures Contracts
			($000)
	Expiration	Number of Long (Short) Contracts	Notional Amount	Value and Unrealized Appreciation (Depreciation)
Short Futures Contracts
5-Year U.S. Treasury Note	June 2022	(520)	(61,506)	(393)

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

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Mortgage-Backed Securities Index Fund

Statement of Assets and Liabilities

As of February 28, 2022


($000s, except shares and per-share amounts)	Amount
Assets
Investments in Securities, at Value
Unaffiliated Issuers (Cost $16,420,870)	16,009,179
Affiliated Issuers (Cost $579,265)	579,491
Total Investments in Securities	16,588,670
Investment in Vanguard	556
Cash Collateral Pledged—Futures Contracts	550
Receivables for Investment Securities Sold	67,133
Receivables for Accrued Income	34,985
Receivables for Capital Shares Issued	905
Total Assets	16,692,799
Liabilities
Due to Custodian	697
Payables for Investment Securities Purchased	636,782
Payables for Capital Shares Redeemed	52,661
Payables for Distributions	459
Payables to Vanguard	242
Variation Margin Payable—Futures Contracts	393
Total Liabilities	691,234
Net Assets	16,001,565

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Statement of Assets and Liabilities (continued)
At February 28, 2022, net assets consisted of:
($000s, except shares and per-share amounts)	Amount
Paid-in Capital	16,447,103
Total Distributable Earnings (Loss)	(445,538)
Net Assets	16,001,565

ETF Shares—Net Assets
Applicable to 281,071,951 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	14,462,238
Net Asset Value Per Share—ETF Shares	$51.45

Admiral Shares—Net Assets
Applicable to 68,393,951 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	1,406,099
Net Asset Value Per Share—Admiral Shares	$20.56

Institutional Shares—Net Assets
Applicable to 4,782,181 outstanding $.001 par value shares of beneficial interest (unlimited authorization)	133,228
Net Asset Value Per Share—Institutional Shares	$27.86

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

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Mortgage-Backed Securities Index Fund

Statement of Operations


	Six Months Ended February 28, 2022
	($000)
Investment Income
Income
Interest¹	106,142
Total Income	106,142
Expenses
The Vanguard Group—Note B
Investment Advisory Services	160
Management and Administrative—ETF Shares	2,154
Management and Administrative—Admiral Shares	396
Management and Administrative—Institutional Shares	26
Marketing and Distribution—ETF Shares	250
Marketing and Distribution—Admiral Shares	45
Marketing and Distribution—Institutional Shares	3
Custodian Fees	64
Shareholders’ Reports—ETF Shares	370
Shareholders’ Reports—Admiral Shares	32
Shareholders’ Reports—Institutional Shares	—
Trustees’ Fees and Expenses	4
Other Expenses	8
Total Expenses	3,512
Net Investment Income	102,630
Realized Net Gain (Loss) on Investment Securities Sold¹	(40,604)
Change in Unrealized Appreciation (Depreciation)
Investment Securities¹	(604,780)
Futures Contracts	(393)
Change in Unrealized Appreciation (Depreciation)	(605,173)
Net Increase (Decrease) in Net Assets Resulting from Operations	(543,147)

Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $495,000, ($14,000), $31,000, and ($178,000), respectively. Purchases and sales are for temporary cash investment purposes.

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

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Statement of Changes in Net Assets


	Six Months Ended February 28, 2022	Year Ended August 31, 2021
	($000)	($000)
Increase (Decrease) in Net Assets
Operations
Net Investment Income	102,630	161,830
Realized Net Gain (Loss)	(40,604)	(11,804)
Change in Unrealized Appreciation (Depreciation)	(605,173)	(200,070)
Net Increase (Decrease) in Net Assets Resulting from Operations	(543,147)	(50,044)
Distributions
ETF Shares	(88,186)	(172,665)
Admiral Shares	(8,541)	(15,250)
Institutional Shares	(772)	(2,046)
Total Distributions	(97,499)	(189,961)
Capital Share Transactions
ETF Shares	(12,053)	3,630,070
Admiral Shares	42,530	278,308
Institutional Shares	15,821	(45,377)
Net Increase (Decrease) from Capital Share Transactions	46,298	3,863,001
Total Increase (Decrease)	(594,348)	3,622,996
Net Assets
Beginning of Period	16,595,913	12,972,917
End of Period	16,001,565	16,595,913

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

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Mortgage-Backed Securities Index Fund

Financial Highlights

ETF Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$53.47	$54.36	$53.26	$51.38	$53.00	$53.79
Investment Operations
Net Investment Income¹	.326	.581	1.197	1.564	1.325	1.059
Net Realized and Unrealized Gain (Loss) on Investments	(2.039)	(.768)	1.146	1.859	(1.683)	(.682)
Total from Investment Operations	(1.713)	(.187)	2.343	3.423	(.358)	.377
Distributions
Dividends from Net Investment Income	(.307)	(.594)	(1.243)	(1.543)	(1.262)	(1.004)
Distributions from Realized Capital Gains	—	(.109)	—	—	—	(.163)
Total Distributions	(.307)	(.703)	(1.243)	(1.543)	(1.262)	(1.167)
Net Asset Value, End of Period	$51.45	$53.47	$54.36	$53.26	$51.38	$53.00
Total Return	-3.22%	-0.35%	4.45%	6.80%	-0.67%	0.74%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$14,462	$15,055	$11,643	$10,316	$7,193	$4,252
Ratio of Total Expenses to Average Net Assets	0.04%	0.04%	0.05%	0.05%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	1.25%	1.08%	2.22%	3.01%	2.56%	2.00%
Portfolio Turnover Rate²	98%	316%	218%	190%	279%	339%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Includes 64%, 237%, 11%, 34%, 78%, and 133%, respectively, attributable to mortgage-dollar-roll activity.

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

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Financial Highlights

Admiral Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$21.37	$21.72	$21.26	$20.51	$21.17	$21.49
Investment Operations
Net Investment Income¹	.128	.211	.470	.622	.528	.413
Net Realized and Unrealized Gain (Loss) on Investments	(.812)	(.292)	.463	.742	(.674)	(.258)
Total from Investment Operations	(.684)	(.081)	.933	1.364	(.146)	.155
Distributions
Dividends from Net Investment Income	(.126)	(.225)	(.473)	(.614)	(.514)	(.410)
Distributions from Realized Capital Gains	—	(.044)	—	—	—	(.065)
Total Distributions	(.126)	(.269)	(.473)	(.614)	(.514)	(.475)
Net Asset Value, End of Period	$20.56	$21.37	$21.72	$21.26	$20.51	$21.17
Total Return²	-3.21%	-0.38%	4.43%	6.77%	-0.68%	0.76%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$1,406	$1,419	$1,159	$841	$725	$527
Ratio of Total Expenses to Average Net Assets	0.07%	0.07%	0.07%	0.07%	0.07%	0.07%
Ratio of Net Investment Income to Average Net Assets	1.22%	0.98%	2.18%	2.99%	2.56%	2.00%
Portfolio Turnover Rate³	98%	316%	218%	190%	279%	339%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees.
3	Includes 64%, 237%, 11%, 34%, 78%, and 133%, respectively, attributable to mortgage-dollar-roll activity.

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

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Financial Highlights

Institutional Shares
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	Year Ended August 31,
For a Share Outstanding Throughout Each Period	Six Months Ended February 28, 2022	2021	2020	2019	2018	2017
Net Asset Value, Beginning of Period	$28.96	$29.44	$28.81	$27.79	$28.69	$29.12
Investment Operations
Net Investment Income¹	.179	.393	.641	.846	.721	.571
Net Realized and Unrealized Gain (Loss) on Investments	(1.105)	(.503)	.636	1.011	(.920)	(.353)
Total from Investment Operations	(.926)	(.110)	1.277	1.857	(.199)	.218
Distributions
Dividends from Net Investment Income	(.174)	(.311)	(.647)	(.837)	(.701)	(.560)
Distributions from Realized Capital Gains	—	(.059)	—	—	—	(.088)
Total Distributions	(.174)	(.370)	(.647)	(.837)	(.701)	(.648)
Net Asset Value, End of Period	$27.86	$28.96	$29.44	$28.81	$27.79	$28.69
Total Return	-3.21%	-0.38%	4.48%	6.80%	-0.68%	0.79%
Ratios/Supplemental Data
Net Assets, End of Period (Millions)	$133	$122	$171	$119	$70	$52
Ratio of Total Expenses to Average Net Assets	0.05%	0.05%	0.05%	0.05%	0.05%	0.05%
Ratio of Net Investment Income to Average Net Assets	1.26%	1.35%	2.20%	3.01%	2.58%	2.02%
Portfolio Turnover Rate²	98%	316%	218%	190%	279%	339%
The expense ratio and net investment income ratio for the current period have been annualized.

1	Calculated based on average shares outstanding.
2	Includes 64%, 237%, 11%, 34%, 78%, and 133%, respectively, attributable to mortgage-dollar-roll activity.

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

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Mortgage-Backed Securities Index Fund

Notes to Financial Statements

Vanguard Mortgage-Backed Securities Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers three classes of shares: ETF Shares, Admiral Shares, and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on Nasdaq; they can be purchased and sold through a broker.

A.	The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund 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 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 fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

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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 fund 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 fund is a buyer of TBA transactions, it maintains cash or short-term investments 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 fund 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 fund 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 fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund 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 fund under the MSFTA.

4. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell 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 fund 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 fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund’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. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. The fund’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 fund’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 fund’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.

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7. Credit Facilities and Interfund Lending Program: The fund 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, subject to the fund’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; these fees are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at a rate based upon the higher of the one-month London Interbank Offered Rate (or an acceptable alternate rate, if necessary), federal funds effective rate, or overnight bank funding rate plus an agreed-upon spread, except that borrowings under the uncommitted credit facility may bear interest based upon an alternative rate agreed to by the fund and Vanguard.

For the six months ended February 28, 2022, the fund 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.

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Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At February 28, 2022, the fund had contributed to Vanguard capital in the amount of $556,000, representing less than 0.01% of the fund’s net assets and 0.22% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.

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

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

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The following table summarizes the market value of the fund's investments and derivatives as of February 28, 2022, based on the inputs used to value them:

	Level 1 ($000)	Level 2 ($000)	Level 3 ($000)	Total ($000)
Investments
Assets
U.S. Government and Agency Obligations	—	16,009,179	—	16,009,179
Temporary Cash Investments	579,491	—	—	579,491
Total	579,491	16,009,179	—	16,588,670

Derivative Financial Instruments
Liabilities
Futures Contracts¹	393	—	—	393

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

D.	As of February 28, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:

	Amount ($000)
Tax Cost	17,013,371
Gross Unrealized Appreciation	72,569
Gross Unrealized Depreciation	(497,663)
Net Unrealized Appreciation (Depreciation)	(425,094)

The fund’s tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at August 31, 2021, the fund had available capital losses totaling $3,869,000 that may be carried forward indefinitely to offset future net capital gains. The fund will use these capital losses to offset net taxable capital gains, if any, realized during the year ending August 31, 2022; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.

E.	During the six months ended February 28, 2022, the fund purchased $16,459,990,000 of investment securities and sold $16,340,643,000 of investment securities, other than temporary cash investments.

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F.	Capital share transactions for each class of shares were:

	Six Months Ended February 28, 2022		Year Ended August 31, 2021
	Amount ($000)	Shares (000)	Amount ($000)	Shares (000)
ETF Shares
Issued	1,101,907	20,830	4,732,739	87,937
Issued in Lieu of Cash Distributions	—	—	—	—
Redeemed	(1,113,960)	(21,325)	(1,102,669)	(20,550)
Net Increase (Decrease)—ETF Shares	(12,053)	(495)	3,630,070	67,387
Admiral Shares
Issued	205,368	9,763	811,357	37,785
Issued in Lieu of Cash Distributions	6,420	306	10,095	470
Redeemed	(169,258)	(8,059)	(543,144)	(25,236)
Net Increase (Decrease)—Admiral Shares	42,530	2,010	278,308	13,019
Institutional Shares
Issued	29,422	1,028	48,026	1,650
Issued in Lieu of Cash Distributions	772	27	1,521	52
Redeemed	(14,373)	(500)	(94,924)	(3,272)
Net Increase (Decrease)—Institutional Shares	15,821	555	(45,377)	(1,570)

At February 28, 2022, one shareholder was the record or beneficial owner of 33% of the fund’s net assets. If this shareholder were to redeem its investment in the fund, the redemption might result in an increase in the fund’s expense ratio, cause the fund to incur higher transaction costs, or lead to the realization of taxable capital gains.

Management has determined that no other events or transactions occurred subsequent to February 28, 2022, that would require recognition or disclosure in these financial statements.

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You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.

You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to [email protected].

Q16422 042022