Semiannual Report  |  February 29, 2024
Vanguard Corporate Bond Index Funds
Vanguard Short-Term Corporate Bond Index Fund
Vanguard Intermediate-Term Corporate Bond Index Fund
Vanguard Long-Term Corporate Bond Index Fund
See the inside front cover for important information about your fund’s annual and semiannual shareholder reports.

 

Important information about shareholder reports
Beginning in July 2024, amendments adopted by the Securities and Exchange Commission will substantially impact the design, content, and transmission of shareholder reports. Shareholder reports will provide key fund information in a clear and concise format and must be mailed to each shareholder that has not elected to receive the reports electronically. Financial statements will no longer be included in the shareholder report but will be available at vanguard.com, can be mailed upon request, or can be accessed on the SEC’s website at www.sec.gov.
You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.
Contents
About Your Fund's Expenses
 1
Short-Term Corporate Bond Index Fund
 3
Intermediate-Term Corporate Bond Index Fund
 35
Long-Term Corporate Bond Index Fund
 64

 

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.
1

 

Six Months Ended February 29, 2024      
  Beginning
Account Value
8/31/2023 		Ending
Account Value
2/29/2024 		Expenses
Paid During
Period
Based on Actual Fund Return
Short-Term Corporate Bond Index Fund      
ETF Shares $1,000.00 $1,034.40 $0.20
Admiral™ Shares 1,000.00 1,034.60 0.35
Institutional Shares 1,000.00 1,034.40 0.25
Intermediate-Term Corporate Bond Index Fund      
ETF Shares $1,000.00 $1,039.50 $0.20
Admiral Shares 1,000.00 1,039.30 0.35
Institutional Shares 1,000.00 1,039.40 0.25
Long-Term Corporate Bond Index Fund      
ETF Shares $1,000.00 $1,041.00 $0.20
Admiral Shares 1,000.00 1,040.60 0.36
Institutional Shares 1,000.00 1,041.10 0.25
Based on Hypothetical 5% Yearly Return
Short-Term Corporate Bond Index Fund      
ETF Shares $1,000.00 $1,024.66 $0.20
Admiral Shares 1,000.00 1,024.51 0.35
Institutional Shares 1,000.00 1,024.61 0.25
Intermediate-Term Corporate Bond Index Fund      
ETF Shares $1,000.00 $1,024.66 $0.20
Admiral Shares 1,000.00 1,024.51 0.35
Institutional Shares 1,000.00 1,024.61 0.25
Long-Term Corporate Bond Index Fund      
ETF Shares $1,000.00 $1,024.66 $0.20
Admiral Shares 1,000.00 1,024.51 0.35
Institutional Shares 1,000.00 1,024.61 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 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; and for the Long-Term Corporate Bond 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 (182/366).
2

 

Short-Term Corporate Bond Index Fund
Fund Allocation
As of February 29, 2024
Corporate Bonds – Communications 5.5%
Corporate Bonds – Consumer Discretionary 7.3
Corporate Bonds – Consumer Staples 5.7
Corporate Bonds – Energy 5.4
Corporate Bonds – Financials 40.9
Corporate Bonds – Health Care 8.2
Corporate Bonds – Industrials 6.5
Corporate Bonds – Materials 2.0
Corporate Bonds – Real Estate 3.8
Corporate Bonds – Technology 7.6
Corporate Bonds – Utilities 6.0
U.S. Government and Agency Obligations 1.1
The table reflects the fund's investments, except for temporary cash investments and derivatives.
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.
3

 

Short-Term Corporate Bond Index Fund
Financial Statements (unaudited)
Schedule of Investments
As of February 29, 2024
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 (1.1%)
U.S. Government Securities (1.1%)
  United States Treasury Note/Bond 4.625% 2/28/26   222,763    222,764
  United States Treasury Note/Bond 4.000% 1/31/29    30,730     30,374
  United States Treasury Note/Bond 4.250% 2/28/29   209,940    209,973
Total U.S. Government and Agency Obligations (Cost $462,853) 463,111
Corporate Bonds (97.7%)
Communications (5.4%)
  Alphabet Inc. 0.450% 8/15/25    11,127     10,462
  Alphabet Inc. 1.998% 8/15/26    31,350     29,442
  Alphabet Inc. 0.800% 8/15/27    11,789     10,415
  AT&T Inc. 3.875% 1/15/26    18,055     17,613
  AT&T Inc. 5.539% 2/20/26    19,924     19,898
  AT&T Inc. 1.700% 3/25/26    68,258     63,464
  AT&T Inc. 2.950% 7/15/26     1,413      1,343
  AT&T Inc. 3.800% 2/15/27     6,711      6,466
  AT&T Inc. 4.250% 3/1/27    25,414     24,772
  AT&T Inc. 2.300% 6/1/27    43,046     39,411
  AT&T Inc. 1.650% 2/1/28    33,079     29,110
1 AT&T Inc. 4.100% 2/15/28    30,248     29,163
  Baidu Inc. 3.075% 4/7/25    14,396     14,006
  Baidu Inc. 4.125% 6/30/25     2,840      2,786
  Baidu Inc. 1.720% 4/9/26     9,439      8,764
  Baidu Inc. 1.625% 2/23/27     3,420      3,089
  Baidu Inc. 3.625% 7/6/27     9,876      9,404
  Baidu Inc. 4.375% 3/29/28     8,391      8,187
  Booking Holdings Inc. 3.650% 3/15/25     8,794      8,648
  Booking Holdings Inc. 3.600% 6/1/26    16,330     15,826
  Booking Holdings Inc. 3.550% 3/15/28     9,935      9,454
  Charter Communications Operating LLC 4.908% 7/23/25    81,363     80,228
  Charter Communications Operating LLC 6.150% 11/10/26    14,655     14,800
  Charter Communications Operating LLC 3.750% 2/15/28    30,680     28,333
  Charter Communications Operating LLC 2.250% 1/15/29    20,620     17,394
  Comcast Corp. 3.375% 8/15/25    14,372     14,030
  Comcast Corp. 3.950% 10/15/25    61,699     60,630
  Comcast Corp. 3.150% 3/1/26    32,049     30,932
  Comcast Corp. 2.350% 1/15/27    32,461     30,262
  Comcast Corp. 3.300% 2/1/27    37,085     35,553
  Comcast Corp. 3.300% 4/1/27    13,399     12,782
  Comcast Corp. 5.350% 11/15/27    19,900     20,210
  Comcast Corp. 3.150% 2/15/28    19,807     18,575
  Comcast Corp. 3.550% 5/1/28    19,655     18,652
  Comcast Corp. 4.150% 10/15/28    66,478     64,532
  Comcast Corp. 4.550% 1/15/29     8,478      8,341
  Discovery Communications LLC 3.450% 3/15/25     9,077      8,864
  Discovery Communications LLC 3.950% 6/15/25     5,899      5,759
  Discovery Communications LLC 4.900% 3/11/26    10,364     10,204
  Discovery Communications LLC 3.950% 3/20/28    45,105     42,169
  Electronic Arts Inc. 4.800% 3/1/26    10,049      9,995
  Expedia Group Inc. 5.000% 2/15/26    20,956     20,815
  Expedia Group Inc. 4.625% 8/1/27    21,745     21,279
  FactSet Research Systems Inc. 2.900% 3/1/27     9,307      8,692
  Fox Corp. 3.050% 4/7/25    10,775     10,487
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Fox Corp. 4.709% 1/25/29    32,028     31,260
  Interpublic Group of Cos. Inc. 4.650% 10/1/28     6,276      6,146
2 KT Corp. 4.000% 8/8/25     6,037      5,919
  Meta Platforms Inc. 3.500% 8/15/27    49,756     47,705
  Meta Platforms Inc. 4.600% 5/15/28    25,098     24,999
  Netflix Inc. 4.375% 11/15/26    14,453     14,219
  Netflix Inc. 4.875% 4/15/28    24,198     24,158
  Netflix Inc. 5.875% 11/15/28    31,302     32,430
  Omnicom Group Inc. 3.600% 4/15/26    21,759     21,078
  Paramount Global 2.900% 1/15/27    17,205     15,501
  Paramount Global 3.375% 2/15/28     5,321      4,658
  Paramount Global 3.700% 6/1/28    11,697     10,199
  Rogers Communications Inc. 2.950% 3/15/25    14,905     14,509
  Rogers Communications Inc. 3.625% 12/15/25    14,006     13,573
  Rogers Communications Inc. 2.900% 11/15/26     3,787      3,564
  Rogers Communications Inc. 3.200% 3/15/27    15,828     14,903
  Rogers Communications Inc. 5.000% 2/15/29     7,553      7,483
  Sprint Capital Corp. 6.875% 11/15/28    41,073     43,777
  Sprint LLC 7.625% 3/1/26    21,051     21,754
  Take-Two Interactive Software Inc. 3.550% 4/14/25     5,977      5,855
  Take-Two Interactive Software Inc. 5.000% 3/28/26    13,935     13,859
  Take-Two Interactive Software Inc. 3.700% 4/14/27     8,193      7,833
  Take-Two Interactive Software Inc. 4.950% 3/28/28    14,475     14,354
  TCI Communications Inc. 7.875% 2/15/26     3,233      3,397
  Telefonica Emisiones SA 4.103% 3/8/27    26,819     25,973
  TELUS Corp. 2.800% 2/16/27     9,937      9,309
  Tencent Music Entertainment Group 1.375% 9/3/25     2,471      2,324
  Thomson Reuters Corp. 3.350% 5/15/26     8,290      7,951
  T-Mobile USA Inc. 3.500% 4/15/25    57,880     56,596
  T-Mobile USA Inc. 1.500% 2/15/26    20,191     18,773
  T-Mobile USA Inc. 2.250% 2/15/26    11,895     11,206
  T-Mobile USA Inc. 2.625% 4/15/26    28,930     27,408
  T-Mobile USA Inc. 3.750% 4/15/27    63,488     60,862
  T-Mobile USA Inc. 5.375% 4/15/27     8,335      8,324
  T-Mobile USA Inc. 4.750% 2/1/28    25,690     25,279
  T-Mobile USA Inc. 2.050% 2/15/28    54,471     48,523
  T-Mobile USA Inc. 4.950% 3/15/28     3,281      3,261
  T-Mobile USA Inc. 4.800% 7/15/28     8,828      8,710
  T-Mobile USA Inc. 2.625% 2/15/29    16,475     14,632
1 TWDC Enterprises 18 Corp. 3.150% 9/17/25    21,295     20,659
  TWDC Enterprises 18 Corp. 3.000% 2/13/26    19,233     18,517
1 TWDC Enterprises 18 Corp. 1.850% 7/30/26    18,734     17,413
1 TWDC Enterprises 18 Corp. 2.950% 6/15/27     6,460      6,118
  Verizon Communications Inc. 0.850% 11/20/25    36,283     33,672
  Verizon Communications Inc. 1.450% 3/20/26    37,054     34,358
  Verizon Communications Inc. 2.625% 8/15/26    29,975     28,267
  Verizon Communications Inc. 4.125% 3/16/27    52,839     51,388
  Verizon Communications Inc. 3.000% 3/22/27    24,270     22,835
  Verizon Communications Inc. 2.100% 3/22/28    63,838     56,839
  Verizon Communications Inc. 4.329% 9/21/28    64,932     63,035
  Vodafone Group plc 4.125% 5/30/25    20,460     20,126
  Vodafone Group plc 4.375% 5/30/28    15,670     15,401
  Walt Disney Co. 3.350% 3/24/25    30,941     30,320
  Walt Disney Co. 3.700% 10/15/25    14,567     14,236
  Walt Disney Co. 1.750% 1/13/26    24,725     23,310
  Walt Disney Co. 3.375% 11/15/26     2,191      2,108
  Walt Disney Co. 3.700% 3/23/27     6,170      5,975
  Walt Disney Co. 2.200% 1/13/28    10,785      9,839
4

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Warnermedia Holdings Inc. 3.638% 3/15/25    29,610     28,984
  Warnermedia Holdings Inc. 3.788% 3/15/25     7,420      7,274
  Warnermedia Holdings Inc. 3.755% 3/15/27    65,928     62,396
                                 2,260,575
Consumer Discretionary (7.3%)
  Alibaba Group Holding Ltd. 3.400% 12/6/27    43,375     40,944
  Amazon.com Inc. 3.000% 4/13/25    14,580     14,247
  Amazon.com Inc. 0.800% 6/3/25    36,332     34,504
  Amazon.com Inc. 4.600% 12/1/25    10,805     10,755
  Amazon.com Inc. 5.200% 12/3/25     2,246      2,256
  Amazon.com Inc. 1.000% 5/12/26    47,552     43,766
  Amazon.com Inc. 3.300% 4/13/27    65,490     62,773
  Amazon.com Inc. 1.200% 6/3/27    23,867     21,339
  Amazon.com Inc. 3.150% 8/22/27    64,268     60,990
  Amazon.com Inc. 4.550% 12/1/27    36,668     36,545
  Amazon.com Inc. 1.650% 5/12/28    33,416     29,659
1 American Honda Finance Corp. 4.600% 4/17/25    15,588     15,482
1 American Honda Finance Corp. 1.200% 7/8/25     3,358      3,185
1 American Honda Finance Corp. 1.000% 9/10/25    11,078     10,411
1 American Honda Finance Corp. 5.800% 10/3/25    15,000     15,147
1 American Honda Finance Corp. 4.950% 1/9/26     8,837      8,810
1 American Honda Finance Corp. 5.250% 7/7/26    14,156     14,255
1 American Honda Finance Corp. 1.300% 9/9/26     9,966      9,099
1 American Honda Finance Corp. 2.300% 9/9/26    11,429     10,720
1 American Honda Finance Corp. 2.350% 1/8/27    25,287     23,591
1 American Honda Finance Corp. 3.500% 2/15/28     3,000      2,849
1 American Honda Finance Corp. 2.000% 3/24/28    17,327     15,520
1 American Honda Finance Corp. 5.125% 7/7/28    20,938     21,107
  American Honda Finance Corp. 5.650% 11/15/28    22,408     23,040
1 American Honda Finance Corp. 2.250% 1/12/29     5,000      4,440
  AutoNation Inc. 4.500% 10/1/25     7,072      6,942
  AutoNation Inc. 3.800% 11/15/27     5,043      4,692
  AutoZone Inc. 3.250% 4/15/25     4,303      4,200
  AutoZone Inc. 3.625% 4/15/25     7,306      7,173
  AutoZone Inc. 3.125% 4/21/26    12,488     11,962
  AutoZone Inc. 5.050% 7/15/26    11,814     11,785
  AutoZone Inc. 3.750% 6/1/27    13,399     12,868
  AutoZone Inc. 4.500% 2/1/28     9,980      9,776
  AutoZone Inc. 6.250% 11/1/28     5,750      5,982
  Block Financial LLC 5.250% 10/1/25     2,812      2,791
  Block Financial LLC 2.500% 7/15/28     5,614      4,945
  BorgWarner Inc. 2.650% 7/1/27    18,896     17,441
  Darden Restaurants Inc. 3.850% 5/1/27     8,518      8,180
  DR Horton Inc. 2.600% 10/15/25    15,319     14,658
  DR Horton Inc. 1.300% 10/15/26    10,048      9,093
  DR Horton Inc. 1.400% 10/15/27     6,448      5,688
  eBay Inc. 1.900% 3/11/25    21,825     21,060
  eBay Inc. 5.900% 11/22/25     4,164      4,197
  eBay Inc. 1.400% 5/10/26    20,233     18,657
  eBay Inc. 3.600% 6/5/27     9,309      8,891
  eBay Inc. 5.950% 11/22/27     3,924      4,032
  Ford Motor Co. 4.346% 12/8/26    15,000     14,569
  Ford Motor Credit Co. LLC 4.687% 6/9/25    10,155     10,008
  Ford Motor Credit Co. LLC 5.125% 6/16/25    20,092     19,894
  Ford Motor Credit Co. LLC 4.134% 8/4/25    23,475     22,908
  Ford Motor Credit Co. LLC 3.375% 11/13/25    39,670     38,069
1 Ford Motor Credit Co. LLC 4.389% 1/8/26     5,000      4,865
  Ford Motor Credit Co. LLC 6.950% 3/6/26     2,935      2,988
  Ford Motor Credit Co. LLC 6.950% 6/10/26     6,928      7,063
  Ford Motor Credit Co. LLC 4.542% 8/1/26    23,924     23,186
  Ford Motor Credit Co. LLC 2.700% 8/10/26    28,913     26,842
  Ford Motor Credit Co. LLC 4.271% 1/9/27    24,890     23,841
  Ford Motor Credit Co. LLC 4.950% 5/28/27    24,781     24,091
  Ford Motor Credit Co. LLC 4.125% 8/17/27    29,912     28,272
  Ford Motor Credit Co. LLC 3.815% 11/2/27    33,058     30,837
  Ford Motor Credit Co. LLC 7.350% 11/4/27    13,458     14,063
  Ford Motor Credit Co. LLC 2.900% 2/16/28    26,487     23,744
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Ford Motor Credit Co. LLC 6.800% 5/12/28    22,168     22,880
  Ford Motor Credit Co. LLC 6.798% 11/7/28    19,788     20,491
  Ford Motor Credit Co. LLC 5.113% 5/3/29    20,370     19,633
  Fortune Brands Innovations Inc. 4.000% 6/15/25     8,539      8,379
  General Motors Co. 4.000% 4/1/25    12,963     12,757
  General Motors Co. 6.125% 10/1/25    34,754     35,041
  General Motors Co. 4.200% 10/1/27     9,584      9,230
  General Motors Co. 6.800% 10/1/27    28,718     29,987
  General Motors Financial Co. Inc. 3.800% 4/7/25    12,843     12,589
  General Motors Financial Co. Inc. 4.350% 4/9/25    40,059     39,541
  General Motors Financial Co. Inc. 2.750% 6/20/25    28,499     27,505
  General Motors Financial Co. Inc. 4.300% 7/13/25     9,128      8,977
  General Motors Financial Co. Inc. 1.250% 1/8/26     9,678      8,968
  General Motors Financial Co. Inc. 5.250% 3/1/26    12,349     12,310
  General Motors Financial Co. Inc. 5.400% 4/6/26    23,155     23,166
  General Motors Financial Co. Inc. 1.500% 6/10/26     3,678      3,369
  General Motors Financial Co. Inc. 4.000% 10/6/26    10,384     10,039
  General Motors Financial Co. Inc. 4.350% 1/17/27    40,860     39,767
  General Motors Financial Co. Inc. 2.350% 2/26/27    13,862     12,709
  General Motors Financial Co. Inc. 5.000% 4/9/27    52,174     51,622
  General Motors Financial Co. Inc. 5.400% 5/8/27    20,000     20,022
  General Motors Financial Co. Inc. 2.700% 8/20/27     2,632      2,415
  General Motors Financial Co. Inc. 6.000% 1/9/28    23,442     23,956
  General Motors Financial Co. Inc. 5.800% 6/23/28    48,875     49,577
  General Motors Financial Co. Inc. 2.400% 10/15/28     2,267      1,992
  General Motors Financial Co. Inc. 5.800% 1/7/29    34,625     35,082
  GXO Logistics Inc. 1.650% 7/15/26     6,684      6,129
  Harley-Davidson Inc. 3.500% 7/28/25     9,490      9,212
  Hasbro Inc. 3.550% 11/19/26    11,448     10,856
  Home Depot Inc. 2.700% 4/15/25     1,588      1,547
  Home Depot Inc. 3.350% 9/15/25    11,528     11,246
  Home Depot Inc. 4.000% 9/15/25     7,329      7,214
  Home Depot Inc. 3.000% 4/1/26    23,316     22,461
  Home Depot Inc. 2.125% 9/15/26    19,100     17,849
  Home Depot Inc. 2.500% 4/15/27    36,408     33,911
  Home Depot Inc. 2.875% 4/15/27    17,969     16,955
  Home Depot Inc. 2.800% 9/14/27    28,381     26,594
  Home Depot Inc. 1.500% 9/15/28     9,264      8,071
  Home Depot Inc. 3.900% 12/6/28    15,548     15,045
  Home Depot Inc. 4.900% 4/15/29     4,940      4,958
  Honda Motor Co. Ltd. 2.271% 3/10/25    20,176     19,584
  Honda Motor Co. Ltd. 2.534% 3/10/27    32,203     30,089
  Hyatt Hotels Corp. 5.375% 4/23/25    12,395     12,369
  Hyatt Hotels Corp. 4.850% 3/15/26    11,391     11,258
  Hyatt Hotels Corp. 5.750% 1/30/27     3,645      3,689
  Hyatt Hotels Corp. 4.375% 9/15/28     5,225      5,015
  JD.com Inc. 3.875% 4/29/26     7,893      7,655
  Las Vegas Sands Corp. 3.500% 8/18/26    15,000     14,103
  Leggett & Platt Inc. 3.500% 11/15/27     7,737      7,220
  Leland Stanford Junior University 1.289% 6/1/27     7,459      6,694
  Lennar Corp. 4.750% 5/30/25     2,652      2,627
  Lennar Corp. 5.250% 6/1/26     3,190      3,182
  Lennar Corp. 5.000% 6/15/27     4,234      4,197
  Lennar Corp. 4.750% 11/29/27    10,871     10,697
  Lowe's Cos. Inc. 4.000% 4/15/25     7,289      7,184
  Lowe's Cos. Inc. 4.400% 9/8/25    18,048     17,828
  Lowe's Cos. Inc. 3.375% 9/15/25     9,365      9,110
  Lowe's Cos. Inc. 2.500% 4/15/26     9,025      8,567
  Lowe's Cos. Inc. 3.350% 4/1/27    19,321     18,409
  Lowe's Cos. Inc. 3.100% 5/3/27    40,086     37,882
  Lowe's Cos. Inc. 1.300% 4/15/28    16,754     14,519
  Lowe's Cos. Inc. 1.700% 9/15/28    18,924     16,443
  Magna International Inc. 4.150% 10/1/25     6,926      6,798
  Marriott International Inc. 3.750% 3/15/25     5,944      5,833
1 Marriott International Inc. 5.750% 5/1/25     6,115      6,137
  Marriott International Inc. 3.750% 10/1/25     2,021      1,969
1 Marriott International Inc. 3.125% 6/15/26     7,704      7,354
 
5

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Marriott International Inc. 5.000% 10/15/27    20,215     20,147
1 Marriott International Inc. 4.000% 4/15/28    10,915     10,447
  Marriott International Inc. 5.550% 10/15/28     8,225      8,368
  Marriott International Inc. 4.875% 5/15/29     6,000      5,920
  Masco Corp. 3.500% 11/15/27     5,558      5,224
  Masco Corp. 1.500% 2/15/28     9,278      8,057
1 McDonald's Corp. 3.375% 5/26/25    16,690     16,314
1 McDonald's Corp. 3.300% 7/1/25    20,646     20,156
1 McDonald's Corp. 1.450% 9/1/25     5,338      5,053
1 McDonald's Corp. 3.700% 1/30/26    32,326     31,592
1 McDonald's Corp. 3.500% 3/1/27    12,095     11,645
1 McDonald's Corp. 3.500% 7/1/27    13,080     12,516
1 McDonald's Corp. 3.800% 4/1/28    15,050     14,447
  McDonald's Corp. 4.800% 8/14/28     7,345      7,323
2 Mercedes-Benz Finance North America LLC 0.750% 3/1/24     5,000      5,000
  Mohawk Industries Inc. 5.850% 9/18/28    10,400     10,611
  NIKE Inc. 2.375% 11/1/26    18,728     17,618
  NIKE Inc. 2.750% 3/27/27    32,536     30,678
  O'Reilly Automotive Inc. 3.550% 3/15/26    16,837     16,292
  O'Reilly Automotive Inc. 5.750% 11/20/26     4,576      4,641
  O'Reilly Automotive Inc. 3.600% 9/1/27    20,371     19,406
  Owens Corning 3.400% 8/15/26     6,760      6,451
  PulteGroup Inc. 5.500% 3/1/26     9,895      9,914
  PulteGroup Inc. 5.000% 1/15/27     7,864      7,829
  PVH Corp. 4.625% 7/10/25     3,843      3,789
  Ralph Lauren Corp. 3.750% 9/15/25     5,580      5,453
  Ross Stores Inc. 4.600% 4/15/25    11,412     11,302
  Ross Stores Inc. 0.875% 4/15/26     5,884      5,381
  Sands China Ltd. 5.125% 8/8/25    26,915     26,507
  Sands China Ltd. 4.050% 1/8/26    11,280     10,815
  Sands China Ltd. 2.550% 3/8/27     9,235      8,293
  Sands China Ltd. 5.400% 8/8/28    32,015     31,119
  Snap-on Inc. 3.250% 3/1/27     2,223      2,128
  Stanley Black & Decker Inc. 3.400% 3/1/26     5,987      5,770
1 Stanley Black & Decker Inc. 4.000% 3/15/60    14,414     12,831
  Starbucks Corp. 3.800% 8/15/25    23,418     22,933
  Starbucks Corp. 4.750% 2/15/26    15,341     15,240
  Starbucks Corp. 2.450% 6/15/26    11,109     10,488
  Starbucks Corp. 4.850% 2/8/27    15,550     15,468
  Starbucks Corp. 2.000% 3/12/27     6,465      5,924
  Starbucks Corp. 3.500% 3/1/28    12,015     11,390
  Tapestry Inc. 7.050% 11/27/25     2,600      2,649
  Tapestry Inc. 7.000% 11/27/26     8,200      8,421
1 Tapestry Inc. 4.125% 7/15/27     5,692      5,406
  Tapestry Inc. 7.350% 11/27/28    20,791     21,756
  TJX Cos. Inc. 2.250% 9/15/26    12,319     11,572
  Toll Brothers Finance Corp. 4.875% 11/15/25     4,925      4,867
  Toll Brothers Finance Corp. 4.350% 2/15/28     7,365      7,075
  Toyota Motor Corp. 1.339% 3/25/26     7,576      7,033
  Toyota Motor Corp. 5.275% 7/13/26     7,270      7,321
  Toyota Motor Corp. 5.118% 7/13/28     8,955      9,125
  Toyota Motor Corp. 2.760% 7/2/29     7,158      6,592
1 Toyota Motor Credit Corp. 3.000% 4/1/25    30,948     30,238
1 Toyota Motor Credit Corp. 3.400% 4/14/25    15,180     14,877
  Toyota Motor Credit Corp. 3.950% 6/30/25    14,463     14,243
  Toyota Motor Credit Corp. 5.600% 9/11/25     9,467      9,547
1 Toyota Motor Credit Corp. 0.800% 10/16/25    15,015     14,034
  Toyota Motor Credit Corp. 5.400% 11/10/25    15,234     15,328
1 Toyota Motor Credit Corp. 4.800% 1/5/26     5,840      5,815
1 Toyota Motor Credit Corp. 0.800% 1/9/26     8,985      8,333
  Toyota Motor Credit Corp. 4.450% 5/18/26    20,029     19,818
1 Toyota Motor Credit Corp. 1.125% 6/18/26    28,385     26,047
1 Toyota Motor Credit Corp. 5.000% 8/14/26     6,950      6,949
  Toyota Motor Credit Corp. 5.400% 11/20/26    13,054     13,186
1 Toyota Motor Credit Corp. 3.200% 1/11/27    25,110     23,990
1 Toyota Motor Credit Corp. 1.900% 1/13/27    12,340     11,363
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Toyota Motor Credit Corp. 3.050% 3/22/27    13,047     12,372
1 Toyota Motor Credit Corp. 1.150% 8/13/27     9,164      8,119
1 Toyota Motor Credit Corp. 4.550% 9/20/27    25,122     24,908
  Toyota Motor Credit Corp. 5.450% 11/10/27    16,317     16,640
  Toyota Motor Credit Corp. 4.625% 1/12/28     4,966      4,938
1 Toyota Motor Credit Corp. 1.900% 4/6/28    15,638     13,974
1 Toyota Motor Credit Corp. 5.250% 9/11/28    13,115     13,303
1 Toyota Motor Credit Corp. 4.650% 1/5/29     9,560      9,458
  Toyota Motor Credit Corp. 3.650% 1/8/29     8,930      8,450
  VF Corp. 2.400% 4/23/25     8,858      8,498
  VF Corp. 2.800% 4/23/27     9,057      8,212
  Whirlpool Corp. 3.700% 5/1/25     5,240      5,127
  Whirlpool Corp. 4.750% 2/26/29     5,785      5,649
1 Yale University 0.873% 4/15/25    10,331      9,854
                                 3,041,718
Consumer Staples (5.6%)
  Altria Group Inc. 2.350% 5/6/25    14,768     14,254
  Altria Group Inc. 4.400% 2/14/26    18,627     18,329
  Altria Group Inc. 2.625% 9/16/26     7,701      7,235
  Altria Group Inc. 6.200% 11/1/28     9,465      9,827
  Altria Group Inc. 4.800% 2/14/29    32,175     31,603
1 Anheuser-Busch Cos. LLC 3.650% 2/1/26    36,330     35,421
  Anheuser-Busch InBev Worldwide Inc. 4.000% 4/13/28    47,320     45,872
  Anheuser-Busch InBev Worldwide Inc. 4.750% 1/23/29    75,578     75,067
  Archer-Daniels-Midland Co. 2.500% 8/11/26    15,479     14,574
  Avery Dennison Corp. 4.875% 12/6/28     9,982      9,882
  BAT Capital Corp. 2.789% 9/6/24     8,029      7,903
  BAT Capital Corp. 3.215% 9/6/26    20,050     18,995
  BAT Capital Corp. 4.700% 4/2/27    17,135     16,763
  BAT Capital Corp. 3.557% 8/15/27    19,446     18,362
  BAT Capital Corp. 2.259% 3/25/28    33,945     30,031
  BAT International Finance plc 1.668% 3/25/26    33,046     30,620
  BAT International Finance plc 4.448% 3/16/28    23,106     22,286
  BAT International Finance plc 5.931% 2/2/29     2,075      2,118
  Brown-Forman Corp. 3.500% 4/15/25     3,581      3,508
  Bunge Ltd. Finance Corp. 1.630% 8/17/25     9,706      9,188
  Bunge Ltd. Finance Corp. 3.250% 8/15/26    21,551     20,546
  Campbell Soup Co. 3.950% 3/15/25    22,987     22,618
  Campbell Soup Co. 3.300% 3/19/25     7,486      7,299
  Campbell Soup Co. 4.150% 3/15/28    24,390     23,526
  Church & Dwight Co. Inc. 3.150% 8/1/27     8,160      7,688
  Clorox Co. 3.100% 10/1/27     6,641      6,230
  Clorox Co. 4.400% 5/1/29     6,503      6,338
  Coca-Cola Co. 3.375% 3/25/27    22,409     21,588
  Coca-Cola Co. 2.900% 5/25/27     5,464      5,184
  Coca-Cola Co. 1.450% 6/1/27    32,898     29,765
  Coca-Cola Consolidated Inc. 3.800% 11/25/25     5,530      5,402
  Colgate-Palmolive Co. 4.800% 3/2/26     8,022      8,041
  Colgate-Palmolive Co. 3.100% 8/15/27    15,007     14,317
  Colgate-Palmolive Co. 4.600% 3/1/28     6,930      6,978
  Conagra Brands Inc. 4.600% 11/1/25    20,527     20,223
  Conagra Brands Inc. 1.375% 11/1/27    13,691     11,896
  Conagra Brands Inc. 4.850% 11/1/28    29,975     29,456
  Constellation Brands Inc. 4.400% 11/15/25     8,139      8,017
  Constellation Brands Inc. 4.750% 12/1/25     9,881      9,772
  Constellation Brands Inc. 5.000% 2/2/26     4,451      4,423
  Constellation Brands Inc. 3.700% 12/6/26     9,011      8,672
  Constellation Brands Inc. 3.500% 5/9/27    20,693     19,666
  Constellation Brands Inc. 4.350% 5/9/27     9,916      9,696
  Constellation Brands Inc. 3.600% 2/15/28     5,366      5,070
  Constellation Brands Inc. 4.650% 11/15/28    18,595     18,224
  Constellation Brands Inc. 4.800% 1/15/29     2,875      2,832
  Costco Wholesale Corp. 3.000% 5/18/27    17,744     16,926
  Costco Wholesale Corp. 1.375% 6/20/27    36,123     32,467
  Diageo Capital plc 1.375% 9/29/25    12,966     12,228
 
6

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Diageo Capital plc 5.300% 10/24/27    22,427     22,688
  Diageo Capital plc 3.875% 5/18/28     4,135      3,991
  Diageo Capital plc 2.375% 10/24/29     3,475      3,051
  Dollar General Corp. 4.150% 11/1/25     7,924      7,761
  Dollar General Corp. 3.875% 4/15/27    13,728     13,192
  Dollar General Corp. 4.625% 11/1/27    16,405     16,082
  Dollar General Corp. 4.125% 5/1/28     9,518      9,195
  Dollar General Corp. 5.200% 7/5/28     5,175      5,169
  Dollar Tree Inc. 4.000% 5/15/25    15,073     14,809
  Dollar Tree Inc. 4.200% 5/15/28    21,359     20,578
  Estee Lauder Cos. Inc. 3.150% 3/15/27     6,407      6,103
  Estee Lauder Cos. Inc. 4.375% 5/15/28     7,215      7,093
  Flowers Foods Inc. 3.500% 10/1/26     5,976      5,730
  General Mills Inc. 4.000% 4/17/25    16,805     16,538
  General Mills Inc. 4.700% 1/30/27     3,780      3,742
  General Mills Inc. 3.200% 2/10/27    14,510     13,792
  General Mills Inc. 4.200% 4/17/28    28,982     28,102
  General Mills Inc. 5.500% 10/17/28     1,569      1,595
  Haleon UK Capital plc 3.125% 3/24/25    23,196     22,626
  Haleon US Capital LLC 3.375% 3/24/27    34,115     32,431
  Haleon US Capital LLC 3.375% 3/24/29     4,968      4,590
  Hershey Co. 0.900% 6/1/25     3,293      3,129
  Hershey Co. 3.200% 8/21/25     1,765      1,722
  Hershey Co. 2.300% 8/15/26     5,154      4,864
  Hershey Co. 4.250% 5/4/28     8,691      8,546
  Hormel Foods Corp. 1.700% 6/3/28    12,509     11,042
  Ingredion Inc. 3.200% 10/1/26     8,424      8,033
  J M Smucker Co. 3.500% 3/15/25    10,359     10,151
  J M Smucker Co. 3.375% 12/15/27     6,371      6,008
  J M Smucker Co. 5.900% 11/15/28     9,120      9,388
  JBS USA LUX SA 2.500% 1/15/27    17,482     16,055
  JBS USA LUX SA 5.125% 2/1/28    11,824     11,580
  Kellanova 3.250% 4/1/26     5,995      5,762
  Kellanova 4.300% 5/15/28     7,593      7,374
  Kenvue Inc. 5.500% 3/22/25    13,240     13,273
  Kenvue Inc. 5.350% 3/22/26    12,085     12,164
  Kenvue Inc. 5.050% 3/22/28    23,435     23,582
  Keurig Dr Pepper Inc. 4.417% 5/25/25     4,784      4,732
  Keurig Dr Pepper Inc. 3.400% 11/15/25     8,138      7,882
  Keurig Dr Pepper Inc. 2.550% 9/15/26     8,069      7,567
  Keurig Dr Pepper Inc. 3.430% 6/15/27     3,924      3,735
  Keurig Dr Pepper Inc. 4.597% 5/25/28    24,024     23,665
  Kimberly-Clark Corp. 3.050% 8/15/25     5,635      5,479
  Kimberly-Clark Corp. 2.750% 2/15/26     1,119      1,077
  Kraft Heinz Foods Co. 3.000% 6/1/26    35,163     33,551
  Kraft Heinz Foods Co. 3.875% 5/15/27    31,044     29,963
  Kroger Co. 3.500% 2/1/26     4,750      4,604
  Kroger Co. 2.650% 10/15/26    21,739     20,426
  Kroger Co. 3.700% 8/1/27     4,828      4,631
  Kroger Co. 4.500% 1/15/29    11,110     10,859
  McCormick & Co. Inc. 0.900% 2/15/26     2,720      2,502
  McCormick & Co. Inc. 3.400% 8/15/27    13,373     12,649
  Mead Johnson Nutrition Co. 4.125% 11/15/25    20,764     20,372
  Molson Coors Beverage Co. 3.000% 7/15/26    35,269     33,591
  Mondelez International Inc. 1.500% 5/4/25    11,707     11,192
  Mondelez International Inc. 2.625% 3/17/27    16,876     15,736
  Mondelez International Inc. 4.125% 5/7/28       403        395
  PepsiCo Inc. 2.250% 3/19/25    21,763     21,135
  PepsiCo Inc. 2.750% 4/30/25    24,393     23,757
  PepsiCo Inc. 3.500% 7/17/25    12,966     12,701
  PepsiCo Inc. 5.250% 11/10/25     9,300      9,339
  PepsiCo Inc. 2.850% 2/24/26    19,139     18,406
  PepsiCo Inc. 2.375% 10/6/26    17,907     16,871
  PepsiCo Inc. 5.125% 11/10/26    11,581     11,657
  PepsiCo Inc. 2.625% 3/19/27    12,196     11,467
  PepsiCo Inc. 3.000% 10/15/27    24,568     23,160
  PepsiCo Inc. 3.600% 2/18/28    11,860     11,403
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  PepsiCo Inc. 4.450% 5/15/28     2,061      2,057
  Philip Morris International Inc. 2.875% 5/1/24    16,432     16,354
  Philip Morris International Inc. 1.500% 5/1/25     8,603      8,244
  Philip Morris International Inc. 3.375% 8/11/25    13,263     12,933
  Philip Morris International Inc. 5.000% 11/17/25    10,060     10,026
  Philip Morris International Inc. 4.875% 2/13/26    18,022     17,934
  Philip Morris International Inc. 2.750% 2/25/26    13,798     13,179
  Philip Morris International Inc. 0.875% 5/1/26    15,117     13,812
  Philip Morris International Inc. 4.750% 2/12/27    12,445     12,288
  Philip Morris International Inc. 5.125% 11/17/27    43,787     43,853
  Philip Morris International Inc. 4.875% 2/15/28    39,151     38,922
  Philip Morris International Inc. 4.875% 2/13/29    12,000     11,792
  Procter & Gamble Co. 0.550% 10/29/25    21,903     20,420
  Procter & Gamble Co. 2.700% 2/2/26    10,794     10,381
  Procter & Gamble Co. 2.450% 11/3/26    22,549     21,302
  Procter & Gamble Co. 1.900% 2/1/27    11,364     10,529
  Procter & Gamble Co. 2.800% 3/25/27     7,934      7,511
  Procter & Gamble Co. 2.850% 8/11/27    12,028     11,350
  Procter & Gamble Co. 3.950% 1/26/28     8,800      8,647
  Procter & Gamble Co. 4.350% 1/29/29    14,675     14,549
  Reynolds American Inc. 4.450% 6/12/25    35,316     34,778
  Sysco Corp. 3.750% 10/1/25    19,631     19,131
  Sysco Corp. 3.300% 7/15/26    22,963     22,046
  Sysco Corp. 3.250% 7/15/27     9,315      8,779
  Sysco Corp. 5.750% 1/17/29     9,022      9,238
  Target Corp. 2.250% 4/15/25    19,275     18,675
  Target Corp. 2.500% 4/15/26     9,484      9,058
  Target Corp. 1.950% 1/15/27    30,551     28,240
  Tyson Foods Inc. 4.000% 3/1/26     5,927      5,787
  Tyson Foods Inc. 3.550% 6/2/27    24,045     22,794
  Unilever Capital Corp. 2.600% 5/5/24    10,223     10,167
  Unilever Capital Corp. 3.375% 3/22/25     2,696      2,644
  Unilever Capital Corp. 3.100% 7/30/25     3,024      2,947
  Unilever Capital Corp. 2.000% 7/28/26    11,580     10,846
  Unilever Capital Corp. 2.900% 5/5/27    10,156      9,598
  Unilever Capital Corp. 3.500% 3/22/28    17,367     16,615
  Unilever Capital Corp. 4.875% 9/8/28    14,825     14,932
  Walmart Inc. 3.550% 6/26/25    14,332     14,102
  Walmart Inc. 3.900% 9/9/25    26,874     26,468
  Walmart Inc. 4.000% 4/15/26    11,094     10,923
  Walmart Inc. 3.050% 7/8/26    16,339     15,719
  Walmart Inc. 1.050% 9/17/26    28,674     26,202
  Walmart Inc. 3.950% 9/9/27    22,899     22,435
  Walmart Inc. 3.900% 4/15/28    13,699     13,366
  Walmart Inc. 3.700% 6/26/28    26,136     25,285
  Walmart Inc. 1.500% 9/22/28    18,897     16,590
                                 2,366,409
Energy (5.3%)
  Apache Corp. 4.375% 10/15/28     3,075      2,881
  Baker Hughes Holdings LLC 2.061% 12/15/26     9,929      9,161
  Baker Hughes Holdings LLC 3.337% 12/15/27    22,931     21,624
  Boardwalk Pipelines LP 5.950% 6/1/26     7,627      7,682
  Boardwalk Pipelines LP 4.450% 7/15/27     4,399      4,288
  BP Capital Markets America Inc. 3.796% 9/21/25    15,215     14,925
  BP Capital Markets America Inc. 3.410% 2/11/26    21,194     20,554
1 BP Capital Markets America Inc. 3.119% 5/4/26    26,443     25,409
1 BP Capital Markets America Inc. 3.017% 1/16/27    13,934     13,238
  BP Capital Markets America Inc. 3.543% 4/6/27    14,624     14,027
1 BP Capital Markets America Inc. 3.588% 4/14/27    15,074     14,488
  BP Capital Markets America Inc. 3.937% 9/21/28    17,033     16,356
  BP Capital Markets America Inc. 4.234% 11/6/28    33,745     32,839
  BP Capital Markets America Inc. 4.699% 4/10/29     5,000      4,946
  BP Capital Markets plc 3.279% 9/19/27    16,407     15,534
  BP Capital Markets plc 3.723% 11/28/28    10,603     10,067
  Canadian Natural Resources Ltd. 2.050% 7/15/25    13,564     12,945
  Canadian Natural Resources Ltd. 3.850% 6/1/27    29,201     27,960
  Cenovus Energy Inc. 4.250% 4/15/27    14,675     14,211
 
7

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Cheniere Corpus Christi Holdings LLC 5.875% 3/31/25    34,816     34,805
  Cheniere Corpus Christi Holdings LLC 5.125% 6/30/27    20,389     20,291
  Cheniere Energy Inc. 4.625% 10/15/28    25,304     24,303
  Chevron Corp. 1.554% 5/11/25    48,373     46,415
  Chevron Corp. 3.326% 11/17/25    12,802     12,499
  Chevron Corp. 2.954% 5/16/26    30,937     29,714
  Chevron Corp. 1.995% 5/11/27    17,926     16,480
  Chevron USA Inc. 0.687% 8/12/25    21,393     20,123
  Chevron USA Inc. 1.018% 8/12/27     8,221      7,257
  Chevron USA Inc. 3.850% 1/15/28     4,995      4,859
  Columbia Pipeline Group Inc. 4.500% 6/1/25    16,570     16,328
  ConocoPhillips Co. 2.400% 3/7/25     1,843      1,791
  Continental Resources Inc. 4.375% 1/15/28    22,708     21,822
  Coterra Energy Inc. 3.900% 5/15/27    25,652     24,652
  DCP Midstream Operating LP 5.375% 7/15/25     5,720      5,710
  DCP Midstream Operating LP 5.625% 7/15/27     9,785      9,836
  Devon Energy Corp. 5.850% 12/15/25    10,412     10,461
  Devon Energy Corp. 5.875% 6/15/28        32         32
  Diamondback Energy Inc. 3.250% 12/1/26    15,154     14,484
  Enbridge Energy Partners LP 5.875% 10/15/25     1,878      1,889
  Enbridge Inc. 1.600% 10/4/26     5,516      5,042
  Enbridge Inc. 5.900% 11/15/26    23,494     23,935
  Enbridge Inc. 4.250% 12/1/26    20,849     20,394
  Enbridge Inc. 3.700% 7/15/27     5,625      5,371
  Enbridge Inc. 6.000% 11/15/28    11,365     11,768
  Energy Transfer LP 4.050% 3/15/25    25,597     25,194
  Energy Transfer LP 2.900% 5/15/25    24,519     23,735
  Energy Transfer LP 5.950% 12/1/25     2,748      2,763
  Energy Transfer LP 4.750% 1/15/26    14,259     14,097
  Energy Transfer LP 3.900% 7/15/26    10,270      9,930
  Energy Transfer LP 4.400% 3/15/27    17,800     17,336
  Energy Transfer LP 4.200% 4/15/27    17,472     16,936
1 Energy Transfer LP 5.500% 6/1/27    26,597     26,699
  Energy Transfer LP 4.000% 10/1/27     4,672      4,468
  Energy Transfer LP 5.550% 2/15/28    21,165     21,342
  Energy Transfer LP 4.950% 5/15/28    12,875     12,704
  Energy Transfer LP 4.950% 6/15/28    14,012     13,796
  Energy Transfer LP 6.100% 12/1/28     7,795      8,064
  Enterprise Products Operating LLC 5.050% 1/10/26     5,182      5,180
  Enterprise Products Operating LLC 3.700% 2/15/26    23,120     22,548
  Enterprise Products Operating LLC 3.950% 2/15/27    12,380     12,051
  Enterprise Products Operating LLC 4.150% 10/16/28    19,244     18,577
  Enterprise Products Operating LLC 3.125% 7/31/29     1,858      1,700
1 Enterprise Products Operating LLC 5.250% 8/16/77    17,881     17,000
1 Enterprise Products Operating LLC 5.375% 2/15/78    10,000      9,253
  EOG Resources Inc. 3.150% 4/1/25    11,452     11,194
  EOG Resources Inc. 4.150% 1/15/26    19,373     19,081
  EQT Corp. 3.900% 10/1/27    19,498     18,471
  EQT Corp. 5.700% 4/1/28     5,281      5,318
  EQT Corp. 5.000% 1/15/29        25         24
  Exxon Mobil Corp. 2.709% 3/6/25    28,411     27,729
  Exxon Mobil Corp. 2.992% 3/19/25    49,597     48,496
  Exxon Mobil Corp. 3.043% 3/1/26    41,276     39,864
  Exxon Mobil Corp. 2.275% 8/16/26    13,895     13,124
  Exxon Mobil Corp. 3.294% 3/19/27    11,425     11,002
  Halliburton Co. 3.800% 11/15/25     9,007      8,800
  Hess Corp. 4.300% 4/1/27    22,925     22,328
  HF Sinclair Corp. 5.875% 4/1/26    16,447     16,507
  Kinder Morgan Inc. 4.300% 6/1/25    21,858     21,538
  Kinder Morgan Inc. 1.750% 11/15/26     8,083      7,380
  Kinder Morgan Inc. 4.300% 3/1/28    18,900     18,326
  Magellan Midstream Partners LP 5.000% 3/1/26    16,468     16,351
  Marathon Oil Corp. 4.400% 7/15/27    17,121     16,626
  Marathon Petroleum Corp. 4.700% 5/1/25    22,002     21,789
  Marathon Petroleum Corp. 5.125% 12/15/26    14,433     14,409
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Marathon Petroleum Corp. 3.800% 4/1/28     6,906      6,575
  MPLX LP 4.875% 6/1/25    25,404     25,167
  MPLX LP 1.750% 3/1/26    20,606     19,222
  MPLX LP 4.125% 3/1/27    25,912     25,124
  MPLX LP 4.250% 12/1/27     2,993      2,894
  MPLX LP 4.000% 3/15/28    20,130     19,278
  MPLX LP 4.800% 2/15/29    12,100     11,862
  Northwest Pipeline LLC 4.000% 4/1/27     2,128      2,065
  Occidental Petroleum Corp. 5.875% 9/1/25    10,259     10,290
  Occidental Petroleum Corp. 5.500% 12/1/25     6,857      6,848
  Occidental Petroleum Corp. 5.550% 3/15/26    14,148     14,237
  Occidental Petroleum Corp. 8.500% 7/15/27     7,536      8,174
  Occidental Petroleum Corp. 6.375% 9/1/28     9,620      9,979
  ONEOK Inc. 2.200% 9/15/25       684        651
  ONEOK Inc. 5.850% 1/15/26    10,297     10,388
  ONEOK Inc. 5.550% 11/1/26    10,772     10,849
  ONEOK Inc. 4.000% 7/13/27    11,358     10,943
  ONEOK Inc. 4.550% 7/15/28    10,332     10,094
  ONEOK Inc. 5.650% 11/1/28    14,061     14,310
  ONEOK Partners LP 4.900% 3/15/25    17,280     17,150
  Ovintiv Inc. 5.375% 1/1/26    17,410     17,310
  Ovintiv Inc. 5.650% 5/15/28    11,997     12,103
  Patterson-UTI Energy Inc. 3.950% 2/1/28     8,480      7,928
  Phillips 66 3.850% 4/9/25    12,446     12,232
  Phillips 66 1.300% 2/15/26     2,777      2,571
  Phillips 66 3.900% 3/15/28    14,467     13,919
  Phillips 66 Co. 3.550% 10/1/26     7,771      7,461
  Phillips 66 Co. 4.950% 12/1/27    15,010     14,977
  Phillips 66 Co. 3.750% 3/1/28     6,945      6,624
  Pioneer Natural Resources Co. 1.125% 1/15/26    10,363      9,614
  Plains All American Pipeline LP 4.650% 10/15/25    16,141     15,921
  Plains All American Pipeline LP 4.500% 12/15/26    12,564     12,324
  Sabine Pass Liquefaction LLC 5.625% 3/1/25    52,932     52,867
  Sabine Pass Liquefaction LLC 5.875% 6/30/26    20,851     21,021
  Sabine Pass Liquefaction LLC 5.000% 3/15/27    28,785     28,580
  Sabine Pass Liquefaction LLC 4.200% 3/15/28    17,094     16,494
  Schlumberger Finance Canada Ltd. 1.400% 9/17/25     6,863      6,485
  Schlumberger Investment SA 4.500% 5/15/28     9,220      9,132
  Shell International Finance BV 3.250% 5/11/25    44,050     43,080
  Shell International Finance BV 2.875% 5/10/26    30,254     28,950
  Shell International Finance BV 2.500% 9/12/26    16,593     15,671
  Shell International Finance BV 3.875% 11/13/28    22,269     21,487
  Spectra Energy Partners LP 3.500% 3/15/25     9,163      8,983
  Spectra Energy Partners LP 3.375% 10/15/26    12,881     12,304
  Targa Resources Corp. 5.200% 7/1/27     9,246      9,194
  Targa Resources Corp. 6.150% 3/1/29     1,675      1,727
  Targa Resources Partners LP 6.500% 7/15/27    28,725     29,046
  Targa Resources Partners LP 5.000% 1/15/28    12,328     12,072
  TC PipeLines LP 4.375% 3/13/25     5,948      5,857
  TC PipeLines LP 3.900% 5/25/27     7,523      7,170
  Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27     2,543      2,669
  Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28     3,866      4,128
  TotalEnergies Capital International SA 3.455% 2/19/29    26,195     24,605
  TotalEnergies Capital SA 3.883% 10/11/28    11,532     11,107
  TransCanada PipeLines Ltd. 4.875% 1/15/26    18,046     17,889
  TransCanada PipeLines Ltd. 4.250% 5/15/28    26,059     25,097
  Transcontinental Gas Pipe Line Co. LLC 7.850% 2/1/26    11,604     12,053
  Transcontinental Gas Pipe Line Co. LLC 4.000% 3/15/28     4,566      4,381
  Valero Energy Corp. 2.150% 9/15/27     6,141      5,560
  Valero Energy Corp. 4.350% 6/1/28    11,479     11,176
  Valero Energy Partners LP 4.500% 3/15/28    14,932     14,521
  Western Midstream Operating LP 4.650% 7/1/26     1,946      1,902
  Western Midstream Operating LP 4.500% 3/1/28     5,416      5,187
  Western Midstream Operating LP 4.750% 8/15/28     5,363      5,185
 
8

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Western Midstream Operating LP 6.350% 1/15/29     9,600      9,912
  Williams Cos. Inc. 4.000% 9/15/25    16,498     16,177
  Williams Cos. Inc. 5.400% 3/2/26    10,495     10,519
  Williams Cos. Inc. 3.750% 6/15/27    32,337     30,931
  Williams Cos. Inc. 5.300% 8/15/28    14,327     14,418
                                 2,241,747
Financials (40.4%)
1 Aegon Ltd. 5.500% 4/11/48    13,275     12,716
  AerCap Ireland Capital DAC 3.500% 1/15/25    25,080     24,601
  AerCap Ireland Capital DAC 6.500% 7/15/25    16,850     17,002
  AerCap Ireland Capital DAC 4.450% 10/1/25    12,472     12,233
  AerCap Ireland Capital DAC 1.750% 1/30/26     8,630      8,017
  AerCap Ireland Capital DAC 4.450% 4/3/26     2,152      2,108
  AerCap Ireland Capital DAC 2.450% 10/29/26    87,515     80,750
  AerCap Ireland Capital DAC 6.100% 1/15/27     5,830      5,905
2 AerCap Ireland Capital DAC 6.450% 4/15/27    11,220     11,487
  AerCap Ireland Capital DAC 3.650% 7/21/27    23,252     21,890
  AerCap Ireland Capital DAC 3.875% 1/23/28     9,392      8,844
  AerCap Ireland Capital DAC 5.750% 6/6/28    13,665     13,774
  AerCap Ireland Capital DAC 3.000% 10/29/28    79,610     71,530
  Affiliated Managers Group Inc. 3.500% 8/1/25    12,715     12,366
  Aflac Inc. 1.125% 3/15/26    12,794     11,818
  Air Lease Corp. 3.250% 3/1/25    13,765     13,440
  Air Lease Corp. 3.375% 7/1/25     5,648      5,488
1 Air Lease Corp. 2.875% 1/15/26    20,611     19,662
1 Air Lease Corp. 3.750% 6/1/26    13,266     12,784
  Air Lease Corp. 1.875% 8/15/26    26,096     23,966
  Air Lease Corp. 2.200% 1/15/27     8,284      7,588
  Air Lease Corp. 3.625% 4/1/27     4,889      4,642
  Air Lease Corp. 3.625% 12/1/27     8,480      7,939
  Air Lease Corp. 5.850% 12/15/27     8,315      8,406
  Air Lease Corp. 5.300% 2/1/28    11,673     11,603
  Air Lease Corp. 2.100% 9/1/28     8,017      6,962
  Air Lease Corp. 4.625% 10/1/28     2,805      2,709
  Aircastle Ltd. 4.250% 6/15/26    14,551     14,102
  Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25     3,805      3,696
  Allstate Corp. 0.750% 12/15/25    10,562      9,746
  Allstate Corp. 3.280% 12/15/26     5,206      4,957
  Ally Financial Inc. 4.625% 3/30/25    10,893     10,754
  Ally Financial Inc. 5.800% 5/1/25     4,997      4,988
  Ally Financial Inc. 4.750% 6/9/27     8,084      7,849
  Ally Financial Inc. 7.100% 11/15/27    16,175     16,839
  Ally Financial Inc. 2.200% 11/2/28    17,739     15,069
  Ally Financial Inc. 6.992% 6/13/29     8,555      8,788
  American Equity Investment Life Holding Co. 5.000% 6/15/27     7,913      7,623
  American Express Co. 2.250% 3/4/25    44,557     43,150
  American Express Co. 3.950% 8/1/25    30,728     30,188
  American Express Co. 4.200% 11/6/25     8,237      8,125
  American Express Co. 4.990% 5/1/26    16,220     16,127
  American Express Co. 3.125% 5/20/26     5,554      5,330
  American Express Co. 6.338% 10/30/26    10,745     10,908
  American Express Co. 1.650% 11/4/26    27,944     25,549
  American Express Co. 2.550% 3/4/27    40,359     37,495
  American Express Co. 3.300% 5/3/27    58,730     55,677
  American Express Co. 5.389% 7/28/27    17,867     17,916
  American Express Co. 5.850% 11/5/27    12,571     12,894
  American Express Co. 5.098% 2/16/28    19,962     19,882
  American Express Co. 5.282% 7/27/29    24,210     24,348
1 American Express Credit Corp. 3.300% 5/3/27     2,497      2,367
  American International Group Inc. 4.200% 4/1/28       401        389
1 American International Group Inc. 5.750% 4/1/48    12,130     11,908
  Ameriprise Financial Inc. 3.000% 4/2/25     8,314      8,096
  Ameriprise Financial Inc. 2.875% 9/15/26     9,704      9,206
  Ameriprise Financial Inc. 5.700% 12/15/28     5,910      6,077
1 Aon Corp. 8.205% 1/1/27     4,036      4,343
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Aon Corp. 2.850% 5/28/27     6,730      6,273
  Aon Global Ltd. 3.875% 12/15/25    18,071     17,619
3 Aon North America Inc. 5.125% 3/1/27     4,630      4,628
3 Aon North America Inc. 5.150% 3/1/29    11,040     11,042
  Arch Capital Finance LLC 4.011% 12/15/26     6,769      6,536
  Ares Capital Corp. 4.250% 3/1/25     6,262      6,138
  Ares Capital Corp. 3.250% 7/15/25    24,175     23,227
  Ares Capital Corp. 3.875% 1/15/26    27,511     26,394
  Ares Capital Corp. 2.150% 7/15/26    25,721     23,366
  Ares Capital Corp. 2.875% 6/15/27     7,363      6,688
  Ares Capital Corp. 2.875% 6/15/28    25,021     21,916
  Ares Capital Corp. 5.875% 3/1/29     7,200      7,041
  Ares Management Corp. 6.375% 11/10/28     5,910      6,134
  Assurant Inc. 4.900% 3/27/28     4,058      3,975
  Assured Guaranty US Holdings Inc. 6.125% 9/15/28     5,955      6,144
  Athene Holding Ltd. 4.125% 1/12/28    12,686     12,149
  Australia & New Zealand Banking Group Ltd. 5.375% 7/3/25    15,570     15,618
  Australia & New Zealand Banking Group Ltd. 5.671% 10/3/25    12,395     12,507
1 Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25    11,866     11,605
  Australia & New Zealand Banking Group Ltd. 5.088% 12/8/25    19,610     19,619
1 Australia & New Zealand Banking Group Ltd. 4.750% 1/18/27     7,407      7,381
  AXIS Specialty Finance plc 4.000% 12/6/27     6,000      5,737
  Bain Capital Specialty Finance Inc. 2.950% 3/10/26     5,513      5,158
  Bain Capital Specialty Finance Inc. 2.550% 10/13/26     5,103      4,642
  Banco Bilbao Vizcaya Argentaria SA 1.125% 9/18/25    12,520     11,703
  Banco Bilbao Vizcaya Argentaria SA 5.862% 9/14/26    15,829     15,824
  Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/28    14,725     14,929
  Banco Santander SA 2.746% 5/28/25    46,964     45,309
  Banco Santander SA 5.147% 8/18/25    35,593     35,320
  Banco Santander SA 5.179% 11/19/25    13,982     13,787
  Banco Santander SA 1.849% 3/25/26    16,695     15,493
  Banco Santander SA 4.250% 4/11/27    21,177     20,405
  Banco Santander SA 5.294% 8/18/27    38,966     38,667
  Banco Santander SA 1.722% 9/14/27    25,650     23,198
  Banco Santander SA 6.527% 11/7/27    12,550     12,842
  Banco Santander SA 3.800% 2/23/28    11,062     10,419
  Banco Santander SA 4.175% 3/24/28    32,995     31,585
  Banco Santander SA 4.379% 4/12/28    15,120     14,528
  Banco Santander SA 5.588% 8/8/28    23,585     23,768
  Banco Santander SA 6.607% 11/7/28    18,805     19,759
1 Bank of America Corp. 3.950% 4/21/25    49,838     49,014
1 Bank of America Corp. 3.875% 8/1/25    20,292     19,968
1 Bank of America Corp. 4.450% 3/3/26    39,430     38,778
1 Bank of America Corp. 3.384% 4/2/26    48,094     46,965
1 Bank of America Corp. 3.500% 4/19/26    64,573     62,568
1 Bank of America Corp. 1.319% 6/19/26    46,534     44,057
1 Bank of America Corp. 4.827% 7/22/26    15,553     15,420
  Bank of America Corp. 6.220% 9/15/26     4,532      4,629
1 Bank of America Corp. 4.250% 10/22/26    17,108     16,731
1 Bank of America Corp. 1.197% 10/24/26    39,563     36,858
  Bank of America Corp. 5.080% 1/20/27    30,632     30,436
1 Bank of America Corp. 1.658% 3/11/27    66,131     61,397
1 Bank of America Corp. 3.559% 4/23/27    57,342     55,148
  Bank of America Corp. 1.734% 7/22/27   102,254     93,738
  Bank of America Corp. 5.933% 9/15/27    15,656     15,876
1 Bank of America Corp. 3.248% 10/21/27    17,927     16,934
1 Bank of America Corp. 4.183% 11/25/27    36,055     34,817
1 Bank of America Corp. 3.824% 1/20/28    25,668     24,660
1 Bank of America Corp. 2.551% 2/4/28    24,228     22,407
1 Bank of America Corp. 3.705% 4/24/28    15,107     14,388
  Bank of America Corp. 4.376% 4/27/28    48,214     46,927
1 Bank of America Corp. 3.593% 7/21/28    35,668     33,775
1 Bank of America Corp. 4.948% 7/22/28    82,567     81,736
 
9

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Bank of America Corp. 6.204% 11/10/28    34,988     36,072
1 Bank of America Corp. 3.419% 12/20/28   100,987     94,370
1 Bank of America Corp. 3.970% 3/5/29    44,829     42,644
  Bank of America Corp. 5.202% 4/25/29    67,460     67,078
1 Bank of America Corp. 2.087% 6/14/29    43,660     38,313
1 Bank of America Corp. 4.271% 7/23/29    48,407     46,507
  Bank of America Corp. 5.819% 9/15/29    52,255     53,270
1 Bank of America Corp. 3.974% 2/7/30    30,385     28,557
  Bank of America NA 5.650% 8/18/25    31,775     32,000
  Bank of America NA 5.526% 8/18/26    32,566     32,880
1 Bank of Montreal 1.850% 5/1/25    38,529     37,019
1 Bank of Montreal 3.700% 6/7/25    27,467     26,911
  Bank of Montreal 5.920% 9/25/25    10,115     10,219
  Bank of Montreal 5.300% 6/5/26    18,236     18,280
1 Bank of Montreal 1.250% 9/15/26    12,008     10,928
1 Bank of Montreal 0.949% 1/22/27     7,005      6,463
1 Bank of Montreal 2.650% 3/8/27    30,274     28,246
1 Bank of Montreal 4.700% 9/14/27    17,840     17,661
  Bank of Montreal 5.203% 2/1/28    21,549     21,629
  Bank of Montreal 5.717% 9/25/28    26,973     27,655
1 Bank of Montreal 3.803% 12/15/32    13,950     12,831
1 Bank of New York Mellon Corp. 3.250% 9/11/24       543        537
1 Bank of New York Mellon Corp. 1.600% 4/24/25    29,909     28,733
1 Bank of New York Mellon Corp. 3.950% 11/18/25    10,409     10,185
1 Bank of New York Mellon Corp. 0.750% 1/28/26     4,595      4,238
1 Bank of New York Mellon Corp. 2.800% 5/4/26    22,214     21,206
1 Bank of New York Mellon Corp. 5.148% 5/22/26    15,771     15,732
  Bank of New York Mellon Corp. 4.414% 7/24/26    19,182     18,919
1 Bank of New York Mellon Corp. 2.450% 8/17/26    18,128     17,043
1 Bank of New York Mellon Corp. 1.050% 10/15/26     3,084      2,786
1 Bank of New York Mellon Corp. 2.050% 1/26/27     8,466      7,812
  Bank of New York Mellon Corp. 4.947% 4/26/27    18,170     18,075
1 Bank of New York Mellon Corp. 3.250% 5/16/27    25,161     23,899
1 Bank of New York Mellon Corp. 3.400% 1/29/28     5,288      5,002
1 Bank of New York Mellon Corp. 3.442% 2/7/28    39,610     37,858
1 Bank of New York Mellon Corp. 3.850% 4/28/28     3,746      3,613
1 Bank of New York Mellon Corp. 3.992% 6/13/28     7,735      7,490
1 Bank of New York Mellon Corp. 1.650% 7/14/28    10,238      8,968
1 Bank of New York Mellon Corp. 5.802% 10/25/28    18,433     18,876
1 Bank of New York Mellon Corp. 3.000% 10/30/28    11,020     10,104
  Bank of New York Mellon Corp. 4.543% 2/1/29    15,014     14,739
1 Bank of New York Mellon Corp. 6.317% 10/25/29     8,778      9,197
1 Bank of Nova Scotia 3.450% 4/11/25    35,483     34,745
  Bank of Nova Scotia 1.300% 6/11/25    12,545     11,923
  Bank of Nova Scotia 5.450% 6/12/25    31,480     31,502
  Bank of Nova Scotia 4.500% 12/16/25    26,549     26,092
  Bank of Nova Scotia 4.750% 2/2/26     7,407      7,350
  Bank of Nova Scotia 1.050% 3/2/26     5,430      5,007
  Bank of Nova Scotia 1.350% 6/24/26    24,126     22,144
  Bank of Nova Scotia 2.700% 8/3/26    31,642     29,879
  Bank of Nova Scotia 1.300% 9/15/26    14,875     13,539
  Bank of Nova Scotia 1.950% 2/2/27    12,471     11,446
  Bank of Nova Scotia 2.951% 3/11/27     4,290      4,038
  Bank of Nova Scotia 5.250% 6/12/28    10,333     10,385
  BankUnited Inc. 4.875% 11/17/25     7,146      6,957
  Barclays plc 3.650% 3/16/25    52,625     51,527
  Barclays plc 4.375% 1/12/26    52,535     51,453
1 Barclays plc 2.852% 5/7/26    47,493     45,914
  Barclays plc 5.200% 5/12/26    31,442     31,061
  Barclays plc 5.304% 8/9/26    22,159     22,023
  Barclays plc 7.325% 11/2/26    11,678     11,961
  Barclays plc 5.829% 5/9/27    31,813     31,878
  Barclays plc 6.496% 9/13/27       620        631
  Barclays plc 2.279% 11/24/27    18,925     17,296
  Barclays plc 4.836% 5/9/28    43,875     42,235
  Barclays plc 5.501% 8/9/28    31,355     31,182
  Barclays plc 7.385% 11/2/28    37,423     39,550
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Barclays plc 4.972% 5/16/29    23,646     22,990
  Barclays plc 6.490% 9/13/29    37,850     39,000
  Berkshire Hathaway Finance Corp. 2.300% 3/15/27    10,300      9,641
  Berkshire Hathaway Inc. 3.125% 3/15/26    47,704     46,113
  BGC Group Inc. 8.000% 5/25/28     9,465      9,994
  BlackRock Inc. 3.200% 3/15/27     9,097      8,700
  Blackstone Private Credit Fund 7.050% 9/29/25    13,212     13,381
  Blackstone Private Credit Fund 2.625% 12/15/26    20,565     18,576
  Blackstone Private Credit Fund 3.250% 3/15/27    23,338     21,337
2 Blackstone Private Credit Fund 7.300% 11/27/28     8,120      8,376
  Blackstone Private Credit Fund 4.000% 1/15/29     4,570      4,155
  Blackstone Secured Lending Fund 3.625% 1/15/26    15,019     14,321
  Blackstone Secured Lending Fund 2.750% 9/16/26    11,613     10,650
  Blackstone Secured Lending Fund 2.125% 2/15/27     9,380      8,391
  Blackstone Secured Lending Fund 2.850% 9/30/28     8,126      7,063
  Blue Owl Capital Corp. 4.000% 3/30/25     2,443      2,385
  Blue Owl Capital Corp. 3.750% 7/22/25       893        861
  Blue Owl Capital Corp. 4.250% 1/15/26     8,357      8,045
  Blue Owl Capital Corp. 3.400% 7/15/26    24,589     22,895
  Blue Owl Capital Corp. 2.625% 1/15/27     5,412      4,901
  Blue Owl Capital Corp. 2.875% 6/11/28    13,860     12,119
  Blue Owl Capital Corp. 5.950% 3/15/29     6,000      5,862
2 Blue Owl Capital Corp. II 8.450% 11/15/26     5,975      6,127
1 Blue Owl Credit Income Corp. 5.500% 3/21/25     8,456      8,380
1 Blue Owl Credit Income Corp. 3.125% 9/23/26     6,118      5,569
1 Blue Owl Credit Income Corp. 4.700% 2/8/27     8,201      7,723
1 Blue Owl Credit Income Corp. 7.750% 9/16/27     9,745      9,965
2 Blue Owl Credit Income Corp. 7.950% 6/13/28    10,565     10,887
2 Blue Owl Credit Income Corp. 7.750% 1/15/29     3,985      4,069
  Blue Owl Technology Finance Corp. 2.500% 1/15/27     5,168      4,552
2 BNP Paribas SA 2.819% 11/19/25     1,160      1,135
1 BPCE SA 3.375% 12/2/26     6,225      5,968
  Brighthouse Financial Inc. 3.700% 6/22/27     8,469      7,986
  Brookfield Finance Inc. 4.250% 6/2/26     9,622      9,447
  Brookfield Finance Inc. 3.900% 1/25/28    17,458     16,741
  Canadian Imperial Bank of Commerce 3.300% 4/7/25    18,199     17,778
  Canadian Imperial Bank of Commerce 5.144% 4/28/25    15,329     15,277
  Canadian Imperial Bank of Commerce 3.945% 8/4/25    26,747     26,224
  Canadian Imperial Bank of Commerce 1.250% 6/22/26     8,601      7,885
  Canadian Imperial Bank of Commerce 5.615% 7/17/26     3,732      3,768
  Canadian Imperial Bank of Commerce 5.926% 10/2/26    16,941     17,241
  Canadian Imperial Bank of Commerce 3.450% 4/7/27    18,469     17,603
  Canadian Imperial Bank of Commerce 5.001% 4/28/28    21,475     21,398
  Canadian Imperial Bank of Commerce 5.986% 10/3/28     9,290      9,623
  Capital One Financial Corp. 4.250% 4/30/25     5,946      5,866
  Capital One Financial Corp. 4.200% 10/29/25    23,575     23,044
  Capital One Financial Corp. 2.636% 3/3/26    11,400     11,058
  Capital One Financial Corp. 4.985% 7/24/26     5,882      5,827
  Capital One Financial Corp. 3.750% 7/28/26    27,255     26,158
  Capital One Financial Corp. 3.750% 3/9/27    31,252     29,832
  Capital One Financial Corp. 3.650% 5/11/27    38,967     37,093
  Capital One Financial Corp. 7.149% 10/29/27    10,004     10,372
  Capital One Financial Corp. 1.878% 11/2/27    29,201     26,496
  Capital One Financial Corp. 4.927% 5/10/28    29,123     28,487
  Capital One Financial Corp. 5.468% 2/1/29    34,351     34,125
  Capital One Financial Corp. 6.312% 6/8/29    14,224     14,567
  Cboe Global Markets Inc. 3.650% 1/12/27    10,898     10,546
  Charles Schwab Corp. 3.000% 3/10/25    10,702     10,449
  Charles Schwab Corp. 4.200% 3/24/25     6,886      6,810
 
10

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Charles Schwab Corp. 3.625% 4/1/25     9,025      8,852
  Charles Schwab Corp. 3.850% 5/21/25    20,820     20,431
  Charles Schwab Corp. 3.450% 2/13/26    11,685     11,310
  Charles Schwab Corp. 0.900% 3/11/26    13,665     12,530
  Charles Schwab Corp. 1.150% 5/13/26    26,568     24,375
  Charles Schwab Corp. 3.200% 3/2/27     5,200      4,935
  Charles Schwab Corp. 2.450% 3/3/27    33,066     30,639
  Charles Schwab Corp. 3.300% 4/1/27     9,783      9,293
  Charles Schwab Corp. 3.200% 1/25/28    16,453     15,404
  Charles Schwab Corp. 2.000% 3/20/28    18,542     16,438
  Charles Schwab Corp. 5.643% 5/19/29    18,454     18,687
  Charles Schwab Corp. 6.196% 11/17/29    19,280     19,911
  Chubb INA Holdings Inc. 3.350% 5/15/24         1          1
  Chubb INA Holdings Inc. 3.150% 3/15/25    20,863     20,396
  Chubb INA Holdings Inc. 3.350% 5/3/26    33,131     31,940
1 Cincinnati Financial Corp. 6.920% 5/15/28     6,500      6,923
  Citibank NA 5.864% 9/29/25    29,544     29,895
1 Citibank NA 5.488% 12/4/26    21,055     21,232
  Citibank NA 5.803% 9/29/28    39,876     41,075
  Citigroup Inc. 3.875% 3/26/25    33,721     33,076
  Citigroup Inc. 3.300% 4/27/25    21,838     21,354
  Citigroup Inc. 4.400% 6/10/25    51,897     51,142
  Citigroup Inc. 5.500% 9/13/25    21,277     21,226
  Citigroup Inc. 3.700% 1/12/26    34,467     33,556
  Citigroup Inc. 4.600% 3/9/26    28,648     28,177
1 Citigroup Inc. 3.106% 4/8/26    69,443     67,602
  Citigroup Inc. 3.400% 5/1/26    28,127     27,063
  Citigroup Inc. 5.610% 9/29/26    50,808     50,867
  Citigroup Inc. 3.200% 10/21/26    57,745     54,843
  Citigroup Inc. 4.300% 11/20/26     2,488      2,423
  Citigroup Inc. 1.122% 1/28/27    25,962     23,932
  Citigroup Inc. 1.462% 6/9/27    36,212     33,185
  Citigroup Inc. 4.450% 9/29/27    70,720     68,515
1 Citigroup Inc. 3.887% 1/10/28    35,440     34,055
1 Citigroup Inc. 3.070% 2/24/28    77,125     72,251
  Citigroup Inc. 4.658% 5/24/28    30,684     30,125
1 Citigroup Inc. 3.668% 7/24/28    54,607     51,764
  Citigroup Inc. 4.125% 7/25/28    22,770     21,610
1 Citigroup Inc. 3.520% 10/27/28    25,936     24,362
1 Citigroup Inc. 4.075% 4/23/29    28,401     27,099
  Citigroup Inc. 5.174% 2/13/30    30,800     30,487
1 Citizens Bank NA 2.250% 4/28/25     9,056      8,677
1 Citizens Bank NA 3.750% 2/18/26     3,574      3,434
  Citizens Bank NA 4.575% 8/9/28    18,210     17,342
  Citizens Financial Group Inc. 4.300% 12/3/25     4,477      4,362
  Citizens Financial Group Inc. 2.850% 7/27/26    11,638     10,875
  Citizens Financial Group Inc. 5.841% 1/23/30    16,560     16,361
  Citizens Financial Group Inc. 4.300% 2/11/31     2,336      1,993
  CME Group Inc. 3.000% 3/15/25    14,149     13,824
  CME Group Inc. 3.750% 6/15/28     7,195      6,941
  CNA Financial Corp. 4.500% 3/1/26     8,257      8,125
  CNA Financial Corp. 3.450% 8/15/27     8,182      7,744
  CNO Financial Group Inc. 5.250% 5/30/25     8,233      8,183
1 Comerica Bank 4.000% 7/27/25     1,495      1,449
  Comerica Inc. 4.000% 2/1/29     5,957      5,355
  Comerica Inc. 5.982% 1/30/30    15,930     15,645
  Commonwealth Bank of Australia 5.499% 9/12/25    13,240     13,311
1 Cooperatieve Rabobank UA 3.375% 5/21/25     9,566      9,368
1 Cooperatieve Rabobank UA 5.500% 7/18/25     7,041      7,073
  Cooperatieve Rabobank UA 4.375% 8/4/25    24,255     23,784
  Cooperatieve Rabobank UA 4.850% 1/9/26    24,745     24,630
1 Cooperatieve Rabobank UA 3.750% 7/21/26    32,721     31,363
  Cooperatieve Rabobank UA 5.500% 10/5/26    14,344     14,505
  Cooperatieve Rabobank UA 4.800% 1/9/29    10,700     10,599
  Corebridge Financial Inc. 3.650% 4/5/27    44,574     42,191
  Corebridge Financial Inc. 3.850% 4/5/29     2,575      2,388
  Corebridge Financial Inc. 6.875% 12/15/52    14,560     14,544
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Credit Suisse AG 2.950% 4/9/25    21,010     20,406
  Credit Suisse AG 1.250% 8/7/26    20,367     18,497
  Credit Suisse AG 5.000% 7/9/27    30,507     30,218
  Credit Suisse AG 7.500% 2/15/28    47,295     50,942
  Deutsche Bank AG 4.500% 4/1/25    29,731     29,161
  Deutsche Bank AG 4.100% 1/13/26     5,241      5,109
1 Deutsche Bank AG 4.100% 1/13/26    11,188     10,921
  Deutsche Bank AG 1.686% 3/19/26    13,270     12,365
  Deutsche Bank AG 6.119% 7/14/26    28,936     28,996
  Deutsche Bank AG 2.129% 11/24/26    19,567     18,346
  Deutsche Bank AG 7.146% 7/13/27    21,947     22,526
  Deutsche Bank AG 5.371% 9/9/27     6,750      6,756
  Deutsche Bank AG 2.311% 11/16/27    29,855     27,118
  Deutsche Bank AG 2.552% 1/7/28    20,812     18,956
  Deutsche Bank AG 5.706% 2/8/28    10,000      9,930
  Deutsche Bank AG 6.720% 1/18/29    29,491     30,292
  Deutsche Bank AG 6.819% 11/20/29    17,820     18,424
  Deutsche Bank AG 4.875% 12/1/32    19,228     17,782
1 Discover Bank 4.250% 3/13/26     3,575      3,472
1 Discover Bank 3.450% 7/27/26    26,678     25,298
1 Discover Bank 4.650% 9/13/28    11,146     10,642
  Discover Financial Services 3.750% 3/4/25     7,443      7,305
  Discover Financial Services 4.500% 1/30/26    12,374     12,159
  Discover Financial Services 4.100% 2/9/27    18,585     17,862
  Eaton Vance Corp. 3.500% 4/6/27     2,780      2,646
  Enstar Finance LLC 5.750% 9/1/40       324        310
  Enstar Finance LLC 5.500% 1/15/42    10,509      9,559
  Enstar Group Ltd. 4.950% 6/1/29     1,664      1,619
  Equitable Holdings Inc. 4.350% 4/20/28    26,299     25,338
  F&G Annuities & Life Inc. 7.400% 1/13/28     6,767      6,940
  Fairfax Financial Holdings Ltd. 4.850% 4/17/28    10,285     10,066
  Fidelity National Financial Inc. 4.500% 8/15/28     2,373      2,281
  Fifth Third Bancorp 2.550% 5/5/27    15,507     14,238
  Fifth Third Bancorp 1.707% 11/1/27     8,071      7,240
  Fifth Third Bancorp 4.055% 4/25/28     7,297      6,902
  Fifth Third Bancorp 6.361% 10/27/28    28,925     29,475
  Fifth Third Bancorp 6.339% 7/27/29    22,523     23,129
1 Fifth Third Bank NA 3.950% 7/28/25    11,237     10,987
1 Fifth Third Bank NA 3.850% 3/15/26    13,984     13,448
1 Fifth Third Bank NA 2.250% 2/1/27     7,747      7,103
  First Horizon Corp. 4.000% 5/26/25     2,371      2,308
  First-Citizens Bank & Trust Co. 6.125% 3/9/28     6,725      6,814
  Franklin Resources Inc. 2.850% 3/30/25     5,654      5,508
  FS KKR Capital Corp. 3.400% 1/15/26    33,006     31,219
  FS KKR Capital Corp. 2.625% 1/15/27     4,534      4,104
  FS KKR Capital Corp. 3.125% 10/12/28     8,837      7,631
  FS KKR Capital Corp. 7.875% 1/15/29     8,121      8,394
  GATX Corp. 3.250% 3/30/25     3,870      3,773
  GATX Corp. 3.250% 9/15/26     5,102      4,862
3 GATX Corp. 5.400% 3/15/27     5,600      5,610
  GATX Corp. 3.850% 3/30/27     4,466      4,284
  GATX Corp. 4.550% 11/7/28     9,179      8,963
  GE Capital Funding LLC 3.450% 5/15/25    25,503     24,906
  Global Payments Inc. 1.200% 3/1/26    27,846     25,635
  Global Payments Inc. 4.800% 4/1/26    21,838     21,549
  Global Payments Inc. 2.150% 1/15/27     9,589      8,800
  Global Payments Inc. 4.950% 8/15/27     7,874      7,797
  Globe Life Inc. 4.550% 9/15/28     9,801      9,552
  Goldman Sachs BDC Inc. 2.875% 1/15/26     7,349      6,989
  Goldman Sachs Group Inc. 3.500% 4/1/25    74,771     73,226
  Goldman Sachs Group Inc. 3.750% 5/22/25    38,575     37,832
  Goldman Sachs Group Inc. 4.250% 10/21/25    30,500     29,952
  Goldman Sachs Group Inc. 3.750% 2/25/26    32,609     31,794
  Goldman Sachs Group Inc. 5.798% 8/10/26    36,095     36,292
  Goldman Sachs Group Inc. 3.500% 11/16/26    44,120     42,319
1 Goldman Sachs Group Inc. 1.093% 12/9/26    25,833     23,936
  Goldman Sachs Group Inc. 5.950% 1/15/27    12,509     12,766
 
11

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Goldman Sachs Group Inc. 3.850% 1/26/27    50,490     48,784
  Goldman Sachs Group Inc. 1.431% 3/9/27    39,504     36,515
  Goldman Sachs Group Inc. 4.387% 6/15/27    13,143     12,900
  Goldman Sachs Group Inc. 1.542% 9/10/27    35,535     32,300
  Goldman Sachs Group Inc. 1.948% 10/21/27    76,949     70,464
  Goldman Sachs Group Inc. 2.640% 2/24/28    74,255     68,795
  Goldman Sachs Group Inc. 3.615% 3/15/28    55,838     53,244
1 Goldman Sachs Group Inc. 3.691% 6/5/28    38,038     36,283
  Goldman Sachs Group Inc. 4.482% 8/23/28    41,086     40,082
1 Goldman Sachs Group Inc. 3.814% 4/23/29    34,878     32,947
1 Goldman Sachs Group Inc. 4.223% 5/1/29    48,695     46,691
  Goldman Sachs Group Inc. 6.484% 10/24/29    27,585     28,913
  Golub Capital BDC Inc. 2.500% 8/24/26    13,944     12,699
  Golub Capital BDC Inc. 2.050% 2/15/27     4,761      4,189
  Golub Capital BDC Inc. 7.050% 12/5/28     8,325      8,482
  Hanover Insurance Group Inc. 4.500% 4/15/26     3,781      3,709
  Hercules Capital Inc. 2.625% 9/16/26     3,394      3,057
2 HPS Corporate Lending Fund 6.750% 1/30/29     6,260      6,201
  HSBC Holdings plc 4.250% 8/18/25    23,632     23,144
  HSBC Holdings plc 4.300% 3/8/26    48,032     46,997
  HSBC Holdings plc 2.999% 3/10/26    45,045     43,787
1 HSBC Holdings plc 1.645% 4/18/26    51,036     48,697
  HSBC Holdings plc 3.900% 5/25/26    31,883     30,895
1 HSBC Holdings plc 2.099% 6/4/26    27,439     26,242
1 HSBC Holdings plc 4.292% 9/12/26    59,920     58,754
  HSBC Holdings plc 7.336% 11/3/26    29,714     30,578
  HSBC Holdings plc 4.375% 11/23/26    24,538     23,868
  HSBC Holdings plc 1.589% 5/24/27    27,474     25,149
  HSBC Holdings plc 5.887% 8/14/27    34,660     34,874
  HSBC Holdings plc 2.251% 11/22/27    47,338     43,330
1 HSBC Holdings plc 4.041% 3/13/28    46,750     44,794
  HSBC Holdings plc 4.755% 6/9/28    29,853     29,148
  HSBC Holdings plc 5.210% 8/11/28    34,293     33,964
1 HSBC Holdings plc 2.013% 9/22/28    23,458     20,786
  HSBC Holdings plc 7.390% 11/3/28    41,382     43,811
  HSBC Holdings plc 6.161% 3/9/29    32,725     33,432
1 HSBC Holdings plc 4.583% 6/19/29    48,900     47,041
  HSBC Holdings plc 2.206% 8/17/29    32,040     27,816
3 HSBC USA Inc. 5.294% 3/4/27    16,000     16,013
  Huntington Bancshares Inc. 4.000% 5/15/25     8,084      7,938
  Huntington Bancshares Inc. 4.443% 8/4/28    17,105     16,426
  Huntington Bancshares Inc. 6.208% 8/21/29    19,875     20,215
  Huntington National Bank 4.552% 5/17/28    13,992     13,488
  ING Groep NV 3.869% 3/28/26    18,783     18,424
  ING Groep NV 3.950% 3/29/27    39,736     38,258
  ING Groep NV 1.726% 4/1/27     8,729      8,079
  ING Groep NV 4.017% 3/28/28    17,307     16,612
  ING Groep NV 4.550% 10/2/28    21,170     20,638
  Intercontinental Exchange Inc. 3.650% 5/23/25    29,423     28,848
  Intercontinental Exchange Inc. 3.750% 12/1/25    29,604     28,868
  Intercontinental Exchange Inc. 3.100% 9/15/27     7,584      7,122
  Intercontinental Exchange Inc. 4.000% 9/15/27    28,967     27,973
  Intercontinental Exchange Inc. 3.750% 9/21/28     1,653      1,578
  Intercontinental Exchange Inc. 4.350% 6/15/29     5,810      5,639
  Invesco Finance plc 3.750% 1/15/26     8,248      8,015
  Janus Henderson US Holdings Inc. 4.875% 8/1/25     1,363      1,347
  Jefferies Financial Group Inc. 4.850% 1/15/27     8,472      8,413
  Jefferies Financial Group Inc. 6.450% 6/8/27    10,122     10,433
  Jefferies Financial Group Inc. 5.875% 7/21/28    20,815     21,220
  JPMorgan Chase & Co. 3.900% 7/15/25    36,420     35,799
1 JPMorgan Chase & Co. 2.005% 3/13/26    61,552     59,330
  JPMorgan Chase & Co. 3.300% 4/1/26    35,441     34,181
1 JPMorgan Chase & Co. 2.083% 4/22/26    58,436     56,232
  JPMorgan Chase & Co. 4.080% 4/26/26    53,744     52,940
  JPMorgan Chase & Co. 3.200% 6/15/26    30,269     29,117
  JPMorgan Chase & Co. 2.950% 10/1/26    49,967     47,493
  JPMorgan Chase & Co. 7.625% 10/15/26     4,279      4,547
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  JPMorgan Chase & Co. 1.045% 11/19/26    39,574     36,815
  JPMorgan Chase & Co. 4.125% 12/15/26    35,671     34,820
1 JPMorgan Chase & Co. 3.960% 1/29/27    19,913     19,433
  JPMorgan Chase & Co. 1.040% 2/4/27    20,596     18,980
  JPMorgan Chase & Co. 1.578% 4/22/27    57,192     52,862
  JPMorgan Chase & Co. 8.000% 4/29/27    13,423     14,597
  JPMorgan Chase & Co. 1.470% 9/22/27    47,333     43,009
  JPMorgan Chase & Co. 4.250% 10/1/27    14,566     14,248
  JPMorgan Chase & Co. 6.070% 10/22/27    22,990     23,428
  JPMorgan Chase & Co. 5.040% 1/23/28    42,010     41,786
1 JPMorgan Chase & Co. 3.782% 2/1/28    43,864     42,110
  JPMorgan Chase & Co. 2.947% 2/24/28    27,244     25,512
  JPMorgan Chase & Co. 4.323% 4/26/28    57,605     56,222
1 JPMorgan Chase & Co. 3.540% 5/1/28    72,678     69,049
1 JPMorgan Chase & Co. 2.182% 6/1/28    10,669      9,717
  JPMorgan Chase & Co. 4.851% 7/25/28    72,572     71,766
1 JPMorgan Chase & Co. 3.509% 1/23/29    35,951     33,867
1 JPMorgan Chase & Co. 4.005% 4/23/29    48,643     46,442
  JPMorgan Chase & Co. 2.069% 6/1/29    31,519     27,753
1 JPMorgan Chase & Co. 4.203% 7/23/29    38,530     37,014
  JPMorgan Chase & Co. 5.299% 7/24/29    37,103     37,203
  JPMorgan Chase & Co. 6.087% 10/23/29    42,830     44,275
1 JPMorgan Chase & Co. 4.452% 12/5/29    11,270     10,899
  JPMorgan Chase & Co. 5.012% 1/23/30    56,855     56,257
  JPMorgan Chase Bank NA 5.110% 12/8/26    36,015     36,055
1 KeyBank NA 3.300% 6/1/25     8,917      8,574
1 KeyBank NA 4.150% 8/8/25    17,641     17,083
  KeyBank NA 4.700% 1/26/26     3,600      3,498
1 KeyBank NA 3.400% 5/20/26     8,919      8,383
1 KeyBank NA 5.850% 11/15/27    13,879     13,691
1 KeyBank NA 4.390% 12/14/27     8,231      7,708
1 KeyBank NA 6.950% 2/1/28     4,545      4,647
1 KeyCorp 4.150% 10/29/25    10,989     10,654
1 KeyCorp 2.250% 4/6/27    22,195     19,798
1 KeyCorp 4.100% 4/30/28    13,475     12,612
  Lazard Group LLC 3.625% 3/1/27     7,367      6,969
  Lazard Group LLC 4.500% 9/19/28     8,216      7,880
  Legg Mason Inc. 4.750% 3/15/26     2,535      2,517
  Lincoln National Corp. 3.350% 3/9/25     2,337      2,280
  Lincoln National Corp. 3.625% 12/12/26     5,319      5,078
  Lincoln National Corp. 3.800% 3/1/28     6,500      6,183
  Lloyds Bank plc 3.500% 5/14/25     4,254      4,154
  Lloyds Banking Group plc 4.450% 5/8/25    24,085     23,771
  Lloyds Banking Group plc 4.582% 12/10/25    37,871     37,106
  Lloyds Banking Group plc 3.511% 3/18/26     6,850      6,687
  Lloyds Banking Group plc 4.650% 3/24/26    15,147     14,841
  Lloyds Banking Group plc 4.716% 8/11/26    20,276     20,004
  Lloyds Banking Group plc 3.750% 1/11/27    18,001     17,270
  Lloyds Banking Group plc 1.627% 5/11/27     8,582      7,872
  Lloyds Banking Group plc 5.462% 1/5/28    16,459     16,394
  Lloyds Banking Group plc 3.750% 3/18/28    23,025     21,818
  Lloyds Banking Group plc 4.375% 3/22/28    36,402     35,157
  Lloyds Banking Group plc 4.550% 8/16/28     8,835      8,572
1 Lloyds Banking Group plc 3.574% 11/7/28    18,936     17,660
  Lloyds Banking Group plc 5.871% 3/6/29    32,462     32,778
  Loews Corp. 3.750% 4/1/26     8,680      8,439
  LPL Holdings Inc. 6.750% 11/17/28    12,257     12,789
  M&T Bank Corp. 4.553% 8/16/28     9,372      8,933
  M&T Bank Corp. 7.413% 10/30/29    11,110     11,654
  Main Street Capital Corp. 3.000% 7/14/26     9,871      9,109
  Main Street Capital Corp. 6.950% 3/1/29     3,500      3,511
  Manufacturers & Traders Trust Co. 5.400% 11/21/25    11,835     11,718
  Manufacturers & Traders Trust Co. 4.650% 1/27/26    22,009     21,429
1 Manufacturers & Traders Trust Co. 3.400% 8/17/27     9,810      8,946
  Manufacturers & Traders Trust Co. 4.700% 1/27/28    18,814     18,097
  Manulife Financial Corp. 4.150% 3/4/26    16,626     16,295
  Manulife Financial Corp. 2.484% 5/19/27    10,085      9,364
 
12

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Manulife Financial Corp. 4.061% 2/24/32     9,382      8,942
  Markel Group Inc. 3.500% 11/1/27     5,114      4,817
  Marsh & McLennan Cos. Inc. 3.500% 3/10/25    17,420     17,110
  Marsh & McLennan Cos. Inc. 3.750% 3/14/26     9,627      9,392
  Mastercard Inc. 2.000% 3/3/25    20,931     20,286
  Mastercard Inc. 2.950% 11/21/26    12,291     11,724
  Mastercard Inc. 3.300% 3/26/27    14,366     13,766
  Mastercard Inc. 4.875% 3/9/28    20,291     20,518
  Mercury General Corp. 4.400% 3/15/27     6,900      6,589
  MetLife Inc. 3.000% 3/1/25    14,184     13,865
  MetLife Inc. 3.600% 11/13/25     8,038      7,842
  MGIC Investment Corp. 5.250% 8/15/28     1,950      1,884
  Mitsubishi UFJ Financial Group Inc. 3.777% 3/2/25     5,157      5,074
  Mitsubishi UFJ Financial Group Inc. 1.412% 7/17/25    28,184     26,703
  Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26    29,608     28,864
  Mitsubishi UFJ Financial Group Inc. 3.837% 4/17/26     1,486      1,457
  Mitsubishi UFJ Financial Group Inc. 5.541% 4/17/26     8,086      8,078
  Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26     4,746      4,474
  Mitsubishi UFJ Financial Group Inc. 3.677% 2/22/27    16,336     15,745
  Mitsubishi UFJ Financial Group Inc. 1.538% 7/20/27    71,332     65,265
  Mitsubishi UFJ Financial Group Inc. 3.287% 7/25/27    18,602     17,591
  Mitsubishi UFJ Financial Group Inc. 1.640% 10/13/27     6,922      6,305
  Mitsubishi UFJ Financial Group Inc. 2.341% 1/19/28    38,731     35,758
  Mitsubishi UFJ Financial Group Inc. 3.961% 3/2/28    11,817     11,382
  Mitsubishi UFJ Financial Group Inc. 4.080% 4/19/28     5,796      5,600
  Mitsubishi UFJ Financial Group Inc. 5.017% 7/20/28    22,293     22,133
  Mitsubishi UFJ Financial Group Inc. 4.050% 9/11/28     9,206      8,910
  Mitsubishi UFJ Financial Group Inc. 5.354% 9/13/28    19,944     19,994
  Mitsubishi UFJ Financial Group Inc. 5.422% 2/22/29    27,748     27,945
  Mitsubishi UFJ Financial Group Inc. 5.242% 4/19/29     9,420      9,440
  Mizuho Financial Group Inc. 2.651% 5/22/26     3,907      3,771
1 Mizuho Financial Group Inc. 2.226% 5/25/26    12,342     11,839
  Mizuho Financial Group Inc. 2.839% 9/13/26    13,638     12,850
  Mizuho Financial Group Inc. 3.663% 2/28/27     6,168      5,904
  Mizuho Financial Group Inc. 1.234% 5/22/27    25,567     23,359
  Mizuho Financial Group Inc. 1.554% 7/9/27    11,740     10,748
  Mizuho Financial Group Inc. 4.018% 3/5/28    27,115     26,068
  Mizuho Financial Group Inc. 5.414% 9/13/28    26,551     26,664
  Mizuho Financial Group Inc. 5.667% 5/27/29    13,604     13,786
  Mizuho Financial Group Inc. 5.778% 7/6/29    27,075     27,567
1 Mizuho Financial Group Inc. 4.254% 9/11/29    17,273     16,552
1 Morgan Stanley 4.000% 7/23/25    54,827     53,890
  Morgan Stanley 5.000% 11/24/25    27,701     27,537
1 Morgan Stanley 3.875% 1/27/26    70,340     68,630
1 Morgan Stanley 2.188% 4/28/26    50,569     48,667
  Morgan Stanley 4.679% 7/17/26    26,765     26,482
1 Morgan Stanley 3.125% 7/27/26    61,261     58,410
1 Morgan Stanley 6.250% 8/9/26     6,790      6,949
1 Morgan Stanley 4.350% 9/8/26    45,567     44,542
  Morgan Stanley 6.138% 10/16/26     4,977      5,036
  Morgan Stanley 0.985% 12/10/26    24,092     22,230
  Morgan Stanley 3.625% 1/20/27    56,036     54,026
  Morgan Stanley 5.050% 1/28/27    25,280     25,190
  Morgan Stanley 3.950% 4/23/27    33,986     32,711
  Morgan Stanley 1.593% 5/4/27    86,338     79,599
1 Morgan Stanley 1.512% 7/20/27    52,855     48,341
  Morgan Stanley 2.475% 1/21/28    20,627     19,080
  Morgan Stanley 4.210% 4/20/28    29,029     28,093
1 Morgan Stanley 3.591% 7/22/28    39,330     37,220
  Morgan Stanley 6.296% 10/18/28    39,546     40,876
1 Morgan Stanley 3.772% 1/24/29    39,028     36,886
  Morgan Stanley 5.123% 2/1/29    62,430     62,056
1 Morgan Stanley 5.164% 4/20/29    52,140     51,777
  Morgan Stanley 5.449% 7/20/29    34,093     34,234
  Morgan Stanley 6.407% 11/1/29    28,835     30,084
  Morgan Stanley 5.173% 1/16/30    52,070     51,746
1 Morgan Stanley 4.431% 1/23/30    40,510     38,901
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Morgan Stanley Bank NA 5.479% 7/16/25     9,990     10,030
1 Morgan Stanley Bank NA 4.754% 4/21/26    16,856     16,751
1 Morgan Stanley Bank NA 5.882% 10/30/26    30,650     31,211
1 Morgan Stanley Bank NA 4.952% 1/14/28    17,175     17,078
  Morgan Stanley Direct Lending Fund 4.500% 2/11/27     2,469      2,360
  Nasdaq Inc. 5.650% 6/28/25     6,832      6,854
  Nasdaq Inc. 3.850% 6/30/26    12,380     12,015
  Nasdaq Inc. 5.350% 6/28/28    20,585     20,791
  National Australia Bank Ltd. 5.200% 5/13/25    21,288     21,299
  National Australia Bank Ltd. 4.750% 12/10/25    12,830     12,769
  National Australia Bank Ltd. 4.966% 1/12/26    23,955     23,911
  National Australia Bank Ltd. 3.375% 1/14/26    14,633     14,195
1 National Australia Bank Ltd. 2.500% 7/12/26    18,788     17,725
  National Australia Bank Ltd. 3.905% 6/9/27    14,526     14,083
  National Australia Bank Ltd. 4.944% 1/12/28    18,738     18,730
  National Australia Bank Ltd. 4.900% 6/13/28    21,065     21,016
  National Australia Bank Ltd. 4.787% 1/10/29    13,460     13,371
  National Bank of Canada 5.600% 12/18/28    20,070     20,268
  NatWest Group plc 4.800% 4/5/26    29,105     28,745
  NatWest Group plc 7.472% 11/10/26    31,538     32,402
  NatWest Group plc 5.847% 3/2/27    16,686     16,752
  NatWest Group plc 1.642% 6/14/27    27,601     25,228
  NatWest Group plc 5.583% 3/1/28     5,000      5,004
1 NatWest Group plc 3.073% 5/22/28    14,896     13,826
  NatWest Group plc 5.516% 9/30/28    18,512     18,497
1 NatWest Group plc 4.892% 5/18/29    45,345     44,124
  NatWest Group plc 5.808% 9/13/29     7,345      7,419
1 NatWest Group plc 5.076% 1/27/30    20,040     19,592
  Nomura Holdings Inc. 5.099% 7/3/25    16,724     16,585
  Nomura Holdings Inc. 1.851% 7/16/25    32,512     30,869
  Nomura Holdings Inc. 5.709% 1/9/26     2,165      2,169
  Nomura Holdings Inc. 1.653% 7/14/26    18,018     16,477
  Nomura Holdings Inc. 2.329% 1/22/27    30,790     28,215
  Nomura Holdings Inc. 5.386% 7/6/27     2,312      2,307
  Nomura Holdings Inc. 6.070% 7/12/28    13,536     13,858
  Nomura Holdings Inc. 2.172% 7/14/28    17,173     14,969
  Northern Trust Corp. 3.950% 10/30/25     6,636      6,509
  Northern Trust Corp. 4.000% 5/10/27    21,556     20,935
  Northern Trust Corp. 3.650% 8/3/28     9,313      8,905
1 Northern Trust Corp. 3.375% 5/8/32     4,236      3,929
  Oaktree Specialty Lending Corp. 2.700% 1/15/27     5,708      5,095
2 Oaktree Strategic Credit Fund 8.400% 11/14/28     5,385      5,650
  Old Republic International Corp. 3.875% 8/26/26     9,200      8,901
  ORIX Corp. 3.700% 7/18/27     2,115      2,022
  ORIX Corp. 5.000% 9/13/27    12,185     12,172
  PayPal Holdings Inc. 1.650% 6/1/25    23,414     22,417
  PayPal Holdings Inc. 2.650% 10/1/26    30,454     28,716
1 PNC Bank NA 3.875% 4/10/25    13,796     13,533
1 PNC Bank NA 3.250% 6/1/25     3,738      3,638
1 PNC Bank NA 4.200% 11/1/25    10,285     10,043
1 PNC Bank NA 3.100% 10/25/27     8,584      7,974
1 PNC Bank NA 3.250% 1/22/28     5,581      5,183
1 PNC Bank NA 4.050% 7/26/28    19,697     18,629
  PNC Financial Services Group Inc. 5.812% 6/12/26    19,244     19,269
  PNC Financial Services Group Inc. 2.600% 7/23/26    23,707     22,288
  PNC Financial Services Group Inc. 1.150% 8/13/26    11,833     10,738
  PNC Financial Services Group Inc. 4.758% 1/26/27    10,484     10,358
  PNC Financial Services Group Inc. 3.150% 5/19/27     8,243      7,758
  PNC Financial Services Group Inc. 6.615% 10/20/27    17,971     18,451
  PNC Financial Services Group Inc. 5.300% 1/21/28    27,360     27,326
  PNC Financial Services Group Inc. 5.354% 12/2/28    12,463     12,457
  PNC Financial Services Group Inc. 5.582% 6/12/29    48,099     48,404
  Principal Financial Group Inc. 3.400% 5/15/25     7,207      7,039
  Principal Financial Group Inc. 3.100% 11/15/26     5,380      5,105
  Progressive Corp. 2.450% 1/15/27    15,651     14,604
  Progressive Corp. 2.500% 3/15/27    12,868     11,980
  Progressive Corp. 4.000% 3/1/29    11,213     10,786
 
13

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Prospect Capital Corp. 3.706% 1/22/26     6,649      6,267
  Prospect Capital Corp. 3.364% 11/15/26     5,113      4,613
  Prospect Capital Corp. 3.437% 10/15/28     5,015      4,269
1 Prudential Financial Inc. 1.500% 3/10/26     7,480      6,969
1 Prudential Financial Inc. 5.375% 5/15/45     7,440      7,326
1 Prudential Financial Inc. 4.500% 9/15/47    20,095     18,814
1 Prudential Financial Inc. 5.700% 9/15/48     8,644      8,444
3 Radian Group Inc. 6.200% 5/15/29     4,866      4,878
  Regions Financial Corp. 2.250% 5/18/25    12,690     12,151
  Regions Financial Corp. 1.800% 8/12/28    12,869     10,960
  Reinsurance Group of America Inc. 3.950% 9/15/26     3,745      3,662
  RenaissanceRe Finance Inc. 3.700% 4/1/25     4,975      4,873
  RenaissanceRe Finance Inc. 3.450% 7/1/27     5,142      4,837
  RenaissanceRe Holdings Ltd. 3.600% 4/15/29     1,533      1,413
  Royal Bank of Canada 3.375% 4/14/25    12,713     12,450
1 Royal Bank of Canada 4.950% 4/25/25    18,510     18,463
1 Royal Bank of Canada 1.150% 6/10/25    44,241     42,030
1 Royal Bank of Canada 0.875% 1/20/26    28,835     26,693
1 Royal Bank of Canada 4.650% 1/27/26    39,418     39,025
  Royal Bank of Canada 1.200% 4/27/26    42,777     39,365
1 Royal Bank of Canada 1.150% 7/14/26    18,578     16,972
1 Royal Bank of Canada 1.400% 11/2/26    13,917     12,647
1 Royal Bank of Canada 4.875% 1/19/27    11,125     11,070
1 Royal Bank of Canada 2.050% 1/21/27     8,554      7,894
  Royal Bank of Canada 3.625% 5/4/27    12,283     11,772
1 Royal Bank of Canada 4.240% 8/3/27    27,282     26,580
1 Royal Bank of Canada 6.000% 11/1/27    15,259     15,712
1 Royal Bank of Canada 4.900% 1/12/28    18,794     18,732
1 Royal Bank of Canada 5.200% 8/1/28    12,650     12,719
1 Royal Bank of Canada 4.950% 2/1/29     7,363      7,315
  Santander Holdings USA Inc. 3.450% 6/2/25    15,832     15,353
  Santander Holdings USA Inc. 4.500% 7/17/25    14,683     14,394
  Santander Holdings USA Inc. 5.807% 9/9/26     5,290      5,277
  Santander Holdings USA Inc. 3.244% 10/5/26    33,047     30,965
  Santander Holdings USA Inc. 4.400% 7/13/27    26,799     25,683
  Santander Holdings USA Inc. 2.490% 1/6/28    14,113     12,763
  Santander Holdings USA Inc. 6.499% 3/9/29    14,105     14,324
  Santander Holdings USA Inc. 6.174% 1/9/30    16,835     16,780
1 Santander UK Group Holdings plc 1.532% 8/21/26    10,857     10,170
  Santander UK Group Holdings plc 6.833% 11/21/26    19,410     19,696
  Santander UK Group Holdings plc 1.673% 6/14/27    16,812     15,283
  Santander UK Group Holdings plc 2.469% 1/11/28    25,832     23,524
1 Santander UK Group Holdings plc 3.823% 11/3/28    15,026     14,026
  Santander UK Group Holdings plc 6.534% 1/10/29    24,020     24,638
  Sixth Street Specialty Lending Inc. 2.500% 8/1/26     6,828      6,272
  Sixth Street Specialty Lending Inc. 6.950% 8/14/28     7,370      7,504
  Sixth Street Specialty Lending Inc. 6.125% 3/1/29     5,715      5,626
  State Street Corp. 3.550% 8/18/25    25,756     25,233
  State Street Corp. 2.901% 3/30/26    13,546     13,191
  State Street Corp. 5.104% 5/18/26    16,110     16,050
  State Street Corp. 2.650% 5/19/26    13,264     12,614
  State Street Corp. 5.272% 8/3/26    13,114     13,157
  State Street Corp. 5.751% 11/4/26    10,312     10,357
  State Street Corp. 2.203% 2/7/28    15,802     14,537
  State Street Corp. 5.820% 11/4/28     6,658      6,811
  State Street Corp. 5.684% 11/21/29    18,880     19,302
1 Sumitomo Mitsui Banking Corp. 3.650% 7/23/25       969        947
  Sumitomo Mitsui Financial Group Inc. 1.474% 7/8/25    60,094     57,123
  Sumitomo Mitsui Financial Group Inc. 0.948% 1/12/26    16,368     15,135
  Sumitomo Mitsui Financial Group Inc. 5.464% 1/13/26    13,937     13,980
  Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26     9,038      8,791
  Sumitomo Mitsui Financial Group Inc. 5.880% 7/13/26     3,095      3,141
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26    24,620     23,242
  Sumitomo Mitsui Financial Group Inc. 1.402% 9/17/26    62,400     56,844
  Sumitomo Mitsui Financial Group Inc. 3.010% 10/19/26    31,299     29,632
  Sumitomo Mitsui Financial Group Inc. 3.446% 1/11/27    29,094     27,863
  Sumitomo Mitsui Financial Group Inc. 2.174% 1/14/27     8,583      7,925
  Sumitomo Mitsui Financial Group Inc. 3.364% 7/12/27    15,956     15,122
  Sumitomo Mitsui Financial Group Inc. 5.520% 1/13/28    48,384     49,148
  Sumitomo Mitsui Financial Group Inc. 5.800% 7/13/28    14,614     15,010
  Sumitomo Mitsui Financial Group Inc. 3.944% 7/19/28     6,163      5,898
  Sumitomo Mitsui Financial Group Inc. 5.716% 9/14/28    12,201     12,473
  Sumitomo Mitsui Financial Group Inc. 1.902% 9/17/28    67,746     58,941
1 Synchrony Bank 5.400% 8/22/25     5,805      5,737
  Synchrony Bank 5.625% 8/23/27     9,945      9,676
  Synchrony Financial 4.500% 7/23/25    25,125     24,556
  Synchrony Financial 3.700% 8/4/26    13,258     12,511
  Synchrony Financial 3.950% 12/1/27    12,502     11,580
  Synovus Bank 5.625% 2/15/28     8,669      8,351
  Toronto-Dominion Bank 3.766% 6/6/25    37,673     37,001
1 Toronto-Dominion Bank 1.150% 6/12/25    33,293     31,602
1 Toronto-Dominion Bank 0.750% 9/11/25     9,424      8,830
1 Toronto-Dominion Bank 0.750% 1/6/26    20,379     18,850
1 Toronto-Dominion Bank 1.200% 6/3/26    26,975     24,748
1 Toronto-Dominion Bank 5.532% 7/17/26    11,498     11,600
1 Toronto-Dominion Bank 1.250% 9/10/26    36,144     32,931
1 Toronto-Dominion Bank 1.950% 1/12/27    15,157     13,950
1 Toronto-Dominion Bank 2.800% 3/10/27     9,421      8,835
  Toronto-Dominion Bank 4.108% 6/8/27    14,172     13,754
1 Toronto-Dominion Bank 4.693% 9/15/27    45,493     44,974
  Toronto-Dominion Bank 5.156% 1/10/28    19,613     19,672
1 Toronto-Dominion Bank 5.523% 7/17/28    17,040     17,313
1 Toronto-Dominion Bank 3.625% 9/15/31    28,778     27,464
  Trinity Acquisition plc 4.400% 3/15/26     9,236      9,050
1 Truist Bank 1.500% 3/10/25    25,861     24,849
1 Truist Bank 3.625% 9/16/25    28,421     27,573
1 Truist Bank 4.050% 11/3/25     7,186      7,032
1 Truist Bank 3.300% 5/15/26     9,611      9,153
1 Truist Bank 3.800% 10/30/26    13,100     12,511
  Truist Financial Corp. 4.000% 5/1/25    27,957     27,451
1 Truist Financial Corp. 3.700% 6/5/25    24,057     23,527
1 Truist Financial Corp. 1.200% 8/5/25     8,347      7,851
1 Truist Financial Corp. 4.260% 7/28/26    17,322     16,968
1 Truist Financial Corp. 5.900% 10/28/26    17,482     17,521
1 Truist Financial Corp. 1.267% 3/2/27     7,615      6,990
1 Truist Financial Corp. 6.047% 6/8/27    24,319     24,555
1 Truist Financial Corp. 1.125% 8/3/27     3,016      2,625
1 Truist Financial Corp. 4.123% 6/6/28    17,165     16,492
1 Truist Financial Corp. 4.873% 1/26/29    29,079     28,300
1 Truist Financial Corp. 1.887% 6/7/29    15,240     13,089
1 Truist Financial Corp. 7.161% 10/30/29    19,300     20,431
1 Truist Financial Corp. 5.435% 1/24/30    27,390     27,117
  UBS AG 5.800% 9/11/25    12,760     12,850
  UBS AG 5.650% 9/11/28    27,926     28,483
  UBS Group AG 3.750% 3/26/25    41,838     40,971
  UBS Group AG 4.550% 4/17/26    41,422     40,684
  US Bancorp 1.450% 5/12/25    20,041     19,177
1 US Bancorp 3.950% 11/17/25     4,804      4,700
1 US Bancorp 3.100% 4/27/26    23,646     22,578
 
14

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 US Bancorp 2.375% 7/22/26    20,890     19,576
  US Bancorp 5.727% 10/21/26    18,795     18,874
1 US Bancorp 3.150% 4/27/27    21,826     20,607
  US Bancorp 6.787% 10/26/27     9,123      9,423
1 US Bancorp 2.215% 1/27/28    11,579     10,606
1 US Bancorp 3.900% 4/26/28    21,452     20,533
1 US Bancorp 4.548% 7/22/28    27,072     26,431
  US Bancorp 4.653% 2/1/29    35,171     34,180
  US Bancorp 5.775% 6/12/29    27,060     27,337
  US Bancorp 5.384% 1/23/30    22,667     22,539
  Visa Inc. 3.150% 12/14/25    71,242     69,098
  Visa Inc. 1.900% 4/15/27    32,751     30,155
  Visa Inc. 0.750% 8/15/27     6,104      5,360
  Visa Inc. 2.750% 9/15/27     5,373      5,032
  Voya Financial Inc. 3.650% 6/15/26    12,633     12,146
1 Voya Financial Inc. 4.700% 1/23/48     6,515      5,477
  Wachovia Corp. 7.574% 8/1/26     2,858      2,997
1 Wells Fargo & Co. 3.550% 9/29/25    51,671     50,337
  Wells Fargo & Co. 3.000% 4/22/26    46,828     44,682
1 Wells Fargo & Co. 3.908% 4/25/26    54,670     53,615
1 Wells Fargo & Co. 2.188% 4/30/26    41,623     39,938
1 Wells Fargo & Co. 4.100% 6/3/26    24,982     24,322
1 Wells Fargo & Co. 4.540% 8/15/26    35,560     35,071
  Wells Fargo & Co. 3.000% 10/23/26    59,636     56,348
1 Wells Fargo & Co. 3.196% 6/17/27    29,974     28,530
1 Wells Fargo & Co. 4.300% 7/22/27    51,779     50,264
1 Wells Fargo & Co. 3.526% 3/24/28    75,561     71,643
1 Wells Fargo & Co. 3.584% 5/22/28    51,868     49,128
1 Wells Fargo & Co. 2.393% 6/2/28    46,024     41,981
1 Wells Fargo & Co. 4.808% 7/25/28    49,957     49,073
1 Wells Fargo & Co. 4.150% 1/24/29    40,338     38,608
1 Wells Fargo & Co. 5.574% 7/25/29    79,122     79,673
  Wells Fargo & Co. 6.303% 10/23/29    30,970     32,097
  Wells Fargo & Co. 5.198% 1/23/30    45,292     44,902
1 Wells Fargo Bank NA 5.550% 8/1/25    24,392     24,492
  Wells Fargo Bank NA 4.811% 1/15/26    16,705     16,617
1 Wells Fargo Bank NA 5.450% 8/7/26    35,957     36,274
  Wells Fargo Bank NA 5.254% 12/11/26    26,730     26,825
  Western Union Co. 1.350% 3/15/26     5,388      4,959
  Westpac Banking Corp. 5.512% 11/17/25    17,481     17,612
  Westpac Banking Corp. 2.850% 5/13/26    34,671     33,130
  Westpac Banking Corp. 1.150% 6/3/26    21,646     19,891
  Westpac Banking Corp. 2.700% 8/19/26    20,395     19,340
  Westpac Banking Corp. 3.350% 3/8/27    16,988     16,247
  Westpac Banking Corp. 5.457% 11/18/27    33,910     34,477
  Westpac Banking Corp. 5.535% 11/17/28    25,293     25,894
  Westpac Banking Corp. 1.953% 11/20/28    16,085     14,109
1 Westpac Banking Corp. 2.894% 2/4/30     6,466      6,269
1 Westpac Banking Corp. 4.322% 11/23/31    25,608     24,589
  Willis North America Inc. 4.650% 6/15/27    17,708     17,379
  Willis North America Inc. 4.500% 9/15/28     8,940      8,627
                                16,985,727
Health Care (8.1%)
  Abbott Laboratories 2.950% 3/15/25    10,888     10,653
  Abbott Laboratories 3.875% 9/15/25       836        823
4 Abbott Laboratories 3.750% 11/30/26    40,617     39,574
  Abbott Laboratories 1.150% 1/30/28     5,415      4,748
  AbbVie Inc. 3.800% 3/15/25    54,629     53,522
  AbbVie Inc. 3.600% 5/14/25    70,920     69,497
  AbbVie Inc. 3.200% 5/14/26    30,259     29,122
  AbbVie Inc. 2.950% 11/21/26    65,268     61,893
  AbbVie Inc. 4.800% 3/15/27    45,000     44,873
  AbbVie Inc. 4.250% 11/14/28    26,099     25,495
  AbbVie Inc. 4.800% 3/15/29    30,000     29,864
  Advocate Health & Hospitals Corp. 3.829% 8/15/28     6,579      6,316
  Agilent Technologies Inc. 3.050% 9/22/26     6,075      5,777
  Amgen Inc. 5.250% 3/2/25    43,716     43,633
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Amgen Inc. 3.125% 5/1/25     6,494      6,332
  Amgen Inc. 5.507% 3/2/26    15,175     15,160
  Amgen Inc. 2.600% 8/19/26    19,040     17,971
  Amgen Inc. 2.200% 2/21/27    25,138     23,162
  Amgen Inc. 3.200% 11/2/27    10,105      9,497
  Amgen Inc. 5.150% 3/2/28    87,318     87,491
  Amgen Inc. 1.650% 8/15/28    16,699     14,527
  AstraZeneca Finance LLC 1.200% 5/28/26    23,428     21,548
  AstraZeneca Finance LLC 4.800% 2/26/27    22,500     22,442
  AstraZeneca Finance LLC 4.875% 3/3/28    21,743     21,723
  AstraZeneca Finance LLC 1.750% 5/28/28    21,432     18,945
  AstraZeneca Finance LLC 4.850% 2/26/29    11,389     11,385
  AstraZeneca plc 3.375% 11/16/25    39,707     38,619
  AstraZeneca plc 0.700% 4/8/26    13,582     12,433
  AstraZeneca plc 3.125% 6/12/27    12,039     11,437
  AstraZeneca plc 4.000% 1/17/29    10,181      9,829
  Baxalta Inc. 4.000% 6/23/25    16,434     16,137
  Baxter International Inc. 2.600% 8/15/26    15,440     14,477
  Baxter International Inc. 1.915% 2/1/27    37,134     33,761
  Baxter International Inc. 2.272% 12/1/28     7,916      6,940
  Becton Dickinson & Co. 3.700% 6/6/27    29,931     28,700
  Becton Dickinson & Co. 4.693% 2/13/28    15,830     15,598
  Biogen Inc. 4.050% 9/15/25    12,681     12,431
  Bio-Rad Laboratories Inc. 3.300% 3/15/27     5,611      5,292
  Boston Scientific Corp. 1.900% 6/1/25    17,672     16,945
  Bristol-Myers Squibb Co. 0.750% 11/13/25     9,467      8,808
  Bristol-Myers Squibb Co. 4.950% 2/20/26    13,000     12,981
  Bristol-Myers Squibb Co. 3.200% 6/15/26    37,368     35,947
  Bristol-Myers Squibb Co. 4.900% 2/22/27     5,000      4,994
  Bristol-Myers Squibb Co. 3.250% 2/27/27     6,313      6,059
  Bristol-Myers Squibb Co. 1.125% 11/13/27     9,831      8,616
  Bristol-Myers Squibb Co. 3.450% 11/15/27    14,910     14,218
  Bristol-Myers Squibb Co. 3.900% 2/20/28    28,367     27,395
  Bristol-Myers Squibb Co. 4.900% 2/22/29    20,245     20,193
  Cardinal Health Inc. 3.750% 9/15/25     5,904      5,758
  Cardinal Health Inc. 3.410% 6/15/27    25,198     23,879
  Cencora Inc. 3.250% 3/1/25    12,117     11,851
  Cencora Inc. 3.450% 12/15/27     8,765      8,293
  Centene Corp. 4.250% 12/15/27    51,977     49,545
  Centene Corp. 2.450% 7/15/28    37,468     33,058
1 CHRISTUS Health 4.341% 7/1/28     2,073      2,017
1 Cigna Group 3.250% 4/15/25    13,495     13,172
1 Cigna Group 4.500% 2/25/26     8,682      8,566
  Cigna Group 1.250% 3/15/26     3,715      3,432
1 Cigna Group 3.400% 3/1/27    35,743     34,037
  Cigna Group 4.375% 10/15/28    60,363     58,622
  CommonSpirit Health 1.547% 10/1/25     6,380      5,993
  CommonSpirit Health 6.073% 11/1/27     6,050      6,200
  CVS Health Corp. 4.100% 3/25/25    15,375     15,185
  CVS Health Corp. 3.875% 7/20/25    49,857     48,845
  CVS Health Corp. 5.000% 2/20/26    32,988     32,841
  CVS Health Corp. 2.875% 6/1/26    30,559     29,044
  CVS Health Corp. 3.000% 8/15/26     8,767      8,325
  CVS Health Corp. 3.625% 4/1/27     7,997      7,667
  CVS Health Corp. 1.300% 8/21/27    26,745     23,506
  CVS Health Corp. 4.300% 3/25/28    98,258     95,396
  CVS Health Corp. 5.000% 1/30/29     7,065      7,036
  CVS Health Corp. 3.250% 8/15/29     4,425      4,026
  Danaher Corp. 3.350% 9/15/25     2,357      2,299
  Edwards Lifesciences Corp. 4.300% 6/15/28     9,995      9,700
  Elevance Health Inc. 5.350% 10/15/25     9,236      9,225
  Elevance Health Inc. 4.900% 2/8/26     6,752      6,704
  Elevance Health Inc. 1.500% 3/15/26    21,439     19,916
  Elevance Health Inc. 3.650% 12/1/27    22,348     21,371
  Elevance Health Inc. 4.101% 3/1/28    18,249     17,651
  Eli Lilly & Co. 2.750% 6/1/25    11,160     10,849
  Eli Lilly & Co. 4.500% 2/9/27    13,999     13,940
 
15

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Eli Lilly & Co. 5.500% 3/15/27     7,000      7,163
  Eli Lilly & Co. 4.500% 2/9/29    18,310     18,211
  GE HealthCare Technologies Inc. 5.600% 11/15/25    22,557     22,628
  GE HealthCare Technologies Inc. 5.650% 11/15/27    30,485     30,952
  Gilead Sciences Inc. 3.650% 3/1/26    45,316     44,012
  Gilead Sciences Inc. 2.950% 3/1/27    28,031     26,475
  Gilead Sciences Inc. 1.200% 10/1/27     9,580      8,427
  GlaxoSmithKline Capital Inc. 3.625% 5/15/25    17,095     16,797
  GlaxoSmithKline Capital Inc. 3.875% 5/15/28    30,622     29,608
  HCA Inc. 5.250% 4/15/25    34,124     33,972
  HCA Inc. 5.875% 2/15/26    19,866     19,954
  HCA Inc. 5.250% 6/15/26    14,168     14,081
  HCA Inc. 5.375% 9/1/26    16,966     16,917
  HCA Inc. 4.500% 2/15/27    24,139     23,638
  HCA Inc. 3.125% 3/15/27    45,269     42,543
  HCA Inc. 5.200% 6/1/28     7,507      7,476
  HCA Inc. 5.625% 9/1/28    20,146     20,295
  HCA Inc. 5.875% 2/1/29    10,385     10,570
  Humana Inc. 4.500% 4/1/25    17,835     17,650
  Humana Inc. 1.350% 2/3/27    14,831     13,306
  Humana Inc. 3.950% 3/15/27     7,401      7,138
  Humana Inc. 5.750% 3/1/28     7,964      8,114
  Illumina Inc. 5.800% 12/12/25     8,018      8,016
  Illumina Inc. 5.750% 12/13/27     7,810      7,866
  IQVIA Inc. 5.700% 5/15/28    12,350     12,446
  Johnson & Johnson 0.550% 9/1/25    13,114     12,300
  Johnson & Johnson 2.450% 3/1/26    47,637     45,583
  Johnson & Johnson 2.950% 3/3/27    21,527     20,576
  Johnson & Johnson 2.900% 1/15/28    22,747     21,513
  Kaiser Foundation Hospitals 3.150% 5/1/27     3,220      3,060
  Laboratory Corp. of America Holdings 1.550% 6/1/26     7,545      6,952
  McKesson Corp. 0.900% 12/3/25    15,939     14,800
  McKesson Corp. 5.250% 2/15/26     7,963      7,961
  McKesson Corp. 1.300% 8/15/26     6,265      5,717
  McKesson Corp. 3.950% 2/16/28     5,930      5,754
  McKesson Corp. 4.900% 7/15/28     5,039      5,040
  Medtronic Global Holdings SCA 4.250% 3/30/28    25,325     24,777
  Merck & Co. Inc. 0.750% 2/24/26    21,401     19,789
  Merck & Co. Inc. 1.700% 6/10/27    29,455     26,677
  Merck & Co. Inc. 4.050% 5/17/28     8,351      8,180
  Mylan Inc. 4.550% 4/15/28    22,032     21,247
  Novartis Capital Corp. 3.000% 11/20/25    28,963     28,059
  Novartis Capital Corp. 2.000% 2/14/27     8,131      7,536
  Novartis Capital Corp. 3.100% 5/17/27    21,545     20,500
1 PeaceHealth Obligated Group 1.375% 11/15/25     2,190      2,035
  Pfizer Inc. 0.800% 5/28/25    14,268     13,544
  Pfizer Inc. 2.750% 6/3/26    12,589     12,042
  Pfizer Inc. 3.000% 12/15/26    29,949     28,557
  Pfizer Inc. 3.600% 9/15/28    17,334     16,558
  Pfizer Investment Enterprises Pte. Ltd. 4.650% 5/19/25    49,933     49,624
  Pfizer Investment Enterprises Pte. Ltd. 4.450% 5/19/26    50,128     49,480
  Pfizer Investment Enterprises Pte. Ltd. 4.450% 5/19/28    65,758     64,493
  Pharmacia LLC 6.600% 12/1/28    10,675     11,431
1 Providence St. Joseph Health Obligated Group 2.746% 10/1/26     2,633      2,468
  Quest Diagnostics Inc. 3.500% 3/30/25    18,048     17,719
  Quest Diagnostics Inc. 3.450% 6/1/26    14,690     14,133
  Revvity Inc. 1.900% 9/15/28     7,945      6,864
  Royalty Pharma plc 1.200% 9/2/25    22,340     20,918
  Royalty Pharma plc 1.750% 9/2/27    19,153     17,027
  Sanofi SA 3.625% 6/19/28    16,674     16,087
  Shire Acquisitions Investments Ireland DAC 3.200% 9/23/26    49,818     47,467
2 Solventum Corp. 5.450% 2/25/27    18,175     18,209
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 SSM Health Care Corp. 3.823% 6/1/27     6,837      6,559
  SSM Health Care Corp. 4.894% 6/1/28     1,650      1,642
  Stryker Corp. 1.150% 6/15/25    11,192     10,617
  Stryker Corp. 3.375% 11/1/25    24,278     23,562
  Stryker Corp. 3.500% 3/15/26     5,392      5,228
  Stryker Corp. 3.650% 3/7/28    11,425     10,898
  Stryker Corp. 4.850% 12/8/28     9,040      9,009
1 Sutter Health 1.321% 8/15/25     1,639      1,542
1 Sutter Health 3.695% 8/15/28     5,575      5,304
  Takeda Pharmaceutical Co. Ltd. 5.000% 11/26/28    29,488     29,411
  Thermo Fisher Scientific Inc. 5.000% 12/5/26    19,525     19,580
  Thermo Fisher Scientific Inc. 4.800% 11/21/27    19,245     19,254
  Thermo Fisher Scientific Inc. 1.750% 10/15/28    12,873     11,297
  Thermo Fisher Scientific Inc. 5.000% 1/31/29    16,010     16,100
  UnitedHealth Group Inc. 3.750% 7/15/25    32,195     31,597
  UnitedHealth Group Inc. 5.150% 10/15/25    13,473     13,503
  UnitedHealth Group Inc. 3.700% 12/15/25     6,769      6,621
  UnitedHealth Group Inc. 1.250% 1/15/26     8,569      8,006
  UnitedHealth Group Inc. 3.100% 3/15/26    19,721     19,048
  UnitedHealth Group Inc. 1.150% 5/15/26    16,493     15,200
  UnitedHealth Group Inc. 3.450% 1/15/27    25,416     24,529
  UnitedHealth Group Inc. 3.375% 4/15/27    10,135      9,711
  UnitedHealth Group Inc. 3.700% 5/15/27     6,190      5,991
  UnitedHealth Group Inc. 2.950% 10/15/27     6,172      5,795
  UnitedHealth Group Inc. 5.250% 2/15/28    20,856     21,193
  UnitedHealth Group Inc. 3.850% 6/15/28    19,761     19,024
  UnitedHealth Group Inc. 3.875% 12/15/28    14,785     14,187
  UnitedHealth Group Inc. 4.250% 1/15/29    14,106     13,754
  Universal Health Services Inc. 1.650% 9/1/26    11,755     10,685
1 UPMC 3.600% 4/3/25     3,205      3,147
  Utah Acquisition Sub Inc. 3.950% 6/15/26    28,905     27,891
  Viatris Inc. 1.650% 6/22/25     9,748      9,249
  Viatris Inc. 2.300% 6/22/27    11,065     10,006
  Zimmer Biomet Holdings Inc. 3.550% 4/1/25    12,320     12,051
  Zimmer Biomet Holdings Inc. 3.050% 1/15/26    11,040     10,605
  Zimmer Biomet Holdings Inc. 5.350% 12/1/28     7,315      7,391
  Zoetis Inc. 4.500% 11/13/25    16,784     16,573
  Zoetis Inc. 5.400% 11/14/25    16,847     16,874
  Zoetis Inc. 3.900% 8/20/28     8,460      8,133
                                 3,399,431
Industrials (6.4%)
1 3M Co. 3.000% 8/7/25     5,180      5,019
1 3M Co. 2.250% 9/19/26     7,900      7,359
  3M Co. 2.875% 10/15/27    14,261     13,205
1 3M Co. 3.625% 9/14/28     5,700      5,378
  Allegion US Holding Co. Inc. 3.550% 10/1/27     6,221      5,885
1 American Airlines Pass-Through Trust Class A Series 2015-1 3.375% 5/1/27     1,150      1,077
1 American Airlines Pass-Through Trust Class AA Series 2016-2 3.200% 6/15/28     6,391      5,847
1 American Airlines Pass-Through Trust Class AA Series 2016-3 3.000% 10/15/28     6,319      5,722
1 American Airlines Pass-Through Trust Class AA Series 2017-1 3.650% 2/15/29     8,186      7,571
  Amphenol Corp. 2.050% 3/1/25     2,503      2,419
1 BNSF Funding Trust I 6.613% 12/15/55     6,786      6,709
  Boeing Co. 4.875% 5/1/25    68,825     68,224
  Boeing Co. 2.600% 10/30/25     1,757      1,675
  Boeing Co. 2.750% 2/1/26    35,593     33,794
  Boeing Co. 2.196% 2/4/26   111,390    104,594
  Boeing Co. 3.100% 5/1/26    15,582     14,832
  Boeing Co. 2.250% 6/15/26     5,246      4,884
  Boeing Co. 2.700% 2/1/27    18,934     17,621
  Boeing Co. 2.800% 3/1/27    18,457     17,130
  Boeing Co. 5.040% 5/1/27    28,137     27,877
  Boeing Co. 3.250% 2/1/28    13,501     12,515
  Boeing Co. 3.450% 11/1/28       125        115
 
16

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Boeing Co. 3.200% 3/1/29     5,000      4,519
  Burlington Northern Santa Fe LLC 3.000% 4/1/25     8,157      7,971
  Burlington Northern Santa Fe LLC 3.650% 9/1/25    12,363     12,095
  Burlington Northern Santa Fe LLC 7.000% 12/15/25     3,740      3,867
  Burlington Northern Santa Fe LLC 3.250% 6/15/27     7,969      7,600
  Canadian National Railway Co. 2.750% 3/1/26     4,701      4,509
  Canadian Pacific Railway Co. 1.750% 12/2/26    30,210     27,697
  Carrier Global Corp. 5.800% 11/30/25     8,958      9,022
  Carrier Global Corp. 2.493% 2/15/27    22,631     21,031
1 Caterpillar Financial Services Corp. 2.850% 5/17/24    14,878     14,793
1 Caterpillar Financial Services Corp. 1.450% 5/15/25    19,776     18,913
  Caterpillar Financial Services Corp. 5.150% 8/11/25     6,554      6,553
1 Caterpillar Financial Services Corp. 3.650% 8/12/25    14,152     13,867
1 Caterpillar Financial Services Corp. 0.800% 11/13/25    13,188     12,293
  Caterpillar Financial Services Corp. 5.050% 2/27/26    15,000     15,006
  Caterpillar Financial Services Corp. 0.900% 3/2/26     7,051      6,509
1 Caterpillar Financial Services Corp. 4.350% 5/15/26    16,475     16,273
  Caterpillar Financial Services Corp. 2.400% 8/9/26     4,700      4,431
1 Caterpillar Financial Services Corp. 1.150% 9/14/26    16,352     14,906
1 Caterpillar Financial Services Corp. 1.700% 1/8/27     7,576      6,966
1 Caterpillar Financial Services Corp. 3.600% 8/12/27    20,513     19,747
  Caterpillar Financial Services Corp. 4.850% 2/27/29     9,900      9,908
  Caterpillar Inc. 3.400% 5/15/24    20,224     20,133
  CH Robinson Worldwide Inc. 4.200% 4/15/28    10,725     10,340
  CNH Industrial Capital LLC 5.450% 10/14/25     2,589      2,589
  CNH Industrial Capital LLC 1.875% 1/15/26    16,755     15,703
  CNH Industrial Capital LLC 1.450% 7/15/26     8,136      7,439
  CNH Industrial Capital LLC 4.550% 4/10/28    17,350     16,975
  CNH Industrial Capital LLC 5.500% 1/12/29     6,100      6,181
  CSX Corp. 3.350% 11/1/25     9,474      9,197
  CSX Corp. 2.600% 11/1/26    18,161     17,127
  CSX Corp. 3.250% 6/1/27    23,302     22,113
  CSX Corp. 3.800% 3/1/28     3,005      2,890
  Cummins Inc. 0.750% 9/1/25     3,998      3,750
  Cummins Inc. 4.900% 2/20/29    11,500     11,443
  Deere & Co. 2.750% 4/15/25    21,344     20,786
2 Delta Air Lines Inc. 4.750% 10/20/28    14,105     13,781
  Dover Corp. 3.150% 11/15/25     6,162      5,942
  Eaton Corp. 3.103% 9/15/27    11,006     10,402
  Emerson Electric Co. 3.150% 6/1/25     7,926      7,740
  Emerson Electric Co. 0.875% 10/15/26    16,563     14,970
  Emerson Electric Co. 1.800% 10/15/27     4,837      4,355
  Emerson Electric Co. 2.000% 12/21/28    22,655     19,983
  FedEx Corp. 3.250% 4/1/26     8,630      8,314
  FedEx Corp. 4.200% 10/17/28    13,860     13,350
  Fortive Corp. 3.150% 6/15/26    17,378     16,587
  General Dynamics Corp. 3.250% 4/1/25     6,993      6,847
  General Dynamics Corp. 3.500% 5/15/25    11,419     11,200
  General Dynamics Corp. 2.125% 8/15/26     9,995      9,352
  General Dynamics Corp. 3.500% 4/1/27    11,957     11,505
  General Dynamics Corp. 2.625% 11/15/27     7,285      6,738
  General Dynamics Corp. 3.750% 5/15/28    19,039     18,321
  HEICO Corp. 5.250% 8/1/28     7,397      7,444
  Hexcel Corp. 4.200% 2/15/27     4,753      4,525
  Honeywell International Inc. 1.350% 6/1/25    17,512     16,731
  Honeywell International Inc. 2.500% 11/1/26    29,269     27,583
  Honeywell International Inc. 1.100% 3/1/27    12,818     11,517
  Honeywell International Inc. 4.950% 2/15/28    10,025     10,131
  Honeywell International Inc. 4.250% 1/15/29     7,475      7,312
  Honeywell International Inc. 2.700% 8/15/29     9,975      8,974
  Howmet Aerospace Inc. 6.875% 5/1/25     7,000      7,071
  Howmet Aerospace Inc. 3.000% 1/15/29     8,383      7,514
  Huntington Ingalls Industries Inc. 3.483% 12/1/27     8,219      7,700
  Huntington Ingalls Industries Inc. 2.043% 8/16/28    10,704      9,306
  Illinois Tool Works Inc. 2.650% 11/15/26    17,897     17,015
  Ingersoll Rand Inc. 5.400% 8/14/28     8,340      8,403
  Jacobs Engineering Group Inc. 6.350% 8/18/28    10,530     10,845
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  JB Hunt Transport Services Inc. 3.875% 3/1/26    21,015     20,513
1 John Deere Capital Corp. 3.450% 3/13/25    10,810     10,617
1 John Deere Capital Corp. 3.400% 6/6/25    12,924     12,663
1 John Deere Capital Corp. 4.950% 6/6/25     6,752      6,742
1 John Deere Capital Corp. 4.050% 9/8/25    20,439     20,152
  John Deere Capital Corp. 5.300% 9/8/25     4,240      4,259
1 John Deere Capital Corp. 3.400% 9/11/25     5,311      5,186
1 John Deere Capital Corp. 0.700% 1/15/26    20,501     18,978
1 John Deere Capital Corp. 5.050% 3/3/26     7,322      7,340
1 John Deere Capital Corp. 4.750% 6/8/26    32,836     32,738
1 John Deere Capital Corp. 2.650% 6/10/26     6,404      6,104
1 John Deere Capital Corp. 1.050% 6/17/26     6,342      5,814
1 John Deere Capital Corp. 5.150% 9/8/26     4,785      4,815
1 John Deere Capital Corp. 2.250% 9/14/26    13,462     12,602
1 John Deere Capital Corp. 1.300% 10/13/26     4,021      3,674
1 John Deere Capital Corp. 1.700% 1/11/27     6,249      5,725
1 John Deere Capital Corp. 2.350% 3/8/27    19,891     18,534
1 John Deere Capital Corp. 1.750% 3/9/27    13,931     12,737
1 John Deere Capital Corp. 4.150% 9/15/27    46,584     45,653
1 John Deere Capital Corp. 4.750% 1/20/28    27,296     27,270
1 John Deere Capital Corp. 4.900% 3/3/28    18,692     18,783
1 John Deere Capital Corp. 4.950% 7/14/28    26,071     26,220
1 Johnson Controls International plc 3.900% 2/14/26    10,813     10,537
  Keysight Technologies Inc. 4.600% 4/6/27    18,710     18,411
  Kirby Corp. 4.200% 3/1/28     6,023      5,755
  L3Harris Technologies Inc. 3.950% 5/28/24     7,985      7,948
  L3Harris Technologies Inc. 3.832% 4/27/25    11,953     11,730
  L3Harris Technologies Inc. 3.850% 12/15/26     8,760      8,461
  L3Harris Technologies Inc. 5.400% 1/15/27    19,484     19,611
  L3Harris Technologies Inc. 4.400% 6/15/28    15,684     15,228
1 L3Harris Technologies Inc. 4.400% 6/15/28    20,598     20,008
  Lennox International Inc. 1.350% 8/1/25     2,942      2,774
  Lennox International Inc. 1.700% 8/1/27     6,975      6,252
  Lennox International Inc. 5.500% 9/15/28     7,735      7,807
  LKQ Corp. 5.750% 6/15/28    13,790     13,929
  Lockheed Martin Corp. 4.950% 10/15/25     7,978      7,967
  Lockheed Martin Corp. 3.550% 1/15/26    16,987     16,550
  Lockheed Martin Corp. 5.100% 11/15/27    17,623     17,811
  Lockheed Martin Corp. 4.450% 5/15/28    16,710     16,463
  Lockheed Martin Corp. 4.500% 2/15/29    13,350     13,116
2 Mileage Plus Holdings LLC 6.500% 6/20/27    11,989     12,012
  Nordson Corp. 5.600% 9/15/28     5,810      5,903
  Norfolk Southern Corp. 3.650% 8/1/25     2,436      2,383
  Norfolk Southern Corp. 2.900% 6/15/26    11,754     11,199
  Norfolk Southern Corp. 7.800% 5/15/27    11,621     12,594
  Norfolk Southern Corp. 3.150% 6/1/27     6,770      6,415
  Norfolk Southern Corp. 3.800% 8/1/28     6,617      6,330
  Northrop Grumman Corp. 3.200% 2/1/27    11,283     10,751
  Northrop Grumman Corp. 3.250% 1/15/28    44,558     41,782
  nVent Finance Sarl 4.550% 4/15/28     6,585      6,349
  Oshkosh Corp. 4.600% 5/15/28     5,155      5,013
  Otis Worldwide Corp. 2.056% 4/5/25    28,983     27,917
  Otis Worldwide Corp. 2.293% 4/5/27     7,809      7,216
  Otis Worldwide Corp. 5.250% 8/16/28    14,450     14,574
1 PACCAR Financial Corp. 5.050% 8/10/26     8,910      8,944
  PACCAR Financial Corp. 4.600% 1/10/28     9,585      9,535
1 PACCAR Financial Corp. 4.950% 8/10/28     6,034      6,075
1 PACCAR Financial Corp. 4.600% 1/31/29     8,767      8,682
  Parker-Hannifin Corp. 3.250% 3/1/27     5,049      4,803
  Parker-Hannifin Corp. 4.250% 9/15/27    39,403     38,521
  Parker-Hannifin Corp. 4.500% 9/15/29     6,803      6,653
  Precision Castparts Corp. 3.250% 6/15/25    24,503     23,946
2 Regal Rexnord Corp. 6.050% 2/15/26    18,758     18,845
2 Regal Rexnord Corp. 6.050% 4/15/28    20,168     20,285
  Republic Services Inc. 3.200% 3/15/25     7,879      7,693
  Republic Services Inc. 0.875% 11/15/25     6,700      6,214
  Republic Services Inc. 2.900% 7/1/26     6,040      5,768
 
17

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Republic Services Inc. 3.375% 11/15/27    11,664     11,059
  Republic Services Inc. 3.950% 5/15/28     9,342      8,987
  Rockwell Automation Inc. 2.875% 3/1/25     5,777      5,645
  RTX Corp. 3.950% 8/16/25    30,862     30,273
  RTX Corp. 5.000% 2/27/26     9,363      9,339
  RTX Corp. 2.650% 11/1/26     2,655      2,498
  RTX Corp. 5.750% 11/8/26     1,625      1,649
  RTX Corp. 3.500% 3/15/27    22,181     21,199
  RTX Corp. 3.125% 5/4/27    18,586     17,541
  RTX Corp. 4.125% 11/16/28    44,768     42,996
  RTX Corp. 5.750% 1/15/29    13,575     13,975
1 Ryder System Inc. 4.625% 6/1/25     2,022      2,003
1 Ryder System Inc. 3.350% 9/1/25    13,124     12,720
1 Ryder System Inc. 1.750% 9/1/26     4,976      4,571
1 Ryder System Inc. 2.900% 12/1/26     6,830      6,417
1 Ryder System Inc. 2.850% 3/1/27     7,881      7,370
1 Ryder System Inc. 5.300% 3/15/27     2,250      2,253
1 Ryder System Inc. 5.650% 3/1/28    12,049     12,249
1 Ryder System Inc. 5.250% 6/1/28    15,839     15,863
  Ryder System Inc. 6.300% 12/1/28     5,854      6,100
1 Ryder System Inc. 5.375% 3/15/29     1,150      1,149
  Southwest Airlines Co. 5.250% 5/4/25    27,729     27,650
  Southwest Airlines Co. 3.000% 11/15/26     4,428      4,179
  Southwest Airlines Co. 5.125% 6/15/27    28,268     28,172
  Southwest Airlines Co. 3.450% 11/16/27     5,379      5,057
  Teledyne Technologies Inc. 1.600% 4/1/26    13,915     12,903
  Teledyne Technologies Inc. 2.250% 4/1/28    15,370     13,772
  Textron Inc. 3.875% 3/1/25     4,922      4,845
  Textron Inc. 4.000% 3/15/26    12,447     12,109
  Textron Inc. 3.650% 3/15/27     5,493      5,256
  Trane Technologies Financing Ltd. 3.500% 3/21/26     7,238      6,994
  Trane Technologies Global Holding Co. Ltd. 3.750% 8/21/28     9,585      9,140
  Trimble Inc. 4.900% 6/15/28     9,831      9,743
  Tyco Electronics Group SA 4.500% 2/13/26     9,465      9,352
  Tyco Electronics Group SA 3.700% 2/15/26    10,496     10,217
  Tyco Electronics Group SA 3.125% 8/15/27    11,732     11,089
  Union Pacific Corp. 3.750% 7/15/25     4,689      4,602
  Union Pacific Corp. 3.250% 8/15/25    10,508     10,234
  Union Pacific Corp. 2.750% 3/1/26    13,746     13,160
  Union Pacific Corp. 3.950% 9/10/28    23,873     23,156
  Union Pacific Corp. 3.700% 3/1/29     7,450      7,101
1 United Airlines Pass-Through Trust Class A Series 2013-1 4.300% 8/15/25     6,034      5,883
1 United Airlines Pass-Through Trust Class A Series 2014-1 4.000% 4/11/26     5,874      5,649
1 United Airlines Pass-Through Trust Class A Series 2014-2 3.750% 9/3/26     3,058      2,932
1 United Airlines Pass-Through Trust Class A Series 2020-1 5.875% 10/15/27    29,442     29,619
1 United Airlines Pass-Through Trust Class B Series 2020-1 4.875% 1/15/26     5,490      5,408
  United Parcel Service Inc. 3.900% 4/1/25     2,218      2,188
  United Parcel Service Inc. 2.400% 11/15/26     3,744      3,524
  United Parcel Service Inc. 3.050% 11/15/27    18,732     17,605
  United Parcel Service Inc. 3.400% 3/15/29     4,385      4,138
2 Veralto Corp. 5.500% 9/18/26     8,185      8,221
2 Veralto Corp. 5.350% 9/18/28    14,125     14,221
  Vontier Corp. 1.800% 4/1/26     7,416      6,841
  Vontier Corp. 2.400% 4/1/28     2,000      1,751
  Waste Connections Inc. 4.250% 12/1/28     8,150      7,892
  Waste Management Inc. 0.750% 11/15/25    11,055     10,269
  Waste Management Inc. 3.150% 11/15/27    13,076     12,305
  Waste Management Inc. 4.875% 2/15/29    19,773     19,803
  Waste Management Inc. 2.000% 6/1/29     5,005      4,332
  Westinghouse Air Brake Technologies Corp. 3.200% 6/15/25     7,373      7,151
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Westinghouse Air Brake Technologies Corp. 3.450% 11/15/26    12,663     12,041
  Westinghouse Air Brake Technologies Corp. 4.700% 9/15/28    20,408     19,908
  Xylem Inc. 3.250% 11/1/26     8,319      7,942
  Xylem Inc. 1.950% 1/30/28     8,325      7,438
                                 2,701,579
Materials (2.0%)
  Air Products and Chemicals Inc. 1.500% 10/15/25     6,600      6,240
  Air Products and Chemicals Inc. 1.850% 5/15/27     5,957      5,445
  Albemarle Corp. 4.650% 6/1/27     9,591      9,422
  Amcor Finance USA Inc. 3.625% 4/28/26     7,199      6,932
  Amcor Finance USA Inc. 4.500% 5/15/28     2,000      1,945
  Amcor Flexibles North America Inc. 4.000% 5/17/25     5,679      5,570
  AngloGold Ashanti Holdings plc 3.375% 11/1/28    12,361     11,073
  ArcelorMittal SA 4.550% 3/11/26     6,641      6,541
  ArcelorMittal SA 6.550% 11/29/27    25,256     26,283
  Berry Global Inc. 1.570% 1/15/26    22,511     20,971
  Berry Global Inc. 1.650% 1/15/27     6,083      5,497
2 Berry Global Inc. 5.500% 4/15/28     9,250      9,198
  BHP Billiton Finance USA Ltd. 4.875% 2/27/26    14,295     14,238
  BHP Billiton Finance USA Ltd. 6.420% 3/1/26     3,655      3,744
  BHP Billiton Finance USA Ltd. 5.250% 9/8/26    10,585     10,650
  BHP Billiton Finance USA Ltd. 4.750% 2/28/28    15,975     15,864
  BHP Billiton Finance USA Ltd. 5.100% 9/8/28     9,450      9,507
  Carlisle Cos. Inc. 3.750% 12/1/27    10,645     10,116
  Celanese US Holdings LLC 6.050% 3/15/25    11,349     11,375
  Celanese US Holdings LLC 1.400% 8/5/26     4,718      4,272
  Celanese US Holdings LLC 6.165% 7/15/27    36,584     37,145
  Celanese US Holdings LLC 6.350% 11/15/28    15,354     15,805
  Celulosa Arauco y Constitucion SA 3.875% 11/2/27     7,812      7,326
  Dow Chemical Co. 4.800% 11/30/28    10,675     10,593
  DuPont de Nemours Inc. 4.493% 11/15/25    28,884     28,548
  DuPont de Nemours Inc. 4.725% 11/15/28    35,750     35,562
  Eastman Chemical Co. 3.800% 3/15/25    11,610     11,401
  Eastman Chemical Co. 4.500% 12/1/28     7,390      7,173
  Ecolab Inc. 2.700% 11/1/26    13,452     12,750
  Ecolab Inc. 1.650% 2/1/27     5,045      4,611
  Ecolab Inc. 3.250% 12/1/27    11,751     11,127
  Ecolab Inc. 5.250% 1/15/28     8,598      8,722
  EIDP Inc. 1.700% 7/15/25     3,740      3,555
  EIDP Inc. 4.500% 5/15/26    11,365     11,191
  FMC Corp. 5.150% 5/18/26     7,341      7,245
  FMC Corp. 3.200% 10/1/26     8,924      8,363
  Freeport-McMoRan Inc. 5.000% 9/1/27    12,147     11,956
  Freeport-McMoRan Inc. 4.125% 3/1/28    10,054      9,542
  Freeport-McMoRan Inc. 4.375% 8/1/28     4,014      3,828
  Freeport-McMoRan Inc. 5.250% 9/1/29     1,841      1,832
2 Georgia-Pacific LLC 2.100% 4/30/27     3,760      3,436
  Kinross Gold Corp. 4.500% 7/15/27     8,346      8,111
  Linde Inc. 4.700% 12/5/25    10,180     10,133
  Linde Inc. 3.200% 1/30/26    16,297     15,796
  LYB International Finance II BV 3.500% 3/2/27     8,831      8,408
  LYB International Finance III LLC 1.250% 10/1/25     4,818      4,504
  Martin Marietta Materials Inc. 3.450% 6/1/27     5,257      5,013
  Martin Marietta Materials Inc. 3.500% 12/15/27     8,521      8,084
  Mosaic Co. 4.050% 11/15/27    17,470     16,786
  Mosaic Co. 5.375% 11/15/28     5,425      5,457
  Nucor Corp. 3.950% 5/23/25     4,283      4,216
  Nucor Corp. 2.000% 6/1/25    17,388     16,682
  Nucor Corp. 4.300% 5/23/27     6,688      6,535
  Nucor Corp. 3.950% 5/1/28     5,305      5,126
  Nutrien Ltd. 3.000% 4/1/25     7,227      7,029
  Nutrien Ltd. 5.950% 11/7/25     8,553      8,625
  Nutrien Ltd. 4.000% 12/15/26    12,493     12,102
  Nutrien Ltd. 4.900% 3/27/28    16,424     16,289
  Packaging Corp. of America 3.400% 12/15/27     8,348      7,891
 
18

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  PPG Industries Inc. 1.200% 3/15/26    16,727     15,460
  PPG Industries Inc. 3.750% 3/15/28     7,630      7,307
  Reliance Inc. 1.300% 8/15/25     4,243      3,983
  Rio Tinto Finance USA Ltd. 7.125% 7/15/28    13,027     14,190
  RPM International Inc. 3.750% 3/15/27    12,657     12,077
  Sherwin-Williams Co. 3.450% 8/1/25     5,270      5,135
  Sherwin-Williams Co. 4.250% 8/8/25     2,315      2,279
  Sherwin-Williams Co. 3.450% 6/1/27    21,023     20,021
  Sonoco Products Co. 2.250% 2/1/27     4,973      4,564
  Southern Copper Corp. 3.875% 4/23/25     3,399      3,331
  Steel Dynamics Inc. 2.400% 6/15/25     8,328      8,000
  Steel Dynamics Inc. 5.000% 12/15/26     6,000      5,951
  Suzano Austria GmbH 2.500% 9/15/28    10,145      8,862
  Suzano Austria GmbH 6.000% 1/15/29    28,310     28,315
  Suzano International Finance BV 5.500% 1/17/27     8,828      8,816
  Vale Overseas Ltd. 6.250% 8/10/26     3,810      3,870
  Vulcan Materials Co. 4.500% 4/1/25     6,956      6,882
  Vulcan Materials Co. 3.900% 4/1/27     5,680      5,503
  Westlake Corp. 3.600% 8/15/26    18,643     17,941
  WRKCo Inc. 3.750% 3/15/25    22,005     21,552
  WRKCo Inc. 4.650% 3/15/26     6,798      6,709
  WRKCo Inc. 4.000% 3/15/28     8,798      8,398
  WRKCo Inc. 3.900% 6/1/28     9,933      9,415
                                   841,942
Real Estate (3.8%)
  Agree LP 2.000% 6/15/28     4,683      4,075
  Alexandria Real Estate Equities Inc. 3.450% 4/30/25    15,076     14,723
  Alexandria Real Estate Equities Inc. 4.300% 1/15/26     2,540      2,492
  Alexandria Real Estate Equities Inc. 3.800% 4/15/26     8,000      7,754
  Alexandria Real Estate Equities Inc. 3.950% 1/15/27     6,341      6,113
  Alexandria Real Estate Equities Inc. 3.950% 1/15/28     3,835      3,649
  American Homes 4 Rent LP 4.250% 2/15/28     9,258      8,893
  American Homes 4 Rent LP 4.900% 2/15/29     6,600      6,432
  American Tower Corp. 2.400% 3/15/25    12,156     11,758
  American Tower Corp. 4.000% 6/1/25    19,055     18,680
  American Tower Corp. 1.300% 9/15/25     5,217      4,906
  American Tower Corp. 4.400% 2/15/26     7,962      7,829
  American Tower Corp. 1.600% 4/15/26     5,355      4,957
  American Tower Corp. 1.450% 9/15/26     7,864      7,148
  American Tower Corp. 3.375% 10/15/26    25,340     24,164
  American Tower Corp. 2.750% 1/15/27    10,324      9,615
  American Tower Corp. 3.125% 1/15/27     5,557      5,241
  American Tower Corp. 3.650% 3/15/27     9,558      9,134
  American Tower Corp. 3.550% 7/15/27    21,361     20,249
  American Tower Corp. 3.600% 1/15/28     6,033      5,677
  American Tower Corp. 1.500% 1/31/28     3,382      2,937
  American Tower Corp. 5.500% 3/15/28    18,948     19,026
  American Tower Corp. 5.250% 7/15/28    12,024     11,987
  American Tower Corp. 5.800% 11/15/28    12,695     12,944
1 AvalonBay Communities Inc. 3.450% 6/1/25    14,120     13,804
1 AvalonBay Communities Inc. 3.500% 11/15/25     2,314      2,249
1 AvalonBay Communities Inc. 2.950% 5/11/26    10,166      9,711
1 AvalonBay Communities Inc. 2.900% 10/15/26     2,900      2,740
1 AvalonBay Communities Inc. 3.350% 5/15/27     4,557      4,322
1 AvalonBay Communities Inc. 3.200% 1/15/28     6,968      6,529
  Boston Properties LP 3.650% 2/1/26    18,309     17,607
  Boston Properties LP 2.750% 10/1/26    15,543     14,390
  Boston Properties LP 6.750% 12/1/27    14,285     14,756
  Boston Properties LP 4.500% 12/1/28    15,468     14,614
  Brixmor Operating Partnership LP 4.125% 6/15/26     9,461      9,158
  Brixmor Operating Partnership LP 3.900% 3/15/27     4,124      3,929
  Brixmor Operating Partnership LP 2.250% 4/1/28     3,617      3,199
  Brixmor Operating Partnership LP 4.125% 5/15/29       891        832
  Camden Property Trust 4.100% 10/15/28     6,099      5,873
  CBRE Services Inc. 4.875% 3/1/26    10,529     10,402
  CBRE Services Inc. 5.500% 4/1/29     3,400      3,401
  COPT Defense Properties LP 2.250% 3/15/26    11,116     10,395
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  COPT Defense Properties LP 2.000% 1/15/29     6,780      5,613
  Crown Castle Inc. 1.350% 7/15/25     5,554      5,255
  Crown Castle Inc. 4.450% 2/15/26    15,000     14,719
  Crown Castle Inc. 3.700% 6/15/26    10,217      9,846
  Crown Castle Inc. 1.050% 7/15/26    13,104     11,845
  Crown Castle Inc. 4.000% 3/1/27     2,492      2,399
  Crown Castle Inc. 2.900% 3/15/27    11,062     10,301
  Crown Castle Inc. 5.000% 1/11/28    37,125     36,581
  Crown Castle Inc. 3.800% 2/15/28    14,089     13,267
  Crown Castle Inc. 4.800% 9/1/28     7,234      7,054
  Crown Castle Inc. 4.300% 2/15/29    10,000      9,504
  CubeSmart LP 4.000% 11/15/25     5,471      5,327
  CubeSmart LP 3.125% 9/1/26     3,345      3,164
  CubeSmart LP 2.250% 12/15/28     8,977      7,808
  CubeSmart LP 4.375% 2/15/29     4,886      4,647
  Digital Realty Trust LP 3.700% 8/15/27    16,077     15,322
  Digital Realty Trust LP 5.550% 1/15/28    22,381     22,608
  Digital Realty Trust LP 4.450% 7/15/28     6,685      6,468
  EPR Properties 4.500% 4/1/25     4,944      4,857
  EPR Properties 4.500% 6/1/27    17,685     16,713
  EPR Properties 4.950% 4/15/28     3,550      3,365
  Equinix Inc. 1.250% 7/15/25     3,871      3,652
  Equinix Inc. 1.000% 9/15/25    11,488     10,740
  Equinix Inc. 1.450% 5/15/26    13,676     12,594
  Equinix Inc. 2.900% 11/18/26     4,140      3,898
  Equinix Inc. 1.800% 7/15/27     3,763      3,382
  Equinix Inc. 1.550% 3/15/28     9,794      8,525
  Equinix Inc. 2.000% 5/15/28     5,495      4,846
  ERP Operating LP 3.375% 6/1/25    12,016     11,718
  ERP Operating LP 2.850% 11/1/26     7,274      6,864
  ERP Operating LP 3.250% 8/1/27     2,421      2,273
  ERP Operating LP 4.150% 12/1/28    12,422     12,010
  Essex Portfolio LP 3.500% 4/1/25     8,187      8,012
  Essex Portfolio LP 3.375% 4/15/26     4,525      4,354
  Essex Portfolio LP 3.625% 5/1/27     8,247      7,834
  Essex Portfolio LP 1.700% 3/1/28     8,519      7,404
  Extra Space Storage LP 3.500% 7/1/26     9,761      9,346
  Extra Space Storage LP 5.700% 4/1/28    10,019     10,157
  Extra Space Storage LP 4.000% 6/15/29     1,807      1,696
  Federal Realty OP LP 1.250% 2/15/26     6,885      6,348
  Federal Realty OP LP 3.250% 7/15/27     9,130      8,529
  Federal Realty OP LP 5.375% 5/1/28     5,665      5,646
  GLP Capital LP 5.250% 6/1/25    14,215     14,099
  GLP Capital LP 5.375% 4/15/26    16,596     16,424
  GLP Capital LP 5.750% 6/1/28    13,105     13,011
  GLP Capital LP 5.300% 1/15/29     6,060      5,885
  Healthcare Realty Holdings LP 3.500% 8/1/26    13,129     12,524
  Healthcare Realty Holdings LP 3.750% 7/1/27     7,834      7,350
  Healthpeak OP LLC 4.000% 6/1/25     9,159      8,986
  Healthpeak OP LLC 3.250% 7/15/26     6,538      6,245
  Healthpeak OP LLC 1.350% 2/1/27     4,856      4,369
  Healthpeak OP LLC 2.125% 12/1/28     1,729      1,505
  Healthpeak OP LLC 3.500% 7/15/29     9,459      8,642
  Highwoods Realty LP 3.875% 3/1/27     5,941      5,577
  Highwoods Realty LP 4.125% 3/15/28     3,715      3,465
1 Host Hotels & Resorts LP 4.000% 6/15/25    12,759     12,498
1 Host Hotels & Resorts LP 4.500% 2/1/26    10,638     10,413
  Invitation Homes Operating Partnership LP 2.300% 11/15/28    10,125      8,858
  Kilroy Realty LP 3.450% 12/15/24     6,555      6,415
  Kilroy Realty LP 4.375% 10/1/25     6,743      6,572
  Kilroy Realty LP 4.750% 12/15/28     5,374      5,061
  Kimco Realty OP LLC 2.800% 10/1/26     6,173      5,784
  Kimco Realty OP LLC 3.800% 4/1/27     9,830      9,419
  Kimco Realty OP LLC 1.900% 3/1/28     7,366      6,453
  Kite Realty Group LP 4.000% 10/1/26     4,201      3,982
  Kite Realty Group Trust 4.000% 3/15/25     3,621      3,546
 
19

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  LXP Industrial Trust 6.750% 11/15/28     5,305      5,463
  Mid-America Apartments LP 4.000% 11/15/25     9,865      9,653
  Mid-America Apartments LP 1.100% 9/15/26     4,011      3,625
  Mid-America Apartments LP 3.600% 6/1/27    14,597     13,947
  Mid-America Apartments LP 4.200% 6/15/28     5,060      4,896
  NNN REIT Inc. 4.000% 11/15/25    12,387     12,080
  NNN REIT Inc. 3.600% 12/15/26     5,550      5,292
  NNN REIT Inc. 3.500% 10/15/27     4,556      4,284
  NNN REIT Inc. 4.300% 10/15/28     5,408      5,192
  Omega Healthcare Investors Inc. 5.250% 1/15/26    11,330     11,225
  Omega Healthcare Investors Inc. 4.500% 4/1/27     8,895      8,556
  Omega Healthcare Investors Inc. 4.750% 1/15/28     9,878      9,477
  Physicians Realty LP 4.300% 3/15/27     7,009      6,811
  Physicians Realty LP 3.950% 1/15/28     3,389      3,224
  Piedmont Operating Partnership LP 9.250% 7/20/28     8,057      8,492
  Prologis LP 3.250% 6/30/26     7,317      7,028
  Prologis LP 3.250% 10/1/26     5,333      5,093
  Prologis LP 2.125% 4/15/27     9,832      9,022
  Prologis LP 3.375% 12/15/27     7,514      7,093
  Prologis LP 4.875% 6/15/28    14,212     14,192
  Prologis LP 3.875% 9/15/28     1,965      1,880
  Prologis LP 4.000% 9/15/28     7,775      7,485
  Public Storage Operating Co. 0.875% 2/15/26     7,320      6,755
  Public Storage Operating Co. 1.500% 11/9/26    14,571     13,308
  Public Storage Operating Co. 3.094% 9/15/27     5,321      5,009
  Public Storage Operating Co. 1.850% 5/1/28     6,095      5,388
  Public Storage Operating Co. 1.950% 11/9/28    12,201     10,718
  Public Storage Operating Co. 5.125% 1/15/29     6,990      7,062
  Realty Income Corp. 3.875% 4/15/25    13,362     13,135
  Realty Income Corp. 4.625% 11/1/25     8,570      8,469
  Realty Income Corp. 0.750% 3/15/26     3,052      2,785
  Realty Income Corp. 4.875% 6/1/26    14,446     14,327
  Realty Income Corp. 4.450% 9/15/26     4,665      4,541
  Realty Income Corp. 4.125% 10/15/26    10,395     10,113
  Realty Income Corp. 3.000% 1/15/27    12,435     11,722
  Realty Income Corp. 3.200% 1/15/27     1,999      1,886
  Realty Income Corp. 3.950% 8/15/27     8,407      8,119
  Realty Income Corp. 3.400% 1/15/28    17,449     16,376
  Realty Income Corp. 2.100% 3/15/28     4,279      3,794
  Realty Income Corp. 2.200% 6/15/28     8,050      7,145
  Realty Income Corp. 4.750% 2/15/29     7,075      6,924
  Regency Centers LP 3.600% 2/1/27     8,710      8,329
  Regency Centers LP 4.125% 3/15/28     3,081      2,942
  Rexford Industrial Realty LP 5.000% 6/15/28     3,337      3,300
  Sabra Health Care LP 5.125% 8/15/26    11,747     11,528
  Simon Property Group LP 3.500% 9/1/25    23,729     23,151
  Simon Property Group LP 3.300% 1/15/26    13,871     13,384
  Simon Property Group LP 3.250% 11/30/26    14,392     13,719
  Simon Property Group LP 1.375% 1/15/27     4,541      4,118
  Simon Property Group LP 3.375% 6/15/27     8,629      8,190
  Simon Property Group LP 3.375% 12/1/27    10,960     10,338
  Simon Property Group LP 1.750% 2/1/28    13,066     11,566
  SITE Centers Corp. 3.625% 2/1/25     7,188      7,074
  SITE Centers Corp. 4.250% 2/1/26     2,450      2,391
  SITE Centers Corp. 4.700% 6/1/27     8,191      8,050
  Store Capital LLC 4.500% 3/15/28     5,815      5,464
  Sun Communities Operating LP 2.300% 11/1/28     7,756      6,731
  Sun Communities Operating LP 5.500% 1/15/29    11,631     11,520
  Tanger Properties LP 3.125% 9/1/26     2,444      2,282
  Tanger Properties LP 3.875% 7/15/27     5,908      5,411
1 UDR Inc. 2.950% 9/1/26     5,253      4,953
1 UDR Inc. 4.400% 1/26/29     7,889      7,551
  Ventas Realty LP 4.125% 1/15/26    14,531     14,146
  Ventas Realty LP 3.250% 10/15/26     6,394      6,037
  Ventas Realty LP 3.850% 4/1/27     8,901      8,485
  Ventas Realty LP 4.000% 3/1/28     6,867      6,535
  Ventas Realty LP 4.400% 1/15/29    12,878     12,330
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  VICI Properties LP 4.375% 5/15/25    10,370     10,200
  VICI Properties LP 4.750% 2/15/28    20,995     20,340
  Welltower OP LLC 4.000% 6/1/25    20,909     20,525
  Welltower OP LLC 4.250% 4/1/26     9,199      9,019
  Welltower OP LLC 2.700% 2/15/27    10,553      9,855
  Welltower OP LLC 4.250% 4/15/28    12,595     12,182
  Weyerhaeuser Co. 4.750% 5/15/26    17,811     17,599
  WP Carey Inc. 4.250% 10/1/26     5,699      5,547
                                 1,578,246
Technology (7.5%)
  Adobe Inc. 2.150% 2/1/27     7,258      6,756
  Analog Devices Inc. 2.950% 4/1/25     6,178      6,035
  Analog Devices Inc. 3.500% 12/5/26    12,340     11,918
  Analog Devices Inc. 3.450% 6/15/27    11,738     11,237
  Apple Inc. 1.125% 5/11/25    40,821     38,980
  Apple Inc. 3.200% 5/13/25    32,066     31,384
  Apple Inc. 0.550% 8/20/25    16,426     15,441
  Apple Inc. 0.700% 2/8/26    36,966     34,171
  Apple Inc. 3.250% 2/23/26    56,194     54,515
  Apple Inc. 2.450% 8/4/26    34,301     32,469
  Apple Inc. 2.050% 9/11/26    28,117     26,287
  Apple Inc. 3.350% 2/9/27    28,683     27,594
  Apple Inc. 3.200% 5/11/27    48,656     46,426
  Apple Inc. 3.000% 6/20/27    29,283     27,774
  Apple Inc. 2.900% 9/12/27    39,006     36,790
  Apple Inc. 3.000% 11/13/27    28,512     26,968
  Apple Inc. 1.200% 2/8/28    34,046     29,920
  Apple Inc. 4.000% 5/10/28    24,001     23,500
  Apple Inc. 1.400% 8/5/28    30,108     26,314
  Applied Materials Inc. 3.900% 10/1/25     8,075      7,933
  Applied Materials Inc. 3.300% 4/1/27    15,437     14,776
  Arrow Electronics Inc. 4.000% 4/1/25     5,895      5,792
  Arrow Electronics Inc. 3.875% 1/12/28    10,300      9,728
  Autodesk Inc. 4.375% 6/15/25     1,809      1,788
  Autodesk Inc. 3.500% 6/15/27     9,456      9,041
  Automatic Data Processing Inc. 3.375% 9/15/25    11,903     11,629
  Automatic Data Processing Inc. 1.700% 5/15/28    17,216     15,327
  Avnet Inc. 4.625% 4/15/26     5,001      4,894
  Avnet Inc. 6.250% 3/15/28     7,529      7,658
  Broadcom Corp. 3.875% 1/15/27    64,185     62,050
  Broadcom Corp. 3.500% 1/15/28    11,400     10,738
  Broadcom Inc. 3.150% 11/15/25    17,131     16,536
  Broadcom Inc. 3.459% 9/15/26    13,857     13,292
  Broadcom Inc. 4.110% 9/15/28    15,522     14,876
  Broadridge Financial Solutions Inc. 3.400% 6/27/26     7,519      7,187
  CDW LLC 4.125% 5/1/25    15,019     14,723
  CDW LLC 2.670% 12/1/26    16,939     15,722
  CDW LLC 3.276% 12/1/28     4,940      4,448
  CDW LLC 3.250% 2/15/29    11,000      9,805
  CGI Inc. 1.450% 9/14/26    10,108      9,166
  Cintas Corp. No. 2 3.700% 4/1/27    25,914     25,099
  Cisco Systems Inc. 3.500% 6/15/25     3,651      3,583
  Cisco Systems Inc. 4.900% 2/26/26    17,500     17,508
  Cisco Systems Inc. 2.950% 2/28/26    18,090     17,437
  Cisco Systems Inc. 2.500% 9/20/26    23,442     22,121
  Cisco Systems Inc. 4.800% 2/26/27    32,410     32,418
  Cisco Systems Inc. 4.850% 2/26/29    41,200     41,266
  Concentrix Corp. 6.650% 8/2/26    13,425     13,551
  Concentrix Corp. 6.600% 8/2/28    13,565     13,627
  Dell International LLC 5.850% 7/15/25     2,104      2,113
  Dell International LLC 6.020% 6/15/26    60,095     60,757
  Dell International LLC 4.900% 10/1/26    35,742     35,416
  Dell International LLC 6.100% 7/15/27     8,230      8,444
  Dell International LLC 5.250% 2/1/28    16,932     17,051
  DXC Technology Co. 1.800% 9/15/26    10,985      9,974
  DXC Technology Co. 2.375% 9/15/28    10,315      8,893
  Equifax Inc. 2.600% 12/15/25    13,024     12,409
 
20

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Equifax Inc. 5.100% 12/15/27     9,768      9,725
  Equifax Inc. 5.100% 6/1/28    18,204     18,092
  Fidelity National Information Services Inc. 4.500% 7/15/25    12,028     11,913
  Fidelity National Information Services Inc. 1.150% 3/1/26    26,941     24,918
  Fidelity National Information Services Inc. 4.700% 7/15/27     8,972      8,904
  Fidelity National Information Services Inc. 1.650% 3/1/28    12,543     11,054
  Fiserv Inc. 3.850% 6/1/25    10,841     10,624
  Fiserv Inc. 3.200% 7/1/26    39,760     37,972
  Fiserv Inc. 2.250% 6/1/27    20,101     18,393
  Fiserv Inc. 5.450% 3/2/28    15,014     15,137
  Fiserv Inc. 5.375% 8/21/28     6,321      6,360
  Fiserv Inc. 4.200% 10/1/28    12,830     12,307
  Flex Ltd. 4.750% 6/15/25    12,533     12,390
  Flex Ltd. 3.750% 2/1/26    18,673     18,056
  Fortinet Inc. 1.000% 3/15/26     9,240      8,479
  Harman International Industries Inc. 4.150% 5/15/25     3,640      3,575
  Hewlett Packard Enterprise Co. 4.900% 10/15/25    36,058     35,826
  Hewlett Packard Enterprise Co. 1.750% 4/1/26    18,629     17,314
  Hewlett Packard Enterprise Co. 5.250% 7/1/28    11,000     11,018
  HP Inc. 2.200% 6/17/25    24,079     23,115
  HP Inc. 1.450% 6/17/26    11,388     10,463
  HP Inc. 3.000% 6/17/27    19,712     18,415
  HP Inc. 4.750% 1/15/28    15,391     15,233
  Hubbell Inc. 3.350% 3/1/26    10,270      9,908
  Hubbell Inc. 3.150% 8/15/27     3,510      3,293
  Hubbell Inc. 3.500% 2/15/28     7,531      7,114
  IBM International Capital Pte. Ltd. 4.600% 2/5/29    16,000     15,693
  Intel Corp. 3.400% 3/25/25    33,643     32,993
  Intel Corp. 3.700% 7/29/25    46,621     45,662
  Intel Corp. 2.600% 5/19/26    15,010     14,277
  Intel Corp. 3.750% 3/25/27    19,622     18,979
  Intel Corp. 3.150% 5/11/27    26,539     25,149
  Intel Corp. 3.750% 8/5/27    13,187     12,710
  Intel Corp. 4.875% 2/10/28    42,038     41,921
  Intel Corp. 1.600% 8/12/28    12,660     11,012
  International Business Machines Corp. 4.000% 7/27/25    13,295     13,090
  International Business Machines Corp. 7.000% 10/30/25     9,003      9,293
  International Business Machines Corp. 4.500% 2/6/26    18,100     17,936
  International Business Machines Corp. 3.450% 2/19/26    16,570     16,074
  International Business Machines Corp. 3.300% 5/15/26    46,967     45,219
  International Business Machines Corp. 3.300% 1/27/27     7,545      7,208
  International Business Machines Corp. 1.700% 5/15/27    31,257     28,215
  International Business Machines Corp. 4.150% 7/27/27    10,107      9,848
  International Business Machines Corp. 6.220% 8/1/27     6,130      6,395
  International Business Machines Corp. 4.500% 2/6/28    22,935     22,623
  Intuit Inc. 0.950% 7/15/25     8,231      7,766
  Intuit Inc. 5.125% 9/15/28    15,025     15,206
  Jabil Inc. 1.700% 4/15/26     8,444      7,811
  Jabil Inc. 4.250% 5/15/27     7,130      6,885
  Jabil Inc. 5.450% 2/1/29     8,481      8,471
  Juniper Networks Inc. 1.200% 12/10/25    12,584     11,664
  Kyndryl Holdings Inc. 2.050% 10/15/26    11,300     10,322
  Lam Research Corp. 3.800% 3/15/25    14,323     14,113
  Lam Research Corp. 3.750% 3/15/26    13,094     12,779
  Leidos Inc. 3.625% 5/15/25     4,185      4,086
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Marvell Technology Inc. 1.650% 4/15/26     5,391      5,001
  Marvell Technology Inc. 2.450% 4/15/28    11,534     10,356
1 Marvell Technology Inc. 4.875% 6/22/28     8,712      8,558
  Marvell Technology Inc. 5.750% 2/15/29     3,000      3,057
  Microchip Technology Inc. 4.250% 9/1/25    25,520     25,053
  Micron Technology Inc. 4.975% 2/6/26     5,142      5,112
  Micron Technology Inc. 4.185% 2/15/27    12,248     11,901
  Micron Technology Inc. 5.375% 4/15/28    16,400     16,445
  Micron Technology Inc. 5.327% 2/6/29     5,735      5,741
  Microsoft Corp. 3.125% 11/3/25    49,228     47,851
  Microsoft Corp. 2.400% 8/8/26    68,182     64,543
2 Microsoft Corp. 3.400% 9/15/26    19,775     19,128
  Microsoft Corp. 3.300% 2/6/27    75,244     72,682
2 Microsoft Corp. 3.400% 6/15/27     4,633      4,446
  Moody's Corp. 3.750% 3/24/25     3,394      3,337
  Moody's Corp. 4.250% 2/1/29    12,963     12,556
  Motorola Solutions Inc. 4.600% 2/23/28     7,199      7,062
  NetApp Inc. 1.875% 6/22/25    10,972     10,462
  NetApp Inc. 2.375% 6/22/27    11,548     10,576
  Nokia OYJ 4.375% 6/12/27     7,965      7,634
  NVIDIA Corp. 3.200% 9/16/26    25,208     24,299
  NXP BV 2.700% 5/1/25     8,213      7,943
  NXP BV 5.350% 3/1/26     7,878      7,865
  NXP BV 3.875% 6/18/26    16,096     15,576
  NXP BV 3.150% 5/1/27    12,989     12,211
  NXP BV 4.400% 6/1/27     8,211      8,022
  Oracle Corp. 2.500% 4/1/25    72,542     70,259
  Oracle Corp. 2.950% 5/15/25    55,996     54,344
  Oracle Corp. 1.650% 3/25/26    57,070     53,006
  Oracle Corp. 2.650% 7/15/26    41,874     39,441
  Oracle Corp. 2.800% 4/1/27    33,083     30,857
  Oracle Corp. 3.250% 11/15/27    32,069     30,071
  Oracle Corp. 2.300% 3/25/28    54,658     48,968
  QUALCOMM Inc. 3.450% 5/20/25    22,669     22,200
  QUALCOMM Inc. 3.250% 5/20/27    41,727     39,784
  Roper Technologies Inc. 1.000% 9/15/25    15,155     14,192
  Roper Technologies Inc. 3.850% 12/15/25     1,590      1,551
  Roper Technologies Inc. 3.800% 12/15/26    15,444     14,928
  Roper Technologies Inc. 4.200% 9/15/28    14,355     13,871
  S&P Global Inc. 2.950% 1/22/27    11,315     10,722
  S&P Global Inc. 2.450% 3/1/27    18,941     17,656
  S&P Global Inc. 4.750% 8/1/28    12,435     12,385
  Salesforce Inc. 3.700% 4/11/28    33,262     32,095
  Salesforce Inc. 1.500% 7/15/28    19,206     16,801
  Skyworks Solutions Inc. 1.800% 6/1/26    22,957     21,234
  TD SYNNEX Corp. 1.750% 8/9/26    17,083     15,560
  Texas Instruments Inc. 1.375% 3/12/25    11,923     11,469
  Texas Instruments Inc. 1.125% 9/15/26     4,417      4,031
  Texas Instruments Inc. 4.600% 2/15/28     9,787      9,769
  Texas Instruments Inc. 2.250% 9/4/29     8,662      7,644
  TSMC Arizona Corp. 1.750% 10/25/26    30,798     28,285
  TSMC Arizona Corp. 3.875% 4/22/27     6,973      6,760
  Verisk Analytics Inc. 4.000% 6/15/25    18,648     18,319
  VMware LLC 4.500% 5/15/25    10,316     10,202
  VMware LLC 1.400% 8/15/26    29,384     26,715
  VMware LLC 4.650% 5/15/27     8,356      8,179
  VMware LLC 3.900% 8/21/27    33,603     32,039
  VMware LLC 1.800% 8/15/28     5,057      4,378
  Workday Inc. 3.500% 4/1/27    16,415     15,626
                                 3,167,011
Utilities (5.9%)
  AEP Transmission Co. LLC 3.100% 12/1/26     8,036      7,650
  AES Corp. 1.375% 1/15/26     6,350      5,868
  AES Corp. 5.450% 6/1/28    14,153     14,105
  Alabama Power Co. 3.750% 9/1/27     6,775      6,501
  Ameren Corp. 3.650% 2/15/26     6,220      6,017
  Ameren Corp. 5.700% 12/1/26     6,783      6,862
 
21

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Ameren Corp. 1.950% 3/15/27    11,883     10,851
  Ameren Corp. 1.750% 3/15/28     3,421      3,006
  Ameren Illinois Co. 3.250% 3/1/25     3,337      3,275
1 American Electric Power Co. Inc. 1.000% 11/1/25     2,945      2,735
  American Electric Power Co. Inc. 5.750% 11/1/27     4,929      5,027
1 American Electric Power Co. Inc. 4.300% 12/1/28    20,220     19,462
  American Electric Power Co. Inc. 5.200% 1/15/29     8,354      8,344
  American Electric Power Co. Inc. 3.875% 2/15/62    14,394     12,829
  American Water Capital Corp. 3.400% 3/1/25     4,429      4,342
  American Water Capital Corp. 2.950% 9/1/27    12,385     11,547
  American Water Capital Corp. 3.750% 9/1/28     6,028      5,719
  Appalachian Power Co. 3.400% 6/1/25    13,995     13,656
1 Appalachian Power Co. 3.300% 6/1/27    12,226     11,491
  Arizona Public Service Co. 3.150% 5/15/25     2,194      2,131
  Atmos Energy Corp. 3.000% 6/15/27    17,264     16,237
  Avangrid Inc. 3.200% 4/15/25     5,982      5,819
  Baltimore Gas & Electric Co. 2.400% 8/15/26     5,280      4,976
  Berkshire Hathaway Energy Co. 4.050% 4/15/25    15,709     15,489
  Berkshire Hathaway Energy Co. 3.250% 4/15/28    12,490     11,702
  Black Hills Corp. 3.950% 1/15/26     4,889      4,750
  Black Hills Corp. 3.150% 1/15/27     8,399      7,921
  Black Hills Corp. 5.950% 3/15/28     6,289      6,465
1 CenterPoint Energy Houston Electric LLC 2.400% 9/1/26     6,458      6,086
1 CenterPoint Energy Houston Electric LLC 3.000% 2/1/27     4,794      4,547
  CenterPoint Energy Houston Electric LLC 5.200% 10/1/28    13,788     13,908
  CenterPoint Energy Inc. 1.450% 6/1/26     7,450      6,852
  CenterPoint Energy Inc. 5.250% 8/10/26     3,761      3,764
  CenterPoint Energy Resources Corp. 5.250% 3/1/28    15,585     15,697
  Cleco Corporate Holdings LLC 3.743% 5/1/26    12,698     12,209
  CMS Energy Corp. 3.000% 5/15/26    12,820     12,198
  Commonwealth Edison Co. 2.550% 6/15/26     2,889      2,733
  Commonwealth Edison Co. 3.700% 8/15/28     6,920      6,590
1 Connecticut Light & Power Co. 0.750% 12/1/25     5,978      5,543
1 Connecticut Light & Power Co. 3.200% 3/15/27    15,190     14,432
1 Consolidated Edison Co. of New York Inc. 3.125% 11/15/27     5,015      4,711
1 Consolidated Edison Co. of New York Inc. 4.000% 12/1/28    17,777     17,144
  Constellation Energy Generation LLC 3.250% 6/1/25    15,577     15,134
  Constellation Energy Generation LLC 5.600% 3/1/28    12,705     12,870
  Consumers Energy Co. 4.650% 3/1/28    12,860     12,774
  Consumers Energy Co. 4.900% 2/15/29     3,350      3,343
  Consumers Energy Co. 4.600% 5/30/29     8,560      8,413
1 Dominion Energy Inc. 3.300% 3/15/25     3,072      3,002
  Dominion Energy Inc. 3.900% 10/1/25    17,662     17,250
1 Dominion Energy Inc. 1.450% 4/15/26    14,069     12,988
1 Dominion Energy Inc. 2.850% 8/15/26     9,814      9,255
1 Dominion Energy Inc. 3.600% 3/15/27     3,840      3,668
  DTE Electric Co. 3.375% 3/1/25     8,516      8,357
  DTE Electric Co. 4.850% 12/1/26     8,200      8,185
1 DTE Electric Co. 1.900% 4/1/28     3,653      3,252
1 DTE Energy Co. 1.050% 6/1/25    16,747     15,864
  DTE Energy Co. 2.850% 10/1/26     9,648      9,092
  DTE Energy Co. 4.875% 6/1/28    15,471     15,266
  DTE Energy Co. 5.100% 3/1/29     7,600      7,541
1 DTE Energy Co. 3.400% 6/15/29     7,064      6,465
  Duke Energy Carolinas LLC 2.950% 12/1/26     6,657      6,339
  Duke Energy Carolinas LLC 2.450% 8/15/29    14,950     13,185
  Duke Energy Corp. 0.900% 9/15/25    11,987     11,215
  Duke Energy Corp. 5.000% 12/8/25     7,776      7,746
  Duke Energy Corp. 2.650% 9/1/26    33,368     31,405
  Duke Energy Corp. 5.000% 12/8/27    23,229     23,093
  Duke Energy Corp. 4.300% 3/15/28    10,946     10,629
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Duke Energy Corp. 3.250% 1/15/82     7,909      6,704
  Duke Energy Florida LLC 3.200% 1/15/27    23,743     22,667
  Duke Energy Progress LLC 3.250% 8/15/25     4,449      4,338
  Duke Energy Progress LLC 3.700% 9/1/28     9,784      9,323
  Duke Energy Progress LLC 3.450% 3/15/29     7,500      7,018
  Edison International 4.950% 4/15/25     5,443      5,396
  Edison International 5.750% 6/15/27    13,712     13,842
  Edison International 5.250% 11/15/28    10,988     10,930
  Emera US Finance LP 3.550% 6/15/26    18,966     18,175
  Enel Americas SA 4.000% 10/25/26     9,778      9,393
  Enel Chile SA 4.875% 6/12/28    16,918     16,458
  Entergy Arkansas LLC 3.500% 4/1/26    16,991     16,478
  Entergy Corp. 0.900% 9/15/25    18,689     17,477
  Entergy Corp. 2.950% 9/1/26    18,497     17,547
  Entergy Louisiana LLC 2.400% 10/1/26     3,806      3,554
  Evergy Kansas Central Inc. 2.550% 7/1/26    12,240     11,545
  Evergy Kansas Central Inc. 3.100% 4/1/27     3,708      3,502
  Evergy Metro Inc. 3.650% 8/15/25       365        356
1 Eversource Energy 0.800% 8/15/25     8,511      7,944
1 Eversource Energy 1.400% 8/15/26     2,932      2,662
  Eversource Energy 2.900% 3/1/27    18,125     16,959
  Eversource Energy 4.600% 7/1/27     9,455      9,246
1 Eversource Energy 3.300% 1/15/28     7,422      6,913
  Eversource Energy 5.450% 3/1/28    34,471     34,660
1 Exelon Corp. 3.950% 6/15/25    20,683     20,301
  Exelon Corp. 3.400% 4/15/26    10,385      9,999
  Exelon Corp. 2.750% 3/15/27    19,284     17,944
  Exelon Corp. 5.150% 3/15/28    27,321     27,262
  Exelon Corp. 5.150% 3/15/29     4,850      4,827
  Florida Power & Light Co. 2.850% 4/1/25    10,639     10,372
  Florida Power & Light Co. 3.125% 12/1/25     9,945      9,639
  Florida Power & Light Co. 4.450% 5/15/26     5,928      5,867
1 Florida Power & Light Co. 3.300% 5/30/27     6,803      6,441
  Florida Power & Light Co. 5.050% 4/1/28    16,931     17,054
  Florida Power & Light Co. 4.400% 5/15/28    28,703     28,200
  Fortis Inc. 3.055% 10/4/26    22,538     21,277
  Georgia Power Co. 3.250% 4/1/26    10,519     10,102
  Georgia Power Co. 5.004% 2/23/27     8,000      7,984
  Georgia Power Co. 3.250% 3/30/27    10,601     10,040
  Georgia Power Co. 4.650% 5/16/28    25,000     24,627
  Iberdrola International BV 5.810% 3/15/25     2,431      2,431
  Interstate Power & Light Co. 4.100% 9/26/28     9,135      8,752
  ITC Holdings Corp. 3.250% 6/30/26    14,194     13,556
  ITC Holdings Corp. 3.350% 11/15/27     9,857      9,246
1 Louisville Gas & Electric Co. 3.300% 10/1/25     2,386      2,317
  MidAmerican Energy Co. 3.100% 5/1/27     8,209      7,766
  Mississippi Power Co. 3.950% 3/30/28     2,811      2,696
  National Fuel Gas Co. 5.200% 7/15/25     1,975      1,959
  National Fuel Gas Co. 5.500% 1/15/26    15,194     15,147
  National Fuel Gas Co. 5.500% 10/1/26     2,655      2,647
  National Fuel Gas Co. 4.750% 9/1/28     4,750      4,590
  National Grid plc 5.602% 6/12/28    13,433     13,602
1 National Rural Utilities Cooperative Finance Corp. 3.450% 6/15/25     3,672      3,588
  National Rural Utilities Cooperative Finance Corp. 5.450% 10/30/25    13,815     13,851
1 National Rural Utilities Cooperative Finance Corp. 3.250% 11/1/25     7,621      7,386
1 National Rural Utilities Cooperative Finance Corp. 1.000% 6/15/26     6,996      6,385
1 National Rural Utilities Cooperative Finance Corp. 4.800% 2/5/27     3,935      3,915
  National Rural Utilities Cooperative Finance Corp. 3.050% 4/25/27    10,105      9,575
  National Rural Utilities Cooperative Finance Corp. 3.400% 2/7/28    16,098     15,206
  National Rural Utilities Cooperative Finance Corp. 4.800% 3/15/28    13,294     13,222
 
22

 

Short-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 National Rural Utilities Cooperative Finance Corp. 5.050% 9/15/28    11,003     11,015
1 National Rural Utilities Cooperative Finance Corp. 4.850% 2/7/29    17,500     17,351
1 National Rural Utilities Cooperative Finance Corp. 5.250% 4/20/46     2,790      2,706
  NextEra Energy Capital Holdings Inc. 6.051% 3/1/25    15,792     15,856
  NextEra Energy Capital Holdings Inc. 4.450% 6/20/25    14,516     14,327
  NextEra Energy Capital Holdings Inc. 5.749% 9/1/25    28,382     28,532
  NextEra Energy Capital Holdings Inc. 1.875% 1/15/27    16,656     15,200
  NextEra Energy Capital Holdings Inc. 3.550% 5/1/27    39,744     37,812
  NextEra Energy Capital Holdings Inc. 4.625% 7/15/27    21,247     20,904
  NextEra Energy Capital Holdings Inc. 4.900% 2/28/28    28,993     28,752
  NextEra Energy Capital Holdings Inc. 1.900% 6/15/28    27,398     23,997
3 NextEra Energy Capital Holdings Inc. 6.700% 9/1/54     8,500      8,470
  NextEra Energy Capital Holdings Inc. 3.800% 3/15/82    19,777     17,618
  NiSource Inc. 0.950% 8/15/25    31,138     29,226
  NiSource Inc. 3.490% 5/15/27    23,474     22,318
  NiSource Inc. 5.250% 3/30/28    14,962     15,030
  NSTAR Electric Co. 3.200% 5/15/27    11,127     10,600
  Oncor Electric Delivery Co. LLC 2.950% 4/1/25     5,935      5,787
  Oncor Electric Delivery Co. LLC 0.550% 10/1/25     5,607      5,213
  Oncor Electric Delivery Co. LLC 4.300% 5/15/28    10,586     10,322
  ONE Gas Inc. 5.100% 4/1/29     3,245      3,253
  Pacific Gas & Electric Co. 4.950% 6/8/25     2,936      2,908
  Pacific Gas & Electric Co. 3.500% 6/15/25    13,270     12,880
  Pacific Gas & Electric Co. 3.450% 7/1/25    21,717     21,084
  Pacific Gas & Electric Co. 3.150% 1/1/26    43,810     41,892
  Pacific Gas & Electric Co. 2.100% 8/1/27    25,620     22,951
  Pacific Gas & Electric Co. 3.300% 12/1/27    16,306     15,064
  Pacific Gas & Electric Co. 3.750% 7/1/28    19,305     17,960
  Pacific Gas & Electric Co. 6.100% 1/15/29    23,806     24,365
  Pacific Gas & Electric Co. 5.550% 5/15/29    11,000     11,022
  PECO Energy Co. 3.150% 10/15/25     2,980      2,894
  Pinnacle West Capital Corp. 1.300% 6/15/25     3,623      3,438
  PPL Capital Funding Inc. 3.100% 5/15/26    16,218     15,444
1 Public Service Electric & Gas Co. 3.000% 5/15/25     2,628      2,561
1 Public Service Electric & Gas Co. 0.950% 3/15/26     5,961      5,516
1 Public Service Electric & Gas Co. 2.250% 9/15/26     7,346      6,865
1 Public Service Electric & Gas Co. 3.000% 5/15/27     8,087      7,644
1 Public Service Electric & Gas Co. 3.700% 5/1/28     1,495      1,429
1 Public Service Electric & Gas Co. 3.650% 9/1/28     4,078      3,883
  Public Service Enterprise Group Inc. 0.800% 8/15/25     6,269      5,870
  Public Service Enterprise Group Inc. 5.850% 11/15/27    11,905     12,188
  Public Service Enterprise Group Inc. 5.875% 10/15/28    14,430     14,809
  Puget Energy Inc. 3.650% 5/15/25     8,991      8,760
  Puget Energy Inc. 2.379% 6/15/28     7,977      7,073
  San Diego Gas & Electric Co. 2.500% 5/15/26     5,239      4,970
  San Diego Gas & Electric Co. 4.950% 8/15/28     9,937      9,934
  Sempra 3.300% 4/1/25    12,455     12,163
  Sempra 3.250% 6/15/27    11,241     10,572
  Sempra 3.400% 2/1/28    13,651     12,846
  Sempra 4.125% 4/1/52    16,536     15,183
  Sierra Pacific Power Co. 2.600% 5/1/26     2,989      2,831
1 Southern California Edison Co. 3.700% 8/1/25    18,807     18,370
1 Southern California Edison Co. 1.200% 2/1/26     9,480      8,793
3 Southern California Edison Co. 5.350% 3/1/26    10,485     10,492
  Southern California Edison Co. 4.875% 2/1/27     5,585      5,556
1 Southern California Edison Co. 4.700% 6/1/27    11,681     11,547
  Southern California Edison Co. 5.850% 11/1/27    19,630     20,103
  Southern California Edison Co. 5.300% 3/1/28    18,975     19,157
  Southern California Edison Co. 5.650% 10/1/28    18,357     18,796
3 Southern California Edison Co. 5.150% 6/1/29    12,200     12,209
  Southern California Gas Co. 3.200% 6/15/25     7,834      7,655
1 Southern California Gas Co. 2.600% 6/15/26     4,842      4,589
  Southern California Gas Co. 2.950% 4/15/27    11,707     11,015
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Southern Co. 5.150% 10/6/25     8,433      8,420
  Southern Co. 3.250% 7/1/26    33,850     32,380
  Southern Co. 4.850% 6/15/28    13,979     13,845
  Southern Co. 5.500% 3/15/29     7,500      7,598
1 Southern Co. 4.000% 1/15/51    17,903     17,212
1 Southern Co. 3.750% 9/15/51    16,082     15,091
  Southern Co. Gas Capital Corp. 3.250% 6/15/26    12,428     11,880
  Southern Power Co. 4.150% 12/1/25    16,849     16,558
  Southern Power Co. 0.900% 1/15/26     4,478      4,128
  Southwest Gas Corp. 5.800% 12/1/27     5,088      5,179
  Southwest Gas Corp. 5.450% 3/23/28    10,660     10,749
1 Southwestern Electric Power Co. 1.650% 3/15/26    10,528      9,792
1 Southwestern Electric Power Co. 2.750% 10/1/26     9,902      9,296
1 Southwestern Electric Power Co. 4.100% 9/15/28     8,167      7,829
  Tampa Electric Co. 4.900% 3/1/29     2,865      2,848
  Tucson Electric Power Co. 3.050% 3/15/25     3,883      3,789
  Union Electric Co. 2.950% 6/15/27    11,981     11,252
  United Utilities plc 6.875% 8/15/28     6,720      7,119
1 Virginia Electric & Power Co. 3.100% 5/15/25     5,328      5,189
1 Virginia Electric & Power Co. 3.150% 1/15/26    30,204     29,139
1 Virginia Electric & Power Co. 2.950% 11/15/26     3,162      2,995
1 Virginia Electric & Power Co. 3.500% 3/15/27    13,926     13,329
1 Virginia Electric & Power Co. 3.750% 5/15/27     7,636      7,347
1 Virginia Electric & Power Co. 3.800% 4/1/28     5,487      5,256
1 Virginia Electric & Power Co. 2.875% 7/15/29     4,450      4,025
  WEC Energy Group Inc. 3.550% 6/15/25     2,133      2,075
  WEC Energy Group Inc. 5.000% 9/27/25     3,484      3,467
  WEC Energy Group Inc. 4.750% 1/9/26    10,699     10,592
  WEC Energy Group Inc. 5.150% 10/1/27    16,211     16,186
  WEC Energy Group Inc. 4.750% 1/15/28    11,720     11,572
  WEC Energy Group Inc. 2.200% 12/15/28     4,338      3,809
  Wisconsin Power & Light Co. 3.050% 10/15/27     4,989      4,656
  Wisconsin Public Service Corp. 5.350% 11/10/25     3,985      3,991
  Xcel Energy Inc. 3.300% 6/1/25    15,511     15,082
  Xcel Energy Inc. 3.350% 12/1/26    10,205      9,649
  Xcel Energy Inc. 1.750% 3/15/27    14,905     13,455
  Xcel Energy Inc. 4.000% 6/15/28     6,954      6,646
                                 2,493,377
Total Corporate Bonds (Cost $42,242,492) 41,077,762
          Shares  
Temporary Cash Investments (0.9%)
Money Market Fund (0.9%)
5 Vanguard Market Liquidity Fund
(Cost $381,410) 		5.400%   3,814,546           381,417
Total Investments (99.7%) (Cost $43,086,755)   41,922,290
Other Assets and Liabilities—Net (0.3%)   141,762
Net Assets (100%)   42,064,052
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 29, 2024, the aggregate value was $206,633,000, representing 0.5% 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 29, 2024.
4 Securities with a value of $5,212,000 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.
  DAC—Designated Activity Company.
  REIT—Real Estate Investment Trust.
 
23

 

Short-Term Corporate Bond Index Fund
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 2024 658 70,344 (48)
    
Centrally Cleared Credit Default Swaps
Reference Entity Termination
Date 		  Notional
Amount
(000) 		Periodic
Premium
Received
(Paid)1
(%) 		Value
($000) 		Unrealized
Appreciation
(Depreciation)
($000)
Credit Protection Purchased
CDX-NA-IG-S41-V1 12/20/28 USD 125,000 (1.000) (2,814) (259)
1 Periodic premium received/paid quarterly.
USD—U.S. dollar.
  
See accompanying Notes, which are an integral part of the Financial Statements.
24

 

Short-Term Corporate Bond Index Fund
Statement of Assets and Liabilities
As of February 29, 2024
($000s, except shares, footnotes, and per-share amounts) Amount
Assets  
Investments in Securities, at Value  
Unaffiliated Issuers (Cost $42,705,345) 41,540,873
Affiliated Issuers (Cost $381,410) 381,417
Total Investments in Securities 41,922,290
Investment in Vanguard 1,343
Receivables for Investment Securities Sold 1,013,139
Receivables for Accrued Income 424,044
Receivables for Capital Shares Issued 6,937
Total Assets 43,367,753
Liabilities  
Due to Custodian 955
Payables for Investment Securities Purchased 1,294,544
Payables for Capital Shares Redeemed 5,233
Payables for Distributions 1,933
Payables to Vanguard 708
Variation Margin Payable—Futures Contracts 307
Variation Margin Payable—Centrally Cleared Swap Contracts 21
Total Liabilities 1,303,701
Net Assets 42,064,052

 At February 29, 2024, net assets consisted of:

   
Paid-in Capital 44,239,249
Total Distributable Earnings (Loss) (2,175,197)
Net Assets 42,064,052
 
ETF Shares—Net Assets  
Applicable to 462,039,147 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		35,578,364
Net Asset Value Per Share—ETF Shares $77.00
 
Admiral Shares—Net Assets  
Applicable to 192,205,468 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		4,018,842
Net Asset Value Per Share—Admiral Shares $20.91
 
Institutional Shares—Net Assets  
Applicable to 96,376,039 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		2,466,846
Net Asset Value Per Share—Institutional Shares $25.60
  
See accompanying Notes, which are an integral part of the Financial Statements.
25

 

Short-Term Corporate Bond Index Fund
Statement of Operations
  Six Months Ended
February 29, 2024
  ($000)
Investment Income  
Income  
Interest1 747,086
Total Income 747,086
Expenses  
The Vanguard Group—Note B  
Investment Advisory Services 433
Management and Administrative—ETF Shares 5,329
Management and Administrative—Admiral Shares 1,209
Management and Administrative—Institutional Shares 511
Marketing and Distribution—ETF Shares 949
Marketing and Distribution—Admiral Shares 109
Marketing and Distribution—Institutional Shares 47
Custodian Fees 107
Shareholders’ Reports—ETF Shares 303
Shareholders’ Reports—Admiral Shares 23
Shareholders’ Reports—Institutional Shares 1
Trustees’ Fees and Expenses 16
Other Expenses 11
Total Expenses 9,048
Net Investment Income 738,038
Realized Net Gain (Loss)  
Investment Securities Sold1,2 (311,932)
Futures Contracts (589)
Swap Contracts (283)
Realized Net Gain (Loss) (312,804)
Change in Unrealized Appreciation (Depreciation)  
Investment Securities1 941,288
Futures Contracts (227)
Swap Contracts 261
Change in Unrealized Appreciation (Depreciation) 941,322
Net Increase (Decrease) in Net Assets Resulting from Operations 1,366,556
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 $4,054,000, $56,000, $1,000, and $4,000, respectively. Purchases and sales are for temporary cash investment purposes.
2 Includes ($105,175,000) of net gain (loss) resulting from in-kind redemptions.
  
See accompanying Notes, which are an integral part of the Financial Statements.
26

 

Short-Term Corporate Bond Index Fund
Statement of Changes in Net Assets
  Six Months Ended
February 29,
2024 		  Year Ended
August 31,
2023
  ($000)   ($000)
Increase (Decrease) in Net Assets      
Operations      
Net Investment Income 738,038   1,256,006
Realized Net Gain (Loss) (312,804)   (1,296,803)
Change in Unrealized Appreciation (Depreciation) 941,322   948,307
Net Increase (Decrease) in Net Assets Resulting from Operations 1,366,556   907,510
Distributions      
ETF Shares (623,137)   (1,047,846)
Admiral Shares (70,273)   (117,989)
Institutional Shares (41,891)   (66,109)
Total Distributions (735,301)   (1,231,944)
Capital Share Transactions      
ETF Shares (1,746,943)   (6,648,044)
Admiral Shares (104,681)   (555,646)
Institutional Shares (12,631)   216,450
Net Increase (Decrease) from Capital Share Transactions (1,864,255)   (6,987,240)
Total Increase (Decrease) (1,233,000)   (7,311,674)
Net Assets      
Beginning of Period 43,297,052   50,608,726
End of Period 42,064,052   43,297,052
  
See accompanying Notes, which are an integral part of the Financial Statements.
27

 

Short-Term Corporate Bond Index Fund
Financial Highlights
ETF Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $75.75 $76.14 $82.67 $82.95 $81.18 $78.32
Investment Operations            
Net Investment Income1 1.343 2.094 1.319 1.433 2.127 2.311
Net Realized and Unrealized Gain (Loss) on Investments 1.240 (.441) (6.388) (.250) 1.815 2.826
Total from Investment Operations 2.583 1.653 (5.069) 1.183 3.942 5.137
Distributions            
Dividends from Net Investment Income (1.333) (2.043) (1.279) (1.463) (2.172) (2.277)
Distributions from Realized Capital Gains — — (.182) — — —
Total Distributions (1.333) (2.043) (1.461) (1.463) (2.172) (2.277)
Net Asset Value, End of Period $77.00 $75.75 $76.14 $82.67 $82.95 $81.18
Total Return 3.44% 2.23% -6.19% 1.44% 4.95% 6.68%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $35,578 $36,793 $43,723 $41,569 $31,797 $24,537
Ratio of Total Expenses to Average Net Assets 0.04% 0.04%2 0.04%2 0.04% 0.05% 0.05%
Ratio of Net Investment Income to Average Net Assets 3.55% 2.78% 1.67% 1.73% 2.62% 2.92%
Portfolio Turnover Rate3 30% 63% 50% 42% 56% 51%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Calculated based on average shares outstanding.
2 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%.
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.
  
Admiral Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $20.57 $20.70 $22.49 $22.55 $22.06 $21.28
Investment Operations            
Net Investment Income1 .363 .566 .351 .385 .578 .625
Net Realized and Unrealized Gain (Loss) on Investments .342 (.126) (1.741) (.063) .485 .777
Total from Investment Operations .705 .440 (1.390) .322 1.063 1.402
Distributions            
Dividends from Net Investment Income (.365) (.570) (.350) (.382) (.573) (.622)
Distributions from Realized Capital Gains — — (.050) — — —
Total Distributions (.365) (.570) (.400) (.382) (.573) (.622)
Net Asset Value, End of Period $20.91 $20.57 $20.70 $22.49 $22.55 $22.06
Total Return2 3.46% 2.17% -6.24% 1.44% 4.90% 6.70%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $4,019 $4,060 $4,647 $5,435 $4,703 $4,312
Ratio of Total Expenses to Average Net Assets 0.07% 0.07%3 0.07%3 0.07% 0.07% 0.07%
Ratio of Net Investment Income to Average Net Assets 3.52% 2.75% 1.63% 1.71% 2.61% 2.90%
Portfolio Turnover Rate4 30% 63% 50% 42% 56% 51%
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 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%.
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.
28

 

Short-Term Corporate Bond Index Fund
Financial Highlights
Institutional Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $25.19 $25.34 $27.53 $27.61 $27.00 $26.06
Investment Operations            
Net Investment Income1 .446 .702 .436 .473 .713 .768
Net Realized and Unrealized Gain (Loss) on Investments .414 (.149) (2.131) (.080) .604 .939
Total from Investment Operations .860 .553 (1.695) .393 1.317 1.707
Distributions            
Dividends from Net Investment Income (.450) (.703) (.434) (.473) (.707) (.767)
Distributions from Realized Capital Gains — — (.061) — — —
Total Distributions (.450) (.703) (.495) (.473) (.707) (.767)
Net Asset Value, End of Period $25.60 $25.19 $25.34 $27.53 $27.61 $27.00
Total Return 3.44% 2.22% -6.21% 1.44% 4.96% 6.66%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $2,467 $2,444 $2,239 $2,258 $1,661 $1,633
Ratio of Total Expenses to Average Net Assets 0.05% 0.05%2 0.05%2 0.05% 0.05% 0.05%
Ratio of Net Investment Income to Average Net Assets 3.54% 2.79% 1.65% 1.72% 2.63% 2.92%
Portfolio Turnover Rate3 30% 63% 50% 42% 56% 51%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Calculated based on average shares outstanding.
2 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%.
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.
29

 

Short-Term Corporate Bond Index Fund
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.
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 other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
2. 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 29, 2024, the fund’s average investments in long and short futures contracts represented less than 1% and 0% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.
3. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.
The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing
30

 

Short-Term Corporate Bond Index Fund
brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.
The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.
During the six months ended February 29, 2024, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 0% and less than 1% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period.
4. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually 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.
5. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
6. Credit Facilities and Interfund Lending Program: The 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 and are 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, which 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 an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.
31

 

Short-Term Corporate Bond Index Fund
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 29, 2024, 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.
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.
B.  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 29, 2024, the fund had contributed to Vanguard capital in the amount of $1,343,000, representing less than 0.01% of the fund’s net assets and 0.54% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C.  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.
32

 

Short-Term Corporate Bond Index Fund
The following table summarizes the market value of the fund's investments and derivatives as of February 29, 2024, 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 — 463,111 — 463,111
Corporate Bonds — 41,077,762 — 41,077,762
Temporary Cash Investments 381,417 — — 381,417
Total 381,417 41,540,873 — 41,922,290
Derivative Financial Instruments        
Liabilities        
Futures Contracts1 48 — — 48
Swap Contracts 2591 — — 259
Total 307 — — 307
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities.
D.  At February 29, 2024, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:
Statement of Assets and Liabilities Interest
Rate
Contracts
($000) 		Credit
Contracts
($000) 		Total
($000)
       
Unrealized Depreciation—Futures Contracts1 48 — 48
Unrealized Depreciation—Centrally Cleared Swap Contracts1 — 259 259
Total Liabilities 48 259 307
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities.
Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended February 29, 2024, were:
Realized Net Gain (Loss) on Derivatives Interest
Rate
Contracts
($000) 		Credit
Contracts
($000) 		Total
($000)
Futures Contracts (589) — (589)
Swap Contracts — (283) (283)
Realized Net Gain (Loss) on Derivatives (589) (283) (872)
 
Change in Unrealized Appreciation (Depreciation) on Derivatives
Futures Contracts (227) — (227)
Swap Contracts — 261 261
Change in Unrealized Appreciation (Depreciation) on Derivatives (227) 261 34
E.  As of February 29, 2024, 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 43,087,631
Gross Unrealized Appreciation 122,320
Gross Unrealized Depreciation (1,287,968)
Net Unrealized Appreciation (Depreciation) (1,165,648)
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, 2023, the fund had available capital losses totaling $796,238,000 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, 2024;
33

 

Short-Term Corporate Bond Index Fund
should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.
F.  During the six months ended February 29, 2024, the fund purchased $5,679,091,000 of investment securities and sold $5,986,134,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $6,847,804,000 and $6,569,116,000, respectively. In addition, the fund purchased and sold investment securities of $5,946,578,000 and $7,702,721,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
G.  Capital share transactions for each class of shares were:
  Six Months Ended
February 29, 2024 		  Year Ended
August 31, 2023
  Amount
($000) 		Shares
(000) 		  Amount
($000) 		Shares
(000)
ETF Shares          
Issued 6,119,8681 79,9511   12,515,077 165,960
Issued in Lieu of Cash Distributions — —   — —
Redeemed (7,866,811)1 (103,600)1   (19,163,121) (254,500)
Net Increase (Decrease)—ETF Shares (1,746,943) (23,649)   (6,648,044) (88,540)
Admiral Shares          
Issued 506,382 24,360   1,301,379 63,432
Issued in Lieu of Cash Distributions 57,405 2,768   96,193 4,684
Redeemed (668,468) (32,250)   (1,953,218) (95,281)
Net Increase (Decrease)—Admiral Shares (104,681) (5,122)   (555,646) (27,165)
Institutional Shares          
Issued 377,828 14,847   811,976 32,436
Issued in Lieu of Cash Distributions 41,403 1,631   64,112 2,550
Redeemed (431,862) (17,141)   (659,638) (26,302)
Net Increase (Decrease)—Institutional Shares (12,631) (663)   216,450 8,684
1 Includes unsettled in-kind transactions as of February 29, 2024 for 1,700,000 issued shares and 3,600,000 redeemed shares valued at $275,562,000 and $126,985,000, respectively, which settled shortly afterwards. 
H.  Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund’s investments and fund performance.
To the extent the fund’s investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.
Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer’s ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.
The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund’s use of derivative(s) and the specific risks associated is described under significant accounting policies.
I.  Management has determined that no events or transactions occurred subsequent to February 29, 2024, that would require recognition or disclosure in these financial statements.
34

 

Intermediate-Term Corporate Bond Index Fund
Fund Allocation
As of February 29, 2024
Corporate Bonds – Communications 7.6%
Corporate Bonds – Consumer Discretionary 6.7
Corporate Bonds – Consumer Staples 6.9
Corporate Bonds – Energy 6.5
Corporate Bonds – Financials 31.6
Corporate Bonds – Health Care 9.3
Corporate Bonds – Industrials 6.0
Corporate Bonds – Materials 3.1
Corporate Bonds – Real Estate 5.8
Corporate Bonds – Technology 8.1
Corporate Bonds – Utilities 8.4
U.S. Government and Agency Obligations 0.0
The table reflects the fund's investments, except for short-term investments and derivatives.
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.
35

 

Intermediate-Term Corporate Bond Index Fund
Financial Statements (unaudited)
Schedule of Investments
As of February 29, 2024
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 (0.0%)
U.S. Government Securities (0.0%)
  United States Treasury Note/Bond
(Cost $5,830) 		4.000% 2/15/34   5,971      5,854
Corporate Bonds (98.6%)
Communications (7.5%)
  Alphabet Inc. 1.100% 8/15/30  53,912     43,615
  America Movil SAB de CV 3.625% 4/22/29  21,592     20,057
  America Movil SAB de CV 2.875% 5/7/30  27,248     23,878
  America Movil SAB de CV 4.700% 7/21/32  22,055     21,156
  AT&T Inc. 4.350% 3/1/29  75,338     72,772
1 AT&T Inc. 4.300% 2/15/30  94,104     89,811
  AT&T Inc. 2.750% 6/1/31  72,281     61,549
  AT&T Inc. 2.250% 2/1/32  69,129     55,439
  AT&T Inc. 2.550% 12/1/33  72,146     56,890
  AT&T Inc. 5.400% 2/15/34  79,811     79,917
  Baidu Inc. 3.425% 4/7/30   8,653      7,837
  Baidu Inc. 2.375% 10/9/30   5,766      4,852
  Baidu Inc. 2.375% 8/23/31  21,413     17,663
  Bell Telephone Co. of Canada or Bell Canada 5.100% 5/11/33  26,176     25,899
  Bell Telephone Co. of Canada or Bell Canada 5.200% 2/15/34   2,935      2,896
  Booking Holdings Inc. 4.625% 4/13/30  49,048     48,199
  British Telecommunications plc 9.625% 12/15/30  74,084     90,601
  Charter Communications Operating LLC 5.050% 3/30/29  34,146     32,665
  Charter Communications Operating LLC 2.800% 4/1/31  43,092     34,765
  Charter Communications Operating LLC 2.300% 2/1/32  23,959     18,200
  Charter Communications Operating LLC 4.400% 4/1/33  26,356     23,018
  Charter Communications Operating LLC 6.650% 2/1/34  21,500     21,540
  Comcast Corp. 2.650% 2/1/30  33,203     29,222
  Comcast Corp. 3.400% 4/1/30  41,666     38,132
  Comcast Corp. 4.250% 10/15/30  39,893     38,125
  Comcast Corp. 1.950% 1/15/31  37,946     31,161
  Comcast Corp. 1.500% 2/15/31  49,460     39,410
  Comcast Corp. 5.500% 11/15/32  25,150     25,779
  Comcast Corp. 4.250% 1/15/33  43,277     40,536
  Comcast Corp. 4.650% 2/15/33  27,894     27,082
  Comcast Corp. 7.050% 3/15/33  15,409     17,320
  Comcast Corp. 4.800% 5/15/33  30,499     29,801
  Deutsche Telekom International Finance BV 8.750% 6/15/30  92,086    108,594
  Deutsche Telekom International Finance BV 9.250% 6/1/32  10,716     13,523
  Discovery Communications LLC 4.125% 5/15/29  22,427     20,725
  Discovery Communications LLC 3.625% 5/15/30  25,024     21,992
  Electronic Arts Inc. 1.850% 2/15/31  20,276     16,503
  Expedia Group Inc. 3.250% 2/15/30  27,152     24,195
  Expedia Group Inc. 2.950% 3/15/31  22,357     19,139
  FactSet Research Systems Inc. 3.450% 3/1/32  13,708     11,917
  Fox Corp. 3.500% 4/8/30  19,270     17,337
  Fox Corp. 6.500% 10/13/33  34,384     36,110
  Grupo Televisa SAB 8.500% 3/11/32   6,269      7,211
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Interpublic Group of Cos. Inc. 4.750% 3/30/30  22,950     22,320
  Interpublic Group of Cos. Inc. 2.400% 3/1/31   7,075      5,893
  Koninklijke KPN NV 8.375% 10/1/30  15,855     18,481
  Meta Platforms Inc. 4.800% 5/15/30  40,531     40,521
  Meta Platforms Inc. 3.850% 8/15/32  75,494     69,926
  Meta Platforms Inc. 4.950% 5/15/33  37,198     37,225
  Netflix Inc. 6.375% 5/15/29  23,147     24,600
  Omnicom Group Inc. 2.450% 4/30/30  14,818     12,672
  Omnicom Group Inc. 4.200% 6/1/30  15,268     14,444
  Omnicom Group Inc. 2.600% 8/1/31  16,982     14,255
  Orange SA 9.000% 3/1/31  67,617     81,710
  Paramount Global 4.200% 6/1/29  14,471     12,743
  Paramount Global 7.875% 7/30/30  25,440     25,972
  Paramount Global 4.950% 1/15/31  28,236     24,725
  Paramount Global 4.200% 5/19/32  25,191     20,530
  Paramount Global 5.500% 5/15/33  11,262      9,750
  Rogers Communications Inc. 3.800% 3/15/32  51,867     46,078
  Rogers Communications Inc. 5.300% 2/15/34  20,000     19,634
  Sprint Capital Corp. 8.750% 3/15/32  52,906     63,932
  Take-Two Interactive Software Inc. 4.000% 4/14/32  15,253     13,984
  Telefonica Europe BV 8.250% 9/15/30  26,764     30,378
  TELUS Corp. 3.400% 5/13/32  23,750     20,606
  Tencent Music Entertainment Group 2.000% 9/3/30  13,226     10,766
  Time Warner Cable Enterprises LLC 8.375% 7/15/33  26,697     29,607
  T-Mobile USA Inc. 2.400% 3/15/29  18,776     16,517
  T-Mobile USA Inc. 3.375% 4/15/29  45,145     41,465
  T-Mobile USA Inc. 3.875% 4/15/30 166,321    154,438
  T-Mobile USA Inc. 2.550% 2/15/31  64,771     54,579
  T-Mobile USA Inc. 2.875% 2/15/31  50,175     43,162
  T-Mobile USA Inc. 3.500% 4/15/31  71,264     63,771
  T-Mobile USA Inc. 2.250% 11/15/31  28,258     22,927
  T-Mobile USA Inc. 2.700% 3/15/32  38,438     31,944
  T-Mobile USA Inc. 5.200% 1/15/33  22,801     22,655
  T-Mobile USA Inc. 5.050% 7/15/33  83,735     81,910
1 TWDC Enterprises 18 Corp. 7.000% 3/1/32   9,980     11,291
  VeriSign Inc. 2.700% 6/15/31  20,300     16,874
  Verizon Communications Inc. 4.016% 12/3/29 110,528    104,910
  Verizon Communications Inc. 3.150% 3/22/30  38,877     34,803
  Verizon Communications Inc. 1.500% 9/18/30  15,123     12,133
  Verizon Communications Inc. 1.680% 10/30/30  31,193     25,101
  Verizon Communications Inc. 7.750% 12/1/30  17,189     19,610
  Verizon Communications Inc. 1.750% 1/20/31  61,127     49,020
  Verizon Communications Inc. 2.550% 3/21/31 107,861     90,870
  Verizon Communications Inc. 2.355% 3/15/32 111,035     89,932
  Verizon Communications Inc. 5.050% 5/9/33  35,540     35,185
  Verizon Communications Inc. 4.500% 8/10/33  65,790     61,996
  Vodafone Group plc 7.875% 2/15/30  18,089     20,510
  Vodafone Group plc 6.250% 11/30/32   9,774     10,376
  Walt Disney Co. 2.000% 9/1/29  51,649     44,526
  Walt Disney Co. 3.800% 3/22/30  35,364     33,367
  Walt Disney Co. 2.650% 1/13/31  63,050     54,772
  Walt Disney Co. 6.550% 3/15/33   7,098      7,915
  Warnermedia Holdings Inc. 4.054% 3/15/29  35,426     32,740
  Warnermedia Holdings Inc. 4.279% 3/15/32 128,711    113,593
  Weibo Corp. 3.375% 7/8/30  20,536     17,623
  WPP Finance 2010 3.750% 9/19/24       1          1
                                3,558,301
36

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Consumer Discretionary (6.6%)
  Alibaba Group Holding Ltd. 2.125% 2/9/31  43,993     36,390
  Amazon.com Inc. 3.450% 4/13/29  27,493     26,041
  Amazon.com Inc. 4.650% 12/1/29  37,188     37,208
  Amazon.com Inc. 1.500% 6/3/30  61,785     51,085
  Amazon.com Inc. 2.100% 5/12/31  96,693     81,142
  Amazon.com Inc. 3.600% 4/13/32  57,109     52,645
  Amazon.com Inc. 4.700% 12/1/32  45,869     45,652
1 American Honda Finance Corp. 2.250% 1/12/29   5,391      4,787
  American Honda Finance Corp. 4.600% 4/17/30  15,471     15,152
1 American Honda Finance Corp. 4.900% 1/10/34  35,263     34,395
  Aptiv plc 4.350% 3/15/29   7,421      7,171
  Aptiv plc 3.250% 3/1/32  22,512     19,412
  AutoNation Inc. 4.750% 6/1/30  12,707     12,081
  AutoNation Inc. 2.400% 8/1/31  11,914      9,433
  AutoNation Inc. 3.850% 3/1/32  18,548     16,187
  AutoZone Inc. 3.750% 4/18/29  20,700     19,432
  AutoZone Inc. 4.000% 4/15/30  20,412     19,187
  AutoZone Inc. 1.650% 1/15/31  23,960     19,060
  AutoZone Inc. 4.750% 8/1/32  17,719     17,026
  AutoZone Inc. 4.750% 2/1/33  12,147     11,635
  AutoZone Inc. 5.200% 8/1/33   4,963      4,918
  AutoZone Inc. 6.550% 11/1/33  11,774     12,708
  Best Buy Co. Inc. 4.450% 10/1/28   6,353      6,222
  Best Buy Co. Inc. 1.950% 10/1/30  17,800     14,619
  Block Financial LLC 3.875% 8/15/30  17,236     15,539
  BorgWarner Inc. 3.375% 3/15/25       1          1
  BorgWarner Inc. 2.650% 7/1/27       1         —
  Brunswick Corp. 2.400% 8/18/31  14,747     11,604
  Brunswick Corp. 4.400% 9/15/32  11,606     10,352
  Choice Hotels International Inc. 3.700% 12/1/29  11,056      9,690
  Choice Hotels International Inc. 3.700% 1/15/31   6,457      5,548
  Darden Restaurants Inc. 6.300% 10/10/33  13,378     13,960
  Dick's Sporting Goods Inc. 3.150% 1/15/32  21,332     17,872
  eBay Inc. 2.700% 3/11/30  27,197     23,763
  eBay Inc. 2.600% 5/10/31  17,074     14,472
  eBay Inc. 6.300% 11/22/32  12,183     12,920
1 Emory University 2.143% 9/1/30  10,745      9,162
  Ford Motor Co. 9.625% 4/22/30  15,528     18,154
  Ford Motor Co. 7.450% 7/16/31  26,990     29,071
  Ford Motor Co. 3.250% 2/12/32  71,824     58,960
  Ford Motor Co. 6.100% 8/19/32  52,598     52,453
  Ford Motor Credit Co. LLC 5.113% 5/3/29  31,120     29,994
  Ford Motor Credit Co. LLC 7.350% 3/6/30  37,449     39,654
  Ford Motor Credit Co. LLC 7.200% 6/10/30  22,577     23,814
  Ford Motor Credit Co. LLC 4.000% 11/13/30  35,983     31,808
  Ford Motor Credit Co. LLC 6.050% 3/5/31  28,011     27,885
  Ford Motor Credit Co. LLC 3.625% 6/17/31  12,382     10,553
  Ford Motor Credit Co. LLC 7.122% 11/7/33  36,254     38,678
  Fortune Brands Innovations Inc. 3.250% 9/15/29  19,767     17,858
  Fortune Brands Innovations Inc. 4.000% 3/25/32   7,465      6,770
  Fortune Brands Innovations Inc. 5.875% 6/1/33  17,780     18,060
  General Motors Co. 5.400% 10/15/29  31,115     31,013
  General Motors Co. 5.600% 10/15/32  37,504     37,395
  General Motors Financial Co. Inc. 4.300% 4/6/29  34,431     32,655
  General Motors Financial Co. Inc. 5.850% 4/6/30  30,871     31,306
  General Motors Financial Co. Inc. 3.600% 6/21/30  29,236     26,220
  General Motors Financial Co. Inc. 2.350% 1/8/31  11,472      9,349
  General Motors Financial Co. Inc. 5.750% 2/8/31  18,000     17,948
  General Motors Financial Co. Inc. 2.700% 6/10/31  34,789     28,625
  General Motors Financial Co. Inc. 3.100% 1/12/32  36,228     30,257
  General Motors Financial Co. Inc. 6.400% 1/9/33  13,039     13,540
  General Motors Financial Co. Inc. 6.100% 1/7/34  39,955     40,360
  Genuine Parts Co. 1.875% 11/1/30  12,487     10,021
  Genuine Parts Co. 2.750% 2/1/32  10,327      8,487
  Genuine Parts Co. 6.875% 11/1/33   9,870     10,781
  GXO Logistics Inc. 2.650% 7/15/31   6,870      5,580
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Hasbro Inc. 3.900% 11/19/29  26,914     24,696
  Home Depot Inc. 4.900% 4/15/29  17,105     17,166
  Home Depot Inc. 2.950% 6/15/29  37,167     33,925
  Home Depot Inc. 2.700% 4/15/30  41,230     36,473
  Home Depot Inc. 1.375% 3/15/31  46,145     36,506
  Home Depot Inc. 1.875% 9/15/31  44,625     36,156
  Home Depot Inc. 3.250% 4/15/32  47,059     41,736
  Home Depot Inc. 4.500% 9/15/32  21,650     21,159
  Honda Motor Co. Ltd. 2.967% 3/10/32  17,931     15,744
  Hyatt Hotels Corp. 5.750% 4/23/30   9,667      9,851
  JD.com Inc. 3.375% 1/14/30  16,628     15,002
1 Johns Hopkins University 4.705% 7/1/32   7,945      7,990
  Lear Corp. 4.250% 5/15/29  11,709     11,142
  Lear Corp. 3.500% 5/30/30   9,171      8,196
  Lear Corp. 2.600% 1/15/32   3,838      3,124
  Leggett & Platt Inc. 4.400% 3/15/29  17,270     16,362
  Lowe's Cos. Inc. 3.650% 4/5/29  37,968     35,798
  Lowe's Cos. Inc. 4.500% 4/15/30  39,536     38,409
  Lowe's Cos. Inc. 1.700% 10/15/30  30,381     24,633
  Lowe's Cos. Inc. 2.625% 4/1/31  39,310     33,521
  Lowe's Cos. Inc. 3.750% 4/1/32  36,478     33,104
  Lowe's Cos. Inc. 5.000% 4/15/33  20,595     20,296
  Lowe's Cos. Inc. 5.150% 7/1/33  38,406     38,222
  Magna International Inc. 2.450% 6/15/30  19,051     16,386
  Magna International Inc. 5.500% 3/21/33  13,545     13,875
  Marriott International Inc. 4.900% 4/15/29  17,276     17,065
1 Marriott International Inc. 4.625% 6/15/30  22,140     21,424
1 Marriott International Inc. 2.850% 4/15/31  40,620     34,670
1 Marriott International Inc. 3.500% 10/15/32  37,940     33,092
1 Marriott International Inc. 2.750% 10/15/33   9,718      7,823
  Marriott International Inc. 5.300% 5/15/34   9,800      9,646
  Masco Corp. 2.000% 10/1/30   7,904      6,431
  Masco Corp. 2.000% 2/15/31  16,206     13,160
1 McDonald's Corp. 2.625% 9/1/29  25,613     22,911
1 McDonald's Corp. 2.125% 3/1/30  12,366     10,581
1 McDonald's Corp. 3.600% 7/1/30  28,773     26,645
1 McDonald's Corp. 4.600% 9/9/32  12,879     12,574
  McDonald's Corp. 4.950% 8/14/33  18,500     18,331
  MDC Holdings Inc. 3.850% 1/15/30   3,940      3,634
  MDC Holdings Inc. 2.500% 1/15/31  14,561     12,304
2 Mercedes-Benz Finance North America LLC 3.100% 8/15/29      37         34
  Mercedes-Benz Finance North America LLC 8.500% 1/18/31  42,263     51,281
2 Mercedes-Benz Finance North America LLC 2.450% 3/2/31     120        102
  Mohawk Industries Inc. 3.625% 5/15/30  12,251     11,148
  NIKE Inc. 2.850% 3/27/30  34,572     31,076
  NVR Inc. 3.000% 5/15/30  25,409     22,394
  O'Reilly Automotive Inc. 3.900% 6/1/29  13,383     12,694
  O'Reilly Automotive Inc. 4.200% 4/1/30  12,916     12,260
  O'Reilly Automotive Inc. 1.750% 3/15/31   4,465      3,579
  O'Reilly Automotive Inc. 4.700% 6/15/32  26,417     25,546
  Owens Corning 3.950% 8/15/29  13,557     12,789
  Owens Corning 3.875% 6/1/30   8,275      7,628
  Polaris Inc. 6.950% 3/15/29  10,000     10,544
  PulteGroup Inc. 7.875% 6/15/32   8,067      9,330
  PulteGroup Inc. 6.375% 5/15/33   8,775      9,278
  Ralph Lauren Corp. 2.950% 6/15/30  19,851     17,650
  Ross Stores Inc. 1.875% 4/15/31  12,983     10,545
  Sands China Ltd. 3.100% 3/8/29  17,395     14,984
  Sands China Ltd. 4.625% 6/18/30  16,365     14,886
  Sands China Ltd. 3.250% 8/8/31  15,195     12,605
  Stanley Black & Decker Inc. 2.300% 3/15/30  12,895     10,825
  Stanley Black & Decker Inc. 3.000% 5/15/32  10,191      8,606
  Starbucks Corp. 3.550% 8/15/29  26,665     24,997
  Starbucks Corp. 2.250% 3/12/30  23,897     20,436
 
37

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Starbucks Corp. 2.550% 11/15/30  44,409     38,122
  Starbucks Corp. 4.900% 2/15/31  10,000      9,880
  Starbucks Corp. 3.000% 2/14/32  27,959     24,223
  Starbucks Corp. 4.800% 2/15/33   9,922      9,783
  Starbucks Corp. 5.000% 2/15/34  10,000      9,841
  Tapestry Inc. 7.700% 11/27/30  21,380     22,713
1 Tapestry Inc. 3.050% 3/15/32  12,476     10,113
  Tapestry Inc. 7.850% 11/27/33  33,114     35,828
  TJX Cos. Inc. 3.875% 4/15/30   8,913      8,451
  TJX Cos. Inc. 1.600% 5/15/31   8,230      6,633
  Toll Brothers Finance Corp. 3.800% 11/1/29  10,782      9,912
  Toyota Motor Corp. 2.760% 7/2/29  14,342     13,208
  Toyota Motor Corp. 2.362% 3/25/31  12,471     10,745
  Toyota Motor Corp. 5.123% 7/13/33   3,643      3,818
  Toyota Motor Credit Corp. 3.650% 1/8/29      25         24
1 Toyota Motor Credit Corp. 4.450% 6/29/29  21,629     21,237
1 Toyota Motor Credit Corp. 2.150% 2/13/30  20,278     17,421
1 Toyota Motor Credit Corp. 3.375% 4/1/30  27,382     25,168
  Toyota Motor Credit Corp. 4.550% 5/17/30  24,197     23,692
  Toyota Motor Credit Corp. 5.550% 11/20/30  27,149     28,024
1 Toyota Motor Credit Corp. 1.650% 1/10/31  14,771     11,985
  Toyota Motor Credit Corp. 1.900% 9/12/31  13,386     10,876
1 Toyota Motor Credit Corp. 2.400% 1/13/32   4,953      4,143
  Toyota Motor Credit Corp. 4.700% 1/12/33  13,035     12,854
1 Toyota Motor Credit Corp. 4.800% 1/5/34  22,930     22,350
  Tractor Supply Co. 1.750% 11/1/30  17,688     14,242
  Tractor Supply Co. 5.250% 5/15/33  20,243     20,117
  VF Corp. 2.950% 4/23/30  20,498     16,909
  Whirlpool Corp. 4.750% 2/26/29     470        459
  Whirlpool Corp. 2.400% 5/15/31   3,507      2,876
  Whirlpool Corp. 4.700% 5/14/32   6,859      6,484
  Whirlpool Corp. 5.500% 3/1/33   9,540      9,459
  Whirlpool Corp. 5.750% 3/1/34   7,875      7,832
1 Yale University 1.482% 4/15/30  13,007     10,859
                                3,130,981
Consumer Staples (6.8%)
  Ahold Finance USA LLC 6.875% 5/1/29   7,108      7,711
  Altria Group Inc. 3.400% 5/6/30  13,079     11,771
  Altria Group Inc. 2.450% 2/4/32  51,183     40,970
  Altria Group Inc. 6.875% 11/1/33  12,145     13,079
  Anheuser-Busch InBev Worldwide Inc. 4.750% 1/23/29  23,208     23,051
  Anheuser-Busch InBev Worldwide Inc. 3.500% 6/1/30  46,378     42,858
  Anheuser-Busch InBev Worldwide Inc. 4.900% 1/23/31  15,932     16,015
  Archer-Daniels-Midland Co. 3.250% 3/27/30  21,729     19,658
  Archer-Daniels-Midland Co. 2.900% 3/1/32  22,613     19,270
  Archer-Daniels-Midland Co. 5.935% 10/1/32   4,280      4,527
  Archer-Daniels-Midland Co. 4.500% 8/15/33   2,848      2,714
  Avery Dennison Corp. 4.875% 12/6/28   6,374      6,310
  Avery Dennison Corp. 2.650% 4/30/30  14,452     12,571
  Avery Dennison Corp. 2.250% 2/15/32   6,615      5,371
  Avery Dennison Corp. 5.750% 3/15/33  10,566     10,936
  BAT Capital Corp. 3.462% 9/6/29  12,450     11,265
  BAT Capital Corp. 4.906% 4/2/30  29,249     28,413
  BAT Capital Corp. 6.343% 8/2/30  32,442     33,483
  BAT Capital Corp. 5.834% 2/20/31  11,000     10,960
  BAT Capital Corp. 2.726% 3/25/31  35,665     29,403
  BAT Capital Corp. 4.742% 3/16/32  31,811     29,919
  BAT Capital Corp. 7.750% 10/19/32  17,351     19,347
  BAT Capital Corp. 6.421% 8/2/33  30,756     31,568
  BAT Capital Corp. 6.000% 2/20/34  11,003     10,896
  BAT International Finance plc 5.931% 2/2/29   9,735      9,937
  Brown-Forman Corp. 4.750% 4/15/33  18,585     18,322
  Bunge Ltd. Finance Corp. 2.750% 5/14/31  27,022     22,990
  Campbell Soup Co. 2.375% 4/24/30  24,138     20,495
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Church & Dwight Co. Inc. 2.300% 12/15/31   4,215      3,478
  Church & Dwight Co. Inc. 5.600% 11/15/32  18,065     18,732
  Clorox Co. 4.400% 5/1/29  13,464     13,122
  Clorox Co. 1.800% 5/15/30  13,192     10,898
  Clorox Co. 4.600% 5/1/32  16,263     15,779
  Coca-Cola Co. 2.125% 9/6/29  21,956     19,318
  Coca-Cola Co. 3.450% 3/25/30  28,718     26,788
  Coca-Cola Co. 1.650% 6/1/30  29,685     24,793
  Coca-Cola Co. 2.000% 3/5/31  29,459     24,642
  Coca-Cola Co. 1.375% 3/15/31  47,107     37,709
  Coca-Cola Co. 2.250% 1/5/32  45,617     38,410
  Coca-Cola Femsa SAB de CV 2.750% 1/22/30  28,341     25,061
  Coca-Cola Femsa SAB de CV 1.850% 9/1/32  18,739     14,586
  Colgate-Palmolive Co. 3.250% 8/15/32  10,915      9,782
  Colgate-Palmolive Co. 4.600% 3/1/33  11,906     11,817
  Conagra Brands Inc. 8.250% 9/15/30   6,569      7,543
  Constellation Brands Inc. 3.150% 8/1/29  24,317     22,061
  Constellation Brands Inc. 2.875% 5/1/30  16,474     14,465
  Constellation Brands Inc. 2.250% 8/1/31  34,619     28,234
  Constellation Brands Inc. 4.750% 5/9/32  15,919     15,378
  Constellation Brands Inc. 4.900% 5/1/33  21,161     20,542
  Costco Wholesale Corp. 1.600% 4/20/30  50,269     41,861
  Costco Wholesale Corp. 1.750% 4/20/32  34,282     27,410
  Diageo Capital plc 2.375% 10/24/29  31,417     27,583
  Diageo Capital plc 2.000% 4/29/30  34,243     28,857
  Diageo Capital plc 2.125% 4/29/32  27,801     22,464
  Diageo Capital plc 5.500% 1/24/33  24,411     25,064
  Diageo Capital plc 5.625% 10/5/33  22,326     23,176
  Dollar General Corp. 3.500% 4/3/30  38,548     34,859
  Dollar General Corp. 5.000% 11/1/32  17,436     16,930
  Dollar General Corp. 5.450% 7/5/33  24,396     24,209
  Dollar Tree Inc. 2.650% 12/1/31  21,695     18,061
  Estee Lauder Cos. Inc. 2.375% 12/1/29  11,367      9,932
  Estee Lauder Cos. Inc. 2.600% 4/15/30  21,641     18,937
  Estee Lauder Cos. Inc. 1.950% 3/15/31  21,174     17,358
  Estee Lauder Cos. Inc. 4.650% 5/15/33  13,534     13,128
  Flowers Foods Inc. 2.400% 3/15/31  12,123     10,127
  General Mills Inc. 2.875% 4/15/30  16,878     14,902
  General Mills Inc. 2.250% 10/14/31  19,585     16,051
  General Mills Inc. 4.950% 3/29/33  30,942     30,372
  Haleon US Capital LLC 3.375% 3/24/29  26,953     24,901
  Haleon US Capital LLC 3.625% 3/24/32  50,524     45,235
  Hershey Co. 1.700% 6/1/30   9,400      7,844
  Hershey Co. 4.500% 5/4/33  14,297     13,988
  Hormel Foods Corp. 1.800% 6/11/30  26,620     22,091
  Ingredion Inc. 2.900% 6/1/30  14,121     12,408
  J M Smucker Co. 2.375% 3/15/30   4,110      3,525
  J M Smucker Co. 2.125% 3/15/32   9,965      7,952
  J M Smucker Co. 6.200% 11/15/33  34,166     36,143
  JBS USA LUX SA 5.500% 1/15/30  34,537     33,642
  JBS USA LUX SA 3.750% 12/1/31  20,427     17,359
  JBS USA LUX SA 3.625% 1/15/32  25,227     21,213
  JBS USA LUX SA 3.000% 5/15/32  18,395     14,724
  JBS USA LUX SA 5.750% 4/1/33  46,627     45,207
  Kellanova 2.100% 6/1/30  13,262     11,160
1 Kellanova 7.450% 4/1/31  10,844     12,132
  Kellanova 5.250% 3/1/33  10,732     10,653
  Kenvue Inc. 5.000% 3/22/30  28,922     28,981
  Kenvue Inc. 4.900% 3/22/33  32,108     31,746
  Keurig Dr Pepper Inc. 3.950% 4/15/29  26,331     25,067
  Keurig Dr Pepper Inc. 3.200% 5/1/30  18,145     16,362
  Keurig Dr Pepper Inc. 2.250% 3/15/31  18,688     15,517
  Keurig Dr Pepper Inc. 4.050% 4/15/32  28,282     26,233
  Kimberly-Clark Corp. 3.950% 11/1/28     290        281
  Kimberly-Clark Corp. 3.200% 4/25/29  15,875     14,730
  Kimberly-Clark Corp. 3.100% 3/26/30  23,796     21,646
  Kimberly-Clark Corp. 2.000% 11/2/31  16,760     13,773
 
38

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Kraft Heinz Foods Co. 3.750% 4/1/30  25,335     23,619
  Kraft Heinz Foods Co. 4.250% 3/1/31  20,583     19,546
  Kraft Heinz Foods Co. 6.750% 3/15/32   6,888      7,577
1 Kroger Co. 7.700% 6/1/29   1,805      2,005
  Kroger Co. 2.200% 5/1/30  14,476     12,172
  Kroger Co. 1.700% 1/15/31  15,205     12,117
  Kroger Co. 7.500% 4/1/31  14,440     16,290
  McCormick & Co. Inc. 2.500% 4/15/30   7,297      6,245
  McCormick & Co. Inc. 1.850% 2/15/31   8,499      6,832
  McCormick & Co. Inc. 4.950% 4/15/33  12,156     11,864
  Mondelez International Inc. 2.750% 4/13/30  16,197     14,304
  Mondelez International Inc. 1.500% 2/4/31  12,841     10,206
  Mondelez International Inc. 3.000% 3/17/32  23,614     20,355
  Mondelez International Inc. 1.875% 10/15/32  13,477     10,606
  PepsiCo Inc. 7.000% 3/1/29  15,355     16,925
  PepsiCo Inc. 2.625% 7/29/29  38,007     34,239
  PepsiCo Inc. 2.750% 3/19/30  48,510     43,275
  PepsiCo Inc. 1.625% 5/1/30  40,271     33,476
  PepsiCo Inc. 1.400% 2/25/31  26,029     20,809
  PepsiCo Inc. 1.950% 10/21/31  32,043     26,230
  PepsiCo Inc. 3.900% 7/18/32  33,208     31,171
  Philip Morris International Inc. 3.375% 8/15/29  31,697     29,100
  Philip Morris International Inc. 5.625% 11/17/29  38,402     39,324
  Philip Morris International Inc. 5.125% 2/15/30  48,178     47,944
  Philip Morris International Inc. 2.100% 5/1/30  23,438     19,751
  Philip Morris International Inc. 5.500% 9/7/30   9,901      9,989
  Philip Morris International Inc. 1.750% 11/1/30  19,130     15,453
  Philip Morris International Inc. 5.125% 2/13/31  16,000     15,743
  Philip Morris International Inc. 5.750% 11/17/32  39,470     40,230
  Philip Morris International Inc. 5.375% 2/15/33  69,951     69,670
  Philip Morris International Inc. 5.625% 9/7/33  18,416     18,586
  Philip Morris International Inc. 5.250% 2/13/34  33,548     32,778
  Pilgrim's Pride Corp. 4.250% 4/15/31  27,034     24,153
  Pilgrim's Pride Corp. 3.500% 3/1/32  26,123     21,831
  Pilgrim's Pride Corp. 6.250% 7/1/33  23,846     24,139
  Procter & Gamble Co. 3.000% 3/25/30  34,243     31,334
  Procter & Gamble Co. 1.200% 10/29/30  40,275     32,389
  Procter & Gamble Co. 1.950% 4/23/31  19,133     16,094
  Procter & Gamble Co. 2.300% 2/1/32  10,364      8,839
  Procter & Gamble Co. 4.050% 1/26/33  17,136     16,506
  Procter & Gamble Co. 4.550% 1/29/34  19,090     18,838
  Sysco Corp. 2.400% 2/15/30  13,238     11,396
  Sysco Corp. 5.950% 4/1/30  33,484     34,806
  Sysco Corp. 2.450% 12/14/31   4,581      3,795
  Sysco Corp. 6.000% 1/17/34   9,496      9,985
  Target Corp. 3.375% 4/15/29  20,455     19,171
  Target Corp. 2.350% 2/15/30  15,294     13,341
  Target Corp. 2.650% 9/15/30   7,573      6,642
  Target Corp. 4.500% 9/15/32  26,848     25,983
  Target Corp. 4.400% 1/15/33   5,640      5,443
  Tyson Foods Inc. 4.350% 3/1/29  20,091     19,332
  Unilever Capital Corp. 2.125% 9/6/29  18,954     16,511
  Unilever Capital Corp. 1.375% 9/14/30   6,877      5,557
  Unilever Capital Corp. 1.750% 8/12/31  16,676     13,411
  Unilever Capital Corp. 5.900% 11/15/32  21,940     23,345
  Unilever Capital Corp. 5.000% 12/8/33  30,905     30,957
  Walmart Inc. 3.250% 7/8/29  27,679     26,039
  Walmart Inc. 2.375% 9/24/29   9,560      8,530
  Walmart Inc. 7.550% 2/15/30   8,717     10,084
  Walmart Inc. 4.000% 4/15/30   9,890      9,583
  Walmart Inc. 1.800% 9/22/31  50,215     41,155
  Walmart Inc. 4.150% 9/9/32  30,559     29,487
  Walmart Inc. 4.100% 4/15/33  44,368     42,257
                                3,192,106
Energy (6.4%)
  Apache Corp. 4.250% 1/15/30  13,922     12,792
  Baker Hughes Holdings LLC 4.486% 5/1/30  13,371     12,996
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Boardwalk Pipelines LP 3.400% 2/15/31  15,847     13,983
  Boardwalk Pipelines LP 3.600% 9/1/32  12,781     11,100
  BP Capital Markets America Inc. 4.699% 4/10/29   4,500      4,451
  BP Capital Markets America Inc. 3.633% 4/6/30  38,170     35,570
  BP Capital Markets America Inc. 1.749% 8/10/30  22,057     18,188
  BP Capital Markets America Inc. 2.721% 1/12/32  48,990     41,555
  BP Capital Markets America Inc. 4.812% 2/13/33  67,641     65,996
  BP Capital Markets America Inc. 4.893% 9/11/33  45,575     44,704
  BP Capital Markets America Inc. 4.989% 4/10/34   5,000      4,920
  Burlington Resources LLC 7.200% 8/15/31   3,598      4,060
  Burlington Resources LLC 7.400% 12/1/31   5,606      6,408
  Canadian Natural Resources Ltd. 2.950% 7/15/30  19,227     16,719
  Canadian Natural Resources Ltd. 7.200% 1/15/32  11,289     12,294
  Canadian Natural Resources Ltd. 6.450% 6/30/33   6,504      6,838
  Cenovus Energy Inc. 2.650% 1/15/32  12,818     10,488
  Cheniere Corpus Christi Holdings LLC 3.700% 11/15/29  41,156     37,998
  Cheniere Energy Partners LP 4.500% 10/1/29  14,290     13,395
  Cheniere Energy Partners LP 4.000% 3/1/31  51,149     45,682
  Cheniere Energy Partners LP 3.250% 1/31/32  43,358     36,238
2 Cheniere Energy Partners LP 5.950% 6/30/33  35,023     35,162
  Chevron Corp. 2.236% 5/11/30  46,044     39,839
  Chevron USA Inc. 3.250% 10/15/29  15,454     14,374
  Conoco Funding Co. 7.250% 10/15/31   4,875      5,523
  ConocoPhillips 2.400% 2/15/31  20,147     16,756
  ConocoPhillips 5.900% 10/15/32  10,945     11,710
  ConocoPhillips Co. 6.950% 4/15/29  34,608     37,935
  ConocoPhillips Co. 5.050% 9/15/33  30,481     30,379
  Coterra Energy Inc. 4.375% 3/15/29  10,798     10,400
  DCP Midstream Operating LP 5.125% 5/15/29  16,188     15,987
  DCP Midstream Operating LP 3.250% 2/15/32   9,314      7,938
  Devon Energy Corp. 4.500% 1/15/30  18,118     17,284
  Devon Energy Corp. 7.875% 9/30/31  14,223     16,188
  Devon Energy Corp. 7.950% 4/15/32   7,328      8,352
  Diamondback Energy Inc. 3.500% 12/1/29  35,837     32,896
  Diamondback Energy Inc. 3.125% 3/24/31  23,340     20,458
  Diamondback Energy Inc. 6.250% 3/15/33  26,349     27,691
  Eastern Gas Transmission & Storage Inc. 3.000% 11/15/29  11,403     10,142
  Enbridge Inc. 3.125% 11/15/29  18,044     16,301
  Enbridge Inc. 6.200% 11/15/30  20,632     21,633
  Enbridge Inc. 5.700% 3/8/33  63,297     64,070
  Enbridge Inc. 2.500% 8/1/33  22,390     17,693
  Energy Transfer LP 5.250% 4/15/29  45,369     45,192
  Energy Transfer LP 4.150% 9/15/29  14,247     13,433
  Energy Transfer LP 3.750% 5/15/30  58,581     53,449
  Energy Transfer LP 6.400% 12/1/30  14,438     15,145
  Energy Transfer LP 5.750% 2/15/33  44,496     44,770
  Energy Transfer LP 6.550% 12/1/33  36,058     38,223
  Energy Transfer LP 5.550% 5/15/34  10,820     10,713
  Enterprise Products Operating LLC 3.125% 7/31/29  41,024     37,532
  Enterprise Products Operating LLC 2.800% 1/31/30  38,431     34,119
  Enterprise Products Operating LLC 5.350% 1/31/33  26,181     26,472
1 Enterprise Products Operating LLC 6.875% 3/1/33  16,306     18,145
  Enterprise Products Operating LLC 4.850% 1/31/34  21,989     21,416
  EOG Resources Inc. 4.375% 4/15/30  30,408     29,488
  EQT Corp. 7.000% 2/1/30  15,991     16,938
  Exxon Mobil Corp. 2.440% 8/16/29  28,415     25,381
  Exxon Mobil Corp. 3.482% 3/19/30  47,509     44,324
  Exxon Mobil Corp. 2.610% 10/15/30  45,357     39,779
  Halliburton Co. 2.920% 3/1/30  33,765     29,988
  Helmerich & Payne Inc. 2.900% 9/29/31  14,890     12,351
  Hess Corp. 7.875% 10/1/29   9,206     10,323
  Hess Corp. 7.300% 8/15/31  10,909     12,255
  Hess Corp. 7.125% 3/15/33  14,430     16,181
  HF Sinclair Corp. 4.500% 10/1/30   6,627      6,198
  Kinder Morgan Energy Partners LP 7.400% 3/15/31   3,909      4,322
 
39

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Kinder Morgan Energy Partners LP 7.300% 8/15/33   5,363      5,953
  Kinder Morgan Inc. 2.000% 2/15/31  27,664     22,436
1 Kinder Morgan Inc. 7.800% 8/1/31   7,524      8,414
1 Kinder Morgan Inc. 7.750% 1/15/32  27,572     31,050
  Kinder Morgan Inc. 4.800% 2/1/33  20,083     18,950
  Kinder Morgan Inc. 5.200% 6/1/33  46,613     45,340
  Marathon Oil Corp. 6.800% 3/15/32  16,395     17,475
  MPLX LP 2.650% 8/15/30  39,522     33,634
  MPLX LP 4.950% 9/1/32  23,203     22,210
  MPLX LP 5.000% 3/1/33  25,626     24,516
  NOV Inc. 3.600% 12/1/29  13,687     12,485
  Occidental Petroleum Corp. 8.875% 7/15/30  23,313     26,949
  Occidental Petroleum Corp. 6.625% 9/1/30  38,681     40,705
  Occidental Petroleum Corp. 6.125% 1/1/31  30,974     31,729
  Occidental Petroleum Corp. 7.500% 5/1/31  22,242     24,570
  Occidental Petroleum Corp. 7.875% 9/15/31  13,458     15,153
  ONEOK Inc. 4.350% 3/15/29  25,859     24,895
  ONEOK Inc. 3.400% 9/1/29   7,508      6,857
  ONEOK Inc. 3.100% 3/15/30  30,994     27,459
  ONEOK Inc. 3.250% 6/1/30  12,780     11,419
  ONEOK Inc. 5.800% 11/1/30   8,932      9,143
  ONEOK Inc. 6.350% 1/15/31   9,092      9,534
  ONEOK Inc. 6.100% 11/15/32  21,396     22,161
  ONEOK Inc. 6.050% 9/1/33  43,781     45,111
  Ovintiv Inc. 8.125% 9/15/30   2,980      3,344
  Ovintiv Inc. 7.200% 11/1/31  15,000     16,189
  Ovintiv Inc. 7.375% 11/1/31  11,024     12,015
  Ovintiv Inc. 6.250% 7/15/33  19,266     19,809
  Patterson-UTI Energy Inc. 5.150% 11/15/29   8,364      8,040
  Patterson-UTI Energy Inc. 7.150% 10/1/33   9,300      9,857
  Phillips 66 2.150% 12/15/30  17,302     14,377
  Phillips 66 Co. 3.150% 12/15/29  11,401     10,280
  Phillips 66 Co. 5.250% 6/15/31  22,500     22,445
  Phillips 66 Co. 5.300% 6/30/33  24,491     24,300
  Pioneer Natural Resources Co. 1.900% 8/15/30  44,306     36,933
  Pioneer Natural Resources Co. 2.150% 1/15/31  34,528     28,915
  Plains All American Pipeline LP 3.550% 12/15/29  33,421     30,298
  Plains All American Pipeline LP 3.800% 9/15/30  22,377     20,386
  Sabine Pass Liquefaction LLC 4.500% 5/15/30  59,823     57,271
  Schlumberger Investment SA 2.650% 6/26/30  39,901     35,066
  Schlumberger Investment SA 4.850% 5/15/33  15,131     14,974
  Shell International Finance BV 2.375% 11/7/29  38,880     34,252
  Shell International Finance BV 2.750% 4/6/30  47,341     42,141
  Suncor Energy Inc. 7.150% 2/1/32  12,888     14,124
  Targa Resources Corp. 6.150% 3/1/29  21,370     22,033
  Targa Resources Corp. 4.200% 2/1/33  18,196     16,372
  Targa Resources Corp. 6.125% 3/15/33  21,928     22,595
  Targa Resources Partners LP 6.875% 1/15/29   9,742     10,045
  Targa Resources Partners LP 5.500% 3/1/30  24,500     24,218
  Targa Resources Partners LP 4.875% 2/1/31  27,238     25,847
  Targa Resources Partners LP 4.000% 1/15/32  26,992     24,089
  Texas Eastern Transmission LP 7.000% 7/15/32   6,072      6,716
  TotalEnergies Capital International SA 2.829% 1/10/30  33,065     29,702
  TransCanada PipeLines Ltd. 4.100% 4/15/30  36,087     33,801
  TransCanada PipeLines Ltd. 2.500% 10/12/31  28,839     23,633
  Transcontinental Gas Pipe Line Co. LLC 3.250% 5/15/30  23,164     20,842
  Valero Energy Corp. 4.000% 4/1/29   6,008      5,733
  Valero Energy Corp. 2.800% 12/1/31  17,903     15,110
  Valero Energy Corp. 7.500% 4/15/32  11,860     13,491
  Western Midstream Operating LP 4.050% 2/1/30  28,451     26,322
  Western Midstream Operating LP 6.150% 4/1/33  18,803     19,117
  Williams Cos. Inc. 3.500% 11/15/30  34,069     30,723
1 Williams Cos. Inc. 7.500% 1/15/31   2,086      2,317
  Williams Cos. Inc. 2.600% 3/15/31  51,695     43,549
  Williams Cos. Inc. 8.750% 3/15/32   6,322      7,524
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Williams Cos. Inc. 4.650% 8/15/32  22,403     21,304
  Williams Cos. Inc. 5.650% 3/15/33  25,023     25,432
                                3,004,902
Financials (31.2%)
  ACE Capital Trust II 9.700% 4/1/30     867      1,018
  AerCap Ireland Capital DAC 6.150% 9/30/30  19,112     19,738
  AerCap Ireland Capital DAC 3.300% 1/30/32 120,560    102,027
  AerCap Ireland Capital DAC 3.400% 10/29/33  39,655     32,988
  AerCap Ireland Capital DAC 5.300% 1/19/34  19,010     18,366
  Affiliated Managers Group Inc. 3.300% 6/15/30   7,902      6,954
3 Aflac Inc. 3.600% 4/1/30  25,299     23,451
  Air Lease Corp. 4.625% 10/1/28      43         42
  Air Lease Corp. 5.100% 3/1/29  10,000      9,828
  Air Lease Corp. 3.250% 10/1/29  10,572      9,423
1 Air Lease Corp. 3.000% 2/1/30  13,495     11,731
  Air Lease Corp. 3.125% 12/1/30  14,438     12,431
1 Air Lease Corp. 2.875% 1/15/32  15,167     12,585
  Alleghany Corp. 3.625% 5/15/30  13,504     12,552
  Allstate Corp. 1.450% 12/15/30  18,590     14,671
  Allstate Corp. 5.250% 3/30/33  22,906     22,817
  Allstate Corp. 5.350% 6/1/33   5,437      5,450
1 Ally Financial Inc. 8.000% 11/1/31  44,823     49,237
  Ally Financial Inc. 8.000% 11/1/31   9,128      9,943
  American Express Co. 4.050% 5/3/29  30,555     29,531
  American Express Co. 6.489% 10/30/31  34,960     37,233
  American Express Co. 4.989% 5/26/33  23,276     22,640
  American Express Co. 4.420% 8/3/33  32,960     31,225
  American Express Co. 5.043% 5/1/34  23,428     22,979
  American Express Co. 5.625% 7/28/34   7,915      7,964
  American Financial Group Inc. 5.250% 4/2/30   8,019      7,894
  American International Group Inc. 4.250% 3/15/29   4,511      4,328
  American International Group Inc. 3.400% 6/30/30   3,922      3,540
  American International Group Inc. 5.125% 3/27/33  21,006     20,710
  Ameriprise Financial Inc. 4.500% 5/13/32  15,666     15,030
  Ameriprise Financial Inc. 5.150% 5/15/33  27,109     27,144
  Aon Corp. 3.750% 5/2/29  19,784     18,559
  Aon Corp. 2.800% 5/15/30  33,036     28,738
  Aon Corp. 2.050% 8/23/31   8,234      6,600
  Aon Corp. 2.600% 12/2/31   8,124      6,754
  Aon Corp. 5.000% 9/12/32  18,469     18,042
  Aon Corp. 5.350% 2/28/33  21,808     21,769
4 Aon North America Inc. 5.300% 3/1/31   6,000      5,992
4 Aon North America Inc. 5.450% 3/1/34  16,555     16,564
  Apollo Global Management Inc. 6.375% 11/15/33  13,250     14,219
  Ares Capital Corp. 5.875% 3/1/29  26,435     25,851
  Ares Capital Corp. 3.200% 11/15/31  14,653     11,949
  Arthur J Gallagher & Co. 2.400% 11/9/31  11,250      9,110
  Arthur J Gallagher & Co. 5.500% 3/2/33  11,940     11,908
  Assurant Inc. 4.900% 3/27/28       1         —
  Assurant Inc. 3.700% 2/22/30  13,144     11,730
  Assured Guaranty US Holdings Inc. 3.150% 6/15/31  13,650     11,941
  Athene Holding Ltd. 6.150% 4/3/30  11,566     11,903
  Athene Holding Ltd. 3.500% 1/15/31  19,605     17,046
  Athene Holding Ltd. 6.650% 2/1/33   7,468      7,815
  Athene Holding Ltd. 5.875% 1/15/34  11,338     11,261
  AXA SA 8.600% 12/15/30  20,959     24,800
  AXIS Specialty Finance LLC 3.900% 7/15/29  12,436     11,691
1 AXIS Specialty Finance LLC 4.900% 1/15/40   2,566      2,265
  Banco Bilbao Vizcaya Argentaria SA 7.883% 11/15/34  19,980     21,283
  Banco Santander SA 3.306% 6/27/29  34,713     31,451
  Banco Santander SA 3.490% 5/28/30  31,041     27,815
  Banco Santander SA 2.749% 12/3/30  52,628     42,859
  Banco Santander SA 2.958% 3/25/31  14,150     12,052
  Banco Santander SA 3.225% 11/22/32   7,244      5,979
  Banco Santander SA 6.921% 8/8/33  49,235     51,150
  Banco Santander SA 6.938% 11/7/33  45,322     49,411
1 Bank of America Corp. 3.419% 12/20/28       1          1
 
40

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Bank of America Corp. 3.974% 2/7/30   1,166      1,096
1 Bank of America Corp. 3.194% 7/23/30  63,074     56,750
1 Bank of America Corp. 2.884% 10/22/30  53,400     47,058
1 Bank of America Corp. 2.496% 2/13/31  92,233     78,631
1 Bank of America Corp. 2.592% 4/29/31  80,154     68,325
1 Bank of America Corp. 1.898% 7/23/31  62,397     50,621
1 Bank of America Corp. 1.922% 10/24/31  74,218     59,890
1 Bank of America Corp. 2.651% 3/11/32  62,989     52,689
  Bank of America Corp. 2.687% 4/22/32 105,895     88,632
  Bank of America Corp. 2.299% 7/21/32  85,511     69,177
  Bank of America Corp. 2.572% 10/20/32  76,295     62,603
1 Bank of America Corp. 2.972% 2/4/33  93,446     78,478
  Bank of America Corp. 4.571% 4/27/33  99,191     93,352
1 Bank of America Corp. 5.015% 7/22/33 131,192    127,805
  Bank of America Corp. 5.288% 4/25/34 135,880    133,921
  Bank of America Corp. 5.872% 9/15/34  99,927    102,474
  Bank of America Corp. 5.468% 1/23/35 125,370    125,036
  Bank of America Corp. 2.482% 9/21/36  68,181     53,851
  Bank of America Corp. 3.846% 3/8/37  52,078     45,466
  Bank of Montreal 3.088% 1/10/37  35,475     28,731
1 Bank of New York Mellon Corp. 3.850% 4/26/29   5,138      4,919
1 Bank of New York Mellon Corp. 3.300% 8/23/29  28,861     26,479
  Bank of New York Mellon Corp. 4.596% 7/26/30  17,255     16,851
1 Bank of New York Mellon Corp. 1.650% 1/28/31   5,836      4,697
1 Bank of New York Mellon Corp. 1.800% 7/28/31  25,103     20,243
  Bank of New York Mellon Corp. 2.500% 1/26/32   4,081      3,405
1 Bank of New York Mellon Corp. 4.289% 6/13/33  30,318     28,309
1 Bank of New York Mellon Corp. 5.834% 10/25/33  43,793     45,414
  Bank of New York Mellon Corp. 4.706% 2/1/34  23,080     22,079
1 Bank of New York Mellon Corp. 4.967% 4/26/34  23,292     22,696
1 Bank of New York Mellon Corp. 6.474% 10/25/34  17,570     19,008
  Bank of Nova Scotia 4.850% 2/1/30  32,456     32,015
  Bank of Nova Scotia 2.150% 8/1/31   6,457      5,276
  Bank of Nova Scotia 2.450% 2/2/32  19,264     15,803
  Bank of Nova Scotia 5.650% 2/1/34  11,710     11,895
  Bank of Nova Scotia 4.588% 5/4/37  28,842     25,816
  BankUnited Inc. 5.125% 6/11/30   8,176      7,467
1 Barclays plc 5.088% 6/20/30  41,242     39,037
  Barclays plc 2.645% 6/24/31  13,195     10,972
  Barclays plc 2.667% 3/10/32  23,633     19,295
  Barclays plc 2.894% 11/24/32  29,723     24,204
  Barclays plc 5.746% 8/9/33  33,525     33,118
  Barclays plc 7.437% 11/2/33  53,779     58,846
  Barclays plc 6.224% 5/9/34  43,499     44,034
  Barclays plc 7.119% 6/27/34  45,885     47,582
  Barclays plc 6.692% 9/13/34  50,777     53,098
  Barclays plc 3.564% 9/23/35  18,114     15,199
  Berkshire Hathaway Finance Corp. 1.850% 3/12/30  13,731     11,653
  Berkshire Hathaway Finance Corp. 1.450% 10/15/30  19,411     15,827
  Berkshire Hathaway Finance Corp. 2.875% 3/15/32  25,697     22,451
  BlackRock Inc. 3.250% 4/30/29  36,836     34,547
  BlackRock Inc. 2.400% 4/30/30  25,330     22,076
  BlackRock Inc. 1.900% 1/28/31  38,567     31,913
  BlackRock Inc. 2.100% 2/25/32  24,970     20,328
  BlackRock Inc. 4.750% 5/25/33  24,265     23,799
  Blackstone Private Credit Fund 4.000% 1/15/29     548        498
2 Blackstone Private Credit Fund 6.250% 1/25/31  13,410     13,260
  Blue Owl Capital Corp. 5.950% 3/15/29  15,839     15,474
2 Blue Owl Credit Income Corp. 7.750% 1/15/29   9,000      9,189
2 Blue Owl Credit Income Corp. 6.650% 3/15/31  11,731     11,346
  Brighthouse Financial Inc. 5.625% 5/15/30  13,363     13,292
  Brookfield Capital Finance LLC 6.087% 6/14/33  13,522     13,948
  Brookfield Finance I UK plc 2.340% 1/30/32  16,264     13,032
  Brookfield Finance Inc. 4.850% 3/29/29  30,637     30,198
  Brookfield Finance Inc. 4.350% 4/15/30  20,002     18,946
  Brookfield Finance Inc. 2.724% 4/15/31  10,475      8,801
  Brookfield Finance Inc. 6.350% 1/5/34  17,907     18,819
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Brown & Brown Inc. 4.500% 3/15/29   8,722      8,440
  Brown & Brown Inc. 2.375% 3/15/31  21,146     17,278
  Brown & Brown Inc. 4.200% 3/17/32  18,730     17,012
  Canadian Imperial Bank of Commerce 3.600% 4/7/32  23,395     20,885
  Canadian Imperial Bank of Commerce 6.092% 10/3/33  30,789     31,972
  Capital One Financial Corp. 3.273% 3/1/30  43,190     38,483
  Capital One Financial Corp. 5.247% 7/26/30   4,910      4,787
1 Capital One Financial Corp. 7.624% 10/30/31  37,047     40,544
  Capital One Financial Corp. 2.359% 7/29/32  25,236     19,016
  Capital One Financial Corp. 2.618% 11/2/32  19,947     15,927
  Capital One Financial Corp. 5.268% 5/10/33  38,475     37,316
  Capital One Financial Corp. 5.817% 2/1/34  33,187     32,797
  Capital One Financial Corp. 6.377% 6/8/34  52,322     53,894
  Capital One Financial Corp. 6.051% 2/1/35  11,360     11,461
  Cboe Global Markets Inc. 1.625% 12/15/30  14,195     11,515
  Cboe Global Markets Inc. 3.000% 3/16/32   7,678      6,640
  Charles Schwab Corp. 4.000% 2/1/29  16,251     15,583
  Charles Schwab Corp. 3.250% 5/22/29  19,933     18,375
  Charles Schwab Corp. 2.750% 10/1/29   7,567      6,713
  Charles Schwab Corp. 4.625% 3/22/30  11,858     11,705
  Charles Schwab Corp. 1.650% 3/11/31  18,814     14,890
  Charles Schwab Corp. 2.300% 5/13/31  31,771     26,298
  Charles Schwab Corp. 1.950% 12/1/31  14,903     11,829
  Charles Schwab Corp. 2.900% 3/3/32   7,064      5,979
  Charles Schwab Corp. 5.853% 5/19/34  36,246     36,789
  Charles Schwab Corp. 6.136% 8/24/34  35,960     37,300
  Chubb INA Holdings Inc. 1.375% 9/15/30  32,745     26,471
  CI Financial Corp. 3.200% 12/17/30  25,286     20,132
1 Citigroup Inc. 3.980% 3/20/30  48,434     45,413
1 Citigroup Inc. 2.976% 11/5/30  57,278     50,529
1 Citigroup Inc. 2.666% 1/29/31  54,973     47,135
1 Citigroup Inc. 4.412% 3/31/31 118,128    111,613
1 Citigroup Inc. 2.572% 6/3/31  86,646     73,290
  Citigroup Inc. 2.561% 5/1/32  72,860     59,976
  Citigroup Inc. 6.625% 6/15/32  25,084     26,714
  Citigroup Inc. 2.520% 11/3/32  34,376     27,899
  Citigroup Inc. 3.057% 1/25/33  91,630     76,987
  Citigroup Inc. 3.785% 3/17/33  88,436     78,358
  Citigroup Inc. 4.910% 5/24/33  68,885     65,981
  Citigroup Inc. 6.000% 10/31/33  12,321     12,736
  Citigroup Inc. 6.270% 11/17/33  70,497     73,991
  Citigroup Inc. 6.174% 5/25/34  95,255     95,909
  Citizens Financial Group Inc. 2.500% 2/6/30   7,542      6,252
  Citizens Financial Group Inc. 3.250% 4/30/30  18,598     16,090
  Citizens Financial Group Inc. 2.638% 9/30/32  11,307      8,561
  Citizens Financial Group Inc. 5.641% 5/21/37   9,726      8,904
  CME Group Inc. 2.650% 3/15/32  14,433     12,364
  CNA Financial Corp. 3.900% 5/1/29  17,110     16,060
  CNA Financial Corp. 2.050% 8/15/30   7,212      5,959
  CNA Financial Corp. 5.500% 6/15/33  11,762     11,839
  CNA Financial Corp. 5.125% 2/15/34  11,580     11,188
  CNO Financial Group Inc. 5.250% 5/30/29  13,099     12,717
  Comerica Bank 5.332% 8/25/33  13,199     11,822
  Corebridge Financial Inc. 3.850% 4/5/29  26,060     24,171
  Corebridge Financial Inc. 3.900% 4/5/32  42,676     37,518
2 Corebridge Financial Inc. 6.050% 9/15/33  11,690     11,944
  Corebridge Financial Inc. 5.750% 1/15/34  19,600     19,558
  Credit Suisse USA Inc. 7.125% 7/15/32  21,247     23,710
  Deutsche Bank AG 5.882% 7/8/31   2,899      2,759
1 Deutsche Bank AG 3.547% 9/18/31  39,304     34,047
  Deutsche Bank AG 3.729% 1/14/32  33,775     27,709
  Deutsche Bank AG 3.035% 5/28/32  23,836     19,700
  Deutsche Bank AG 3.742% 1/7/33  35,439     28,529
  Deutsche Bank AG 7.079% 2/10/34  40,471     40,398
1 Discover Bank 2.700% 2/6/30  10,477      8,883
 
41

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Discover Financial Services 6.700% 11/29/32  17,909     18,741
  Discover Financial Services 7.964% 11/2/34  26,996     30,254
  Enstar Group Ltd. 4.950% 6/1/29  15,760     15,336
  Enstar Group Ltd. 3.100% 9/1/31  24,345     19,856
  Equitable Holdings Inc. 5.594% 1/11/33  13,865     13,962
  Fairfax Financial Holdings Ltd. 4.625% 4/29/30  11,485     10,822
  Fairfax Financial Holdings Ltd. 3.375% 3/3/31  15,148     13,100
  Fairfax Financial Holdings Ltd. 5.625% 8/16/32  17,845     17,579
2 Fairfax Financial Holdings Ltd. 6.000% 12/7/33  14,876     14,937
  Fidelity National Financial Inc. 4.500% 8/15/28   5,579      5,363
  Fidelity National Financial Inc. 3.400% 6/15/30  15,161     13,374
  Fidelity National Financial Inc. 2.450% 3/15/31  16,411     13,339
  Fifth Third Bancorp 4.772% 7/28/30  24,996     23,834
  Fifth Third Bancorp 5.631% 1/29/32  24,078     23,887
  Fifth Third Bancorp 4.337% 4/25/33  17,624     15,962
  First American Financial Corp. 4.000% 5/15/30   6,954      6,196
  First American Financial Corp. 2.400% 8/15/31  17,274     13,535
1 First Horizon Bank 5.750% 5/1/30  11,882     11,107
  Franklin Resources Inc. 1.600% 10/30/30  22,623     18,247
  FS KKR Capital Corp. 3.250% 7/15/27       1          1
  GATX Corp. 4.700% 4/1/29  11,670     11,409
  GATX Corp. 4.000% 6/30/30  13,255     12,295
  GATX Corp. 1.900% 6/1/31  11,240      8,843
  GATX Corp. 3.500% 6/1/32  10,608      9,173
  GATX Corp. 4.900% 3/15/33   7,722      7,375
  GATX Corp. 5.450% 9/15/33  10,598     10,554
  GE Capital Funding LLC 4.550% 5/15/32  21,619     20,764
  Global Payments Inc. 3.200% 8/15/29  38,683     34,477
  Global Payments Inc. 5.300% 8/15/29  14,320     14,128
  Global Payments Inc. 2.900% 5/15/30  25,285     21,781
  Global Payments Inc. 2.900% 11/15/31  23,666     19,748
  Global Payments Inc. 5.400% 8/15/32  16,395     16,175
  Globe Life Inc. 2.150% 8/15/30   5,891      4,879
  Globe Life Inc. 4.800% 6/15/32  10,632     10,232
  Goldman Sachs Group Inc. 2.600% 2/7/30  41,903     36,354
  Goldman Sachs Group Inc. 3.800% 3/15/30  67,534     62,793
  Goldman Sachs Group Inc. 1.992% 1/27/32  54,841     43,968
  Goldman Sachs Group Inc. 2.615% 4/22/32 108,822     90,447
  Goldman Sachs Group Inc. 2.383% 7/21/32 101,214     82,361
  Goldman Sachs Group Inc. 2.650% 10/21/32  78,419     64,671
  Goldman Sachs Group Inc. 6.125% 2/15/33  27,272     29,246
  Goldman Sachs Group Inc. 3.102% 2/24/33 107,435     91,048
  Goldman Sachs Group Inc. 6.561% 10/24/34  38,675     41,783
  Golub Capital BDC Inc. 6.000% 7/15/29  15,839     15,377
  Hanover Insurance Group Inc. 2.500% 9/1/30   6,730      5,589
  Hartford Financial Services Group Inc. 2.800% 8/19/29  15,432     13,785
  HSBC Holdings plc 4.950% 3/31/30  59,918     58,668
1 HSBC Holdings plc 3.973% 5/22/30  68,261     63,238
1 HSBC Holdings plc 2.848% 6/4/31  30,213     25,705
1 HSBC Holdings plc 2.357% 8/18/31  34,073     27,963
  HSBC Holdings plc 2.804% 5/24/32  80,223     66,289
  HSBC Holdings plc 2.871% 11/22/32  45,815     37,703
  HSBC Holdings plc 4.762% 3/29/33  64,807     59,456
  HSBC Holdings plc 5.402% 8/11/33  64,808     63,677
  HSBC Holdings plc 8.113% 11/3/33  55,998     63,055
  HSBC Holdings plc 6.254% 3/9/34  72,876     75,625
  HSBC Holdings plc 6.547% 6/20/34  40,422     41,142
  HSBC Holdings plc 7.399% 11/13/34  55,103     59,038
  Huntington Bancshares Inc. 2.550% 2/4/30  23,077     19,423
  Huntington Bancshares Inc. 5.023% 5/17/33  17,969     16,982
  Huntington Bancshares Inc. 5.709% 2/2/35  25,145     24,817
  Huntington Bancshares Inc. 2.487% 8/15/36   8,598      6,489
  Huntington National Bank 5.650% 1/10/30  25,244     25,134
  ING Groep NV 4.050% 4/9/29  18,996     17,963
  ING Groep NV 2.727% 4/1/32  13,649     11,481
  ING Groep NV 4.252% 3/28/33  22,425     20,617
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  ING Groep NV 6.114% 9/11/34  30,049     31,003
  Intercontinental Exchange Inc. 4.350% 6/15/29  42,546     41,296
  Intercontinental Exchange Inc. 2.100% 6/15/30  25,897     21,726
  Intercontinental Exchange Inc. 1.850% 9/15/32  39,436     30,435
  Intercontinental Exchange Inc. 4.600% 3/15/33  46,035     44,005
  Jackson Financial Inc. 3.125% 11/23/31  12,437     10,298
  Jackson Financial Inc. 5.670% 6/8/32   4,706      4,695
  Jefferies Financial Group Inc. 4.150% 1/23/30  35,662     33,177
  Jefferies Financial Group Inc. 2.625% 10/15/31  24,984     20,434
  Jefferies Financial Group Inc. 2.750% 10/15/32  10,635      8,577
  JPMorgan Chase & Co. 3.875% 9/10/24       1          1
  JPMorgan Chase & Co. 1.040% 2/4/27      82         76
1 JPMorgan Chase & Co. 3.702% 5/6/30  55,848     51,985
  JPMorgan Chase & Co. 4.565% 6/14/30  56,681     54,902
1 JPMorgan Chase & Co. 2.739% 10/15/30  95,941     84,168
1 JPMorgan Chase & Co. 4.493% 3/24/31  83,960     80,617
1 JPMorgan Chase & Co. 2.522% 4/22/31  51,888     44,326
1 JPMorgan Chase & Co. 2.956% 5/13/31  79,497     69,016
  JPMorgan Chase & Co. 1.764% 11/19/31  38,348     30,878
  JPMorgan Chase & Co. 1.953% 2/4/32  76,162     61,248
  JPMorgan Chase & Co. 2.580% 4/22/32 106,398     88,957
  JPMorgan Chase & Co. 2.545% 11/8/32  79,933     65,839
  JPMorgan Chase & Co. 2.963% 1/25/33  97,794     82,574
  JPMorgan Chase & Co. 4.586% 4/26/33  58,614     55,657
  JPMorgan Chase & Co. 4.912% 7/25/33 130,040    126,163
  JPMorgan Chase & Co. 5.717% 9/14/33 100,970    102,214
  JPMorgan Chase & Co. 5.350% 6/1/34  94,765     94,273
  JPMorgan Chase & Co. 6.254% 10/23/34  77,829     82,615
  JPMorgan Chase & Co. 5.336% 1/23/35  76,970     76,581
  Kemper Corp. 2.400% 9/30/30  10,354      8,158
  Kemper Corp. 3.800% 2/23/32  10,125      8,497
1 KeyBank NA 3.900% 4/13/29   8,824      7,839
1 KeyBank NA 4.900% 8/8/32  21,998     19,301
  KeyBank NA 5.000% 1/26/33  26,159     23,895
1 KeyCorp 2.550% 10/1/29  24,373     20,393
1 KeyCorp 4.789% 6/1/33  16,720     15,100
  Lazard Group LLC 4.375% 3/11/29   7,450      7,101
  Lincoln National Corp. 3.050% 1/15/30   8,259      7,229
  Lincoln National Corp. 3.400% 1/15/31   8,904      7,794
  Lincoln National Corp. 3.400% 3/1/32   6,881      5,840
  Lloyds Banking Group plc 4.976% 8/11/33  34,931     33,195
  Lloyds Banking Group plc 7.953% 11/15/33  28,712     32,008
  Lloyds Banking Group plc 5.679% 1/5/35  40,039     39,517
  Loews Corp. 3.200% 5/15/30  13,825     12,472
  M&T Bank Corp. 5.053% 1/27/34  26,661     24,505
  Main Street Capital Corp. 6.950% 3/1/29   9,835      9,865
  Manulife Financial Corp. 3.703% 3/16/32  19,672     17,925
  Markel Group Inc. 3.350% 9/17/29   8,708      7,845
  Marsh & McLennan Cos. Inc. 4.375% 3/15/29  39,259     38,393
  Marsh & McLennan Cos. Inc. 2.250% 11/15/30  22,400     18,887
  Marsh & McLennan Cos. Inc. 2.375% 12/15/31  10,728      8,912
  Marsh & McLennan Cos. Inc. 5.750% 11/1/32  11,474     11,982
  Marsh & McLennan Cos. Inc. 5.400% 9/15/33  18,811     19,140
  Marsh & McLennan Cos. Inc. 5.150% 3/15/34   3,500      3,487
  Mastercard Inc. 2.950% 6/1/29  28,927     26,557
  Mastercard Inc. 3.350% 3/26/30  38,309     35,373
  Mastercard Inc. 1.900% 3/15/31  12,799     10,618
  Mastercard Inc. 2.000% 11/18/31  22,663     18,592
  Mastercard Inc. 4.850% 3/9/33  20,852     20,824
  MetLife Inc. 4.550% 3/23/30  24,586     24,061
  MetLife Inc. 6.500% 12/15/32   6,342      6,926
  MetLife Inc. 5.375% 7/15/33  23,946     24,076
  Mitsubishi UFJ Financial Group Inc. 3.741% 3/7/29  32,999     31,156
  Mitsubishi UFJ Financial Group Inc. 3.195% 7/18/29  51,681     46,945
  Mitsubishi UFJ Financial Group Inc. 2.559% 2/25/30  30,273     26,234
  Mitsubishi UFJ Financial Group Inc. 2.048% 7/17/30  35,516     29,464
  Mitsubishi UFJ Financial Group Inc. 2.309% 7/20/32  56,490     46,271
 
42

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Mitsubishi UFJ Financial Group Inc. 2.494% 10/13/32  21,043     17,384
  Mitsubishi UFJ Financial Group Inc. 2.852% 1/19/33  26,849     22,637
  Mitsubishi UFJ Financial Group Inc. 4.315% 4/19/33  16,705     15,625
  Mitsubishi UFJ Financial Group Inc. 5.133% 7/20/33  41,813     41,322
  Mitsubishi UFJ Financial Group Inc. 5.472% 9/13/33  19,786     20,086
  Mitsubishi UFJ Financial Group Inc. 5.441% 2/22/34  26,461     26,762
  Mitsubishi UFJ Financial Group Inc. 5.406% 4/19/34  34,202     34,562
  Mizuho Financial Group Inc. 3.261% 5/22/30   1,400      1,266
1 Mizuho Financial Group Inc. 3.153% 7/16/30  23,775     21,324
1 Mizuho Financial Group Inc. 2.869% 9/13/30  17,970     15,802
1 Mizuho Financial Group Inc. 2.591% 5/25/31   5,041      4,288
  Mizuho Financial Group Inc. 5.739% 5/27/31  22,207     22,549
1 Mizuho Financial Group Inc. 2.201% 7/10/31  16,349     13,522
1 Mizuho Financial Group Inc. 1.979% 9/8/31  25,028     20,291
  Mizuho Financial Group Inc. 2.564% 9/13/31  27,010     21,887
  Mizuho Financial Group Inc. 2.172% 5/22/32  14,010     11,301
  Mizuho Financial Group Inc. 2.260% 7/9/32  11,698      9,451
  Mizuho Financial Group Inc. 5.669% 9/13/33  29,823     30,266
  Mizuho Financial Group Inc. 5.754% 5/27/34  20,007     20,424
  Mizuho Financial Group Inc. 5.748% 7/6/34  36,880     37,574
  Morgan Stanley 1.593% 5/4/27      11         10
1 Morgan Stanley 2.699% 1/22/31  87,288     75,562
1 Morgan Stanley 3.622% 4/1/31  76,638     69,592
1 Morgan Stanley 1.794% 2/13/32  66,392     52,571
  Morgan Stanley 7.250% 4/1/32  46,715     53,235
1 Morgan Stanley 1.928% 4/28/32  66,017     52,404
1 Morgan Stanley 2.239% 7/21/32  87,824     70,806
1 Morgan Stanley 2.511% 10/20/32  63,046     51,636
  Morgan Stanley 2.943% 1/21/33  53,144     44,581
  Morgan Stanley 4.889% 7/20/33  55,558     53,315
  Morgan Stanley 6.342% 10/18/33  91,903     97,409
1 Morgan Stanley 5.250% 4/21/34 100,559     98,705
1 Morgan Stanley 5.424% 7/21/34  69,040     68,704
  Morgan Stanley 6.627% 11/1/34  35,149     38,142
  Morgan Stanley 5.466% 1/18/35  60,820     60,759
  Morgan Stanley 2.484% 9/16/36  80,653     63,380
  Morgan Stanley 5.297% 4/20/37  48,895     46,758
  Morgan Stanley 5.948% 1/19/38  60,476     60,296
  Nasdaq Inc. 1.650% 1/15/31  17,215     13,710
  Nasdaq Inc. 5.550% 2/15/34  18,930     19,053
1 NatWest Group plc 4.445% 5/8/30  41,871     39,612
  NatWest Group plc 6.016% 3/2/34  20,731     21,137
4 NatWest Group plc 6.475% 6/1/34  12,000     12,003
  NatWest Group plc 5.778% 3/1/35  20,720     20,698
1 NatWest Group plc 3.032% 11/28/35  18,074     14,882
  New Mountain Finance Corp. 6.875% 2/1/29   7,776      7,611
  Nomura Holdings Inc. 5.605% 7/6/29  14,670     14,735
  Nomura Holdings Inc. 3.103% 1/16/30  48,324     42,424
  Nomura Holdings Inc. 2.679% 7/16/30  17,620     14,893
  Nomura Holdings Inc. 2.608% 7/14/31  25,079     20,605
  Nomura Holdings Inc. 2.999% 1/22/32  31,241     26,024
  Nomura Holdings Inc. 6.181% 1/18/33  19,111     20,021
  Nomura Holdings Inc. 6.087% 7/12/33  10,552     10,998
  Northern Trust Corp. 3.150% 5/3/29  15,351     14,208
  Northern Trust Corp. 1.950% 5/1/30  27,316     23,023
  Northern Trust Corp. 6.125% 11/2/32  26,257     27,579
  ORIX Corp. 3.700% 7/18/27       1          1
  ORIX Corp. 2.250% 3/9/31  13,676     11,444
  ORIX Corp. 4.000% 4/13/32  13,363     12,420
  ORIX Corp. 5.200% 9/13/32  12,455     12,586
  PartnerRe Finance B LLC 3.700% 7/2/29  12,085     11,337
  PartnerRe Finance B LLC 4.500% 10/1/50   7,569      6,781
  PayPal Holdings Inc. 2.850% 10/1/29  38,661     34,476
  PayPal Holdings Inc. 2.300% 6/1/30  33,091     28,149
  PayPal Holdings Inc. 4.400% 6/1/32  29,117     27,929
1 PNC Bank NA 2.700% 10/22/29  19,935     17,176
  PNC Financial Services Group Inc. 3.450% 4/23/29  51,336     47,402
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  PNC Financial Services Group Inc. 2.550% 1/22/30  48,327     41,470
  PNC Financial Services Group Inc. 2.307% 4/23/32  26,388     21,477
  PNC Financial Services Group Inc. 4.626% 6/6/33  23,437     21,711
  PNC Financial Services Group Inc. 6.037% 10/28/33  45,246     46,449
  PNC Financial Services Group Inc. 5.068% 1/24/34  40,617     39,024
  PNC Financial Services Group Inc. 5.939% 8/18/34  18,405     18,740
  PNC Financial Services Group Inc. 6.875% 10/20/34  61,904     67,102
  PNC Financial Services Group Inc. 5.676% 1/22/35  38,575     38,665
  Primerica Inc. 2.800% 11/19/31  15,248     12,655
  Principal Financial Group Inc. 3.700% 5/15/29  27,510     25,662
  Principal Financial Group Inc. 2.125% 6/15/30   6,093      5,068
  Principal Financial Group Inc. 5.375% 3/15/33  16,593     16,720
  Progressive Corp. 4.000% 3/1/29  11,490     11,052
  Progressive Corp. 6.625% 3/1/29   6,103      6,551
  Progressive Corp. 3.200% 3/26/30   9,933      8,973
  Progressive Corp. 3.000% 3/15/32  14,849     12,846
  Progressive Corp. 6.250% 12/1/32   7,150      7,762
  Progressive Corp. 4.950% 6/15/33  16,292     16,177
1 Prudential Financial Inc. 2.100% 3/10/30  12,848     10,987
1 Prudential Financial Inc. 5.750% 7/15/33  10,134     10,633
1 Prudential Financial Inc. 5.700% 9/15/48  11,282     11,020
1 Prudential Financial Inc. 3.700% 10/1/50  20,450     17,832
  Prudential Financial Inc. 5.125% 3/1/52  26,175     24,457
  Prudential Financial Inc. 6.000% 9/1/52  31,347     31,246
  Prudential Financial Inc. 6.750% 3/1/53   7,387      7,675
  Prudential Funding Asia plc 3.125% 4/14/30  26,146     23,311
  Prudential Funding Asia plc 3.625% 3/24/32   9,142      8,171
4 Radian Group Inc. 6.200% 5/15/29  13,979     14,014
  Raymond James Financial Inc. 4.650% 4/1/30  12,624     12,474
  Reinsurance Group of America Inc. 3.900% 5/15/29  17,123     16,154
  Reinsurance Group of America Inc. 3.150% 6/15/30  11,883     10,503
  Reinsurance Group of America Inc. 6.000% 9/15/33  12,101     12,408
  RenaissanceRe Holdings Ltd. 3.600% 4/15/29   6,471      5,964
  RenaissanceRe Holdings Ltd. 5.750% 6/5/33  20,235     20,388
1 Royal Bank of Canada 2.300% 11/3/31  39,596     32,429
  Royal Bank of Canada 3.875% 5/4/32  30,055     27,377
1 Royal Bank of Canada 5.000% 2/1/33  40,192     39,506
1 Royal Bank of Canada 5.000% 5/2/33  19,777     19,474
1 Royal Bank of Canada 5.150% 2/1/34   3,786      3,724
  Santander Holdings USA Inc. 7.660% 11/9/31  17,670     18,875
  Santander UK Group Holdings plc 2.896% 3/15/32  17,996     15,158
  Sixth Street Specialty Lending Inc. 6.125% 3/1/29  11,050     10,878
  State Street Corp. 2.400% 1/24/30  26,278     22,968
  State Street Corp. 2.200% 3/3/31  24,441     20,206
  State Street Corp. 3.152% 3/30/31  12,871     11,445
  State Street Corp. 4.421% 5/13/33  13,533     12,762
  State Street Corp. 4.164% 8/4/33  22,832     21,084
  State Street Corp. 4.821% 1/26/34  19,295     18,600
  State Street Corp. 5.159% 5/18/34  25,209     24,884
1 State Street Corp. 3.031% 11/1/34  18,660     16,460
  State Street Corp. 6.123% 11/21/34   9,390      9,708
  Stewart Information Services Corp. 3.600% 11/15/31  15,266     11,861
  Stifel Financial Corp. 4.000% 5/15/30  10,595      9,574
  Sumitomo Mitsui Financial Group Inc. 3.040% 7/16/29  66,791     60,039
  Sumitomo Mitsui Financial Group Inc. 3.202% 9/17/29   9,548      8,586
  Sumitomo Mitsui Financial Group Inc. 2.724% 9/27/29   8,152      7,178
  Sumitomo Mitsui Financial Group Inc. 5.710% 1/13/30  45,170     46,282
  Sumitomo Mitsui Financial Group Inc. 2.750% 1/15/30  38,104     33,315
  Sumitomo Mitsui Financial Group Inc. 2.130% 7/8/30  29,910     24,862
  Sumitomo Mitsui Financial Group Inc. 2.142% 9/23/30  24,374     20,018
 
43

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Sumitomo Mitsui Financial Group Inc. 1.710% 1/12/31   6,398      5,093
  Sumitomo Mitsui Financial Group Inc. 2.222% 9/17/31  11,642      9,443
  Sumitomo Mitsui Financial Group Inc. 5.766% 1/13/33  43,335     44,709
  Sumitomo Mitsui Financial Group Inc. 5.776% 7/13/33  32,653     33,767
  Sumitomo Mitsui Financial Group Inc. 5.808% 9/14/33  32,100     33,250
  Synchrony Financial 5.150% 3/19/29  16,257     15,508
  Synchrony Financial 2.875% 10/28/31  16,912     13,263
1 Toronto-Dominion Bank 2.000% 9/10/31  18,892     15,374
1 Toronto-Dominion Bank 2.450% 1/12/32  23,163     19,147
1 Toronto-Dominion Bank 3.200% 3/10/32  44,828     39,106
  Toronto-Dominion Bank 4.456% 6/8/32  53,876     51,354
  Travelers Property Casualty Corp. 6.375% 3/15/33   9,420     10,454
1 Truist Bank 2.250% 3/11/30  32,117     26,380
1 Truist Financial Corp. 3.875% 3/19/29  17,997     16,574
1 Truist Financial Corp. 1.950% 6/5/30  18,122     14,802
1 Truist Financial Corp. 4.916% 7/28/33  25,995     23,888
1 Truist Financial Corp. 6.123% 10/28/33  25,487     25,911
1 Truist Financial Corp. 5.122% 1/26/34  35,464     33,629
1 Truist Financial Corp. 5.867% 6/8/34  40,272     40,266
1 Truist Financial Corp. 5.711% 1/24/35  53,685     53,232
  Unum Group 4.000% 6/15/29  11,049     10,371
1 US Bancorp 3.000% 7/30/29  21,294     18,857
1 US Bancorp 1.375% 7/22/30  30,389     24,086
1 US Bancorp 2.677% 1/27/33  23,431     19,125
1 US Bancorp 4.967% 7/22/33  34,626     32,401
  US Bancorp 5.850% 10/21/33  47,412     47,875
  US Bancorp 4.839% 2/1/34  42,357     39,867
  US Bancorp 5.836% 6/12/34  51,466     51,865
  US Bancorp 5.678% 1/23/35  54,456     54,334
  US Bancorp 2.491% 11/3/36  36,456     28,179
  Visa Inc. 2.050% 4/15/30  39,597     33,962
  Visa Inc. 1.100% 2/15/31  31,947     25,244
  Webster Financial Corp. 4.100% 3/25/29   9,852      8,951
1 Wells Fargo & Co. 3.196% 6/17/27     184        175
1 Wells Fargo & Co. 7.950% 11/15/29   9,777     10,889
1 Wells Fargo & Co. 2.879% 10/30/30  99,209     86,932
1 Wells Fargo & Co. 2.572% 2/11/31  92,975     79,307
1 Wells Fargo & Co. 4.478% 4/4/31  62,573     59,551
1 Wells Fargo & Co. 3.350% 3/2/33  96,522     82,817
1 Wells Fargo & Co. 4.897% 7/25/33  91,576     87,610
  Wells Fargo & Co. 5.389% 4/24/34 109,330    107,554
1 Wells Fargo & Co. 5.557% 7/25/34  97,025     96,655
  Wells Fargo & Co. 6.491% 10/23/34  77,472     82,396
  Wells Fargo & Co. 5.499% 1/23/35  84,333     83,803
  Western Union Co. 2.750% 3/15/31   6,616      5,453
  Westpac Banking Corp. 2.650% 1/16/30  19,579     17,354
  Westpac Banking Corp. 2.150% 6/3/31  34,223     28,354
  Westpac Banking Corp. 5.405% 8/10/33  24,532     24,011
  Westpac Banking Corp. 6.820% 11/17/33  22,825     24,476
  Westpac Banking Corp. 4.110% 7/24/34  34,569     31,577
  Westpac Banking Corp. 2.668% 11/15/35  38,895     31,692
  Westpac Banking Corp. 3.020% 11/18/36  26,788     21,807
  Willis North America Inc. 2.950% 9/15/29  24,028     21,351
  Willis North America Inc. 5.350% 5/15/33  28,757     28,307
  Wintrust Financial Corp. 4.850% 6/6/29   6,266      5,652
  Zions Bancorp NA 3.250% 10/29/29  13,586     11,080
                               14,740,996
Health Care (9.1%)
  Abbott Laboratories 1.400% 6/30/30  12,477     10,289
  AbbVie Inc. 4.800% 3/15/29  30,000     29,864
  AbbVie Inc. 3.200% 11/21/29 143,433    131,229
  AbbVie Inc. 4.950% 3/15/31  45,456     45,453
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  AbbVie Inc. 5.050% 3/15/34  20,250     20,345
  Adventist Health System 2.952% 3/1/29   5,494      4,877
  Adventist Health System 5.430% 3/1/32   7,180      7,182
1 Advocate Health & Hospitals Corp. 2.211% 6/15/30   8,084      6,821
  Agilent Technologies Inc. 2.750% 9/15/29  12,059     10,789
  Agilent Technologies Inc. 2.100% 6/4/30  13,377     11,206
  Agilent Technologies Inc. 2.300% 3/12/31  25,696     21,439
  Amgen Inc. 4.050% 8/18/29  36,008     34,422
  Amgen Inc. 2.450% 2/21/30  28,578     24,843
  Amgen Inc. 5.250% 3/2/30  70,625     71,153
  Amgen Inc. 2.300% 2/25/31  32,307     27,036
  Amgen Inc. 2.000% 1/15/32   9,892      7,931
  Amgen Inc. 3.350% 2/22/32  29,030     25,672
  Amgen Inc. 4.200% 3/1/33   7,943      7,354
  Amgen Inc. 5.250% 3/2/33 133,994    133,596
1 Ascension Health 2.532% 11/15/29  16,449     14,653
  AstraZeneca Finance LLC 4.900% 3/3/30   3,674      3,680
  AstraZeneca Finance LLC 4.900% 2/26/31  30,000     29,931
  AstraZeneca Finance LLC 2.250% 5/28/31  28,596     23,984
  AstraZeneca Finance LLC 4.875% 3/3/33  11,786     11,734
  AstraZeneca plc 1.375% 8/6/30  53,860     43,631
  Banner Health 2.338% 1/1/30   7,317      6,314
  Banner Health 1.897% 1/1/31   7,209      5,868
  Baxter International Inc. 3.950% 4/1/30  20,830     19,282
  Baxter International Inc. 1.730% 4/1/31   9,518      7,511
  Baxter International Inc. 2.539% 2/1/32  55,070     45,128
1 Baylor Scott & White Holdings 1.777% 11/15/30   3,783      3,076
  Becton Dickinson & Co. 2.823% 5/20/30  28,331     24,848
  Becton Dickinson & Co. 1.957% 2/11/31  31,045     25,239
  Becton Dickinson & Co. 4.298% 8/22/32   9,382      8,794
  Biogen Inc. 2.250% 5/1/30  34,486     28,858
  Bio-Rad Laboratories Inc. 3.700% 3/15/32  22,483     20,025
1 Bon Secours Mercy Health Inc. 3.464% 6/1/30   7,462      6,793
1 Bon Secours Mercy Health Inc. 2.095% 6/1/31   7,223      5,833
  Boston Scientific Corp. 2.650% 6/1/30  40,495     35,423
  Bristol-Myers Squibb Co. 3.400% 7/26/29  63,213     58,919
  Bristol-Myers Squibb Co. 1.450% 11/13/30  30,109     24,149
  Bristol-Myers Squibb Co. 5.750% 2/1/31  18,042     18,794
  Bristol-Myers Squibb Co. 5.100% 2/22/31  33,735     33,839
  Bristol-Myers Squibb Co. 2.950% 3/15/32  44,650     38,577
  Bristol-Myers Squibb Co. 5.900% 11/15/33  26,550     28,112
  Bristol-Myers Squibb Co. 5.200% 2/22/34  37,329     37,614
1 Cedars-Sinai Health System 2.288% 8/15/31   7,970      6,628
  Cencora Inc. 2.800% 5/15/30  10,088      8,862
  Cencora Inc. 2.700% 3/15/31  26,632     22,705
  Cencora Inc. 5.125% 2/15/34   2,940      2,885
  Centene Corp. 4.625% 12/15/29  89,226     84,495
  Centene Corp. 3.375% 2/15/30  49,906     44,029
  Centene Corp. 3.000% 10/15/30  52,784     45,081
  Centene Corp. 2.500% 3/1/31  62,886     51,520
  Centene Corp. 2.625% 8/1/31  31,318     25,630
  Cigna Group 5.000% 5/15/29  25,000     24,821
  Cigna Group 2.400% 3/15/30  35,563     30,488
  Cigna Group 2.375% 3/15/31  37,311     31,113
  Cigna Group 5.400% 3/15/33  20,702     20,826
  Cigna Group 5.250% 2/15/34  15,363     15,175
  CommonSpirit Health 3.347% 10/1/29  22,614     20,534
  CVS Health Corp. 3.250% 8/15/29  41,309     37,584
  CVS Health Corp. 5.125% 2/21/30  48,700     48,409
  CVS Health Corp. 3.750% 4/1/30  30,995     28,599
  CVS Health Corp. 1.750% 8/21/30  31,735     25,735
  CVS Health Corp. 5.250% 1/30/31  26,558     26,514
  CVS Health Corp. 1.875% 2/28/31  44,602     35,845
  CVS Health Corp. 2.125% 9/15/31  15,188     12,256
  CVS Health Corp. 5.250% 2/21/33  53,721     53,191
  CVS Health Corp. 5.300% 6/1/33  28,439     28,238
  DENTSPLY SIRONA Inc. 3.250% 6/1/30  19,881     17,327
 
44

 

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  27,383     24,319
  Elevance Health Inc. 4.101% 3/1/28       1         —
  Elevance Health Inc. 2.875% 9/15/29  20,399     18,292
  Elevance Health Inc. 2.250% 5/15/30  35,597     30,239
  Elevance Health Inc. 2.550% 3/15/31  25,807     21,874
  Elevance Health Inc. 4.100% 5/15/32  15,232     14,039
  Elevance Health Inc. 5.500% 10/15/32  19,388     19,748
  Elevance Health Inc. 4.750% 2/15/33  27,201     26,272
  Eli Lilly & Co. 3.375% 3/15/29  19,498     18,371
  Eli Lilly & Co. 4.700% 2/27/33  21,211     21,033
  Eli Lilly & Co. 4.700% 2/9/34  29,024     28,659
  GE HealthCare Technologies Inc. 5.857% 3/15/30  29,748     30,745
  GE HealthCare Technologies Inc. 5.905% 11/22/32  46,154     47,916
  Gilead Sciences Inc. 1.650% 10/1/30  29,225     23,841
  Gilead Sciences Inc. 5.250% 10/15/33  24,277     24,558
  GlaxoSmithKline Capital Inc. 3.875% 5/15/28       1         —
  GlaxoSmithKline Capital plc 3.375% 6/1/29  27,516     25,820
  HCA Inc. 3.375% 3/15/29  13,847     12,627
  HCA Inc. 4.125% 6/15/29  59,833     56,268
  HCA Inc. 3.500% 9/1/30  50,036     44,729
  HCA Inc. 5.450% 4/1/31   5,000      4,977
  HCA Inc. 2.375% 7/15/31  23,222     18,883
  HCA Inc. 3.625% 3/15/32  57,197     49,972
  HCA Inc. 5.500% 6/1/33  35,238     34,995
  HCA Inc. 5.600% 4/1/34  15,000     14,932
  Humana Inc. 3.700% 3/23/29  14,471     13,527
  Humana Inc. 3.125% 8/15/29  19,869     17,949
  Humana Inc. 4.875% 4/1/30   9,834      9,676
  Humana Inc. 2.150% 2/3/32  26,381     20,875
  Humana Inc. 5.875% 3/1/33  21,219     21,771
  Illumina Inc. 2.550% 3/23/31  13,541     11,110
  IQVIA Inc. 6.250% 2/1/29  29,000     29,836
  Johnson & Johnson 6.950% 9/1/29   1,635      1,832
  Johnson & Johnson 1.300% 9/1/30  61,218     50,128
  Johnson & Johnson 4.950% 5/15/33   6,392      6,628
  Johnson & Johnson 4.375% 12/5/33   4,000      3,951
  Laboratory Corp. of America Holdings 2.950% 12/1/29   7,653      6,811
  Laboratory Corp. of America Holdings 2.700% 6/1/31  20,186     17,238
  McKesson Corp. 5.100% 7/15/33  19,784     19,707
  Medtronic Global Holdings SCA 4.500% 3/30/33  33,361     32,121
  Merck & Co. Inc. 1.900% 12/10/28  20,456     18,057
  Merck & Co. Inc. 3.400% 3/7/29  53,147     49,917
  Merck & Co. Inc. 4.300% 5/17/30  21,874     21,286
  Merck & Co. Inc. 1.450% 6/24/30  34,298     28,033
  Merck & Co. Inc. 2.150% 12/10/31  51,294     42,539
  Merck & Co. Inc. 4.500% 5/17/33  37,587     36,561
  Novartis Capital Corp. 2.200% 8/14/30  42,019     36,093
1 Ochsner LSU Health System of North Louisiana 2.510% 5/15/31   9,020      6,151
  OhioHealth Corp. 2.297% 11/15/31   7,805      6,450
  Pfizer Inc. 3.450% 3/15/29  46,275     43,499
  Pfizer Inc. 2.625% 4/1/30  34,907     30,862
  Pfizer Inc. 1.700% 5/28/30  24,916     20,759
  Pfizer Inc. 1.750% 8/18/31  26,488     21,343
  Pfizer Investment Enterprises Pte. Ltd. 4.650% 5/19/30  74,826     73,614
  Pfizer Investment Enterprises Pte. Ltd. 4.750% 5/19/33 132,862    129,468
1 Piedmont Healthcare Inc. 2.044% 1/1/32   6,826      5,502
1 Providence St. Joseph Health Obligated Group 2.532% 10/1/29  15,122     13,167
  Providence St. Joseph Health Obligated Group 5.403% 10/1/33  15,890     15,815
  Quest Diagnostics Inc. 4.200% 6/30/29  17,804     17,114
  Quest Diagnostics Inc. 2.950% 6/30/30  24,627     21,678
  Quest Diagnostics Inc. 2.800% 6/30/31  12,569     10,728
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Quest Diagnostics Inc. 6.400% 11/30/33  23,850     25,506
  Regeneron Pharmaceuticals Inc. 1.750% 9/15/30  32,683     26,385
  Revvity Inc. 3.300% 9/15/29  22,561     20,310
  Revvity Inc. 2.550% 3/15/31   9,463      7,926
  Revvity Inc. 2.250% 9/15/31  13,250     10,770
  Royalty Pharma plc 2.200% 9/2/30  26,036     21,431
  Royalty Pharma plc 2.150% 9/2/31  22,534     17,995
1 Rush Obligated Group 3.922% 11/15/29   5,356      5,021
  Smith & Nephew plc 2.032% 10/14/30  26,658     21,864
1 Stanford Health Care 3.310% 8/15/30   7,320      6,611
  STERIS Irish FinCo Unltd. Co. 2.700% 3/15/31  18,689     15,893
  Stryker Corp. 1.950% 6/15/30  24,428     20,449
1 Sutter Health 2.294% 8/15/30  17,570     14,943
  Sutter Health 5.164% 8/15/33   3,960      3,983
  Takeda Pharmaceutical Co. Ltd. 2.050% 3/31/30  65,014     54,631
  Thermo Fisher Scientific Inc. 2.600% 10/1/29  26,994     24,071
  Thermo Fisher Scientific Inc. 4.977% 8/10/30  23,728     23,731
  Thermo Fisher Scientific Inc. 2.000% 10/15/31  32,955     26,858
  Thermo Fisher Scientific Inc. 4.950% 11/21/32  15,571     15,492
  Thermo Fisher Scientific Inc. 5.086% 8/10/33  28,760     28,891
  Thermo Fisher Scientific Inc. 5.200% 1/31/34  11,685     11,816
  UnitedHealth Group Inc. 4.000% 5/15/29  19,814     19,041
  UnitedHealth Group Inc. 2.875% 8/15/29  27,014     24,486
  UnitedHealth Group Inc. 5.300% 2/15/30  40,482     41,246
  UnitedHealth Group Inc. 2.000% 5/15/30  22,854     19,207
  UnitedHealth Group Inc. 2.300% 5/15/31  51,748     43,341
  UnitedHealth Group Inc. 4.200% 5/15/32  38,302     36,139
  UnitedHealth Group Inc. 5.350% 2/15/33  43,108     43,946
  UnitedHealth Group Inc. 4.500% 4/15/33  38,482     36,956
  Universal Health Services Inc. 2.650% 10/15/30  21,132     17,639
  Universal Health Services Inc. 2.650% 1/15/32  11,571      9,396
  UPMC 5.035% 5/15/33  12,590     12,428
  Viatris Inc. 2.700% 6/22/30  36,144     30,404
  Zimmer Biomet Holdings Inc. 5.350% 12/1/28   5,968      6,030
  Zimmer Biomet Holdings Inc. 2.600% 11/24/31  20,578     17,213
  Zoetis Inc. 2.000% 5/15/30  21,188     17,770
  Zoetis Inc. 5.600% 11/16/32  27,818     28,748
                                4,324,072
Industrials (5.9%)
1 3M Co. 3.375% 3/1/29  10,778      9,926
  3M Co. 2.375% 8/26/29  20,477     17,763
  3M Co. 3.050% 4/15/30  10,486      9,302
  Acuity Brands Lighting Inc. 2.150% 12/15/30  14,084     11,543
  Allegion plc 3.500% 10/1/29  11,531     10,530
  Allegion US Holding Co. Inc. 5.411% 7/1/32  18,042     18,024
1 American Airlines Pass-Through Trust Class A Series 2021-1 2.875% 7/11/34   2,230      1,877
1 American Airlines Pass-Through Trust Class AA Series 2017-2 3.350% 10/15/29   9,448      8,609
1 American Airlines Pass-Through Trust Class AA Series 2019-1 3.150% 2/15/32  10,385      9,107
  Amphenol Corp. 4.350% 6/1/29  14,101     13,707
  Amphenol Corp. 2.800% 2/15/30  23,177     20,641
  Amphenol Corp. 2.200% 9/15/31  20,477     16,799
  Boeing Co. 3.200% 3/1/29  28,812     26,042
  Boeing Co. 2.950% 2/1/30  10,565      9,241
  Boeing Co. 5.150% 5/1/30 143,576    141,154
  Boeing Co. 3.625% 2/1/31  43,142     38,622
  Boeing Co. 3.600% 5/1/34   7,225      6,092
  Canadian National Railway Co. 3.850% 8/5/32  28,149     25,901
  Canadian National Railway Co. 5.850% 11/1/33   6,400      6,792
  Canadian Pacific Railway Co. 2.875% 11/15/29   8,154      7,252
  Canadian Pacific Railway Co. 2.050% 3/5/30  14,990     12,633
  Canadian Pacific Railway Co. 7.125% 10/15/31   9,072     10,135
  Canadian Pacific Railway Co. 2.450% 12/2/31  36,147     32,105
  Carrier Global Corp. 2.722% 2/15/30  53,792     47,076
  Carrier Global Corp. 2.700% 2/15/31  16,844     14,358
 
45

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Caterpillar Inc. 2.600% 9/19/29   9,759      8,785
  Caterpillar Inc. 2.600% 4/9/30  24,052     21,369
  Caterpillar Inc. 1.900% 3/12/31   7,352      6,169
  CSX Corp. 4.250% 3/15/29  31,562     30,742
  CSX Corp. 2.400% 2/15/30   4,854      4,213
  CSX Corp. 4.100% 11/15/32  32,721     30,530
  Cummins Inc. 1.500% 9/1/30  22,714     18,347
  Cummins Inc. 5.150% 2/20/34  10,000      9,990
  Deere & Co. 5.375% 10/16/29  11,964     12,353
  Deere & Co. 3.100% 4/15/30  36,328     33,053
  Dover Corp. 2.950% 11/4/29   7,371      6,575
  Eaton Corp. 4.000% 11/2/32  19,774     18,527
  Eaton Corp. 4.150% 3/15/33  50,311     47,392
  Emerson Electric Co. 1.950% 10/15/30  23,893     20,044
  Emerson Electric Co. 2.200% 12/21/31  28,949     23,985
  FedEx Corp. 3.100% 8/5/29  23,163     21,012
  FedEx Corp. 4.250% 5/15/30  16,106     15,370
  FedEx Corp. 2.400% 5/15/31  20,315     16,967
  FedEx Corp. 4.900% 1/15/34  15,752     15,298
  Flowserve Corp. 3.500% 10/1/30  14,225     12,513
  General Dynamics Corp. 3.625% 4/1/30  31,960     29,822
  General Dynamics Corp. 2.250% 6/1/31   8,795      7,377
  HEICO Corp. 5.350% 8/1/33  15,520     15,426
  Honeywell International Inc. 2.700% 8/15/29  19,778     17,794
4 Honeywell International Inc. 4.875% 9/1/29  16,720     16,734
  Honeywell International Inc. 1.950% 6/1/30  26,411     22,318
  Honeywell International Inc. 1.750% 9/1/31  32,192     25,867
4 Honeywell International Inc. 4.950% 9/1/31  19,500     19,466
  Honeywell International Inc. 5.000% 2/15/33  25,243     25,292
  Honeywell International Inc. 4.500% 1/15/34  26,363     25,364
  Huntington Ingalls Industries Inc. 4.200% 5/1/30  16,961     15,946
  IDEX Corp. 3.000% 5/1/30  20,661     18,040
  Ingersoll Rand Inc. 5.700% 8/14/33  28,841     29,353
  Jacobs Engineering Group Inc. 5.900% 3/1/33  13,558     13,556
1 JetBlue Pass-Through Trust Class A Series 2020-1 4.000% 11/15/32   5,836      5,322
1 JetBlue Pass-Through Trust Class AA Series 2019-1 2.750% 5/15/32   5,532      4,653
1 John Deere Capital Corp. 3.450% 3/7/29  27,881     26,291
1 John Deere Capital Corp. 3.350% 4/18/29   4,858      4,559
1 John Deere Capital Corp. 2.800% 7/18/29  15,201     13,817
1 John Deere Capital Corp. 2.450% 1/9/30  20,420     17,944
1 John Deere Capital Corp. 4.700% 6/10/30  38,259     37,953
  John Deere Capital Corp. 1.450% 1/15/31  16,126     13,017
1 John Deere Capital Corp. 3.900% 6/7/32  16,745     15,605
1 John Deere Capital Corp. 4.350% 9/15/32  15,879     15,358
1 John Deere Capital Corp. 5.150% 9/8/33  28,726     29,221
  Johnson Controls International plc 1.750% 9/15/30  21,014     17,140
  Johnson Controls International plc 2.000% 9/16/31   9,717      7,805
  Johnson Controls International plc 4.900% 12/1/32   5,954      5,845
  Kennametal Inc. 2.800% 3/1/31   4,366      3,657
  Keysight Technologies Inc. 3.000% 10/30/29  13,279     11,809
  L3Harris Technologies Inc. 1.800% 1/15/31  24,361     19,586
  L3Harris Technologies Inc. 5.400% 7/31/33  40,495     40,520
  LKQ Corp. 6.250% 6/15/33  15,538     15,972
  Lockheed Martin Corp. 1.850% 6/15/30  14,346     11,995
  Lockheed Martin Corp. 3.900% 6/15/32  26,740     24,787
  Lockheed Martin Corp. 5.250% 1/15/33  25,253     25,736
  Nordson Corp. 5.800% 9/15/33  13,259     13,693
  Norfolk Southern Corp. 2.550% 11/1/29  17,945     15,770
  Norfolk Southern Corp. 5.050% 8/1/30  24,838     24,804
  Norfolk Southern Corp. 2.300% 5/15/31  11,701      9,766
  Norfolk Southern Corp. 3.000% 3/15/32  21,265     18,279
  Norfolk Southern Corp. 4.450% 3/1/33  11,441     10,886
  Northrop Grumman Corp. 4.400% 5/1/30  15,473     14,911
  Northrop Grumman Corp. 4.700% 3/15/33  27,937     26,947
  nVent Finance Sarl 2.750% 11/15/31   7,613      6,206
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  nVent Finance Sarl 5.650% 5/15/33  13,387     13,375
  Oshkosh Corp. 3.100% 3/1/30   8,822      7,785
  Otis Worldwide Corp. 2.565% 2/15/30  48,267     42,037
  Parker-Hannifin Corp. 3.250% 6/14/29  40,352     37,129
  Parker-Hannifin Corp. 4.500% 9/15/29  41,000     40,095
  Pentair Finance Sarl 4.500% 7/1/29  12,298     11,861
  Pentair Finance Sarl 5.900% 7/15/32   9,299      9,542
2 Regal Rexnord Corp. 6.300% 2/15/30  28,834     29,339
2 Regal Rexnord Corp. 6.400% 4/15/33  31,154     31,973
  Republic Services Inc. 4.875% 4/1/29   8,100      8,064
  Republic Services Inc. 2.300% 3/1/30  21,404     18,384
  Republic Services Inc. 1.450% 2/15/31  27,264     21,472
  Republic Services Inc. 1.750% 2/15/32  14,312     11,221
  Republic Services Inc. 2.375% 3/15/33   4,944      3,962
  Republic Services Inc. 5.000% 4/1/34  12,125     11,938
  Rockwell Automation Inc. 3.500% 3/1/29  14,028     13,367
  Rockwell Automation Inc. 1.750% 8/15/31  11,638      9,348
  RTX Corp. 2.250% 7/1/30  22,706     19,216
  RTX Corp. 6.000% 3/15/31  28,351     29,532
  RTX Corp. 1.900% 9/1/31  27,098     21,575
  RTX Corp. 2.375% 3/15/32  44,366     35,956
  RTX Corp. 5.150% 2/27/33  28,193     27,904
  Ryder System Inc. 6.600% 12/1/33  25,458     27,258
  Southwest Airlines Co. 2.625% 2/10/30  24,321     21,023
  Teledyne Technologies Inc. 2.750% 4/1/31  33,413     28,352
  Textron Inc. 3.900% 9/17/29   7,735      7,221
  Textron Inc. 3.000% 6/1/30  17,420     15,287
  Textron Inc. 2.450% 3/15/31  10,138      8,464
  Textron Inc. 6.100% 11/15/33  11,775     12,271
  Timken Co. 4.125% 4/1/32   9,280      8,452
  Trane Technologies Financing Ltd. 3.800% 3/21/29  14,316     13,533
  Trane Technologies Financing Ltd. 5.250% 3/3/33  17,815     17,987
  Trimble Inc. 6.100% 3/15/33  21,404     22,334
2 Triton Container International Ltd. 3.150% 6/15/31   5,845      4,603
  Triton Container International Ltd. 3.250% 3/15/32  12,865     10,238
  Tyco Electronics Group SA 2.500% 2/4/32  16,440     13,903
  Union Pacific Corp. 6.625% 2/1/29   6,066      6,556
  Union Pacific Corp. 3.700% 3/1/29   5,476      5,219
  Union Pacific Corp. 2.400% 2/5/30  15,760     13,713
  Union Pacific Corp. 2.375% 5/20/31  21,956     18,558
  Union Pacific Corp. 2.800% 2/14/32  27,834     23,889
  Union Pacific Corp. 4.500% 1/20/33  20,741     20,059
1 United Airlines Pass-Through Trust Class A Series 2023-1 5.800% 1/15/36  12,100     12,231
1 United Airlines Pass-Through Trust Class AA Series 2018-1 3.500% 3/1/30   3,502      3,195
1 United Airlines Pass-Through Trust Class AA Series 2019-1 4.150% 8/25/31   3,580      3,311
1 United Airlines Pass-Through Trust Class AA Series 2019-2 2.700% 5/1/32  12,762     10,855
  United Parcel Service Inc. 3.400% 3/15/29  16,591     15,656
  United Parcel Service Inc. 2.500% 9/1/29   6,513      5,809
  United Parcel Service Inc. 4.450% 4/1/30  29,695     29,185
  United Parcel Service Inc. 4.875% 3/3/33  30,743     30,513
1 US Airways Pass-Through Trust Class A Series 2012-1 5.900% 10/1/24     399        399
2 Veralto Corp. 5.450% 9/18/33  21,250     21,346
  Vontier Corp. 2.950% 4/1/31  17,598     14,487
  Waste Connections Inc. 4.250% 12/1/28   2,031      1,967
  Waste Connections Inc. 3.500% 5/1/29  13,530     12,674
  Waste Connections Inc. 2.600% 2/1/30  15,210     13,402
  Waste Connections Inc. 2.200% 1/15/32  17,200     13,922
  Waste Connections Inc. 3.200% 6/1/32  10,982      9,560
  Waste Connections Inc. 4.200% 1/15/33  20,182     18,849
  Waste Management Inc. 2.000% 6/1/29  15,587     13,492
  Waste Management Inc. 4.625% 2/15/30  18,843     18,531
  Waste Management Inc. 1.500% 3/15/31  28,635     22,725
  Waste Management Inc. 4.150% 4/15/32  22,373     21,075
 
46

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Waste Management Inc. 4.625% 2/15/33  10,529     10,158
  Waste Management Inc. 4.875% 2/15/34   2,400      2,349
4 Westinghouse Air Brake Technologies Corp. 5.611% 3/11/34   5,000      5,021
  Xylem Inc. 2.250% 1/30/31  13,525     11,331
                                2,766,712
Materials (3.1%)
  Air Products and Chemicals Inc. 2.050% 5/15/30  28,671     24,378
  Air Products and Chemicals Inc. 4.800% 3/3/33  19,493     19,229
  Albemarle Corp. 5.050% 6/1/32  16,881     16,027
  Amcor Finance USA Inc. 5.625% 5/26/33  15,415     15,657
  Amcor Flexibles North America Inc. 2.630% 6/19/30   8,995      7,674
  Amcor Flexibles North America Inc. 2.690% 5/25/31  21,504     18,108
  AngloGold Ashanti Holdings plc 3.750% 10/1/30  18,742     16,221
  AptarGroup Inc. 3.600% 3/15/32  10,485      9,207
  ArcelorMittal SA 4.250% 7/16/29  13,738     13,011
  ArcelorMittal SA 6.800% 11/29/32  27,210     28,787
2 Berry Global Inc. 5.650% 1/15/34  13,123     12,952
  BHP Billiton Finance USA Ltd. 5.250% 9/8/30  21,391     21,573
  BHP Billiton Finance USA Ltd. 4.900% 2/28/33  12,484     12,314
  BHP Billiton Finance USA Ltd. 5.250% 9/8/33  33,059     33,186
  Cabot Corp. 4.000% 7/1/29   9,073      8,465
  Cabot Corp. 5.000% 6/30/32   6,953      6,697
  Carlisle Cos. Inc. 2.750% 3/1/30  19,661     17,100
  Carlisle Cos. Inc. 2.200% 3/1/32  14,623     11,566
  Celanese US Holdings LLC 6.330% 7/15/29  10,693     10,988
  Celanese US Holdings LLC 6.550% 11/15/30  22,313     23,155
  Celanese US Holdings LLC 6.379% 7/15/32  31,397     32,236
  Celanese US Holdings LLC 6.700% 11/15/33  29,453     30,921
  Dow Chemical Co. 7.375% 11/1/29  16,924     18,761
  Dow Chemical Co. 2.100% 11/15/30  15,336     12,799
  Dow Chemical Co. 6.300% 3/15/33  14,088     15,087
  Eagle Materials Inc. 2.500% 7/1/31  19,900     16,517
  Eastman Chemical Co. 5.750% 3/8/33  19,688     19,852
  Eastman Chemical Co. 5.625% 2/20/34  13,145     13,061
  Ecolab Inc. 4.800% 3/24/30  20,532     20,495
  Ecolab Inc. 1.300% 1/30/31  19,108     15,118
  Ecolab Inc. 2.125% 2/1/32  16,430     13,458
  EIDP Inc. 2.300% 7/15/30  12,121     10,374
  EIDP Inc. 4.800% 5/15/33  14,710     14,394
  FMC Corp. 3.450% 10/1/29  12,310     10,938
  FMC Corp. 5.650% 5/18/33  24,363     23,587
  Freeport-McMoRan Inc. 5.250% 9/1/29  16,579     16,494
  Freeport-McMoRan Inc. 4.250% 3/1/30  14,493     13,543
  Freeport-McMoRan Inc. 4.625% 8/1/30   9,261      8,830
  Georgia-Pacific LLC 7.750% 11/15/29  18,407     20,907
  Georgia-Pacific LLC 8.875% 5/15/31   4,582      5,624
  Huntsman International LLC 4.500% 5/1/29  19,274     18,311
  Huntsman International LLC 2.950% 6/15/31  10,770      8,875
2 Kinross Gold Corp. 6.250% 7/15/33  13,888     14,194
  Linde Inc. 1.100% 8/10/30  20,917     16,736
  LYB International Finance III LLC 2.250% 10/1/30  15,246     12,692
  LYB International Finance III LLC 5.625% 5/15/33  13,042     13,215
  LYB International Finance III LLC 5.500% 3/1/34  19,800     19,650
1 Martin Marietta Materials Inc. 2.500% 3/15/30  15,741     13,615
  Martin Marietta Materials Inc. 2.400% 7/15/31  26,814     22,277
  Mosaic Co. 5.450% 11/15/33   5,942      5,872
  NewMarket Corp. 2.700% 3/18/31   8,088      6,715
  Newmont Corp. 2.800% 10/1/29  14,117     12,535
  Newmont Corp. 2.250% 10/1/30  36,008     30,112
  Newmont Corp. 2.600% 7/15/32  31,922     26,257
  Nucor Corp. 2.700% 6/1/30  17,207     15,165
  Nucor Corp. 3.125% 4/1/32  24,442     21,340
  Nutrien Ltd. 4.200% 4/1/29  31,304     30,072
  Nutrien Ltd. 2.950% 5/13/30   7,228      6,392
  Packaging Corp. of America 3.000% 12/15/29  12,696     11,381
  Packaging Corp. of America 5.700% 12/1/33   5,055      5,170
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  PPG Industries Inc. 2.800% 8/15/29   6,654      5,964
  PPG Industries Inc. 2.550% 6/15/30   9,034      7,794
  Reliance Inc. 2.150% 8/15/30  15,121     12,546
  Rio Tinto Alcan Inc. 7.250% 3/15/31   6,737      7,532
  Rio Tinto Alcan Inc. 6.125% 12/15/33  16,373     17,401
  Rio Tinto Finance USA plc 5.000% 3/9/33  13,015     12,998
  Rohm & Haas Co. 7.850% 7/15/29  19,481     21,630
  RPM International Inc. 4.550% 3/1/29   9,022      8,680
  RPM International Inc. 2.950% 1/15/32   4,907      4,141
  Sherwin-Williams Co. 2.950% 8/15/29  16,631     14,957
  Sherwin-Williams Co. 2.300% 5/15/30  12,005     10,205
  Sherwin-Williams Co. 2.200% 3/15/32   8,995      7,278
  Sonoco Products Co. 3.125% 5/1/30  17,358     15,404
  Sonoco Products Co. 2.850% 2/1/32  14,402     12,155
  Steel Dynamics Inc. 3.450% 4/15/30  15,532     14,115
  Steel Dynamics Inc. 3.250% 1/15/31  19,491     17,273
  Suzano Austria GmbH 5.000% 1/15/30  26,374     25,097
  Suzano Austria GmbH 3.750% 1/15/31  30,896     26,995
1 Suzano Austria GmbH 3.125% 1/15/32  26,511     21,769
  Teck Resources Ltd. 3.900% 7/15/30  13,922     12,696
  Vale Overseas Ltd. 3.750% 7/8/30  39,212     35,282
  Vale Overseas Ltd. 6.125% 6/12/33  45,725     46,161
  Vale Overseas Ltd. 8.250% 1/17/34   9,813     11,516
  Vulcan Materials Co. 3.500% 6/1/30  19,969     18,199
  Westlake Corp. 3.375% 6/15/30   6,400      5,717
  WestRock MWV LLC 8.200% 1/15/30  15,670     17,817
  WestRock MWV LLC 7.950% 2/15/31   6,868      7,825
  WRKCo Inc. 4.900% 3/15/29  21,884     21,667
  WRKCo Inc. 4.200% 6/1/32   5,784      5,435
  WRKCo Inc. 3.000% 6/15/33  22,955     19,345
  Yamana Gold Inc. 2.630% 8/15/31  12,093      9,974
                                1,445,435
Real Estate (5.7%)
  Agree LP 2.900% 10/1/30   6,202      5,284
  Agree LP 4.800% 10/1/32  12,448     11,634
  Alexandria Real Estate Equities Inc. 3.950% 1/15/28       1          1
  Alexandria Real Estate Equities Inc. 4.500% 7/30/29   8,695      8,337
  Alexandria Real Estate Equities Inc. 2.750% 12/15/29  12,468     10,848
  Alexandria Real Estate Equities Inc. 4.700% 7/1/30  10,687     10,272
  Alexandria Real Estate Equities Inc. 4.900% 12/15/30  20,447     19,900
  Alexandria Real Estate Equities Inc. 3.375% 8/15/31  15,364     13,492
  Alexandria Real Estate Equities Inc. 2.000% 5/18/32  24,092     18,598
  Alexandria Real Estate Equities Inc. 1.875% 2/1/33  27,131     20,292
  American Assets Trust LP 3.375% 2/1/31  11,234      9,087
  American Homes 4 Rent LP 2.375% 7/15/31  13,924     11,215
  American Homes 4 Rent LP 3.625% 4/15/32  18,313     15,956
  American Homes 4 Rent LP 5.500% 2/1/34  12,270     12,045
  American Tower Corp. 3.950% 3/15/29  20,714     19,439
  American Tower Corp. 3.800% 8/15/29  42,759     39,578
  American Tower Corp. 2.900% 1/15/30  18,956     16,628
  American Tower Corp. 2.100% 6/15/30  18,514     15,239
  American Tower Corp. 1.875% 10/15/30  18,928     15,201
  American Tower Corp. 2.700% 4/15/31  23,266     19,515
  American Tower Corp. 2.300% 9/15/31  10,353      8,356
  American Tower Corp. 4.050% 3/15/32  22,639     20,587
  American Tower Corp. 5.650% 3/15/33  28,029     28,186
  American Tower Corp. 5.550% 7/15/33  26,717     26,709
1 AvalonBay Communities Inc. 3.300% 6/1/29   6,283      5,793
1 AvalonBay Communities Inc. 2.300% 3/1/30   8,329      7,155
1 AvalonBay Communities Inc. 2.450% 1/15/31  11,900     10,148
  AvalonBay Communities Inc. 2.050% 1/15/32  14,197     11,583
  AvalonBay Communities Inc. 5.000% 2/15/33  11,386     11,167
  AvalonBay Communities Inc. 5.300% 12/7/33  16,089     16,130
  Boston Properties LP 3.400% 6/21/29  33,180     29,280
  Boston Properties LP 2.900% 3/15/30  22,209     18,772
  Boston Properties LP 3.250% 1/30/31  44,111     37,138
  Boston Properties LP 2.550% 4/1/32  21,236     16,501
 
47

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Boston Properties LP 2.450% 10/1/33   5,128      3,784
  Boston Properties LP 6.500% 1/15/34  10,895     11,140
  Brixmor Operating Partnership LP 4.125% 5/15/29  15,117     14,123
  Brixmor Operating Partnership LP 4.050% 7/1/30  15,585     14,312
  Brixmor Operating Partnership LP 2.500% 8/16/31   8,000      6,497
  Brixmor Operating Partnership LP 5.500% 2/15/34   7,250      7,058
  Broadstone Net Lease LLC 2.600% 9/15/31   7,671      5,951
  Camden Property Trust 3.150% 7/1/29  15,554     14,150
  Camden Property Trust 2.800% 5/15/30  19,150     16,828
  Camden Property Trust 4.900% 1/15/34  10,900     10,460
  CBRE Services Inc. 2.500% 4/1/31  11,978      9,836
  COPT Defense Properties LP 2.000% 1/15/29   8,362      6,923
  COPT Defense Properties LP 2.750% 4/15/31  18,514     14,933
  Crown Castle Inc. 3.100% 11/15/29  11,063      9,789
  Crown Castle Inc. 3.300% 7/1/30  19,071     16,843
  Crown Castle Inc. 2.250% 1/15/31  27,272     22,291
  Crown Castle Inc. 2.100% 4/1/31  30,044     24,089
  Crown Castle Inc. 2.500% 7/15/31  21,147     17,317
  Crown Castle Inc. 5.100% 5/1/33  20,800     20,080
  Crown Castle Inc. 5.800% 3/1/34  18,000     18,261
  CubeSmart LP 3.000% 2/15/30   8,451      7,377
  CubeSmart LP 2.000% 2/15/31  15,487     12,440
  CubeSmart LP 2.500% 2/15/32  13,955     11,268
  Digital Realty Trust LP 3.600% 7/1/29  34,728     32,018
  EPR Properties 3.750% 8/15/29  13,275     11,595
  EPR Properties 3.600% 11/15/31  12,241     10,009
  Equinix Inc. 3.200% 11/18/29  28,227     25,369
  Equinix Inc. 2.150% 7/15/30  21,979     18,224
  Equinix Inc. 2.500% 5/15/31  20,822     17,387
  Equinix Inc. 3.900% 4/15/32  26,216     23,790
  ERP Operating LP 3.000% 7/1/29  21,900     19,843
  ERP Operating LP 2.500% 2/15/30  15,131     13,137
  ERP Operating LP 1.850% 8/1/31  17,564     14,090
  Essential Properties LP 2.950% 7/15/31   9,169      7,198
  Essex Portfolio LP 4.000% 3/1/29  14,864     14,077
  Essex Portfolio LP 3.000% 1/15/30  13,706     12,025
  Essex Portfolio LP 1.650% 1/15/31   8,811      6,883
  Essex Portfolio LP 2.550% 6/15/31   7,521      6,196
  Essex Portfolio LP 2.650% 3/15/32  17,683     14,414
  Extra Space Storage LP 3.900% 4/1/29   9,978      9,314
  Extra Space Storage LP 4.000% 6/15/29   9,505      8,920
  Extra Space Storage LP 5.500% 7/1/30   9,910      9,953
  Extra Space Storage LP 2.200% 10/15/30  10,714      8,757
  Extra Space Storage LP 5.900% 1/15/31  15,783     16,144
  Extra Space Storage LP 2.550% 6/1/31  14,500     11,941
  Extra Space Storage LP 2.400% 10/15/31  13,792     11,141
  Extra Space Storage LP 2.350% 3/15/32  22,099     17,521
  Federal Realty OP LP 3.200% 6/15/29   9,354      8,358
  Federal Realty OP LP 3.500% 6/1/30   8,953      8,030
  GLP Capital LP 4.000% 1/15/30  16,352     14,715
  GLP Capital LP 4.000% 1/15/31  19,016     16,766
  GLP Capital LP 3.250% 1/15/32  22,078     18,317
  Healthcare Realty Holdings LP 3.100% 2/15/30  16,607     14,310
  Healthcare Realty Holdings LP 2.000% 3/15/31  20,964     16,427
  Healthpeak OP LLC 3.500% 7/15/29  17,548     16,033
  Healthpeak OP LLC 3.000% 1/15/30  25,300     22,198
  Healthpeak OP LLC 2.875% 1/15/31  15,539     13,214
  Healthpeak OP LLC 5.250% 12/15/32  19,450     19,017
  Highwoods Realty LP 4.200% 4/15/29   3,722      3,355
  Highwoods Realty LP 3.050% 2/15/30  12,423     10,400
  Highwoods Realty LP 2.600% 2/1/31   6,945      5,462
  Highwoods Realty LP 7.650% 2/1/34   5,000      5,361
1 Host Hotels & Resorts LP 3.375% 12/15/29  18,430     16,306
1 Host Hotels & Resorts LP 3.500% 9/15/30  24,699     21,774
1 Host Hotels & Resorts LP 2.900% 12/15/31  14,352     11,850
  Invitation Homes Operating Partnership LP 5.450% 8/15/30   5,779      5,754
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Invitation Homes Operating Partnership LP 2.000% 8/15/31  13,176     10,292
  Invitation Homes Operating Partnership LP 4.150% 4/15/32  16,066     14,519
  Invitation Homes Operating Partnership LP 5.500% 8/15/33   9,281      9,166
  Kilroy Realty LP 4.250% 8/15/29   7,671      6,999
  Kilroy Realty LP 3.050% 2/15/30  26,680     22,347
  Kilroy Realty LP 2.500% 11/15/32  13,018      9,647
  Kilroy Realty LP 2.650% 11/15/33  12,144      8,847
  Kimco Realty OP LLC 2.700% 10/1/30   7,145      6,077
  Kimco Realty OP LLC 2.250% 12/1/31  13,277     10,571
  Kimco Realty OP LLC 3.200% 4/1/32  18,477     15,695
  Kimco Realty OP LLC 4.600% 2/1/33  17,010     15,944
  Kite Realty Group LP 5.500% 3/1/34   2,616      2,557
  Kite Realty Group Trust 4.750% 9/15/30   8,320      7,851
  LXP Industrial Trust 2.700% 9/15/30   9,291      7,666
  LXP Industrial Trust 2.375% 10/1/31  10,672      8,460
  Mid-America Apartments LP 3.950% 3/15/29  15,069     14,378
  Mid-America Apartments LP 2.750% 3/15/30   5,031      4,422
  Mid-America Apartments LP 1.700% 2/15/31  17,053     13,595
  National Health Investors Inc. 3.000% 2/1/31  13,276     10,642
  NNN REIT Inc. 2.500% 4/15/30   7,343      6,213
  NNN REIT Inc. 5.600% 10/15/33  13,720     13,673
  Omega Healthcare Investors Inc. 3.625% 10/1/29  10,282      9,030
  Omega Healthcare Investors Inc. 3.375% 2/1/31  14,025     11,806
  Omega Healthcare Investors Inc. 3.250% 4/15/33  22,266     17,700
  Phillips Edison Grocery Center Operating Partnership I LP 2.625% 11/15/31   6,416      5,160
  Physicians Realty LP 2.625% 11/1/31   8,869      7,222
  Piedmont Operating Partnership LP 3.150% 8/15/30   8,289      6,360
  Piedmont Operating Partnership LP 2.750% 4/1/32   8,113      5,733
  Prologis LP 3.875% 9/15/28       1         —
  Prologis LP 2.875% 11/15/29  12,133     10,895
  Prologis LP 2.250% 4/15/30  31,932     27,382
  Prologis LP 1.750% 7/1/30   9,170      7,538
  Prologis LP 1.250% 10/15/30  16,589     13,153
  Prologis LP 1.750% 2/1/31  11,009      8,917
  Prologis LP 1.625% 3/15/31   6,811      5,401
  Prologis LP 2.250% 1/15/32  15,103     12,337
  Prologis LP 4.625% 1/15/33  16,354     15,736
  Prologis LP 4.750% 6/15/33  19,182     18,580
  Prologis LP 5.125% 1/15/34   8,725      8,636
  Prologis LP 5.000% 3/15/34  10,000      9,826
  Public Storage Operating Co. 3.385% 5/1/29  15,503     14,450
  Public Storage Operating Co. 2.300% 5/1/31  11,352      9,525
  Public Storage Operating Co. 2.250% 11/9/31  22,930     18,906
  Public Storage Operating Co. 5.100% 8/1/33  13,035     13,020
  Rayonier LP 2.750% 5/17/31   6,264      5,106
  Realty Income Corp. 3.250% 6/15/29  13,076     11,964
  Realty Income Corp. 4.000% 7/15/29  12,735     12,007
  Realty Income Corp. 3.100% 12/15/29  13,205     11,858
  Realty Income Corp. 3.400% 1/15/30  13,897     12,596
  Realty Income Corp. 4.850% 3/15/30  20,688     20,279
  Realty Income Corp. 3.250% 1/15/31  29,766     26,329
  Realty Income Corp. 3.200% 2/15/31   8,490      7,417
  Realty Income Corp. 2.700% 2/15/32   8,325      6,824
  Realty Income Corp. 5.625% 10/13/32  28,635     28,922
  Realty Income Corp. 2.850% 12/15/32  22,703     18,691
  Realty Income Corp. 4.900% 7/15/33  15,764     15,040
  Realty Income Corp. 5.125% 2/15/34  11,000     10,653
  Regency Centers LP 2.950% 9/15/29  11,249      9,953
  Regency Centers LP 3.700% 6/15/30  15,848     14,440
  Regency Centers LP 5.250% 1/15/34  10,970     10,726
  Rexford Industrial Realty LP 2.125% 12/1/30  12,247      9,916
  Rexford Industrial Realty LP 2.150% 9/1/31  10,584      8,359
  Sabra Health Care LP 3.900% 10/15/29  12,976     11,558
 
48

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Sabra Health Care LP 3.200% 12/1/31  32,716     26,573
  Safehold GL Holdings LLC 2.800% 6/15/31  10,750      8,738
  Safehold GL Holdings LLC 2.850% 1/15/32   7,537      6,063
  Simon Property Group LP 2.450% 9/13/29  29,369     25,586
  Simon Property Group LP 2.650% 7/15/30  19,300     16,748
  Simon Property Group LP 2.200% 2/1/31  13,342     10,937
  Simon Property Group LP 2.250% 1/15/32  13,208     10,621
  Simon Property Group LP 2.650% 2/1/32  13,847     11,502
  Simon Property Group LP 5.500% 3/8/33  12,437     12,543
  Simon Property Group LP 6.250% 1/15/34  13,300     14,003
  Store Capital LLC 4.625% 3/15/29   7,495      6,992
  Store Capital LLC 2.750% 11/18/30   8,479      6,712
  Store Capital LLC 2.700% 12/1/31   8,610      6,699
  Sun Communities Operating LP 2.700% 7/15/31  25,348     20,673
  Sun Communities Operating LP 4.200% 4/15/32  18,399     16,328
  Sun Communities Operating LP 5.700% 1/15/33   8,136      8,009
  Tanger Properties LP 2.750% 9/1/31   9,139      7,371
1 UDR Inc. 4.400% 1/26/29       1         —
1 UDR Inc. 3.200% 1/15/30  15,766     14,104
  UDR Inc. 3.000% 8/15/31  16,206     13,903
1 UDR Inc. 2.100% 8/1/32   6,472      5,004
1 UDR Inc. 1.900% 3/15/33   7,557      5,641
1 UDR Inc. 2.100% 6/15/33   7,611      5,737
  Ventas Realty LP 3.000% 1/15/30  24,052     20,993
  Ventas Realty LP 4.750% 11/15/30  13,036     12,470
  Ventas Realty LP 2.500% 9/1/31   8,194      6,668
  VICI Properties LP 4.950% 2/15/30  26,650     25,436
  VICI Properties LP 5.125% 5/15/32  37,908     35,602
  Welltower OP LLC 4.125% 3/15/29  19,291     18,340
  Welltower OP LLC 3.100% 1/15/30  19,136     17,064
  Welltower OP LLC 2.750% 1/15/31  13,102     11,168
  Welltower OP LLC 2.800% 6/1/31  20,052     17,013
  Welltower OP LLC 2.750% 1/15/32  10,841      9,013
  Welltower OP LLC 3.850% 6/15/32  12,586     11,283
  Weyerhaeuser Co. 4.000% 11/15/29  26,845     25,210
  Weyerhaeuser Co. 4.000% 4/15/30  27,396     25,603
  Weyerhaeuser Co. 7.375% 3/15/32  18,505     20,893
  Weyerhaeuser Co. 3.375% 3/9/33  12,124     10,474
  WP Carey Inc. 3.850% 7/15/29   7,771      7,190
  WP Carey Inc. 2.400% 2/1/31  13,590     11,180
  WP Carey Inc. 2.450% 2/1/32   7,965      6,340
  WP Carey Inc. 2.250% 4/1/33   8,242      6,258
                                2,711,606
Technology (8.0%)
  Adobe Inc. 2.300% 2/1/30  29,838     26,028
  Advanced Micro Devices Inc. 3.924% 6/1/32  20,508     19,184
  Amdocs Ltd. 2.538% 6/15/30  19,741     16,753
  Analog Devices Inc. 2.100% 10/1/31  25,080     20,692
  Apple Inc. 3.250% 8/8/29  24,972     23,348
  Apple Inc. 2.200% 9/11/29  38,096     33,645
  Apple Inc. 4.150% 5/10/30   4,365      4,285
  Apple Inc. 1.650% 5/11/30  49,451     41,347
  Apple Inc. 1.250% 8/20/30  45,751     37,027
  Apple Inc. 1.650% 2/8/31  70,636     58,164
  Apple Inc. 1.700% 8/5/31  38,894     31,673
  Apple Inc. 3.350% 8/8/32  47,939     43,522
  Apple Inc. 4.300% 5/10/33   7,135      7,044
  Applied Materials Inc. 1.750% 6/1/30  14,430     12,034
  Arrow Electronics Inc. 2.950% 2/15/32  13,166     10,989
  Autodesk Inc. 2.850% 1/15/30   3,185      2,823
  Autodesk Inc. 2.400% 12/15/31  26,898     22,313
  Automatic Data Processing Inc. 1.250% 9/1/30  34,621     28,042
  Avnet Inc. 3.000% 5/15/31   7,978      6,585
  Avnet Inc. 5.500% 6/1/32   8,253      7,925
  Booz Allen Hamilton Inc. 5.950% 8/4/33  17,200     17,698
2 Broadcom Inc. 4.000% 4/15/29  16,318     15,441
  Broadcom Inc. 4.750% 4/15/29  41,364     40,589
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Broadcom Inc. 5.000% 4/15/30  21,141     21,067
  Broadcom Inc. 4.150% 11/15/30  52,138     48,741
2 Broadcom Inc. 2.450% 2/15/31  71,141     59,215
2 Broadcom Inc. 4.150% 4/15/32  29,373     26,966
  Broadcom Inc. 4.300% 11/15/32  59,467     55,067
2 Broadcom Inc. 2.600% 2/15/33  37,102     29,776
2 Broadcom Inc. 3.419% 4/15/33  56,408     48,169
  Broadridge Financial Solutions Inc. 2.900% 12/1/29  12,147     10,693
  Broadridge Financial Solutions Inc. 2.600% 5/1/31  30,972     25,950
  CDW LLC 3.569% 12/1/31  27,453     23,807
2 CGI Inc. 2.300% 9/14/31       1         —
  CGI Inc. 2.300% 9/14/31   7,067      5,653
  Cintas Corp. No. 2 4.000% 5/1/32  18,152     17,000
  Cisco Systems Inc. 4.950% 2/26/31  45,130     45,168
  Cisco Systems Inc. 5.050% 2/26/34  54,670     54,953
  Concentrix Corp. 6.850% 8/2/33  14,890     14,561
  Dell International LLC 5.300% 10/1/29  50,405     50,501
  Dell International LLC 6.200% 7/15/30  19,529     20,433
  Dell International LLC 5.750% 2/1/33  23,249     23,874
  Equifax Inc. 3.100% 5/15/30  13,319     11,743
  Equifax Inc. 2.350% 9/15/31  37,090     30,287
  Fidelity National Information Services Inc. 3.750% 5/21/29   8,286      7,887
  Fidelity National Information Services Inc. 2.250% 3/1/31  42,971     35,911
  Fidelity National Information Services Inc. 5.100% 7/15/32  18,093     18,082
  Fiserv Inc. 3.500% 7/1/29  81,165     74,634
  Fiserv Inc. 2.650% 6/1/30  24,648     21,194
  Fiserv Inc. 5.600% 3/2/33  22,927     23,115
  Fiserv Inc. 5.625% 8/21/33  34,526     34,914
  Flex Ltd. 4.875% 6/15/29  18,516     18,011
  Flex Ltd. 4.875% 5/12/30  17,048     16,425
  Fortinet Inc. 2.200% 3/15/31  13,169     10,890
  HP Inc. 4.000% 4/15/29  28,628     27,264
  HP Inc. 3.400% 6/17/30  11,070      9,965
  HP Inc. 2.650% 6/17/31  32,484     27,106
  HP Inc. 4.200% 4/15/32  13,346     12,305
  HP Inc. 5.500% 1/15/33  34,255     34,269
  Hubbell Inc. 2.300% 3/15/31   5,525      4,566
  IBM International Capital Pte. Ltd. 4.900% 2/5/34  30,000     29,093
  Intel Corp. 4.000% 8/5/29  25,425     24,309
  Intel Corp. 2.450% 11/15/29  56,296     49,300
  Intel Corp. 5.125% 2/10/30  36,564     36,852
  Intel Corp. 3.900% 3/25/30  35,464     33,345
  Intel Corp. 2.000% 8/12/31  44,078     35,771
  Intel Corp. 4.150% 8/5/32  55,217     51,889
  Intel Corp. 5.200% 2/10/33  52,435     52,457
  Intel Corp. 5.150% 2/21/34  19,000     18,813
  International Business Machines Corp. 3.500% 5/15/29  74,620     69,652
  International Business Machines Corp. 1.950% 5/15/30  31,797     26,603
  International Business Machines Corp. 2.720% 2/9/32   5,237      4,536
  International Business Machines Corp. 4.400% 7/27/32  18,275     17,453
  International Business Machines Corp. 5.875% 11/29/32  11,525     12,202
  International Business Machines Corp. 4.750% 2/6/33  24,474     23,882
  Intuit Inc. 1.650% 7/15/30  11,953      9,801
  Intuit Inc. 5.200% 9/15/33  33,583     33,918
  Jabil Inc. 3.600% 1/15/30   9,796      8,825
  Jabil Inc. 3.000% 1/15/31  18,017     15,373
  Juniper Networks Inc. 3.750% 8/15/29  15,151     14,043
  Juniper Networks Inc. 2.000% 12/10/30  13,163     10,598
  KLA Corp. 4.650% 7/15/32  21,120     20,587
 
49

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  KLA Corp. 4.700% 2/1/34  15,000     14,607
  Kyndryl Holdings Inc. 3.150% 10/15/31  17,325     14,287
  Kyndryl Holdings Inc. 6.350% 2/20/34   3,243      3,272
  Lam Research Corp. 4.000% 3/15/29  29,598     28,521
  Lam Research Corp. 1.900% 6/15/30  19,022     15,963
  Leidos Inc. 4.375% 5/15/30  17,705     16,638
  Leidos Inc. 2.300% 2/15/31  22,342     18,304
  Leidos Inc. 5.750% 3/15/33  19,485     19,790
  Marvell Technology Inc. 2.950% 4/15/31  19,837     16,988
  Marvell Technology Inc. 5.950% 9/15/33  13,265     13,679
  Micron Technology Inc. 5.327% 2/6/29       1          1
  Micron Technology Inc. 6.750% 11/1/29  35,395     37,564
  Micron Technology Inc. 4.663% 2/15/30  21,560     20,822
  Micron Technology Inc. 2.703% 4/15/32  24,510     20,107
  Micron Technology Inc. 5.875% 2/9/33  26,741     27,291
  Micron Technology Inc. 5.875% 9/15/33  22,375     22,805
2 Microsoft Corp. 1.350% 9/15/30  11,172      9,143
  Moody's Corp. 2.000% 8/19/31  17,318     14,001
  Moody's Corp. 4.250% 8/8/32  12,898     12,183
  Motorola Solutions Inc. 4.600% 5/23/29  21,634     21,031
  Motorola Solutions Inc. 2.300% 11/15/30  15,500     12,765
  Motorola Solutions Inc. 2.750% 5/24/31  17,382     14,501
  Motorola Solutions Inc. 5.600% 6/1/32   7,224      7,246
  NetApp Inc. 2.700% 6/22/30  18,348     15,731
  NVIDIA Corp. 2.850% 4/1/30  42,331     38,119
  NVIDIA Corp. 2.000% 6/15/31  33,109     27,659
  NXP BV 4.300% 6/18/29  27,970     26,702
  NXP BV 3.400% 5/1/30  19,335     17,309
  NXP BV 2.500% 5/11/31  31,490     26,071
  NXP BV 2.650% 2/15/32  12,386     10,168
  NXP BV 5.000% 1/15/33  26,195     25,313
  Oracle Corp. 6.150% 11/9/29  25,501     26,664
  Oracle Corp. 2.950% 4/1/30  86,051     75,892
  Oracle Corp. 4.650% 5/6/30  24,663     23,993
  Oracle Corp. 3.250% 5/15/30  11,633     10,427
  Oracle Corp. 2.875% 3/25/31  83,966     72,435
  Oracle Corp. 6.250% 11/9/32  52,585     55,526
  Oracle Corp. 4.900% 2/6/33  45,675     44,102
  Qorvo Inc. 4.375% 10/15/29  20,895     19,431
  QUALCOMM Inc. 2.150% 5/20/30  29,095     24,886
  QUALCOMM Inc. 1.650% 5/20/32  33,537     26,176
  QUALCOMM Inc. 4.250% 5/20/32  12,763     12,174
  QUALCOMM Inc. 5.400% 5/20/33  15,428     15,986
  Quanta Services Inc. 2.900% 10/1/30  24,494     21,236
  Quanta Services Inc. 2.350% 1/15/32   8,074      6,463
  RELX Capital Inc. 4.000% 3/18/29  27,754     26,507
  RELX Capital Inc. 3.000% 5/22/30  19,307     17,237
  RELX Capital Inc. 4.750% 5/20/32  12,866     12,635
  Roper Technologies Inc. 2.950% 9/15/29  15,220     13,624
  Roper Technologies Inc. 2.000% 6/30/30   8,617      7,158
  Roper Technologies Inc. 1.750% 2/15/31  24,665     19,705
  S&P Global Inc. 2.700% 3/1/29  32,729     29,599
  S&P Global Inc. 4.250% 5/1/29  31,047     30,105
  S&P Global Inc. 2.500% 12/1/29  18,826     16,588
  S&P Global Inc. 1.250% 8/15/30  11,751      9,377
  S&P Global Inc. 2.900% 3/1/32  44,949     38,708
2 S&P Global Inc. 5.250% 9/15/33  13,410     13,550
  Salesforce Inc. 1.950% 7/15/31  46,964     38,460
  ServiceNow Inc. 1.400% 9/1/30  40,614     32,579
  Skyworks Solutions Inc. 3.000% 6/1/31  12,602     10,554
  TD SYNNEX Corp. 2.650% 8/9/31  12,584     10,005
  Teledyne FLIR LLC 2.500% 8/1/30  14,796     12,499
  Texas Instruments Inc. 2.250% 9/4/29  15,447     13,632
  Texas Instruments Inc. 1.750% 5/4/30  15,634     13,083
  Texas Instruments Inc. 1.900% 9/15/31  11,791      9,731
  Texas Instruments Inc. 3.650% 8/16/32   6,028      5,536
  Texas Instruments Inc. 4.900% 3/14/33  22,955     22,974
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Texas Instruments Inc. 4.850% 2/8/34  25,000     24,850
  TSMC Arizona Corp. 4.125% 4/22/29  16,053     15,520
  TSMC Arizona Corp. 2.500% 10/25/31  31,823     26,939
  TSMC Arizona Corp. 4.250% 4/22/32  11,345     10,956
  Verisk Analytics Inc. 4.125% 3/15/29  19,045     18,275
  Verisk Analytics Inc. 5.750% 4/1/33  16,048     16,577
  VMware LLC 4.700% 5/15/30  39,837     38,309
  VMware LLC 2.200% 8/15/31  28,670     23,117
  Western Digital Corp. 3.100% 2/1/32  13,331     10,392
  Workday Inc. 3.700% 4/1/29  23,622     22,078
  Workday Inc. 3.800% 4/1/32  33,267     30,071
  Xilinx Inc. 2.375% 6/1/30  18,337     15,869
                                3,787,386
Utilities (8.3%)
1 AEP Texas Inc. 2.100% 7/1/30  16,779     13,888
  AEP Texas Inc. 4.700% 5/15/32   9,330      8,890
  AEP Texas Inc. 5.400% 6/1/33  11,278     11,255
  AES Corp. 2.450% 1/15/31  26,517     21,656
1 Alabama Power Co. 1.450% 9/15/30  12,990     10,433
  Alabama Power Co. 3.050% 3/15/32   9,309      8,059
  Alabama Power Co. 3.940% 9/1/32  16,333     15,047
  Alabama Power Co. 5.850% 11/15/33   4,420      4,625
  Ameren Corp. 3.500% 1/15/31  25,068     22,583
  Ameren Illinois Co. 1.550% 11/15/30  10,781      8,647
  Ameren Illinois Co. 3.850% 9/1/32  17,566     15,994
  Ameren Illinois Co. 4.950% 6/1/33  11,652     11,457
  American Electric Power Co. Inc. 2.300% 3/1/30   8,706      7,360
  American Electric Power Co. Inc. 5.950% 11/1/32   9,450      9,775
  American Electric Power Co. Inc. 5.625% 3/1/33  22,774     22,937
  American Water Capital Corp. 3.450% 6/1/29   9,860      9,166
  American Water Capital Corp. 2.800% 5/1/30   6,503      5,692
  American Water Capital Corp. 2.300% 6/1/31  14,360     11,885
  American Water Capital Corp. 4.450% 6/1/32  20,757     19,847
  American Water Capital Corp. 5.150% 3/1/34   6,100      6,049
1 Appalachian Power Co. 2.700% 4/1/31  18,296     15,454
1 Appalachian Power Co. 4.500% 8/1/32  23,469     21,942
  Arizona Public Service Co. 2.600% 8/15/29   6,758      5,951
  Arizona Public Service Co. 6.350% 12/15/32  12,162     12,879
  Arizona Public Service Co. 5.550% 8/1/33  10,775     10,822
  Atlantic City Electric Co. 2.300% 3/15/31  11,538      9,520
  Atmos Energy Corp. 2.625% 9/15/29  13,551     12,063
  Atmos Energy Corp. 1.500% 1/15/31  17,921     14,254
  Atmos Energy Corp. 5.450% 10/15/32   8,286      8,484
  Atmos Energy Corp. 5.900% 11/15/33   5,485      5,764
  Avangrid Inc. 3.800% 6/1/29  20,816     19,394
  Baltimore Gas & Electric Co. 2.250% 6/15/31  17,471     14,535
  Berkshire Hathaway Energy Co. 3.700% 7/15/30  24,845     22,981
  Berkshire Hathaway Energy Co. 1.650% 5/15/31  11,292      8,928
  Black Hills Corp. 3.050% 10/15/29  10,155      9,005
  Black Hills Corp. 2.500% 6/15/30   7,579      6,294
  Black Hills Corp. 4.350% 5/1/33  10,915      9,939
  Black Hills Corp. 6.150% 5/15/34   3,140      3,225
1 CenterPoint Energy Houston Electric LLC 2.350% 4/1/31  10,528      8,845
1 CenterPoint Energy Houston Electric LLC 3.000% 3/1/32   7,699      6,657
1 CenterPoint Energy Houston Electric LLC 4.450% 10/1/32  15,441     14,701
  CenterPoint Energy Houston Electric LLC 4.950% 4/1/33  32,775     32,278
  CenterPoint Energy Houston Electric LLC 5.150% 3/1/34   6,000      5,994
  CenterPoint Energy Inc. 2.950% 3/1/30  10,938      9,659
  CenterPoint Energy Inc. 2.650% 6/1/31  13,225     11,102
  CenterPoint Energy Resources Corp. 1.750% 10/1/30  12,823     10,421
  CenterPoint Energy Resources Corp. 5.400% 3/1/33  19,748     19,877
  Cleco Corporate Holdings LLC 3.375% 9/15/29   1,330      1,156
 
50

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 CMS Energy Corp. 4.750% 6/1/50  14,156     12,917
  CMS Energy Corp. 3.750% 12/1/50   2,382      1,909
  Commonwealth Edison Co. 2.200% 3/1/30   8,926      7,590
1 Commonwealth Edison Co. 3.150% 3/15/32   4,335      3,781
  Commonwealth Edison Co. 4.900% 2/1/33   9,332      9,167
1 Connecticut Light & Power Co. 2.050% 7/1/31   8,216      6,676
  Connecticut Light & Power Co. 4.900% 7/1/33   7,010      6,847
1 Consolidated Edison Co. of New York Inc. 3.350% 4/1/30  17,004     15,545
  Consolidated Edison Co. of New York Inc. 2.400% 6/15/31  23,200     19,538
  Consolidated Edison Co. of New York Inc. 5.200% 3/1/33  10,657     10,751
  Consolidated Edison Co. of New York Inc. 5.500% 3/15/34   2,800      2,861
  Constellation Energy Generation LLC 5.800% 3/1/33  16,171     16,525
  Constellation Energy Generation LLC 6.125% 1/15/34  13,825     14,436
  Consumers Energy Co. 3.600% 8/15/32  14,044     12,664
  Consumers Energy Co. 4.625% 5/15/33  28,123     27,189
1 Dominion Energy Inc. 3.375% 4/1/30  52,184     46,990
1 Dominion Energy Inc. 2.250% 8/15/31  24,038     19,441
1 Dominion Energy Inc. 4.350% 8/15/32  12,527     11,661
  Dominion Energy Inc. 5.375% 11/15/32  32,131     31,947
1 Dominion Energy South Carolina Inc. 2.300% 12/1/31  13,792     11,314
  Dominion Energy South Carolina Inc. 6.625% 2/1/32     615        683
  Dominion Energy South Carolina Inc. 5.300% 5/15/33   4,442      4,465
  DTE Electric Co. 2.250% 3/1/30  19,605     16,827
1 DTE Electric Co. 2.625% 3/1/31  17,929     15,399
1 DTE Electric Co. 3.000% 3/1/32  12,026     10,375
  DTE Electric Co. 5.200% 4/1/33  14,546     14,639
  DTE Electric Co. 5.200% 3/1/34   9,000      8,967
1 DTE Energy Co. 3.400% 6/15/29  15,412     14,104
  DTE Energy Co. 2.950% 3/1/30  12,160     10,652
  Duke Energy Carolinas LLC 2.450% 8/15/29   5,973      5,268
  Duke Energy Carolinas LLC 2.450% 2/1/30   5,951      5,203
  Duke Energy Carolinas LLC 2.550% 4/15/31  21,677     18,575
  Duke Energy Carolinas LLC 2.850% 3/15/32   8,536      7,243
  Duke Energy Carolinas LLC 4.950% 1/15/33  32,809     32,282
  Duke Energy Carolinas LLC 4.850% 1/15/34  23,666     22,982
  Duke Energy Corp. 3.400% 6/15/29  16,590     15,276
  Duke Energy Corp. 2.450% 6/1/30  17,553     15,014
  Duke Energy Corp. 2.550% 6/15/31  30,123     25,099
  Duke Energy Corp. 4.500% 8/15/32  34,972     32,808
  Duke Energy Corp. 5.750% 9/15/33  23,563     23,990
  Duke Energy Florida LLC 2.500% 12/1/29  20,694     18,185
  Duke Energy Florida LLC 1.750% 6/15/30  20,120     16,596
  Duke Energy Florida LLC 2.400% 12/15/31  18,194     15,043
  Duke Energy Florida LLC 5.875% 11/15/33  27,047     28,311
4 Duke Energy Indiana LLC 5.250% 3/1/34   4,500      4,489
  Duke Energy Ohio Inc. 3.650% 2/1/29   9,160      8,650
  Duke Energy Ohio Inc. 2.125% 6/1/30   2,050      1,722
  Duke Energy Ohio Inc. 5.250% 4/1/33   8,737      8,740
  Duke Energy Progress LLC 3.450% 3/15/29   7,865      7,359
  Duke Energy Progress LLC 2.000% 8/15/31  18,191     14,696
  Duke Energy Progress LLC 5.250% 3/15/33  13,293     13,271
2 East Ohio Gas Co. 2.000% 6/15/30   1,200        982
  Edison International 6.950% 11/15/29  18,644     19,871
  Emera US Finance LP 2.639% 6/15/31  11,591      9,331
  Entergy Arkansas LLC 5.150% 1/15/33  10,910     10,894
  Entergy Arkansas LLC 5.300% 9/15/33   8,685      8,704
  Entergy Corp. 2.800% 6/15/30  12,898     11,153
  Entergy Corp. 2.400% 6/15/31  17,173     14,137
  Entergy Louisiana LLC 1.600% 12/15/30   9,969      7,901
  Entergy Louisiana LLC 3.050% 6/1/31   7,785      6,790
  Entergy Louisiana LLC 2.350% 6/15/32   8,290      6,704
  Entergy Texas Inc. 4.000% 3/30/29  14,061     13,420
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Entergy Texas Inc. 1.750% 3/15/31  18,406     14,733
  Essential Utilities Inc. 3.566% 5/1/29   9,000      8,343
  Essential Utilities Inc. 2.704% 4/15/30  12,844     11,054
  Essential Utilities Inc. 2.400% 5/1/31   6,182      5,074
  Essential Utilities Inc. 5.375% 1/15/34  17,060     16,761
  Evergy Inc. 2.900% 9/15/29  32,464     28,771
  Evergy Kansas Central Inc. 5.900% 11/15/33   1,445      1,501
1 Evergy Metro Inc. 2.250% 6/1/30   6,913      5,842
  Evergy Metro Inc. 4.950% 4/15/33   8,067      7,887
1 Eversource Energy 4.250% 4/1/29  16,000     15,242
1 Eversource Energy 1.650% 8/15/30  17,585     13,992
  Eversource Energy 2.550% 3/15/31  14,918     12,313
  Eversource Energy 3.375% 3/1/32  28,337     24,325
  Eversource Energy 5.125% 5/15/33  27,971     27,021
  Exelon Corp. 4.050% 4/15/30  42,143     39,527
  Exelon Corp. 3.350% 3/15/32  23,446     20,443
  Exelon Corp. 5.300% 3/15/33  25,157     24,914
  Exelon Corp. 5.450% 3/15/34  12,000     11,947
  Florida Power & Light Co. 4.625% 5/15/30  17,401     17,125
  Florida Power & Light Co. 2.450% 2/3/32  28,216     23,595
  Florida Power & Light Co. 5.100% 4/1/33  29,972     29,861
  Florida Power & Light Co. 4.800% 5/15/33  19,154     18,731
1 Georgia Power Co. 2.650% 9/15/29  18,564     16,423
  Georgia Power Co. 4.700% 5/15/32  17,302     16,724
  Georgia Power Co. 4.950% 5/17/33  25,737     25,146
  Georgia Power Co. 5.250% 3/15/34   6,600      6,578
  Interstate Power & Light Co. 3.600% 4/1/29   3,000      2,790
  Interstate Power & Light Co. 2.300% 6/1/30   9,204      7,755
  Interstate Power & Light Co. 5.700% 10/15/33   7,914      8,057
  IPALCO Enterprises Inc. 4.250% 5/1/30  12,444     11,455
1 Kentucky Utilities Co. 5.450% 4/15/33   8,862      8,941
1 Louisville Gas & Electric Co. 5.450% 4/15/33  14,368     14,501
  MidAmerican Energy Co. 3.650% 4/15/29  32,734     30,881
  MidAmerican Energy Co. 6.750% 12/30/31     250        280
  MidAmerican Energy Co. 5.350% 1/15/34   9,624      9,808
  National Fuel Gas Co. 2.950% 3/1/31  14,521     12,113
  National Grid plc 5.809% 6/12/33  26,903     27,186
  National Grid plc 5.418% 1/11/34  22,105     21,556
1 National Rural Utilities Cooperative Finance Corp. 4.850% 2/7/29   2,500      2,479
  National Rural Utilities Cooperative Finance Corp. 3.700% 3/15/29  18,095     16,990
  National Rural Utilities Cooperative Finance Corp. 2.400% 3/15/30  15,988     13,763
1 National Rural Utilities Cooperative Finance Corp. 5.000% 2/7/31  15,270     15,069
  National Rural Utilities Cooperative Finance Corp. 1.350% 3/15/31  11,675      9,063
1 National Rural Utilities Cooperative Finance Corp. 1.650% 6/15/31   5,660      4,477
1 National Rural Utilities Cooperative Finance Corp. 8.000% 3/1/32   8,570      9,924
  National Rural Utilities Cooperative Finance Corp. 2.750% 4/15/32  11,462      9,637
  National Rural Utilities Cooperative Finance Corp. 4.023% 11/1/32   6,485      5,966
  National Rural Utilities Cooperative Finance Corp. 5.800% 1/15/33  21,956     22,704
1 Nevada Power Co. 3.700% 5/1/29  17,522     16,533
1 Nevada Power Co. 2.400% 5/1/30   9,742      8,285
  NextEra Energy Capital Holdings Inc. 3.500% 4/1/29  19,046     17,613
  NextEra Energy Capital Holdings Inc. 2.750% 11/1/29  23,247     20,489
  NextEra Energy Capital Holdings Inc. 2.250% 6/1/30  52,873     44,494
  NextEra Energy Capital Holdings Inc. 2.440% 1/15/32  20,950     17,012
  NextEra Energy Capital Holdings Inc. 5.000% 7/15/32  30,349     29,579
  NextEra Energy Capital Holdings Inc. 5.050% 2/28/33  31,309     30,524
4 NextEra Energy Capital Holdings Inc. 6.700% 9/1/54  26,600     26,505
1 NextEra Energy Capital Holdings Inc. 4.800% 12/1/77  10,326      9,350
 
51

 

Intermediate-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 NextEra Energy Capital Holdings Inc. 5.650% 5/1/79   3,414      3,283
  NiSource Inc. 2.950% 9/1/29  22,868     20,562
  NiSource Inc. 3.600% 5/1/30  33,167     30,360
  NiSource Inc. 1.700% 2/15/31  24,509     19,443
  NiSource Inc. 5.400% 6/30/33  13,940     13,921
  Northern States Power Co. 2.250% 4/1/31   2,823      2,365
  NSTAR Electric Co. 3.250% 5/15/29  10,072      9,362
  NSTAR Electric Co. 3.950% 4/1/30  10,857     10,178
1 Ohio Power Co. 2.600% 4/1/30   8,835      7,645
1 Ohio Power Co. 1.625% 1/15/31  15,531     12,385
  Ohio Power Co. 5.000% 6/1/33  10,330     10,132
  Oklahoma Gas & Electric Co. 3.300% 3/15/30   7,952      7,160
  Oklahoma Gas & Electric Co. 3.250% 4/1/30   7,569      6,792
  Oklahoma Gas & Electric Co. 5.400% 1/15/33  12,314     12,515
  Oncor Electric Delivery Co. LLC 5.750% 3/15/29   9,590      9,915
  Oncor Electric Delivery Co. LLC 2.750% 5/15/30  26,810     23,550
  Oncor Electric Delivery Co. LLC 7.000% 5/1/32   5,092      5,672
  Oncor Electric Delivery Co. LLC 4.150% 6/1/32  19,594     18,351
  Oncor Electric Delivery Co. LLC 4.550% 9/15/32  15,877     15,231
  Oncor Electric Delivery Co. LLC 5.650% 11/15/33  27,025     27,865
  ONE Gas Inc. 2.000% 5/15/30   8,006      6,656
  ONE Gas Inc. 4.250% 9/1/32   5,020      4,753
  Pacific Gas & Electric Co. 4.200% 3/1/29   3,966      3,742
  Pacific Gas & Electric Co. 4.550% 7/1/30  79,497     74,769
  Pacific Gas & Electric Co. 2.500% 2/1/31  54,256     44,495
  Pacific Gas & Electric Co. 3.250% 6/1/31  23,840     20,426
  Pacific Gas & Electric Co. 4.400% 3/1/32   7,362      6,700
  Pacific Gas & Electric Co. 5.900% 6/15/32  28,562     28,706
  Pacific Gas & Electric Co. 6.150% 1/15/33  24,784     25,359
  Pacific Gas & Electric Co. 6.400% 6/15/33  22,521     23,419
  Pacific Gas & Electric Co. 5.800% 5/15/34  12,000     11,982
  PacifiCorp 3.500% 6/15/29  16,208     14,943
  PacifiCorp 2.700% 9/15/30   8,836      7,582
  PacifiCorp 5.300% 2/15/31  14,266     14,143
  PECO Energy Co. 4.900% 6/15/33  20,256     20,053
  Piedmont Natural Gas Co. Inc. 3.500% 6/1/29  16,046     14,773
  Piedmont Natural Gas Co. Inc. 2.500% 3/15/31  10,886      9,105
  Piedmont Natural Gas Co. Inc. 5.400% 6/15/33   9,102      9,129
4 Potomac Electric Power Co. 5.200% 3/15/34   5,300      5,269
  PPL Electric Utilities Corp. 5.000% 5/15/33  17,432     17,333
  PPL Electric Utilities Corp. 4.850% 2/15/34  12,500     12,173
  Progress Energy Inc. 7.750% 3/1/31  22,309     25,199
  Progress Energy Inc. 7.000% 10/30/31  20,526     22,652
1 Public Service Co. of Colorado 1.900% 1/15/31   9,133      7,435
  Public Service Co. of Colorado 1.875% 6/15/31  27,672     22,288
1 Public Service Co. of Colorado 4.100% 6/1/32  12,231     11,357
  Public Service Co. of New Hampshire 5.350% 10/1/33   8,347      8,434
  Public Service Co. of Oklahoma 5.250% 1/15/33   3,893      3,855
1 Public Service Electric & Gas Co. 2.450% 1/15/30  10,183      8,855
1 Public Service Electric & Gas Co. 1.900% 8/15/31  11,585      9,332
1 Public Service Electric & Gas Co. 3.100% 3/15/32  23,316     20,295
1 Public Service Electric & Gas Co. 4.900% 12/15/32  10,760     10,613
1 Public Service Electric & Gas Co. 4.650% 3/15/33  13,814     13,359
  Public Service Electric & Gas Co. 5.200% 8/1/33  12,968     13,057
1,4 Public Service Electric & Gas Co. 5.200% 3/1/34   7,000      7,009
  Public Service Enterprise Group Inc. 1.600% 8/15/30  13,877     11,147
  Public Service Enterprise Group Inc. 2.450% 11/15/31  18,034     14,667
  Public Service Enterprise Group Inc. 6.125% 10/15/33   7,731      8,068
  Puget Energy Inc. 4.100% 6/15/30  12,739     11,534
  Puget Energy Inc. 4.224% 3/15/32  12,586     11,238
1 San Diego Gas & Electric Co. 1.700% 10/1/30  21,474     17,474
1 San Diego Gas & Electric Co. 3.000% 3/15/32  13,443     11,610
  Sempra 3.700% 4/1/29  11,132     10,370
  Sempra 5.500% 8/1/33  18,816     18,706
1 Southern California Edison Co. 4.200% 3/1/29  16,000     15,393
  Southern California Edison Co. 6.650% 4/1/29   2,269      2,381
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
4 Southern California Edison Co. 5.150% 6/1/29  14,725     14,735
  Southern California Edison Co. 2.850% 8/1/29  11,275     10,096
  Southern California Edison Co. 2.250% 6/1/30  20,526     17,324
1 Southern California Edison Co. 2.500% 6/1/31  18,369     15,417
  Southern California Edison Co. 2.750% 2/1/32  14,320     12,025
  Southern California Edison Co. 5.950% 11/1/32  18,763     19,554
  Southern California Edison Co. 6.000% 1/15/34  14,093     14,686
  Southern California Edison Co. 5.200% 6/1/34   4,250      4,157
1 Southern California Gas Co. 2.550% 2/1/30  14,245     12,368
  Southern California Gas Co. 5.200% 6/1/33  13,396     13,304
  Southern Co. 5.500% 3/15/29  15,000     15,196
1 Southern Co. 3.700% 4/30/30  29,436     27,136
  Southern Co. 5.700% 10/15/32  20,582     21,080
  Southern Co. 5.200% 6/15/33  29,290     28,835
  Southern Co. 5.700% 3/15/34   7,500      7,647
1 Southern Co. Gas Capital Corp. 1.750% 1/15/31  20,776     16,648
  Southern Co. Gas Capital Corp. 5.150% 9/15/32  15,523     15,385
  Southern Co. Gas Capital Corp. 5.750% 9/15/33  13,166     13,483
  Southwest Gas Corp. 2.200% 6/15/30   4,239      3,537
  Southwest Gas Corp. 4.050% 3/15/32  16,204     14,824
  Southwestern Electric Power Co. 5.300% 4/1/33  18,779     18,507
  Spire Missouri Inc. 4.800% 2/15/33   9,793      9,515
  Tampa Electric Co. 2.400% 3/15/31  11,177      9,258
  Tucson Electric Power Co. 1.500% 8/1/30   6,989      5,615
  Tucson Electric Power Co. 3.250% 5/15/32   8,649      7,542
  Union Electric Co. 3.500% 3/15/29   9,000      8,394
  Union Electric Co. 2.950% 3/15/30  10,897      9,661
  Union Electric Co. 2.150% 3/15/32   7,309      5,873
1 Virginia Electric & Power Co. 2.875% 7/15/29  21,038     19,030
  Virginia Electric & Power Co. 2.300% 11/15/31  14,193     11,690
  Virginia Electric & Power Co. 2.400% 3/30/32  17,819     14,652
  Virginia Electric & Power Co. 5.000% 4/1/33  29,152     28,550
  Virginia Electric & Power Co. 5.300% 8/15/33  20,330     20,276
  WEC Energy Group Inc. 1.800% 10/15/30  12,521     10,145
  Wisconsin Electric Power Co. 4.750% 9/30/32  13,753     13,478
  Wisconsin Electric Power Co. 5.625% 5/15/33   6,790      7,103
  Wisconsin Power & Light Co. 3.000% 7/1/29   8,326      7,608
  Wisconsin Power & Light Co. 1.950% 9/16/31   7,377      5,884
  Wisconsin Power & Light Co. 3.950% 9/1/32  15,915     14,645
  Wisconsin Power & Light Co. 4.950% 4/1/33  10,477     10,211
  Xcel Energy Inc. 2.600% 12/1/29  14,992     13,154
  Xcel Energy Inc. 3.400% 6/1/30  11,870     10,704
  Xcel Energy Inc. 2.350% 11/15/31   3,050      2,478
  Xcel Energy Inc. 4.600% 6/1/32  25,031     23,321
  Xcel Energy Inc. 5.450% 8/15/33  17,740     17,644
  Xcel Energy Inc. 5.500% 3/15/34  20,150     19,808
                                3,924,278
Total Corporate Bonds (Cost $49,862,935) 46,586,775
 
52

 

Intermediate-Term Corporate Bond Index Fund
      Coupon   Shares Market
Value•

($000)
Temporary Cash Investments (0.1%)
Money Market Fund (0.1%)
5 Vanguard Market Liquidity Fund
(Cost $31,382) 		5.400%   313,884           31,385
Total Investments (98.7%) (Cost $49,900,147)   46,624,014
Other Assets and Liabilities—Net (1.3%)   629,045
Net Assets (100%)   47,253,059
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 29, 2024, the aggregate value was $413,623,000, representing 0.9% of net assets.
3 Securities with a value of $9,772,000 have been segregated as initial margin for open futures contracts.
4 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of February 29, 2024.
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.
  DAC—Designated Activity Company.
  REIT—Real Estate Investment Trust.
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
Ultra 10-Year U.S. Treasury Note June 2024 1,580 180,392 (73)
 
Short Futures Contracts
10-Year U.S. Treasury Note June 2024 (1,307) (144,342) (201)
        (274)
    
Centrally Cleared Credit Default Swaps
Reference Entity Termination
Date 		  Notional
Amount
(000) 		Periodic
Premium
Received
(Paid)1
(%) 		Value
($000) 		Unrealized
Appreciation
(Depreciation)
($000)
Credit Protection Purchased
CDX-NA-IG-S41-V1 12/20/28 USD 150,000 (1.000) (3,377) (311)
1 Periodic premium received/paid quarterly.
USD—U.S. dollar.
  
See accompanying Notes, which are an integral part of the Financial Statements.
53

 

Intermediate-Term Corporate Bond Index Fund
Statement of Assets and Liabilities
As of February 29, 2024
($000s, except shares, footnotes, and per-share amounts) Amount
Assets  
Investments in Securities, at Value  
Unaffiliated Issuers (Cost $49,868,765) 46,592,629
Affiliated Issuers (Cost $31,382) 31,385
Total Investments in Securities 46,624,014
Investment in Vanguard 1,526
Cash 113
Receivables for Investment Securities Sold 1,112,582
Receivables for Accrued Income 536,698
Receivables for Capital Shares Issued 2,193
Total Assets 48,277,126
Liabilities  
Payables for Investment Securities Purchased 1,020,301
Payables for Capital Shares Redeemed 1,416
Payables for Distributions 1,191
Payables to Vanguard 739
Variation Margin Payable—Futures Contracts 395
Variation Margin Payable—Centrally Cleared Swap Contracts 25
Total Liabilities 1,024,067
Net Assets 47,253,059

 At February 29, 2024, net assets consisted of:

   
Paid-in Capital 53,504,446
Total Distributable Earnings (Loss) (6,251,387)
Net Assets 47,253,059
 
ETF Shares—Net Assets  
Applicable to 573,719,556 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		45,723,611
Net Asset Value Per Share—ETF Shares $79.70
 
Admiral Shares—Net Assets  
Applicable to 56,881,521 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		1,219,504
Net Asset Value Per Share—Admiral Shares $21.44
 
Institutional Shares—Net Assets  
Applicable to 11,700,350 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		309,944
Net Asset Value Per Share—Institutional Shares $26.49
  
See accompanying Notes, which are an integral part of the Financial Statements.
54

 

Intermediate-Term Corporate Bond Index Fund
Statement of Operations
  Six Months Ended
February 29, 2024
  ($000)
Investment Income  
Income  
Interest1 901,277
Total Income 901,277
Expenses  
The Vanguard Group—Note B  
Investment Advisory Services 449
Management and Administrative—ETF Shares 5,971
Management and Administrative—Admiral Shares 357
Management and Administrative—Institutional Shares 67
Marketing and Distribution—ETF Shares 1,117
Marketing and Distribution—Admiral Shares 28
Marketing and Distribution—Institutional Shares 4
Custodian Fees 135
Shareholders’ Reports—ETF Shares 543
Shareholders’ Reports—Admiral Shares 6
Shareholders’ Reports—Institutional Shares —
Trustees’ Fees and Expenses 16
Other Expenses 10
Total Expenses 8,703
Net Investment Income 892,574
Realized Net Gain (Loss)  
Investment Securities Sold1,2 (741,503)
Futures Contracts (3,321)
Swap Contracts 298
Realized Net Gain (Loss) (744,526)
Change in Unrealized Appreciation (Depreciation)  
Investment Securities1 1,368,828
Futures Contracts 168
Swap Contracts (311)
Change in Unrealized Appreciation (Depreciation) 1,368,685
Net Increase (Decrease) in Net Assets Resulting from Operations 1,516,733
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 $2,396,000, $4,000, $2,000, and $2,000, respectively. Purchases and sales are for temporary cash investment purposes.
2 Includes ($195,144,000) of net gain (loss) resulting from in-kind redemptions.
  
See accompanying Notes, which are an integral part of the Financial Statements.
55

 

Intermediate-Term Corporate Bond Index Fund
Statement of Changes in Net Assets
  Six Months Ended
February 29,
2024 		  Year Ended
August 31,
2023
  ($000)   ($000)
Increase (Decrease) in Net Assets      
Operations      
Net Investment Income 892,574   1,474,238
Realized Net Gain (Loss) (744,526)   (2,276,602)
Change in Unrealized Appreciation (Depreciation) 1,368,685   1,442,477
Net Increase (Decrease) in Net Assets Resulting from Operations 1,516,733   640,113
Distributions      
ETF Shares (839,248)   (1,395,436)
Admiral Shares (24,300)   (40,629)
Institutional Shares (6,339)   (10,435)
Total Distributions (869,887)   (1,446,500)
Capital Share Transactions      
ETF Shares 4,840,574   (21,734)
Admiral Shares 43,160   41,155
Institutional Shares 5,869   (31,538)
Net Increase (Decrease) from Capital Share Transactions 4,889,603   (12,117)
Total Increase (Decrease) 5,536,449   (818,504)
Net Assets      
Beginning of Period 41,716,610   42,535,114
End of Period 47,253,059   41,716,610
  
See accompanying Notes, which are an integral part of the Financial Statements.
56

 

Intermediate-Term Corporate Bond Index Fund
Financial Highlights
ETF Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $78.27 $79.83 $95.57 $95.98 $91.82 $84.02
Investment Operations            
Net Investment Income1 1.634 2.808 2.171 2.163 2.761 3.132
Net Realized and Unrealized Gain (Loss) on Investments 1.411 (1.605) (15.176) (.205) 4.205 7.768
Total from Investment Operations 3.045 1.203 (13.005) 1.958 6.966 10.900
Distributions            
Dividends from Net Investment Income (1.615) (2.763) (2.141) (2.169) (2.806) (3.100)
Distributions from Realized Capital Gains — — (.594) (.199) — —
Total Distributions (1.615) (2.763) (2.735) (2.368) (2.806) (3.100)
Net Asset Value, End of Period $79.70 $78.27 $79.83 $95.57 $95.98 $91.82
Total Return 3.95% 1.55% -13.86% 2.08% 7.78% 13.33%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $45,724 $40,262 $41,058 $46,873 $38,944 $24,080
Ratio of Total Expenses to Average Net Assets 0.04% 0.04%2 0.04%2 0.04% 0.05% 0.05%
Ratio of Net Investment Income to Average Net Assets 4.20% 3.58% 2.48% 2.27% 2.99% 3.65%
Portfolio Turnover Rate3 33% 76% 58% 53% 72% 59%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Calculated based on average shares outstanding.
2 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%.
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.
  
Admiral Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $21.06 $21.49 $25.75 $25.86 $24.71 $22.61
Investment Operations            
Net Investment Income1 .437 .752 .577 .578 .747 .839
Net Realized and Unrealized Gain (Loss) on Investments .380 (.429) (4.098) (.062) 1.138 2.097
Total from Investment Operations .817 .323 (3.521) .516 1.885 2.936
Distributions            
Dividends from Net Investment Income (.437) (.753) (.579) (.572) (.735) (.836)
Distributions from Realized Capital Gains — — (.160) (.054) — —
Total Distributions (.437) (.753) (.739) (.626) (.735) (.836)
Net Asset Value, End of Period $21.44 $21.06 $21.49 $25.75 $25.86 $24.71
Total Return2 3.93% 1.55% -13.90% 2.03% 7.79% 13.30%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $1,220 $1,156 $1,139 $1,587 $1,549 $1,381
Ratio of Total Expenses to Average Net Assets 0.07% 0.07%3 0.07%3 0.07% 0.07% 0.07%
Ratio of Net Investment Income to Average Net Assets 4.16% 3.56% 2.44% 2.25% 3.01% 3.63%
Portfolio Turnover Rate4 33% 76% 58% 53% 72% 59%
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 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%.
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.
57

 

Intermediate-Term Corporate Bond Index Fund
Financial Highlights
Institutional Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $26.02 $26.56 $31.82 $31.95 $30.53 $27.94
Investment Operations            
Net Investment Income1 .543 .934 .720 .720 .940 1.044
Net Realized and Unrealized Gain (Loss) on Investments .470 (.538) (5.061) (.070) 1.394 2.584
Total from Investment Operations 1.013 .396 (4.341) .650 2.334 3.628
Distributions            
Dividends from Net Investment Income (.543) (.936) (.721) (.714) (.914) (1.038)
Distributions from Realized Capital Gains — — (.198) (.066) — —
Total Distributions (.543) (.936) (.919) (.780) (.914) (1.038)
Net Asset Value, End of Period $26.49 $26.02 $26.56 $31.82 $31.95 $30.53
Total Return2 3.94% 1.54% -13.87% 2.07% 7.81% 13.30%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $310 $298 $338 $443 $357 $406
Ratio of Total Expenses to Average Net Assets 0.05% 0.05%3 0.05%3 0.05% 0.05% 0.05%
Ratio of Net Investment Income to Average Net Assets 4.18% 3.57% 2.46% 2.27% 3.07% 3.65%
Portfolio Turnover Rate4 33% 76% 58% 53% 72% 59%
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 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%.
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.
58

 

Intermediate-Term Corporate Bond Index Fund
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.
1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
2. 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 29, 2024, 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.
3. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.
The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To
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Intermediate-Term Corporate Bond Index Fund
further mitigate counterparty risk, the fund  trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.
The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
The notional amounts of swap contracts are not recorded in the Statement of Assets and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the seller of credit protection is required to take delivery (or, in a cash settled swap, pay the settlement amount determined) upon occurrence of a credit event, periodic payments are made, or the swap terminates, at which time realized gain (loss) is recorded. The net premium to be received or paid by the fund under swap contracts is accrued daily and recorded as realized gain (loss) over the life of the contract.
During the six months ended February 29, 2024, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 0% and less than 1% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period.
4. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually 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.
5. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
6. Credit Facilities and Interfund Lending Program: The 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 and are 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, which 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 an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.
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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 29, 2024, 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. Fees assessed on capital share transactions are credited to paid-in capital.
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.
B.  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 29, 2024, the fund had contributed to Vanguard capital in the amount of $1,526,000, representing less than 0.01% of the fund’s net assets and 0.61% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C.  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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Intermediate-Term Corporate Bond Index Fund
The following table summarizes the market value of the fund's investments and derivatives as of February 29, 2024, 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 — 5,854 — 5,854
Corporate Bonds — 46,586,775 — 46,586,775
Temporary Cash Investments 31,385 — — 31,385
Total 31,385 46,592,629 — 46,624,014
Derivative Financial Instruments        
Liabilities        
Futures Contracts1 274 — — 274
Swap Contracts 3111 — — 311
Total 585 — — 585
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities.
D.  At February 29, 2024, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:
Statement of Assets and Liabilities Interest
Rate
Contracts
($000) 		Credit
Contracts
($000) 		Total
($000)
       
Unrealized Depreciation—Futures Contracts1 274 — 274
Unrealized Depreciation—Centrally Cleared Swap Contracts1 — 311 311
Total Liabilities 274 311 585
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities.
Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended February 29, 2024, were:
Realized Net Gain (Loss) on Derivatives Interest
Rate
Contracts
($000) 		Credit
Contracts
($000) 		Total
($000)
Futures Contracts (3,321) — (3,321)
Swap Contracts — 298 298
Realized Net Gain (Loss) on Derivatives (3,321) 298 (3,023)
 
Change in Unrealized Appreciation (Depreciation) on Derivatives
Futures Contracts 168 — 168
Swap Contracts — (311) (311)
Change in Unrealized Appreciation (Depreciation) on Derivatives 168 (311) (143)
E.  As of February 29, 2024, 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 49,910,949
Gross Unrealized Appreciation 217,191
Gross Unrealized Depreciation (3,504,711)
Net Unrealized Appreciation (Depreciation) (3,287,520)
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, 2023, the fund had available capital losses totaling $2,374,117,000 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, 2024;
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Intermediate-Term Corporate Bond Index Fund
should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.
F.  During the six months ended February 29, 2024, the fund purchased $5,475,566,000 of investment securities and sold $5,229,562,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $8,624,704,000 and $8,636,179,000, respectively. In addition, the fund purchased and sold investment securities of $14,118,847,000 and $9,510,938,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
G.  Capital share transactions for each class of shares were:
  Six Months Ended
February 29, 2024 		  Year Ended
August 31, 2023
  Amount
($000) 		Shares
(000) 		  Amount
($000) 		Shares
(000)
ETF Shares          
Issued1 14,485,634 183,615   14,317,759 183,108
Issued in Lieu of Cash Distributions — —   — —
Redeemed (9,645,060) (124,300)   (14,339,493) (183,000)
Net Increase (Decrease)—ETF Shares 4,840,574 59,315   (21,734) 108
Admiral Shares          
Issued1 158,438 7,471   270,804 12,775
Issued in Lieu of Cash Distributions 19,114 906   31,974 1,513
Redeemed (134,392) (6,384)   (261,623) (12,393)
Net Increase (Decrease)—Admiral Shares 43,160 1,993   41,155 1,895
Institutional Shares          
Issued1 13,780 525   33,180 1,266
Issued in Lieu of Cash Distributions 4,444 171   7,005 268
Redeemed (12,355) (465)   (71,723) (2,804)
Net Increase (Decrease)—Institutional Shares 5,869 231   (31,538) (1,270)
1 Includes purchase fees for fiscal 2024 and 2023 of $428,000 and $735,000, respectively (fund totals).
H.  Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund’s investments and fund performance.
To the extent the fund’s investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.
Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer’s ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.
The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund’s use of derivative(s) and the specific risks associated is described under significant accounting policies.
I.  Management has determined that no events or transactions occurred subsequent to February 29, 2024, that would require recognition or disclosure in these financial statements.
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Long-Term Corporate Bond Index Fund
Fund Allocation
As of February 29, 2024
Corporate Bonds – Communications 11.9%
Corporate Bonds – Consumer Discretionary 5.8
Corporate Bonds – Consumer Staples 7.6
Corporate Bonds – Energy 9.1
Corporate Bonds – Financials 13.8
Corporate Bonds – Health Care 16.1
Corporate Bonds – Industrials 8.6
Corporate Bonds – Materials 3.4
Corporate Bonds – Real Estate 1.5
Corporate Bonds – Technology 9.1
Corporate Bonds – Utilities 12.9
U.S. Government and Agency Obligations 0.2
The table reflects the fund's investments, except for short-term investments and derivatives.
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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Long-Term Corporate Bond Index Fund
Financial Statements (unaudited)
Schedule of Investments
As of February 29, 2024
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 (0.2%)
U.S. Government Securities (0.2%)
  United States Treasury Note/Bond  4.000% 2/15/34   9,950     9,754
  United States Treasury Note/Bond  4.500% 2/15/44   4,025     4,025
Total U.S. Government and Agency Obligations (Cost $13,766) 13,779
Corporate Bonds (98.0%)
Communications (11.6%)
  Alphabet Inc.  1.900% 8/15/40   2,025     1,339
  Alphabet Inc.  2.050% 8/15/50  13,620     8,045
  Alphabet Inc.  2.250% 8/15/60   1,720       987
  America Movil SAB de CV  6.375% 3/1/35   3,618     3,920
  America Movil SAB de CV  6.125% 11/15/37   1,136     1,193
  America Movil SAB de CV  6.125% 3/30/40   7,415     7,760
  America Movil SAB de CV  4.375% 7/16/42   4,054     3,509
  America Movil SAB de CV  4.375% 4/22/49   4,735     4,071
  AT&T Inc.  4.500% 5/15/35  10,325     9,501
  AT&T Inc.  5.250% 3/1/37   6,400     6,213
  AT&T Inc.  4.900% 8/15/37   2,403     2,247
  AT&T Inc.  4.850% 3/1/39   7,572     6,971
  AT&T Inc.  5.350% 9/1/40   2,282     2,199
  AT&T Inc.  3.500% 6/1/41   9,693     7,440
  AT&T Inc.  5.550% 8/15/41      95        95
  AT&T Inc.  4.300% 12/15/42   8,135     6,868
  AT&T Inc.  3.100% 2/1/43   3,265     2,347
  AT&T Inc.  4.650% 6/1/44   2,266     1,949
  AT&T Inc.  4.350% 6/15/45   2,926     2,448
  AT&T Inc.  4.750% 5/15/46   5,608     4,909
1 AT&T Inc.  5.150% 11/15/46   2,335     2,162
  AT&T Inc.  5.450% 3/1/47   1,686     1,638
  AT&T Inc.  4.500% 3/9/48   9,882     8,257
  AT&T Inc.  4.550% 3/9/49   4,846     4,066
  AT&T Inc.  5.150% 2/15/50   1,814     1,659
  AT&T Inc.  3.650% 6/1/51  12,031     8,605
  AT&T Inc.  3.500% 9/15/53  26,456    18,201
  AT&T Inc.  3.550% 9/15/55  25,367    17,283
  AT&T Inc.  3.800% 12/1/57  19,189    13,540
  AT&T Inc.  3.650% 9/15/59  24,358    16,506
  AT&T Inc.  3.850% 6/1/60   5,457     3,853
  AT&T Inc.  3.500% 2/1/61   1,526     1,019
  Bell Telephone Co. of Canada or Bell Canada  4.464% 4/1/48   4,060     3,451
  Bell Telephone Co. of Canada or Bell Canada  4.300% 7/29/49   1,165       959
1 Bell Telephone Co. of Canada or Bell Canada  3.650% 3/17/51   1,443     1,062
1 Bell Telephone Co. of Canada or Bell Canada  3.200% 2/15/52   2,245     1,508
  Bell Telephone Co. of Canada or Bell Canada  3.650% 8/15/52   1,907     1,402
  Charter Communications Operating LLC  6.650% 2/1/34   2,845     2,850
  Charter Communications Operating LLC  6.384% 10/23/35   5,907     5,707
  Charter Communications Operating LLC  5.375% 4/1/38   2,516     2,159
  Charter Communications Operating LLC  3.500% 6/1/41   5,477     3,624
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Charter Communications Operating LLC  3.500% 3/1/42   4,976     3,250
  Charter Communications Operating LLC  6.484% 10/23/45  11,447    10,454
  Charter Communications Operating LLC  5.375% 5/1/47   9,850     7,750
  Charter Communications Operating LLC  5.750% 4/1/48   9,235     7,675
  Charter Communications Operating LLC  5.125% 7/1/49   4,431     3,356
  Charter Communications Operating LLC  4.800% 3/1/50  10,447     7,548
  Charter Communications Operating LLC  3.700% 4/1/51   7,076     4,285
  Charter Communications Operating LLC  3.900% 6/1/52   8,272     5,191
  Charter Communications Operating LLC  5.250% 4/1/53   6,422     4,983
  Charter Communications Operating LLC  3.850% 4/1/61   6,646     3,851
  Charter Communications Operating LLC  4.400% 12/1/61   4,051     2,600
  Charter Communications Operating LLC  3.950% 6/30/62   4,374     2,572
  Charter Communications Operating LLC  5.500% 4/1/63   3,333     2,561
  Comcast Corp.  7.050% 3/15/33      27        30
  Comcast Corp.  4.200% 8/15/34   3,261     2,996
  Comcast Corp.  5.650% 6/15/35   3,381     3,473
  Comcast Corp.  4.400% 8/15/35   3,952     3,661
  Comcast Corp.  6.500% 11/15/35   1,616     1,762
  Comcast Corp.  3.200% 7/15/36   3,019     2,438
  Comcast Corp.  6.450% 3/15/37   1,247     1,366
  Comcast Corp.  6.950% 8/15/37   1,142     1,302
  Comcast Corp.  3.900% 3/1/38   5,839     5,010
  Comcast Corp.  4.600% 10/15/38   3,506     3,226
  Comcast Corp.  6.550% 7/1/39   1,115     1,226
  Comcast Corp.  3.250% 11/1/39   4,944     3,797
  Comcast Corp.  3.750% 4/1/40   6,566     5,366
  Comcast Corp.  4.650% 7/15/42   1,505     1,356
  Comcast Corp.  4.600% 8/15/45   2,863     2,531
  Comcast Corp.  3.400% 7/15/46   3,533     2,592
  Comcast Corp.  4.000% 8/15/47   1,492     1,194
  Comcast Corp.  3.969% 11/1/47   8,168     6,479
  Comcast Corp.  4.000% 3/1/48   5,711     4,528
  Comcast Corp.  4.700% 10/15/48   5,926     5,350
  Comcast Corp.  3.999% 11/1/49   6,794     5,373
  Comcast Corp.  3.450% 2/1/50   6,419     4,610
  Comcast Corp.  2.800% 1/15/51   6,165     3,851
  Comcast Corp.  2.887% 11/1/51  17,902    11,341
  Comcast Corp.  2.450% 8/15/52   5,013     2,876
  Comcast Corp.  4.049% 11/1/52   1,296     1,022
  Comcast Corp.  5.350% 5/15/53   6,990     6,817
  Comcast Corp.  2.937% 11/1/56  15,986     9,843
  Comcast Corp.  4.950% 10/15/58   2,165     1,999
  Comcast Corp.  2.650% 8/15/62   6,530     3,641
  Comcast Corp.  2.987% 11/1/63  14,263     8,535
  Comcast Corp.  5.500% 5/15/64   7,523     7,388
  Discovery Communications LLC  5.000% 9/20/37   1,483     1,269
  Discovery Communications LLC  6.350% 6/1/40   1,389     1,335
65

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Discovery Communications LLC  4.875% 4/1/43     723       579
  Discovery Communications LLC  5.200% 9/20/47   2,488     2,024
  Discovery Communications LLC  5.300% 5/15/49   3,745     3,054
  Discovery Communications LLC  4.650% 5/15/50   4,662     3,539
  Discovery Communications LLC  4.000% 9/15/55   7,447     4,930
  Electronic Arts Inc.  2.950% 2/15/51   2,873     1,909
  Fox Corp.  5.476% 1/25/39   2,908     2,718
  Fox Corp.  5.576% 1/25/49   5,999     5,486
  Grupo Televisa SAB  6.625% 1/15/40   2,177     2,237
  Grupo Televisa SAB  5.000% 5/13/45   3,036     2,541
  Grupo Televisa SAB  6.125% 1/31/46   2,460     2,400
  Grupo Televisa SAB  5.250% 5/24/49   2,065     1,806
  Interpublic Group of Cos. Inc.  3.375% 3/1/41   1,816     1,335
  Interpublic Group of Cos. Inc.  5.400% 10/1/48   1,672     1,545
  Meta Platforms Inc.  4.450% 8/15/52  10,058     8,791
  Meta Platforms Inc.  5.600% 5/15/53   8,635     8,944
  Meta Platforms Inc.  4.650% 8/15/62   4,875     4,300
  Meta Platforms Inc.  5.750% 5/15/63   6,415     6,716
  NBCUniversal Media LLC  6.400% 4/30/40     937     1,016
  NBCUniversal Media LLC  5.950% 4/1/41     970     1,009
  NBCUniversal Media LLC  4.450% 1/15/43   2,442     2,134
  Orange SA  5.375% 1/13/42   3,424     3,368
  Orange SA  5.500% 2/6/44   4,004     3,995
  Paramount Global  6.875% 4/30/36   5,086     4,666
  Paramount Global  5.900% 10/15/40     764       619
  Paramount Global  4.850% 7/1/42     944       679
  Paramount Global  4.375% 3/15/43   6,205     4,156
  Paramount Global  5.850% 9/1/43   3,464     2,802
  Paramount Global  5.250% 4/1/44     951       701
  Paramount Global  4.900% 8/15/44   1,739     1,221
  Paramount Global  4.600% 1/15/45   1,689     1,157
  Paramount Global  4.950% 5/19/50   3,247     2,326
  Rogers Communications Inc.  7.500% 8/15/38   1,303     1,498
  Rogers Communications Inc.  4.500% 3/15/42   3,005     2,580
  Rogers Communications Inc.  4.500% 3/15/43   1,773     1,499
  Rogers Communications Inc.  5.450% 10/1/43   1,865     1,784
  Rogers Communications Inc.  5.000% 3/15/44   3,238     2,920
  Rogers Communications Inc.  4.300% 2/15/48   1,713     1,369
  Rogers Communications Inc.  4.350% 5/1/49   4,553     3,657
  Rogers Communications Inc.  3.700% 11/15/49   3,822     2,746
  Rogers Communications Inc.  4.550% 3/15/52   7,127     5,882
  Telefonica Emisiones SA  7.045% 6/20/36   6,634     7,309
  Telefonica Emisiones SA  4.665% 3/6/38   1,325     1,182
  Telefonica Emisiones SA  5.213% 3/8/47   8,880     7,979
  Telefonica Emisiones SA  4.895% 3/6/48   4,042     3,464
  Telefonica Emisiones SA  5.520% 3/1/49   4,630     4,319
  TELUS Corp.  4.600% 11/16/48   2,919     2,494
  TELUS Corp.  4.300% 6/15/49   1,636     1,329
  Thomson Reuters Corp.  5.500% 8/15/35   1,645     1,670
  Thomson Reuters Corp.  5.850% 4/15/40   1,289     1,308
  Thomson Reuters Corp.  5.650% 11/23/43   1,033     1,003
  Time Warner Cable LLC  6.550% 5/1/37   4,999     4,693
  Time Warner Cable LLC  7.300% 7/1/38   4,405     4,389
  Time Warner Cable LLC  6.750% 6/15/39   4,764     4,487
  Time Warner Cable LLC  5.875% 11/15/40   4,431     3,810
  Time Warner Cable LLC  5.500% 9/1/41   4,035     3,325
  Time Warner Cable LLC  4.500% 9/15/42   5,107     3,733
  T-Mobile USA Inc.  5.750% 1/15/34   3,585     3,693
  T-Mobile USA Inc.  4.375% 4/15/40   6,895     6,044
  T-Mobile USA Inc.  3.000% 2/15/41   7,909     5,708
  T-Mobile USA Inc.  4.500% 4/15/50  12,496    10,563
  T-Mobile USA Inc.  3.300% 2/15/51   7,215     4,963
  T-Mobile USA Inc.  3.400% 10/15/52   5,038     3,499
  T-Mobile USA Inc.  5.650% 1/15/53  10,735    10,656
  T-Mobile USA Inc.  5.750% 1/15/54   4,916     4,971
  T-Mobile USA Inc.  6.000% 6/15/54   6,637     6,965
  T-Mobile USA Inc.  3.600% 11/15/60   3,848     2,652
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  T-Mobile USA Inc.  5.800% 9/15/62   1,407     1,424
  TWDC Enterprises 18 Corp.  4.375% 8/16/41   2,063     1,823
1 TWDC Enterprises 18 Corp.  4.125% 12/1/41   2,276     1,959
1 TWDC Enterprises 18 Corp.  3.700% 12/1/42     793       644
1 TWDC Enterprises 18 Corp.  4.125% 6/1/44   3,224     2,748
1 TWDC Enterprises 18 Corp.  3.000% 7/30/46   1,877     1,310
  Verizon Communications Inc.  4.400% 11/1/34   4,093     3,804
  Verizon Communications Inc.  5.850% 9/15/35     695       726
  Verizon Communications Inc.  4.272% 1/15/36   5,352     4,858
  Verizon Communications Inc.  5.250% 3/16/37   5,748     5,730
  Verizon Communications Inc.  4.812% 3/15/39   4,488     4,186
  Verizon Communications Inc.  2.650% 11/20/40   8,677     5,982
  Verizon Communications Inc.  3.400% 3/22/41  13,581    10,400
  Verizon Communications Inc.  2.850% 9/3/41   3,359     2,366
  Verizon Communications Inc.  4.750% 11/1/41   4,514     4,154
  Verizon Communications Inc.  3.850% 11/1/42   3,846     3,093
  Verizon Communications Inc.  6.550% 9/15/43   3,538     3,941
  Verizon Communications Inc.  4.125% 8/15/46   2,950     2,414
  Verizon Communications Inc.  4.862% 8/21/46   6,317     5,799
  Verizon Communications Inc.  5.500% 3/16/47   2,457     2,473
  Verizon Communications Inc.  4.522% 9/15/48   2,298     2,011
  Verizon Communications Inc.  4.000% 3/22/50   6,050     4,771
  Verizon Communications Inc.  2.875% 11/20/50   9,732     6,201
  Verizon Communications Inc.  3.550% 3/22/51  17,301    12,563
  Verizon Communications Inc.  3.875% 3/1/52   3,760     2,897
  Verizon Communications Inc.  5.500% 2/23/54   3,175     3,137
  Verizon Communications Inc.  5.012% 8/21/54   3,333     3,089
  Verizon Communications Inc.  4.672% 3/15/55   2,724     2,402
  Verizon Communications Inc.  2.987% 10/30/56   8,149     5,066
  Verizon Communications Inc.  3.000% 11/20/60   8,425     5,114
  Verizon Communications Inc.  3.700% 3/22/61  13,166     9,365
  Vodafone Group plc  6.150% 2/27/37   6,115     6,382
  Vodafone Group plc  5.000% 5/30/38   1,317     1,269
  Vodafone Group plc  4.375% 2/19/43   5,768     4,855
  Vodafone Group plc  5.250% 5/30/48   4,686     4,346
  Vodafone Group plc  4.875% 6/19/49   6,157     5,329
  Vodafone Group plc  4.250% 9/17/50   4,824     3,800
  Vodafone Group plc  5.625% 2/10/53   3,049     2,940
  Vodafone Group plc  5.125% 6/19/59   1,541     1,356
  Vodafone Group plc  5.750% 2/10/63   2,142     2,091
  Walt Disney Co.  6.200% 12/15/34   3,289     3,590
  Walt Disney Co.  6.400% 12/15/35   3,033     3,334
  Walt Disney Co.  6.150% 3/1/37     977     1,055
  Walt Disney Co.  6.650% 11/15/37   4,620     5,225
  Walt Disney Co.  4.625% 3/23/40   3,714     3,473
  Walt Disney Co.  3.500% 5/13/40   8,845     7,100
  Walt Disney Co.  6.150% 2/15/41   1,140     1,231
  Walt Disney Co.  5.400% 10/1/43   2,079     2,090
  Walt Disney Co.  4.750% 9/15/44   2,109     1,938
  Walt Disney Co.  4.950% 10/15/45   1,615     1,512
  Walt Disney Co.  7.750% 12/1/45     487       623
  Walt Disney Co.  4.750% 11/15/46   1,671     1,515
  Walt Disney Co.  2.750% 9/1/49   8,440     5,444
  Walt Disney Co.  4.700% 3/23/50   6,380     5,837
  Walt Disney Co.  3.600% 1/13/51   7,515     5,704
  Walt Disney Co.  3.800% 5/13/60   3,799     2,880
  Warnermedia Holdings Inc.  5.050% 3/15/42  14,101    11,835
  Warnermedia Holdings Inc.  5.141% 3/15/52  26,382    21,422
  Warnermedia Holdings Inc.  5.391% 3/15/62   9,302     7,487
                                   886,140
Consumer Discretionary (5.7%)
  Alibaba Group Holding Ltd.  4.500% 11/28/34   2,952     2,764
  Alibaba Group Holding Ltd.  4.000% 12/6/37   3,609     3,112
  Alibaba Group Holding Ltd.  2.700% 2/9/41   2,971     2,047
  Alibaba Group Holding Ltd.  4.200% 12/6/47   5,604     4,558
  Alibaba Group Holding Ltd.  3.150% 2/9/51   4,515     2,980
  Alibaba Group Holding Ltd.  4.400% 12/6/57   3,498     2,859
 
66

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Alibaba Group Holding Ltd.  3.250% 2/9/61   3,983     2,513
  Amazon.com Inc.  4.800% 12/5/34   6,175     6,173
  Amazon.com Inc.  3.875% 8/22/37   9,128     8,160
  Amazon.com Inc.  2.875% 5/12/41   6,926     5,200
  Amazon.com Inc.  4.950% 12/5/44   5,701     5,624
  Amazon.com Inc.  4.050% 8/22/47  11,993    10,257
  Amazon.com Inc.  2.500% 6/3/50   7,158     4,490
  Amazon.com Inc.  3.100% 5/12/51  10,401     7,310
  Amazon.com Inc.  3.950% 4/13/52   8,535     7,053
  Amazon.com Inc.  4.250% 8/22/57  10,720     9,197
  Amazon.com Inc.  2.700% 6/3/60   6,167     3,791
  Amazon.com Inc.  3.250% 5/12/61   5,426     3,739
  Amazon.com Inc.  4.100% 4/13/62   3,931     3,249
1 American University  3.672% 4/1/49   1,672     1,349
  Aptiv plc  4.400% 10/1/46     165       130
  Aptiv plc  5.400% 3/15/49     704       638
  Aptiv plc  3.100% 12/1/51   5,468     3,424
  Aptiv plc  4.150% 5/1/52   3,305     2,523
  BorgWarner Inc.  4.375% 3/15/45   1,753     1,427
1 Brown University  2.924% 9/1/50   1,472     1,034
  Brunswick Corp.  5.100% 4/1/52   1,085       858
1 California Endowment  2.498% 4/1/51   1,115       690
  California Institute of Technology  4.321% 8/1/45   1,985     1,804
  California Institute of Technology  4.700% 11/1/11   1,390     1,237
  California Institute of Technology  3.650% 9/1/19   1,323       921
1 Case Western Reserve University  5.405% 6/1/22   1,205     1,156
  Claremont Mckenna College  3.775% 1/1/22     823       551
  Cleveland Clinic Foundation  4.858% 1/1/14   1,450     1,315
  Darden Restaurants Inc.  4.550% 2/15/48   1,144       929
  Dick's Sporting Goods Inc.  4.100% 1/15/52   2,585     1,816
1 Duke University  2.682% 10/1/44   1,739     1,270
1 Duke University  2.757% 10/1/50   1,860     1,281
1 Duke University  2.832% 10/1/55   1,940     1,317
  eBay Inc.  4.000% 7/15/42   5,072     4,024
  eBay Inc.  3.650% 5/10/51   2,004     1,449
1 Emory University  2.969% 9/1/50   1,953     1,360
1 Ford Foundation  2.415% 6/1/50   1,012       634
1 Ford Foundation  2.815% 6/1/70   2,536     1,508
  Ford Motor Co.  4.750% 1/15/43   7,008     5,681
  Ford Motor Co.  7.400% 11/1/46   1,425     1,527
  Ford Motor Co.  5.291% 12/8/46   4,585     3,966
  Fortune Brands Innovations Inc.  4.500% 3/25/52   1,970     1,600
  General Motors Co.  5.000% 4/1/35   2,487     2,325
  General Motors Co.  6.600% 4/1/36   4,572     4,793
  General Motors Co.  5.150% 4/1/38   3,513     3,252
  General Motors Co.  6.250% 10/2/43   5,210     5,229
  General Motors Co.  5.200% 4/1/45   4,255     3,756
  General Motors Co.  6.750% 4/1/46   3,278     3,465
  General Motors Co.  5.400% 4/1/48   2,612     2,343
  General Motors Co.  5.950% 4/1/49   3,535     3,397
1 George Washington University  4.300% 9/15/44   1,532     1,340
  George Washington University  4.868% 9/15/45   1,247     1,196
1 George Washington University  4.126% 9/15/48   2,861     2,443
1 Georgetown University  4.315% 4/1/49   1,177     1,036
1 Georgetown University  2.943% 4/1/50     772       526
  Georgetown University  5.115% 4/1/53     975       977
1 Georgetown University  5.215% 10/1/18   1,034       957
  Harley-Davidson Inc.  4.625% 7/28/45     927       731
  Hasbro Inc.  6.350% 3/15/40   2,833     2,871
  Hasbro Inc.  5.100% 5/15/44   1,054       885
  Home Depot Inc.  5.875% 12/16/36   9,441    10,057
  Home Depot Inc.  3.300% 4/15/40   6,067     4,755
  Home Depot Inc.  5.400% 9/15/40   1,635     1,645
  Home Depot Inc.  5.950% 4/1/41   3,473     3,705
  Home Depot Inc.  4.200% 4/1/43   3,907     3,365
  Home Depot Inc.  4.875% 2/15/44   3,028     2,841
  Home Depot Inc.  4.400% 3/15/45   2,798     2,456
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Home Depot Inc.  4.250% 4/1/46   5,113     4,365
  Home Depot Inc.  3.900% 6/15/47   5,049     4,067
  Home Depot Inc.  4.500% 12/6/48   5,320     4,694
  Home Depot Inc.  3.125% 12/15/49   3,149     2,191
  Home Depot Inc.  3.350% 4/15/50   7,044     5,105
  Home Depot Inc.  2.375% 3/15/51   2,135     1,254
  Home Depot Inc.  2.750% 9/15/51   2,033     1,295
  Home Depot Inc.  3.625% 4/15/52   6,167     4,661
  Home Depot Inc.  4.950% 9/15/52   6,577     6,224
  Home Depot Inc.  3.500% 9/15/56     596       436
1 Howard University  5.209% 10/1/52   1,001       914
  JD.com Inc.  4.125% 1/14/50   1,067       832
1 Johns Hopkins University  4.083% 7/1/53   1,286     1,128
1 Johns Hopkins University  2.813% 1/1/60   1,240       800
  Lear Corp.  5.250% 5/15/49   2,092     1,879
  Lear Corp.  3.550% 1/15/52     890       603
  Leggett & Platt Inc.  3.500% 11/15/51   2,249     1,551
  Leland Stanford Junior University  3.647% 5/1/48   2,619     2,165
  Leland Stanford Junior University  2.413% 6/1/50   1,245       800
  Lowe's Cos. Inc.  5.500% 10/15/35   1,440     1,481
  Lowe's Cos. Inc.  5.000% 4/15/40     774       735
  Lowe's Cos. Inc.  2.800% 9/15/41   4,522     3,156
  Lowe's Cos. Inc.  4.650% 4/15/42     982       878
  Lowe's Cos. Inc.  4.250% 9/15/44     347       279
  Lowe's Cos. Inc.  4.375% 9/15/45   1,264     1,071
  Lowe's Cos. Inc.  3.700% 4/15/46   4,250     3,199
  Lowe's Cos. Inc.  4.050% 5/3/47   3,290     2,606
  Lowe's Cos. Inc.  4.550% 4/5/49   2,516     2,127
  Lowe's Cos. Inc.  5.125% 4/15/50   3,195     2,947
  Lowe's Cos. Inc.  3.000% 10/15/50   5,598     3,611
  Lowe's Cos. Inc.  3.500% 4/1/51   1,958     1,381
  Lowe's Cos. Inc.  4.250% 4/1/52   5,601     4,504
  Lowe's Cos. Inc.  5.625% 4/15/53   3,143     3,123
  Lowe's Cos. Inc.  5.750% 7/1/53   1,089     1,100
  Lowe's Cos. Inc.  4.450% 4/1/62   1,551     1,240
  Lowe's Cos. Inc.  5.800% 9/15/62   6,611     6,600
  Lowe's Cos. Inc.  5.850% 4/1/63   2,524     2,547
  Marriott International Inc.  5.300% 5/15/34   1,000       984
  Masco Corp.  4.500% 5/15/47   1,024       855
  Masco Corp.  3.125% 2/15/51   1,506     1,003
1 Massachusetts Institute of Technology  3.959% 7/1/38   1,504     1,362
1 Massachusetts Institute of Technology  2.989% 7/1/50   1,956     1,413
1 Massachusetts Institute of Technology  2.294% 7/1/51   1,236       764
  Massachusetts Institute of Technology  3.067% 4/1/52   2,070     1,509
  Massachusetts Institute of Technology  5.600% 7/1/11   2,655     2,854
  Massachusetts Institute of Technology  4.678% 7/1/14   1,392     1,270
  Massachusetts Institute of Technology  3.885% 7/1/16   1,678     1,265
1 McDonald's Corp.  4.700% 12/9/35     860       826
1 McDonald's Corp.  6.300% 10/15/37   3,501     3,813
1 McDonald's Corp.  6.300% 3/1/38   2,871     3,124
1 McDonald's Corp.  5.700% 2/1/39   1,006     1,036
1 McDonald's Corp.  4.875% 7/15/40     991       945
1 McDonald's Corp.  3.700% 2/15/42   1,587     1,276
1 McDonald's Corp.  3.625% 5/1/43   1,316     1,036
1 McDonald's Corp.  4.600% 5/26/45   2,108     1,876
1 McDonald's Corp.  4.875% 12/9/45   5,737     5,272
1 McDonald's Corp.  4.450% 3/1/47   5,136     4,413
1 McDonald's Corp.  4.450% 9/1/48   2,420     2,091
1 McDonald's Corp.  3.625% 9/1/49   7,224     5,393
1 McDonald's Corp.  4.200% 4/1/50   3,138     2,585
1 McDonald's Corp.  5.150% 9/9/52   1,889     1,794
  McDonald's Corp.  5.450% 8/14/53   2,315     2,299
  MDC Holdings Inc.  6.000% 1/15/43   2,423     2,415
  NIKE Inc.  3.250% 3/27/40   3,060     2,439
  NIKE Inc.  3.625% 5/1/43     860       701
  NIKE Inc.  3.875% 11/1/45   3,533     2,920
  NIKE Inc.  3.375% 11/1/46     975       737
 
67

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  NIKE Inc.  3.375% 3/27/50   5,330     4,041
1 Northeastern University  2.894% 10/1/50   1,580     1,092
1 Northwestern University  4.643% 12/1/44   2,053     1,952
1 Northwestern University  2.640% 12/1/50   1,495       987
1 Northwestern University  3.662% 12/1/57     879       693
  Owens Corning  7.000% 12/1/36   1,405     1,561
  Owens Corning  4.300% 7/15/47   1,804     1,478
  Owens Corning  4.400% 1/30/48   1,513     1,244
  President & Fellows of Harvard College  4.875% 10/15/40     831       820
  President & Fellows of Harvard College  3.150% 7/15/46   1,764     1,319
  President & Fellows of Harvard College  2.517% 10/15/50   1,765     1,155
  President & Fellows of Harvard College  3.745% 11/15/52   2,077     1,728
  President & Fellows of Harvard College  3.300% 7/15/56   1,534     1,136
  PulteGroup Inc.  6.000% 2/15/35   1,475     1,515
1 Rockefeller Foundation  2.492% 10/1/50   2,565     1,634
  Snap-on Inc.  4.100% 3/1/48   1,488     1,242
  Snap-on Inc.  3.100% 5/1/50   1,832     1,286
  Stanley Black & Decker Inc.  5.200% 9/1/40     759       712
  Stanley Black & Decker Inc.  4.850% 11/15/48   1,121       970
  Stanley Black & Decker Inc.  2.750% 11/15/50   3,979     2,319
  Starbucks Corp.  4.300% 6/15/45   1,107       945
  Starbucks Corp.  3.750% 12/1/47   1,363     1,051
  Starbucks Corp.  4.500% 11/15/48   3,126     2,702
  Starbucks Corp.  4.450% 8/15/49   3,496     2,991
  Starbucks Corp.  3.350% 3/12/50   1,581     1,116
  Starbucks Corp.  3.500% 11/15/50   4,679     3,416
  Thomas Jefferson University  3.847% 11/1/57   1,794     1,329
  TJX Cos. Inc.  4.500% 4/15/50   1,822     1,660
1 Trustees of Boston College  3.129% 7/1/52   1,422     1,031
1 Trustees of Boston University  4.061% 10/1/48   1,143       976
  Trustees of Princeton University  5.700% 3/1/39   1,619     1,763
1 Trustees of Princeton University  2.516% 7/1/50   1,508     1,004
  Trustees of Princeton University  4.201% 3/1/52     699       633
1 Trustees of the University of Pennsylvania  2.396% 10/1/50   1,083       674
  Trustees of the University of Pennsylvania  4.674% 9/1/12     934       838
  Trustees of the University of Pennsylvania  3.610% 2/15/19     863       596
1 University of Chicago  2.761% 4/1/45   1,080       831
1 University of Chicago  2.547% 4/1/50   1,258       840
  University of Chicago  3.000% 10/1/52   1,236       868
1 University of Chicago  4.003% 10/1/53   1,418     1,177
1 University of Miami  4.063% 4/1/52   1,950     1,642
1 University of Notre Dame du Lac  3.438% 2/15/45   1,603     1,280
1 University of Notre Dame du Lac  3.394% 2/15/48   2,253     1,764
1 University of Southern California  3.028% 10/1/39   1,834     1,449
1 University of Southern California  3.841% 10/1/47   1,088       907
  University of Southern California  2.805% 10/1/50   1,039       709
1 University of Southern California  2.945% 10/1/51   1,068       744
  University of Southern California  4.976% 10/1/53   1,060     1,064
  University of Southern California  5.250% 10/1/11   1,044     1,031
1 University of Southern California  3.226% 10/1/20     790       480
1 Washington University  3.524% 4/15/54   1,549     1,201
  Washington University  4.349% 4/15/22   1,652     1,376
  Whirlpool Corp.  4.500% 6/1/46   1,343     1,080
  Whirlpool Corp.  4.600% 5/15/50   1,810     1,457
1 William Marsh Rice University  3.574% 5/15/45   1,190       970
1 William Marsh Rice University  3.774% 5/15/55   1,228       990
1 Yale University  2.402% 4/15/50   2,140     1,373
                                   435,502
Consumer Staples (7.5%)
  Altria Group Inc.  5.800% 2/14/39   8,458     8,425
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Altria Group Inc.  3.400% 2/4/41   3,107     2,233
  Altria Group Inc.  4.250% 8/9/42   1,707     1,365
  Altria Group Inc.  4.500% 5/2/43   3,239     2,682
  Altria Group Inc.  5.375% 1/31/44   6,601     6,416
  Altria Group Inc.  3.875% 9/16/46   4,394     3,212
  Altria Group Inc.  5.950% 2/14/49   9,396     9,352
  Altria Group Inc.  4.450% 5/6/50     615       481
  Altria Group Inc.  3.700% 2/4/51   4,311     2,936
  Altria Group Inc.  6.200% 2/14/59     335       341
  Altria Group Inc.  4.000% 2/4/61   3,386     2,418
1 Anheuser-Busch Cos. LLC  4.700% 2/1/36  21,831    20,893
1 Anheuser-Busch Cos. LLC  4.900% 2/1/46  35,602    33,232
  Anheuser-Busch InBev Finance Inc.  4.700% 2/1/36   3,850     3,671
  Anheuser-Busch InBev Finance Inc.  4.625% 2/1/44   2,463     2,222
  Anheuser-Busch InBev Finance Inc.  4.900% 2/1/46   4,020     3,715
  Anheuser-Busch InBev Worldwide Inc.  5.875% 6/15/35   1,795     1,911
  Anheuser-Busch InBev Worldwide Inc.  4.375% 4/15/38   7,189     6,575
  Anheuser-Busch InBev Worldwide Inc.  8.200% 1/15/39   3,060     3,935
  Anheuser-Busch InBev Worldwide Inc.  5.450% 1/23/39   5,942     6,047
  Anheuser-Busch InBev Worldwide Inc.  8.000% 11/15/39   1,571     1,969
  Anheuser-Busch InBev Worldwide Inc.  4.350% 6/1/40   5,479     4,900
  Anheuser-Busch InBev Worldwide Inc.  4.950% 1/15/42   5,891     5,619
  Anheuser-Busch InBev Worldwide Inc.  4.600% 4/15/48   2,605     2,340
  Anheuser-Busch InBev Worldwide Inc.  4.439% 10/6/48   8,227     7,201
  Anheuser-Busch InBev Worldwide Inc.  5.550% 1/23/49  18,556    19,004
  Anheuser-Busch InBev Worldwide Inc.  4.750% 4/15/58   2,959     2,662
  Anheuser-Busch InBev Worldwide Inc.  5.800% 1/23/59   4,617     4,876
  Archer-Daniels-Midland Co.  5.935% 10/1/32     440       465
  Archer-Daniels-Midland Co.  4.500% 8/15/33   1,460     1,392
  Archer-Daniels-Midland Co.  5.375% 9/15/35     913       918
  Archer-Daniels-Midland Co.  3.750% 9/15/47   3,987     3,027
  Archer-Daniels-Midland Co.  4.500% 3/15/49   2,158     1,884
  Archer-Daniels-Midland Co.  2.700% 9/15/51   1,012       641
  BAT Capital Corp.  4.390% 8/15/37   9,663     7,926
  BAT Capital Corp.  3.734% 9/25/40   2,637     1,901
  BAT Capital Corp.  7.079% 8/2/43   1,965     2,046
  BAT Capital Corp.  4.540% 8/15/47   9,852     7,343
  BAT Capital Corp.  4.758% 9/6/49   3,847     2,967
  BAT Capital Corp.  5.282% 4/2/50   1,995     1,650
  BAT Capital Corp.  3.984% 9/25/50   4,171     2,847
  BAT Capital Corp.  5.650% 3/16/52   1,351     1,186
  BAT Capital Corp.  7.081% 8/2/53   3,952     4,097
  Brown-Forman Corp.  4.000% 4/15/38   1,047       919
  Brown-Forman Corp.  4.500% 7/15/45   1,786     1,585
  Campbell Soup Co.  4.800% 3/15/48   1,919     1,683
  Campbell Soup Co.  3.125% 4/24/50   3,006     1,960
  Church & Dwight Co. Inc.  3.950% 8/1/47   1,023       817
  Church & Dwight Co. Inc.  5.000% 6/15/52   1,711     1,614
  Coca-Cola Co.  2.500% 6/1/40   3,996     2,854
  Coca-Cola Co.  2.875% 5/5/41   2,436     1,828
  Coca-Cola Co.  4.200% 3/25/50   1,120       989
  Coca-Cola Co.  2.600% 6/1/50   3,929     2,528
  Coca-Cola Co.  3.000% 3/5/51   5,835     4,082
  Coca-Cola Co.  2.500% 3/15/51   3,953     2,469
  Coca-Cola Co.  2.750% 6/1/60   4,005     2,538
  Coca-Cola Femsa SAB de CV  5.250% 11/26/43   1,310     1,272
1 Colgate-Palmolive Co.  4.000% 8/15/45   1,949     1,706
1 Colgate-Palmolive Co.  3.700% 8/1/47   2,457     2,027
  Conagra Brands Inc.  5.300% 11/1/38   4,756     4,491
  Conagra Brands Inc.  5.400% 11/1/48   2,510     2,316
  Constellation Brands Inc.  4.500% 5/9/47   1,473     1,241
  Constellation Brands Inc.  4.100% 2/15/48   1,658     1,327
  Constellation Brands Inc.  5.250% 11/15/48   1,959     1,845
  Constellation Brands Inc.  3.750% 5/1/50   2,066     1,546
  Delhaize America LLC  9.000% 4/15/31     110       128
  Diageo Capital plc  5.875% 9/30/36   2,545     2,714
  Diageo Capital plc  3.875% 4/29/43   1,550     1,311
 
68

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Diageo Investment Corp.  7.450% 4/15/35   2,075     2,454
  Diageo Investment Corp.  4.250% 5/11/42     767       680
  Dollar General Corp.  4.125% 4/3/50   2,162     1,652
  Dollar Tree Inc.  3.375% 12/1/51   1,555     1,028
  Estee Lauder Cos. Inc.  6.000% 5/15/37     857       913
  Estee Lauder Cos. Inc.  4.375% 6/15/45   1,522     1,308
  Estee Lauder Cos. Inc.  4.150% 3/15/47   1,527     1,260
  Estee Lauder Cos. Inc.  3.125% 12/1/49   2,402     1,638
  Estee Lauder Cos. Inc.  5.150% 5/15/53   2,196     2,104
  Fomento Economico Mexicano SAB de CV  3.500% 1/16/50   6,124     4,527
  General Mills Inc.  5.400% 6/15/40     872       857
  General Mills Inc.  4.700% 4/17/48     490       442
  General Mills Inc.  3.000% 2/1/51   2,614     1,685
  Haleon US Capital LLC  4.000% 3/24/52   3,435     2,744
  Hershey Co.  3.375% 8/15/46   1,590     1,196
  Hershey Co.  3.125% 11/15/49   2,007     1,438
  Hormel Foods Corp.  3.050% 6/3/51   2,132     1,431
  Ingredion Inc.  3.900% 6/1/50   1,096       803
  J M Smucker Co.  4.250% 3/15/35   3,641     3,260
  J M Smucker Co.  2.750% 9/15/41   1,809     1,208
  J M Smucker Co.  6.500% 11/15/43   2,323     2,482
  J M Smucker Co.  3.550% 3/15/50     850       595
  J M Smucker Co.  6.500% 11/15/53   4,193     4,565
2 JBS USA LUX SA  6.750% 3/15/34   4,412     4,543
  JBS USA LUX SA  4.375% 2/2/52   2,990     2,143
  JBS USA LUX SA  6.500% 12/1/52   5,440     5,242
2 JBS USA LUX SA  7.250% 11/15/53   3,351     3,513
  Kellanova  4.500% 4/1/46   2,516     2,162
  Kenvue Inc.  5.100% 3/22/43   2,715     2,645
  Kenvue Inc.  5.050% 3/22/53   5,395     5,192
  Kenvue Inc.  5.200% 3/22/63   2,715     2,626
  Keurig Dr Pepper Inc.  4.500% 11/15/45   2,077     1,791
  Keurig Dr Pepper Inc.  4.420% 12/15/46   1,264     1,067
  Keurig Dr Pepper Inc.  3.800% 5/1/50   2,385     1,814
  Keurig Dr Pepper Inc.  3.350% 3/15/51   1,500     1,043
  Keurig Dr Pepper Inc.  4.500% 4/15/52   6,904     5,859
  Kimberly-Clark Corp.  6.625% 8/1/37   1,949     2,245
  Kimberly-Clark Corp.  5.300% 3/1/41   1,162     1,162
  Kimberly-Clark Corp.  3.200% 7/30/46   1,310       957
  Kimberly-Clark Corp.  3.900% 5/4/47   2,073     1,679
  Kimberly-Clark Corp.  2.875% 2/7/50   1,494     1,020
  Koninklijke Ahold Delhaize NV  5.700% 10/1/40   1,791     1,776
  Kraft Heinz Foods Co.  5.000% 7/15/35   4,050     3,953
  Kraft Heinz Foods Co.  6.875% 1/26/39   2,744     3,073
  Kraft Heinz Foods Co.  6.500% 2/9/40   3,143     3,390
  Kraft Heinz Foods Co.  5.000% 6/4/42   5,185     4,783
  Kraft Heinz Foods Co.  5.200% 7/15/45   5,937     5,542
  Kraft Heinz Foods Co.  4.375% 6/1/46   9,717     8,060
  Kraft Heinz Foods Co.  4.875% 10/1/49   5,403     4,821
  Kraft Heinz Foods Co.  5.500% 6/1/50   2,947     2,868
  Kroger Co.  6.900% 4/15/38   1,158     1,293
  Kroger Co.  5.400% 7/15/40     974       942
  Kroger Co.  5.000% 4/15/42     739       685
  Kroger Co.  5.150% 8/1/43   1,786     1,660
  Kroger Co.  3.875% 10/15/46     654       496
  Kroger Co.  4.450% 2/1/47   4,764     4,018
  Kroger Co.  4.650% 1/15/48   1,362     1,187
  Kroger Co.  3.950% 1/15/50   4,758     3,727
  McCormick & Co. Inc.  4.200% 8/15/47     790       654
  Mead Johnson Nutrition Co.  5.900% 11/1/39   1,700     1,773
  Mead Johnson Nutrition Co.  4.600% 6/1/44   1,140     1,031
  Molson Coors Beverage Co.  5.000% 5/1/42   2,823     2,623
  Molson Coors Beverage Co.  4.200% 7/15/46   7,745     6,310
  Mondelez International Inc.  2.625% 9/4/50   3,920     2,449
  PepsiCo Inc.  3.500% 3/19/40     593       487
  PepsiCo Inc.  2.625% 10/21/41   4,385     3,142
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  PepsiCo Inc.  4.000% 3/5/42     869       769
  PepsiCo Inc.  3.600% 8/13/42   1,541     1,237
  PepsiCo Inc.  4.250% 10/22/44     963       835
  PepsiCo Inc.  4.450% 4/14/46   3,694     3,341
  PepsiCo Inc.  3.450% 10/6/46   3,765     2,915
  PepsiCo Inc.  4.000% 5/2/47   3,610     3,045
  PepsiCo Inc.  3.375% 7/29/49   2,378     1,789
  PepsiCo Inc.  2.875% 10/15/49   6,154     4,234
  PepsiCo Inc.  3.625% 3/19/50   2,602     2,050
  PepsiCo Inc.  2.750% 10/21/51   3,758     2,469
  PepsiCo Inc.  4.200% 7/18/52     797       690
  PepsiCo Inc.  4.650% 2/15/53   2,230     2,072
  PepsiCo Inc.  3.875% 3/19/60     786       628
  Philip Morris International Inc.  6.375% 5/16/38   6,000     6,475
  Philip Morris International Inc.  4.375% 11/15/41   3,241     2,755
  Philip Morris International Inc.  4.500% 3/20/42   3,563     3,076
  Philip Morris International Inc.  3.875% 8/21/42   4,421     3,484
  Philip Morris International Inc.  4.125% 3/4/43   2,960     2,414
  Philip Morris International Inc.  4.875% 11/15/43   1,299     1,167
  Philip Morris International Inc.  4.250% 11/10/44   3,394     2,798
  Pilgrim's Pride Corp.  6.875% 5/15/34   1,000     1,053
  Procter & Gamble Co.  5.800% 8/15/34     954     1,061
  Procter & Gamble Co.  5.550% 3/5/37   1,595     1,711
  Procter & Gamble Co.  3.550% 3/25/40   1,341     1,148
  Procter & Gamble Co.  3.500% 10/25/47     678       545
  Procter & Gamble Co.  3.600% 3/25/50   1,126       924
  Reynolds American Inc.  5.700% 8/15/35   1,753     1,674
  Reynolds American Inc.  7.250% 6/15/37   1,863     1,982
  Reynolds American Inc.  6.150% 9/15/43   1,931     1,865
  Reynolds American Inc.  5.850% 8/15/45   6,823     6,183
  Sysco Corp.  6.000% 1/17/34   1,965     2,066
  Sysco Corp.  5.375% 9/21/35   1,239     1,250
  Sysco Corp.  6.600% 4/1/40   1,257     1,378
  Sysco Corp.  4.850% 10/1/45     904       818
  Sysco Corp.  4.500% 4/1/46   1,144       979
  Sysco Corp.  4.450% 3/15/48   1,275     1,078
  Sysco Corp.  3.300% 2/15/50     761       539
  Sysco Corp.  6.600% 4/1/50   3,864     4,363
  Sysco Corp.  3.150% 12/14/51   2,062     1,395
  Target Corp.  6.500% 10/15/37     794       887
  Target Corp.  7.000% 1/15/38   1,792     2,093
  Target Corp.  4.000% 7/1/42   3,867     3,328
  Target Corp.  3.625% 4/15/46   2,151     1,678
  Target Corp.  3.900% 11/15/47   1,252     1,021
  Target Corp.  2.950% 1/15/52   3,709     2,462
  Target Corp.  4.800% 1/15/53   4,724     4,360
  Tyson Foods Inc.  4.875% 8/15/34   1,978     1,879
  Tyson Foods Inc.  5.150% 8/15/44     750       675
  Tyson Foods Inc.  4.550% 6/2/47   1,052       852
  Tyson Foods Inc.  5.100% 9/28/48   5,285     4,661
  Unilever Capital Corp.  5.000% 12/8/33   1,935     1,938
1 Unilever Capital Corp.  2.625% 8/12/51   2,672     1,724
  Walmart Inc.  5.250% 9/1/35   5,672     5,871
  Walmart Inc.  6.500% 8/15/37   2,385     2,736
  Walmart Inc.  6.200% 4/15/38   2,881     3,231
  Walmart Inc.  3.950% 6/28/38   2,325     2,099
  Walmart Inc.  5.625% 4/1/40   2,506     2,662
  Walmart Inc.  5.000% 10/25/40     764       772
  Walmart Inc.  5.625% 4/15/41   1,854     1,970
  Walmart Inc.  2.500% 9/22/41   4,030     2,842
  Walmart Inc.  4.000% 4/11/43   2,404     2,080
  Walmart Inc.  3.625% 12/15/47   1,592     1,254
  Walmart Inc.  4.050% 6/29/48   5,847     5,029
  Walmart Inc.  2.950% 9/24/49   1,545     1,078
  Walmart Inc.  2.650% 9/22/51   3,579     2,334
 
69

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Walmart Inc.  4.500% 9/9/52   3,029     2,758
  Walmart Inc.  4.500% 4/15/53   7,170     6,522
                                   567,480
Energy (8.9%)
  Apache Corp.  6.000% 1/15/37   1,195     1,162
  Apache Corp.  5.100% 9/1/40   4,917     4,115
  Apache Corp.  5.250% 2/1/42   1,117       927
  Apache Corp.  4.750% 4/15/43   1,523     1,171
  Apache Corp.  5.350% 7/1/49   1,337     1,082
  Baker Hughes Holdings LLC  5.125% 9/15/40   4,159     4,034
  Baker Hughes Holdings LLC  4.080% 12/15/47   4,070     3,277
  BP Capital Markets America Inc.  4.989% 4/10/34   5,730     5,638
  BP Capital Markets America Inc.  3.060% 6/17/41   5,167     3,837
  BP Capital Markets America Inc.  3.000% 2/24/50   9,720     6,503
  BP Capital Markets America Inc.  2.772% 11/10/50   5,591     3,551
  BP Capital Markets America Inc.  2.939% 6/4/51   7,878     5,178
  BP Capital Markets America Inc.  3.001% 3/17/52   3,627     2,407
  BP Capital Markets America Inc.  3.379% 2/8/61   7,187     4,837
3 BP Capital Markets plc  6.450% Perpetual   1,960     1,970
  Canadian Natural Resources Ltd.  5.850% 2/1/35     992       990
  Canadian Natural Resources Ltd.  6.500% 2/15/37     989     1,030
  Canadian Natural Resources Ltd.  6.250% 3/15/38   4,035     4,137
  Canadian Natural Resources Ltd.  6.750% 2/1/39     937       998
1 Canadian Natural Resources Ltd.  4.950% 6/1/47   4,270     3,721
  Cenovus Energy Inc.  5.250% 6/15/37     682       634
  Cenovus Energy Inc.  6.750% 11/15/39     617       669
  Cenovus Energy Inc.  5.400% 6/15/47   2,481     2,278
  Cenovus Energy Inc.  3.750% 2/15/52   3,364     2,401
  Cheniere Corpus Christi Holdings LLC  2.742% 12/31/39   1,036       813
  Chevron Corp.  3.078% 5/11/50   3,394     2,394
  Chevron USA Inc.  5.250% 11/15/43     998     1,006
  Chevron USA Inc.  2.343% 8/12/50   4,508     2,703
  Columbia Pipeline Group Inc.  5.800% 6/1/45   1,862     1,798
  ConocoPhillips  5.900% 5/15/38   2,039     2,137
  ConocoPhillips  6.500% 2/1/39   4,380     4,931
  ConocoPhillips  4.875% 10/1/47   1,436     1,332
  ConocoPhillips Co.  3.758% 3/15/42   3,005     2,434
  ConocoPhillips Co.  4.300% 11/15/44   1,808     1,554
  ConocoPhillips Co.  3.800% 3/15/52   5,640     4,323
  ConocoPhillips Co.  5.300% 5/15/53   4,749     4,647
  ConocoPhillips Co.  5.550% 3/15/54   3,115     3,150
  ConocoPhillips Co.  4.025% 3/15/62   6,251     4,842
  ConocoPhillips Co.  5.700% 9/15/63   2,395     2,447
  Continental Resources Inc.  4.900% 6/1/44   2,487     2,016
  DCP Midstream Operating LP  5.600% 4/1/44   1,545     1,475
  Devon Energy Corp.  5.600% 7/15/41   3,974     3,745
  Devon Energy Corp.  4.750% 5/15/42   2,490     2,108
  Devon Energy Corp.  5.000% 6/15/45   1,705     1,471
  Diamondback Energy Inc.  4.400% 3/24/51   2,436     1,966
  Diamondback Energy Inc.  4.250% 3/15/52   1,960     1,555
  Diamondback Energy Inc.  6.250% 3/15/53   2,492     2,636
1 Eastern Gas Transmission & Storage Inc.  4.800% 11/1/43   1,183     1,042
1 Eastern Gas Transmission & Storage Inc.  4.600% 12/15/44     860       730
1 Enbridge Energy Partners LP  7.500% 4/15/38     727       840
  Enbridge Energy Partners LP  5.500% 9/15/40   1,087     1,053
  Enbridge Energy Partners LP  7.375% 10/15/45   2,462     2,842
  Enbridge Inc.  4.500% 6/10/44   1,964     1,637
  Enbridge Inc.  5.500% 12/1/46   1,944     1,877
  Enbridge Inc.  4.000% 11/15/49     857       663
  Enbridge Inc.  3.400% 8/1/51   3,409     2,377
  Enbridge Inc.  6.700% 11/15/53   4,305     4,802
  Energy Transfer LP  5.550% 5/15/34   4,255     4,213
  Energy Transfer LP  4.900% 3/15/35   1,891     1,764
  Energy Transfer LP  6.625% 10/15/36   1,533     1,611
1 Energy Transfer LP  5.800% 6/15/38   1,062     1,048
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Energy Transfer LP  7.500% 7/1/38   1,381     1,569
  Energy Transfer LP  6.050% 6/1/41   2,406     2,385
  Energy Transfer LP  6.500% 2/1/42   5,046     5,274
  Energy Transfer LP  6.100% 2/15/42     986       977
  Energy Transfer LP  4.950% 1/15/43   1,038       894
  Energy Transfer LP  5.150% 2/1/43   2,014     1,773
  Energy Transfer LP  5.950% 10/1/43     689       672
  Energy Transfer LP  5.300% 4/1/44   2,265     2,051
  Energy Transfer LP  5.000% 5/15/44   1,319     1,142
  Energy Transfer LP  5.150% 3/15/45   5,109     4,559
  Energy Transfer LP  5.350% 5/15/45   3,037     2,748
  Energy Transfer LP  6.125% 12/15/45   3,982     3,958
  Energy Transfer LP  5.300% 4/15/47   4,048     3,616
  Energy Transfer LP  5.400% 10/1/47   5,344     4,833
  Energy Transfer LP  6.000% 6/15/48   5,126     5,018
  Energy Transfer LP  6.250% 4/15/49   6,000     6,054
  Energy Transfer LP  5.000% 5/15/50   5,587     4,817
  Energy Transfer LP  5.950% 5/15/54   5,666     5,541
1 Enterprise Products Operating LLC  6.650% 10/15/34     932     1,029
  Enterprise Products Operating LLC  7.550% 4/15/38     848     1,009
  Enterprise Products Operating LLC  6.125% 10/15/39   3,431     3,596
  Enterprise Products Operating LLC  6.450% 9/1/40   1,360     1,486
  Enterprise Products Operating LLC  5.950% 2/1/41   2,504     2,611
  Enterprise Products Operating LLC  5.700% 2/15/42   1,488     1,501
  Enterprise Products Operating LLC  4.850% 8/15/42   2,687     2,458
  Enterprise Products Operating LLC  4.450% 2/15/43   4,611     4,012
  Enterprise Products Operating LLC  4.850% 3/15/44   4,542     4,158
  Enterprise Products Operating LLC  5.100% 2/15/45   6,674     6,248
  Enterprise Products Operating LLC  4.250% 2/15/48   4,120     3,444
  Enterprise Products Operating LLC  4.800% 2/1/49   5,286     4,787
  Enterprise Products Operating LLC  4.200% 1/31/50   4,367     3,605
  Enterprise Products Operating LLC  3.700% 1/31/51   2,009     1,515
  Enterprise Products Operating LLC  3.200% 2/15/52   3,197     2,182
  Enterprise Products Operating LLC  3.300% 2/15/53   3,471     2,422
  Enterprise Products Operating LLC  4.950% 10/15/54   4,080     3,720
  Enterprise Products Operating LLC  3.950% 1/31/60   3,092     2,339
  EOG Resources Inc.  3.900% 4/1/35     808       724
  EOG Resources Inc.  4.950% 4/15/50   3,732     3,479
  Exxon Mobil Corp.  2.995% 8/16/39   2,944     2,265
  Exxon Mobil Corp.  4.227% 3/19/40   5,847     5,243
  Exxon Mobil Corp.  3.567% 3/6/45   4,083     3,181
  Exxon Mobil Corp.  4.114% 3/1/46  10,031     8,502
  Exxon Mobil Corp.  3.095% 8/16/49   6,077     4,247
  Exxon Mobil Corp.  4.327% 3/19/50   7,352     6,407
  Exxon Mobil Corp.  3.452% 4/15/51   9,612     7,126
  Halliburton Co.  4.850% 11/15/35   4,129     3,973
  Halliburton Co.  6.700% 9/15/38   3,735     4,182
  Halliburton Co.  7.450% 9/15/39   2,570     3,087
  Halliburton Co.  4.750% 8/1/43   3,412     3,078
  Halliburton Co.  5.000% 11/15/45   9,169     8,530
  Hess Corp.  6.000% 1/15/40   2,688     2,806
  Hess Corp.  5.600% 2/15/41   4,492     4,526
  Hess Corp.  5.800% 4/1/47   1,759     1,784
  Kinder Morgan Energy Partners LP  5.800% 3/15/35   2,090     2,098
  Kinder Morgan Energy Partners LP  6.500% 2/1/37   1,068     1,100
1 Kinder Morgan Energy Partners LP  6.950% 1/15/38   3,833     4,133
  Kinder Morgan Energy Partners LP  6.500% 9/1/39   1,696     1,746
  Kinder Morgan Energy Partners LP  6.550% 9/15/40   1,224     1,270
  Kinder Morgan Energy Partners LP  7.500% 11/15/40   1,536     1,712
  Kinder Morgan Energy Partners LP  5.625% 9/1/41     696       655
  Kinder Morgan Energy Partners LP  5.000% 8/15/42   2,537     2,207
  Kinder Morgan Energy Partners LP  4.700% 11/1/42     947       795
  Kinder Morgan Energy Partners LP  5.000% 3/1/43   3,301     2,875
  Kinder Morgan Energy Partners LP  5.500% 3/1/44   7,497     6,931
  Kinder Morgan Energy Partners LP  5.400% 9/1/44   1,678     1,530
  Kinder Morgan Inc.  5.300% 12/1/34   3,329     3,244
  Kinder Morgan Inc.  5.550% 6/1/45   5,013     4,703
 
70

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Kinder Morgan Inc.  5.050% 2/15/46   2,678     2,329
  Kinder Morgan Inc.  5.200% 3/1/48   2,776     2,466
  Kinder Morgan Inc.  3.250% 8/1/50   1,644     1,063
  Kinder Morgan Inc.  3.600% 2/15/51   3,984     2,735
  Kinder Morgan Inc.  5.450% 8/1/52   2,590     2,386
  Magellan Midstream Partners LP  3.950% 3/1/50   2,620     1,908
  Marathon Oil Corp.  6.600% 10/1/37   2,655     2,770
  Marathon Oil Corp.  5.200% 6/1/45   1,711     1,486
  Marathon Petroleum Corp.  6.500% 3/1/41   4,800     5,095
  Marathon Petroleum Corp.  4.750% 9/15/44   2,169     1,893
  Marathon Petroleum Corp.  4.500% 4/1/48   2,682     2,206
  Marathon Petroleum Corp.  5.000% 9/15/54     587       504
  MPLX LP  4.500% 4/15/38   6,056     5,277
  MPLX LP  5.200% 3/1/47   2,791     2,506
  MPLX LP  5.200% 12/1/47   1,428     1,272
  MPLX LP  4.700% 4/15/48   5,600     4,688
  MPLX LP  5.500% 2/15/49   5,168     4,839
  MPLX LP  4.950% 3/14/52   5,377     4,631
  MPLX LP  5.650% 3/1/53   1,760     1,676
  MPLX LP  4.900% 4/15/58     555       460
  NOV Inc.  3.950% 12/1/42   3,291     2,452
  Occidental Petroleum Corp.  6.450% 9/15/36   5,026     5,299
  Occidental Petroleum Corp.  7.950% 6/15/39     960     1,119
  Occidental Petroleum Corp.  6.200% 3/15/40   2,584     2,623
  Occidental Petroleum Corp.  6.600% 3/15/46   4,271     4,537
  Occidental Petroleum Corp.  4.400% 4/15/46   1,665     1,336
  Occidental Petroleum Corp.  4.200% 3/15/48   1,051       809
  ONEOK Inc.  6.000% 6/15/35     526       530
  ONEOK Inc.  5.150% 10/15/43   1,550     1,400
  ONEOK Inc.  4.250% 9/15/46   1,344     1,047
  ONEOK Inc.  4.950% 7/13/47   2,889     2,487
  ONEOK Inc.  4.200% 10/3/47     952       728
  ONEOK Inc.  5.200% 7/15/48   5,138     4,639
  ONEOK Inc.  4.850% 2/1/49   1,520     1,297
  ONEOK Inc.  4.450% 9/1/49   2,426     1,935
  ONEOK Inc.  4.500% 3/15/50   1,206       965
  ONEOK Inc.  7.150% 1/15/51   1,176     1,304
  ONEOK Inc.  6.625% 9/1/53   6,328     6,810
  ONEOK Partners LP  6.650% 10/1/36   1,292     1,366
  ONEOK Partners LP  6.850% 10/15/37   1,298     1,392
  ONEOK Partners LP  6.125% 2/1/41   1,983     2,015
  ONEOK Partners LP  6.200% 9/15/43     829       846
  Ovintiv Inc.  6.500% 8/15/34   2,112     2,212
  Ovintiv Inc.  6.625% 8/15/37   1,681     1,735
  Ovintiv Inc.  6.500% 2/1/38   1,202     1,231
  Ovintiv Inc.  7.100% 7/15/53   1,425     1,553
  Phillips 66  4.650% 11/15/34   3,553     3,335
  Phillips 66  5.875% 5/1/42   4,246     4,376
  Phillips 66  4.875% 11/15/44   7,991     7,294
  Phillips 66  3.300% 3/15/52   3,941     2,695
  Phillips 66 Co.  4.680% 2/15/45     833       727
  Phillips 66 Co.  4.900% 10/1/46     947       847
  Phillips 66 Co.  5.650% 6/15/54   2,100     2,082
  Plains All American Pipeline LP  6.650% 1/15/37   1,930     2,037
  Plains All American Pipeline LP  5.150% 6/1/42   1,649     1,455
  Plains All American Pipeline LP  4.300% 1/31/43   1,051       831
  Plains All American Pipeline LP  4.700% 6/15/44   2,291     1,895
  Plains All American Pipeline LP  4.900% 2/15/45   2,490     2,097
  Sabine Pass Liquefaction LLC  5.900% 9/15/37   1,335     1,382
  Shell International Finance BV  4.125% 5/11/35   6,285     5,809
  Shell International Finance BV  6.375% 12/15/38   7,266     8,076
  Shell International Finance BV  5.500% 3/25/40   4,676     4,811
  Shell International Finance BV  2.875% 11/26/41   1,626     1,187
  Shell International Finance BV  3.625% 8/21/42   2,912     2,347
  Shell International Finance BV  4.550% 8/12/43   4,650     4,222
  Shell International Finance BV  4.375% 5/11/45  11,036     9,641
  Shell International Finance BV  4.000% 5/10/46   8,158     6,698
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Shell International Finance BV  3.750% 9/12/46   5,610     4,420
  Shell International Finance BV  3.125% 11/7/49   3,080     2,142
  Shell International Finance BV  3.250% 4/6/50   6,446     4,582
  Shell International Finance BV  3.000% 11/26/51   1,589     1,065
  Spectra Energy Partners LP  5.950% 9/25/43   1,170     1,163
  Spectra Energy Partners LP  4.500% 3/15/45   2,773     2,323
  Suncor Energy Inc.  5.950% 12/1/34   1,001     1,040
  Suncor Energy Inc.  6.800% 5/15/38   4,907     5,233
  Suncor Energy Inc.  6.500% 6/15/38   3,883     4,065
  Suncor Energy Inc.  6.850% 6/1/39   2,349     2,521
  Suncor Energy Inc.  4.000% 11/15/47   2,123     1,617
  Suncor Energy Inc.  3.750% 3/4/51   1,637     1,188
  Targa Resources Corp.  6.500% 3/30/34   3,100     3,291
  Targa Resources Corp.  4.950% 4/15/52   2,670     2,285
  Targa Resources Corp.  6.250% 7/1/52   1,630     1,650
  Targa Resources Corp.  6.500% 2/15/53   3,160     3,326
  TotalEnergies Capital International SA  2.986% 6/29/41   1,790     1,329
  TotalEnergies Capital International SA  3.461% 7/12/49   2,721     2,032
  TotalEnergies Capital International SA  3.127% 5/29/50   8,918     6,202
  TransCanada PipeLines Ltd.  4.625% 3/1/34   5,240     4,857
  TransCanada PipeLines Ltd.  5.600% 3/31/34     773       772
  TransCanada PipeLines Ltd.  5.850% 3/15/36   1,861     1,860
  TransCanada PipeLines Ltd.  6.200% 10/15/37   5,303     5,456
  TransCanada PipeLines Ltd.  4.750% 5/15/38     635       574
  TransCanada PipeLines Ltd.  7.250% 8/15/38   1,995     2,249
  TransCanada PipeLines Ltd.  7.625% 1/15/39   3,593     4,186
  TransCanada PipeLines Ltd.  6.100% 6/1/40   3,614     3,692
  TransCanada PipeLines Ltd.  5.000% 10/16/43   1,449     1,294
  TransCanada PipeLines Ltd.  4.875% 5/15/48   2,965     2,586
  TransCanada PipeLines Ltd.  5.100% 3/15/49   3,085     2,826
  Transcontinental Gas Pipe Line Co. LLC  5.400% 8/15/41   1,295     1,263
  Transcontinental Gas Pipe Line Co. LLC  4.450% 8/1/42   1,307     1,134
  Transcontinental Gas Pipe Line Co. LLC  4.600% 3/15/48   2,077     1,816
  Transcontinental Gas Pipe Line Co. LLC  3.950% 5/15/50   1,739     1,353
  Valero Energy Corp.  6.625% 6/15/37   4,742     5,078
  Valero Energy Corp.  3.650% 12/1/51   3,331     2,344
  Valero Energy Corp.  4.000% 6/1/52   1,850     1,391
  Western Midstream Operating LP  5.450% 4/1/44   2,132     1,915
  Western Midstream Operating LP  5.300% 3/1/48   2,722     2,348
  Western Midstream Operating LP  5.500% 8/15/48   1,276     1,120
  Western Midstream Operating LP  5.250% 2/1/50   3,197     2,832
  Williams Cos. Inc.  5.150% 3/15/34   2,000     1,955
  Williams Cos. Inc.  6.300% 4/15/40   5,820     6,027
  Williams Cos. Inc.  5.400% 3/4/44   1,900     1,780
  Williams Cos. Inc.  5.750% 6/24/44   2,703     2,645
  Williams Cos. Inc.  4.900% 1/15/45   1,335     1,176
  Williams Cos. Inc.  5.100% 9/15/45   3,982     3,636
  Williams Cos. Inc.  4.850% 3/1/48   2,739     2,404
  Williams Cos. Inc.  3.500% 10/15/51   1,879     1,309
  Williams Cos. Inc.  5.300% 8/15/52   2,628     2,459
                                   676,183
Financials (13.6%)
  AerCap Ireland Capital DAC  3.850% 10/29/41   5,307     4,103
  Aflac Inc.  4.000% 10/15/46     903       719
  Aflac Inc.  4.750% 1/15/49   1,709     1,546
  Alleghany Corp.  4.900% 9/15/44   1,389     1,301
  Alleghany Corp.  3.250% 8/15/51   2,014     1,405
  Allstate Corp.  5.550% 5/9/35   1,789     1,812
  Allstate Corp.  5.950% 4/1/36   2,315     2,418
  Allstate Corp.  4.500% 6/15/43   1,762     1,536
  Allstate Corp.  4.200% 12/15/46   2,770     2,265
  Allstate Corp.  3.850% 8/10/49   1,415     1,098
1 Allstate Corp.  6.500% 5/15/57   1,412     1,421
 
71

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  American Express Co.  4.050% 12/3/42   3,849     3,311
  American Financial Group Inc.  4.500% 6/15/47   1,178       963
  American International Group Inc.  3.875% 1/15/35   1,306     1,149
  American International Group Inc.  4.700% 7/10/35     936       845
  American International Group Inc.  6.250% 5/1/36   1,087     1,128
  American International Group Inc.  4.500% 7/16/44   1,548     1,367
  American International Group Inc.  4.800% 7/10/45   1,951     1,787
  American International Group Inc.  4.750% 4/1/48   3,305     3,019
  American International Group Inc.  4.375% 6/30/50   3,768     3,233
  Aon Corp.  6.250% 9/30/40     947     1,003
  Aon Corp.  2.900% 8/23/51   3,064     1,906
  Aon Corp.  3.900% 2/28/52   3,384     2,561
  Aon Global Ltd.  4.600% 6/14/44   1,246     1,076
  Aon Global Ltd.  4.750% 5/15/45   1,810     1,595
3 Aon North America Inc.  5.750% 3/1/54   6,500     6,530
  Arch Capital Finance LLC  5.031% 12/15/46   1,009       928
  Arch Capital Group Ltd.  7.350% 5/1/34     994     1,115
  Arch Capital Group Ltd.  3.635% 6/30/50   3,595     2,648
  Arch Capital Group US Inc.  5.144% 11/1/43   1,748     1,627
  Arthur J Gallagher & Co.  3.500% 5/20/51   3,425     2,378
  Arthur J Gallagher & Co.  3.050% 3/9/52   1,179       748
  Arthur J Gallagher & Co.  5.750% 3/2/53   2,270     2,235
  Arthur J Gallagher & Co.  6.750% 2/15/54   1,727     1,934
  Arthur J Gallagher & Co.  5.750% 7/15/54   1,700     1,685
  Assured Guaranty US Holdings Inc.  3.600% 9/15/51   1,284       903
  Athene Holding Ltd.  3.950% 5/25/51   1,457     1,063
  Athene Holding Ltd.  3.450% 5/15/52   2,141     1,393
  Bank of America Corp.  6.110% 1/29/37   7,817     8,193
1 Bank of America Corp.  4.244% 4/24/38   4,751     4,220
  Bank of America Corp.  7.750% 5/14/38   5,080     6,096
1 Bank of America Corp.  4.078% 4/23/40   5,572     4,767
1 Bank of America Corp.  2.676% 6/19/41  15,598    10,880
1 Bank of America Corp.  5.875% 2/7/42   7,127     7,580
  Bank of America Corp.  3.311% 4/22/42  11,535     8,743
1 Bank of America Corp.  5.000% 1/21/44   7,189     6,875
1 Bank of America Corp.  4.875% 4/1/44   1,810     1,709
1 Bank of America Corp.  4.750% 4/21/45     937       851
1 Bank of America Corp.  4.443% 1/20/48   8,503     7,315
1 Bank of America Corp.  3.946% 1/23/49   1,139       915
1 Bank of America Corp.  4.330% 3/15/50  14,763    12,433
1 Bank of America Corp.  4.083% 3/20/51  16,446    13,281
1 Bank of America Corp.  2.831% 10/24/51   2,017     1,293
1 Bank of America Corp.  3.483% 3/13/52   3,533     2,591
  Bank of America Corp.  2.972% 7/21/52   8,683     5,771
1 Bank of America NA  6.000% 10/15/36   3,489     3,639
  Barclays plc  3.811% 3/10/42   2,649     1,987
  Barclays plc  3.330% 11/24/42   2,784     2,011
  Barclays plc  5.250% 8/17/45   5,147     4,908
  Barclays plc  4.950% 1/10/47   6,920     6,297
  Berkshire Hathaway Finance Corp.  5.750% 1/15/40   2,816     3,028
  Berkshire Hathaway Finance Corp.  4.400% 5/15/42   2,230     2,061
  Berkshire Hathaway Finance Corp.  4.300% 5/15/43   3,903     3,490
  Berkshire Hathaway Finance Corp.  4.200% 8/15/48   6,922     6,021
  Berkshire Hathaway Finance Corp.  4.250% 1/15/49   9,997     8,794
  Berkshire Hathaway Finance Corp.  2.850% 10/15/50   7,389     4,875
  Berkshire Hathaway Finance Corp.  2.500% 1/15/51   1,213       750
  Berkshire Hathaway Finance Corp.  3.850% 3/15/52   7,616     6,037
  Berkshire Hathaway Inc.  4.500% 2/11/43   3,188     3,005
  Brighthouse Financial Inc.  4.700% 6/22/47   3,641     2,821
  Brighthouse Financial Inc.  3.850% 12/22/51     895       580
  Brookfield Finance Inc.  4.700% 9/20/47   3,237     2,747
  Brookfield Finance Inc.  3.500% 3/30/51   1,578     1,121
  Brookfield Finance Inc.  3.625% 2/15/52   1,386       988
3 Brookfield Finance Inc.  5.968% 3/4/54   3,100     3,129
  Brookfield Finance LLC  3.450% 4/15/50   1,579     1,096
  Brown & Brown Inc.  4.950% 3/17/52   2,026     1,746
  Chubb Corp.  6.000% 5/11/37   3,279     3,519
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Chubb Corp.  6.500% 5/15/38   1,623     1,824
  Chubb INA Holdings Inc.  6.700% 5/15/36   1,015     1,154
  Chubb INA Holdings Inc.  4.150% 3/13/43     794       694
  Chubb INA Holdings Inc.  4.350% 11/3/45   5,905     5,213
  Chubb INA Holdings Inc.  2.850% 12/15/51   1,731     1,172
  Chubb INA Holdings Inc.  3.050% 12/15/61   3,959     2,628
  CI Financial Corp.  4.100% 6/15/51   3,065     1,811
  Cincinnati Financial Corp.  6.125% 11/1/34   1,504     1,571
  Citigroup Inc.  6.125% 8/25/36   1,609     1,663
1 Citigroup Inc.  3.878% 1/24/39   3,270     2,751
  Citigroup Inc.  8.125% 7/15/39   5,555     7,034
1 Citigroup Inc.  5.316% 3/26/41   3,814     3,731
  Citigroup Inc.  5.875% 1/30/42   3,568     3,750
  Citigroup Inc.  2.904% 11/3/42   3,147     2,227
  Citigroup Inc.  6.675% 9/13/43   6,726     7,376
  Citigroup Inc.  5.300% 5/6/44   2,138     2,043
  Citigroup Inc.  4.650% 7/30/45   1,777     1,586
  Citigroup Inc.  4.750% 5/18/46   6,722     5,879
1 Citigroup Inc.  4.281% 4/24/48   5,774     4,880
  Citigroup Inc.  4.650% 7/23/48   9,333     8,318
  CME Group Inc.  5.300% 9/15/43   2,568     2,599
  CME Group Inc.  4.150% 6/15/48   1,887     1,620
1 Cooperatieve Rabobank UA  5.250% 5/24/41   5,139     5,192
  Cooperatieve Rabobank UA  5.750% 12/1/43   6,365     6,389
  Cooperatieve Rabobank UA  5.250% 8/4/45   1,455     1,411
  Corebridge Financial Inc.  4.350% 4/5/42     667       552
  Corebridge Financial Inc.  4.400% 4/5/52   4,971     3,996
  Equitable Holdings Inc.  5.000% 4/20/48   5,448     4,941
  Everest Reinsurance Holdings Inc.  4.868% 6/1/44   1,334     1,201
  Everest Reinsurance Holdings Inc.  3.500% 10/15/50   2,059     1,446
  Everest Reinsurance Holdings Inc.  3.125% 10/15/52   3,540     2,218
  Fidelity National Financial Inc.  3.200% 9/17/51   1,458       915
  Fifth Third Bancorp  8.250% 3/1/38   3,199     3,782
  Franklin Resources Inc.  2.950% 8/12/51   1,037       637
  GATX Corp.  6.900% 5/1/34   2,085     2,268
  GATX Corp.  5.200% 3/15/44     673       614
  GATX Corp.  3.100% 6/1/51   2,024     1,301
  Global Payments Inc.  4.150% 8/15/49   2,242     1,710
  Global Payments Inc.  5.950% 8/15/52   3,060     3,008
  Goldman Sachs Group Inc.  6.450% 5/1/36   3,757     4,013
  Goldman Sachs Group Inc.  6.750% 10/1/37  21,621    23,513
1 Goldman Sachs Group Inc.  4.017% 10/31/38   4,657     3,988
1 Goldman Sachs Group Inc.  4.411% 4/23/39   6,884     6,097
  Goldman Sachs Group Inc.  6.250% 2/1/41  11,186    12,073
  Goldman Sachs Group Inc.  3.210% 4/22/42   5,063     3,767
  Goldman Sachs Group Inc.  2.908% 7/21/42   3,220     2,282
  Goldman Sachs Group Inc.  3.436% 2/24/43   6,267     4,769
1 Goldman Sachs Group Inc.  4.800% 7/8/44   7,948     7,238
  Goldman Sachs Group Inc.  5.150% 5/22/45   3,543     3,386
  Goldman Sachs Group Inc.  4.750% 10/21/45   6,028     5,501
  Hartford Financial Services Group Inc.  5.950% 10/15/36   1,105     1,143
  Hartford Financial Services Group Inc.  6.100% 10/1/41   1,414     1,473
  Hartford Financial Services Group Inc.  4.300% 4/15/43     542       463
  Hartford Financial Services Group Inc.  4.400% 3/15/48   1,757     1,517
  Hartford Financial Services Group Inc.  3.600% 8/19/49   2,410     1,814
  Hartford Financial Services Group Inc.  2.900% 9/15/51   2,280     1,461
1 HSBC Bank USA NA  5.875% 11/1/34     235       243
1 HSBC Bank USA NA  5.625% 8/15/35   1,030     1,009
1 HSBC Bank USA NA  7.000% 1/15/39   2,236     2,547
3 HSBC Holdings plc  5.719% 3/4/35   4,300     4,285
  HSBC Holdings plc  6.500% 5/2/36   3,624     3,808
1 HSBC Holdings plc  6.500% 5/2/36   2,269     2,320
  HSBC Holdings plc  6.500% 9/15/37   6,315     6,648
1 HSBC Holdings plc  6.500% 9/15/37   6,855     7,033
  HSBC Holdings plc  6.800% 6/1/38   1,500     1,625
1 HSBC Holdings plc  6.800% 6/1/38   1,047     1,099
  HSBC Holdings plc  6.100% 1/14/42   3,141     3,432
 
72

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  HSBC Holdings plc  6.332% 3/9/44   9,561    10,044
  HSBC Holdings plc  5.250% 3/14/44   3,681     3,502
  Intercontinental Exchange Inc.  2.650% 9/15/40   4,303     3,048
  Intercontinental Exchange Inc.  4.250% 9/21/48   3,655     3,093
  Intercontinental Exchange Inc.  3.000% 6/15/50   4,417     2,962
  Intercontinental Exchange Inc.  4.950% 6/15/52   5,503     5,136
  Intercontinental Exchange Inc.  3.000% 9/15/60   5,253     3,254
  Intercontinental Exchange Inc.  5.200% 6/15/62   3,415     3,282
  Invesco Finance plc  5.375% 11/30/43   1,728     1,668
  Jackson Financial Inc.  4.000% 11/23/51   1,830     1,307
  Jefferies Financial Group Inc.  6.250% 1/15/36   3,830     3,935
  Jefferies Financial Group Inc.  6.500% 1/20/43   1,015     1,057
  JPMorgan Chase & Co.  6.400% 5/15/38  10,201    11,386
1 JPMorgan Chase & Co.  3.882% 7/24/38   6,355     5,430
  JPMorgan Chase & Co.  5.500% 10/15/40   3,781     3,865
1 JPMorgan Chase & Co.  3.109% 4/22/41   3,595     2,704
  JPMorgan Chase & Co.  5.600% 7/15/41  11,047    11,388
  JPMorgan Chase & Co.  2.525% 11/19/41   3,669     2,524
  JPMorgan Chase & Co.  5.400% 1/6/42   8,759     8,865
  JPMorgan Chase & Co.  3.157% 4/22/42   3,832     2,869
  JPMorgan Chase & Co.  5.625% 8/16/43   2,365     2,426
  JPMorgan Chase & Co.  4.850% 2/1/44   5,757     5,402
  JPMorgan Chase & Co.  4.950% 6/1/45   7,019     6,546
1 JPMorgan Chase & Co.  4.260% 2/22/48   7,552     6,368
1 JPMorgan Chase & Co.  4.032% 7/24/48   3,166     2,568
1 JPMorgan Chase & Co.  3.964% 11/15/48   9,301     7,471
1 JPMorgan Chase & Co.  3.897% 1/23/49   5,613     4,489
1 JPMorgan Chase & Co.  3.109% 4/22/51   7,465     5,119
  JPMorgan Chase & Co.  3.328% 4/22/52  13,424     9,519
  Legg Mason Inc.  5.625% 1/15/44   1,928     1,932
  Lincoln National Corp.  6.300% 10/9/37     989     1,015
  Lincoln National Corp.  7.000% 6/15/40   1,343     1,464
  Lincoln National Corp.  4.350% 3/1/48     811       628
  Lloyds Banking Group plc  5.300% 12/1/45   2,781     2,592
  Lloyds Banking Group plc  3.369% 12/14/46   4,362     2,964
  Lloyds Banking Group plc  4.344% 1/9/48   4,709     3,699
  Loews Corp.  4.125% 5/15/43   1,906     1,614
  Manulife Financial Corp.  5.375% 3/4/46   3,125     3,059
  Markel Group Inc.  5.000% 4/5/46     901       803
  Markel Group Inc.  4.300% 11/1/47     968       770
  Markel Group Inc.  5.000% 5/20/49   1,783     1,616
  Markel Group Inc.  4.150% 9/17/50   1,379     1,089
  Markel Group Inc.  3.450% 5/7/52   2,130     1,462
  Marsh & McLennan Cos. Inc.  5.150% 3/15/34     434       432
  Marsh & McLennan Cos. Inc.  4.750% 3/15/39   1,738     1,636
  Marsh & McLennan Cos. Inc.  4.350% 1/30/47   2,283     1,937
  Marsh & McLennan Cos. Inc.  4.200% 3/1/48   1,773     1,476
  Marsh & McLennan Cos. Inc.  4.900% 3/15/49   6,326     5,850
  Marsh & McLennan Cos. Inc.  2.900% 12/15/51     995       638
  Marsh & McLennan Cos. Inc.  6.250% 11/1/52     605       669
  Marsh & McLennan Cos. Inc.  5.450% 3/15/53   1,532     1,527
  Marsh & McLennan Cos. Inc.  5.700% 9/15/53   3,580     3,708
  Marsh & McLennan Cos. Inc.  5.450% 3/15/54   1,455     1,446
  Mastercard Inc.  3.950% 2/26/48   1,879     1,588
  Mastercard Inc.  3.650% 6/1/49   5,493     4,367
  Mastercard Inc.  3.850% 3/26/50   5,527     4,563
  Mastercard Inc.  2.950% 3/15/51   3,069     2,126
  MetLife Inc.  6.375% 6/15/34   2,620     2,822
  MetLife Inc.  5.700% 6/15/35   3,441     3,562
1 MetLife Inc.  6.400% 12/15/36   3,416     3,472
1 MetLife Inc. 10.750% 8/1/39   1,571     2,138
  MetLife Inc.  5.875% 2/6/41   1,557     1,625
  MetLife Inc.  4.125% 8/13/42   1,685     1,425
  MetLife Inc.  4.875% 11/13/43   3,508     3,223
  MetLife Inc.  4.721% 12/15/44   1,672     1,488
  MetLife Inc.  4.050% 3/1/45   3,809     3,145
  MetLife Inc.  4.600% 5/13/46   2,312     2,066
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  MetLife Inc.  5.000% 7/15/52   4,261     3,975
  MetLife Inc.  5.250% 1/15/54   3,166     3,061
  Mitsubishi UFJ Financial Group Inc.  4.153% 3/7/39   1,581     1,424
  Mitsubishi UFJ Financial Group Inc.  3.751% 7/18/39   6,621     5,646
  Mizuho Financial Group Inc.  5.579% 5/26/35   2,573     2,579
1 Morgan Stanley  3.971% 7/22/38   6,089     5,191
1 Morgan Stanley  4.457% 4/22/39   3,819     3,448
  Morgan Stanley  3.217% 4/22/42   6,617     4,972
  Morgan Stanley  6.375% 7/24/42  10,192    11,322
  Morgan Stanley  4.300% 1/27/45   8,774     7,605
  Morgan Stanley  4.375% 1/22/47   7,344     6,333
1 Morgan Stanley  5.597% 3/24/51   5,686     5,883
1 Morgan Stanley  2.802% 1/25/52   5,461     3,511
  Nasdaq Inc.  5.550% 2/15/34   2,887     2,906
  Nasdaq Inc.  2.500% 12/21/40   2,256     1,493
  Nasdaq Inc.  3.250% 4/28/50   1,374       934
  Nasdaq Inc.  3.950% 3/7/52   2,055     1,561
  Nasdaq Inc.  5.950% 8/15/53   2,975     3,059
  Nasdaq Inc.  6.100% 6/28/63   2,647     2,747
1 Nationwide Financial Services Inc.  6.750% 5/15/37   1,040     1,034
  NatWest Group plc  5.778% 3/1/35   5,000     4,995
  Old Republic International Corp.  3.850% 6/11/51   2,094     1,516
  PayPal Holdings Inc.  3.250% 6/1/50   3,408     2,371
  PayPal Holdings Inc.  5.050% 6/1/52   4,047     3,797
  PayPal Holdings Inc.  5.250% 6/1/62   1,735     1,615
  Principal Financial Group Inc.  6.050% 10/15/36   1,384     1,456
  Principal Financial Group Inc.  4.625% 9/15/42     680       609
  Principal Financial Group Inc.  4.350% 5/15/43     898       780
  Principal Financial Group Inc.  4.300% 11/15/46   2,333     1,932
  Principal Financial Group Inc.  5.500% 3/15/53   1,260     1,232
  Progressive Corp.  6.625% 3/1/29       1         1
  Progressive Corp.  4.350% 4/25/44     800       708
  Progressive Corp.  3.700% 1/26/45     915       740
  Progressive Corp.  4.125% 4/15/47   4,738     3,979
  Progressive Corp.  4.200% 3/15/48   1,903     1,636
  Progressive Corp.  3.950% 3/26/50   1,722     1,402
  Progressive Corp.  3.700% 3/15/52     714       555
1 Prudential Financial Inc.  5.700% 12/14/36   3,508     3,620
1 Prudential Financial Inc.  6.625% 12/1/37   1,114     1,239
1 Prudential Financial Inc.  3.000% 3/10/40   2,485     1,852
1 Prudential Financial Inc.  6.625% 6/21/40     926     1,022
1 Prudential Financial Inc.  5.100% 8/15/43     516       464
1 Prudential Financial Inc.  4.600% 5/15/44   2,899     2,581
  Prudential Financial Inc.  3.905% 12/7/47   3,085     2,435
1 Prudential Financial Inc.  4.418% 3/27/48   1,811     1,546
  Prudential Financial Inc.  3.935% 12/7/49   5,979     4,686
1 Prudential Financial Inc.  4.350% 2/25/50   1,913     1,618
1 Prudential Financial Inc.  3.700% 3/13/51   5,589     4,243
  Raymond James Financial Inc.  4.950% 7/15/46   2,432     2,234
  Raymond James Financial Inc.  3.750% 4/1/51   2,572     1,905
1 Regions Bank  6.450% 6/26/37   1,590     1,616
  Regions Financial Corp.  7.375% 12/10/37     990     1,113
  Selective Insurance Group Inc.  5.375% 3/1/49   1,023       968
  Sumitomo Mitsui Financial Group Inc.  2.296% 1/12/41     809       545
  Sumitomo Mitsui Financial Group Inc.  2.930% 9/17/41     703       523
  Sumitomo Mitsui Financial Group Inc.  3.050% 1/14/42   1,075       810
  Sumitomo Mitsui Financial Group Inc.  6.184% 7/13/43   5,964     6,532
  Transatlantic Holdings Inc.  8.000% 11/30/39     978     1,250
  Travelers Cos. Inc.  6.750% 6/20/36   1,266     1,443
1 Travelers Cos. Inc.  6.250% 6/15/37   4,872     5,354
  Travelers Cos. Inc.  5.350% 11/1/40   2,715     2,745
  Travelers Cos. Inc.  4.300% 8/25/45   1,250     1,089
  Travelers Cos. Inc.  3.750% 5/15/46   1,287     1,020
  Travelers Cos. Inc.  4.000% 5/30/47   4,216     3,477
  Travelers Cos. Inc.  4.050% 3/7/48   1,816     1,522
  Travelers Cos. Inc.  4.100% 3/4/49   1,469     1,235
  Travelers Cos. Inc.  2.550% 4/27/50   2,064     1,285
 
73

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Travelers Cos. Inc.  3.050% 6/8/51   3,857     2,637
  Travelers Cos. Inc.  5.450% 5/25/53   2,449     2,498
  UBS AG  4.500% 6/26/48   3,370     3,085
  UBS Group AG  4.875% 5/15/45   7,185     6,625
  Unum Group  5.750% 8/15/42   1,180     1,146
  Unum Group  4.500% 12/15/49     930       737
  Unum Group  4.125% 6/15/51   2,144     1,573
  Visa Inc.  4.150% 12/14/35   5,226     4,899
  Visa Inc.  2.700% 4/15/40   4,112     3,043
  Visa Inc.  4.300% 12/14/45  12,172    10,849
  Visa Inc.  3.650% 9/15/47   2,538     2,020
  Visa Inc.  2.000% 8/15/50   4,953     2,879
  Voya Financial Inc.  5.700% 7/15/43   1,864     1,806
  Voya Financial Inc.  4.800% 6/15/46   1,070       909
  W R Berkley Corp.  4.750% 8/1/44   1,100       954
  W R Berkley Corp.  4.000% 5/12/50   1,705     1,313
  W R Berkley Corp.  3.150% 9/30/61     939       563
  Wachovia Corp.  5.500% 8/1/35   2,595     2,552
  Wells Fargo & Co.  5.375% 2/7/35     480       484
1 Wells Fargo & Co.  5.950% 12/15/36   1,599     1,629
1 Wells Fargo & Co.  3.068% 4/30/41   9,169     6,777
  Wells Fargo & Co.  5.375% 11/2/43   8,369     7,986
  Wells Fargo & Co.  5.606% 1/15/44  11,887    11,558
1 Wells Fargo & Co.  4.650% 11/4/44   6,972     6,001
  Wells Fargo & Co.  3.900% 5/1/45   8,442     6,759
1 Wells Fargo & Co.  4.900% 11/17/45   9,216     8,178
1 Wells Fargo & Co.  4.400% 6/14/46   3,274     2,686
1 Wells Fargo & Co.  4.750% 12/7/46   3,105     2,684
1 Wells Fargo & Co.  5.013% 4/4/51  21,023    19,446
1 Wells Fargo & Co.  4.611% 4/25/53  13,420    11,709
  Wells Fargo Bank NA  5.950% 8/26/36   1,111     1,135
1 Wells Fargo Bank NA  5.850% 2/1/37     341       349
1 Wells Fargo Bank NA  6.600% 1/15/38   4,821     5,196
  Western Union Co.  6.200% 11/17/36   2,042     2,057
  Westpac Banking Corp.  4.421% 7/24/39   3,291     2,849
  Westpac Banking Corp.  2.963% 11/16/40   3,263     2,228
  Westpac Banking Corp.  3.133% 11/18/41   3,472     2,400
  Willis North America Inc.  5.050% 9/15/48   1,565     1,401
  Willis North America Inc.  3.875% 9/15/49   2,664     1,975
3 Willis North America Inc.  5.900% 3/5/54   2,000     1,997
  XL Group Ltd.  5.250% 12/15/43   1,452     1,356
                                 1,031,340
Health Care (15.8%)
4 Abbott Laboratories  4.750% 11/30/36   5,646     5,528
  Abbott Laboratories  6.150% 11/30/37   1,718     1,904
  Abbott Laboratories  6.000% 4/1/39     750       832
  Abbott Laboratories  5.300% 5/27/40   2,476     2,527
  Abbott Laboratories  4.750% 4/15/43   2,559     2,450
  Abbott Laboratories  4.900% 11/30/46  10,131     9,766
  AbbVie Inc.  5.050% 3/15/34   8,036     8,074
  AbbVie Inc.  4.550% 3/15/35   5,939     5,694
  AbbVie Inc.  4.500% 5/14/35  10,906    10,410
  AbbVie Inc.  4.300% 5/14/36   4,299     4,002
  AbbVie Inc.  4.050% 11/21/39  11,290     9,909
  AbbVie Inc.  4.625% 10/1/42     932       853
  AbbVie Inc.  4.400% 11/6/42   8,976     8,029
  AbbVie Inc.  4.850% 6/15/44   4,046     3,822
  AbbVie Inc.  4.750% 3/15/45   3,790     3,511
  AbbVie Inc.  4.700% 5/14/45   8,176     7,539
  AbbVie Inc.  4.450% 5/14/46   7,334     6,482
  AbbVie Inc.  4.875% 11/14/48   5,811     5,490
  AbbVie Inc.  4.250% 11/21/49  21,342    18,374
  AbbVie Inc.  5.400% 3/15/54  10,500    10,661
  AbbVie Inc.  5.500% 3/15/64   4,404     4,452
1 AdventHealth Obligated Group  2.795% 11/15/51     802       526
  Adventist Health System  3.630% 3/1/49   1,065       784
  Advocate Health & Hospitals Corp.  4.272% 8/15/48   1,236     1,071
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Advocate Health & Hospitals Corp.  3.387% 10/15/49   1,658     1,240
1 Advocate Health & Hospitals Corp.  3.008% 6/15/50   1,183       819
  Aetna Inc.  6.625% 6/15/36   3,324     3,619
  Aetna Inc.  6.750% 12/15/37   1,894     2,069
  Aetna Inc.  4.500% 5/15/42   1,893     1,608
  Aetna Inc.  4.125% 11/15/42   2,543     2,032
  Aetna Inc.  4.750% 3/15/44   1,630     1,407
  Aetna Inc.  3.875% 8/15/47   4,811     3,576
  AHS Hospital Corp.  5.024% 7/1/45   1,378     1,314
1 AHS Hospital Corp.  2.780% 7/1/51   1,355       888
1 Allina Health System  3.887% 4/15/49   1,132       915
1 Allina Health System  2.902% 11/15/51   1,015       666
  Amgen Inc.  6.375% 6/1/37   1,305     1,401
  Amgen Inc.  6.400% 2/1/39   2,130     2,304
  Amgen Inc.  3.150% 2/21/40   6,104     4,579
  Amgen Inc.  5.750% 3/15/40   1,123     1,141
  Amgen Inc.  2.800% 8/15/41   5,150     3,667
  Amgen Inc.  4.950% 10/1/41   1,049       977
  Amgen Inc.  5.150% 11/15/41   3,870     3,684
  Amgen Inc.  5.650% 6/15/42   1,207     1,216
  Amgen Inc.  5.600% 3/2/43  12,308    12,348
  Amgen Inc.  4.400% 5/1/45   8,290     7,076
  Amgen Inc.  4.563% 6/15/48   4,100     3,550
  Amgen Inc.  3.375% 2/21/50   7,103     5,067
  Amgen Inc.  4.663% 6/15/51  12,234    10,611
  Amgen Inc.  3.000% 1/15/52   2,389     1,597
  Amgen Inc.  4.200% 2/22/52   3,150     2,551
  Amgen Inc.  4.875% 3/1/53   4,339     3,893
  Amgen Inc.  5.650% 3/2/53  14,029    14,036
  Amgen Inc.  2.770% 9/1/53   3,119     1,900
  Amgen Inc.  4.400% 2/22/62   3,558     2,859
  Amgen Inc.  5.750% 3/2/63   9,720     9,724
1 Ascension Health  3.106% 11/15/39   1,681     1,310
  Ascension Health  3.945% 11/15/46   4,007     3,358
1 Ascension Health  4.847% 11/15/53   1,545     1,475
  AstraZeneca plc  6.450% 9/15/37  10,238    11,529
  AstraZeneca plc  4.000% 9/18/42   3,702     3,164
  AstraZeneca plc  4.375% 11/16/45   4,542     4,015
  AstraZeneca plc  4.375% 8/17/48   1,241     1,102
  AstraZeneca plc  2.125% 8/6/50   2,045     1,206
  AstraZeneca plc  3.000% 5/28/51   3,342     2,311
  Banner Health  2.907% 1/1/42     911       664
1 Banner Health  3.181% 1/1/50   1,460     1,042
  Banner Health  2.913% 1/1/51     868       575
1 Baptist Health South Florida Obligated Group  3.115% 11/15/71   1,115       659
1 Baptist Healthcare System Obligated Group  3.540% 8/15/50   1,795     1,331
  Baxalta Inc.  5.250% 6/23/45   1,618     1,558
  Baxter International Inc.  3.500% 8/15/46   1,555     1,100
  Baxter International Inc.  3.132% 12/1/51   3,077     2,001
1 BayCare Health System Inc.  3.831% 11/15/50   1,749     1,424
  Baylor Scott & White Holdings  4.185% 11/15/45     886       776
  Baylor Scott & White Holdings  3.967% 11/15/46   1,278     1,030
1 Baylor Scott & White Holdings  2.839% 11/15/50   2,782     1,844
  Becton Dickinson & Co.  4.685% 12/15/44   3,337     2,994
  Becton Dickinson & Co.  4.669% 6/6/47   8,081     7,157
  Becton Dickinson & Co.  3.794% 5/20/50     670       518
1 Beth Israel Lahey Health Inc.  3.080% 7/1/51   1,495       949
  Biogen Inc.  5.200% 9/15/45   2,670     2,513
  Biogen Inc.  3.150% 5/1/50   5,769     3,809
  Biogen Inc.  3.250% 2/15/51   1,207       823
1 Bon Secours Mercy Health Inc.  3.205% 6/1/50   1,135       803
  Boston Scientific Corp.  6.500% 11/15/35     884       976
  Boston Scientific Corp.  4.550% 3/1/39   1,539     1,429
  Boston Scientific Corp.  7.375% 1/15/40     981     1,152
  Boston Scientific Corp.  4.700% 3/1/49   2,772     2,538
 
74

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Bristol-Myers Squibb Co.  4.125% 6/15/39   7,521     6,554
  Bristol-Myers Squibb Co.  2.350% 11/13/40   2,786     1,869
  Bristol-Myers Squibb Co.  3.550% 3/15/42   5,266     4,152
  Bristol-Myers Squibb Co.  3.250% 8/1/42   1,021       771
  Bristol-Myers Squibb Co.  4.500% 3/1/44     690       617
  Bristol-Myers Squibb Co.  4.625% 5/15/44   2,820     2,553
  Bristol-Myers Squibb Co.  4.350% 11/15/47   3,099     2,632
  Bristol-Myers Squibb Co.  4.550% 2/20/48   4,783     4,207
  Bristol-Myers Squibb Co.  4.250% 10/26/49  11,378     9,524
  Bristol-Myers Squibb Co.  2.550% 11/13/50   5,271     3,195
  Bristol-Myers Squibb Co.  3.700% 3/15/52   6,552     4,953
  Bristol-Myers Squibb Co.  6.250% 11/15/53   5,295     5,875
  Bristol-Myers Squibb Co.  5.550% 2/22/54   7,211     7,298
  Bristol-Myers Squibb Co.  3.900% 3/15/62   5,706     4,255
  Bristol-Myers Squibb Co.  6.400% 11/15/63   5,522     6,159
  Cardinal Health Inc.  4.600% 3/15/43     869       747
  Cardinal Health Inc.  4.500% 11/15/44     976       823
  Cardinal Health Inc.  4.900% 9/15/45   1,199     1,060
  Cardinal Health Inc.  4.368% 6/15/47   2,976     2,442
1 Catholic Health Services of Long Island Obligated Group  3.368% 7/1/50   1,415       983
  Cencora Inc.  4.250% 3/1/45   1,178     1,024
  Cencora Inc.  4.300% 12/15/47   2,394     2,035
  Children's Health System of Texas  2.511% 8/15/50   1,703     1,053
1 Children's Hospital  2.928% 7/15/50   1,140       741
1 Children's Hospital Corp.  4.115% 1/1/47   1,684     1,433
1 Children's Hospital Corp.  2.585% 2/1/50     912       574
  Children's Hospital Medical Center  4.268% 5/15/44     925       817
1 Children's Hospital of Philadelphia  2.704% 7/1/50     827       542
  Cigna Group  4.800% 8/15/38   8,025     7,443
  Cigna Group  3.200% 3/15/40   2,700     2,016
1 Cigna Group  6.125% 11/15/41   1,168     1,235
1 Cigna Group  4.800% 7/15/46   3,538     3,162
1 Cigna Group  3.875% 10/15/47   3,001     2,306
  Cigna Group  4.900% 12/15/48  10,697     9,610
  Cigna Group  3.400% 3/15/50   6,684     4,651
  Cigna Group  3.400% 3/15/51   5,263     3,660
  Cigna Group  5.600% 2/15/54   3,000     2,954
1 City of Hope  5.623% 11/15/43   1,286     1,263
1 City of Hope  4.378% 8/15/48     985       811
1 CommonSpirit Health  4.350% 11/1/42   2,313     1,973
  CommonSpirit Health  3.817% 10/1/49   2,014     1,549
  CommonSpirit Health  4.187% 10/1/49   3,239     2,624
  CommonSpirit Health  3.910% 10/1/50   1,003       774
  CommonSpirit Health  6.461% 11/1/52   1,000     1,119
1 Community Health Network Inc.  3.099% 5/1/50   1,491     1,005
1 Corewell Health Obligated Group  3.487% 7/15/49   1,520     1,145
1 Cottage Health Obligated Group  3.304% 11/1/49   1,985     1,431
  CVS Health Corp.  4.875% 7/20/35   1,138     1,085
  CVS Health Corp.  4.780% 3/25/38  17,389    15,820
  CVS Health Corp.  6.125% 9/15/39   2,236     2,297
  CVS Health Corp.  4.125% 4/1/40   4,154     3,410
  CVS Health Corp.  2.700% 8/21/40   5,813     3,957
  CVS Health Corp.  5.300% 12/5/43   2,602     2,418
  CVS Health Corp.  5.125% 7/20/45  11,730    10,679
  CVS Health Corp.  5.050% 3/25/48  29,230    26,116
  CVS Health Corp.  4.250% 4/1/50   1,375     1,098
  CVS Health Corp.  5.625% 2/21/53   4,705     4,517
  CVS Health Corp.  5.875% 6/1/53   3,879     3,865
  CVS Health Corp.  6.000% 6/1/63   2,472     2,476
  Danaher Corp.  4.375% 9/15/45   1,995     1,768
  Danaher Corp.  2.600% 10/1/50   3,585     2,257
  Danaher Corp.  2.800% 12/10/51   3,603     2,335
1 Dartmouth-Hitchcock Health  4.178% 8/1/48     799       606
  DH Europe Finance II Sarl  3.250% 11/15/39   2,218     1,762
  DH Europe Finance II Sarl  3.400% 11/15/49   2,678     1,995
  Dignity Health  4.500% 11/1/42     867       743
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Dignity Health  5.267% 11/1/64   1,248     1,160
1 Duke University Health System Inc.  3.920% 6/1/47   1,756     1,451
  Elevance Health Inc.  5.950% 12/15/34     734       771
  Elevance Health Inc.  5.850% 1/15/36     283       295
  Elevance Health Inc.  4.625% 5/15/42   3,179     2,860
  Elevance Health Inc.  4.650% 1/15/43   3,044     2,747
  Elevance Health Inc.  5.100% 1/15/44   2,488     2,339
  Elevance Health Inc.  4.650% 8/15/44   2,826     2,512
  Elevance Health Inc.  4.375% 12/1/47   6,361     5,402
  Elevance Health Inc.  4.550% 3/1/48   4,692     4,086
  Elevance Health Inc.  3.700% 9/15/49   1,415     1,072
  Elevance Health Inc.  3.125% 5/15/50   3,324     2,269
  Elevance Health Inc.  3.600% 3/15/51   3,844     2,862
  Elevance Health Inc.  4.550% 5/15/52   1,078       935
  Elevance Health Inc.  6.100% 10/15/52   4,322     4,636
  Elevance Health Inc.  5.125% 2/15/53   5,253     4,972
  Eli Lilly & Co.  5.550% 3/15/37     950     1,002
  Eli Lilly & Co.  3.700% 3/1/45     530       438
  Eli Lilly & Co.  3.950% 5/15/47     900       774
  Eli Lilly & Co.  3.950% 3/15/49   3,687     3,092
  Eli Lilly & Co.  2.250% 5/15/50   4,495     2,724
  Eli Lilly & Co.  4.875% 2/27/53   4,408     4,273
  Eli Lilly & Co.  4.150% 3/15/59   1,234     1,038
  Eli Lilly & Co.  2.500% 9/15/60   2,790     1,623
  Eli Lilly & Co.  4.950% 2/27/63   3,480     3,349
1 Franciscan Missionaries of Our Lady Health System Inc.  3.914% 7/1/49     845       659
1 Fred Hutchinson Cancer Center  4.966% 1/1/52   1,010       951
  GE HealthCare Technologies Inc.  6.377% 11/22/52   3,415     3,785
  Gilead Sciences Inc.  4.600% 9/1/35   4,036     3,821
  Gilead Sciences Inc.  4.000% 9/1/36   2,055     1,818
  Gilead Sciences Inc.  2.600% 10/1/40   3,270     2,279
  Gilead Sciences Inc.  5.650% 12/1/41   2,472     2,516
  Gilead Sciences Inc.  4.800% 4/1/44   5,858     5,379
  Gilead Sciences Inc.  4.500% 2/1/45   4,852     4,266
  Gilead Sciences Inc.  4.750% 3/1/46   8,915     8,085
  Gilead Sciences Inc.  4.150% 3/1/47   6,698     5,527
  Gilead Sciences Inc.  2.800% 10/1/50   5,172     3,329
  Gilead Sciences Inc.  5.550% 10/15/53   4,715     4,809
  GlaxoSmithKline Capital Inc.  6.375% 5/15/38   9,955    11,162
  GlaxoSmithKline Capital Inc.  4.200% 3/18/43   1,764     1,550
1 Hackensack Meridian Health Inc.  2.675% 9/1/41     912       644
  Hackensack Meridian Health Inc.  4.211% 7/1/48     745       646
1 Hackensack Meridian Health Inc.  2.875% 9/1/50   1,455       966
  Hackensack Meridian Health Inc.  4.500% 7/1/57     927       794
1 Hartford HealthCare Corp.  3.447% 7/1/54   1,318       921
  HCA Inc.  5.600% 4/1/34   4,500     4,479
  HCA Inc.  5.125% 6/15/39   3,655     3,398
  HCA Inc.  4.375% 3/15/42   1,254     1,039
  HCA Inc.  5.500% 6/15/47   4,336     4,041
  HCA Inc.  5.250% 6/15/49   6,014     5,387
  HCA Inc.  3.500% 7/15/51   4,699     3,172
  HCA Inc.  4.625% 3/15/52   6,592     5,395
  HCA Inc.  5.900% 6/1/53   3,460     3,399
  HCA Inc.  6.000% 4/1/54   2,750     2,729
  HCA Inc.  6.100% 4/1/64   2,375     2,347
  Hoag Memorial Hospital Presbyterian  3.803% 7/15/52   2,055     1,677
  Humana Inc.  5.950% 3/15/34   1,510     1,559
  Humana Inc.  4.625% 12/1/42   2,778     2,411
  Humana Inc.  4.950% 10/1/44   4,390     3,958
  Humana Inc.  4.800% 3/15/47   1,632     1,422
  Humana Inc.  3.950% 8/15/49   1,466     1,146
  Humana Inc.  5.500% 3/15/53   2,943     2,851
  IHC Health Services Inc.  4.131% 5/15/48   1,271     1,083
  Indiana University Health Inc. Obligated Group  3.970% 11/1/48   1,104       919
 
75

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Indiana University Health Inc. Obligated Group  2.852% 11/1/51     949       626
  Inova Health System Foundation  4.068% 5/15/52   1,459     1,242
1 Integris Baptist Medical Center Inc.  3.875% 8/15/50   1,673     1,268
1 Iowa Health System  3.665% 2/15/50     898       698
  Johns Hopkins Health System Corp.  3.837% 5/15/46   2,060     1,692
  Johnson & Johnson  3.550% 3/1/36   3,974     3,513
  Johnson & Johnson  3.625% 3/3/37   5,039     4,453
  Johnson & Johnson  5.950% 8/15/37   4,333     4,777
  Johnson & Johnson  3.400% 1/15/38   3,473     2,946
  Johnson & Johnson  5.850% 7/15/38   1,521     1,671
  Johnson & Johnson  2.100% 9/1/40   3,340     2,269
  Johnson & Johnson  4.500% 9/1/40   1,749     1,662
  Johnson & Johnson  4.850% 5/15/41     987       977
  Johnson & Johnson  4.500% 12/5/43   1,987     1,870
  Johnson & Johnson  3.700% 3/1/46   9,438     7,733
  Johnson & Johnson  3.750% 3/3/47   4,143     3,406
  Johnson & Johnson  3.500% 1/15/48   3,245     2,554
  Johnson & Johnson  2.250% 9/1/50   1,197       740
  Johnson & Johnson  2.450% 9/1/60   3,758     2,213
1 Kaiser Foundation Hospitals  2.810% 6/1/41   5,505     4,028
  Kaiser Foundation Hospitals  4.875% 4/1/42   1,420     1,348
  Kaiser Foundation Hospitals  4.150% 5/1/47   5,640     4,855
1 Kaiser Foundation Hospitals  3.266% 11/1/49   4,535     3,325
1 Kaiser Foundation Hospitals  3.002% 6/1/51   4,183     2,867
  Koninklijke Philips NV  6.875% 3/11/38   2,085     2,240
  Koninklijke Philips NV  5.000% 3/15/42   1,271     1,148
  Laboratory Corp. of America Holdings  4.700% 2/1/45   3,971     3,544
1 Mass General Brigham Inc.  3.765% 7/1/48   1,008       801
1 Mass General Brigham Inc.  3.192% 7/1/49   1,424     1,027
1 Mass General Brigham Inc.  4.117% 7/1/55     923       759
1 Mass General Brigham Inc.  3.342% 7/1/60   1,911     1,314
1 Mayo Clinic  4.000% 11/15/47     948       800
1 Mayo Clinic  4.128% 11/15/52   1,058       915
1 Mayo Clinic  3.196% 11/15/61   1,630     1,116
1 McLaren Health Care Corp.  4.386% 5/15/48   1,442     1,247
1 MedStar Health Inc.  3.626% 8/15/49   1,220       924
  Medtronic Inc.  4.375% 3/15/35   6,351     5,988
  Medtronic Inc.  4.625% 3/15/45   8,849     8,193
  Memorial Health Services  3.447% 11/1/49   1,493     1,111
  Memorial Sloan-Kettering Cancer Center  5.000% 7/1/42   1,405     1,364
1 Memorial Sloan-Kettering Cancer Center  2.955% 1/1/50     683       464
  Memorial Sloan-Kettering Cancer Center  4.125% 7/1/52   1,850     1,573
1 Memorial Sloan-Kettering Cancer Center  4.200% 7/1/55   1,544     1,307
  Merck & Co. Inc.  3.900% 3/7/39   4,150     3,627
  Merck & Co. Inc.  2.350% 6/24/40   4,424     3,063
  Merck & Co. Inc.  3.600% 9/15/42   2,343     1,896
  Merck & Co. Inc.  4.150% 5/18/43   2,987     2,607
  Merck & Co. Inc.  4.900% 5/17/44   3,155     3,029
  Merck & Co. Inc.  3.700% 2/10/45   6,356     5,139
  Merck & Co. Inc.  4.000% 3/7/49   5,975     4,976
  Merck & Co. Inc.  2.450% 6/24/50   3,022     1,855
  Merck & Co. Inc.  2.750% 12/10/51   4,485     2,908
  Merck & Co. Inc.  5.000% 5/17/53   6,970     6,756
  Merck & Co. Inc.  2.900% 12/10/61   5,442     3,371
  Merck & Co. Inc.  5.150% 5/17/63   4,194     4,100
  Merck Sharp & Dohme Corp.  5.750% 11/15/36     785       839
1 Methodist Hospital  2.705% 12/1/50   2,105     1,351
1 Montefiore Obligated Group  5.246% 11/1/48     971       728
  Montefiore Obligated Group  4.287% 9/1/50     957       587
1 Mount Nittany Medical Center Obligated Group  3.799% 11/15/52   1,125       887
1 Mount Sinai Hospital  3.981% 7/1/48     656       523
1 Mount Sinai Hospital  3.737% 7/1/49   1,788     1,332
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Mount Sinai Hospital  3.391% 7/1/50   1,000       668
  MultiCare Health System  2.803% 8/15/50   1,145       671
  Mylan Inc.  5.400% 11/29/43     965       833
  Mylan Inc.  5.200% 4/15/48   1,632     1,336
1 MyMichigan Health  3.409% 6/1/50   1,219       883
  New York & Presbyterian Hospital  2.256% 8/1/40   1,066       719
  New York & Presbyterian Hospital  4.024% 8/1/45   1,457     1,233
  New York & Presbyterian Hospital  4.063% 8/1/56   1,170       944
  New York & Presbyterian Hospital  2.606% 8/1/60   1,193       678
1 New York & Presbyterian Hospital  3.954% 8/1/19   1,024       743
  Northwell Healthcare Inc.  3.979% 11/1/46   1,402     1,109
  Northwell Healthcare Inc.  4.260% 11/1/47   3,040     2,458
  Northwell Healthcare Inc.  3.809% 11/1/49   1,618     1,199
1 Northwestern Memorial Healthcare Obligated Group  2.633% 7/15/51   1,969     1,274
  Novant Health Inc.  2.637% 11/1/36   1,797     1,350
  Novant Health Inc.  3.168% 11/1/51   2,643     1,802
  Novant Health Inc.  3.318% 11/1/61   1,277       840
  Novartis Capital Corp.  3.700% 9/21/42   1,573     1,304
  Novartis Capital Corp.  4.400% 5/6/44   5,933     5,400
  Novartis Capital Corp.  4.000% 11/20/45   5,135     4,366
  Novartis Capital Corp.  2.750% 8/14/50   5,839     3,891
1 NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery  2.667% 10/1/50   1,194       740
1 NYU Langone Hospitals  5.750% 7/1/43   1,250     1,309
  NYU Langone Hospitals  4.784% 7/1/44   1,170     1,097
1 NYU Langone Hospitals  4.368% 7/1/47   1,905     1,685
1 NYU Langone Hospitals  3.380% 7/1/55   1,927     1,387
  OhioHealth Corp.  2.834% 11/15/41   1,351       987
1 OhioHealth Corp.  3.042% 11/15/50   1,530     1,092
  Orlando Health Obligated Group  4.089% 10/1/48   1,014       842
  Orlando Health Obligated Group  3.327% 10/1/50   1,034       757
1 PeaceHealth Obligated Group  4.787% 11/15/48   1,003       884
1 PeaceHealth Obligated Group  3.218% 11/15/50     540       360
  Pfizer Inc.  4.000% 12/15/36   6,261     5,624
  Pfizer Inc.  4.100% 9/15/38   2,342     2,081
  Pfizer Inc.  3.900% 3/15/39   5,061     4,315
  Pfizer Inc.  7.200% 3/15/39   7,901     9,389
  Pfizer Inc.  2.550% 5/28/40   3,908     2,739
  Pfizer Inc.  4.300% 6/15/43   3,613     3,161
  Pfizer Inc.  4.400% 5/15/44   2,490     2,237
  Pfizer Inc.  4.125% 12/15/46   3,032     2,543
  Pfizer Inc.  4.200% 9/15/48   7,262     6,172
  Pfizer Inc.  4.000% 3/15/49   8,173     6,749
  Pfizer Inc.  2.700% 5/28/50   1,278       841
  Pfizer Investment Enterprises Pte. Ltd.  5.110% 5/19/43  13,882    13,351
  Pfizer Investment Enterprises Pte. Ltd.  5.300% 5/19/53  21,336    20,897
  Pfizer Investment Enterprises Pte. Ltd.  5.340% 5/19/63  10,934    10,534
1 Piedmont Healthcare Inc.  2.719% 1/1/42   1,050       739
  Piedmont Healthcare Inc.  2.864% 1/1/52     915       598
  Presbyterian Healthcare Services  4.875% 8/1/52   1,015       966
1 Providence St. Joseph Health Obligated Group  3.744% 10/1/47   1,263       965
1 Providence St. Joseph Health Obligated Group  3.930% 10/1/48   1,073       829
1 Providence St. Joseph Health Obligated Group  2.700% 10/1/51   2,456     1,471
  Queen's Health Systems  4.810% 7/1/52   1,150     1,073
  Quest Diagnostics Inc.  4.700% 3/30/45   1,048       926
1 Rady Children's Hospital-San Diego  3.154% 8/15/51   1,016       708
  Regeneron Pharmaceuticals Inc.  2.800% 9/15/50   2,723     1,697
  Revvity Inc.  3.625% 3/15/51     684       476
  Royalty Pharma plc  3.300% 9/2/40   3,289     2,409
  Royalty Pharma plc  3.550% 9/2/50   4,601     3,132
  Royalty Pharma plc  3.350% 9/2/51   2,441     1,585
  RWJ Barnabas Health Inc.  3.949% 7/1/46   1,292     1,048
  RWJ Barnabas Health Inc.  3.477% 7/1/49     975       726
 
76

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Seattle Children's Hospital  2.719% 10/1/50   1,260       812
1 Sentara Healthcare  2.927% 11/1/51     974       658
1 Sharp HealthCare  2.680% 8/1/50     959       605
2 Solventum Corp.  5.900% 4/30/54   2,500     2,448
2 Solventum Corp.  6.000% 5/15/64     900       874
1 Stanford Health Care  3.795% 11/15/48   1,767     1,432
  Stanford Health Care  3.027% 8/15/51   1,241       858
  STERIS Irish FinCo Unltd. Co.  3.750% 3/15/51   2,403     1,775
  Stryker Corp.  4.100% 4/1/43     900       761
  Stryker Corp.  4.375% 5/15/44     967       851
  Stryker Corp.  4.625% 3/15/46   6,733     6,100
  Stryker Corp.  2.900% 6/15/50     989       672
  Summa Health  3.511% 11/15/51   1,040       774
1 Sutter Health  3.161% 8/15/40   1,028       787
1 Sutter Health  4.091% 8/15/48   1,340     1,121
1 Sutter Health  3.361% 8/15/50   2,104     1,538
  Sutter Health  5.547% 8/15/53   1,160     1,209
  Takeda Pharmaceutical Co. Ltd.  3.025% 7/9/40   5,796     4,315
  Takeda Pharmaceutical Co. Ltd.  3.175% 7/9/50   7,613     5,217
  Takeda Pharmaceutical Co. Ltd.  3.375% 7/9/60   1,890     1,262
  Texas Health Resources  2.328% 11/15/50     905       539
1 Texas Health Resources  4.330% 11/15/55   1,066       937
  Thermo Fisher Scientific Inc.  2.800% 10/15/41   6,768     4,863
  Thermo Fisher Scientific Inc.  5.404% 8/10/43   3,024     3,053
  Thermo Fisher Scientific Inc.  5.300% 2/1/44   1,698     1,698
  Thermo Fisher Scientific Inc.  4.100% 8/15/47   2,315     1,938
  Toledo Hospital  5.750% 11/15/38   1,460     1,463
1 Trinity Health Corp.  2.632% 12/1/40   1,205       847
  Trinity Health Corp.  4.125% 12/1/45   1,345     1,147
1 Trinity Health Corp.  3.434% 12/1/48   1,000       760
  UMass Memorial Health Care Obligated Group  5.363% 7/1/52     905       859
  UnitedHealth Group Inc.  4.625% 7/15/35   1,531     1,477
  UnitedHealth Group Inc.  5.800% 3/15/36   2,566     2,713
  UnitedHealth Group Inc.  6.500% 6/15/37   4,602     5,124
  UnitedHealth Group Inc.  6.625% 11/15/37   2,411     2,716
  UnitedHealth Group Inc.  6.875% 2/15/38   4,617     5,362
  UnitedHealth Group Inc.  3.500% 8/15/39   4,230     3,419
  UnitedHealth Group Inc.  2.750% 5/15/40   1,865     1,343
  UnitedHealth Group Inc.  5.700% 10/15/40   1,626     1,688
  UnitedHealth Group Inc.  5.950% 2/15/41   1,382     1,457
  UnitedHealth Group Inc.  3.050% 5/15/41   2,974     2,210
  UnitedHealth Group Inc.  4.625% 11/15/41   1,812     1,654
  UnitedHealth Group Inc.  4.375% 3/15/42   1,589     1,416
  UnitedHealth Group Inc.  3.950% 10/15/42   1,450     1,219
  UnitedHealth Group Inc.  4.250% 3/15/43   3,112     2,713
  UnitedHealth Group Inc.  4.750% 7/15/45   7,061     6,528
  UnitedHealth Group Inc.  4.200% 1/15/47   2,660     2,249
  UnitedHealth Group Inc.  4.250% 4/15/47     797       679
  UnitedHealth Group Inc.  3.750% 10/15/47   4,362     3,382
  UnitedHealth Group Inc.  4.250% 6/15/48   4,237     3,566
  UnitedHealth Group Inc.  4.450% 12/15/48   5,750     5,029
  UnitedHealth Group Inc.  3.700% 8/15/49   4,198     3,231
  UnitedHealth Group Inc.  2.900% 5/15/50   2,261     1,501
  UnitedHealth Group Inc.  3.250% 5/15/51   5,708     4,019
  UnitedHealth Group Inc.  4.750% 5/15/52   5,770     5,258
  UnitedHealth Group Inc.  5.875% 2/15/53   6,890     7,363
  UnitedHealth Group Inc.  5.050% 4/15/53   7,208     6,858
  UnitedHealth Group Inc.  3.875% 8/15/59   4,237     3,225
  UnitedHealth Group Inc.  3.125% 5/15/60   1,675     1,096
  UnitedHealth Group Inc.  4.950% 5/15/62   5,839     5,367
  UnitedHealth Group Inc.  6.050% 2/15/63   6,439     6,988
  UnitedHealth Group Inc.  5.200% 4/15/63   6,178     5,889
  UPMC  5.377% 5/15/43   1,100     1,108
  Utah Acquisition Sub Inc.  5.250% 6/15/46   2,978     2,446
  Viatris Inc.  3.850% 6/22/40   5,350     3,927
  Viatris Inc.  4.000% 6/22/50   6,205     4,228
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 WakeMed  3.286% 10/1/52     607       429
1 West Virginia United Health System Obligated Group  3.129% 6/1/50   1,040       658
1 Willis-Knighton Medical Center  4.813% 9/1/48     985       866
1 Willis-Knighton Medical Center  3.065% 3/1/51   1,298       847
  Wyeth LLC  6.500% 2/1/34   1,277     1,406
  Wyeth LLC  6.000% 2/15/36   1,365     1,460
  Wyeth LLC  5.950% 4/1/37   4,102     4,377
1 Yale-New Haven Health Services Corp.  2.496% 7/1/50   1,596       952
  Zimmer Biomet Holdings Inc.  5.750% 11/30/39   1,509     1,500
  Zoetis Inc.  4.700% 2/1/43   6,147     5,615
  Zoetis Inc.  3.950% 9/12/47   1,954     1,574
  Zoetis Inc.  4.450% 8/20/48     651       569
  Zoetis Inc.  3.000% 5/15/50   1,755     1,201
                                 1,205,022
Industrials (8.5%)
1 3M Co.  5.700% 3/15/37   1,853     1,933
1 3M Co.  3.875% 6/15/44     565       443
1 3M Co.  3.125% 9/19/46     779       538
1 3M Co.  3.625% 10/15/47   1,949     1,411
1 3M Co.  4.000% 9/14/48   4,013     3,236
  3M Co.  3.250% 8/26/49   2,108     1,452
  3M Co.  3.700% 4/15/50   2,296     1,697
  ABB Finance USA Inc.  4.375% 5/8/42   1,489     1,337
1 American Airlines Pass-Through Trust Class A Series 2021-1  2.875% 7/11/34   1,609     1,355
  Boeing Co.  3.600% 5/1/34   3,556     2,998
  Boeing Co.  3.250% 2/1/35   1,260     1,012
  Boeing Co.  6.625% 2/15/38     990     1,045
  Boeing Co.  3.550% 3/1/38   1,701     1,315
  Boeing Co.  3.500% 3/1/39     726       550
  Boeing Co.  6.875% 3/15/39   1,657     1,801
  Boeing Co.  5.875% 2/15/40     817       805
  Boeing Co.  5.705% 5/1/40   9,776     9,518
  Boeing Co.  3.650% 3/1/47     636       448
  Boeing Co.  3.625% 3/1/48   1,259       875
  Boeing Co.  3.850% 11/1/48   1,662     1,187
  Boeing Co.  3.900% 5/1/49   3,404     2,496
  Boeing Co.  3.750% 2/1/50   5,401     3,826
  Boeing Co.  5.805% 5/1/50  21,502    20,665
  Boeing Co.  3.825% 3/1/59   1,120       775
  Boeing Co.  3.950% 8/1/59   2,883     2,037
  Boeing Co.  5.930% 5/1/60  12,123    11,585
  Burlington Northern Santa Fe LLC  6.200% 8/15/36     741       810
  Burlington Northern Santa Fe LLC  6.150% 5/1/37   2,196     2,396
  Burlington Northern Santa Fe LLC  5.750% 5/1/40   4,552     4,758
  Burlington Northern Santa Fe LLC  5.050% 3/1/41   1,314     1,274
  Burlington Northern Santa Fe LLC  5.400% 6/1/41   1,811     1,823
  Burlington Northern Santa Fe LLC  4.950% 9/15/41   1,544     1,471
  Burlington Northern Santa Fe LLC  4.400% 3/15/42   1,809     1,608
  Burlington Northern Santa Fe LLC  4.450% 3/15/43   1,365     1,212
  Burlington Northern Santa Fe LLC  5.150% 9/1/43   2,257     2,198
  Burlington Northern Santa Fe LLC  4.900% 4/1/44   6,555     6,185
  Burlington Northern Santa Fe LLC  4.550% 9/1/44   3,488     3,117
  Burlington Northern Santa Fe LLC  4.150% 4/1/45   3,621     3,048
  Burlington Northern Santa Fe LLC  4.700% 9/1/45     745       681
  Burlington Northern Santa Fe LLC  3.900% 8/1/46   2,337     1,881
  Burlington Northern Santa Fe LLC  4.125% 6/15/47   2,965     2,480
  Burlington Northern Santa Fe LLC  4.050% 6/15/48   2,021     1,667
  Burlington Northern Santa Fe LLC  4.150% 12/15/48   2,867     2,388
  Burlington Northern Santa Fe LLC  3.550% 2/15/50   3,487     2,626
  Burlington Northern Santa Fe LLC  3.050% 2/15/51   2,571     1,742
  Burlington Northern Santa Fe LLC  3.300% 9/15/51   2,250     1,604
  Burlington Northern Santa Fe LLC  2.875% 6/15/52   1,385       900
  Burlington Northern Santa Fe LLC  4.450% 1/15/53   4,671     4,094
  Burlington Northern Santa Fe LLC  5.200% 4/15/54   4,926     4,814
  Canadian National Railway Co.  6.250% 8/1/34     393       429
 
77

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Canadian National Railway Co.  6.200% 6/1/36   2,750     2,997
  Canadian National Railway Co.  6.375% 11/15/37   1,330     1,456
  Canadian National Railway Co.  3.200% 8/2/46   1,856     1,376
  Canadian National Railway Co.  3.650% 2/3/48   2,113     1,674
  Canadian National Railway Co.  4.450% 1/20/49   1,370     1,224
  Canadian National Railway Co.  2.450% 5/1/50   1,830     1,141
  Canadian National Railway Co.  4.400% 8/5/52   2,193     1,931
  Canadian Pacific Railway Co.  4.800% 9/15/35   1,081     1,034
  Canadian Pacific Railway Co.  5.950% 5/15/37   1,784     1,844
  Canadian Pacific Railway Co.  3.000% 12/2/41   3,362     2,833
  Canadian Pacific Railway Co.  4.300% 5/15/43   1,941     1,660
  Canadian Pacific Railway Co.  4.800% 8/1/45   1,815     1,642
  Canadian Pacific Railway Co.  4.950% 8/15/45   1,578     1,446
  Canadian Pacific Railway Co.  4.700% 5/1/48     722       635
  Canadian Pacific Railway Co.  3.500% 5/1/50   1,915     1,398
  Canadian Pacific Railway Co.  3.100% 12/2/51   6,253     4,253
  Canadian Pacific Railway Co.  4.200% 11/15/69   1,557     1,218
  Canadian Pacific Railway Co.  6.125% 9/15/15   3,142     3,302
  Carrier Global Corp.  5.900% 3/15/34   3,350     3,497
  Carrier Global Corp.  3.377% 4/5/40   5,357     4,133
  Carrier Global Corp.  3.577% 4/5/50   9,043     6,664
  Carrier Global Corp.  6.200% 3/15/54   3,980     4,339
  Caterpillar Inc.  6.050% 8/15/36     595       652
  Caterpillar Inc.  5.200% 5/27/41   2,396     2,421
  Caterpillar Inc.  3.803% 8/15/42   5,743     4,792
  Caterpillar Inc.  4.300% 5/15/44     880       795
  Caterpillar Inc.  3.250% 9/19/49   4,812     3,542
  Caterpillar Inc.  3.250% 4/9/50   3,198     2,364
  Caterpillar Inc.  4.750% 5/15/64   1,764     1,595
  CSX Corp.  6.000% 10/1/36     959     1,020
  CSX Corp.  6.150% 5/1/37   3,691     3,999
  CSX Corp.  6.220% 4/30/40   1,458     1,580
  CSX Corp.  5.500% 4/15/41   2,056     2,075
  CSX Corp.  4.750% 5/30/42   1,451     1,336
  CSX Corp.  4.400% 3/1/43     892       791
  CSX Corp.  4.100% 3/15/44   5,867     4,933
  CSX Corp.  3.800% 11/1/46     172       135
  CSX Corp.  4.300% 3/1/48   4,750     4,052
  CSX Corp.  4.750% 11/15/48     973       886
  CSX Corp.  4.500% 3/15/49     991       865
  CSX Corp.  3.350% 9/15/49   2,881     2,063
  CSX Corp.  3.800% 4/15/50   2,205     1,712
  CSX Corp.  3.950% 5/1/50     994       794
  CSX Corp.  2.500% 5/15/51   1,399       851
  CSX Corp.  4.500% 11/15/52   4,027     3,523
  CSX Corp.  4.500% 8/1/54   1,021       888
  CSX Corp.  4.250% 11/1/66   2,294     1,828
  CSX Corp.  4.650% 3/1/68   1,985     1,706
  Cummins Inc.  4.875% 10/1/43   1,765     1,665
  Cummins Inc.  2.600% 9/1/50   2,079     1,304
  Cummins Inc.  5.450% 2/20/54   2,250     2,262
  Deere & Co.  3.900% 6/9/42   7,132     6,086
  Deere & Co.  2.875% 9/7/49   1,476     1,027
  Deere & Co.  3.750% 4/15/50   1,473     1,206
  Dover Corp.  5.375% 10/15/35   1,470     1,495
  Dover Corp.  5.375% 3/1/41   1,205     1,185
  Eaton Corp.  4.150% 11/2/42   7,641     6,633
  Eaton Corp.  3.915% 9/15/47     706       578
  Eaton Corp.  4.700% 8/23/52   1,625     1,499
  Emerson Electric Co.  5.250% 11/15/39     975       985
  Emerson Electric Co.  2.750% 10/15/50   1,465       935
  Emerson Electric Co.  2.800% 12/21/51   4,830     3,108
  FedEx Corp.  3.900% 2/1/35   1,157     1,018
  FedEx Corp.  3.250% 5/15/41   1,768     1,303
  FedEx Corp.  3.875% 8/1/42     886       703
  FedEx Corp.  4.100% 4/15/43   1,009       822
  FedEx Corp.  5.100% 1/15/44   1,176     1,087
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  FedEx Corp.  4.100% 2/1/45   3,200     2,564
  FedEx Corp.  4.750% 11/15/45   3,846     3,366
  FedEx Corp.  4.550% 4/1/46   4,520     3,850
  FedEx Corp.  4.400% 1/15/47   2,166     1,797
  FedEx Corp.  4.050% 2/15/48   3,995     3,141
  FedEx Corp.  4.950% 10/17/48   2,970     2,674
  FedEx Corp.  5.250% 5/15/50   6,681     6,304
  Fortive Corp.  4.300% 6/15/46   1,283     1,059
  GE Capital International Funding Co. Unlimited Co.  4.418% 11/15/35   4,180     3,912
  General Dynamics Corp.  4.250% 4/1/40     180       160
  General Dynamics Corp.  2.850% 6/1/41   1,785     1,293
  General Dynamics Corp.  3.600% 11/15/42   1,758     1,415
  General Dynamics Corp.  4.250% 4/1/50   2,689     2,315
1 General Electric Co.  5.875% 1/14/38   4,290     4,554
1 General Electric Co.  6.875% 1/10/39     456       539
  General Electric Co.  4.500% 3/11/44   3,066     2,774
  General Electric Co.  4.350% 5/1/50   1,301     1,145
3 Honeywell International Inc.  5.000% 3/1/35   1,000       998
  Honeywell International Inc.  5.700% 3/15/36     982     1,037
  Honeywell International Inc.  5.700% 3/15/37     935       980
  Honeywell International Inc.  5.375% 3/1/41   3,031     3,113
  Honeywell International Inc.  3.812% 11/21/47   1,524     1,228
  Honeywell International Inc.  2.800% 6/1/50   2,570     1,772
3 Honeywell International Inc.  5.250% 3/1/54   7,000     6,979
3 Honeywell International Inc.  5.350% 3/1/64   2,225     2,221
  Howmet Aerospace Inc.  5.950% 2/1/37   2,290     2,338
  Illinois Tool Works Inc.  4.875% 9/15/41   2,002     1,934
  Illinois Tool Works Inc.  3.900% 9/1/42   3,901     3,321
  Jacobs Engineering Group Inc.  5.900% 3/1/33     519       519
1 Johnson Controls International plc  6.000% 1/15/36     970     1,019
1 Johnson Controls International plc  4.625% 7/2/44     860       751
  Johnson Controls International plc  4.500% 2/15/47   1,475     1,267
1 Johnson Controls International plc  4.950% 7/2/64   1,416     1,258
  L3Harris Technologies Inc.  4.854% 4/27/35   1,265     1,199
  L3Harris Technologies Inc.  6.150% 12/15/40   1,130     1,186
  L3Harris Technologies Inc.  5.600% 7/31/53   2,285     2,297
  Lockheed Martin Corp.  3.600% 3/1/35   1,162     1,015
  Lockheed Martin Corp.  4.500% 5/15/36   1,591     1,505
1 Lockheed Martin Corp.  6.150% 9/1/36   2,187     2,366
  Lockheed Martin Corp.  5.720% 6/1/40     959     1,007
  Lockheed Martin Corp.  4.070% 12/15/42   4,929     4,225
  Lockheed Martin Corp.  3.800% 3/1/45   5,553     4,498
  Lockheed Martin Corp.  4.700% 5/15/46   1,159     1,068
  Lockheed Martin Corp.  2.800% 6/15/50   3,014     1,990
  Lockheed Martin Corp.  4.090% 9/15/52   4,727     3,926
  Lockheed Martin Corp.  4.150% 6/15/53   2,543     2,107
  Lockheed Martin Corp.  5.700% 11/15/54   3,963     4,178
  Lockheed Martin Corp.  5.200% 2/15/55   2,774     2,727
  Lockheed Martin Corp.  4.300% 6/15/62   2,940     2,448
  Lockheed Martin Corp.  5.900% 11/15/63   3,750     4,067
  Lockheed Martin Corp.  5.200% 2/15/64   2,340     2,286
1 Nature Conservancy  3.957% 3/1/52   1,525     1,284
  Norfolk Southern Corp.  5.550% 3/15/34   1,625     1,667
  Norfolk Southern Corp.  4.837% 10/1/41   2,025     1,887
  Norfolk Southern Corp.  3.950% 10/1/42   3,061     2,510
  Norfolk Southern Corp.  4.650% 1/15/46     975       864
  Norfolk Southern Corp.  3.942% 11/1/47   2,711     2,141
  Norfolk Southern Corp.  4.150% 2/28/48   2,950     2,438
  Norfolk Southern Corp.  4.100% 5/15/49   1,882     1,528
  Norfolk Southern Corp.  3.400% 11/1/49   2,006     1,456
  Norfolk Southern Corp.  3.050% 5/15/50   6,034     4,036
  Norfolk Southern Corp.  4.050% 8/15/52   2,467     1,966
  Norfolk Southern Corp.  3.700% 3/15/53     784       583
  Norfolk Southern Corp.  4.550% 6/1/53   4,472     3,870
  Norfolk Southern Corp.  5.350% 8/1/54   4,568     4,482
  Norfolk Southern Corp.  3.155% 5/15/55   2,758     1,807
 
78

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Norfolk Southern Corp.  5.950% 3/15/64   2,600     2,739
  Norfolk Southern Corp.  4.100% 5/15/21   1,615     1,165
  Northrop Grumman Corp.  4.900% 6/1/34   2,275     2,216
  Northrop Grumman Corp.  5.150% 5/1/40   2,170     2,106
  Northrop Grumman Corp.  5.050% 11/15/40     851       817
  Northrop Grumman Corp.  4.750% 6/1/43   2,995     2,720
  Northrop Grumman Corp.  3.850% 4/15/45   1,869     1,483
  Northrop Grumman Corp.  4.030% 10/15/47  10,671     8,592
  Northrop Grumman Corp.  5.250% 5/1/50   2,330     2,249
  Northrop Grumman Corp.  4.950% 3/15/53   3,275     3,031
  Northrop Grumman Corp.  5.200% 6/1/54   3,315     3,187
  Otis Worldwide Corp.  3.112% 2/15/40   2,653     2,017
  Otis Worldwide Corp.  3.362% 2/15/50   2,788     2,016
1 Parker-Hannifin Corp.  4.200% 11/21/34   2,203     2,028
1 Parker-Hannifin Corp.  6.250% 5/15/38     841       904
1 Parker-Hannifin Corp.  4.450% 11/21/44   1,352     1,186
  Parker-Hannifin Corp.  4.100% 3/1/47   1,703     1,398
  Parker-Hannifin Corp.  4.000% 6/14/49   4,306     3,513
  Precision Castparts Corp.  3.900% 1/15/43   1,926     1,624
  Precision Castparts Corp.  4.375% 6/15/45   1,159     1,017
  Republic Services Inc.  5.000% 4/1/34   4,255     4,190
  Republic Services Inc.  6.200% 3/1/40     919     1,001
  Republic Services Inc.  5.700% 5/15/41     908       942
  Republic Services Inc.  3.050% 3/1/50     938       649
  Rockwell Automation Inc.  4.200% 3/1/49   1,717     1,463
  Rockwell Automation Inc.  2.800% 8/15/61   1,483       886
  RTX Corp.  6.100% 3/15/34   4,175     4,414
  RTX Corp.  5.400% 5/1/35   1,414     1,426
  RTX Corp.  6.050% 6/1/36   2,017     2,112
  RTX Corp.  6.125% 7/15/38   2,492     2,632
  RTX Corp.  4.450% 11/16/38   6,749     5,994
  RTX Corp.  4.875% 10/15/40   1,054       975
  RTX Corp.  4.700% 12/15/41   1,707     1,525
  RTX Corp.  4.500% 6/1/42  13,180    11,528
  RTX Corp.  4.800% 12/15/43   1,793     1,610
  RTX Corp.  4.150% 5/15/45   2,496     2,039
  RTX Corp.  3.750% 11/1/46   2,108     1,600
  RTX Corp.  4.350% 4/15/47   4,075     3,405
  RTX Corp.  4.050% 5/4/47   2,370     1,899
  RTX Corp.  4.625% 11/16/48   4,453     3,867
  RTX Corp.  3.125% 7/1/50   2,873     1,931
  RTX Corp.  2.820% 9/1/51   3,473     2,165
  RTX Corp.  3.030% 3/15/52   3,765     2,449
  RTX Corp.  5.375% 2/27/53   4,331     4,180
  RTX Corp.  6.400% 3/15/54   5,455     6,038
  Trane Technologies Financing Ltd.  4.650% 11/1/44     956       858
  Trane Technologies Financing Ltd.  4.500% 3/21/49   1,041       921
  Trane Technologies Global Holding Co. Ltd.  5.750% 6/15/43   2,178     2,251
  Trane Technologies Global Holding Co. Ltd.  4.300% 2/21/48     769       661
  Tyco Electronics Group SA  7.125% 10/1/37   1,523     1,748
  Union Pacific Corp.  3.375% 2/1/35     918       784
  Union Pacific Corp.  2.891% 4/6/36   2,266     1,827
  Union Pacific Corp.  3.600% 9/15/37   1,402     1,198
1 Union Pacific Corp.  3.550% 8/15/39   1,070       878
  Union Pacific Corp.  3.200% 5/20/41   3,256     2,505
  Union Pacific Corp.  3.375% 2/14/42     772       603
  Union Pacific Corp.  4.050% 3/1/46   1,549     1,275
  Union Pacific Corp.  3.350% 8/15/46   1,144       826
  Union Pacific Corp.  4.000% 4/15/47   3,246     2,639
  Union Pacific Corp.  4.300% 3/1/49     597       506
  Union Pacific Corp.  3.250% 2/5/50   5,779     4,168
  Union Pacific Corp.  3.799% 10/1/51   6,037     4,760
  Union Pacific Corp.  2.950% 3/10/52   1,534     1,026
  Union Pacific Corp.  4.950% 9/9/52   2,661     2,547
  Union Pacific Corp.  3.500% 2/14/53   3,362     2,500
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Union Pacific Corp.  4.950% 5/15/53   3,660     3,501
  Union Pacific Corp.  3.875% 2/1/55   1,411     1,095
  Union Pacific Corp.  3.950% 8/15/59     542       420
  Union Pacific Corp.  3.839% 3/20/60   7,681     5,824
  Union Pacific Corp.  3.550% 5/20/61   2,687     1,916
  Union Pacific Corp.  2.973% 9/16/62   3,656     2,261
  Union Pacific Corp.  5.150% 1/20/63   1,979     1,894
  Union Pacific Corp.  4.100% 9/15/67   1,540     1,210
  Union Pacific Corp.  3.750% 2/5/70   2,327     1,701
  Union Pacific Corp.  3.799% 4/6/71   4,647     3,402
  Union Pacific Corp.  3.850% 2/14/72     881       653
1 United Airlines Pass-Through Trust Class A Series 2023-1  5.800% 1/15/36   4,770     4,822
  United Parcel Service Inc.  6.200% 1/15/38   5,318     5,816
  United Parcel Service Inc.  5.200% 4/1/40   1,974     1,962
  United Parcel Service Inc.  4.875% 11/15/40   1,420     1,361
  United Parcel Service Inc.  3.625% 10/1/42   1,736     1,405
  United Parcel Service Inc.  3.400% 11/15/46     710       542
  United Parcel Service Inc.  3.750% 11/15/47   5,445     4,307
  United Parcel Service Inc.  4.250% 3/15/49   1,839     1,581
  United Parcel Service Inc.  3.400% 9/1/49   2,189     1,635
  United Parcel Service Inc.  5.300% 4/1/50   3,955     3,966
  United Parcel Service Inc.  5.050% 3/3/53   3,865     3,746
  Valmont Industries Inc.  5.000% 10/1/44   1,286     1,120
  Valmont Industries Inc.  5.250% 10/1/54     583       502
  Waste Connections Inc.  3.050% 4/1/50   1,257       849
  Waste Connections Inc.  2.950% 1/15/52   5,423     3,588
  Waste Management Inc.  2.950% 6/1/41   1,558     1,151
  Waste Management Inc.  4.150% 7/15/49   2,666     2,253
  Waste Management Inc.  2.500% 11/15/50   2,968     1,834
3 Westinghouse Air Brake Technologies Corp.  5.611% 3/11/34   1,000     1,004
  WW Grainger Inc.  4.600% 6/15/45   3,954     3,600
  WW Grainger Inc.  3.750% 5/15/46     769       617
  WW Grainger Inc.  4.200% 5/15/47   1,170     1,005
  Xylem Inc.  4.375% 11/1/46     883       747
                                   644,252
Materials (3.4%)
  Air Products and Chemicals Inc.  2.700% 5/15/40   2,222     1,600
  Air Products and Chemicals Inc.  2.800% 5/15/50   3,593     2,387
  Albemarle Corp.  5.450% 12/1/44   1,300     1,183
  Albemarle Corp.  5.650% 6/1/52   1,360     1,219
  ArcelorMittal SA  7.000% 10/15/39   3,672     3,915
  ArcelorMittal SA  6.750% 3/1/41   1,730     1,775
  Barrick Gold Corp.  6.450% 10/15/35     835       903
  Barrick North America Finance LLC  5.700% 5/30/41   2,502     2,531
  Barrick North America Finance LLC  5.750% 5/1/43   2,845     2,907
  Barrick PD Australia Finance Pty Ltd.  5.950% 10/15/39   3,834     3,919
  BHP Billiton Finance USA Ltd.  4.125% 2/24/42   2,932     2,525
  BHP Billiton Finance USA Ltd.  5.000% 9/30/43   8,643     8,264
  BHP Billiton Finance USA Ltd.  5.500% 9/8/53   3,158     3,219
  Celulosa Arauco y Constitucion SA  5.500% 11/2/47   1,343     1,134
  CF Industries Inc.  5.150% 3/15/34   2,805     2,718
  CF Industries Inc.  4.950% 6/1/43   2,827     2,501
  CF Industries Inc.  5.375% 3/15/44   2,896     2,697
  Dow Chemical Co.  4.250% 10/1/34   1,239     1,140
  Dow Chemical Co.  9.400% 5/15/39   2,036     2,715
  Dow Chemical Co.  5.250% 11/15/41   4,096     3,836
  Dow Chemical Co.  4.375% 11/15/42   4,471     3,774
  Dow Chemical Co.  4.625% 10/1/44   1,590     1,379
  Dow Chemical Co.  5.550% 11/30/48   2,482     2,413
  Dow Chemical Co.  4.800% 5/15/49   2,191     1,902
  Dow Chemical Co.  3.600% 11/15/50   3,507     2,551
  Dow Chemical Co.  6.900% 5/15/53   4,864     5,559
  DuPont de Nemours Inc.  5.319% 11/15/38   3,935     3,893
  DuPont de Nemours Inc.  5.419% 11/15/48   7,149     7,018
  Eastman Chemical Co.  4.800% 9/1/42   2,969     2,603
 
79


 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Eastman Chemical Co.  4.650% 10/15/44   3,524     2,978
  Ecolab Inc.  2.125% 8/15/50   1,061       613
  Ecolab Inc.  2.700% 12/15/51   6,667     4,211
  Ecolab Inc.  2.750% 8/18/55   1,563       971
  FMC Corp.  4.500% 10/1/49   1,710     1,271
  FMC Corp.  6.375% 5/18/53   1,397     1,364
  Freeport-McMoRan Inc.  5.400% 11/14/34   2,476     2,404
  Freeport-McMoRan Inc.  5.450% 3/15/43   6,035     5,622
  International Flavors & Fragrances Inc.  4.375% 6/1/47   1,298       970
  International Flavors & Fragrances Inc.  5.000% 9/26/48   2,876     2,412
  International Paper Co.  5.000% 9/15/35   1,711     1,659
  International Paper Co.  6.000% 11/15/41   3,296     3,395
  International Paper Co.  4.800% 6/15/44   2,706     2,409
  International Paper Co.  4.400% 8/15/47   2,266     1,883
  International Paper Co.  4.350% 8/15/48   2,705     2,291
  Lafarge SA  7.125% 7/15/36   1,359     1,506
  Linde Inc.  3.550% 11/7/42   1,813     1,448
  Linde Inc.  2.000% 8/10/50   1,246       699
  Lubrizol Corp.  6.500% 10/1/34   1,380     1,559
  LYB International Finance BV  5.250% 7/15/43   3,679     3,374
  LYB International Finance BV  4.875% 3/15/44   2,166     1,900
  LYB International Finance III LLC  3.375% 10/1/40   5,383     3,987
  LYB International Finance III LLC  4.200% 10/15/49   2,663     2,055
  LYB International Finance III LLC  4.200% 5/1/50   2,997     2,316
  LYB International Finance III LLC  3.625% 4/1/51   4,366     3,033
  LYB International Finance III LLC  3.800% 10/1/60   1,391       941
  LyondellBasell Industries NV  4.625% 2/26/55   3,531     2,900
  Martin Marietta Materials Inc.  4.250% 12/15/47   1,580     1,313
  Martin Marietta Materials Inc.  3.200% 7/15/51   3,238     2,241
  Mosaic Co.  4.875% 11/15/41     849       741
  Mosaic Co.  5.625% 11/15/43   2,224     2,131
1 Newmont Corp.  5.875% 4/1/35   1,669     1,717
  Newmont Corp.  6.250% 10/1/39   4,259     4,504
  Newmont Corp.  4.875% 3/15/42   6,450     5,926
  Newmont Corp.  5.450% 6/9/44   1,633     1,595
  Nucor Corp.  6.400% 12/1/37   3,351     3,665
  Nucor Corp.  5.200% 8/1/43   1,436     1,403
  Nucor Corp.  2.979% 12/15/55   3,907     2,512
  Nutrien Ltd.  4.125% 3/15/35   1,266     1,140
  Nutrien Ltd.  5.875% 12/1/36   1,866     1,910
  Nutrien Ltd.  5.625% 12/1/40   1,005       983
  Nutrien Ltd.  4.900% 6/1/43   1,326     1,198
  Nutrien Ltd.  5.250% 1/15/45   1,482     1,379
  Nutrien Ltd.  5.000% 4/1/49   1,959     1,768
  Nutrien Ltd.  3.950% 5/13/50   1,127       878
  Nutrien Ltd.  5.800% 3/27/53   5,210     5,215
  Packaging Corp. of America  4.050% 12/15/49   1,416     1,118
  Packaging Corp. of America  3.050% 10/1/51   2,640     1,759
  Rio Tinto Alcan Inc.  5.750% 6/1/35     602       623
  Rio Tinto Finance USA Ltd.  5.200% 11/2/40   3,107     3,056
  Rio Tinto Finance USA Ltd.  2.750% 11/2/51   3,690     2,340
  Rio Tinto Finance USA plc  4.750% 3/22/42     963       903
  Rio Tinto Finance USA plc  4.125% 8/21/42   2,117     1,811
  Rio Tinto Finance USA plc  5.125% 3/9/53   3,199     3,074
  RPM International Inc.  5.250% 6/1/45     992       910
  RPM International Inc.  4.250% 1/15/48   1,035       832
  Sherwin-Williams Co.  4.000% 12/15/42     952       777
  Sherwin-Williams Co.  4.550% 8/1/45     936       806
  Sherwin-Williams Co.  4.500% 6/1/47   4,012     3,463
  Sherwin-Williams Co.  3.800% 8/15/49     997       769
  Sherwin-Williams Co.  3.300% 5/15/50     915       640
  Sherwin-Williams Co.  2.900% 3/15/52     906       584
  Sonoco Products Co.  5.750% 11/1/40   1,588     1,597
  Southern Copper Corp.  7.500% 7/27/35   2,782     3,201
  Southern Copper Corp.  6.750% 4/16/40   4,045     4,460
  Southern Copper Corp.  5.250% 11/8/42   3,916     3,683
  Southern Copper Corp.  5.875% 4/23/45   5,717     5,687
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Steel Dynamics Inc.  3.250% 10/15/50   1,470       963
  Teck Resources Ltd.  6.125% 10/1/35   1,120     1,145
  Teck Resources Ltd.  6.000% 8/15/40   1,797     1,780
  Teck Resources Ltd.  5.200% 3/1/42   1,365     1,231
  Teck Resources Ltd.  5.400% 2/1/43   1,308     1,212
  Vale Overseas Ltd.  6.875% 11/21/36   4,386     4,694
  Vale Overseas Ltd.  6.875% 11/10/39   4,043     4,323
  Vale SA  5.625% 9/11/42   1,705     1,667
  Vulcan Materials Co.  4.500% 6/15/47   2,425     2,097
  Vulcan Materials Co.  4.700% 3/1/48   1,820     1,630
  Westlake Corp.  2.875% 8/15/41   1,300       885
  Westlake Corp.  5.000% 8/15/46   3,661     3,257
  Westlake Corp.  4.375% 11/15/47     948       779
  Westlake Corp.  3.125% 8/15/51   3,303     2,080
  Westlake Corp.  3.375% 8/15/61   1,580       978
                                   257,384
Real Estate (1.4%)
  Alexandria Real Estate Equities Inc.  2.950% 3/15/34   4,965     4,003
  Alexandria Real Estate Equities Inc.  4.750% 4/15/35   2,661     2,476
  Alexandria Real Estate Equities Inc.  4.850% 4/15/49   1,103       964
  Alexandria Real Estate Equities Inc.  4.000% 2/1/50   2,416     1,820
  Alexandria Real Estate Equities Inc.  3.000% 5/18/51   2,638     1,655
  Alexandria Real Estate Equities Inc.  3.550% 3/15/52   3,981     2,762
  Alexandria Real Estate Equities Inc.  5.625% 5/15/54   2,000     1,925
  American Homes 4 Rent LP  3.375% 7/15/51   1,055       697
  American Homes 4 Rent LP  4.300% 4/15/52   1,155       901
  American Tower Corp.  3.700% 10/15/49   2,094     1,529
  American Tower Corp.  3.100% 6/15/50   3,472     2,269
  American Tower Corp.  2.950% 1/15/51   3,626     2,297
1 AvalonBay Communities Inc.  3.900% 10/15/46   1,050       820
1 AvalonBay Communities Inc.  4.150% 7/1/47     505       410
1 AvalonBay Communities Inc.  4.350% 4/15/48     880       743
  Camden Property Trust  3.350% 11/1/49     778       555
  CBRE Services Inc.  5.950% 8/15/34   3,001     3,031
  Crown Castle Inc.  2.900% 4/1/41   5,961     4,138
  Crown Castle Inc.  4.750% 5/15/47   1,454     1,229
  Crown Castle Inc.  5.200% 2/15/49   1,991     1,801
  Crown Castle Inc.  4.000% 11/15/49     994       765
  Crown Castle Inc.  4.150% 7/1/50   1,233       975
  Crown Castle Inc.  3.250% 1/15/51   2,507     1,692
  Equinix Inc.  3.000% 7/15/50   1,442       935
  Equinix Inc.  2.950% 9/15/51     662       421
  Equinix Inc.  3.400% 2/15/52   1,809     1,254
  ERP Operating LP  4.500% 7/1/44   4,134     3,555
  ERP Operating LP  4.500% 6/1/45   1,069       892
  ERP Operating LP  4.000% 8/1/47     827       636
  Essex Portfolio LP  4.500% 3/15/48   1,010       845
  Essex Portfolio LP  2.650% 9/1/50   1,127       654
  Federal Realty OP LP  4.500% 12/1/44   1,837     1,495
  Healthpeak OP LLC  6.750% 2/1/41   1,146     1,255
  Kilroy Realty LP  2.650% 11/15/33   1,496     1,090
  Kimco Realty OP LLC  6.400% 3/1/34   1,655     1,742
  Kimco Realty OP LLC  4.250% 4/1/45     696       545
  Kimco Realty OP LLC  4.125% 12/1/46     993       756
  Kimco Realty OP LLC  4.450% 9/1/47     863       687
  Kimco Realty OP LLC  3.700% 10/1/49     937       674
  Kite Realty Group LP  5.500% 3/1/34   1,130     1,104
  Mid-America Apartments LP  5.000% 3/15/34   1,100     1,071
  Mid-America Apartments LP  2.875% 9/15/51     571       363
  NNN REIT Inc.  4.800% 10/15/48   1,176     1,009
  NNN REIT Inc.  3.100% 4/15/50   1,002       649
  NNN REIT Inc.  3.000% 4/15/52   2,086     1,329
  Prologis LP  4.375% 9/15/48     515       438
  Prologis LP  3.050% 3/1/50   1,546     1,049
  Prologis LP  3.000% 4/15/50   2,781     1,881
  Prologis LP  2.125% 10/15/50   3,306     1,805
  Prologis LP  5.250% 6/15/53   3,991     3,867
 
80

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Prologis LP  5.250% 3/15/54   3,100     2,969
  Public Storage Operating Co.  5.350% 8/1/53   2,120     2,108
  Realty Income Corp.  4.650% 3/15/47   3,247     2,832
  Regency Centers LP  4.400% 2/1/47   1,415     1,132
  Regency Centers LP  4.650% 3/15/49     969       820
  Simon Property Group LP  6.250% 1/15/34   1,500     1,579
  Simon Property Group LP  6.750% 2/1/40   1,061     1,167
  Simon Property Group LP  4.750% 3/15/42     991       884
  Simon Property Group LP  4.250% 10/1/44   1,028       840
  Simon Property Group LP  4.250% 11/30/46   1,000       811
  Simon Property Group LP  3.250% 9/13/49   4,864     3,382
  Simon Property Group LP  3.800% 7/15/50   2,885     2,180
  Simon Property Group LP  5.850% 3/8/53   3,239     3,289
  Simon Property Group LP  6.650% 1/15/54   1,605     1,805
  UDR Inc.  3.100% 11/1/34   1,487     1,196
  Ventas Realty LP  5.700% 9/30/43   2,234     2,110
  Ventas Realty LP  4.375% 2/1/45   1,521     1,204
  VICI Properties LP  5.625% 5/15/52   2,901     2,615
  Welltower OP LLC  6.500% 3/15/41   1,388     1,500
  Welltower OP LLC  4.950% 9/1/48   2,130     1,915
  Weyerhaeuser Co.  4.000% 3/9/52   1,775     1,391
                                   109,187
Technology (8.9%)
  Advanced Micro Devices Inc.  4.393% 6/1/52   1,660     1,465
  Analog Devices Inc.  2.800% 10/1/41   1,701     1,207
  Analog Devices Inc.  5.300% 12/15/45     895       873
  Analog Devices Inc.  2.950% 10/1/51   5,442     3,625
  Apple Inc.  4.500% 2/23/36   4,281     4,207
  Apple Inc.  2.375% 2/8/41   4,766     3,352
  Apple Inc.  3.850% 5/4/43  10,354     8,857
  Apple Inc.  4.450% 5/6/44   2,479     2,317
  Apple Inc.  3.450% 2/9/45   8,005     6,358
  Apple Inc.  4.375% 5/13/45   6,249     5,702
  Apple Inc.  4.650% 2/23/46  13,731    12,976
  Apple Inc.  3.850% 8/4/46   5,365     4,480
  Apple Inc.  4.250% 2/9/47   5,369     4,818
  Apple Inc.  3.750% 9/12/47   4,243     3,446
  Apple Inc.  3.750% 11/13/47   4,791     3,897
  Apple Inc.  2.950% 9/11/49   6,475     4,516
  Apple Inc.  2.650% 5/11/50   7,453     4,844
  Apple Inc.  2.400% 8/20/50   5,482     3,412
  Apple Inc.  2.650% 2/8/51   6,198     3,994
  Apple Inc.  2.700% 8/5/51   4,719     3,065
  Apple Inc.  3.950% 8/8/52   7,645     6,345
  Apple Inc.  4.850% 5/10/53   3,512     3,431
  Apple Inc.  2.550% 8/20/60   5,781     3,571
  Apple Inc.  2.800% 2/8/61   6,628     4,214
  Apple Inc.  2.850% 8/5/61   6,026     3,826
  Apple Inc.  4.100% 8/8/62   4,693     3,931
  Applied Materials Inc.  5.100% 10/1/35   1,800     1,822
  Applied Materials Inc.  5.850% 6/15/41   1,073     1,154
  Applied Materials Inc.  4.350% 4/1/47   3,368     2,986
  Applied Materials Inc.  2.750% 6/1/50   2,578     1,734
2 Broadcom Inc.  3.469% 4/15/34   9,525     8,042
2 Broadcom Inc.  3.137% 11/15/35   9,921     7,863
2 Broadcom Inc.  3.187% 11/15/36   8,221     6,425
2 Broadcom Inc.  4.926% 5/15/37  11,058    10,303
2 Broadcom Inc.  3.500% 2/15/41  11,657     8,906
2 Broadcom Inc.  3.750% 2/15/51   6,606     4,939
  Cisco Systems Inc.  5.900% 2/15/39   6,110     6,557
  Cisco Systems Inc.  5.500% 1/15/40   5,126     5,292
  Cisco Systems Inc.  5.300% 2/26/54   7,950     8,045
  Cisco Systems Inc.  5.350% 2/26/64   3,450     3,475
  Corning Inc.  4.700% 3/15/37   1,000       919
  Corning Inc.  5.750% 8/15/40   1,671     1,670
  Corning Inc.  4.750% 3/15/42   1,720     1,541
  Corning Inc.  5.350% 11/15/48   1,669     1,603
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Corning Inc.  3.900% 11/15/49     939       727
  Corning Inc.  4.375% 11/15/57   2,181     1,794
  Corning Inc.  5.850% 11/15/68   1,307     1,286
  Corning Inc.  5.450% 11/15/79   4,092     3,779
  Dell Inc.  6.500% 4/15/38   1,057     1,105
  Dell International LLC  8.100% 7/15/36   3,133     3,754
  Dell International LLC  3.375% 12/15/41   3,396     2,474
  Dell International LLC  8.350% 7/15/46   2,120     2,685
  Dell International LLC  3.450% 12/15/51   3,625     2,482
  Fidelity National Information Services Inc.  3.100% 3/1/41   3,608     2,598
  Fidelity National Information Services Inc.  4.500% 8/15/46     464       380
  Fidelity National Information Services Inc.  5.625% 7/15/52   2,718     2,688
  Fiserv Inc.  4.400% 7/1/49   7,299     6,104
  Hewlett Packard Enterprise Co.  6.200% 10/15/35   1,886     1,969
  Hewlett Packard Enterprise Co.  6.350% 10/15/45   5,255     5,432
  HP Inc.  6.000% 9/15/41   4,544     4,647
  IBM International Capital Pte. Ltd.  4.900% 2/5/34   4,075     3,952
  IBM International Capital Pte. Ltd.  5.300% 2/5/54   5,475     5,254
  Intel Corp.  4.600% 3/25/40   1,594     1,479
  Intel Corp.  2.800% 8/12/41   3,252     2,304
  Intel Corp.  4.800% 10/1/41   2,420     2,259
  Intel Corp.  4.250% 12/15/42   1,717     1,464
  Intel Corp.  5.625% 2/10/43   3,415     3,471
  Intel Corp.  4.900% 7/29/45   3,261     3,085
  Intel Corp.  4.100% 5/19/46   3,193     2,637
  Intel Corp.  4.100% 5/11/47   3,114     2,561
  Intel Corp.  3.734% 12/8/47   7,714     5,847
  Intel Corp.  3.250% 11/15/49   5,559     3,841
  Intel Corp.  4.750% 3/25/50   8,776     7,794
  Intel Corp.  3.050% 8/12/51   4,286     2,832
  Intel Corp.  4.900% 8/5/52   5,200     4,765
  Intel Corp.  5.700% 2/10/53  10,694    10,807
  Intel Corp.  3.100% 2/15/60   3,475     2,196
  Intel Corp.  4.950% 3/25/60   3,140     2,864
  Intel Corp.  3.200% 8/12/61   1,578     1,015
  Intel Corp.  5.050% 8/5/62   2,400     2,215
  Intel Corp.  5.900% 2/10/63   5,335     5,558
  International Business Machines Corp.  4.150% 5/15/39   8,353     7,282
  International Business Machines Corp.  5.600% 11/30/39   1,685     1,732
  International Business Machines Corp.  2.850% 5/15/40     966       702
  International Business Machines Corp.  4.000% 6/20/42   4,146     3,447
  International Business Machines Corp.  4.700% 2/19/46   2,223     2,013
  International Business Machines Corp.  4.250% 5/15/49  10,272     8,604
  International Business Machines Corp.  2.950% 5/15/50   2,295     1,512
  International Business Machines Corp.  3.430% 2/9/52   1,594     1,135
  International Business Machines Corp.  4.900% 7/27/52   2,089     1,931
  International Business Machines Corp.  5.100% 2/6/53   2,250     2,145
  International Business Machines Corp.  7.125% 12/1/96     870     1,093
  Intuit Inc.  5.500% 9/15/53   4,430     4,568
  Juniper Networks Inc.  5.950% 3/15/41   1,193     1,180
  KLA Corp.  5.000% 3/15/49     923       887
  KLA Corp.  3.300% 3/1/50   2,924     2,099
  KLA Corp.  4.950% 7/15/52   5,276     5,001
  KLA Corp.  5.250% 7/15/62   2,718     2,641
  Kyndryl Holdings Inc.  4.100% 10/15/41   1,809     1,353
  Lam Research Corp.  4.875% 3/15/49   3,159     2,972
  Lam Research Corp.  2.875% 6/15/50   1,584     1,071
  Lam Research Corp.  3.125% 6/15/60   1,800     1,180
  Micron Technology Inc.  3.366% 11/1/41   2,080     1,513
  Micron Technology Inc.  3.477% 11/1/51   1,528     1,061
  Microsoft Corp.  3.500% 2/12/35   4,795     4,350
  Microsoft Corp.  4.200% 11/3/35   2,700     2,609
  Microsoft Corp.  3.450% 8/8/36   6,429     5,663
  Microsoft Corp.  4.100% 2/6/37   2,962     2,791
 
81

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Microsoft Corp.  5.200% 6/1/39   1,599     1,689
  Microsoft Corp.  4.500% 10/1/40   2,038     1,990
  Microsoft Corp.  5.300% 2/8/41   2,800     2,995
  Microsoft Corp.  3.500% 11/15/42   2,094     1,755
  Microsoft Corp.  3.750% 2/12/45   2,399     2,050
  Microsoft Corp.  4.450% 11/3/45   3,941     3,758
  Microsoft Corp.  3.700% 8/8/46   5,353     4,453
  Microsoft Corp.  4.250% 2/6/47   2,349     2,164
2 Microsoft Corp.  4.500% 6/15/47   2,427     2,260
  Microsoft Corp.  2.525% 6/1/50  19,821    12,773
2 Microsoft Corp.  2.500% 9/15/50   7,745     4,914
  Microsoft Corp.  2.921% 3/17/52  19,944    13,766
  Microsoft Corp.  4.000% 2/12/55   1,903     1,651
  Microsoft Corp.  3.950% 8/8/56   1,892     1,593
  Microsoft Corp.  4.500% 2/6/57   1,398     1,320
  Microsoft Corp.  2.675% 6/1/60  12,089     7,634
  Microsoft Corp.  3.041% 3/17/62   8,074     5,490
  Moody's Corp.  2.750% 8/19/41   2,328     1,635
  Moody's Corp.  5.250% 7/15/44   1,715     1,678
  Moody's Corp.  4.875% 12/17/48     866       799
  Moody's Corp.  3.250% 5/20/50     890       631
  Moody's Corp.  3.750% 2/25/52   1,913     1,480
  Moody's Corp.  3.100% 11/29/61   1,714     1,096
  Motorola Solutions Inc.  5.500% 9/1/44   1,599     1,520
  Nokia OYJ  6.625% 5/15/39   1,748     1,687
  NVIDIA Corp.  3.500% 4/1/40   3,730     3,124
  NVIDIA Corp.  3.500% 4/1/50   7,650     5,993
  NVIDIA Corp.  3.700% 4/1/60   1,119       880
  NXP BV  3.250% 5/11/41   3,495     2,568
  NXP BV  3.125% 2/15/42   1,800     1,279
  NXP BV  3.250% 11/30/51   2,179     1,466
  Oracle Corp.  4.300% 7/8/34   6,545     5,934
  Oracle Corp.  3.900% 5/15/35   2,670     2,292
  Oracle Corp.  3.850% 7/15/36   2,096     1,762
  Oracle Corp.  3.800% 11/15/37   6,395     5,260
  Oracle Corp.  6.500% 4/15/38   8,032     8,578
  Oracle Corp.  6.125% 7/8/39   4,898     5,040
  Oracle Corp.  3.600% 4/1/40   8,337     6,437
  Oracle Corp.  5.375% 7/15/40   7,307     6,989
  Oracle Corp.  3.650% 3/25/41   7,695     5,918
  Oracle Corp.  4.500% 7/8/44   4,832     4,056
  Oracle Corp.  4.125% 5/15/45   7,213     5,699
  Oracle Corp.  4.000% 7/15/46  11,953     9,194
  Oracle Corp.  4.000% 11/15/47   5,146     3,934
  Oracle Corp.  3.600% 4/1/50  13,910     9,790
  Oracle Corp.  3.950% 3/25/51  13,738    10,239
  Oracle Corp.  6.900% 11/9/52   6,990     7,887
  Oracle Corp.  5.550% 2/6/53   7,679     7,350
  Oracle Corp.  4.375% 5/15/55   6,636     5,200
  Oracle Corp.  3.850% 4/1/60  11,065     7,687
  Oracle Corp.  4.100% 3/25/61   4,673     3,420
  QUALCOMM Inc.  4.650% 5/20/35   3,853     3,767
  QUALCOMM Inc.  4.800% 5/20/45   5,300     4,974
  QUALCOMM Inc.  4.300% 5/20/47   5,258     4,557
  QUALCOMM Inc.  3.250% 5/20/50   3,077     2,241
  QUALCOMM Inc.  4.500% 5/20/52   3,203     2,821
  QUALCOMM Inc.  6.000% 5/20/53   4,212     4,618
  Quanta Services Inc.  3.050% 10/1/41   1,738     1,221
  S&P Global Inc.  3.250% 12/1/49   2,116     1,507
  S&P Global Inc.  3.700% 3/1/52   3,595     2,780
  S&P Global Inc.  2.300% 8/15/60   2,931     1,584
  S&P Global Inc.  3.900% 3/1/62   1,913     1,489
  Salesforce Inc.  2.700% 7/15/41   4,525     3,228
  Salesforce Inc.  2.900% 7/15/51   6,771     4,504
  Salesforce Inc.  3.050% 7/15/61   4,341     2,792
  Texas Instruments Inc.  3.875% 3/15/39   1,291     1,135
  Texas Instruments Inc.  4.150% 5/15/48   5,739     4,874
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Texas Instruments Inc.  2.700% 9/15/51   1,785     1,146
  Texas Instruments Inc.  4.100% 8/16/52     574       480
  Texas Instruments Inc.  5.000% 3/14/53   1,515     1,464
  Texas Instruments Inc.  5.150% 2/8/54   2,500     2,477
  Texas Instruments Inc.  5.050% 5/18/63   5,328     5,096
  TSMC Arizona Corp.  3.125% 10/25/41   3,582     2,840
  TSMC Arizona Corp.  3.250% 10/25/51   3,476     2,635
  TSMC Arizona Corp.  4.500% 4/22/52   2,783     2,676
  Verisk Analytics Inc.  5.500% 6/15/45   1,084     1,034
  Verisk Analytics Inc.  3.625% 5/15/50   1,713     1,254
  Workday Inc.  3.800% 4/1/32      50        45
                                   680,640
Utilities (12.7%)
  AEP Texas Inc.  3.800% 10/1/47   1,277       947
1 AEP Texas Inc.  4.150% 5/1/49   1,336     1,048
1 AEP Texas Inc.  3.450% 1/15/50   1,539     1,073
  AEP Texas Inc.  3.450% 5/15/51   2,447     1,686
  AEP Texas Inc.  5.250% 5/15/52   1,911     1,790
  AEP Transmission Co. LLC  4.000% 12/1/46   2,408     1,951
  AEP Transmission Co. LLC  3.750% 12/1/47   2,554     1,957
  AEP Transmission Co. LLC  4.250% 9/15/48   1,361     1,122
  AEP Transmission Co. LLC  3.800% 6/15/49   1,576     1,201
1 AEP Transmission Co. LLC  3.650% 4/1/50   2,099     1,577
1 AEP Transmission Co. LLC  2.750% 8/15/51   1,437       893
1 AEP Transmission Co. LLC  4.500% 6/15/52   1,599     1,388
  AEP Transmission Co. LLC  5.400% 3/15/53   3,625     3,577
  Alabama Power Co.  6.125% 5/15/38   1,225     1,279
  Alabama Power Co.  6.000% 3/1/39     974     1,024
  Alabama Power Co.  3.850% 12/1/42     353       285
  Alabama Power Co.  4.150% 8/15/44   1,320     1,098
  Alabama Power Co.  3.750% 3/1/45   2,955     2,312
  Alabama Power Co.  4.300% 1/2/46   1,096       925
1 Alabama Power Co.  3.700% 12/1/47   2,075     1,578
1 Alabama Power Co.  4.300% 7/15/48   4,238     3,539
  Alabama Power Co.  3.450% 10/1/49   1,335       973
  Alabama Power Co.  3.125% 7/15/51     734       498
  Alabama Power Co.  3.000% 3/15/52     765       508
  Ameren Illinois Co.  4.150% 3/15/46   1,036       858
  Ameren Illinois Co.  3.700% 12/1/47   1,419     1,090
  Ameren Illinois Co.  4.500% 3/15/49   2,258     1,963
  Ameren Illinois Co.  3.250% 3/15/50   2,639     1,850
  Ameren Illinois Co.  2.900% 6/15/51   1,116       726
  Ameren Illinois Co.  5.900% 12/1/52   1,967     2,085
  American Electric Power Co. Inc.  3.250% 3/1/50   1,111       758
  American Water Capital Corp.  6.593% 10/15/37   2,527     2,837
  American Water Capital Corp.  4.300% 12/1/42     859       750
  American Water Capital Corp.  4.300% 9/1/45     916       781
  American Water Capital Corp.  4.000% 12/1/46     472       382
  American Water Capital Corp.  3.750% 9/1/47   3,231     2,508
  American Water Capital Corp.  4.200% 9/1/48   2,124     1,784
  American Water Capital Corp.  4.150% 6/1/49   1,580     1,306
  American Water Capital Corp.  3.450% 5/1/50   1,807     1,322
  American Water Capital Corp.  3.250% 6/1/51   2,251     1,584
  American Water Capital Corp.  5.450% 3/1/54   1,700     1,674
  Appalachian Power Co.  7.000% 4/1/38   2,954     3,300
  Appalachian Power Co.  4.400% 5/15/44   1,104       905
  Appalachian Power Co.  4.450% 6/1/45   1,109       914
1 Appalachian Power Co.  4.500% 3/1/49   2,233     1,805
1 Appalachian Power Co.  3.700% 5/1/50   1,964     1,404
  Arizona Public Service Co.  5.050% 9/1/41     982       898
  Arizona Public Service Co.  4.500% 4/1/42   1,491     1,266
  Arizona Public Service Co.  4.350% 11/15/45     971       798
  Arizona Public Service Co.  3.750% 5/15/46   1,067       791
  Arizona Public Service Co.  4.200% 8/15/48     847       669
  Arizona Public Service Co.  4.250% 3/1/49     992       790
  Arizona Public Service Co.  3.500% 12/1/49     889       613
  Arizona Public Service Co.  3.350% 5/15/50   1,743     1,190
 
82

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Arizona Public Service Co.  2.650% 9/15/50     610       362
  Atmos Energy Corp.  5.500% 6/15/41     790       797
  Atmos Energy Corp.  4.150% 1/15/43   1,638     1,395
  Atmos Energy Corp.  4.125% 10/15/44   2,910     2,473
  Atmos Energy Corp.  4.300% 10/1/48   1,353     1,162
  Atmos Energy Corp.  4.125% 3/15/49   1,617     1,331
  Atmos Energy Corp.  3.375% 9/15/49   1,996     1,443
  Atmos Energy Corp.  2.850% 2/15/52   1,511       968
  Atmos Energy Corp.  5.750% 10/15/52   1,676     1,754
  Atmos Energy Corp.  6.200% 11/15/53   1,585     1,749
  Avista Corp.  4.350% 6/1/48   1,901     1,566
  Avista Corp.  4.000% 4/1/52   1,391     1,062
  Baltimore Gas & Electric Co.  6.350% 10/1/36   1,385     1,479
  Baltimore Gas & Electric Co.  3.500% 8/15/46   1,068       787
1 Baltimore Gas & Electric Co.  3.750% 8/15/47     793       603
  Baltimore Gas & Electric Co.  4.250% 9/15/48     817       681
  Baltimore Gas & Electric Co.  3.200% 9/15/49   1,180       809
  Baltimore Gas & Electric Co.  2.900% 6/15/50   1,120       723
  Baltimore Gas & Electric Co.  4.550% 6/1/52   1,512     1,308
  Baltimore Gas & Electric Co.  5.400% 6/1/53   2,798     2,740
  Berkshire Hathaway Energy Co.  6.125% 4/1/36   9,126     9,623
  Berkshire Hathaway Energy Co.  5.950% 5/15/37   1,399     1,448
  Berkshire Hathaway Energy Co.  5.150% 11/15/43   2,076     1,992
  Berkshire Hathaway Energy Co.  4.500% 2/1/45   2,976     2,621
  Berkshire Hathaway Energy Co.  3.800% 7/15/48   3,444     2,608
  Berkshire Hathaway Energy Co.  4.450% 1/15/49   2,173     1,824
  Berkshire Hathaway Energy Co.  4.250% 10/15/50   3,588     2,892
  Berkshire Hathaway Energy Co.  2.850% 5/15/51   3,091     1,968
  Berkshire Hathaway Energy Co.  4.600% 5/1/53   3,175     2,719
  Black Hills Corp.  6.150% 5/15/34   1,565     1,607
  Black Hills Corp.  4.200% 9/15/46   1,191       926
  Black Hills Corp.  3.875% 10/15/49   1,061       766
  CenterPoint Energy Houston Electric LLC  3.550% 8/1/42   1,079       841
  CenterPoint Energy Houston Electric LLC  4.500% 4/1/44   2,469     2,180
  CenterPoint Energy Houston Electric LLC  3.950% 3/1/48   1,179       952
1 CenterPoint Energy Houston Electric LLC  4.250% 2/1/49   3,236     2,728
1 CenterPoint Energy Houston Electric LLC  2.900% 7/1/50   1,602     1,053
1 CenterPoint Energy Houston Electric LLC  3.350% 4/1/51   4,309     3,097
1 CenterPoint Energy Houston Electric LLC  4.850% 10/1/52   1,724     1,590
  CenterPoint Energy Houston Electric LLC  5.300% 4/1/53   2,400     2,385
  CenterPoint Energy Inc.  3.700% 9/1/49   1,047       763
  CenterPoint Energy Resources Corp.  5.850% 1/15/41   1,073     1,095
  CenterPoint Energy Resources Corp.  4.100% 9/1/47   1,223       979
  Cleco Corporate Holdings LLC  4.973% 5/1/46   1,215     1,003
  Cleveland Electric Illuminating Co.  5.950% 12/15/36     911       909
  CMS Energy Corp.  4.875% 3/1/44   1,584     1,453
  Commonwealth Edison Co.  5.900% 3/15/36   2,057     2,151
  Commonwealth Edison Co.  6.450% 1/15/38     986     1,070
  Commonwealth Edison Co.  3.800% 10/1/42   1,090       873
  Commonwealth Edison Co.  4.600% 8/15/43   1,120     1,006
  Commonwealth Edison Co.  4.700% 1/15/44     956       858
  Commonwealth Edison Co.  3.700% 3/1/45   1,677     1,307
  Commonwealth Edison Co.  4.350% 11/15/45   1,463     1,244
  Commonwealth Edison Co.  3.650% 6/15/46   2,625     2,000
1 Commonwealth Edison Co.  3.750% 8/15/47   2,505     1,912
  Commonwealth Edison Co.  4.000% 3/1/48   3,344     2,672
  Commonwealth Edison Co.  4.000% 3/1/49   1,625     1,289
1 Commonwealth Edison Co.  3.200% 11/15/49   1,040       713
  Commonwealth Edison Co.  3.000% 3/1/50   1,855     1,222
1 Commonwealth Edison Co.  3.125% 3/15/51   3,020     2,021
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Commonwealth Edison Co.  2.750% 9/1/51     710       436
1 Commonwealth Edison Co.  3.850% 3/15/52   1,731     1,331
  Commonwealth Edison Co.  5.300% 2/1/53   4,300     4,168
  Connecticut Light & Power Co.  4.300% 4/15/44   1,891     1,610
1 Connecticut Light & Power Co.  4.150% 6/1/45     937       791
  Connecticut Light & Power Co.  4.000% 4/1/48   4,411     3,578
  Connecticut Light & Power Co.  5.250% 1/15/53   2,978     2,884
  Consolidated Edison Co. of New York Inc.  5.500% 3/15/34   1,480     1,512
1 Consolidated Edison Co. of New York Inc.  5.300% 3/1/35     832       826
1 Consolidated Edison Co. of New York Inc.  5.850% 3/15/36   1,582     1,627
1 Consolidated Edison Co. of New York Inc.  6.200% 6/15/36     979     1,039
1 Consolidated Edison Co. of New York Inc.  6.300% 8/15/37   1,105     1,179
1 Consolidated Edison Co. of New York Inc.  6.750% 4/1/38     749       835
1 Consolidated Edison Co. of New York Inc.  5.500% 12/1/39   1,583     1,577
  Consolidated Edison Co. of New York Inc.  5.700% 6/15/40     746       750
1 Consolidated Edison Co. of New York Inc.  4.200% 3/15/42   2,276     1,897
  Consolidated Edison Co. of New York Inc.  3.950% 3/1/43   2,107     1,725
  Consolidated Edison Co. of New York Inc.  4.450% 3/15/44   5,228     4,529
  Consolidated Edison Co. of New York Inc.  4.500% 12/1/45   2,542     2,199
  Consolidated Edison Co. of New York Inc.  3.850% 6/15/46   1,059       831
1 Consolidated Edison Co. of New York Inc.  3.875% 6/15/47   1,690     1,308
1 Consolidated Edison Co. of New York Inc.  4.650% 12/1/48   2,972     2,593
1 Consolidated Edison Co. of New York Inc.  4.125% 5/15/49     814       654
1 Consolidated Edison Co. of New York Inc.  3.950% 4/1/50   2,925     2,342
  Consolidated Edison Co. of New York Inc.  3.200% 12/1/51   2,144     1,452
  Consolidated Edison Co. of New York Inc.  6.150% 11/15/52   7,688     8,330
  Consolidated Edison Co. of New York Inc.  5.900% 11/15/53   3,973     4,169
  Consolidated Edison Co. of New York Inc.  4.625% 12/1/54   2,555     2,194
1 Consolidated Edison Co. of New York Inc.  4.300% 12/1/56   1,341     1,096
1 Consolidated Edison Co. of New York Inc.  4.000% 11/15/57   1,202       930
  Consolidated Edison Co. of New York Inc.  4.500% 5/15/58   1,784     1,497
  Consolidated Edison Co. of New York Inc.  3.700% 11/15/59   1,573     1,120
1 Consolidated Edison Co. of New York Inc.  3.000% 12/1/60   1,879     1,140
  Consolidated Edison Co. of New York Inc.  3.600% 6/15/61   1,064       763
  Constellation Energy Generation LLC  6.125% 1/15/34   1,140     1,190
  Constellation Energy Generation LLC  6.250% 10/1/39   2,885     2,976
  Constellation Energy Generation LLC  5.750% 10/1/41   1,380     1,352
  Constellation Energy Generation LLC  5.600% 6/15/42   2,685     2,617
  Constellation Energy Generation LLC  6.500% 10/1/53   3,455     3,794
  Consumers Energy Co.  3.950% 5/15/43   1,217     1,016
  Consumers Energy Co.  3.250% 8/15/46   2,181     1,597
  Consumers Energy Co.  3.950% 7/15/47     890       723
  Consumers Energy Co.  4.050% 5/15/48   1,698     1,412
 
83

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Consumers Energy Co.  4.350% 4/15/49   1,826     1,577
  Consumers Energy Co.  3.750% 2/15/50     473       370
  Consumers Energy Co.  3.100% 8/15/50   1,684     1,159
  Consumers Energy Co.  3.500% 8/1/51   1,880     1,399
  Consumers Energy Co.  2.650% 8/15/52     491       305
  Consumers Energy Co.  4.200% 9/1/52   2,426     2,013
  Consumers Energy Co.  2.500% 5/1/60   2,004     1,112
  Dayton Power & Light Co.  3.950% 6/15/49   1,577     1,163
  Delmarva Power & Light Co.  4.150% 5/15/45   1,109       890
1 Dominion Energy Inc.  5.250% 8/1/33     854       838
1 Dominion Energy Inc.  5.950% 6/15/35   1,627     1,656
  Dominion Energy Inc.  7.000% 6/15/38     793       863
1 Dominion Energy Inc.  3.300% 4/15/41   2,198     1,614
1 Dominion Energy Inc.  4.900% 8/1/41   1,983     1,776
1 Dominion Energy Inc.  4.050% 9/15/42   1,881     1,489
  Dominion Energy Inc.  4.700% 12/1/44   1,068       919
1 Dominion Energy Inc.  4.600% 3/15/49   1,530     1,290
1 Dominion Energy Inc.  4.850% 8/15/52   2,177     1,903
  Dominion Energy South Carolina Inc.  6.050% 1/15/38     687       726
  Dominion Energy South Carolina Inc.  5.450% 2/1/41   1,287     1,269
  Dominion Energy South Carolina Inc.  4.600% 6/15/43   1,494     1,319
  Dominion Energy South Carolina Inc.  5.100% 6/1/65   3,130     2,882
  DTE Electric Co.  5.200% 4/1/33   1,615     1,625
1 DTE Electric Co.  4.000% 4/1/43     965       801
  DTE Electric Co.  4.300% 7/1/44   1,070       919
  DTE Electric Co.  3.700% 3/15/45   1,439     1,135
  DTE Electric Co.  3.700% 6/1/46     977       753
  DTE Electric Co.  3.750% 8/15/47     569       439
1 DTE Electric Co.  4.050% 5/15/48   3,546     2,877
  DTE Electric Co.  3.950% 3/1/49   2,250     1,813
  DTE Electric Co.  2.950% 3/1/50     774       512
1 DTE Electric Co.  3.250% 4/1/51   1,514     1,049
1 DTE Electric Co.  3.650% 3/1/52   1,204       899
  DTE Electric Co.  5.400% 4/1/53   2,499     2,478
  Duke Energy Carolinas LLC  6.100% 6/1/37   1,559     1,633
  Duke Energy Carolinas LLC  6.000% 1/15/38   1,976     2,074
  Duke Energy Carolinas LLC  6.050% 4/15/38   1,691     1,774
  Duke Energy Carolinas LLC  5.300% 2/15/40   2,778     2,721
  Duke Energy Carolinas LLC  4.250% 12/15/41   2,515     2,125
  Duke Energy Carolinas LLC  4.000% 9/30/42   3,858     3,145
  Duke Energy Carolinas LLC  3.750% 6/1/45   1,382     1,066
  Duke Energy Carolinas LLC  3.875% 3/15/46   1,797     1,405
  Duke Energy Carolinas LLC  3.700% 12/1/47   2,647     1,972
  Duke Energy Carolinas LLC  3.950% 3/15/48   2,900     2,285
  Duke Energy Carolinas LLC  3.200% 8/15/49   1,764     1,220
  Duke Energy Carolinas LLC  3.450% 4/15/51   1,359       966
  Duke Energy Carolinas LLC  3.550% 3/15/52     909       651
  Duke Energy Carolinas LLC  5.350% 1/15/53   3,243     3,159
  Duke Energy Carolinas LLC  5.400% 1/15/54   2,685     2,623
  Duke Energy Corp.  3.300% 6/15/41     682       502
  Duke Energy Corp.  4.800% 12/15/45   3,031     2,654
  Duke Energy Corp.  3.750% 9/1/46   5,408     4,022
  Duke Energy Corp.  3.950% 8/15/47     842       639
  Duke Energy Corp.  4.200% 6/15/49   1,706     1,345
  Duke Energy Corp.  3.500% 6/15/51   4,328     2,985
  Duke Energy Corp.  5.000% 8/15/52   4,021     3,585
  Duke Energy Corp.  6.100% 9/15/53   2,224     2,314
  Duke Energy Florida LLC  6.350% 9/15/37   1,574     1,683
  Duke Energy Florida LLC  6.400% 6/15/38   3,681     3,967
  Duke Energy Florida LLC  5.650% 4/1/40     937       943
  Duke Energy Florida LLC  3.850% 11/15/42     708       563
  Duke Energy Florida LLC  3.400% 10/1/46   3,151     2,266
  Duke Energy Florida LLC  4.200% 7/15/48   1,063       872
  Duke Energy Florida LLC  3.000% 12/15/51     716       463
  Duke Energy Florida LLC  5.950% 11/15/52   1,035     1,087
  Duke Energy Florida LLC  6.200% 11/15/53   2,268     2,456
  Duke Energy Indiana LLC  6.120% 10/15/35   1,176     1,222
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Duke Energy Indiana LLC  6.350% 8/15/38   1,621     1,736
  Duke Energy Indiana LLC  6.450% 4/1/39     950     1,033
1 Duke Energy Indiana LLC  4.900% 7/15/43     847       774
  Duke Energy Indiana LLC  3.750% 5/15/46     891       682
1 Duke Energy Indiana LLC  3.250% 10/1/49   3,321     2,299
  Duke Energy Indiana LLC  2.750% 4/1/50   1,911     1,186
  Duke Energy Indiana LLC  5.400% 4/1/53   2,050     1,974
  Duke Energy Ohio Inc.  3.700% 6/15/46     556       418
  Duke Energy Ohio Inc.  4.300% 2/1/49   1,290     1,054
  Duke Energy Ohio Inc.  5.650% 4/1/53   2,405     2,428
  Duke Energy Progress LLC  6.300% 4/1/38     921       989
  Duke Energy Progress LLC  4.100% 5/15/42   2,060     1,708
  Duke Energy Progress LLC  4.100% 3/15/43   1,253     1,028
  Duke Energy Progress LLC  4.375% 3/30/44   1,476     1,261
  Duke Energy Progress LLC  4.150% 12/1/44     982       805
  Duke Energy Progress LLC  4.200% 8/15/45   2,081     1,711
  Duke Energy Progress LLC  3.700% 10/15/46   1,378     1,041
  Duke Energy Progress LLC  3.600% 9/15/47   1,452     1,076
  Duke Energy Progress LLC  2.500% 8/15/50   1,986     1,175
  Duke Energy Progress LLC  2.900% 8/15/51   1,300       835
  Duke Energy Progress LLC  4.000% 4/1/52     995       784
  Duke Energy Progress LLC  5.350% 3/15/53   4,230     4,083
1 Duke Energy Progress NC Storm Funding LLC  2.387% 7/1/37     825       662
  El Paso Electric Co.  6.000% 5/15/35   1,620     1,625
  El Paso Electric Co.  5.000% 12/1/44     921       782
  Emera US Finance LP  4.750% 6/15/46   4,403     3,581
  Entergy Arkansas LLC  5.300% 9/15/33     950       952
  Entergy Arkansas LLC  4.200% 4/1/49   1,735     1,416
  Entergy Arkansas LLC  2.650% 6/15/51   2,330     1,397
  Entergy Arkansas LLC  3.350% 6/15/52   1,377       946
  Entergy Corp.  3.750% 6/15/50   3,085     2,225
  Entergy Louisiana LLC  3.100% 6/15/41   1,848     1,358
  Entergy Louisiana LLC  4.200% 9/1/48   3,005     2,438
  Entergy Louisiana LLC  4.200% 4/1/50   1,082       878
  Entergy Louisiana LLC  2.900% 3/15/51   2,331     1,462
  Entergy Louisiana LLC  4.750% 9/15/52   1,235     1,083
  Entergy Mississippi LLC  5.000% 9/1/33   1,040     1,018
  Entergy Mississippi LLC  3.850% 6/1/49   1,750     1,335
  Entergy Mississippi LLC  3.500% 6/1/51   1,028       727
  Entergy Texas Inc.  3.550% 9/30/49     765       552
  Entergy Texas Inc.  5.800% 9/1/53     932       959
  Essential Utilities Inc.  4.276% 5/1/49   1,801     1,451
  Essential Utilities Inc.  3.351% 4/15/50   1,779     1,230
  Essential Utilities Inc.  5.300% 5/1/52   2,223     2,064
  Evergy Kansas Central Inc.  4.125% 3/1/42   1,029       854
  Evergy Kansas Central Inc.  4.100% 4/1/43     559       456
  Evergy Kansas Central Inc.  4.250% 12/1/45     916       750
  Evergy Kansas Central Inc.  3.450% 4/15/50   1,854     1,303
  Evergy Kansas Central Inc.  5.700% 3/15/53   1,076     1,074
  Evergy Metro Inc.  5.300% 10/1/41   1,219     1,166
  Evergy Metro Inc.  4.200% 6/15/47   1,535     1,232
  Evergy Metro Inc.  4.200% 3/15/48   1,236     1,001
1 Evergy Metro Inc.  4.125% 4/1/49   1,126       891
  Eversource Energy  3.450% 1/15/50   1,277       870
1 Exelon Corp.  4.950% 6/15/35   1,172     1,095
  Exelon Corp.  5.625% 6/15/35   2,449     2,432
  Exelon Corp.  5.100% 6/15/45   2,988     2,719
  Exelon Corp.  4.450% 4/15/46   2,518     2,108
  Exelon Corp.  4.700% 4/15/50   2,343     2,023
  Exelon Corp.  4.100% 3/15/52   2,437     1,890
  Exelon Corp.  5.600% 3/15/53   4,175     4,071
  Florida Power & Light Co.  5.625% 4/1/34     724       757
  Florida Power & Light Co.  4.950% 6/1/35     460       453
  Florida Power & Light Co.  5.650% 2/1/37     319       329
  Florida Power & Light Co.  5.950% 2/1/38   1,307     1,390
  Florida Power & Light Co.  5.960% 4/1/39     910       976
 
84

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Florida Power & Light Co.  5.690% 3/1/40   2,187     2,241
  Florida Power & Light Co.  5.250% 2/1/41   2,590     2,555
  Florida Power & Light Co.  4.125% 2/1/42   3,041     2,607
  Florida Power & Light Co.  4.050% 6/1/42   2,467     2,090
  Florida Power & Light Co.  3.800% 12/15/42   1,912     1,556
  Florida Power & Light Co.  4.050% 10/1/44   1,541     1,297
  Florida Power & Light Co.  3.700% 12/1/47   2,234     1,737
  Florida Power & Light Co.  3.950% 3/1/48   4,400     3,561
  Florida Power & Light Co.  4.125% 6/1/48   1,087       903
  Florida Power & Light Co.  3.990% 3/1/49   1,085       878
  Florida Power & Light Co.  3.150% 10/1/49   2,142     1,477
  Florida Power & Light Co.  2.875% 12/4/51   4,344     2,821
  Florida Power & Light Co.  5.300% 4/1/53   2,922     2,885
1 Georgia Power Co.  4.750% 9/1/40   1,390     1,262
  Georgia Power Co.  4.300% 3/15/42   4,623     3,946
  Georgia Power Co.  4.300% 3/15/43   2,608     2,190
1 Georgia Power Co.  3.700% 1/30/50   2,698     2,043
1 Georgia Power Co.  3.250% 3/15/51   3,157     2,164
  Georgia Power Co.  5.125% 5/15/52   3,570     3,388
  Iberdrola International BV  6.750% 7/15/36   1,756     1,966
1 Idaho Power Co.  4.200% 3/1/48   1,592     1,282
1 Idaho Power Co.  5.500% 3/15/53   1,125     1,106
1 Idaho Power Co.  5.800% 4/1/54   1,090     1,110
  Indiana Michigan Power Co.  6.050% 3/15/37   1,022     1,060
1 Indiana Michigan Power Co.  4.550% 3/15/46   1,223     1,043
1 Indiana Michigan Power Co.  3.750% 7/1/47     837       622
  Indiana Michigan Power Co.  4.250% 8/15/48     908       735
  Indiana Michigan Power Co.  3.250% 5/1/51     815       552
  Indiana Michigan Power Co.  5.625% 4/1/53   2,672     2,675
  Interstate Power & Light Co.  6.250% 7/15/39     905       944
  Interstate Power & Light Co.  3.700% 9/15/46     944       702
  Interstate Power & Light Co.  3.500% 9/30/49   1,168       828
  Interstate Power & Light Co.  3.100% 11/30/51     501       321
  ITC Holdings Corp.  5.300% 7/1/43   1,539     1,440
1 John Sevier Combined Cycle Generation LLC  4.626% 1/15/42     787       735
  Kentucky Utilities Co.  5.125% 11/1/40   3,032     2,878
  Kentucky Utilities Co.  4.375% 10/1/45   1,095       919
  Kentucky Utilities Co.  3.300% 6/1/50   1,885     1,303
  Louisville Gas & Electric Co.  4.250% 4/1/49   1,350     1,100
  MidAmerican Energy Co.  5.350% 1/15/34   1,305     1,330
1 MidAmerican Energy Co.  5.750% 11/1/35   1,207     1,251
1 MidAmerican Energy Co.  5.800% 10/15/36   2,722     2,813
  MidAmerican Energy Co.  4.800% 9/15/43   1,618     1,480
  MidAmerican Energy Co.  4.400% 10/15/44   1,713     1,467
  MidAmerican Energy Co.  4.250% 5/1/46   1,495     1,253
  MidAmerican Energy Co.  3.650% 8/1/48   1,290       981
  MidAmerican Energy Co.  4.250% 7/15/49   3,091     2,597
  MidAmerican Energy Co.  3.150% 4/15/50   1,952     1,334
  MidAmerican Energy Co.  2.700% 8/1/52     845       518
  MidAmerican Energy Co.  5.850% 9/15/54   4,781     5,044
  MidAmerican Energy Co.  5.300% 2/1/55   2,305     2,245
1 Mississippi Power Co.  4.250% 3/15/42   1,112       927
1 Mississippi Power Co.  3.100% 7/30/51     646       420
  National Grid USA  5.803% 4/1/35   1,550     1,528
  National Rural Utilities Cooperative Finance Corp.  4.400% 11/1/48   1,167       984
  National Rural Utilities Cooperative Finance Corp.  4.300% 3/15/49   3,013     2,503
1 Nevada Power Co.  6.650% 4/1/36   1,202     1,286
1 Nevada Power Co.  6.750% 7/1/37     982     1,087
1 Nevada Power Co.  3.125% 8/1/50   1,489       977
1 Nevada Power Co.  5.900% 5/1/53   1,217     1,252
  Nevada Power Co.  6.000% 3/15/54   2,200     2,298
  NextEra Energy Capital Holdings Inc.  5.250% 3/15/34   3,095     3,038
  NextEra Energy Capital Holdings Inc.  3.000% 1/15/52   1,453       921
  NextEra Energy Capital Holdings Inc.  5.250% 2/28/53   5,560     5,163
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  NextEra Energy Capital Holdings Inc.  5.550% 3/15/54     995       965
  NiSource Inc.  5.950% 6/15/41     884       898
  NiSource Inc.  5.250% 2/15/43   1,562     1,472
  NiSource Inc.  4.800% 2/15/44   3,303     2,930
  NiSource Inc.  5.650% 2/1/45   2,579     2,505
  NiSource Inc.  4.375% 5/15/47   5,899     4,873
  NiSource Inc.  3.950% 3/30/48   3,423     2,630
  NiSource Inc.  5.000% 6/15/52   1,443     1,304
  Northern States Power Co.  6.250% 6/1/36     675       729
  Northern States Power Co.  6.200% 7/1/37   1,056     1,130
  Northern States Power Co.  5.350% 11/1/39     928       916
  Northern States Power Co.  3.400% 8/15/42   1,941     1,474
  Northern States Power Co.  4.125% 5/15/44     558       460
  Northern States Power Co.  4.000% 8/15/45     713       577
  Northern States Power Co.  3.600% 5/15/46   2,261     1,712
  Northern States Power Co.  3.600% 9/15/47   1,027       777
  Northern States Power Co.  2.900% 3/1/50   3,802     2,488
  Northern States Power Co.  2.600% 6/1/51   2,422     1,496
  Northern States Power Co.  3.200% 4/1/52     705       486
  Northern States Power Co.  4.500% 6/1/52   1,781     1,553
  Northern States Power Co.  5.100% 5/15/53   4,426     4,224
  Northern States Power Co.  5.400% 3/15/54   1,500     1,484
  NorthWestern Corp.  4.176% 11/15/44   1,409     1,135
  NSTAR Electric Co.  5.500% 3/15/40     801       798
  NSTAR Electric Co.  4.400% 3/1/44     948       817
  NSTAR Electric Co.  4.550% 6/1/52   1,660     1,435
  NSTAR Electric Co.  4.950% 9/15/52   1,346     1,245
  Oglethorpe Power Corp.  5.950% 11/1/39     711       702
  Oglethorpe Power Corp.  5.375% 11/1/40   1,485     1,391
  Oglethorpe Power Corp.  4.500% 4/1/47     939       762
  Oglethorpe Power Corp.  5.050% 10/1/48   1,680     1,481
  Oglethorpe Power Corp.  3.750% 8/1/50   2,136     1,531
  Oglethorpe Power Corp.  5.250% 9/1/50     835       764
2 Oglethorpe Power Corp.  6.200% 12/1/53   1,470     1,512
  Ohio Power Co.  4.150% 4/1/48   1,295     1,037
  Ohio Power Co.  4.000% 6/1/49   1,245       972
1 Ohio Power Co.  2.900% 10/1/51   1,785     1,137
  Oklahoma Gas & Electric Co.  4.150% 4/1/47   1,000       797
  Oklahoma Gas & Electric Co.  3.850% 8/15/47   1,369     1,040
  Oklahoma Gas & Electric Co.  5.600% 4/1/53   1,290     1,297
  Oncor Electric Delivery Co. LLC  7.500% 9/1/38     637       760
  Oncor Electric Delivery Co. LLC  5.250% 9/30/40   2,274     2,257
  Oncor Electric Delivery Co. LLC  4.550% 12/1/41   1,802     1,634
  Oncor Electric Delivery Co. LLC  5.300% 6/1/42   2,680     2,706
  Oncor Electric Delivery Co. LLC  3.750% 4/1/45   1,981     1,571
  Oncor Electric Delivery Co. LLC  3.800% 9/30/47   1,616     1,247
  Oncor Electric Delivery Co. LLC  4.100% 11/15/48   2,465     2,020
  Oncor Electric Delivery Co. LLC  3.800% 6/1/49   1,508     1,183
1 Oncor Electric Delivery Co. LLC  3.100% 9/15/49   2,262     1,551
  Oncor Electric Delivery Co. LLC  2.700% 11/15/51   1,225       761
  Oncor Electric Delivery Co. LLC  4.600% 6/1/52   2,061     1,812
  Oncor Electric Delivery Co. LLC  4.950% 9/15/52   3,423     3,188
  Oncor Electric Delivery Co. LLC  5.350% 10/1/52     774       768
  ONE Gas Inc.  4.658% 2/1/44   1,140     1,015
  ONE Gas Inc.  4.500% 11/1/48   1,879     1,614
  Pacific Gas & Electric Co.  6.950% 3/15/34   2,500     2,703
  Pacific Gas & Electric Co.  4.500% 7/1/40   6,489     5,452
  Pacific Gas & Electric Co.  3.300% 8/1/40   5,255     3,788
  Pacific Gas & Electric Co.  4.200% 6/1/41     954       750
  Pacific Gas & Electric Co.  3.750% 8/15/42     942       692
  Pacific Gas & Electric Co.  4.600% 6/15/43     290       238
  Pacific Gas & Electric Co.  4.750% 2/15/44   2,086     1,739
  Pacific Gas & Electric Co.  4.300% 3/15/45   1,241       968
  Pacific Gas & Electric Co.  3.950% 12/1/47   2,412     1,752
  Pacific Gas & Electric Co.  4.950% 7/1/50  13,041    11,076
  Pacific Gas & Electric Co.  3.500% 8/1/50   7,572     5,094
  Pacific Gas & Electric Co.  5.250% 3/1/52   1,447     1,281
 
85

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Pacific Gas & Electric Co.  6.750% 1/15/53   7,034     7,539
  Pacific Gas & Electric Co.  6.700% 4/1/53   4,430     4,751
  PacifiCorp  5.450% 2/15/34   3,500     3,452
  PacifiCorp  5.250% 6/15/35     547       531
  PacifiCorp  6.100% 8/1/36   1,208     1,251
  PacifiCorp  5.750% 4/1/37   1,064     1,058
  PacifiCorp  6.250% 10/15/37     995     1,040
  PacifiCorp  6.350% 7/15/38   1,300     1,366
  PacifiCorp  6.000% 1/15/39   2,077     2,133
  PacifiCorp  4.100% 2/1/42     928       736
  PacifiCorp  4.125% 1/15/49   1,191       929
  PacifiCorp  4.150% 2/15/50   2,094     1,625
  PacifiCorp  3.300% 3/15/51   3,838     2,517
  PacifiCorp  2.900% 6/15/52   1,305       795
  PacifiCorp  5.350% 12/1/53   3,348     3,075
  PacifiCorp  5.500% 5/15/54   2,751     2,567
  PacifiCorp  5.800% 1/15/55   5,580     5,394
  PECO Energy Co.  5.950% 10/1/36     910       963
  PECO Energy Co.  4.150% 10/1/44     710       593
  PECO Energy Co.  3.700% 9/15/47   1,176       914
  PECO Energy Co.  3.900% 3/1/48   1,492     1,200
  PECO Energy Co.  3.000% 9/15/49     836       562
  PECO Energy Co.  2.800% 6/15/50   1,052       678
  PECO Energy Co.  3.050% 3/15/51     519       349
  PECO Energy Co.  2.850% 9/15/51   1,225       780
  PECO Energy Co.  4.600% 5/15/52   1,381     1,230
  PECO Energy Co.  4.375% 8/15/52   2,115     1,803
  Piedmont Natural Gas Co. Inc.  4.650% 8/1/43   1,005       873
  Piedmont Natural Gas Co. Inc.  3.640% 11/1/46   1,008       710
  Piedmont Natural Gas Co. Inc.  3.350% 6/1/50   1,374       913
  Piedmont Natural Gas Co. Inc.  5.050% 5/15/52   1,448     1,305
  Potomac Electric Power Co.  6.500% 11/15/37   1,098     1,212
  Potomac Electric Power Co.  4.150% 3/15/43   2,499     2,100
3 Potomac Electric Power Co.  5.500% 3/15/54   1,000       995
  PPL Electric Utilities Corp.  4.850% 2/15/34   2,405     2,342
  PPL Electric Utilities Corp.  6.250% 5/15/39     803       872
  PPL Electric Utilities Corp.  4.750% 7/15/43     761       700
  PPL Electric Utilities Corp.  4.125% 6/15/44   1,064       892
  PPL Electric Utilities Corp.  4.150% 10/1/45   1,049       872
  PPL Electric Utilities Corp.  3.950% 6/1/47   2,250     1,816
  PPL Electric Utilities Corp.  4.150% 6/15/48   1,439     1,206
  PPL Electric Utilities Corp.  3.000% 10/1/49     455       310
  PPL Electric Utilities Corp.  5.250% 5/15/53   3,141     3,049
  Progress Energy Inc.  6.000% 12/1/39   3,874     3,905
1 Public Service Co. of Colorado  6.250% 9/1/37   1,752     1,858
  Public Service Co. of Colorado  6.500% 8/1/38     532       579
  Public Service Co. of Colorado  3.600% 9/15/42     989       759
  Public Service Co. of Colorado  4.300% 3/15/44     518       431
  Public Service Co. of Colorado  3.800% 6/15/47   1,267       962
  Public Service Co. of Colorado  4.100% 6/15/48     980       782
  Public Service Co. of Colorado  4.050% 9/15/49   1,190       928
1 Public Service Co. of Colorado  3.200% 3/1/50   2,959     2,004
1 Public Service Co. of Colorado  2.700% 1/15/51     575       348
1 Public Service Co. of Colorado  4.500% 6/1/52   2,532     2,120
  Public Service Co. of Colorado  5.250% 4/1/53   3,055     2,892
  Public Service Co. of New Hampshire  3.600% 7/1/49   1,012       765
  Public Service Co. of New Hampshire  5.150% 1/15/53     686       658
1 Public Service Co. of Oklahoma  3.150% 8/15/51   1,066       713
1 Public Service Electric & Gas Co.  5.800% 5/1/37     952       980
1 Public Service Electric & Gas Co.  5.500% 3/1/40     996       996
1 Public Service Electric & Gas Co.  3.950% 5/1/42   1,280     1,074
1 Public Service Electric & Gas Co.  3.650% 9/1/42   1,578     1,242
1 Public Service Electric & Gas Co.  3.800% 1/1/43   1,012       822
1 Public Service Electric & Gas Co.  3.800% 3/1/46   2,191     1,729
1 Public Service Electric & Gas Co.  3.600% 12/1/47   1,210       922
1 Public Service Electric & Gas Co.  4.050% 5/1/48     914       760
1 Public Service Electric & Gas Co.  3.850% 5/1/49   1,060       845
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Public Service Electric & Gas Co.  3.200% 8/1/49   1,263       891
1 Public Service Electric & Gas Co.  3.150% 1/1/50     947       658
1 Public Service Electric & Gas Co.  2.700% 5/1/50   1,192       768
1 Public Service Electric & Gas Co.  2.050% 8/1/50     989       552
1 Public Service Electric & Gas Co.  5.125% 3/15/53   2,080     2,014
  Public Service Electric & Gas Co.  5.450% 8/1/53   1,070     1,075
1,3 Public Service Electric & Gas Co.  5.450% 3/1/54   2,500     2,507
  Puget Sound Energy Inc.  6.274% 3/15/37   1,044     1,098
  Puget Sound Energy Inc.  5.757% 10/1/39     676       679
  Puget Sound Energy Inc.  5.795% 3/15/40     691       698
  Puget Sound Energy Inc.  5.638% 4/15/41     923       919
  Puget Sound Energy Inc.  4.300% 5/20/45     593       492
  Puget Sound Energy Inc.  4.223% 6/15/48   3,684     2,990
  Puget Sound Energy Inc.  3.250% 9/15/49   1,430       974
  Puget Sound Energy Inc.  2.893% 9/15/51     983       625
  Puget Sound Energy Inc.  5.448% 6/1/53     752       744
  San Diego Gas & Electric Co.  6.000% 6/1/39     925       957
  San Diego Gas & Electric Co.  4.500% 8/15/40   1,630     1,446
1 San Diego Gas & Electric Co.  3.750% 6/1/47     955       734
  San Diego Gas & Electric Co.  4.150% 5/15/48   1,385     1,140
1 San Diego Gas & Electric Co.  4.100% 6/15/49     789       636
1 San Diego Gas & Electric Co.  3.320% 4/15/50     838       582
1 San Diego Gas & Electric Co.  2.950% 8/15/51   2,633     1,746
  San Diego Gas & Electric Co.  3.700% 3/15/52   1,000       741
  San Diego Gas & Electric Co.  5.350% 4/1/53   2,820     2,728
  Sempra  3.800% 2/1/38   3,682     3,020
  Sempra  6.000% 10/15/39   2,789     2,815
  Sempra  4.000% 2/1/48   3,069     2,383
2 Sierra Pacific Power Co.  5.900% 3/15/54   1,102     1,126
  Southern California Edison Co.  6.000% 1/15/34     502       523
  Southern California Edison Co.  5.200% 6/1/34   1,645     1,609
1 Southern California Edison Co.  5.750% 4/1/35   1,369     1,385
1 Southern California Edison Co.  5.350% 7/15/35   1,210     1,204
  Southern California Edison Co.  5.625% 2/1/36     949       949
1 Southern California Edison Co.  5.550% 1/15/37   1,237     1,231
1 Southern California Edison Co.  5.950% 2/1/38   1,996     2,045
  Southern California Edison Co.  6.050% 3/15/39     672       692
  Southern California Edison Co.  5.500% 3/15/40   3,012     2,975
  Southern California Edison Co.  4.500% 9/1/40     896       783
  Southern California Edison Co.  4.050% 3/15/42   1,267     1,041
1 Southern California Edison Co.  3.900% 3/15/43   1,456     1,151
  Southern California Edison Co.  4.650% 10/1/43   2,663     2,331
1 Southern California Edison Co.  3.600% 2/1/45   1,232       912
  Southern California Edison Co.  4.000% 4/1/47   8,647     6,726
1 Southern California Edison Co.  4.125% 3/1/48   7,156     5,709
1 Southern California Edison Co.  4.875% 3/1/49   1,756     1,559
  Southern California Edison Co.  3.650% 2/1/50   4,415     3,230
1 Southern California Edison Co.  2.950% 2/1/51   1,656     1,060
1 Southern California Edison Co.  3.650% 6/1/51   1,100       804
  Southern California Edison Co.  3.450% 2/1/52   2,379     1,657
1 Southern California Edison Co.  5.450% 6/1/52     946       907
  Southern California Edison Co.  5.700% 3/1/53   1,347     1,336
  Southern California Edison Co.  5.875% 12/1/53   2,440     2,479
3 Southern California Edison Co.  5.750% 4/15/54   1,725     1,714
  Southern California Gas Co.  5.125% 11/15/40     632       604
  Southern California Gas Co.  3.750% 9/15/42   1,067       841
1 Southern California Gas Co.  4.125% 6/1/48   1,128       912
1 Southern California Gas Co.  4.300% 1/15/49   3,359     2,753
1 Southern California Gas Co.  3.950% 2/15/50     845       651
  Southern California Gas Co.  6.350% 11/15/52   2,115     2,317
  Southern California Gas Co.  5.750% 6/1/53   1,793     1,810
  Southern Co.  5.700% 3/15/34   1,300     1,325
  Southern Co.  4.250% 7/1/36   1,709     1,509
  Southern Co.  4.400% 7/1/46   6,397     5,395
  Southern Co. Gas Capital Corp.  5.875% 3/15/41     868       868
  Southern Co. Gas Capital Corp.  4.400% 6/1/43   1,656     1,375
  Southern Co. Gas Capital Corp.  3.950% 10/1/46   1,325     1,007
 
86

 

Long-Term Corporate Bond Index Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Southern Co. Gas Capital Corp.  4.400% 5/30/47   2,843     2,307
  Southern Power Co.  5.150% 9/15/41   1,961     1,809
  Southern Power Co.  5.250% 7/15/43     395       366
1 Southern Power Co.  4.950% 12/15/46   1,323     1,162
  Southwest Gas Corp.  3.800% 9/29/46   1,319       964
  Southwest Gas Corp.  4.150% 6/1/49     976       746
  Southwestern Electric Power Co.  6.200% 3/15/40     992     1,026
1 Southwestern Electric Power Co.  3.900% 4/1/45     818       628
1 Southwestern Electric Power Co.  3.850% 2/1/48   1,801     1,321
  Southwestern Electric Power Co.  3.250% 11/1/51   1,261       825
  Southwestern Public Service Co.  4.500% 8/15/41   1,160       984
  Southwestern Public Service Co.  3.400% 8/15/46     832       579
  Southwestern Public Service Co.  3.700% 8/15/47   1,720     1,230
1 Southwestern Public Service Co.  4.400% 11/15/48   1,127       918
  Southwestern Public Service Co.  3.750% 6/15/49   1,083       786
1 Southwestern Public Service Co.  3.150% 5/1/50   1,920     1,237
  Spire Missouri Inc.  3.300% 6/1/51     990       670
  Tampa Electric Co.  4.100% 6/15/42     960       788
  Tampa Electric Co.  4.300% 6/15/48     903       742
  Tampa Electric Co.  4.450% 6/15/49   1,097       923
  Tampa Electric Co.  3.625% 6/15/50   2,071     1,504
  Tampa Electric Co.  3.450% 3/15/51   2,114     1,466
  Tampa Electric Co.  5.000% 7/15/52   1,300     1,185
  Toledo Edison Co.  6.150% 5/15/37   1,124     1,183
  Tucson Electric Power Co.  4.850% 12/1/48     865       767
  Tucson Electric Power Co.  4.000% 6/15/50     873       668
  Tucson Electric Power Co.  5.500% 4/15/53   1,625     1,591
  Union Electric Co.  5.300% 8/1/37   1,853     1,846
  Union Electric Co.  3.900% 9/15/42   1,515     1,228
  Union Electric Co.  3.650% 4/15/45     269       204
  Union Electric Co.  4.000% 4/1/48   3,785     2,978
  Union Electric Co.  3.250% 10/1/49     996       680
  Union Electric Co.  2.625% 3/15/51   2,255     1,362
  Union Electric Co.  3.900% 4/1/52   3,757     2,924
  Union Electric Co.  5.450% 3/15/53   1,225     1,199
1 Virginia Electric & Power Co.  6.000% 1/15/36   1,047     1,090
1 Virginia Electric & Power Co.  6.000% 5/15/37   1,806     1,872
  Virginia Electric & Power Co.  6.350% 11/30/37   1,467     1,565
  Virginia Electric & Power Co.  8.875% 11/15/38   2,370     3,150
  Virginia Electric & Power Co.  4.000% 1/15/43   1,079       884
1 Virginia Electric & Power Co.  4.650% 8/15/43   2,288     2,024
  Virginia Electric & Power Co.  4.450% 2/15/44   3,312     2,846
1 Virginia Electric & Power Co.  4.200% 5/15/45   3,536     2,920
1 Virginia Electric & Power Co.  4.000% 11/15/46   1,792     1,421
  Virginia Electric & Power Co.  4.600% 12/1/48   1,517     1,313
  Virginia Electric & Power Co.  3.300% 12/1/49   2,437     1,711
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Virginia Electric & Power Co.  2.450% 12/15/50     595       345
  Virginia Electric & Power Co.  2.950% 11/15/51   2,288     1,470
1 Virginia Electric & Power Co.  4.625% 5/15/52   6,111     5,259
  Virginia Electric & Power Co.  5.450% 4/1/53   2,960     2,896
  Virginia Electric & Power Co.  5.700% 8/15/53     710       717
1 Washington Gas Light Co.  3.796% 9/15/46   2,073     1,529
1 Washington Gas Light Co.  3.650% 9/15/49   1,413     1,041
  Wisconsin Electric Power Co.  5.700% 12/1/36   1,073     1,102
  Wisconsin Electric Power Co.  4.300% 10/15/48   1,347     1,130
  Wisconsin Power & Light Co.  6.375% 8/15/37   1,419     1,519
  Wisconsin Power & Light Co.  3.650% 4/1/50     748       546
  Wisconsin Public Service Corp.  3.671% 12/1/42     796       621
  Wisconsin Public Service Corp.  4.752% 11/1/44   1,963     1,788
  Wisconsin Public Service Corp.  3.300% 9/1/49     970       679
  Wisconsin Public Service Corp.  2.850% 12/1/51   1,863     1,176
  Xcel Energy Inc.  6.500% 7/1/36   1,289     1,387
  Xcel Energy Inc.  3.500% 12/1/49   2,464     1,719
                                   966,131
Total Corporate Bonds (Cost $8,477,427) 7,459,261
          Shares  
Temporary Cash Investments (0.1%)
Money Market Fund (0.1%)
5 Vanguard Market Liquidity Fund
(Cost $11,984) 		 5.400%   119,858          11,985
Total Investments (98.3%) (Cost $8,503,177)   7,485,025
Other Assets and Liabilities—Net (1.7%)   125,585
Net Assets (100%)   7,610,610
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 29, 2024, the aggregate value was $67,668,000, representing 0.9% 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 29, 2024.
4 Securities with a value of $2,130,000 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.
  DAC—Designated Activity Company.
  REIT—Real Estate Investment Trust.
 
87

 

Long-Term Corporate Bond Index Fund
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
Ultra 10-Year U.S. Treasury Note June 2024 193 22,035 33
Ultra Long U.S. Treasury Bond June 2024 74 9,463 (17)
        16
 
Short Futures Contracts
Long U.S. Treasury Bond June 2024 (203) (24,208) 6
        22
    
Centrally Cleared Credit Default Swaps
Reference Entity Termination
Date 		  Notional
Amount
(000) 		Periodic
Premium
Received
(Paid)1
(%) 		Value
($000) 		Unrealized
Appreciation
(Depreciation)
($000)
Credit Protection Purchased
CDX-NA-IG-S41-V1 12/20/28 USD 50,000 (1.000) (1,126) (103)
1 Periodic premium received/paid quarterly.
USD—U.S. dollar.
  
See accompanying Notes, which are an integral part of the Financial Statements.
88

 

Long-Term Corporate Bond Index Fund
Statement of Assets and Liabilities
As of February 29, 2024
($000s, except shares, footnotes, and per-share amounts) Amount
Assets  
Investments in Securities, at Value  
Unaffiliated Issuers (Cost $8,491,193) 7,473,040
Affiliated Issuers (Cost $11,984) 11,985
Total Investments in Securities 7,485,025
Investment in Vanguard 229
Cash Collateral Received for ETF Capital Activity 22,369
Receivables for Investment Securities Sold 155,736
Receivables for Accrued Income 109,442
Receivables for Capital Shares Issued 1,404
Total Assets 7,774,205
Liabilities  
Due to Custodian 276
Payables for Investment Securities Purchased 139,599
Collateral for ETF Capital Activity 22,369
Payables for Capital Shares Redeemed 525
Payables for Distributions 466
Payables to Vanguard 116
Variation Margin Payable—Futures Contracts 236
Variation Margin Payable—Centrally Cleared Swap Contracts 8
Total Liabilities 163,595
Net Assets 7,610,610

 At February 29, 2024, net assets consisted of:

   
Paid-in Capital 9,112,542
Total Distributable Earnings (Loss) (1,501,932)
Net Assets 7,610,610
 
ETF Shares—Net Assets  
Applicable to 88,854,242 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		6,842,124
Net Asset Value Per Share—ETF Shares $77.00
 
Admiral Shares—Net Assets  
Applicable to 17,032,390 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		351,118
Net Asset Value Per Share—Admiral Shares $20.61
 
Institutional Shares—Net Assets  
Applicable to 16,316,999 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		417,368
Net Asset Value Per Share—Institutional Shares $25.58
  
See accompanying Notes, which are an integral part of the Financial Statements.
89

 

Long-Term Corporate Bond Index Fund
Statement of Operations
  Six Months Ended
February 29, 2024
  ($000)
Investment Income  
Income  
Interest1 178,277
Total Income 178,277
Expenses  
The Vanguard Group—Note B  
Investment Advisory Services 74
Management and Administrative—ETF Shares 852
Management and Administrative—Admiral Shares 97
Management and Administrative—Institutional Shares 88
Marketing and Distribution—ETF Shares 164
Marketing and Distribution—Admiral Shares 9
Marketing and Distribution—Institutional Shares 6
Custodian Fees 60
Shareholders’ Reports—ETF Shares 80
Shareholders’ Reports—Admiral Shares 2
Shareholders’ Reports—Institutional Shares —
Trustees’ Fees and Expenses 3
Other Expenses 11
Total Expenses 1,446
Net Investment Income 176,831
Realized Net Gain (Loss)  
Investment Securities Sold1,2 (132,084)
Futures Contracts (1,386)
Swap Contracts 100
Realized Net Gain (Loss) (133,370)
Change in Unrealized Appreciation (Depreciation)  
Investment Securities1 214,807
Futures Contracts (95)
Swap Contracts (103)
Change in Unrealized Appreciation (Depreciation) 214,609
Net Increase (Decrease) in Net Assets Resulting from Operations 258,070
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 $611,000, $7,000, less than $1,000, and ($1,000), respectively. Purchases and sales are for temporary cash investment purposes.
2 Includes ($36,855,000) of net gain (loss) resulting from in-kind redemptions.
  
See accompanying Notes, which are an integral part of the Financial Statements.
90

 

Long-Term Corporate Bond Index Fund
Statement of Changes in Net Assets
  Six Months Ended
February 29,
2024 		  Year Ended
August 31,
2023
  ($000)   ($000)
Increase (Decrease) in Net Assets      
Operations      
Net Investment Income 176,831   284,027
Realized Net Gain (Loss) (133,370)   (412,283)
Change in Unrealized Appreciation (Depreciation) 214,609   56,700
Net Increase (Decrease) in Net Assets Resulting from Operations 258,070   (71,556)
Distributions      
ETF Shares (157,588)   (245,908)
Admiral Shares (8,440)   (13,799)
Institutional Shares (10,497)   (15,296)
Total Distributions (176,525)   (275,003)
Capital Share Transactions      
ETF Shares 521,278   2,016,670
Admiral Shares 27,795   63,314
Institutional Shares (4,580)   169,337
Net Increase (Decrease) from Capital Share Transactions 544,493   2,249,321
Total Increase (Decrease) 626,038   1,902,762
Net Assets      
Beginning of Period 6,984,572   5,081,810
End of Period 7,610,610   6,984,572
  
See accompanying Notes, which are an integral part of the Financial Statements.
91

 

Long-Term Corporate Bond Index Fund
Financial Highlights
ETF Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $75.91 $80.54 $108.31 $107.01 $102.86 $88.35
Investment Operations            
Net Investment Income1 1.924 3.692 3.286 3.294 3.701 3.936
Net Realized and Unrealized Gain (Loss) on Investments2 1.109 (4.727) (27.794) 1.288 4.189 14.458
Total from Investment Operations 3.033 (1.035) (24.508) 4.582 7.890 18.394
Distributions            
Dividends from Net Investment Income (1.943) (3.595) (3.262) (3.282) (3.740) (3.884)
Distributions from Realized Capital Gains — — — — — —
Total Distributions (1.943) (3.595) (3.262) (3.282) (3.740) (3.884)
Net Asset Value, End of Period $77.00 $75.91 $80.54 $108.31 $107.01 $102.86
Total Return 4.10% -1.27% -23.06% 4.39% 7.90% 21.60%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $6,842 $6,252 $4,545 $5,517 $5,214 $4,074
Ratio of Total Expenses to Average Net Assets 0.04% 0.04%3 0.04%3 0.04% 0.05% 0.05%
Ratio of Net Investment Income to Average Net Assets 5.14% 4.79% 3.47% 3.10% 3.60% 4.36%
Portfolio Turnover Rate4 14% 33% 31% 36% 62% 47%
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, $.05, $.01, $.03, $.00, and $.00.
3 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.04%.
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.
  
Admiral Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $20.32 $21.56 $29.03 $28.68 $27.55 $23.65
Investment Operations            
Net Investment Income1 .514 .984 .875 .877 .988 1.053
Net Realized and Unrealized Gain (Loss) on Investments2 .291 (1.260) (7.473) .345 1.125 3.895
Total from Investment Operations .805 (.276) (6.598) 1.222 2.113 4.948
Distributions            
Dividends from Net Investment Income (.515) (.964) (.872) (.872) (.983) (1.048)
Distributions from Realized Capital Gains — — — — — —
Total Distributions (.515) (.964) (.872) (.872) (.983) (1.048)
Net Asset Value, End of Period $20.61 $20.32 $21.56 $29.03 $28.68 $27.55
Total Return3 4.06% -1.25% -23.10% 4.37% 7.87% 21.64%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $351 $319 $272 $314 $320 $256
Ratio of Total Expenses to Average Net Assets 0.07% 0.07%4 0.07%4 0.07% 0.07% 0.07%
Ratio of Net Investment Income to Average Net Assets 5.12% 4.75% 3.44% 3.08% 3.58% 4.34%
Portfolio Turnover Rate5 14% 33% 31% 36% 62% 47%
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, $.01, $.00, and $.00.
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 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.07%.
5 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.
92

 

Long-Term Corporate Bond Index Fund
Financial Highlights
Institutional Shares            
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
February 29,
2024 		Year Ended August 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $25.21 $26.76 $36.02 $35.59 $34.18 $29.36
Investment Operations            
Net Investment Income1 .640 1.227 1.092 1.095 1.250 1.314
Net Realized and Unrealized Gain (Loss) on Investments2 .371 (1.575) (9.264) .425 1.387 4.812
Total from Investment Operations 1.011 (.348) (8.172) 1.520 2.637 6.126
Distributions            
Dividends from Net Investment Income (.641) (1.202) (1.088) (1.090) (1.227) (1.306)
Distributions from Realized Capital Gains — — — — — —
Total Distributions (.641) (1.202) (1.088) (1.090) (1.227) (1.306)
Net Asset Value, End of Period $25.58 $25.21 $26.76 $36.02 $35.59 $34.18
Total Return3 4.11% -1.28% -23.05% 4.37% 7.91% 21.58%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $417 $414 $264 $340 $268 $541
Ratio of Total Expenses to Average Net Assets 0.05% 0.05%4 0.05%4 0.05% 0.05% 0.05%
Ratio of Net Investment Income to Average Net Assets 5.14% 4.78% 3.46% 3.09% 3.68% 4.36%
Portfolio Turnover Rate5 14% 33% 31% 36% 62% 47%
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, $.02, $.00, $.01, $.00, and $.00.
3 Total returns do not include transaction fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction fees.
4 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%.
5 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.
93

 

Long-Term Corporate Bond Index Fund
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.
1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
2. 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 29, 2024, 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.
3. Swap Contracts: The fund invests in credit default swaps to adjust the overall credit risk of the fund or to actively overweight or underweight credit risk to a specific issuer or group of issuers. The fund may sell credit protection through credit default swaps to simulate investments in long positions that are either unavailable or considered to be less attractively priced in the bond market. The fund may purchase credit protection through credit default swaps to reduce credit exposure to a given issuer or issuers. Under the terms of the swaps, an up-front payment may be exchanged between the seller and buyer. In addition, the seller of the credit protection receives a periodic payment of premium from the buyer that is a fixed percentage applied to a notional amount. If, for example, the reference entity is subject to a credit event (such as bankruptcy, failure to pay, or obligation acceleration) during the term of the swap, the seller agrees to either physically settle or cash settle the swap contract. If the swap is physically settled, the seller agrees to pay the buyer an amount equal to the notional amount and take delivery of a debt instrument of the reference issuer with a par amount equal to such notional amount. If the swap is cash settled, the seller agrees to pay the buyer the difference between the notional amount and the final price for the relevant debt instrument, as determined either in a market auction or pursuant to a pre-agreed-upon valuation procedure.
The fund enters into centrally cleared credit default swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund  trades with a diverse group of prequalified executing
94

 

Long-Term Corporate Bond Index Fund
brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.
The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund’s maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty’s default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
The notional amounts of swap contracts are not recorded in the Statement of Asset and Liabilities. Swaps are valued daily based on market quotations received from independent pricing services or recognized dealers and the change in value is recorded in the Statements of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until periodic payments are made or the termination of the swap, at which time realized gain (loss) is recorded.
During the six months ended February 29, 2024, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 0% and less than 1% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period.
4. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually 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.
5. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
6. 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.
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,
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if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are 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, which 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 an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the 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 29, 2024, 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. Fees assessed on capital share transactions are credited to paid-in capital.
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.
B.  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 29, 2024, the fund had contributed to Vanguard capital in the amount of $229,000, representing less than 0.01% of the fund’s net assets and 0.09% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C.  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 29, 2024, 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 — 13,779 — 13,779
Corporate Bonds — 7,459,261 — 7,459,261
Temporary Cash Investments 11,985 — — 11,985
Total 11,985 7,473,040 — 7,485,025
Derivative Financial Instruments        
Assets        
Futures Contracts1 39 — — 39
Liabilities        
Futures Contracts1 17 — — 17
Swap Contracts 1031 — — 103
Total 120 — — 120
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities.
D.  At February 29, 2024, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows:
Statement of Assets and Liabilities Interest
Rate
Contracts
($000) 		Credit
Contracts
($000) 		Total
($000)
Unrealized Appreciation—Futures Contracts1 39 — 39
Total Assets 39 — 39
       
Unrealized Depreciation—Futures Contracts1 17 — 17
Unrealized Depreciation—Centrally Cleared Swap Contracts1 — 103 103
Total Liabilities 17 103 120
1 Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities.
Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended February 29, 2024, were:
Realized Net Gain (Loss) on Derivatives Interest
Rate
Contracts
($000) 		Credit
Contracts
($000) 		Total
($000)
Futures Contracts (1,386) — (1,386)
Swap Contracts — 100 100
Realized Net Gain (Loss) on Derivatives (1,386) 100 (1,286)
 
Change in Unrealized Appreciation (Depreciation) on Derivatives
Futures Contracts (95) — (95)
Swap Contracts — (103) (103)
Change in Unrealized Appreciation (Depreciation) on Derivatives (95) (103) (198)
E.  As of February 29, 2024, 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 8,512,658
Gross Unrealized Appreciation 35,451
Gross Unrealized Depreciation (1,063,165)
Net Unrealized Appreciation (Depreciation) (1,027,714)
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Long-Term Corporate Bond Index Fund
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, 2023, the fund had available capital losses totaling $367,104,000 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, 2024; should the fund realize net capital losses for the year, the losses will be added to the loss carryforward balance above.
F.  During the six months ended February 29, 2024, the fund purchased $566,504,000 of investment securities and sold $529,640,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $439,044,000 and $424,210,000, respectively. In addition, the fund purchased and sold investment securities of $3,776,396,000 and $3,293,139,000, respectively, in connection with in-kind purchases and redemptions of the fund’s capital shares.
G.  Capital share transactions for each class of shares were:
  Six Months Ended
February 29, 2024 		  Year Ended
August 31, 2023
  Amount
($000) 		Shares
(000) 		  Amount
($000) 		Shares
(000)
ETF Shares          
Issued1 3,869,9692 51,2022   5,230,203 67,719
Issued in Lieu of Cash Distributions — —   — —
Redeemed (3,348,691)2 (44,700)2   (3,213,533) (41,800)
Net Increase (Decrease)—ETF Shares 521,278 6,502   2,016,670 25,919
Admiral Shares          
Issued1 58,159 2,844   99,670 4,826
Issued in Lieu of Cash Distributions 5,361 266   8,810 427
Redeemed (35,725) (1,770)   (45,166) (2,186)
Net Increase (Decrease)—Admiral Shares 27,795 1,340   63,314 3,067
Institutional Shares          
Issued1 5,513 251   169,574 6,552
Issued in Lieu of Cash Distributions 10,497 422   15,296 596
Redeemed (20,590) (787)   (15,533) (597)
Net Increase (Decrease)—Institutional Shares (4,580) (114)   169,337 6,551
1 Includes purchase fees for fiscal 2024 and 2023 of $682,000 and $3,492,000, respectively (fund totals).
2 Includes unsettled in-kind transactions as of February 29, 2024 for 700,000 issued shares and 500,000 redeemed shares valued at $38,449,000 and $53,243,000, respectively, which settled shortly afterwards. 
H.  Significant market disruptions, such as those caused by pandemics, natural or environmental ‎disasters, war, acts of terrorism, or other events, can adversely affect local and global ‎markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund’s investments and fund performance.
To the extent the fund’s investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.
Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer’s ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.
The use of derivatives may expose the fund to various risks. Derivatives can be highly volatile, and any initial investment is generally small relative to the notional amount so that transactions may be leveraged in terms of market exposure. A relatively small market movement may have a potentially larger impact on derivatives than on standard securities. Leveraged derivatives positions can, therefore, increase volatility. Additional information regarding the fund’s use of derivative(s) and the specific risks associated is described under significant accounting policies.
I.  Management has determined that no events or transactions occurred subsequent to February 29, 2024, that would require recognition or disclosure in these financial statements.
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