La facultad reglamentaria en Perú - Clases de Reglamentos

7. Clases de Reglamentos

3.3. La facultad reglamentaria en Perú

2.40 2.43 2005 4.40 4.33 2006 6.89 6.97 2007 5.23 5.24 2008 5.94 5.93 2009 6.50 6.58 2010 7.65 7.92 2011 4.02 4.32 2012 –2.29 –1.97 2013 5.89 5.85 2014 –0.26 –0.13 20151

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

U.S. Government and Agency Obligations (63.1%) U.S. Government Securities (39.4%)

United States Treasury Note/Bond 5.125% 5/15/16 2,725 2,839 United States Treasury Note/Bond 0.375% 5/31/16 12,723 12,731 United States Treasury Note/Bond 1.750% 5/31/16 2,575 2,609 United States Treasury Note/Bond 3.250% 5/31/16 575 590 United States Treasury Note/Bond 3.250% 6/30/16 3,718 3,825 United States Treasury Note/Bond 0.625% 7/15/16 5,550 5,566 United States Treasury Note/Bond 0.500% 7/31/16 9,522 9,537 United States Treasury Note/Bond 1.500% 7/31/16 2,325 2,353 United States Treasury Note/Bond 3.250% 7/31/16 4,492 4,630 United States Treasury Note/Bond 0.625% 8/15/16 3,235 3,244 United States Treasury Note/Bond 4.875% 8/15/16 1,500 1,575 United States Treasury Note/Bond 1.000% 8/31/16 4,000 4,028 United States Treasury Note/Bond 3.000% 8/31/16 5,050 5,202 United States Treasury Note/Bond 0.875% 9/15/16 6,745 6,783 United States Treasury Note/Bond 0.500% 9/30/16 1,900 1,902 United States Treasury Note/Bond 1.000% 9/30/16 4,000 4,030 United States Treasury Note/Bond 3.000% 9/30/16 5,600 5,780 United States Treasury Note/Bond 0.625% 10/15/16 6,775 6,792 United States Treasury Note/Bond 0.375% 10/31/16 3,076 3,073 United States Treasury Note/Bond 1.000% 10/31/16 1,270 1,279 United States Treasury Note/Bond 3.125% 10/31/16 2,000 2,071 United States Treasury Note/Bond 0.625% 11/15/16 9,950 9,972 United States Treasury Note/Bond 4.625% 11/15/16 250 264 United States Treasury Note/Bond 7.500% 11/15/16 2,100 2,301 United States Treasury Note/Bond 0.875% 11/30/16 2,500 2,514 United States Treasury Note/Bond 2.750% 11/30/16 20,150 20,795 United States Treasury Note/Bond 0.625% 12/31/16 2,588 2,593 United States Treasury Note/Bond 0.875% 12/31/16 7,535 7,579 United States Treasury Note/Bond 0.750% 1/15/17 4,960 4,978 United States Treasury Note/Bond 0.875% 1/31/17 550 553 United States Treasury Note/Bond 3.125% 1/31/17 1,925 2,004 United States Treasury Note/Bond 0.625% 2/15/17 9,475 9,487 United States Treasury Note/Bond 4.625% 2/15/17 200 213 United States Treasury Note/Bond 0.875% 2/28/17 1,696 1,705 United States Treasury Note/Bond 3.000% 2/28/17 3,172 3,300 United States Treasury Note/Bond 0.750% 3/15/17 3,220 3,231 United States Treasury Note/Bond 0.500% 3/31/17 249 249 United States Treasury Note/Bond 1.000% 3/31/17 155 156 United States Treasury Note/Bond 3.250% 3/31/17 4,575 4,789 United States Treasury Note/Bond 0.875% 4/15/17 5,950 5,981 United States Treasury Note/Bond 0.500% 4/30/17 1,470 1,467 United States Treasury Note/Bond 0.875% 5/15/17 12,900 12,958 United States Treasury Note/Bond 4.500% 5/15/17 10,420 11,171 United States Treasury Note/Bond 8.750% 5/15/17 5,125 5,899 United States Treasury Note/Bond 0.625% 5/31/17 738 738 United States Treasury Note/Bond 2.750% 5/31/17 1,662 1,729 United States Treasury Note/Bond 0.625% 6/30/17 810 810 United States Treasury Note/Bond 0.875% 7/15/17 9,700 9,738 United States Treasury Note/Bond 0.500% 7/31/17 1,700 1,694 United States Treasury Note/Bond 2.375% 7/31/17 5,886 6,090 United States Treasury Note/Bond 0.875% 8/15/17 11,275 11,314 United States Treasury Note/Bond 4.750% 8/15/17 2,175 2,361 United States Treasury Note/Bond 8.875% 8/15/17 5,650 6,621 United States Treasury Note/Bond 0.625% 8/31/17 1,200 1,198 United States Treasury Note/Bond 1.875% 8/31/17 8,600 8,814 United States Treasury Note/Bond 1.000% 9/15/17 3,000 3,017 United States Treasury Note/Bond 0.625% 9/30/17 11,310 11,275

United States Treasury Note/Bond 1.875% 9/30/17 7,000 7,176 United States Treasury Note/Bond 0.875% 10/15/17 14,425 14,454 United States Treasury Note/Bond 0.750% 10/31/17 6,420 6,413 United States Treasury Note/Bond 1.875% 10/31/17 2,325 2,383 United States Treasury Note/Bond 0.875% 11/15/17 10,276 10,292 United States Treasury Note/Bond 4.250% 11/15/17 975 1,054 United States Treasury Note/Bond 0.625% 11/30/17 3,625 3,608 United States Treasury Note/Bond 2.250% 11/30/17 10,000 10,344 United States Treasury Note/Bond 1.000% 12/15/17 4,147 4,163 United States Treasury Note/Bond 0.750% 12/31/17 2,305 2,300 United States Treasury Note/Bond 0.875% 1/15/18 8,475 8,475 United States Treasury Note/Bond 0.875% 1/31/18 9,225 9,225 United States Treasury Note/Bond 2.625% 1/31/18 2,100 2,194 United States Treasury Note/Bond 1.000% 2/15/18 7,100 7,118 United States Treasury Note/Bond 0.750% 2/28/18 2,675 2,663 United States Treasury Note/Bond 2.750% 2/28/18 1,000 1,048 United States Treasury Note/Bond 1.000% 3/15/18 12,198 12,221 United States Treasury Note/Bond 0.750% 3/31/18 4,970 4,942 United States Treasury Note/Bond 2.875% 3/31/18 1,500 1,578 United States Treasury Note/Bond 0.750% 4/15/18 10,671 10,611 United States Treasury Note/Bond 0.625% 4/30/18 3,175 3,144 United States Treasury Note/Bond 2.625% 4/30/18 1,275 1,334 United States Treasury Note/Bond 1.000% 5/15/18 13,770 13,779 United States Treasury Note/Bond 3.875% 5/15/18 539 583 United States Treasury Note/Bond 9.125% 5/15/18 50 62 United States Treasury Note/Bond 1.000% 5/31/18 10,655 10,655 United States Treasury Note/Bond 2.375% 5/31/18 2,350 2,443 United States Treasury Note/Bond 1.125% 6/15/18 740 743 United States Treasury Note/Bond 2.375% 6/30/18 5,765 5,992 United States Treasury Note/Bond 1.375% 7/31/18 7,131 7,199 United States Treasury Note/Bond 2.250% 7/31/18 2,778 2,878 United States Treasury Note/Bond 1.500% 8/31/18 5,275 5,341 United States Treasury Note/Bond 1.375% 9/30/18 14,653 14,765 United States Treasury Note/Bond 1.250% 10/31/18 3,000 3,009 United States Treasury Note/Bond 1.750% 10/31/18 8,675 8,846 United States Treasury Note/Bond 3.750% 11/15/18 5,275 5,726 United States Treasury Note/Bond 1.250% 11/30/18 2,280 2,284 United States Treasury Note/Bond 1.375% 11/30/18 3,030 3,051 United States Treasury Note/Bond 1.500% 12/31/18 4,950 4,996 United States Treasury Note/Bond 1.500% 1/31/19 4,525 4,564 United States Treasury Note/Bond 2.750% 2/15/19 2,550 2,683 United States Treasury Note/Bond 8.875% 2/15/19 110 140 United States Treasury Note/Bond 1.375% 2/28/19 575 577 United States Treasury Note/Bond 1.500% 2/28/19 4,400 4,434 United States Treasury Note/Bond 1.500% 3/31/19 575 579 United States Treasury Note/Bond 1.625% 3/31/19 2,100 2,124 United States Treasury Note/Bond 1.250% 4/30/19 66 66 United States Treasury Note/Bond 1.625% 4/30/19 6,543 6,610 United States Treasury Note/Bond 3.125% 5/15/19 200 213 United States Treasury Note/Bond 1.125% 5/31/19 5,650 5,601 United States Treasury Note/Bond 1.500% 5/31/19 5,650 5,678 United States Treasury Note/Bond 1.000% 6/30/19 441 434 United States Treasury Note/Bond 1.625% 6/30/19 3,702 3,734 United States Treasury Note/Bond 0.875% 7/31/19 1,898 1,857 United States Treasury Note/Bond 1.625% 7/31/19 2,487 2,507 United States Treasury Note/Bond 3.625% 8/15/19 1,800 1,958 United States Treasury Note/Bond 8.125% 8/15/19 64 81 United States Treasury Note/Bond 1.000% 8/31/19 175 172 United States Treasury Note/Bond 1.625% 8/31/19 4,236 4,268 United States Treasury Note/Bond 1.000% 9/30/19 575 564

Financial Statements (unaudited)

Statement of Net Assets

As of June 30, 2015

The portfolio reports a complete list of its holdings in regulatory filings four times in each fiscal year, at

the quarter-ends. For the second and fourth fiscal quarters, the lists appear in the portfolio’s semiannual

and annual reports to shareholders. For the first and third fiscal quarters, the portfolio files the lists

with the Securities and Exchange Commission on Form N-Q. Shareholders can look up the portfolio’s

Forms N-Q on the SEC’s website at sec.gov. Forms N-Q may also be reviewed and copied at the

SEC’s Public Reference Room (see the back of the report for further information).

Vanguard Total Bond Market Index Portfolio

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

United States Treasury Note/Bond 1.750% 9/30/19 1,875 1,896 United States Treasury Note/Bond 1.250% 10/31/19 625 619 United States Treasury Note/Bond 1.500% 10/31/19 500 500 United States Treasury Note/Bond 3.375% 11/15/19 8,485 9,155 United States Treasury Note/Bond 1.500% 11/30/19 4,242 4,239 United States Treasury Note/Bond 1.125% 12/31/19 500 491 United States Treasury Note/Bond 1.625% 12/31/19 3,275 3,286 United States Treasury Note/Bond 1.250% 1/31/20 499 492 United States Treasury Note/Bond 1.375% 1/31/20 864 857 United States Treasury Note/Bond 3.625% 2/15/20 22,275 24,308 United States Treasury Note/Bond 8.500% 2/15/20 887 1,162 United States Treasury Note/Bond 1.250% 2/29/20 1,868 1,839 United States Treasury Note/Bond 1.375% 2/29/20 1,819 1,802 United States Treasury Note/Bond 1.125% 3/31/20 5,900 5,767 United States Treasury Note/Bond 1.375% 3/31/20 6,120 6,056 United States Treasury Note/Bond 1.125% 4/30/20 16,925 16,523 United States Treasury Note/Bond 1.375% 4/30/20 2,523 2,493 United States Treasury Note/Bond 3.500% 5/15/20 3,515 3,819 United States Treasury Note/Bond 1.375% 5/31/20 400 395 United States Treasury Note/Bond 1.500% 5/31/20 5,958 5,921 United States Treasury Note/Bond 1.625% 6/30/20 4,655 4,651 United States Treasury Note/Bond 1.875% 6/30/20 9,825 9,929 United States Treasury Note/Bond 2.000% 7/31/20 2,419 2,458 United States Treasury Note/Bond 2.625% 8/15/20 2,258 2,359 United States Treasury Note/Bond 8.750% 8/15/20 8,425 11,351 United States Treasury Note/Bond 2.000% 9/30/20 2,750 2,788 United States Treasury Note/Bond 1.750% 10/31/20 6,325 6,324 United States Treasury Note/Bond 2.625% 11/15/20 3,305 3,449 United States Treasury Note/Bond 2.000% 11/30/20 6,075 6,145 United States Treasury Note/Bond 2.375% 12/31/20 8,150 8,395 United States Treasury Note/Bond 2.125% 1/31/21 4,321 4,389 United States Treasury Note/Bond 3.625% 2/15/21 6,933 7,598 United States Treasury Note/Bond 7.875% 2/15/21 1,180 1,565 United States Treasury Note/Bond 2.000% 2/28/21 4,550 4,586 United States Treasury Note/Bond 2.250% 3/31/21 9,450 9,645 United States Treasury Note/Bond 2.250% 4/30/21 5,375 5,483 United States Treasury Note/Bond 3.125% 5/15/21 4,975 5,315 United States Treasury Note/Bond 2.000% 5/31/21 11,733 11,795 United States Treasury Note/Bond 2.125% 6/30/21 3,650 3,691 United States Treasury Note/Bond 2.250% 7/31/21 6,425 6,539 United States Treasury Note/Bond 2.125% 8/15/21 3,556 3,592 United States Treasury Note/Bond 2.000% 8/31/21 7,800 7,817 United States Treasury Note/Bond 2.125% 9/30/21 6,900 6,960 United States Treasury Note/Bond 2.000% 10/31/21 10,205 10,210 United States Treasury Note/Bond 2.000% 11/15/21 1,065 1,066 United States Treasury Note/Bond 8.000% 11/15/21 2,570 3,504 United States Treasury Note/Bond 1.875% 11/30/21 5,058 5,019 United States Treasury Note/Bond 2.125% 12/31/21 5,953 5,990 United States Treasury Note/Bond 1.500% 1/31/22 1,850 1,789 United States Treasury Note/Bond 2.000% 2/15/22 1,610 1,608 United States Treasury Note/Bond 1.750% 2/28/22 8,029 7,881 United States Treasury Note/Bond 1.750% 3/31/22 10,649 10,441 United States Treasury Note/Bond 1.750% 4/30/22 6,175 6,050 United States Treasury Note/Bond 1.875% 5/31/22 5,650 5,579 United States Treasury Note/Bond 2.125% 6/30/22 4,025 4,037 United States Treasury Note/Bond 1.625% 8/15/22 1,296 1,255 United States Treasury Note/Bond 7.250% 8/15/22 100 135 United States Treasury Note/Bond 1.625% 11/15/22 5,725 5,526 United States Treasury Note/Bond 7.625% 11/15/22 40 55 United States Treasury Note/Bond 2.000% 2/15/23 1,123 1,109 United States Treasury Note/Bond 7.125% 2/15/23 1,690 2,290 United States Treasury Note/Bond 1.750% 5/15/23 12,970 12,528 United States Treasury Note/Bond 2.500% 8/15/23 7,160 7,303 United States Treasury Note/Bond 6.250% 8/15/23 6,565 8,557 United States Treasury Note/Bond 2.750% 11/15/23 7,111 7,380 United States Treasury Note/Bond 2.750% 2/15/24 9,410 9,754 United States Treasury Note/Bond 2.500% 5/15/24 6,206 6,303 United States Treasury Note/Bond 2.375% 8/15/24 10,564 10,604 United States Treasury Note/Bond 2.250% 11/15/24 6,731 6,676 United States Treasury Note/Bond 7.500% 11/15/24 25 36 United States Treasury Note/Bond 2.000% 2/15/25 11,325 10,979

United States Treasury Note/Bond 2.125% 5/15/25 4,216 4,132 United States Treasury Note/Bond 6.875% 8/15/25 3,955 5,586 United States Treasury Note/Bond 6.000% 2/15/26 1,010 1,354 United States Treasury Note/Bond 6.750% 8/15/26 630 897 United States Treasury Note/Bond 6.500% 11/15/26 765 1,074 United States Treasury Note/Bond 6.625% 2/15/27 1,065 1,515 United States Treasury Note/Bond 6.375% 8/15/27 185 260 United States Treasury Note/Bond 6.125% 11/15/27 650 900 United States Treasury Note/Bond 5.500% 8/15/28 955 1,268 United States Treasury Note/Bond 5.250% 11/15/28 1,435 1,867 United States Treasury Note/Bond 5.250% 2/15/29 1,940 2,527 United States Treasury Note/Bond 6.125% 8/15/29 2,630 3,715 United States Treasury Note/Bond 6.250% 5/15/30 850 1,224 United States Treasury Note/Bond 5.375% 2/15/31 1,050 1,409 United States Treasury Note/Bond 4.500% 2/15/36 1,225 1,535 United States Treasury Note/Bond 4.750% 2/15/37 600 775 United States Treasury Note/Bond 4.375% 2/15/38 2,800 3,430 United States Treasury Note/Bond 3.500% 2/15/39 2,195 2,356 United States Treasury Note/Bond 4.250% 5/15/39 3,032 3,645 United States Treasury Note/Bond 4.500% 8/15/39 2,306 2,875 United States Treasury Note/Bond 4.375% 11/15/39 2,817 3,451 United States Treasury Note/Bond 4.625% 2/15/40 5,050 6,414 United States Treasury Note/Bond 4.375% 5/15/40 2,585 3,169 United States Treasury Note/Bond 3.875% 8/15/40 3,255 3,702 United States Treasury Note/Bond 4.250% 11/15/40 5,375 6,476 United States Treasury Note/Bond 4.750% 2/15/41 3,156 4,094 United States Treasury Note/Bond 3.125% 11/15/41 320 321 United States Treasury Note/Bond 3.125% 2/15/42 281 281 United States Treasury Note/Bond 3.000% 5/15/42 5,050 4,925 United States Treasury Note/Bond 2.750% 8/15/42 4,060 3,764 United States Treasury Note/Bond 2.750% 11/15/42 17,049 15,786 United States Treasury Note/Bond 3.125% 2/15/43 5,200 5,183 United States Treasury Note/Bond 2.875% 5/15/43 3,450 3,273 United States Treasury Note/Bond 3.625% 8/15/43 10,580 11,585 United States Treasury Note/Bond 3.750% 11/15/43 5,044 5,648 United States Treasury Note/Bond 3.625% 2/15/44 2,624 2,872 United States Treasury Note/Bond 3.375% 5/15/44 4,379 4,578 United States Treasury Note/Bond 3.125% 8/15/44 8,006 7,981 United States Treasury Note/Bond 3.000% 11/15/44 9,440 9,189 United States Treasury Note/Bond 2.500% 2/15/45 7,425 6,506 United States Treasury Note/Bond 3.000% 5/15/45 6,150 6,000

1,077,583

Agency Bonds and Notes (3.0%)

1 _AID-Israel _5.500%_{12/4/23 50 60} 1 AID-Israel 5.500% 4/26/24 475 574 1 _AID-Jordan _1.945%_{6/23/19 200 202} 1 AID-Jordan 2.503% 10/30/20 225 230 1 _AID-Jordan _2.578%_{6/30/22 200 201} 1 AID-Ukraine 1.844% 5/16/19 200 203 1 _AID-Ukraine _1.847%_{5/29/20 200 202}

2 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 100 102

2_{Federal Farm Credit Banks} _5.125% _8/25/16 ₂₂₅ ₂₃₇ 2 Federal Farm Credit Banks 4.875% 1/17/17 250 266

2_{Federal Farm Credit Banks} _1.125% _9/22/17 ₁₀₀ ₁₀₁ 2 Federal Farm Credit Banks 1.000% 9/25/17 125 126

2_{Federal Farm Credit Banks} _{1.125% 12/18/17} ₂₅₀ ₂₅₁ 2 Federal Farm Credit Banks 1.110% 2/20/18 125 125

2_{Federal Farm Credit Banks} _1.100% _6/1/18 ₁₀₀ ₁₀₀ 2 Federal Farm Credit Banks 5.150% 11/15/19 500 574

2_{Federal Farm Credit Banks} _{3.500% 12/20/23} ₇₅ ₈₀ 2 Federal Home Loan Banks 0.500% 9/28/16 1,000 1,000

2_{Federal Home Loan Banks} _{5.125% 10/19/16} ₅₂₅ ₅₅₆ 2 Federal Home Loan Banks 0.625% 11/23/16 500 501

2_{Federal Home Loan Banks} _{4.750% 12/16/16} _1,200 _1,273 2 Federal Home Loan Banks 0.625% 12/28/16 350 350

2_{Federal Home Loan Banks} _0.875% _3/10/17 ₇₅ ₇₅ 2 Federal Home Loan Banks 4.875% 5/17/17 550 593

2_{Federal Home Loan Banks} _0.875% _5/24/17 ₅₀₀ ₅₀₂ 2 Federal Home Loan Banks 0.625% 5/30/17 1,500 1,498

Vanguard Total Bond Market Index Portfolio

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

2_{Federal Home Loan Banks} _{5.000% 11/17/17} ₂₂₅ ₂₄₇ 2 Federal Home Loan Banks 1.375% 3/9/18 600 606

2_{Federal Home Loan Banks} _1.125% _4/25/18 ₅₅₀ ₅₅₂ 2 Federal Home Loan Banks 5.375% 8/15/18 150 169

2_{Federal Home Loan Banks} _1.875% _3/13/20 ₇₅ ₇₆ 2 Federal Home Loan Banks 4.125% 3/13/20 300 333

2_{Federal Home Loan Banks} _{5.250% 12/11/20} ₄₂₅ ₄₉₈ 2 Federal Home Loan Banks 5.625% 6/11/21 35 42

2_{Federal Home Loan Banks} _2.125% _3/10/23 _1,325 _1,292 2 Federal Home Loan Banks 5.500% 7/15/36 1,400 1,803

3_{Federal Home Loan Mortgage Corp.} _5.500% _7/18/16 _1,375 _1,449 3 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 775 789

3_{Federal Home Loan Mortgage Corp.} _{0.875% 10/14/16} ₉₀₀ ₉₀₄ 3 Federal Home Loan Mortgage Corp. 0.500% 1/27/17 750 749

3_{Federal Home Loan Mortgage Corp.} _0.875% _2/22/17 ₆₀₀ ₆₀₃ 3 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 1,000 1,006

3_{Federal Home Loan Mortgage Corp.} _1.250% _5/12/17 _5,000 _5,051 3 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 440 442

3_{Federal Home Loan Mortgage Corp.} _0.750% _7/14/17 ₆₀₀ ₆₀₀ 3 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 679 682

3_{Federal Home Loan Mortgage Corp.} _1.000% _9/29/17 ₇₀₀ ₇₀₃ 3 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 200 220

3_{Federal Home Loan Mortgage Corp.} _0.750% _1/12/18 ₇₀₀ ₆₉₆ 3 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 1,000 997

3_{Federal Home Loan Mortgage Corp.} _4.875% _6/13/18 ₅₅₀ ₆₁₁ 3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 625 679

3_{Federal Home Loan Mortgage Corp.} _1.750% _5/30/19 _1,150 _1,163 3 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 700 692

3_{Federal Home Loan Mortgage Corp.} _1.250% _10/2/19 _1,150 _1,133 3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 1,300 1,280

3_{Federal Home Loan Mortgage Corp.} _2.375% _1/13/22 ₈₀₀ ₈₀₉ 3 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 127 181

3_{Federal Home Loan Mortgage Corp.} _6.750% _3/15/31 _1,525 _2,183 3 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 502 694

3_{Federal National Mortgage Assn.} _0.375% _7/5/16 _1,000 _1,000 3 Federal National Mortgage Assn. 0.625% 8/26/16 650 652

3_{Federal National Mortgage Assn.} _5.250% _9/15/16 ₃₂₅ ₃₄₄ 3 Federal National Mortgage Assn. 1.250% 9/28/16 1,125 1,136

3_{Federal National Mortgage Assn.} _{1.375% 11/15/16} _1,175 _1,189 3 Federal National Mortgage Assn. 1.250% 1/30/17 1,000 1,010

3_{Federal National Mortgage Assn.} _5.000% _2/13/17 _1,925 _2,060 3 Federal National Mortgage Assn. 0.750% 4/20/17 300 300

3_{Federal National Mortgage Assn.} _1.125% _4/27/17 _2,950 _2,973 3 Federal National Mortgage Assn. 5.000% 5/11/17 2,000 2,158

3_{Federal National Mortgage Assn.} _5.375% _6/12/17 _1,000 _1,089 3 Federal National Mortgage Assn. 0.875% 8/28/17 175 175

3_{Federal National Mortgage Assn.} _1.000% _9/27/17 ₅₅₀ ₅₅₂ 3 Federal National Mortgage Assn. 0.875% 10/26/17 900 901

3_{Federal National Mortgage Assn.} _{0.875% 12/20/17} _1,500 _1,498 3 Federal National Mortgage Assn. 0.875% 2/8/18 2,500 2,493

3_{Federal National Mortgage Assn.} _0.875% _5/21/18 ₅₁₀ ₅₀₇ 3 Federal National Mortgage Assn. 1.125% 7/20/18 1,500 1,500

3_{Federal National Mortgage Assn.} _1.875% _9/18/18 _1,825 _1,863 3 Federal National Mortgage Assn. 1.625% 11/27/18 1,330 1,346

3_{Federal National Mortgage Assn.} _1.875% _2/19/19 ₅₀₀ ₅₀₉ 3 Federal National Mortgage Assn. 1.750% 6/20/19 1,000 1,011

3_{Federal National Mortgage Assn.} _1.750% _9/12/19 _2,000 _2,013 3 Federal National Mortgage Assn. 0.000% 10/9/19 275 251

3_{Federal National Mortgage Assn.} _{1.750% 11/26/19} _1,000 _1,004 3 Federal National Mortgage Assn. 1.625% 1/21/20 1,000 997

3_{Federal National Mortgage Assn.} _1.500% _6/22/20 _1,000 ₉₈₇ 3 Federal National Mortgage Assn. 2.625% 9/6/24 500 500

3_{Federal National Mortgage Assn.} _6.250% _5/15/29 ₁₇₅ ₂₃₈ 3 Federal National Mortgage Assn. 7.125% 1/15/30 925 1,362

3_{Federal National Mortgage Assn.} _7.250% _5/15/30 ₃₀₀ ₄₄₆ 3 Federal National Mortgage Assn. 6.625% 11/15/30 300 424

3_{Federal National Mortgage Assn.} _5.625% _7/15/37 ₂₇₅ ₃₆₃ 2 Financing Corp. 9.650% 11/2/18 225 286 Private Export Funding Corp. 1.375% 2/15/17 25 25 Private Export Funding Corp. 2.250% 12/15/17 125 128 Private Export Funding Corp. 1.875% 7/15/18 100 101

Private Export Funding Corp. 4.375% 3/15/19 200 218 Private Export Funding Corp. 1.450% 8/15/19 125 123 Private Export Funding Corp. 2.250% 3/15/20 150 152 Private Export Funding Corp. 2.300% 9/15/20 50 50 Private Export Funding Corp. 4.300% 12/15/21 100 112 Private Export Funding Corp. 2.800% 5/15/22 125 127 Private Export Funding Corp. 2.050% 11/15/22 1,075 1,040 Private Export Funding Corp. 3.550% 1/15/24 100 106 Private Export Funding Corp. 2.450% 7/15/24 100 96 Private Export Funding Corp. 3.250% 6/15/25 50 50

2_{Tennessee Valley Authority} _5.500% _7/18/17 ₂₇₅ ₃₀₁ 2 Tennessee Valley Authority 4.500% 4/1/18 175 191

2_{Tennessee Valley Authority} _{1.750% 10/15/18} ₁₅₀ ₁₅₃ 2 Tennessee Valley Authority 3.875% 2/15/21 250 274

2_{Tennessee Valley Authority} _1.875% _8/15/22 ₁₇₅ ₁₆₉ 2 Tennessee Valley Authority 2.875% 9/15/24 300 302

2_{Tennessee Valley Authority} _6.750% _11/1/25 ₅₀ ₆₆ 2 Tennessee Valley Authority 7.125% 5/1/30 1,000 1,425

2_{Tennessee Valley Authority} _4.650% _6/15/35 ₁₇₅ ₁₉₃ 2 Tennessee Valley Authority 5.880% 4/1/36 250 323

2_{Tennessee Valley Authority} _5.500% _6/15/38 ₁₀₀ ₁₂₄ 2 Tennessee Valley Authority 5.250% 9/15/39 225 273

2_{Tennessee Valley Authority} _{3.500% 12/15/42} ₂₀₀ ₁₈₈ 2 Tennessee Valley Authority 4.875% 1/15/48 100 113

2_{Tennessee Valley Authority} _5.375% _4/1/56 ₅₀ ₆₀ 2 Tennessee Valley Authority 4.625% 9/15/60 180 190

82,128

Conventional Mortgage-Backed Securities (20.3%)

3,4 Fannie Mae Pool 2.000% 8/1/28–

10/1/28 1,551 1,526

3,4,5 Fannie Mae Pool 2.500% 3/1/27–

1/1/43 15,572 15,721

3,4,5 Fannie Mae Pool 3.000% 11/1/25–

7/1/45 44,730 45,373

3,4,5 Fannie Mae Pool 3.500% 9/1/25–

7/1/45 54,706 56,721

3,4,5 Fannie Mae Pool 4.000% 8/1/18–

7/1/45 42,600 45,314

3,4,5 Fannie Mae Pool 4.500% 2/1/18–

7/1/45 26,483 28,672

3,4 Fannie Mae Pool 5.000% 3/1/17–

1/1/44 16,368 18,057

3,4 Fannie Mae Pool 5.500% 11/1/16–

7/1/45 12,876 14,458

3,4 Fannie Mae Pool 6.000% 4/1/16–

7/1/40 8,049 9,146

3,4 Fannie Mae Pool 6.500% 4/1/16–

10/1/39 2,893 3,333

3,4 Fannie Mae Pool 7.000% 5/1/16–

11/1/37 743 845

3,4 Fannie Mae Pool 7.500% 11/1/22–

2/1/32 79 86

3,4 Fannie Mae Pool 8.000% 8/1/17–

11/1/30 45 49

3,4 Fannie Mae Pool 8.500% 7/1/22–

4/1/31 15 18

3,4 Fannie Mae Pool 9.000% 7/1/22–

12/1/24 2 2

3,4 Fannie Mae Pool 9.500% 12/1/18–

2/1/25 2 2

3,4 Freddie Mac Gold Pool 2.000% 8/1/28–

1/1/29 826 813

3,4,5 Freddie Mac Gold Pool 2.500% 10/1/27–

2/1/43 11,717 11,817

3,4,5 Freddie Mac Gold Pool 3.000% 12/1/26–

7/1/45 25,863 26,178

3,4,5 Freddie Mac Gold Pool 3.500% 9/1/25–

7/1/45 31,516 32,601

3,4,5 Freddie Mac Gold Pool 4.000% 7/1/18–

Vanguard Total Bond Market Index Portfolio

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

3,4,5_{Freddie Mac Gold Pool} _4.500% _1/1/18–

7/1/45 17,295 18,637

3,4,5_{Freddie Mac Gold Pool} _{5.000% 10/1/17–}

7/1/45 10,019 11,004

3,4_{Freddie Mac Gold Pool} _5.500% _8/1/16–

6/1/41 7,900 8,877

3,4_{Freddie Mac Gold Pool} _6.000% _4/1/16–

3/1/39 5,288 6,003

3,4_{Freddie Mac Gold Pool} _{6.500% 12/1/15–}

4/1/39 1,620 1,858

3,4_{Freddie Mac Gold Pool} _7.000% _1/1/16–

2/1/37 553 631

3,4_{Freddie Mac Gold Pool} _{7.500% 10/1/15–}

10/1/30 40 45

3,4_{Freddie Mac Gold Pool} _{8.000% 12/1/15–}

7/1/30 39 45

3,4_{Freddie Mac Gold Pool} _8.500% _4/1/23–

11/1/30 25 29

3,4_{Freddie Mac Gold Pool} _9.000% _5/1/27–

5/1/30 6 6

4,5_{Ginnie Mae I Pool} _{3.000% 1/15/26–}

7/1/45 4,424 4,481

4,5_{Ginnie Mae I Pool} _{3.500% 11/15/25–}

7/1/45 5,515 5,743

4,5_{Ginnie Mae I Pool} _{4.000% 10/15/24–}

7/1/45 7,606 8,107

4,5_{Ginnie Mae I Pool} _{4.500% 8/15/18–}

7/1/45 9,583 10,485

4,5_{Ginnie Mae I Pool} _{5.000% 1/15/18–}

7/1/45 5,891 6,555

4_{Ginnie Mae I Pool} _{5.500% 6/15/18–}

12/15/40 3,365 3,821

4_{Ginnie Mae I Pool} _{6.000% 2/15/17–}

3/15/40 2,484 2,839

4_{Ginnie Mae I Pool} _{6.500% 11/15/23–}

2/15/39 688 783

4_{Ginnie Mae I Pool} _{7.000% 5/15/23–}

10/15/31 144 166

4_{Ginnie Mae I Pool} _{7.500% 4/15/22–}

1/15/31 62 67

4_{Ginnie Mae I Pool} _{8.000% 2/15/22–}

10/15/30 44 47

4_{Ginnie Mae I Pool} _{8.500% 6/15/24–}

9/15/26 7 8

4_{Ginnie Mae I Pool} _{9.000% 9/15/16–}

7/15/30 10 11

4_{Ginnie Mae I Pool} _{9.500% 12/15/21} ₂ ₃ 4 Ginnie Mae I Pool 10.000% 5/15/20 — 1

4_{Ginnie Mae II Pool} _{2.500% 2/20/28–}

6/20/28 641 656

4,5_{Ginnie Mae II Pool} _{3.000% 2/20/27–}

7/1/45 22,629 22,978

4,5_{Ginnie Mae II Pool} _{3.500% 9/20/25–}

7/1/45 39,883 41,485

4,5_{Ginnie Mae II Pool} _{4.000% 9/20/25–}

8/1/45 27,160 28,836

4,5_{Ginnie Mae II Pool} _{4.500% 6/20/39–}

7/1/45 17,042 18,456

4_{Ginnie Mae II Pool} _{5.000% 3/20/18–}

7/20/44 8,570 9,491

4_{Ginnie Mae II Pool} _{5.500% 6/20/34–}

8/20/41 2,484 2,794

4_{Ginnie Mae II Pool} _{6.000% 3/20/33–}

7/20/39 1,401 1,590

4_{Ginnie Mae II Pool} _{6.500% 12/20/35–}

11/20/39 466 534

4_{Ginnie Mae II Pool} _{7.000% 8/20/36–}

4/20/38 55 63

555,646

Nonconventional Mortgage-Backed Securities (0.4%)

4,6 Fannie Mae Pool 1.466% 4/1/37 32 33

4,6_{Fannie Mae Pool} _1.817% _9/1/37 ₇₁ ₇₇ 4,6 Fannie Mae Pool 2.099% 8/1/35 139 148

4,6_{Fannie Mae Pool} _2.106% _11/1/36 ₈₃ ₈₈ 4 Fannie Mae Pool 2.109% 3/1/43 240 244

4,6_{Fannie Mae Pool} _2.140% _12/1/41 ₁₂₂ ₁₂₆ 4,6 Fannie Mae Pool 2.165% 6/1/36 1 1

4,6_{Fannie Mae Pool} _2.182% _12/1/33 ₁₇ ₁₉ 4,6 Fannie Mae Pool 2.191% 10/1/39 31 32

4_{Fannie Mae Pool} _2.194% _6/1/43 ₂₁₉ ₂₂₄ 4,6 Fannie Mae Pool 2.195% 7/1/39 17 18

4_{Fannie Mae Pool} _2.215% _9/1/42 ₁₈₃ ₁₉₁ 4,6 Fannie Mae Pool 2.217% 2/1/36 21 22

4,6_{Fannie Mae Pool} _2.220% _8/1/37 ₅₇ ₆₀ 4 Fannie Mae Pool 2.232% 10/1/42 142 145

4,6_{Fannie Mae Pool} _2.243% _9/1/34 ₁₆ ₁₇ 4 Fannie Mae Pool 2.266% 7/1/43 267 267

4,6_{Fannie Mae Pool} _2.306% _11/1/39 ₂₀ ₂₀ 4,6 Fannie Mae Pool 2.318% 6/1/37 41 44

4,6_{Fannie Mae Pool} _2.325% _7/1/37 ₁₄ ₁₄ 4,6 Fannie Mae Pool 2.367% 5/1/40 38 40

4,6_{Fannie Mae Pool} _2.373% _1/1/37 ₆₇ ₇₂ 4,6 Fannie Mae Pool 2.391% 7/1/42 57 61

4,6_{Fannie Mae Pool} _2.393% _12/1/35 ₇₀ ₇₅ 4 Fannie Mae Pool 2.396% 7/1/42 206 212

4,6_{Fannie Mae Pool} _2.402% _1/1/40 ₅₁ ₅₃ 4 Fannie Mae Pool 2.408% 5/1/42 301 312

4,6_{Fannie Mae Pool} _2.428% _11/1/39 ₄₅ ₄₇ 4,6 Fannie Mae Pool 2.432% 11/1/34 28 29

4_{Fannie Mae Pool} _2.433% _5/1/43 ₄₁₁ ₄₁₆ 4,6 Fannie Mae Pool 2.435% 11/1/33 22 24

4,6_{Fannie Mae Pool} _2.438% _1/1/35 ₁₀₈ ₁₁₇ 4 Fannie Mae Pool 2.455% 10/1/42 176 181

4_{Fannie Mae Pool} _2.471% _9/1/43 ₃₀ ₃₁ 4 Fannie Mae Pool 2.502% 10/1/40 123 131

4_{Fannie Mae Pool} _2.514% _12/1/40 ₁₀₅ ₁₁₁ 4,6 Fannie Mae Pool 2.518% 5/1/40 23 25

4,6_{Fannie Mae Pool} _2.559% _5/1/42 ₄₉ ₅₀ 4 Fannie Mae Pool 2.605% 12/1/41 124 131

4_{Fannie Mae Pool} _2.631% _11/1/41 ₁₁₈ ₁₂₄ 4 Fannie Mae Pool 2.710% 1/1/42 117 123

4_{Fannie Mae Pool} _2.761% _3/1/41 ₈₃ ₈₈ 4 Fannie Mae Pool 2.776% 3/1/42 193 202

4_{Fannie Mae Pool} _2.784% _1/1/42 ₁₂₅ ₁₃₁ 4 Fannie Mae Pool 2.816% 11/1/41 130 140

4_{Fannie Mae Pool} _2.907% _12/1/40 ₅₇ ₆₀ 4,6 Fannie Mae Pool 2.949% 3/1/42 110 114

4_{Fannie Mae Pool} _2.977% _9/1/43 ₂₂₅ ₂₃₇ 4 Fannie Mae Pool 3.047% 3/1/41 136 144

4_{Fannie Mae Pool} _3.066% _2/1/41 ₆₄ ₆₇ 4,6 Fannie Mae Pool 3.095% 2/1/41 49 49

4_{Fannie Mae Pool} _3.149% _2/1/41 ₆₁ ₆₄ 4,6 Fannie Mae Pool 3.179% 9/1/40 88 93

4,6_{Fannie Mae Pool} _3.221% _8/1/40 ₁₁₄ ₁₂₀ 4 Fannie Mae Pool 3.222% 12/1/40 69 73

4_{Fannie Mae Pool} _3.255% _10/1/40 ₅₈ ₆₁ 4 Fannie Mae Pool 3.257% 12/1/40 70 74

4_{Fannie Mae Pool} _3.278% _5/1/41 ₈₇ ₉₂ 4 Fannie Mae Pool 3.314% 11/1/40 34 35

4_{Fannie Mae Pool} _3.347% _8/1/42 ₁₄₈ ₁₅₃ 4 Fannie Mae Pool 3.542% 7/1/41 189 201

4_{Fannie Mae Pool} _3.580% _8/1/39 ₄₄ ₄₇ 4 Fannie Mae Pool 3.596% 6/1/41 26 28

4_{Fannie Mae Pool} _3.612% _4/1/41 ₁₀₃ ₁₀₈ 4 Fannie Mae Pool 3.746% 6/1/41 110 118

4_{Fannie Mae Pool} _3.813% _9/1/40 ₁₄₆ ₁₅₅ 4 Fannie Mae Pool 4.237% 12/1/39 91 93

4,6_{Fannie Mae Pool} _4.627% _8/1/39 ₉₈ ₁₀₂ 4 Fannie Mae Pool 4.899% 3/1/38 46 47

Vanguard Total Bond Market Index Portfolio

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

4,6_{Fannie Mae Pool} _5.155% _7/1/36 ₂₀ ₂₁ 4,6 Fannie Mae Pool 5.259% 7/1/38 14 15

4_{Fannie Mae Pool} _5.555% _5/1/36 ₃₃ ₃₅ 4 Fannie Mae Pool 5.567% 4/1/37 42 44

4_{Fannie Mae Pool} _5.596% _10/1/37 ₅₀ ₅₂ 4 Fannie Mae Pool 5.753% 12/1/37 67 71

4_{Fannie Mae Pool} _6.099% _10/1/37 ₆₃ ₆₄ 4,6 Freddie Mac Non Gold Pool 1.485% 10/1/37 2 2

4,6_{Freddie Mac Non Gold Pool} _1.730% _6/1/37 ₄₄ ₄₅ 4,6 Freddie Mac Non Gold Pool 2.125% 1/1/38 19 19

4,6_{Freddie Mac Non Gold Pool} _2.160% _10/1/37 ₂₆ ₂₇ 4,6 Freddie Mac Non Gold Pool 2.181% 7/1/35 33 35

4,6_{Freddie Mac Non Gold Pool} _2.238% _12/1/36 ₂₃ ₂₄ 4,6 Freddie Mac Non Gold Pool 2.249% 1/1/35 8 8

4,6_{Freddie Mac Non Gold Pool} _2.258% _3/1/37 ₉ ₉ 4,6 Freddie Mac Non Gold Pool 2.276% 2/1/37 14 14

4,6_{Freddie Mac Non Gold Pool} _2.290% _12/1/34 ₄₂ ₄₄ 4,6 Freddie Mac Non Gold Pool 2.324% 12/1/35 35 37

4_{Freddie Mac Non Gold Pool} _2.326% _5/1/42 ₂₇ ₂₈ 4,6 Freddie Mac Non Gold Pool 2.344% 12/1/36 74 79

4,6_{Freddie Mac Non Gold Pool} _{2.375% 11/1/34–}

5/1/38 64 68

4,6_{Freddie Mac Non Gold Pool} _2.500% _5/1/36 ₂₁ ₂₂ 4,6 Freddie Mac Non Gold Pool 2.505% 5/1/40 24 26

4,6_{Freddie Mac Non Gold Pool} _2.565% _5/1/40 ₂₆ ₂₈ 4 Freddie Mac Non Gold Pool 2.586% 2/1/42 98 102

4_{Freddie Mac Non Gold Pool} _2.641% _12/1/40 ₅₃ ₅₅ 4 Freddie Mac Non Gold Pool 2.658% 11/1/40 42 43

4_{Freddie Mac Non Gold Pool} _2.743% _12/1/40 ₉₃ ₉₆ 4,6 Freddie Mac Non Gold Pool 2.748% 10/1/36 30 32

4_{Freddie Mac Non Gold Pool} _2.752% _2/1/42 ₇₉ ₈₂ 4 Freddie Mac Non Gold Pool 2.789% 1/1/41 88 92

4_{Freddie Mac Non Gold Pool} _2.852% _2/1/41 ₉₆ ₁₀₂ 4 Freddie Mac Non Gold Pool 2.933% 2/1/41 27 29

4,6_{Freddie Mac Non Gold Pool} _3.028% _6/1/40 ₄₄ ₄₇ 4 Freddie Mac Non Gold Pool 3.087% 6/1/41 47 49

4_{Freddie Mac Non Gold Pool} _3.123% _1/1/41 ₂₁ ₂₃ 4 Freddie Mac Non Gold Pool 3.137% 3/1/41 42 45

4_{Freddie Mac Non Gold Pool} _3.152% _11/1/40 ₁₁₃ ₁₁₇ 4 Freddie Mac Non Gold Pool 3.251% 6/1/40 44 45

4_{Freddie Mac Non Gold Pool} _3.579% _6/1/40 ₁₁₆ ₁₂₃ 4 Freddie Mac Non Gold Pool 3.658% 9/1/40 117 124

4_{Freddie Mac Non Gold Pool} _5.230% _3/1/38 ₆₇ ₇₂ 4 Freddie Mac Non Gold Pool 5.512% 2/1/36 21 21

4_{Freddie Mac Non Gold Pool} _5.803% _9/1/37 ₃₀ ₃₁ 4 Freddie Mac Non Gold Pool 5.825% 5/1/37 56 58

4_{Freddie Mac Non Gold Pool} _6.094% _12/1/36 ₃₉ ₄₂ 4,6 Ginnie Mae II Pool 1.625% 10/20/39 10 11

4,6_{Ginnie Mae II Pool} _{2.000% 12/20/39–}

6/20/43 646 665

4,6_{Ginnie Mae II Pool} _2.125% _5/20/41 ₅₂ ₅₄ 4 Ginnie Mae II Pool 2.500% 1/20/41–

1/20/42 288 292

4,6 Ginnie Mae II Pool 3.000% 10/20/38–

11/20/41 463 479

4 Ginnie Mae II Pool 3.500% 1/20/41–

10/20/41 371 386

4 Ginnie Mae II Pool 4.000% 4/20/41–

10/20/41 163 169

4,6 Ginnie Mae II Pool 5.000% 7/20/38 8 8

11,404

Total U.S. Government and Agency Obligations (Cost $1,695,876) 1,726,761 Asset-Backed/Commercial Mortgage-Backed Securities (3.2%)

4_{AEP Texas Central Transition Funding II}

LLC 2006-A 5.170% 1/1/18 100 106

4_{Ally Auto Receivables Trust 2012-5} _0.850% _1/16/18 ₁₄₀ ₁₄₀ 4 Ally Auto Receivables Trust 2013-2 0.790% 1/15/18 46 47

4_{Ally Auto Receivables Trust 2013-2} _{1.240% 11/15/18} ₂₅ ₂₅ 4 Ally Auto Receivables Trust 2014-1 0.970% 10/15/18 75 75

4_{Ally Auto Receivables Trust 2014-1} _1.530% _4/15/19 ₂₅ ₂₅

4_{Ally Auto Receivables Trust 2014-3} _1.280% _6/17/19 ₁₀₀ ₁₀₀ 4 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 55 55

4_{Ally Auto Receivables Trust 2014-SN1 0.750%} _2/21/17 ₇₅ ₇₅ 4 Ally Auto Receivables Trust 2014-SN1 0.950% 6/20/18 50 50

4_{Ally Auto Receivables Trust 2014-SN2 1.030%} _9/20/17 ₇₅ ₇₅ 4 Ally Auto Receivables Trust 2014-SN2 1.210% 2/20/19 75 75

4_{Ally Master Owner Trust Series 2014-4 1.430%} _6/17/19 ₁₀₀ ₁₀₀ 4 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 150 150

4_{American Express Credit Account}

Secured Note Trust 2014-3 1.490% 4/15/20 175 176

4_{American Express Credit Account}

Secured Note Trust 2014-4 1.430% 6/15/20 100 100

4_{AmeriCredit Automobile Receivables}

Trust 2013-1 0.610% 10/10/17 14 14

4_{AmeriCredit Automobile Receivables}

Trust 2013-2 0.650% 12/8/17 15 15

4_{AmeriCredit Automobile Receivables}

Trust 2013-3 0.920% 4/9/18 47 47

4_{AmeriCredit Automobile Receivables}

Trust 2013-4 0.960% 4/9/18 17 17

4_{AmeriCredit Automobile Receivables}

Trust 2014-1 0.900% 2/8/19 25 25

4_{AmeriCredit Automobile Receivables}

Trust 2014-1 1.680% 7/8/19 25 25

4_{AmeriCredit Automobile Receivables}

Trust 2014-3 1.150% 6/10/19 50 50

4_{AmeriCredit Automobile Receivables}

Trust 2015-2 1.270% 1/8/20 75 75

4_{Banc of America Commercial Mortgage}

Trust 2005-6 5.328% 9/10/47 50 51

4_{Banc of America Commercial Mortgage}

Trust 2005-6 5.328% 9/10/47 90 91

4_{Banc of America Commercial Mortgage}

Trust 2006-1 5.421% 9/10/45 5 5

4_{Banc of America Commercial Mortgage}

Trust 2006-2 5.916% 5/10/45 325 330

4_{Banc of America Commercial Mortgage}

Trust 2006-2 5.951% 5/10/45 85 87

4_{Banc of America Commercial Mortgage}

Trust 2006-4 5.634% 7/10/46 436 446

4_{Banc of America Commercial Mortgage}

Trust 2006-5 5.414% 9/10/47 425 441

4_{Banc of America Commercial Mortgage}

Trust 2006-5 5.448% 9/10/47 50 52

4_{Banc of America Commercial Mortgage}

Trust 2008-1 6.430% 2/10/51 399 433

Bank of Nova Scotia 2.125% 9/11/19 250 252

4 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 100 100

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2006-PWR12 5.940% 9/11/38 150 155

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2006-PWR13 5.582% 9/11/41 95 99

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2006-TOP22 5.766% 4/12/38 125 128

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2006-TOP24 5.568% 10/12/41 237 248

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2007-PWR16 5.844% 6/11/40 57 57

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2007-PWR16 5.896% 6/11/40 150 161

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2007-PWR17 5.694% 6/11/50 227 242

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2007-PWR17 5.915% 6/11/50 235 254

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2007-PWR18 5.700% 6/11/50 575 613

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2007-TOP26 5.471% 1/12/45 66 70

4_{Bear Stearns Commercial Mortgage}

Vanguard Total Bond Market Index Portfolio

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

Face Market

Maturity Amount Value•

Coupon Date ($000) ($000)

4_{Bear Stearns Commercial Mortgage}

Securities Trust 2007-TOP28 5.742% 9/11/42 825 885

4_{BMW Vehicle Owner Trust 2014-A} _{0.970% 11/26/18} ₁₀₀ ₁₀₀ 4 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 75 75

4_{BMW Vehicle Owner Trust 2015-1} _{1.240% 12/20/17} ₁₂₅ ₁₂₅ 4 Capital Auto Receivables Asset

Trust 2013-1 0.790% 6/20/17 60 60