N-CSRS 1 tm2217352d2_ncsrs.htm N-CSRS

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

 

FORM N-CSR

 

CERTIFIED SHAREHOLDER REPORT

OF

REGISTERED MANAGEMENT INVESTMENT COMPANIES

 

Investment Company Act file number: 811-22619

 

Name of Registrant: Vanguard Charlotte Funds
Address of Registrant: P.O. Box 2600
  Valley Forge, PA 19482

 

Name and address of agent for service: Anne E. Robinson, Esquire
  P.O. Box 876
  Valley Forge, PA 19482

 

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

 

Date of fiscal year end: October 31

 

Date of reporting period: November 1, 2021—April 30, 2022

 

   

 

 

Item 1: Reports to Shareholders

 

   

 

 

Semiannual Report   |   April 30, 2022
Vanguard Total International Bond Index Fund

 

Contents
About Your Fund’s Expenses
1
Financial Statements
4
Trustees Approve Advisory Arrangement
163
Liquidity Risk Management
165

 

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 April 30, 2022      
  Beginning
Account Value
10/31/2021 		Ending
Account Value
4/30/2022 		Expenses
Paid During
Period
Based on Actual Fund Return      
Total International Bond Index Fund      
Investor Shares $1,000.00 $929.20 $0.62
ETF Shares 1,000.00 929.20 0.33
Admiral™ Shares 1,000.00 928.70 0.53
Institutional Shares 1,000.00 928.90 0.33
Based on Hypothetical 5% Yearly Return      
Total International Bond Index Fund      
Investor Shares $1,000.00 $1,024.15 $0.65
ETF Shares 1,000.00 1,024.45 0.35
Admiral Shares 1,000.00 1,024.25 0.55
Institutional Shares 1,000.00 1,024.45 0.35
The calculations are based on expenses incurred in the most recent six-month period. The fund’s annualized six-month expense ratios for that period are 0.13% for Investor Shares, 0.07% for ETF Shares, 0.11% for Admiral Shares and 0.07% for Institutional Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (181/365).
2

 

Total International Bond Index Fund
Fund Allocation
As of April 30, 2022
Japan 17.2%
France 11.8
Germany 10.5
Italy 7.5
United Kingdom 7.0
Canada 6.6
Spain 5.3
Supranational 4.0
Australia 3.5
United States 3.0
South Korea 2.9
Netherlands 2.8
Belgium 2.1
Switzerland 1.5
Sweden 1.3
Austria 1.3
China 1.2
Indonesia 1.1
Other 9.4
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.
3

 

Total International Bond Index Fund
Financial Statements (unaudited)
Schedule of Investments
As of April 30, 2022
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•
 ($000)
U.S. Government and Agency Obligations (0.0%)      
  Tennessee Valley Authority (Cost $1,362)  5.625%   6/7/32 GBP         767           1,219
Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)      
United Kingdom (0.0%)                           
1 Canary Wharf Finance II plc (Cost $976)  5.952% 10/22/37 GBP         610           965
Corporate Bonds (19.8%)      
Australia (0.5%)                           
  Amcor UK Finance plc  1.125%  6/23/27 EUR       2,743      2,738
  Ampol Ltd.  4.000%  4/17/25 AUD       7,730      5,434
  APT Pipelines Ltd.  4.250% 11/26/24 GBP         548        710
  APT Pipelines Ltd.  2.000%  3/22/27 EUR       4,609      4,753
  APT Pipelines Ltd.  0.750%  3/15/29 EUR       6,000      5,575
  APT Pipelines Ltd.  1.250%  3/15/33 EUR       3,408      2,978
  APT Pipelines Ltd.  2.500%  3/15/36 GBP       5,576      5,728
  Aurizon Network Pty Ltd.  4.000%  6/21/24 AUD       1,030        728
  Aurizon Network Pty Ltd.  2.000%  9/18/24 EUR       1,645      1,757
  Aurizon Network Pty Ltd.  3.125%   6/1/26 EUR      12,219     13,415
  Ausgrid Finance Pty Ltd.  3.750% 10/30/24 AUD       7,830      5,517
  Ausgrid Finance Pty Ltd.  1.250%  7/30/25 EUR       1,810      1,876
  Ausgrid Finance Pty Ltd.  1.814%   2/5/27 AUD       1,090        674
  AusNet Services Holdings Pty Ltd.  3.000%  2/13/24 EUR       2,194      2,400
  AusNet Services Holdings Pty Ltd.  1.500%  2/26/27 EUR       2,469      2,523
  AusNet Services Holdings Pty Ltd.  4.400%  8/16/27 AUD         700        488
  AusNet Services Holdings Pty Ltd.  4.200%  8/21/28 AUD       1,520      1,033
  AusNet Services Holdings Pty Ltd.  2.600%  7/31/29 AUD       3,400      2,021
  Australia & New Zealand Banking Group Ltd.  3.350%   5/9/23 AUD         321        229
  Australia & New Zealand Banking Group Ltd.  5.000%  8/16/23 AUD       3,000      2,178
  Australia & New Zealand Banking Group Ltd.  0.450% 11/22/23 EUR       8,779      9,219
  Australia & New Zealand Banking Group Ltd.  2.500%  1/16/24 EUR       2,743      2,974
  Australia & New Zealand Banking Group Ltd.  3.100%   2/8/24 AUD       7,581      5,343
  Australia & New Zealand Banking Group Ltd.  0.669%   5/5/31 EUR       6,000      5,793
4

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Australia Pacific Airports Melbourne Pty Ltd.  3.125%  9/26/23 EUR       2,743      2,984
  Australia Pacific Airports Melbourne Pty Ltd.  1.750% 10/15/24 EUR       7,682      8,175
  BHP Billiton Finance Ltd.  3.230%  5/15/23 CAD       2,277      1,799
  BHP Billiton Finance Ltd.  3.250%  9/24/27 EUR       3,053      3,433
  BHP Billiton Finance Ltd.  1.500%  4/29/30 EUR       2,799      2,772
  BHP Billiton Finance Ltd.  3.125%  4/29/33 EUR       1,645      1,773
  BHP Billiton Finance Ltd.  4.300%  9/25/42 GBP       3,059      4,127
  Brambles Finance Ltd.  2.375%  6/12/24 EUR         300        320
  Brisbane Airport Corp Pty Ltd.  3.900%  4/24/25 AUD       2,080      1,437
  Coles Group Treasury Pty Ltd.  2.650%  11/6/29 AUD       2,810      1,723
  Coles Group Treasury Pty Ltd.  2.100%  8/27/30 AUD       2,010      1,142
  Commonwealth Bank of Australia  3.200%  8/16/23 AUD         400        284
  Commonwealth Bank of Australia  3.000%  1/11/24 AUD       9,600      6,758
  Commonwealth Bank of Australia  0.375%  4/11/24 EUR       6,640      6,921
  Commonwealth Bank of Australia  0.500%  7/27/26 EUR       3,569      3,613
  Commonwealth Bank of Australia  3.000%   9/4/26 GBP       3,676      4,736
  Commonwealth Bank of Australia  0.875%  2/19/29 EUR       5,487      5,480
  Commonwealth Bank of Australia  1.936%  10/3/29 EUR      16,986     17,719
  Commonwealth Bank of Australia  1.625%  2/10/31 EUR         100        104
  CPIF Finance Pty Ltd.  2.485% 10/28/30 AUD       2,910      1,684
  DBNGP Finance Co. Pty Ltd.  4.225%  5/28/25 AUD       1,570      1,109
  DEXUS Finance Pty Ltd.  3.000%   2/3/32 AUD       4,010      2,380
  ETSA Utilities Finance Pty Ltd.  3.500%  8/29/24 AUD         630        444
  GAIF Bond Issuer Pty Ltd.  2.584% 11/18/27 AUD       2,000      1,294
  GAIF Bond Issuer Pty Ltd.  1.900% 12/14/28 AUD       2,690      1,613
  Glencore Capital Finance DAC  1.125%  3/10/28 EUR       8,670      8,327
  Glencore Capital Finance DAC  1.250%   3/1/33 EUR       4,829      4,114
  Glencore Finance Europe Ltd.  1.875%  9/13/23 EUR         200        212
  Glencore Finance Europe Ltd.  1.750%  3/17/25 EUR       2,908      3,017
  Glencore Finance Europe Ltd.  3.125%  3/26/26 GBP       7,024      8,662
  Glencore Finance Europe Ltd.  3.750%   4/1/26 EUR         100        110
  Glencore Finance Europe Ltd.  1.500% 10/15/26 EUR         200        202
  Goodman Australia Finance Pty Ltd.  1.375%  9/27/25 EUR       2,194      2,239
  GTA Finance Co Pty Ltd.  2.200%  8/26/27 AUD       3,210      1,988
  Lendlease Finance Ltd.  3.400% 10/27/27 AUD       1,000        646
  Lendlease Finance Ltd.  3.700%  3/31/31 AUD       3,210      1,951
  Lonsdale Finance Pty Ltd.  3.900% 10/15/25 AUD       2,750      1,933
  Lonsdale Finance Pty Ltd.  2.100% 10/15/27 AUD       1,600        981
  Macquarie Group Ltd.  1.250%   3/5/25 EUR       8,779      9,203
  Macquarie Group Ltd.  0.350%   3/3/28 EUR       6,816      6,291
  Macquarie Group Ltd.  2.723%  8/21/29 CAD       1,609      1,099
  Macquarie Group Ltd.  0.950%  5/21/31 EUR       2,414      2,141
  National Australia Bank Ltd.  0.625%  8/30/23 EUR         100        105
  National Australia Bank Ltd.  2.900%  2/26/24 AUD       8,944      6,279
  National Australia Bank Ltd.  5.000%  3/11/24 AUD       3,500      2,552
  National Australia Bank Ltd.  0.250%  5/20/24 EUR       5,487      5,686
  National Australia Bank Ltd.  2.250%   6/6/25 EUR         987      1,070
  National Australia Bank Ltd.  0.300% 10/31/25 CHF       5,425      5,426
  National Australia Bank Ltd.  3.000%   9/4/26 GBP         400        516
  National Australia Bank Ltd.  0.875%  2/19/27 EUR       5,487      5,608
  National Australia Bank Ltd.  2.900%  2/25/27 AUD       9,770      6,546
  National Australia Bank Ltd.  3.515%  6/12/30 CAD       4,498      3,371
  National Australia Bank Ltd.  1.699%  9/15/31 GBP       2,414      2,733
  NBN Co. Ltd.  2.150%   6/2/28 AUD       5,000      3,027
5

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  NBN Co. Ltd.  2.200% 12/16/30 AUD       4,020      2,207
  NSW Electricity Networks Finance Pty Ltd.  2.732%  4/23/29 AUD       2,410      1,448
  Optus Finance Pty Ltd.  3.250%   9/6/23 AUD         350        248
  Origin Energy Finance Ltd.  1.000%  9/17/29 EUR       2,799      2,526
  Pacific National Finance Pty Ltd.  5.000%  9/19/23 GBP         400        515
  Qantas Airways Ltd.  2.950% 11/27/29 AUD         800        458
  Qantas Airways Ltd.  5.250%   9/9/30 AUD       2,730      1,813
  Scentre Group Trust 1  2.250%  7/16/24 EUR       2,139      2,284
  Scentre Group Trust 1  3.875%  7/16/26 GBP       2,791      3,612
  Scentre Group Trust 1 / Scentre Group Trust 2  1.750%  4/11/28 EUR       4,939      4,951
  Scentre Group Trust 1 / Scentre Group Trust 2  1.450%  3/28/29 EUR       5,158      4,952
  Scentre Group Trust 2  3.250%  9/11/23 EUR       3,442      3,740
  SGSP Australia Assets Pty Ltd.  3.750%  6/28/23 AUD         600        428
  Stockland Trust  1.625%  4/27/26 EUR       4,185      4,285
  Suncorp-Metway Ltd.  3.000%  9/13/23 AUD       1,200        849
  Suncorp-Metway Ltd.  3.250%  8/24/26 AUD         600        411
  Telstra Corp. Ltd.  2.500%  9/15/23 EUR       5,487      5,943
  Telstra Corp. Ltd.  1.125%  4/14/26 EUR       6,310      6,522
  Telstra Corp. Ltd.  4.000%  4/19/27 AUD       1,090        764
  Telstra Corp. Ltd.  1.375%  3/26/29 EUR       1,363      1,382
  Telstra Corp. Ltd.  1.000%  4/23/30 EUR       2,743      2,674
  Toyota Finance Australia Ltd.  3.300% 11/22/23 AUD         356        252
  Toyota Finance Australia Ltd.  2.280% 10/21/27 EUR       8,231      8,864
  Transurban Finance Co. Pty Ltd.  1.875%  9/16/24 EUR       1,645      1,752
  Transurban Finance Co. Pty Ltd.  4.555% 11/14/28 CAD       1,363      1,054
  Transurban Finance Co. Pty Ltd.  3.000%   4/8/30 EUR       4,939      5,384
  Transurban Queensland Finance Pty Ltd.  3.250%   8/5/31 AUD       2,330      1,369
  United Energy Distribution Pty Ltd.  3.500%  9/12/23 AUD         450        320
  United Energy Distribution Pty Ltd.  3.850% 10/23/24 AUD       1,660      1,176
  University of Technology Sydney  3.750%  7/20/27 AUD         240        167
  Vicinity Centres Trust  3.375%   4/7/26 GBP         690        872
  Vicinity Centres Trust  1.125%  11/7/29 EUR       3,212      2,931
  Wesfarmers Ltd.  0.954% 10/21/33 EUR       4,436      3,912
  WestConnex Finance Co. Pty Ltd.  3.150%  3/31/31 AUD       3,620      2,127
  Westpac Banking Corp.  2.750%  8/31/22 AUD       7,200      5,113
  Westpac Banking Corp.  0.320%   7/6/23 JPY   1,500,000     11,547
  Westpac Banking Corp.  3.250% 11/16/23 AUD         400        283
  Westpac Banking Corp.  5.250% 11/21/23 AUD       1,900      1,387
  Westpac Banking Corp.  0.500%  12/4/23 EUR      11,432     12,010
  Westpac Banking Corp.  3.000%  4/24/24 AUD         500        351
  Westpac Banking Corp.  0.500%  5/17/24 EUR       1,372      1,432
  Westpac Banking Corp.  0.625% 11/22/24 EUR       2,743      2,844
  Westpac Banking Corp.  4.125%   6/4/26 AUD         800        570
  Westpac Banking Corp.  0.875%  4/17/27 EUR         100        100
  Westpac Banking Corp.  1.125%   9/5/27 EUR       6,090      6,165
  Westpac Banking Corp.  1.450%  7/17/28 EUR         518        528
  Westpac Banking Corp.  1.375%  5/17/32 EUR       5,487      5,503
  Woolworths Group Ltd.  1.850% 11/15/27 AUD       3,210      1,981
  Woolworths Group Ltd.  2.800%  5/20/30 AUD       7,900      4,805
  WSO Finance Pty Ltd.  4.500%  3/31/27 AUD       2,350      1,671
                   404,425
6

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Austria (0.2%)                           
  BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  0.375%   9/3/27 EUR       3,700      3,560
  BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  0.010%  10/2/29 EUR       6,100      5,683
  Borealis AG  1.750% 12/10/25 EUR         241        254
  Erste Group Bank AG  0.750%   2/5/25 EUR       1,300      1,354
  Erste Group Bank AG  0.625%  4/17/26 EUR       8,200      8,388
  Erste Group Bank AG  0.750%  1/17/28 EUR       8,700      8,769
  Erste Group Bank AG  0.250%  9/14/29 EUR       2,400      2,168
  Erste Group Bank AG  0.875%  5/15/34 EUR       8,200      7,656
  HYPO NOE Landesbank fuer Niederoesterreich und Wien AG  0.375%  6/25/24 EUR       4,000      4,118
  HYPO NOE Landesbank fuer Niederoesterreich und Wien AG  0.500%   9/4/25 EUR       2,700      2,768
  JAB Holdings BV  2.125%  9/16/22 EUR       1,600      1,701
  JAB Holdings BV  1.750%  5/25/23 EUR       7,400      7,874
  JAB Holdings BV  1.250%  5/22/24 EUR       5,500      5,745
  JAB Holdings BV  1.750%  6/25/26 EUR       7,600      7,873
  JAB Holdings BV  2.500%  4/17/27 EUR       2,700      2,882
  JAB Holdings BV  2.500%  6/25/29 EUR      10,100     10,372
  JAB Holdings BV  2.250% 12/19/39 EUR       8,500      7,140
  Mondi Finance plc  1.500%  4/15/24 EUR       6,338      6,698
2 OeBB-Infrastruktur AG  2.250%   7/4/23 EUR       5,487      5,912
2 OeBB-Infrastruktur AG  1.000% 11/18/24 EUR       6,584      6,925
2 OeBB-Infrastruktur AG  3.875%  6/30/25 EUR       5,487      6,250
2 OeBB-Infrastruktur AG  3.500% 10/19/26 EUR         987      1,134
2 OeBB-Infrastruktur AG  2.250%  5/28/29 EUR       1,645      1,806
2 OeBB-Infrastruktur AG  3.375%  5/18/32 EUR       3,841      4,625
2 OeBB-Infrastruktur AG  3.000% 10/24/33 EUR         120        141
  OMV AG  0.750%  12/4/23 EUR       1,372      1,445
  OMV AG  1.000% 12/14/26 EUR       1,892      1,931
  OMV AG  3.500%  9/27/27 EUR       1,500      1,717
  OMV AG  1.875%  12/4/28 EUR       1,207      1,259
  OMV AG  2.375%   4/9/32 EUR       8,228      8,716
  OMV AG  6.250% 12/29/49 EUR       1,810      2,037
  OMV AG  2.875% 12/31/99 EUR       5,700      5,342
  Raiffeisen Bank International AG  0.250%  1/22/25 EUR       3,000      3,003
  Raiffeisen Bank International AG  0.050%   9/1/27 EUR         500        462
  Raiffeisenlandesbank Niederoesterreich-Wien AG  0.625%   3/3/25 EUR         200        207
  Raiffeisenlandesbank Niederoesterreich-Wien AG  0.625%  8/28/26 EUR       2,700      2,748
  Raiffeisenlandesbank Niederoesterreich-Wien AG  0.875%  1/24/28 EUR       1,600      1,622
  Raiffeisenlandesbank Niederoesterreich-Wien AG  0.875%  1/30/29 EUR       6,500      6,506
  Raiffeisen-Landesbank Steiermark AG  2.375%  6/14/28 EUR         200        220
  Raiffeisen-Landesbank Steiermark AG  1.375%  5/11/33 EUR       2,700      2,684
  Raiffeisenlandesbank Vorarlberg Waren-und Revisionsverband registrierte GenmbH  0.500%  9/17/25 EUR       2,700      2,767
  UniCredit Bank Austria AG  2.375%  1/22/24 EUR       2,800      3,030
  UniCredit Bank Austria AG  0.750%  2/25/25 EUR         400        416
  UniCredit Bank Austria AG  0.250%   6/4/27 EUR       5,400      5,352
  UNIQA Insurance Group AG  6.875%  7/31/43 EUR       2,000      2,180
7

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  UNIQA Insurance Group AG  6.000%  7/27/46 EUR         800        932
  Vienna Insurance Group AG Wiener Versicherung Gruppe  5.500%  10/9/43 EUR         800        861
                   177,233
Belgium (0.4%)                           
  AG Insurance SA  3.500%  6/30/47 EUR       3,700      3,916
  Ageas SA NV  3.250%   7/2/49 EUR       5,500      5,563
  Anheuser-Busch InBev Finance Inc.  4.320%  5/15/47 CAD       4,916      3,303
  Anheuser-Busch InBev SA NV  9.750%  7/30/24 GBP       1,043      1,511
  Anheuser-Busch InBev SA NV  2.875%  9/25/24 EUR       2,469      2,715
  Anheuser-Busch InBev SA NV  4.000%  9/24/25 GBP       6,145      8,048
  Anheuser-Busch InBev SA NV  2.700%  3/31/26 EUR         100        109
  Anheuser-Busch InBev SA NV  1.150%  1/22/27 EUR       9,511      9,739
  Anheuser-Busch InBev SA NV  1.125%   7/1/27 EUR       6,438      6,542
  Anheuser-Busch InBev SA NV  2.125%  12/2/27 EUR       5,487      5,821
  Anheuser-Busch InBev SA NV  2.000%  3/17/28 EUR      12,566     13,136
  Anheuser-Busch InBev SA NV  1.500%  4/18/30 EUR         494        489
  Anheuser-Busch InBev SA NV  1.650%  3/28/31 EUR      11,358     11,219
  Anheuser-Busch InBev SA NV  2.875%   4/2/32 EUR       5,487      5,940
  Anheuser-Busch InBev SA NV  3.250%  1/24/33 EUR       2,799      3,120
  Anheuser-Busch InBev SA NV  2.000%  1/23/35 EUR       3,841      3,641
  Anheuser-Busch InBev SA NV  2.750%  3/17/36 EUR       5,349      5,406
  Anheuser-Busch InBev SA NV  2.850%  5/25/37 GBP       5,487      6,190
  Anheuser-Busch InBev SA NV  3.700%   4/2/40 EUR       9,727     10,816
  Anheuser-Busch InBev Worldwide Inc.  4.100%   9/6/27 AUD       1,310        917
  Argenta Spaarbank NV  1.000%   2/6/24 EUR      12,600     13,215
  Argenta Spaarbank NV  1.000% 10/13/26 EUR       7,600      7,569
  Barry Callebaut Services NV  2.375%  5/24/24 EUR       1,975      2,117
  Belfius Bank SA  1.750%  6/24/24 EUR         400        428
  Belfius Bank SA  1.000% 10/26/24 EUR       5,400      5,627
  Belfius Bank SA  0.750%  2/10/25 EUR         100        104
  Belfius Bank SA  0.375%   9/2/25 EUR       5,400      5,417
  Belfius Bank SA  0.375%  2/13/26 EUR       3,200      3,171
  Belfius Bank SA  3.125%  5/11/26 EUR       6,400      6,814
  Belfius Bank SA  0.125%  9/14/26 EUR       5,400      5,378
  Belfius Bank SA  0.125%   2/8/28 EUR       6,800      6,404
  BNP Paribas Fortis SA  0.625%  10/4/25 EUR         400        412
  BNP Paribas Fortis SA  0.875%  3/22/28 EUR       5,400      5,467
  Brussels Airport Co. NV SA  1.000%   5/3/24 EUR       8,900      9,279
  Cofinimmo SA  0.875%  12/2/30 EUR       1,600      1,351
  Elia Group SA NV  1.500%   9/5/28 EUR       1,300      1,323
  Elia Group SA NV  2.750% 12/31/49 EUR       1,600      1,694
  Elia Transmission Belgium SA  1.375%  5/27/24 EUR         100        106
  Elia Transmission Belgium SA  1.375%  1/14/26 EUR      10,000     10,453
  Elia Transmission Belgium SA  3.250%   4/4/28 EUR         200        229
  Elia Transmission Belgium SA  3.000%   4/7/29 EUR         300        332
  Elia Transmission Belgium SA  0.875%  4/28/30 EUR       7,700      7,280
  Ethias SA  5.000%  1/14/26 EUR       4,700      5,263
  Euroclear Bank SA  0.500%  7/10/23 EUR       6,859      7,242
  Euroclear Bank SA  1.250%  9/30/24 GBP         224        270
  Euroclear Bank SA  0.125%   7/7/25 EUR       5,000      5,047
  Euroclear Investments SA  1.125%  12/7/26 EUR       3,200      3,286
  FLUVIUS System Operator CVBA  2.875%  10/9/23 EUR       1,600      1,749
  FLUVIUS System Operator CVBA  1.750%  12/4/26 EUR       3,200      3,393
  FLUVIUS System Operator CVBA  2.875%   5/7/29 EUR         100        110
8

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  FLUVIUS System Operator CVBA  0.250%  12/2/30 EUR       7,200      6,414
  FLUVIUS System Operator CVBA  0.625% 11/24/31 EUR       4,800      4,300
  Groupe Bruxelles Lambert SA  1.375%  5/23/24 EUR         900        954
  ING Belgium SA  0.625%  5/30/25 EUR       7,200      7,446
  KBC Bank NV  0.750% 10/24/27 EUR       3,900      3,951
  KBC Group NV  0.750% 10/18/23 EUR       2,200      2,319
  KBC Group NV  1.125%  1/25/24 EUR       6,200      6,555
  KBC Group NV  0.750%  1/21/28 EUR      16,000     15,670
  KBC Group NV  0.125%  1/14/29 EUR      20,500     18,927
  KBC Group NV  0.500%  12/3/29 EUR       2,500      2,485
  Proximus SADP  2.375%   4/4/24 EUR       1,600      1,730
  Solvay SA  2.750%  12/2/27 EUR       4,400      4,736
  VGP NV  1.625%  1/17/27 EUR       2,000      1,885
  VGP NV  1.500%   4/8/29 EUR       3,600      3,114
                   309,157
Bermuda (0.0%)                           
  XLIT Ltd.  3.250%  6/29/47 EUR       6,112      6,412
Canada (1.6%)                           
3 407 International Inc.  1.800%  5/22/25 CAD       1,481      1,090
  407 International Inc.  2.430%   5/4/27 CAD       1,179        860
  407 International Inc.  3.140%   3/6/30 CAD       3,002      2,184
3 407 International Inc.  2.590%  5/25/32 CAD       1,645      1,098
  407 International Inc.  5.750%  2/14/36 CAD       1,094        934
  407 International Inc.  4.450% 11/15/41 CAD       2,743      2,093
  407 International Inc.  4.190%  4/25/42 CAD       3,017      2,224
  407 International Inc.  3.650%   9/8/44 CAD       5,487      3,715
  407 International Inc.  3.830%  5/11/46 CAD       5,487      3,796
  407 International Inc.  3.600%  5/21/47 CAD       3,772      2,508
  407 International Inc.  3.720%  5/11/48 CAD          28         19
  407 International Inc.  3.670%   3/8/49 CAD       1,096        733
  407 International Inc.  2.840%   3/7/50 CAD       2,250      1,271
  55 Ontario School Board Trust  5.900%   6/2/33 CAD       2,821      2,568
  Aeroports de Montreal  5.170%  9/17/35 CAD       1,988      1,656
  Aeroports de Montreal  5.670% 10/16/37 CAD       1,096        960
  Aeroports de Montreal  3.030%  4/21/50 CAD       4,412      2,605
  AIMCo Realty Investors LP  2.266%  6/26/24 CAD       2,743      2,074
  AIMCo Realty Investors LP  3.367%   6/1/27 CAD       1,034        779
  AIMCo Realty Investors LP  3.043%   6/1/28 CAD       1,096        803
  AIMCo Realty Investors LP  2.712%   6/1/29 CAD       6,145      4,322
  Alberta Powerline LP  4.065%  12/1/53 CAD       2,744      1,945
  Alberta Powerline LP  4.065%   3/1/54 CAD         677        486
  Alectra Inc.  2.488%  5/17/27 CAD       6,035      4,426
  Alectra Inc.  3.958%  7/30/42 CAD         450        329
  Alectra Inc.  3.458%  4/12/49 CAD       1,268        843
3 Algonquin Power Co.  4.090%  2/17/27 CAD         518        399
  Algonquin Power Co.  4.600%  1/29/29 CAD       1,243        972
  Algonquin Power Co.  2.850%  7/15/31 CAD       1,287        861
  Alimentation Couche-Tard Inc.  3.056%  7/26/24 CAD       2,389      1,828
  Alimentation Couche-Tard Inc.  3.600%   6/2/25 CAD       3,749      2,879
  Alimentation Couche-Tard Inc.  1.875%   5/6/26 EUR         100        103
  Allied Properties REIT  3.636%  4/21/25 CAD       2,743      2,088
  Allied Properties REIT  1.726%  2/12/26 CAD       1,609      1,135
  Allied Properties REIT  3.113%   4/8/27 CAD       2,743      1,987
  Allied Properties REIT  3.394%  8/15/29 CAD       1,363        956
  Allied Properties REIT  3.117%  2/21/30 CAD         823        558
9

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Allied Properties REIT  3.095%   2/6/32 CAD       1,609      1,040
  AltaGas Canada Inc.  3.150%   4/6/26 CAD         995        746
  AltaGas Canada Inc.  4.260%  12/5/28 CAD         820        631
  AltaGas Ltd.  1.227%  3/18/24 CAD       3,541      2,623
  AltaGas Ltd.  3.840%  1/15/25 CAD       5,028      3,888
  AltaGas Ltd.  3.980%  10/4/27 CAD       1,645      1,244
  AltaGas Ltd.  2.075%  5/30/28 CAD       1,635      1,100
  AltaGas Ltd.  4.500%  8/15/44 CAD       1,694      1,118
  AltaGas Ltd.  4.990%  10/4/47 CAD         498        351
  AltaLink LP  3.668%  11/6/23 CAD         160        125
  AltaLink LP  3.399%   6/6/24 CAD       5,487      4,268
  AltaLink LP  4.872% 11/15/40 CAD       2,801      2,293
  AltaLink LP  4.462%  11/8/41 CAD       1,316      1,025
  AltaLink LP  3.990%  6/30/42 CAD       1,604      1,173
  AltaLink LP  4.922%  9/17/43 CAD       1,645      1,363
  AltaLink LP  4.054% 11/21/44 CAD         658        484
  AltaLink LP  4.090%  6/30/45 CAD         875        647
  AltaLink LP  3.717%  12/3/46 CAD         873        606
  ARC Resources Ltd.  3.465%  3/10/31 CAD       2,317      1,600
  Atco Ltd.  5.500%  11/1/78 CAD         560        430
  Bank of Montreal  2.890%  6/20/23 CAD       6,584      5,109
  Bank of Montreal  3.200%   9/7/23 AUD         540        382
  Bank of Montreal  0.100% 10/20/23 EUR       5,487      5,739
  Bank of Montreal  2.850%   3/6/24 CAD       3,841      2,943
  Bank of Montreal  2.280%  7/29/24 CAD          20         15
  Bank of Montreal  2.700%  9/11/24 CAD       7,702      5,896
  Bank of Montreal  2.370%   2/3/25 CAD       6,584      4,913
  Bank of Montreal  4.609%  9/10/25 CAD       2,743      2,197
  Bank of Montreal  1.758%  3/10/26 CAD       3,748      2,679
  Bank of Montreal  1.551%  5/28/26 CAD       4,024      2,835
  Bank of Montreal  1.000%   9/9/26 GBP       3,000      3,437
  Bank of Montreal  2.700%  12/9/26 CAD       5,487      4,079
  Bank of Montreal  3.190%   3/1/28 CAD       7,462      5,591
  Bank of Montreal  0.050%   6/8/29 EUR      15,881     14,904
  Bank of Montreal  2.880%  9/17/29 CAD       1,022        770
  Bank of Montreal  2.077%  6/17/30 CAD       4,499      3,264
  Bank of Montreal  1.928%  7/22/31 CAD       6,036      4,235
  Bank of Nova Scotia  2.380%   5/1/23 CAD       8,450      6,512
  Bank of Nova Scotia  0.250%  1/11/24 EUR       5,487      5,732
  Bank of Nova Scotia  2.290%  6/28/24 CAD       8,100      6,159
  Bank of Nova Scotia  2.490%  9/23/24 CAD       9,658      7,281
  Bank of Nova Scotia  2.160%   2/3/25 CAD       6,035      4,475
  Bank of Nova Scotia  0.010%  3/18/25 EUR       7,039      7,161
  Bank of Nova Scotia  0.125%   9/4/26 EUR       6,438      6,257
  Bank of Nova Scotia  1.850%  11/2/26 CAD       9,899      6,971
  Bank of Nova Scotia  2.620%  12/2/26 CAD       8,231      6,096
  Bank of Nova Scotia  0.010%  1/14/27 EUR       5,487      5,399
  Bank of Nova Scotia  2.950%   3/8/27 CAD      12,900      9,477
  Bank of Nova Scotia  1.400%  11/1/27 CAD       4,078      2,733
  Bank of Nova Scotia  0.010% 12/15/27 EUR       9,603      9,272
  Bank of Nova Scotia  3.100%   2/2/28 CAD       7,645      5,711
  Bank of Nova Scotia  3.890%  1/18/29 CAD       2,663      2,065
  Bank of Nova Scotia  2.836%   7/3/29 CAD       5,179      3,914
  Bank of Nova Scotia  3.934%   5/3/32 CAD       6,000      4,537
  Bankers Hall LP  4.377% 11/20/23 CAD          85         66
10

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BCI QuadReal Realty  1.680%   3/3/25 CAD       1,096        804
  BCI QuadReal Realty  1.747%  7/24/30 CAD       2,446      1,561
  bcIMC Realty Corp.  2.840%   6/3/25 CAD       3,842      2,900
  bcIMC Realty Corp.  3.000%  3/31/27 CAD       1,830      1,357
  Bell Telephone Co. of Canada or Bell Canada  2.700%  2/27/24 CAD      10,907      8,339
  Bell Telephone Co. of Canada or Bell Canada  3.350%  3/12/25 CAD       7,243      5,534
  Bell Telephone Co. of Canada or Bell Canada  3.550%   3/2/26 CAD       1,645      1,252
  Bell Telephone Co. of Canada or Bell Canada  2.900%  8/12/26 CAD       1,645      1,215
  Bell Telephone Co. of Canada or Bell Canada  3.800%  8/21/28 CAD       1,645      1,235
  Bell Telephone Co. of Canada or Bell Canada  2.900%  9/10/29 CAD       2,743      1,914
  Bell Telephone Co. of Canada or Bell Canada  2.500%  5/14/30 CAD       8,048      5,374
  Bell Telephone Co. of Canada or Bell Canada  7.850%   4/2/31 CAD       2,743      2,547
  Bell Telephone Co. of Canada or Bell Canada  4.750%  9/29/44 CAD       1,921      1,380
  Bell Telephone Co. of Canada or Bell Canada  4.350% 12/18/45 CAD       2,618      1,773
  Bell Telephone Co. of Canada or Bell Canada  4.450%  2/27/47 CAD       4,444      3,039
  Bell Telephone Co. of Canada or Bell Canada  3.500%  9/30/50 CAD       5,761      3,288
  Bell Telephone Co. of Canada or Bell Canada  4.050%  3/17/51 CAD       3,340      2,108
  Bridging North America GP  4.341%  8/31/53 CAD       1,195        808
  British Columbia Ferry Services Inc.  4.702% 10/23/43 CAD       3,075      2,483
  British Columbia Ferry Services Inc.  2.794% 10/15/49 CAD       2,743      1,599
  Brookfield Asset Management Inc.  5.040%   3/8/24 CAD         823        653
  Brookfield Asset Management Inc.  4.820%  1/28/26 CAD       7,371      5,839
  Brookfield Asset Management Inc.  3.800%  3/16/27 CAD       2,323      1,762
  Brookfield Infrastructure Finance ULC  3.315%  2/22/24 CAD       2,743      2,114
  Brookfield Infrastructure Finance ULC  4.193%  9/11/28 CAD       2,330      1,768
  Brookfield Infrastructure Finance ULC  3.410%  10/9/29 CAD       2,688      1,904
  Brookfield Infrastructure Finance ULC  2.855%   9/1/32 CAD       1,096        693
  Brookfield Renewable Partners ULC  3.752%   6/2/25 CAD       2,908      2,243
  Brookfield Renewable Partners ULC  3.630%  1/15/27 CAD       2,140      1,621
  Brookfield Renewable Partners ULC  3.380%  1/15/30 CAD       3,017      2,162
  Brookfield Renewable Partners ULC  4.290%  11/5/49 CAD       2,140      1,491
  Brookfield Renewable Partners ULC  3.330%  8/13/50 CAD         241        140
  Bruce Power LP  3.000%  6/21/24 CAD       1,096        839
  Bruce Power LP  3.969%  6/23/26 CAD       2,743      2,120
  Bruce Power LP  4.010%  6/21/29 CAD       1,509      1,137
  Bruce Power LP  4.000%  6/21/30 CAD       1,744      1,295
  Bruce Power LP  4.132%  6/21/33 CAD       2,414      1,759
  Bruce Power LP  4.746%  6/21/49 CAD       1,756      1,313
  Calgary Airport Authority  3.199%  10/7/36 CAD       7,501      4,965
  Calgary Airport Authority  3.341%  10/7/38 CAD       2,752      1,819
  Cameco Corp.  4.190%  6/24/24 CAD       1,510      1,178
  Cameco Corp.  2.950% 10/21/27 CAD       1,207        867
  Canadian Imperial Bank of Commerce  0.000%  7/25/22 EUR       8,231      8,692
  Canadian Imperial Bank of Commerce  2.430%   6/9/23 CAD       8,670      6,672
  Canadian Imperial Bank of Commerce  2.970%  7/11/23 CAD       1,430      1,110
  Canadian Imperial Bank of Commerce  3.290%  1/15/24 CAD       3,566      2,754
  Canadian Imperial Bank of Commerce  0.375%   5/3/24 EUR      10,426     10,838
  Canadian Imperial Bank of Commerce  2.350%  8/28/24 CAD       4,664      3,510
  Canadian Imperial Bank of Commerce  2.000%  4/17/25 CAD       5,487      4,026
  Canadian Imperial Bank of Commerce  3.300%  5/26/25 CAD      14,212     10,960
  Canadian Imperial Bank of Commerce  1.100%  1/19/26 CAD       4,024      2,820
  Canadian Imperial Bank of Commerce  2.250%   1/7/27 CAD       7,100      5,063
  Canadian Imperial Bank of Commerce  0.010%  4/30/29 EUR      29,376     27,597
  Canadian Imperial Bank of Commerce  2.010%  7/21/30 CAD      11,452      8,266
  Canadian Imperial Bank of Commerce  1.960%  4/21/31 CAD       7,002      4,937
11

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Canadian National Railway Co.  2.800%  9/22/25 CAD       2,741      2,075
  Canadian National Railway Co.  3.200%  7/31/28 CAD       1,509      1,120
  Canadian National Railway Co.  3.600%   8/1/47 CAD       5,482      3,620
  Canadian National Railway Co.  3.600%   2/8/49 CAD         940        617
  Canadian National Railway Co.  3.050%   2/8/50 CAD       1,287        754
  Canadian Natural Resources Ltd.  3.550%   6/3/24 CAD       5,487      4,263
  Canadian Natural Resources Ltd.  2.500%  1/17/28 CAD       2,658      1,874
  Canadian Natural Resources Ltd.  4.850%  5/30/47 CAD         732        519
  Canadian Pacific Railway Co.  1.589% 11/24/23 CAD       1,207        911
  Canadian Pacific Railway Co.  2.540%  2/28/28 CAD       4,909      3,489
  Canadian Pacific Railway Co.  3.150%  3/13/29 CAD       2,816      2,035
  Canadian Pacific Railway Co.  6.450% 11/17/39 CAD         960        892
  Canadian Pacific Railway Co.  3.050%   3/9/50 CAD         954        541
  Canadian Tire Corp. Ltd.  3.167%   7/6/23 CAD       4,439      3,440
  Canadian Tire Corp. Ltd.  6.570%  2/24/34 CAD         475        414
  Canadian Tire Corp. Ltd.  5.610%   9/4/35 CAD       1,096        849
  Canadian Western Bank  2.597%   9/6/24 CAD       2,194      1,656
  Canadian Western Bank  2.606%  1/30/25 CAD       3,621      2,707
  Canadian Western Bank  1.926%  4/16/26 CAD       2,000      1,424
  Canadian Western Bank  1.818% 12/16/27 CAD       1,609      1,089
  Capital City Link General Partnership  4.386%  3/31/46 CAD         464        344
  Capital Power Corp.  4.284%  9/18/24 CAD       1,372      1,073
  Capital Power Corp.  4.986%  1/23/26 CAD         919        730
  Capital Power Corp.  4.424%   2/8/30 CAD         827        622
  Capital Power Corp.  3.147%  10/1/32 CAD       1,043        678
  CCL Industries Inc.  3.864%  4/13/28 CAD         888        667
  Cenovus Energy Inc.  3.550%  3/12/25 CAD         518        398
  Cenovus Energy Inc.  3.600%  3/10/27 CAD       3,361      2,516
  Cenovus Energy Inc.  3.500%   2/7/28 CAD       4,247      3,123
  Central 1 Credit Union  2.584%  12/6/23 CAD       3,212      2,458
  Central 1 Credit Union  2.391%  6/30/31 CAD       1,609      1,144
  CGI Inc.  2.100%  9/18/28 CAD       6,841      4,634
  Chartwell Retirement Residences  4.211%  4/28/25 CAD         548        420
  Choice Properties REIT  3.556%   9/9/24 CAD       2,212      1,702
  Choice Properties REIT  3.546%  1/10/25 CAD       4,390      3,363
  Choice Properties REIT  2.848%  5/21/27 CAD       3,819      2,758
  Choice Properties REIT  4.178%   3/8/28 CAD       2,743      2,092
  Choice Properties REIT  3.532%  6/11/29 CAD       3,896      2,807
  Choice Properties REIT  2.981%   3/4/30 CAD       1,609      1,099
  CI Financial Corp.  3.215%  7/22/24 CAD       1,609      1,234
  CI Financial Corp.  3.759%  5/26/25 CAD       1,645      1,264
  CI Financial Corp.  3.904%  9/27/27 CAD         903        682
  Clover LP  4.216%  3/31/34 CAD       1,024        786
  Clover LP  4.216%  6/30/34 CAD         982        750
  Cogeco Communications Inc.  4.175%  5/26/23 CAD       1,234        965
  Cogeco Communications Inc.  2.991%  9/22/31 CAD       1,609      1,059
  Concordia University  6.550%   9/2/42 CAD       1,645      1,691
  Co-operators Financial Services Ltd.  3.327%  5/13/30 CAD         985        678
1 Cordelio Amalco GP I  4.087%  6/30/34 CAD       2,346      1,779
  Crombie REIT  3.677%  8/26/26 CAD       1,645      1,231
  Crombie REIT  3.917%  6/21/27 CAD         987        740
  Crombie REIT  2.686%  3/31/28 CAD         960        666
  Crombie REIT  3.211%  10/9/30 CAD         518        348
  Crosslinx Transit Solutions GP  4.651%  9/30/46 CAD       1,719      1,241
  CSS FSCC Partnership  6.915%  7/31/42 CAD          21         19
12

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  CT REIT  3.527%   6/9/25 CAD       2,523      1,922
  CT REIT  3.469%  6/16/27 CAD         730        542
  CT REIT  2.371%   1/6/31 CAD       1,096        693
  CU Inc.  4.543% 10/24/41 CAD       1,096        851
  CU Inc.  3.805%  9/10/42 CAD       3,862      2,710
  CU Inc.  4.722%   9/9/43 CAD       1,645      1,309
  CU Inc.  4.085%   9/2/44 CAD       2,963      2,156
  CU Inc.  3.964%  7/27/45 CAD       1,645      1,174
  CU Inc.  3.763% 11/19/46 CAD         823        567
  CU Inc.  3.548% 11/22/47 CAD       1,363        902
  CU Inc.  3.950% 11/23/48 CAD         531        375
  CU Inc.  2.963%   9/7/49 CAD       2,469      1,457
  CU Inc.  3.174%   9/5/51 CAD         885        537
  CU Inc.  4.211% 10/29/55 CAD       8,231      5,994
  CU Inc.  4.593% 10/24/61 CAD         355        274
  Dollarama Inc.  3.550%  11/6/23 CAD       2,452      1,907
  Dollarama Inc.  1.871%   7/8/26 CAD       1,609      1,145
  Dollarama Inc.  1.505%  9/20/27 CAD       1,096        741
  Dollarama Inc.  2.443%   7/9/29 CAD       2,354      1,599
  Dream Industrial REIT  1.662% 12/22/25 CAD       1,609      1,144
  Dream Industrial REIT  2.057%  6/17/27 CAD       2,253      1,558
  Edmonton Regional Airports Authority  7.214%  11/1/30 CAD         652        550
  Emera Inc.  2.900%  6/16/23 CAD      12,617      9,771
  Enbridge Gas Inc.  3.790%  7/10/23 CAD      16,459     12,861
  Enbridge Gas Inc.  3.150%  8/22/24 CAD       3,555      2,746
  Enbridge Gas Inc.  3.310%  9/11/25 CAD       1,777      1,366
  Enbridge Gas Inc.  2.810%   6/1/26 CAD       1,126        845
  Enbridge Gas Inc.  2.500%   8/5/26 CAD       1,096        809
  Enbridge Gas Inc.  2.900%   4/1/30 CAD       2,743      1,954
  Enbridge Gas Inc.  4.880%  6/21/41 CAD       1,892      1,516
  Enbridge Gas Inc.  4.200%   6/2/44 CAD       1,316        964
  Enbridge Gas Inc.  4.000%  8/22/44 CAD       1,096        779
  Enbridge Gas Inc.  3.800%   6/1/46 CAD       1,645      1,120
  Enbridge Gas Inc.  3.590% 11/22/47 CAD         987        650
  Enbridge Gas Inc.  3.510% 11/29/47 CAD       2,576      1,674
  Enbridge Gas Inc.  3.010%   8/9/49 CAD       1,645        963
  Enbridge Gas Inc.  3.650%   4/1/50 CAD       2,336      1,544
  Enbridge Gas Inc.  4.950% 11/22/50 CAD       1,481      1,212
  Enbridge Gas Inc.  3.200%  9/15/51 CAD       2,012      1,212
  Enbridge Inc.  3.950% 11/19/24 CAD       1,645      1,278
  Enbridge Inc.  2.440%   6/2/25 CAD       1,609      1,191
  Enbridge Inc.  3.200%   6/8/27 CAD       3,316      2,437
  Enbridge Inc.  2.990%  10/3/29 CAD       3,946      2,732
  Enbridge Inc.  3.100%  9/21/33 CAD       4,829      3,117
  Enbridge Inc.  4.240%  8/27/42 CAD       2,392      1,544
  Enbridge Inc.  4.570%  3/11/44 CAD       2,911      1,957
  Enbridge Inc.  4.870% 11/21/44 CAD       2,304      1,612
  Enbridge Inc.  4.100%  9/21/51 CAD         965        585
  Enbridge Pipelines Inc.  3.790%  8/17/23 CAD       2,634      2,055
  Enbridge Pipelines Inc.  3.450%  9/29/25 CAD       2,874      2,191
  Enbridge Pipelines Inc.  3.520%  2/22/29 CAD       1,043        766
  Enbridge Pipelines Inc.  2.820%  5/12/31 CAD       2,253      1,502
  Enbridge Pipelines Inc.  4.550%  8/17/43 CAD         548        374
  Enbridge Pipelines Inc.  4.550%  9/29/45 CAD       3,072      2,086
  Enbridge Pipelines Inc.  4.130%   8/9/46 CAD       2,743      1,739
13

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Enbridge Pipelines Inc.  4.330%  2/22/49 CAD       1,529        991
  Enbridge Pipelines Inc.  4.200%  5/12/51 CAD       1,346        847
  Energir Inc.  2.100%  4/16/27 CAD         793        571
  Energir Inc.  3.530%  5/16/47 CAD       1,167        783
  ENMAX Corp.  3.836%   6/5/28 CAD       1,096        817
  ENMAX Corp.  3.876% 10/18/29 CAD       2,743      2,005
  EPCOR Utilities Inc.  4.550%  2/28/42 CAD       1,637      1,274
  EPCOR Utilities Inc.  3.554% 11/27/47 CAD       3,841      2,545
  EPCOR Utilities Inc.  3.949% 11/26/48 CAD         500        354
  EPCOR Utilities Inc.  2.899%  5/19/50 CAD       1,034        598
  EPCOR Utilities Inc.  3.287%  6/28/51 CAD         804        500
  Equitable Bank  1.939%  3/10/25 CAD       1,609      1,170
  Equitable Bank  1.876% 11/26/25 CAD       1,096        778
  Fair Hydro Trust  3.357%  5/15/35 CAD       3,909      2,873
  Fairfax Financial Holdings Ltd.  4.950%   3/3/25 CAD       2,227      1,760
  Fairfax Financial Holdings Ltd.  4.700% 12/16/26 CAD       2,743      2,133
  Fairfax Financial Holdings Ltd.  4.250%  12/6/27 CAD       1,352      1,021
  Fairfax Financial Holdings Ltd.  4.230%  6/14/29 CAD       1,286        948
  Fairfax Financial Holdings Ltd.  3.950%   3/3/31 CAD       2,981      2,092
  Federated Co-Operatives Ltd.  3.917%  6/17/25 CAD         977        748
  Federation des Caisses Desjardins du Quebec  3.056%  9/11/23 CAD       2,743      2,130
  Federation des Caisses Desjardins du Quebec  2.417%  10/4/24 CAD       7,114      5,353
  Federation des Caisses Desjardins du Quebec  0.010%  9/24/25 EUR      23,213     23,409
  Federation des Caisses Desjardins du Quebec  2.856%  5/26/30 CAD       3,017      2,239
  Federation des Caisses Desjardins du Quebec  1.992%  5/28/31 CAD       4,668      3,283
  First Capital REIT  4.790%  8/30/24 CAD       2,735      2,143
  First Capital REIT  4.323%  7/31/25 CAD       5,487      4,213
  First Capital REIT  3.753%  7/12/27 CAD       1,670      1,223
  First National Financial Corp.  2.961% 11/17/25 CAD         548        404
  Fortis Inc.  2.850% 12/12/23 CAD       1,426      1,099
  Fortis Inc.  2.180%  5/15/28 CAD       3,299      2,314
  FortisAlberta Inc.  6.220% 10/31/34 CAD          56         51
  FortisAlberta Inc.  3.672%   9/9/47 CAD       2,297      1,558
  FortisAlberta Inc.  2.632%   6/8/51 CAD         482        260
  FortisBC Energy Inc.  6.500%   5/1/34 CAD       5,487      5,075
  FortisBC Energy Inc.  6.050%  2/15/38 CAD       5,487      5,015
  FortisBC Inc.  4.000% 10/28/44 CAD       1,152        800
  Gibson Energy Inc.  2.450%  7/14/25 CAD         987        725
  Gibson Energy Inc.  2.850%  7/14/27 CAD         991        709
  Gibson Energy Inc.  3.600%  9/17/29 CAD       1,502      1,074
  Granite REIT Holdings LP  3.873% 11/30/23 CAD       1,743      1,359
  Granite REIT Holdings LP  3.062%   6/4/27 CAD       2,096      1,532
  Granite REIT Holdings LP  2.194%  8/30/28 CAD       1,609      1,091
  Granite REIT Holdings LP  2.378% 12/18/30 CAD       1,536        981
  Greater Toronto Airports Authority  1.540%   5/3/28 CAD       3,456      2,345
  Greater Toronto Airports Authority  2.730%   4/3/29 CAD       2,359      1,695
  Greater Toronto Airports Authority  3.260%   6/1/37 CAD       1,126        751
  Greater Toronto Airports Authority  2.750% 10/17/39 CAD       4,189      2,594
  Greater Toronto Airports Authority  5.300%  2/25/41 CAD       1,701      1,457
  Greater Toronto Airports Authority  5.300%  2/25/41 CAD       2,743      2,140
  Great-West Lifeco Inc.  1.750%  12/7/26 EUR         400        417
14

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Great-West Lifeco Inc.  2.379%  5/14/30 CAD       5,231      3,502
  Great-West Lifeco Inc.  6.670%  3/21/33 CAD       1,092        975
  Great-West Lifeco Inc.  5.998% 11/16/39 CAD       6,035      5,286
  H&R REIT  3.369%  1/30/24 CAD         829        637
  H&R REIT  2.906%   6/2/26 CAD       2,743      2,004
  H&R REIT  2.633%  2/19/27 CAD         160        114
  Halifax International Airport Authority  5.503%  7/19/41 CAD         164        138
  Honda Canada Finance Inc.  3.176%  8/28/23 CAD       3,292      2,551
  Honda Canada Finance Inc.  2.500%   6/4/24 CAD       1,609      1,220
  Honda Canada Finance Inc.  3.444%  5/23/25 CAD       2,359      1,805
  Honda Canada Finance Inc.  1.337%  3/17/26 CAD       2,030      1,428
  Honda Canada Finance Inc.  1.711%  9/28/26 CAD       1,609      1,128
  Honda Canada Finance Inc.  1.646%  2/25/28 CAD       2,504      1,683
  Hospital for Sick Children  5.217% 12/16/49 CAD         700        632
  Hospital for Sick Children  3.416%  12/7/57 CAD       1,496        996
  Hospital Infrastructure Partners NOH Partnership  5.439%  1/31/45 CAD       3,126      2,538
  HSBC Bank Canada  3.245%  9/15/23 CAD       5,487      4,255
  HSBC Bank Canada  3.403%  3/24/25 CAD       4,400      3,364
  HSBC Bank Canada  1.782%  5/20/26 CAD       4,507      3,205
  HSBC Bank Canada  0.010%  9/14/26 EUR      20,000     19,819
  Hydro One Inc.  2.540%   4/5/24 CAD       1,126        864
  Hydro One Inc.  2.970%  6/26/25 CAD         197        150
  Hydro One Inc.  2.770%  2/24/26 CAD       5,377      4,046
  Hydro One Inc.  3.020%   4/5/29 CAD       2,085      1,534
  Hydro One Inc.  7.350%   6/3/30 CAD       1,096      1,022
  Hydro One Inc.  2.230%  9/17/31 CAD       1,448        956
  Hydro One Inc.  6.930%   6/1/32 CAD         622        579
  Hydro One Inc.  5.360%  5/20/36 CAD         548        464
  Hydro One Inc.  4.890%  3/13/37 CAD       2,743      2,222
  Hydro One Inc.  5.490%  7/16/40 CAD       1,934      1,683
  Hydro One Inc.  4.390%  9/26/41 CAD       2,807      2,148
  Hydro One Inc.  4.590%  10/9/43 CAD       3,017      2,372
  Hydro One Inc.  3.910%  2/23/46 CAD       1,756      1,249
  Hydro One Inc.  5.000% 10/19/46 CAD       1,096        915
  Hydro One Inc.  3.720% 11/18/47 CAD         790        542
  Hydro One Inc.  3.630%  6/25/49 CAD       5,004      3,378
  Hydro One Inc.  2.710%  2/28/50 CAD       1,843      1,031
  Hydro One Inc.  3.640%   4/5/50 CAD         321        217
  Hydro One Inc.  3.100%  9/15/51 CAD       2,334      1,407
  Hydro One Inc.  3.790%  7/31/62 CAD       1,096        729
  Hydro One Ltd.  1.410% 10/15/27 CAD       6,300      4,303
  Hydro Ottawa Holding Inc.  3.991%  5/14/43 CAD       1,152        813
  Hyundai Capital Canada Inc.  2.008%  5/12/26 CAD       1,609      1,139
  Hyundai Capital Canada Inc.  3.196%  2/16/27 CAD       1,800      1,315
  iA Financial Corp. Inc.  3.072%  9/24/31 CAD       1,645      1,212
  IGM Financial Inc.  3.440%  1/26/27 CAD       2,136      1,610
  IGM Financial Inc.  4.560%  1/25/47 CAD         494        365
  IGM Financial Inc.  4.115%  12/9/47 CAD       3,338      2,303
  IGM Financial Inc.  4.206%  3/21/50 CAD         767        535
  Industrial Alliance Insurance & Financial Services Inc.  3.300%  9/15/28 CAD       2,743      2,118
  InPower BC General Partnership  4.471%  3/31/33 CAD       2,396      1,851
  Intact Financial Corp.  1.207%  5/21/24 CAD       1,126        832
  Intact Financial Corp.  3.770%   3/2/26 CAD       1,303      1,005
  Intact Financial Corp.  2.850%   6/7/27 CAD         301        220
15

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Intact Financial Corp.  1.928% 12/16/30 CAD       4,061      2,569
  Intact Financial Corp.  6.400% 11/23/39 CAD          76         69
  Intact Financial Corp.  5.160%  6/16/42 CAD       1,635      1,311
  Intact Financial Corp.  2.954% 12/16/50 CAD       1,349        740
  Integrated Team Solutions SJHC Partnership  5.946% 11/30/42 CAD          84         73
  Inter Pipeline Ltd.  2.608%  9/13/23 CAD       1,053        806
  Inter Pipeline Ltd.  2.734%  4/18/24 CAD       1,503      1,140
  Inter Pipeline Ltd.  3.173%  3/24/25 CAD         908        683
  Inter Pipeline Ltd.  3.484% 12/16/26 CAD       1,372      1,012
  Inter Pipeline Ltd.  4.232%   6/1/27 CAD       3,534      2,679
  Inter Pipeline Ltd.  3.983% 11/25/31 CAD       2,816      1,944
  Inter Pipeline Ltd.  4.637%  5/30/44 CAD       1,390        877
  Inter Pipeline Ltd.  5.091% 11/27/51 CAD         804        535
  Ivanhoe Cambridge II Inc.  2.909%  6/27/23 CAD       1,397      1,081
  Ivanhoe Cambridge II Inc.  2.296% 12/12/24 CAD       1,609      1,207
  Keyera Corp.  3.934%  6/21/28 CAD       1,208        892
  Keyera Corp.  3.959%  5/29/30 CAD       1,207        865
  Keyera Corp.  5.022%  3/28/32 CAD       1,600      1,203
  Kingston Solar LP  3.571%  7/31/35 CAD          22         16
  Laurentian Bank of Canada  3.450%  6/27/23 CAD       2,767      2,150
  Loblaw Cos. Ltd.  4.860%  9/12/23 CAD       1,096        866
  Loblaw Cos. Ltd.  4.488% 12/11/28 CAD       4,067      3,181
  Loblaw Cos. Ltd.  2.284%   5/7/30 CAD       3,047      2,020
  Loblaw Cos. Ltd.  5.900%  1/18/36 CAD       1,372      1,145
  Lower Mattagami Energy LP  3.416%  6/20/24 CAD       1,096        851
  Lower Mattagami Energy LP  2.433%  5/14/31 CAD       1,609      1,091
  Lower Mattagami Energy LP  5.139%  5/18/41 CAD       2,743      2,325
  Lower Mattagami Energy LP  4.944%  9/21/43 CAD         452        377
  Manulife Bank of Canada  2.378% 11/19/24 CAD       1,591      1,197
  Manulife Bank of Canada  1.337%  2/26/26 CAD       2,658      1,884
  Manulife Bank of Canada  1.536%  9/14/26 CAD       1,609      1,126
  Manulife Bank of Canada  2.864%  2/16/27 CAD       2,600      1,915
  Manulife Finance Delaware LP  5.059% 12/15/41 CAD       2,079      1,615
  Manulife Financial Corp.  3.049%  8/20/29 CAD       2,743      2,086
  Manulife Financial Corp.  2.237%  5/12/30 CAD       7,369      5,411
  Manulife Financial Corp.  2.818%  5/13/35 CAD       5,596      3,780
  McGill University  6.150%  9/22/42 CAD          48         47
  McGill University  3.975%  1/29/56 CAD         121         89
  McGill University Health Centre  5.360% 12/31/43 CAD         288        255
  Metro Inc.  3.390%  12/6/27 CAD       5,822      4,341
  Metro Inc.  5.970% 10/15/35 CAD       2,770      2,339
  Metro Inc.  4.270%  12/4/47 CAD       1,435        985
  Metro Inc.  3.413%  2/28/50 CAD         672        393
  Mountain View Partners GP  3.974%  3/31/51 CAD          92         64
  National Bank of Canada  0.250%  7/24/23 EUR       1,096      1,153
  National Bank of Canada  0.000%  9/29/23 EUR       2,523      2,636
  National Bank of Canada  0.375%  1/15/24 EUR       2,743      2,871
  National Bank of Canada  2.983%   3/4/24 CAD       4,600      3,531
  National Bank of Canada  2.545%  7/12/24 CAD       5,048      3,821
  National Bank of Canada  2.580%   2/3/25 CAD       3,676      2,754
  National Bank of Canada  0.750%  3/13/25 EUR       4,939      5,133
  National Bank of Canada  1.534%  6/15/26 CAD       3,195      2,249
  National Bank of Canada  2.237%  11/4/26 CAD       3,621      2,591
  NAV Canada  0.555%   2/9/24 CAD       1,207        897
16

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  NAV Canada  2.063%  5/29/30 CAD       2,194      1,481
  NAV Canada  3.534%  2/23/46 CAD         548        375
  NAV Canada  3.293%  3/30/48 CAD       3,841      2,493
  NAV Canada  2.924%  9/29/51 CAD         277        164
  Nissan Canada Inc.  1.626%  3/18/24 CAD       3,219      2,386
  Nissan Canada Inc.  2.103%  9/22/25 CAD       4,829      3,466
  North Battleford Power LP  4.958% 12/31/32 CAD       1,853      1,481
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.200%  7/22/24 CAD       1,096        844
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.200%  4/24/26 CAD       1,096        828
  North West Redwater Partnership / NWR Financing Co. Ltd.  2.000%  12/1/26 CAD       1,609      1,143
  North West Redwater Partnership / NWR Financing Co. Ltd.  2.800%   6/1/27 CAD       4,170      3,050
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.250%   6/1/29 CAD       2,716      2,092
  North West Redwater Partnership / NWR Financing Co. Ltd.  2.800%   6/1/31 CAD       4,519      3,038
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.150%   6/1/33 CAD       3,017      2,212
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.650%   6/1/35 CAD         643        440
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.750%   6/1/37 CAD       1,645      1,250
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.350%  1/10/39 CAD       1,232        890
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.700%  2/23/43 CAD       2,250      1,460
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.050%  7/22/44 CAD       2,222      1,513
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.750%   6/1/51 CAD       2,414      1,525
  Northern Courier Pipeline LP  3.365%  6/30/42 CAD       1,011        716
3 Northern Courier Pipeline LP  3.365%  6/30/42 CAD       1,950      1,363
  Northwestern Hydro Acquisition Co. II LP  3.877% 12/31/36 CAD       1,230        874
  Northwestern Hydro Acquisition Co. III LP  3.940% 12/31/38 CAD       1,674      1,200
  Nouvelle Autoroute 30 Financement Inc.  4.114%  3/31/42 CAD       3,135      2,218
  Nouvelle Autoroute 30 Financement Inc.  4.115%  6/30/42 CAD         299        212
  Nova Scotia Power Inc.  5.610%  6/15/40 CAD       2,359      2,038
  Nova Scotia Power Inc.  4.500%  7/20/43 CAD       1,814      1,376
  Nova Scotia Power Inc.  3.571%   4/5/49 CAD       2,066      1,337
  Nova Scotia Power Inc.  3.307%  4/25/50 CAD       1,096        671
  OMERS Realty Corp.  3.358%   6/5/23 CAD       2,194      1,706
  OMERS Realty Corp.  2.858%  2/23/24 CAD       2,735      2,100
  OMERS Realty Corp.  3.328% 11/12/24 CAD         934        719
  OMERS Realty Corp.  3.331%   6/5/25 CAD       1,750      1,339
  OMERS Realty Corp.  3.628%   6/5/30 CAD       2,469      1,828
  Ontario Power Generation Inc.  3.315%  10/4/27 CAD       1,536      1,155
  Ontario Power Generation Inc.  2.977%  9/13/29 CAD       4,390      3,145
  Ontario Power Generation Inc.  3.215%   4/8/30 CAD       3,292      2,380
  Ontario Power Generation Inc.  3.838%  6/22/48 CAD       3,292      2,213
  Ontario Power Generation Inc.  3.651%  9/13/50 CAD         563        363
  Ontario Power Generation Inc.  2.947%  2/21/51 CAD       1,567        876
  Original Wempi Inc.  4.056%  2/13/24 CAD       1,532      1,174
  Original Wempi Inc.  4.309%  2/13/24 CAD         943        720
17

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Ottawa MacDonald-Cartier International Airport Authority  3.933%   6/9/45 CAD       1,027        701
  Pembina Pipeline Corp.  2.560%   6/1/23 CAD       2,222      1,710
  Pembina Pipeline Corp.  2.990%  1/22/24 CAD       4,390      3,365
  Pembina Pipeline Corp.  3.710%  8/11/26 CAD       2,660      2,012
  Pembina Pipeline Corp.  4.240%  6/15/27 CAD       1,645      1,262
  Pembina Pipeline Corp.  4.020%  3/27/28 CAD       1,126        847
  Pembina Pipeline Corp.  3.620%   4/3/29 CAD       1,645      1,195
  Pembina Pipeline Corp.  3.310%   2/1/30 CAD       4,061      2,840
  Pembina Pipeline Corp.  4.750%  4/30/43 CAD       1,645      1,111
  Pembina Pipeline Corp.  4.810%  3/25/44 CAD       3,045      2,068
  Pembina Pipeline Corp.  4.740%  1/21/47 CAD       1,053        702
  Pembina Pipeline Corp.  4.750%  3/26/48 CAD       2,489      1,656
  Pembina Pipeline Corp.  4.540%   4/3/49 CAD       3,072      1,970
  Pembina Pipeline Corp.  4.670%  5/28/50 CAD       1,423        929
  Pembina Pipeline Corp.  4.490% 12/10/51 CAD       1,609      1,017
  Plenary Properties LTAP LP  6.288%  1/31/44 CAD       3,614      3,194
  Power Corp. of Canada  4.455%  7/27/48 CAD       1,609      1,173
  Power Financial Corp.  6.900%  3/11/33 CAD         688        620
  Reliance LP  3.750%  3/15/26 CAD       1,049        795
  Reliance LP  2.680%  12/1/27 CAD       3,703      2,602
  Reliance LP  2.670%   8/1/28 CAD       1,609      1,111
  RioCan REIT  3.209%  9/29/23 CAD       1,609      1,240
  RioCan REIT  3.287%  2/12/24 CAD       1,609      1,233
  RioCan REIT  2.576%  2/12/25 CAD       2,359      1,777
  RioCan REIT  1.974%  6/15/26 CAD       1,645      1,160
  RioCan REIT  2.361%  3/10/27 CAD         987        690
  RioCan REIT  2.829%  11/8/28 CAD       1,207        831
  Rogers Communications Inc.  4.000%  3/13/24 CAD       4,554      3,544
  Rogers Communications Inc.  3.100%  4/15/25 CAD       2,300      1,735
  Rogers Communications Inc.  3.650%  3/31/27 CAD       5,144      3,868
  Rogers Communications Inc.  3.750%  4/15/29 CAD       3,400      2,497
  Rogers Communications Inc.  3.250%   5/1/29 CAD       3,037      2,156
  Rogers Communications Inc.  4.250%  4/15/32 CAD       3,400      2,476
  Rogers Communications Inc.  6.680%  11/4/39 CAD       1,670      1,430
  Rogers Communications Inc.  6.110%  8/25/40 CAD       2,743      2,216
  Rogers Communications Inc.  6.560%  3/22/41 CAD       1,777      1,507
  Rogers Communications Inc.  5.250%  4/15/52 CAD       3,300      2,395
  Royal Bank of Canada  2.949%   5/1/23 CAD       5,487      4,266
  Royal Bank of Canada  0.250%  6/28/23 EUR       8,834      9,302
  Royal Bank of Canada  3.296%  9/26/23 CAD       5,494      4,261
  Royal Bank of Canada  2.333%  12/5/23 CAD       4,593      3,524
  Royal Bank of Canada  0.250%  1/29/24 EUR       6,035      6,302
  Royal Bank of Canada  2.352%   7/2/24 CAD       7,572      5,718
  Royal Bank of Canada  0.125%  7/23/24 EUR       1,645      1,694
  Royal Bank of Canada  2.609%  11/1/24 CAD       8,354      6,305
  Royal Bank of Canada  1.375%  12/9/24 GBP       1,645      1,984
  Royal Bank of Canada  1.936%   5/1/25 CAD       6,749      4,949
  Royal Bank of Canada  3.369%  9/29/25 CAD      15,000     11,420
  Royal Bank of Canada  1.589%   5/4/26 CAD       4,829      3,414
  Royal Bank of Canada  0.050%  6/19/26 EUR       9,328      9,289
  Royal Bank of Canada  0.010%  1/21/27 EUR       8,231      8,092
  Royal Bank of Canada  2.328%  1/28/27 CAD       9,745      6,983
  Royal Bank of Canada  1.833%  7/31/28 CAD       1,609      1,085
  Royal Bank of Canada  2.740%  7/25/29 CAD       5,487      4,139
18

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Royal Bank of Canada  2.880% 12/23/29 CAD       4,536      3,404
  Royal Bank of Canada  2.088%  6/30/30 CAD       3,841      2,789
  Royal Bank of Canada  2.140%  11/3/31 CAD       4,748      3,329
  Royal Bank of Canada  2.940%   5/3/32 CAD       2,000      1,439
  Royal Bank of Canada  1.670%  1/28/33 CAD       3,621      2,391
  Sagen MI Canada Inc.  4.242%   4/1/24 CAD         561        438
  Sagen MI Canada Inc.  2.955%   3/1/27 CAD       1,015        734
  Saputo Inc.  3.603%  8/14/25 CAD       3,900      2,975
  Saputo Inc.  1.415%  6/19/26 CAD       1,096        761
  Saputo Inc.  2.242%  6/16/27 CAD       2,140      1,498
  Scotiabank Capital Trust  5.650% 12/31/56 CAD       2,165      1,954
  SEC LP and Arci Ltd.  5.188%  8/29/33 CAD       2,516      1,952
  Shaw Communications Inc.  4.350%  1/31/24 CAD       5,487      4,298
  Shaw Communications Inc.  4.400%  11/2/28 CAD          24         18
  Shaw Communications Inc.  2.900%  12/9/30 CAD       2,836      1,890
  Shaw Communications Inc.  6.750%  11/9/39 CAD       5,012      4,307
  Shaw Communications Inc.  4.250%  12/9/49 CAD       1,921      1,181
  SmartCentres REIT  3.444%  8/28/26 CAD         342        254
  SmartCentres REIT  3.834% 12/21/27 CAD       2,743      2,039
  SmartCentres REIT  2.307% 12/18/28 CAD       1,426        947
  SmartCentres REIT  3.526% 12/20/29 CAD       3,566      2,504
  SmartCentres REIT  3.648% 12/11/30 CAD       1,096        759
  Sobeys Inc.  4.700%   8/8/23 CAD       2,743      2,193
  SSL Finance Inc.  4.099% 10/31/45 CAD       1,608      1,185
  Summit Industrial Income REIT  2.150%  9/17/25 CAD         713        517
  Summit Industrial Income REIT  1.820%   4/1/26 CAD       1,690      1,192
  Summit Industrial Income REIT  2.440%  7/14/28 CAD       1,609      1,100
  Sun Life Financial Inc.  3.050%  9/19/28 CAD       5,487      4,224
  Sun Life Financial Inc.  2.380%  8/13/29 CAD       2,414      1,811
  Sun Life Financial Inc.  2.580%  5/10/32 CAD       3,017      2,157
  Sun Life Financial Inc.  2.800% 11/21/33 CAD       2,494      1,745
  Sun Life Financial Inc.  2.060%  10/1/35 CAD       5,402      3,382
  Sun Life Financial Inc.  5.400%  5/29/42 CAD       2,660      2,154
  Suncor Energy Inc.  3.000%  9/14/26 CAD       2,246      1,671
  Suncor Energy Inc.  3.100%  5/24/29 CAD       2,414      1,711
  Suncor Energy Inc.  5.000%   4/9/30 CAD       4,499      3,558
  Suncor Energy Inc.  5.390%  3/26/37 CAD       2,359      1,855
  Suncor Energy Inc.  4.340%  9/13/46 CAD         797        532
  Suncor Energy Inc.  3.950%   3/4/51 CAD       1,499        922
  TELUS Corp.  3.350%   4/1/24 CAD       5,871      4,537
  TELUS Corp.  3.750%  1/17/25 CAD       2,446      1,893
  TELUS Corp.  3.750%  3/10/26 CAD       3,783      2,899
  TELUS Corp.  2.350%  1/27/28 CAD       3,292      2,303
  TELUS Corp.  3.625%   3/1/28 CAD       5,268      3,939
  TELUS Corp.  3.300%   5/2/29 CAD       4,154      2,987
  TELUS Corp.  2.050%  10/7/30 CAD       1,609      1,018
  TELUS Corp.  4.400%   4/1/43 CAD         743        503
  TELUS Corp.  4.850%   4/5/44 CAD       5,076      3,652
  TELUS Corp.  4.750%  1/17/45 CAD       1,509      1,069
  TELUS Corp.  4.400%  1/29/46 CAD       1,838      1,233
  TELUS Corp.  4.700%   3/6/48 CAD       1,481      1,037
  TELUS Corp.  3.950%  2/16/50 CAD       3,506      2,143
  TELUS Corp.  4.100%   4/5/51 CAD       2,181      1,369
  Teranet Holdings LP  3.544%  6/11/25 CAD       4,300      3,285
  Teranet Holdings LP  5.754% 12/17/40 CAD       1,863      1,458
19

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Teranet Holdings LP  6.100%  6/17/41 CAD         321        261
  Thomson Reuters Corp.  2.239%  5/14/25 CAD       9,278      6,856
  THP Partnership  4.394% 10/31/46 CAD         103         77
  TMX Group Ltd.  4.461%  10/3/23 CAD       3,129      2,462
  Toromont Industries Ltd.  3.842% 10/27/27 CAD       1,204        915
  Toronto Hydro Corp.  2.520%  8/25/26 CAD       3,017      2,246
  Toronto Hydro Corp.  2.430% 12/11/29 CAD       3,292      2,317
  Toronto Hydro Corp.  5.540%  5/21/40 CAD         160        142
  Toronto Hydro Corp.  3.550%  7/28/45 CAD         265        180
  Toronto Hydro Corp.  3.485%  2/28/48 CAD       2,799      1,866
  Toronto Hydro Corp.  2.990% 12/10/49 CAD         366        222
  Toronto Hydro Corp.  3.270% 10/18/51 CAD         965        609
  Toronto-Dominion Bank  3.005%  5/30/23 CAD       8,231      6,396
  Toronto-Dominion Bank  1.909%  7/18/23 CAD       7,418      5,687
  Toronto-Dominion Bank  2.850%   3/8/24 CAD       3,017      2,312
  Toronto-Dominion Bank  0.500%   4/3/24 EUR       7,133      7,455
  Toronto-Dominion Bank  2.050%  7/10/24 AUD       1,480      1,008
  Toronto-Dominion Bank  3.226%  7/24/24 CAD       6,895      5,342
  Toronto-Dominion Bank  2.496%  12/2/24 CAD       8,511      6,398
  Toronto-Dominion Bank  1.943%  3/13/25 CAD       4,280      3,149
  Toronto-Dominion Bank  0.625%   6/6/25 EUR       7,682      7,935
  Toronto-Dominion Bank  2.667%   9/9/25 CAD       4,980      3,710
  Toronto-Dominion Bank  1.128%  12/9/25 CAD       5,707      4,021
  Toronto-Dominion Bank  2.260%   1/7/27 CAD       6,000      4,291
  Toronto-Dominion Bank  0.500%  1/18/27 EUR       4,000      3,906
  Toronto-Dominion Bank  0.100%  7/19/27 EUR      10,919     10,671
  Toronto-Dominion Bank  1.888%   3/8/28 CAD      13,057      8,942
  Toronto-Dominion Bank  1.896%  9/11/28 CAD       4,300      2,903
  Toronto-Dominion Bank  3.589%  9/14/28 CAD       4,390      3,402
  Toronto-Dominion Bank  3.224%  7/25/29 CAD       5,775      4,400
  Toronto-Dominion Bank  3.105%  4/22/30 CAD       9,093      6,824
  Toronto-Dominion Bank  4.859%   3/4/31 CAD       3,377      2,662
  Toronto-Dominion Bank  3.060%  1/26/32 CAD       5,377      3,915
  Toyota Credit Canada Inc.  3.040%  7/12/23 CAD       2,466      1,912
  Toyota Credit Canada Inc.  1.270%  7/22/24 CAD       1,608      1,186
  Toyota Credit Canada Inc.  2.310% 10/23/24 CAD       3,016      2,266
  Toyota Credit Canada Inc.  2.110%  2/26/25 CAD       2,742      2,036
  Toyota Credit Canada Inc.  1.660%  7/20/26 CAD       1,608      1,139
  TransCanada PipeLines Ltd.  3.690%  7/19/23 CAD       2,874      2,240
  TransCanada PipeLines Ltd.  3.300%  7/17/25 CAD         948        721
  TransCanada PipeLines Ltd.  3.800%   4/5/27 CAD       7,775      5,896
  TransCanada PipeLines Ltd.  3.390%  3/15/28 CAD       1,645      1,209
  TransCanada PipeLines Ltd.  6.280%  5/26/28 CAD       2,477      2,063
  TransCanada PipeLines Ltd.  3.000%  9/18/29 CAD       3,685      2,565
  TransCanada PipeLines Ltd.  2.970%   6/9/31 CAD       3,661      2,449
  TransCanada PipeLines Ltd.  8.050%  2/17/39 CAD          72         71
  TransCanada PipeLines Ltd.  4.550% 11/15/41 CAD       3,841      2,611
  TransCanada PipeLines Ltd.  4.350%   6/6/46 CAD       2,194      1,424
  TransCanada PipeLines Ltd.  4.330%  9/16/47 CAD       3,226      2,079
  TransCanada PipeLines Ltd.  4.180%   7/3/48 CAD       3,441      2,157
  TransCanada PipeLines Ltd.  4.340% 10/15/49 CAD       3,855      2,462
  Trillium Health Partners Volunteers  3.702% 12/20/58 CAD         465        321
  University of Ottawa  2.635%  2/13/60 CAD       2,019      1,075
  University of Toronto  5.841% 12/15/43 CAD         104         98
  University of Toronto  4.251%  12/7/51 CAD       1,372      1,063
20

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  University of Western Ontario  4.798%  5/24/47 CAD         148        123
3 Vancouver Airport Authority  7.425%  12/7/26 CAD       8,231      7,372
  Vancouver Airport Authority  3.857% 11/10/45 CAD         429        305
  Vancouver Airport Authority  2.874% 10/18/49 CAD         724        427
  Vancouver Airport Authority  2.800%  9/21/50 CAD       1,372        788
  Westcoast Energy Inc.  3.430%  9/12/24 CAD       3,676      2,832
  Westcoast Energy Inc.  3.770%  12/8/25 CAD         927        713
  Westcoast Energy Inc.  4.791% 10/28/41 CAD       1,215        877
  WSP Global Inc.  2.408%  4/19/28 CAD       1,529      1,065
  York University  6.480%   3/7/42 CAD         946        946
                   1,429,205
China (0.0%)                           
  Industrial & Commercial Bank of China Ltd.  0.125% 10/28/24 EUR       1,861      1,912
  Prosus NV  1.539%   8/3/28 EUR         804        718
3 Prosus NV  1.288%  7/13/29 EUR       2,816      2,398
  Prosus NV  2.031%   8/3/32 EUR       5,385      4,406
3 Prosus NV  1.985%  7/13/33 EUR       2,414      1,929
  Prosus NV  2.778%  1/19/34 EUR       2,000      1,689
  State Grid Europe Development 2014 plc  2.450%  1/26/27 EUR       1,228      1,294
  State Grid Overseas Investment BVI Ltd.  1.375%   5/2/25 EUR       3,841      3,985
  State Grid Overseas Investment BVI Ltd.  0.797%   8/5/26 EUR      15,145     14,905
  State Grid Overseas Investment BVI Ltd.  2.125%   5/2/30 EUR       3,785      3,780
                   37,016
Czech Republic (0.0%)                           
  CEZ A/S  4.875%  4/16/25 EUR       6,859      7,849
  CEZ A/S  3.000%   6/5/28 EUR       6,859      7,329
  CPI Property Group SA  1.625%  4/23/27 EUR       4,206      3,951
  CPI Property Group SA  2.750%  1/22/28 GBP       3,207      3,621
  CPI Property Group SA  1.500%  1/27/31 EUR       5,719      4,689
  EP Infrastructure A/S  1.659%  4/26/24 EUR       1,486      1,319
  EP Infrastructure A/S  1.698%  7/30/26 EUR       1,414      1,156
  EP Infrastructure A/S  2.045%  10/9/28 EUR       2,387      1,867
  EP Infrastructure A/S  1.816%   3/2/31 EUR       2,260      1,705
                   33,486
Denmark (0.4%)                           
  AP Moller - Maersk A/S  1.750%  3/16/26 EUR      16,375     17,286
  AP Moller - Maersk A/S  0.750% 11/25/31 EUR       2,414      2,184
  Carlsberg Breweries A/S  0.500%   9/6/23 EUR         400        420
  Carlsberg Breweries A/S  2.500%  5/28/24 EUR       9,328     10,029
  Carlsberg Breweries A/S  0.875%   7/1/29 EUR       5,487      5,233
  Carlsberg Breweries AS  0.625%   3/9/30 EUR       5,000      4,595
  Danfoss Finance I BV  0.125%  4/28/26 EUR       5,231      5,145
  Danica Pension Livsforsikrings AB  4.375%  9/29/45 EUR       1,865      2,045
  Danmarks Skibskredit A/S  0.250%  6/21/28 EUR      10,000      9,566
  Danske Bank A/S  1.375%  5/24/22 EUR       2,743      2,896
  Danske Bank A/S  0.875%  5/22/23 EUR       7,496      7,919
  Danske Bank A/S  0.750%   6/2/23 EUR       8,834      9,338
  Danske Bank A/S  0.625%  5/26/25 EUR       2,414      2,470
  Danske Bank A/S  0.500%  8/27/25 EUR       7,100      7,268
  Danske Bank A/S  0.750% 11/22/27 EUR       8,231      8,323
  Danske Bank A/S  2.250%  1/14/28 GBP       6,785      7,986
  Danske Bank A/S  0.750%   6/9/29 EUR       4,024      3,783
  Danske Bank A/S  1.375%  2/12/30 EUR       4,664      4,675
  Deutsche Telekom AG  3.125%   2/6/34 GBP       1,000      1,208
21

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Deutsche Wohnen SE  1.500%  4/30/30 EUR       3,200      3,043
  DSV Panalpina Finance BV  0.875%  9/17/36 EUR       4,024      3,338
  E.ON SE  0.000%  8/28/24 EUR       3,219      3,303
  Hamburg Commercial Bank AG  0.375%   3/9/26 EUR       4,000      3,996
  ISS Global A/S  2.125%  12/2/24 EUR         400        428
  ISS Global A/S  0.875%  6/18/26 EUR         100         98
  ISS Global A/S  1.500%  8/31/27 EUR      11,029     10,817
  Jyske Bank A/S  0.375% 10/15/25 EUR       5,487      5,607
  Jyske Bank A/S  2.250%   4/5/29 EUR       6,090      6,408
  Jyske Realkredit A/S  0.250%   7/1/23 EUR       4,390      4,621
  Jyske Realkredit A/S  0.375%   4/1/25 EUR       3,841      3,945
  Jyske Realkredit A/S  0.500%  10/1/26 EUR      12,170     12,310
  Nordea Kredit Realkreditaktieselskab  1.000%  10/1/26 DKK     200,000     27,666
  Nordea Kredit Realkreditaktieselskab  3.500%  10/1/44 DKK         192         29
  Novo Nordisk Finance Netherlands BV  0.000%   6/4/24 EUR       7,645      7,892
  Nykredit Realkredit A/S  2.000%   1/1/25 DKK     185,875     26,888
  Nykredit Realkredit A/S  0.500%  7/10/25 EUR       5,453      5,555
  Nykredit Realkredit A/S  2.000%   1/1/26 DKK     150,000     21,641
  Nykredit Realkredit A/S  1.000%   7/1/26 DKK     128,408     17,826
  Nykredit Realkredit A/S  1.000%   1/1/27 DKK     160,966     22,197
  Nykredit Realkredit A/S  0.750%  1/20/27 EUR       2,792      2,736
  Nykredit Realkredit A/S  0.375%  1/17/28 EUR      23,596     22,009
  Nykredit Realkredit A/S  2.000%  10/1/47 DKK      19,660      2,587
  Orsted A/S  1.500% 11/26/29 EUR      16,071     16,341
  Orsted A/S  4.875%  1/12/32 GBP       6,161      8,843
  Orsted A/S  2.500%  5/16/33 GBP       2,350      2,763
  Orsted A/S  5.750%   4/9/40 GBP         548        897
  Orsted A/S  6.250%  6/26/13 EUR         573        630
  Orsted A/S  2.500%  2/18/21 GBP         200        203
  Sydbank A/S  1.375%  9/18/23 EUR       5,487      5,817
                   362,803
Estonia (0.0%)                           
  Luminor Bank A/S  0.539%  9/23/26 EUR      11,864     11,476
Faeroe Islands (0.0%)                           
  Danfoss Finance I BV  0.375% 10/28/28 EUR       2,200      2,062
Finland (0.3%)                           
  Aktia Bank OYJ  0.375%   3/5/26 EUR       5,400      5,490
  Citycon Treasury BV  2.375%  1/15/27 EUR       5,487      5,002
  Elenia Verkko OYJ  0.375%   2/6/27 EUR       5,487      5,299
  Kojamo OYJ  1.875%  5/27/27 EUR       2,809      2,841
  Kojamo OYJ  0.875%  5/28/29 EUR       6,438      5,779
  Nordea Bank Abp  1.125%  2/12/25 EUR         100        105
  Nordea Bank Abp  0.550%  6/23/25 CHF       7,020      7,130
  Nordea Bank Abp  1.125%  2/16/27 EUR      10,000     10,169
  Nordea Bank Abp  0.500%  5/14/27 EUR       5,487      5,427
  Nordea Bank Abp  0.500%  11/2/28 EUR       6,438      6,057
  Nordea Bank Abp  1.625%  12/9/32 GBP       1,609      1,785
  Nordea Kiinnitysluottopankki OYJ  0.250% 11/21/23 EUR       2,743      2,875
  Nordea Kiinnitysluottopankki OYJ  0.250%  3/18/26 EUR      13,089     13,232
  Nordea Kiinnitysluottopankki OYJ  0.625%  3/17/27 EUR      12,620     12,800
  OP Corporate Bank plc  0.375%  8/29/23 EUR       3,292      3,460
  OP Corporate Bank plc  0.375%  2/26/24 EUR       3,731      3,885
  OP Corporate Bank plc  0.375%  6/19/24 EUR       4,390      4,528
  OP Corporate Bank plc  0.125%   7/1/24 EUR       8,048      8,311
22

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  OP Corporate Bank plc  1.000%  5/22/25 EUR       5,487      5,704
  OP Corporate Bank plc  0.500%  8/12/25 EUR       1,782      1,820
  OP Corporate Bank plc  0.600%  1/18/27 EUR      12,071     11,836
  OP Corporate Bank plc  0.100% 11/16/27 EUR       3,219      3,058
  OP Corporate Bank plc  0.625% 11/12/29 EUR       7,133      6,536
  OP Corporate Bank plc  1.625%   6/9/30 EUR      13,718     13,945
  OP Mortgage Bank  0.625%   9/4/22 EUR      12,456     13,178
  OP Mortgage Bank  0.250%  5/11/23 EUR       3,701      3,902
  OP Mortgage Bank  0.250%  3/13/24 EUR      16,462     17,166
  OP Mortgage Bank  1.000% 11/28/24 EUR       3,841      4,042
  OP Mortgage Bank  0.010% 11/19/26 EUR       5,487      5,419
  OP Mortgage Bank  0.625%  2/15/29 EUR       5,487      5,423
  OP Mortgage Bank  0.010% 11/19/30 EUR      16,462     15,036
  Sampo OYJ  3.375%  5/23/49 EUR      11,164     11,586
  Sampo OYJ  2.500%   9/3/52 EUR      13,027     12,025
  Stora Enso OYJ  2.500%   6/7/27 EUR       2,469      2,667
  Stora Enso OYJ  2.500%  3/21/28 EUR       2,494      2,653
                   240,171
France (3.0%)                           
  Aeroports de Paris  1.500%  7/24/23 EUR       2,700      2,872
  Aeroports de Paris  3.125%  6/11/24 EUR       2,700      2,965
  Aeroports de Paris  1.500%   4/7/25 EUR       2,100      2,216
  Aeroports de Paris  2.125%  10/2/26 EUR       9,800     10,434
  Aeroports de Paris  1.000%   1/5/29 EUR      14,600     14,215
  Aeroports de Paris  2.750%   4/2/30 EUR       6,100      6,620
  Aeroports de Paris  1.500%   7/2/32 EUR       3,700      3,491
  Aeroports de Paris  1.125%  6/18/34 EUR       1,600      1,380
  Aeroports de Paris  2.125% 10/11/38 EUR       4,000      3,655
  Air Liquide Finance SA  1.000%   4/2/25 EUR       5,400      5,646
  Air Liquide Finance SA  1.250%   6/3/25 EUR       3,000      3,159
  Air Liquide Finance SA  1.000%   3/8/27 EUR         100        103
  Air Liquide Finance SA  1.250%  6/13/28 EUR         600        620
  Air Liquide Finance SA  1.375%   4/2/30 EUR       7,800      7,993
  Air Liquide SA  2.375%   9/6/23 EUR       1,200      1,299
  Airbus Finance BV  2.375%   4/2/24 EUR       5,103      5,486
  Airbus Finance BV  2.125% 10/29/29 EUR         453        479
  Airbus Finance BV  1.375%  5/13/31 EUR       8,104      7,896
  Airbus SE  1.625%   4/7/25 EUR         804        850
  Airbus SE  1.375%   6/9/26 EUR       7,206      7,492
  Airbus SE  1.625%   6/9/30 EUR       4,500      4,532
  Airbus SE  2.375%   4/7/32 EUR       2,514      2,635
  Airbus SE  2.375%   6/9/40 EUR       4,913      4,627
  Alstom SA  0.250% 10/14/26 EUR       7,400      7,224
  Alstom SA  0.000%  1/11/29 EUR       2,600      2,317
  Altarea SCA  2.250%   7/5/24 EUR       5,400      5,644
  APRR SA  1.500%  1/15/24 EUR         400        426
  APRR SA  1.875%  1/15/25 EUR       1,200      1,283
  APRR SA  1.125%   1/9/26 EUR       5,800      6,024
  APRR SA  1.250%   1/6/27 EUR       5,800      6,001
  APRR SA  1.250%  1/18/28 EUR         800        818
  APRR SA  1.500%  1/25/30 EUR         400        407
  APRR SA  1.875%   1/6/31 EUR         100        104
  APRR SA  1.625%  1/13/32 EUR       5,100      5,161
  APRR SA  1.500%  1/17/33 EUR         200        199
  Arkea Home Loans SFH SA  2.375%  7/11/23 EUR       3,200      3,453
23

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Arkea Home Loans SFH SA  0.375%   3/4/24 EUR         600        627
  Arkea Home Loans SFH SA  0.750%  10/5/27 EUR          80         81
  Arkea Home Loans SFH SA  1.500%   6/1/33 EUR       5,400      5,457
  Arkema SA  1.500%  1/20/25 EUR         300        317
  Arkema SA  1.500%  4/20/27 EUR      12,700     13,154
  Atos SE  1.750%   5/7/25 EUR       3,000      3,025
  Autoroutes du Sud de la France SA  2.875%  1/18/23 EUR       1,800      1,937
  Autoroutes du Sud de la France SA  2.950%  1/17/24 EUR       2,800      3,042
  Autoroutes du Sud de la France SA  1.125%  4/20/26 EUR         900        933
  Autoroutes du Sud de la France SA  1.000%  5/13/26 EUR       5,800      5,982
  Autoroutes du Sud de la France SA  1.250%  1/18/27 EUR         300        309
  Autoroutes du Sud de la France SA  1.375%  6/27/28 EUR       6,500      6,676
  Autoroutes du Sud de la France SA  1.375%  2/21/31 EUR       4,300      4,305
  AXA Bank Europe SCF  0.500%  4/18/25 EUR      15,300     15,778
  AXA Bank Europe SCF  1.375%  4/18/33 EUR       8,500      8,499
  AXA Home Loan SFH SA  0.010% 10/16/29 EUR       5,400      5,032
  AXA SA  1.375%  10/7/41 EUR       4,024      3,527
  AXA SA  5.125%   7/4/43 EUR       1,228      1,353
  AXA SA  3.375%   7/6/47 EUR      18,143     19,312
  AXA SA  3.875%  5/20/49 EUR       4,024      4,301
  AXA SA  3.250%  5/28/49 EUR      10,204     10,567
  AXA SA  6.686%  7/29/49 GBP         987      1,350
  AXA SA  3.941% 11/29/49 EUR       1,059      1,135
  AXA SA  5.453% 11/29/49 GBP       3,374      4,411
  AXA SA  5.625%  1/16/54 GBP       4,812      6,245
  Banque Federative du Credit Mutuel SA  0.750%  6/15/23 EUR      13,000     13,752
  Banque Federative du Credit Mutuel SA  0.443% 10/12/23 JPY     700,000      5,397
  Banque Federative du Credit Mutuel SA  3.000% 11/28/23 EUR       4,500      4,903
  Banque Federative du Credit Mutuel SA  2.250% 12/18/23 GBP       1,600      1,988
  Banque Federative du Credit Mutuel SA  2.625%  3/18/24 EUR       5,400      5,849
  Banque Federative du Credit Mutuel SA  3.000%  5/21/24 EUR      10,329     11,184
  Banque Federative du Credit Mutuel SA  0.250% 10/10/24 JPY     900,000      6,903
  Banque Federative du Credit Mutuel SA  0.384% 10/11/24 JPY     100,000        769
  Banque Federative du Credit Mutuel SA  1.750% 12/19/24 GBP       4,600      5,569
  Banque Federative du Credit Mutuel SA  1.250%  1/14/25 EUR      24,500     25,671
  Banque Federative du Credit Mutuel SA  0.750%  7/17/25 EUR       2,800      2,862
  Banque Federative du Credit Mutuel SA  3.000%  9/11/25 EUR       2,700      2,904
  Banque Federative du Credit Mutuel SA  1.625%  1/19/26 EUR         400        418
  Banque Federative du Credit Mutuel SA  2.375%  3/24/26 EUR      11,500     11,986
  Banque Federative du Credit Mutuel SA  0.010%  5/11/26 EUR      20,400     19,922
  Banque Federative du Credit Mutuel SA  0.750%   6/8/26 EUR       9,200      9,267
  Banque Federative du Credit Mutuel SA  1.000%  7/16/26 GBP       8,000      9,226
  Banque Federative du Credit Mutuel SA  1.500%  10/7/26 GBP         100        117
  Banque Federative du Credit Mutuel SA  1.875%  11/4/26 EUR       3,000      3,040
  Banque Federative du Credit Mutuel SA  2.625%  3/31/27 EUR         700        732
  Banque Federative du Credit Mutuel SA  0.100%  10/8/27 EUR       6,000      5,694
  Banque Federative du Credit Mutuel SA  1.625% 11/15/27 EUR       2,500      2,461
  Banque Federative du Credit Mutuel SA  0.875%  12/7/27 GBP       1,000      1,107
  Banque Federative du Credit Mutuel SA  2.500%  5/25/28 EUR       2,700      2,749
  Banque Federative du Credit Mutuel SA  0.250%  6/29/28 EUR      18,000     16,907
  Banque Federative du Credit Mutuel SA  0.250%  7/19/28 EUR       8,200      7,480
  Banque Federative du Credit Mutuel SA  1.875% 10/26/28 GBP       3,000      3,453
  Banque Federative du Credit Mutuel SA  0.625%  11/3/28 EUR      22,800     21,145
  Banque Federative du Credit Mutuel SA  1.875%  6/18/29 EUR       5,400      5,176
  Banque Federative du Credit Mutuel SA  0.750%  1/17/30 EUR       1,100      1,000
24

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Banque Federative du Credit Mutuel SA  1.250%   6/3/30 EUR       3,200      2,999
  Banque Federative du Credit Mutuel SA  0.625%  2/21/31 EUR       9,400      8,213
  BNP Paribas Cardif SA  4.032% 11/29/49 EUR         800        867
  BNP Paribas Home Loan SFH SA  0.875% 11/14/24 EUR       2,743      2,876
  BNP Paribas SA  2.875%  9/26/23 EUR       3,045      3,316
  BNP Paribas SA  1.125% 10/10/23 EUR       6,474      6,847
  BNP Paribas SA  1.125% 11/22/23 EUR         400        423
  BNP Paribas SA  2.375%  5/20/24 EUR       4,664      5,041
  BNP Paribas SA  1.000%  6/27/24 EUR       2,743      2,866
  BNP Paribas SA  2.375%  2/17/25 EUR       2,743      2,917
  BNP Paribas SA  1.250%  3/19/25 EUR       5,487      5,687
  BNP Paribas SA  0.500%  7/15/25 EUR       2,100      2,159
  BNP Paribas SA  1.500% 11/17/25 EUR      11,249     11,646
  BNP Paribas SA  3.375%  1/23/26 GBP       1,481      1,847
  BNP Paribas SA  1.125%  6/11/26 EUR      15,303     15,511
  BNP Paribas SA  2.875%  10/1/26 EUR       2,634      2,786
  BNP Paribas SA  2.125%  1/23/27 EUR      10,900     11,415
  BNP Paribas SA  0.375% 10/14/27 EUR      10,000      9,659
  BNP Paribas SA  1.875% 12/14/27 GBP       3,200      3,670
  BNP Paribas SA  0.500%  2/19/28 EUR       6,800      6,529
  BNP Paribas SA  0.500%  5/30/28 EUR      15,000     14,318
  BNP Paribas SA  0.500%   9/1/28 EUR       4,700      4,443
  BNP Paribas SA  1.125%  4/17/29 EUR       5,400      5,219
  BNP Paribas SA  1.375%  5/28/29 EUR      13,000     12,610
  BNP Paribas SA  2.538%  7/13/29 CAD       1,609      1,092
  BNP Paribas SA  0.500%  1/19/30 EUR       8,200      7,455
  BNP Paribas SA  0.875%  7/11/30 EUR       5,000      4,617
  BNP Paribas SA  2.375% 11/20/30 EUR       5,400      5,578
  BNP Paribas SA  1.625%   7/2/31 EUR       3,000      2,689
  BNP Paribas SA  1.250%  7/13/31 GBP       3,300      3,337
  BNP Paribas SA  2.000%  9/13/36 GBP       2,000      1,971
  Bouygues SA  5.500%  10/6/26 GBP       3,300      4,609
  Bouygues SA  1.375%   6/7/27 EUR       2,000      2,075
  Bouygues SA  1.125%  7/24/28 EUR       2,700      2,713
  BPCE SA  0.375%  10/5/23 EUR       7,700      8,091
  BPCE SA  0.875%  1/31/24 EUR       7,800      8,170
  BPCE SA  1.000%  7/15/24 EUR       4,600      4,827
  BPCE SA  3.000%  7/19/24 EUR       4,600      5,062
  BPCE SA  0.625%  9/26/24 EUR      13,400     13,831
  BPCE SA  1.000%   4/1/25 EUR       8,200      8,431
  BPCE SA  0.625%  4/28/25 EUR       7,200      7,378
  BPCE SA  0.250%  1/15/26 EUR       5,800      5,788
  BPCE SA  1.375% 12/23/26 GBP       3,800      4,379
  BPCE SA  0.010%  1/14/27 EUR       2,500      2,399
  BPCE SA  0.500%  2/24/27 EUR       5,000      4,799
  BPCE SA  0.500%  9/15/27 EUR       5,400      5,226
  BPCE SA  2.750% 11/30/27 EUR       2,800      2,984
  BPCE SA  1.625%  1/31/28 EUR       4,000      3,998
  BPCE SA  4.500%  4/26/28 AUD       4,900      3,367
  BPCE SA  5.250%  4/16/29 GBP       1,600      2,142
  BPCE SA  0.625%  1/15/30 EUR       7,600      7,023
  BPCE SA  0.250%  1/14/31 EUR      18,800     16,380
  BPCE SFH SA  2.375% 11/29/23 EUR       2,700      2,923
  BPCE SFH SA  0.375%  2/21/24 EUR       6,900      7,220
  BPCE SFH SA  1.750%  6/27/24 EUR      10,900     11,680
25

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BPCE SFH SA  1.000%  2/24/25 EUR       7,300      7,661
  BPCE SFH SA  0.398%  4/24/25 EUR      10,900     11,206
  BPCE SFH SA  0.750%   9/2/25 EUR       5,400      5,599
  BPCE SFH SA  0.625%  9/22/27 EUR       2,700      2,720
  BPCE SFH SA  0.010% 11/10/27 EUR      35,400     34,409
  BPCE SFH SA  0.875%  4/13/28 EUR       6,500      6,598
  BPCE SFH SA  0.750%  2/23/29 EUR      24,600     24,507
  BPCE SFH SA  1.000%   6/8/29 EUR       2,400      2,428
  BPCE SFH SA  0.125%  12/3/30 EUR      22,000     20,276
  BPCE SFH SA  0.625%  5/29/31 EUR       9,500      9,085
4 Caisse Centrale du Credit Immobilier de France SA  0.050%  3/25/25 EUR       5,400      5,573
  Caisse de Refinancement de l'Habitat SA  3.900% 10/20/23 EUR       2,743      3,031
  Caisse de Refinancement de l'Habitat SA  3.600%   3/8/24 EUR       6,365      7,050
  Caisse de Refinancement de l'Habitat SA  2.400%  1/17/25 EUR         614        669
  Caisse de Refinancement de l'Habitat SA  0.010%   2/7/28 EUR       5,400      5,213
  Caisse de Refinancement de l'Habitat SA  0.010%  10/8/29 EUR      11,500     10,739
  Caisse Nationale de Reassurance Mutuelle Agricole Groupama  6.000%  1/23/27 EUR       9,000     10,530
  Caisse Nationale de Reassurance Mutuelle Agricole Groupama  3.375%  9/24/28 EUR       4,500      4,647
  Capgemini SE  2.500%   7/1/23 EUR       4,500      4,837
  Capgemini SE  1.000% 10/18/24 EUR         200        209
  Capgemini SE  1.750%  4/18/28 EUR       8,400      8,722
  Capgemini SE  1.125%  6/23/30 EUR       3,200      3,095
  Capgemini SE  2.375%  4/15/32 EUR       6,100      6,407
  Carmila SA  2.125%   3/7/28 EUR       1,000        976
  Carmila SA  1.625%   4/1/29 EUR       1,000        914
  Carrefour SA  0.875%  6/12/23 EUR         100        106
  Carrefour SA  0.750%  4/26/24 EUR       4,993      5,192
  Carrefour SA  1.250%   6/3/25 EUR       8,836      9,169
  Carrefour SA  1.750%   5/4/26 EUR         600        622
  Carrefour SA  2.625% 12/15/27 EUR       5,400      5,740
  Cie de Financement Foncier SA  0.325%  9/12/23 EUR       7,600      7,992
  Cie de Financement Foncier SA  2.000%   5/7/24 EUR       7,800      8,392
  Cie de Financement Foncier SA  0.500%   9/4/24 EUR       5,400      5,622
  Cie de Financement Foncier SA  0.375% 12/11/24 EUR       1,000      1,035
  Cie de Financement Foncier SA  0.750%  1/21/25 EUR       3,700      3,860
  Cie de Financement Foncier SA  4.000% 10/24/25 EUR      13,883     15,969
  Cie de Financement Foncier SA  1.000%   2/2/26 EUR          50         52
  Cie de Financement Foncier SA  0.750%  5/29/26 EUR       1,100      1,130
  Cie de Financement Foncier SA  0.225%  9/14/26 EUR       3,000      3,003
  Cie de Financement Foncier SA  5.500%  1/26/27 GBP       1,289      1,837
  Cie de Financement Foncier SA  0.375%   4/9/27 EUR       2,700      2,698
  Cie de Financement Foncier SA  0.010% 11/10/27 EUR       5,400      5,235
  Cie de Financement Foncier SA  0.750%  1/11/28 EUR       6,000      6,057
  Cie de Financement Foncier SA  0.500%  3/16/28 EUR      10,300     10,201
  Cie de Financement Foncier SA  0.875%  9/11/28 EUR      10,100     10,191
  Cie de Financement Foncier SA  3.875%  4/25/55 EUR       2,194      3,389
  Cie de Saint-Gobain  1.000%  3/17/25 EUR         600        622
  Cie de Saint-Gobain  2.375%  10/4/27 EUR       2,400      2,593
  Cie de Saint-Gobain  1.875%  9/21/28 EUR       7,900      8,279
  Cie de Saint-Gobain  1.875%  3/15/31 EUR       6,200      6,294
  Cie Financiere et Industrielle des Autoroutes SA  0.375%   2/7/25 EUR       4,100      4,207
26

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Cie Generale des Etablissements Michelin SCA  1.750%  5/28/27 EUR         100        106
  Cie Generale des Etablissements Michelin SCA  0.000%  11/2/28 EUR       6,800      6,339
  Cie Generale des Etablissements Michelin SCA  2.500%   9/3/38 EUR       2,800      2,907
  CNP Assurances  4.500%  6/10/47 EUR       4,100      4,623
  CNP Assurances  2.500%  6/30/51 EUR       3,300      3,132
  Coentreprise de Transport d'Electricite SA  2.125%  7/29/32 EUR       9,000      9,125
  Covivio  1.875%  5/20/26 EUR         200        210
  Covivio  2.375%  2/20/28 EUR         100        103
  Covivio  1.625%  6/23/30 EUR       2,400      2,297
  Covivio Hotels SACA  1.875%  9/24/25 EUR       1,600      1,679
  Covivio Hotels SACA  1.000%  7/27/29 EUR       3,000      2,777
  Credit Agricole Assurances SA  4.750%  9/27/48 EUR       1,300      1,439
  Credit Agricole Assurances SA  4.250% 12/31/49 EUR       1,300      1,391
  Credit Agricole Home Loan SFH SA  0.625%  9/11/23 EUR       1,645      1,737
  Credit Agricole Home Loan SFH SA  0.375%  9/30/24 EUR       2,800      2,904
  Credit Agricole Home Loan SFH SA  0.500%   4/3/25 EUR       2,700      2,789
  Credit Agricole Home Loan SFH SA  4.000%  7/16/25 EUR       1,050      1,201
  Credit Agricole Home Loan SFH SA  0.500%  2/19/26 EUR       1,000      1,021
  Credit Agricole Home Loan SFH SA  0.750%   5/5/27 EUR      19,700     20,048
  Credit Agricole Home Loan SFH SA  0.875%  8/11/28 EUR       8,200      8,292
  Credit Agricole Home Loan SFH SA  1.000%  1/16/29 EUR       8,200      8,312
  Credit Agricole Home Loan SFH SA  0.050%  12/6/29 EUR       5,400      5,041
  Credit Agricole Home Loan SFH SA  1.250%  3/24/31 EUR       9,800      9,907
  Credit Agricole Home Loan SFH SA  0.010%  11/3/31 EUR       5,400      4,806
  Credit Agricole Home Loan SFH SA  1.375%   2/3/32 EUR       2,400      2,433
  Credit Agricole Home Loan SFH SA  0.875%   5/6/34 EUR       8,200      7,668
  Credit Agricole Home Loan SFH SA  1.500%  9/28/38 EUR       2,700      2,640
  Credit Agricole Public Sector SCF SA  1.875%   6/7/23 EUR       5,500      5,898
  Credit Agricole Public Sector SCF SA  0.500% 10/10/25 EUR      11,800     12,103
  Credit Agricole Public Sector SCF SA  0.250% 10/31/26 EUR      13,472     13,481
  Credit Agricole Public Sector SCF SA  0.875%   8/2/27 EUR         453        463
  Credit Agricole Public Sector SCF SA  0.010%  9/13/28 EUR       5,400      5,151
  Credit Agricole Public Sector SCF SA  0.625%  3/29/29 EUR       7,600      7,488
  Credit Agricole SA  3.125%  7/17/23 EUR         400        435
  Credit Agricole SA  7.375% 12/18/23 GBP         550        734
  Credit Agricole SA  2.375%  5/20/24 EUR       7,600      8,222
  Credit Agricole SA  1.000%  9/16/24 EUR       1,100      1,155
  Credit Agricole SA  3.125%   2/5/26 EUR       2,200      2,454
  Credit Agricole SA  1.000%  4/22/26 EUR       3,200      3,270
  Credit Agricole SA  1.875% 12/20/26 EUR       5,500      5,664
  Credit Agricole SA  2.625%  3/17/27 EUR      11,029     11,552
  Credit Agricole SA  1.375%   5/3/27 EUR         800        820
  Credit Agricole SA  0.375%  4/20/28 EUR       3,000      2,768
  Credit Agricole SA  1.750%   3/5/29 EUR       6,500      6,439
  Credit Agricole SA  2.000%  3/25/29 EUR       2,400      2,344
  Credit Agricole SA  1.000%   7/3/29 EUR      14,800     14,332
  Credit Agricole SA  0.500%  9/21/29 EUR      14,600     13,420
  Credit Agricole SA  1.625%   6/5/30 EUR      11,400     11,610
  Credit Agricole SA  0.875%  1/14/32 EUR       3,700      3,269
  Credit Mutuel Arkea SA  1.250%  5/31/24 EUR      11,800     12,419
  Credit Mutuel Arkea SA  1.375%  1/17/25 EUR         100        105
  Credit Mutuel Arkea SA  0.875%   5/7/27 EUR       1,100      1,091
  Credit Mutuel Arkea SA  0.375%  10/3/28 EUR       5,500      5,142
27

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Credit Mutuel Arkea SA  3.500%   2/9/29 EUR      10,700     11,454
  Credit Mutuel Arkea SA  1.125%  5/23/29 EUR       1,200      1,160
  Credit Mutuel Arkea SA  1.875% 10/25/29 EUR         100        103
  Credit Mutuel Home Loan SFH SA  2.500%  9/11/23 EUR       1,600      1,732
  Credit Mutuel Home Loan SFH SA  4.125%  1/19/24 EUR       3,200      3,566
  Credit Mutuel Home Loan SFH SA  0.250%  4/30/24 EUR       5,400      5,617
  Credit Mutuel Home Loan SFH SA  1.750%  6/19/24 EUR       5,400      5,786
  Credit Mutuel Home Loan SFH SA  0.625%  2/10/25 EUR       1,100      1,143
  Credit Mutuel Home Loan SFH SA  0.625%   2/2/26 EUR       2,700      2,771
  Credit Mutuel Home Loan SFH SA  0.875%   4/7/26 EUR         518        536
  Credit Mutuel Home Loan SFH SA  0.750%  9/15/27 EUR      32,900     33,318
  Credit Mutuel Home Loan SFH SA  0.010%  7/20/28 EUR       9,900      9,469
  Credit Mutuel Home Loan SFH SA  1.000%  1/30/29 EUR       3,000      3,041
  Danone SA  0.424%  11/3/22 EUR       3,300      3,486
  Danone SA  2.600%  6/28/23 EUR       3,000      3,239
  Danone SA  1.250%  5/30/24 EUR         300        318
  Danone SA  0.709%  11/3/24 EUR       4,000      4,178
  Danone SA  1.125%  1/14/25 EUR       5,400      5,670
  Danone SA  0.571%  3/17/27 EUR       5,400      5,408
  Danone SA  0.395%  6/10/29 EUR      10,000      9,520
  Dassault Systemes SE  0.125%  9/16/26 EUR       2,700      2,674
  Dassault Systemes SE  0.375%  9/16/29 EUR       5,400      5,125
5 Dexia Credit Local SA  0.625%   2/3/24 EUR      34,000     35,748
5 Dexia Credit Local SA  1.250% 11/26/24 EUR       9,400      9,965
5 Dexia Credit Local SA  0.500%  1/17/25 EUR      13,600     14,119
5 Dexia Credit Local SA  2.125%  2/12/25 GBP       1,600      2,001
5 Dexia Credit Local SA  0.625%  1/17/26 EUR       2,400      2,464
5 Dexia Credit Local SA  1.000% 10/18/27 EUR         150        154
5 Dexia Credit Local SA  0.000%  1/21/28 EUR       5,700      5,505
  Edenred  1.375%  3/10/25 EUR         400        419
  Electricite de France SA  4.625%  9/11/24 EUR       5,450      6,198
  Electricite de France SA  0.300% 10/14/24 CHF       4,665      4,726
  Electricite de France SA  4.000% 11/12/25 EUR       6,350      7,247
  Electricite de France SA  1.000% 10/13/26 EUR       8,900      9,126
  Electricite de France SA  4.125%  3/25/27 EUR       5,000      5,828
  Electricite de France SA  4.625%  4/26/30 EUR         150        185
  Electricite de France SA  2.000%  10/2/30 EUR       1,100      1,125
  Electricite de France SA  5.875%  7/18/31 GBP       1,701      2,476
  Electricite de France SA  5.625%  2/21/33 EUR       4,832      6,466
  Electricite de France SA  1.000% 11/29/33 EUR       1,000        879
  Electricite de France SA  6.125%   6/2/34 GBP      13,450     20,115
  Electricite de France SA  1.875% 10/13/36 EUR       5,800      5,306
  Electricite de France SA  5.500%  3/27/37 GBP       3,900      5,566
  Electricite de France SA  4.500% 11/12/40 EUR       2,050      2,532
  Electricite de France SA  5.500% 10/17/41 GBP       6,500      9,446
  Electricite de France SA  2.000%  12/9/49 EUR       4,000      3,243
  Electricite de France SA  5.125%  9/22/50 GBP         100        144
  Electricite de France SA  6.000%  1/23/14 GBP       4,100      6,421
  ELO SACA  2.375% 12/12/22 EUR       1,100      1,172
  ELO SACA  2.375%  4/25/25 EUR       4,500      4,630
  Engie Alliance GIE  5.750%  6/24/23 EUR       3,285      3,683
  Engie SA  0.875%  3/27/24 EUR       1,100      1,157
  Engie SA  0.875%  9/19/25 EUR       7,300      7,520
  Engie SA  1.000%  3/13/26 EUR       1,600      1,641
  Engie SA  2.375%  5/19/26 EUR         100        108
28

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Engie SA  0.375%  6/11/27 EUR       8,800      8,548
  Engie SA  1.750%  3/27/28 EUR       4,100      4,231
  Engie SA  1.375%  6/22/28 EUR         800        805
  Engie SA  7.000% 10/30/28 GBP       2,100      3,217
  Engie SA  2.125%  3/30/32 EUR       6,600      6,763
  Engie SA  1.000% 10/26/36 EUR       3,000      2,485
  Engie SA  2.000%  9/28/37 EUR       3,900      3,621
  Engie SA  1.375%  6/21/39 EUR       3,000      2,472
  Engie SA  1.250% 10/24/41 EUR       4,800      3,764
  Engie SA  3.875%   6/2/49 EUR       1,000      1,065
  Engie SA  5.000%  10/1/60 GBP       2,750      4,263
  Engie SA  1.625% 12/31/99 EUR       5,000      4,926
  Engie SA  5.950%  3/16/11 EUR       1,740      2,402
  EssilorLuxottica SA  0.000%  5/27/23 EUR         100        105
  EssilorLuxottica SA  2.625%  2/10/24 EUR       5,048      5,492
  EssilorLuxottica SA  0.125%  5/27/25 EUR       5,400      5,493
  EssilorLuxottica SA  0.500%   6/5/28 EUR      10,900     10,728
  Eutelsat SA  2.000%  10/2/25 EUR       2,700      2,825
  Eutelsat SA  2.250%  7/13/27 EUR         600        618
  Eutelsat SA  1.500% 10/13/28 EUR       1,600      1,570
  Gecina SA  1.500%  1/20/25 EUR       5,000      5,266
  Gecina SA  1.375%  6/30/27 EUR         100        103
  Gecina SA  1.375%  1/26/28 EUR       1,800      1,819
  Gecina SA  1.000%  1/30/29 EUR       1,200      1,172
  Gecina SA  0.875%  6/30/36 EUR       5,700      4,623
  GELF Bond Issuer I SA  1.125%  7/18/29 EUR       2,304      2,125
  Groupe des Assurances du Credit Mutuel SADIR  1.850%  4/21/42 EUR       2,400      2,121
  Holding d'Infrastructures de Transport SASU  2.250%  3/24/25 EUR       2,300      2,435
  Holding d'Infrastructures de Transport SASU  1.625% 11/27/27 EUR       4,200      4,117
  Holding d'Infrastructures des Metiers de l'Environnement  0.125%  9/16/25 EUR       6,570      6,496
  Holding d'Infrastructures des Metiers de l'Environnement  0.625%  9/16/28 EUR      12,645     11,747
  HSBC Continental Europe SA  0.250%  5/17/24 EUR       1,600      1,654
  HSBC Continental Europe SA  0.100%   9/3/27 EUR       5,500      5,240
  HSBC SFH France SA  2.000% 10/16/23 EUR       1,300      1,398
  ICADE  1.125% 11/17/25 EUR       6,600      6,725
  ICADE  1.625%  2/28/28 EUR       4,000      4,023
  ICADE  1.000%  1/19/30 EUR       1,500      1,396
  ICADE  0.625%  1/18/31 EUR       4,000      3,460
  Icade Sante SAS  0.875%  11/4/29 EUR       5,000      4,694
  Imerys SA  2.000% 12/10/24 EUR         400        424
  Imerys SA  1.500%  1/15/27 EUR         700        712
  Imerys SA  1.000%  7/15/31 EUR       1,600      1,381
  Indigo Group SAS  1.625%  4/19/28 EUR         400        391
  In'li SA  1.125%   7/2/29 EUR       1,100      1,033
  JCDecaux SA  1.000%   6/1/23 EUR       5,400      5,708
  JCDecaux SA  2.625%  4/24/28 EUR       2,700      2,788
  JCDecaux SA  1.625%   2/7/30 EUR         900        849
  Kering SA  1.250%  5/10/26 EUR       5,000      5,199
  Klepierre SA  1.875%  2/19/26 EUR       4,100      4,319
  Klepierre SA  1.375%  2/16/27 EUR         800        813
  Klepierre SA  2.000%  5/12/29 EUR       2,400      2,436
  Klepierre SA  0.625%   7/1/30 EUR       5,200      4,649
  Klepierre SA  1.250%  9/29/31 EUR         100         93
29

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  La Banque Postale Home Loan SFH SA  2.375%  1/15/24 EUR       2,500      2,706
  La Banque Postale Home Loan SFH SA  0.625%  6/23/27 EUR       6,800      6,865
  La Banque Postale Home Loan SFH SA  0.875%   2/7/28 EUR       4,900      4,977
  La Banque Postale Home Loan SFH SA  1.000%  10/4/28 EUR       2,700      2,742
  La Banque Postale Home Loan SFH SA  0.010% 10/22/29 EUR      25,300     23,539
  La Banque Postale SA  1.000% 10/16/24 EUR       2,700      2,800
  La Banque Postale SA  2.000%  7/13/28 EUR       5,100      5,212
  La Banque Postale SA  1.375%  4/24/29 EUR       5,400      5,236
  La Mondiale SAM  5.050% 12/29/49 EUR       3,731      4,143
  La Poste SA  2.750% 11/26/24 EUR       2,200      2,424
  La Poste SA  1.125%   6/4/25 EUR       5,400      5,661
  La Poste SA  0.625% 10/21/26 EUR       5,300      5,345
  La Poste SA  0.375%  9/17/27 EUR      10,800     10,608
  La Poste SA  1.450% 11/30/28 EUR       1,100      1,137
  La Poste SA  0.000%  7/18/29 EUR       1,300      1,190
  La Poste SA  1.375%  4/21/32 EUR       4,500      4,441
  Legrand SA  0.750%   7/6/24 EUR         100        105
  Legrand SA  1.000%   3/6/26 EUR         100        103
  Legrand SA  1.875% 12/16/27 EUR         100        106
  Legrand SA  0.750%  5/20/30 EUR       1,600      1,542
  Legrand SA  0.375%  10/6/31 EUR         800        725
  Legrand SA  1.875%   7/6/32 EUR         800        816
  LVMH Moet Hennessy Louis Vuitton SE  0.750%  5/26/24 EUR       7,139      7,494
  LVMH Moet Hennessy Louis Vuitton SE  0.000%  2/11/26 EUR       4,000      3,997
  LVMH Moet Hennessy Louis Vuitton SE  1.125%  2/11/27 GBP       4,700      5,524
  LVMH Moet Hennessy Louis Vuitton SE  0.125%  2/11/28 EUR       5,400      5,221
  LVMH Moet Hennessy Louis Vuitton SE  0.375%  2/11/31 EUR       5,000      4,636
  Mercialys SA  2.500%  2/28/29 EUR       1,500      1,462
  MMS USA Investments Inc.  0.625%  6/13/25 EUR      11,000     11,218
  MMS USA Investments Inc.  1.250%  6/13/28 EUR         100         99
  MMS USA Investments Inc.  1.750%  6/13/31 EUR       3,200      3,158
  Orange SA  0.750%  9/11/23 EUR         900        953
  Orange SA  3.125%   1/9/24 EUR         200        219
  Orange SA  1.125%  7/15/24 EUR       5,100      5,399
  Orange SA  1.000%  5/12/25 EUR       5,500      5,723
  Orange SA  1.000%  9/12/25 EUR       7,400      7,674
  Orange SA  5.250%  12/5/25 GBP         776      1,059
  Orange SA  0.000%   9/4/26 EUR       2,100      2,060
  Orange SA  0.875%   2/3/27 EUR       1,000      1,015
  Orange SA  1.250%   7/7/27 EUR       4,300      4,425
  Orange SA  1.375%  3/20/28 EUR      19,700     20,191
  Orange SA  8.125% 11/20/28 GBP       3,566      5,804
  Orange SA  2.000%  1/15/29 EUR         100        106
  Orange SA  1.375%  1/16/30 EUR       1,200      1,211
  Orange SA  1.875%  9/12/30 EUR       9,500      9,878
  Orange SA  3.250%  1/15/32 GBP       9,000     11,202
  Orange SA  1.625%   4/7/32 EUR       5,400      5,392
  Orange SA  0.500%   9/4/32 EUR      10,500      9,318
  Orange SA  8.125%  1/28/33 EUR         388        626
  Orange SA  0.625% 12/16/33 EUR       3,300      2,875
  Orange SA  5.625%  1/23/34 GBP       1,821      2,746
  Orange SA  1.375%   9/4/49 EUR       2,000      1,664
  Orange SA  5.000% 10/29/49 EUR       7,671      8,683
  Orange SA  5.250% 12/29/49 EUR       5,319      5,869
  Orange SA  1.375% 12/31/99 EUR       2,000      1,779
30

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Orange SA  1.750% 12/31/99 EUR         400        373
  Orange SA  2.375% 12/31/99 EUR       5,400      5,556
  Pernod Ricard SA  0.000% 10/24/23 EUR         100        104
  Pernod Ricard SA  1.125%   4/7/25 EUR         400        419
  Pernod Ricard SA  1.500%  5/18/26 EUR       1,600      1,679
  Pernod Ricard SA  1.750%   4/8/30 EUR         100        103
  Pernod Ricard SA  0.875% 10/24/31 EUR       4,300      4,010
  PSA Tresorerie GIE  6.000%  9/19/33 EUR       2,167      2,647
  Publicis Groupe SA  0.500%  11/3/23 EUR         300        315
  RCI Banque SA  1.000%  5/17/23 EUR       3,512      3,696
  RCI Banque SA  0.500%  9/15/23 EUR       4,619      4,804
  RCI Banque SA  1.375%   3/8/24 EUR       6,035      6,305
  RCI Banque SA  1.625%  4/11/25 EUR       9,182      9,411
  RCI Banque SA  1.750%  4/10/26 EUR       1,248      1,246
  RCI Banque SA  1.625%  5/26/26 EUR         713        706
  RTE Reseau de Transport d'Electricite SADIR  1.625% 11/27/25 EUR       7,000      7,398
  RTE Reseau de Transport d'Electricite SADIR  0.000%   9/9/27 EUR       8,200      7,858
  RTE Reseau de Transport d'Electricite SADIR  2.750%  6/20/29 EUR         600        665
  RTE Reseau de Transport d'Electricite SADIR  1.500%  9/27/30 EUR       2,700      2,724
  RTE Reseau de Transport d'Electricite SADIR  2.000%  4/18/36 EUR         400        397
  RTE Reseau de Transport d'Electricite SADIR  1.875% 10/23/37 EUR       3,200      3,086
  RTE Reseau de Transport d'Electricite SADIR  1.125%   7/8/40 EUR       8,000      6,763
  Safran SA  0.950% 10/19/28 EUR         900        842
  Sanofi  2.500% 11/14/23 EUR       2,700      2,926
  Sanofi  1.000%   4/1/25 EUR       8,200      8,624
  Sanofi  1.750%  9/10/26 EUR       3,700      3,971
  Sanofi  0.500%  1/13/27 EUR         400        405
  Sanofi  1.125%   4/5/28 EUR       5,600      5,777
  Sanofi  0.875%  3/21/29 EUR       5,400      5,424
  Sanofi  1.500%   4/1/30 EUR       8,200      8,481
  Sanofi  1.875%  3/21/38 EUR       3,800      3,835
  SCOR SE  3.000%   6/8/46 EUR       1,900      2,032
  SCOR SE  3.625%  5/27/48 EUR       5,300      5,828
  SCOR SE  1.375%  9/17/51 EUR       2,400      2,100
  Societe Fonciere Lyonnaise SA  0.500%  4/21/28 EUR       2,000      1,838
  Societe Generale SA  0.750%  5/26/23 EUR       2,700      2,864
  Societe Generale SA  4.000%   6/7/23 EUR       2,400      2,609
  Societe Generale SA  1.250%  2/15/24 EUR      10,100     10,632
  Societe Generale SA  1.125%  1/23/25 EUR       6,100      6,346
  Societe Generale SA  2.625%  2/27/25 EUR         100        106
  Societe Generale SA  0.750%  1/25/27 EUR       9,200      8,905
  Societe Generale SA  0.847%  5/26/27 JPY   1,100,000      8,144
  Societe Generale SA  1.250%  12/7/27 GBP       4,000      4,375
  Societe Generale SA  2.125%  9/27/28 EUR       6,000      6,045
  Societe Generale SA  1.750%  3/22/29 EUR       4,800      4,689
  Societe Generale SA  0.500%  6/12/29 EUR      10,100      9,226
  Societe Generale SA  1.250%  6/12/30 EUR       4,500      4,136
  Societe Generale SFH SA  0.250%  9/11/23 EUR         700        735
  Societe Generale SFH SA  2.000%  4/29/24 EUR       7,300      7,855
31

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Societe Generale SFH SA  0.500%  1/30/25 EUR       4,900      5,076
  Societe Generale SFH SA  0.500%  1/28/26 EUR       6,100      6,236
  Societe Generale SFH SA  0.750%  1/19/28 EUR       5,400      5,453
  Societe Generale SFH SA  0.125%   2/2/29 EUR      23,500     22,425
  Societe Generale SFH SA  0.125%  7/18/29 EUR      15,000     14,199
  Societe Generale SFH SA  0.010%  2/11/30 EUR       2,000      1,854
  Societe Generale SFH SA  0.010%   2/5/31 EUR      11,100     10,055
  Sodexo SA  0.500%  1/17/24 EUR       1,609      1,683
  Sodexo SA  0.750%  4/27/25 EUR       2,414      2,483
  Sodexo SA  2.500%  6/24/26 EUR         383        415
  Sodexo SA  0.750%  4/14/27 EUR       2,414      2,403
  Sodexo SA  1.750%  6/26/28 GBP       4,390      5,136
  Sogecap SA  4.125% 12/29/49 EUR         100        106
  Suez SA  2.750%  10/9/23 EUR       1,600      1,740
  Suez SA  5.500%  7/22/24 EUR       2,550      2,945
  Suez SA  1.000%   4/3/25 EUR       5,500      5,729
  Suez SA  1.750%  9/10/25 EUR         400        425
  Suez SA  1.250%   4/2/27 EUR      10,900     11,215
  Suez SA  1.500%   4/3/29 EUR         900        923
  Suez SA  1.625%  9/17/30 EUR         400        405
  Suez SA  5.375%  12/2/30 GBP         700      1,013
  TDF Infrastructure SAS  2.500%   4/7/26 EUR         500        519
  TDF Infrastructure SAS  1.750%  12/1/29 EUR       2,900      2,687
  Terega SA  2.200%   8/5/25 EUR         100        107
  Terega SA  0.875%  9/17/30 EUR       2,700      2,385
  TotalEnergies Capital Canada Ltd.  2.125%  9/18/29 EUR       7,200      7,603
  TotalEnergies Capital International SA  0.625%  10/4/24 EUR       6,400      6,657
  TotalEnergies Capital International SA  1.375%  3/19/25 EUR       7,400      7,802
  TotalEnergies Capital International SA  1.750%   7/7/25 GBP       5,082      6,205
  TotalEnergies Capital International SA  2.875% 11/19/25 EUR       4,200      4,647
  TotalEnergies Capital International SA  2.500%  3/25/26 EUR       2,400      2,630
  TotalEnergies Capital International SA  1.491%   4/8/27 EUR       5,400      5,645
  TotalEnergies Capital International SA  0.696%  5/31/28 EUR      12,200     12,039
  TotalEnergies Capital International SA  1.491%   9/4/30 EUR         600        603
  TotalEnergies Capital International SA  1.994%   4/8/32 EUR       5,600      5,799
  TotalEnergies Capital International SA  1.618%  5/18/40 EUR       5,400      4,822
  TotalEnergies SE  2.625% 12/29/49 EUR      13,508     13,777
  TotalEnergies SE  2.708% 12/29/49 EUR       7,462      7,866
  TotalEnergies SE  3.369% 12/29/49 EUR       3,950      4,045
  TotalEnergies SE  1.625% 12/31/99 EUR       6,816      6,266
  TotalEnergies SE  1.750% 12/31/99 EUR       4,444      4,553
  TotalEnergies SE  2.000% 12/31/99 EUR       3,609      3,111
  TotalEnergies SE  2.125% 12/31/99 EUR       7,719      6,413
  UMG Groupe VYV  1.625%   7/2/29 EUR       2,100      2,073
  Unibail-Rodamco-Westfield SE  2.500%  2/26/24 EUR       1,037      1,113
  Unibail-Rodamco-Westfield SE  1.000%  3/14/25 EUR       5,487      5,636
  Unibail-Rodamco-Westfield SE  1.125%  9/15/25 EUR       6,100      6,195
  Unibail-Rodamco-Westfield SE  1.375%   3/9/26 EUR         371        378
  Unibail-Rodamco-Westfield SE  2.500%   6/4/26 EUR         400        426
  Unibail-Rodamco-Westfield SE  1.000%  2/27/27 EUR       1,900      1,883
  Unibail-Rodamco-Westfield SE  0.625%   5/4/27 EUR      10,900     10,501
  Unibail-Rodamco-Westfield SE  1.500%  5/29/29 EUR         200        195
  Unibail-Rodamco-Westfield SE  1.375%  4/15/30 EUR       4,115      3,884
  Unibail-Rodamco-Westfield SE  1.875%  1/15/31 EUR      11,200     10,690
  Unibail-Rodamco-Westfield SE  1.375%  12/4/31 EUR       4,400      3,935
32

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Unibail-Rodamco-Westfield SE  0.875%  3/29/32 EUR       6,800      5,775
  Unibail-Rodamco-Westfield SE  2.000%  6/29/32 EUR       1,500      1,417
  Unibail-Rodamco-Westfield SE  1.375%  5/25/33 EUR       2,400      2,075
  Unibail-Rodamco-Westfield SE  2.000%  4/28/36 EUR         713        634
  Unibail-Rodamco-Westfield SE  2.250%  5/14/38 EUR         600        518
  Unibail-Rodamco-Westfield SE  1.750%   7/1/49 EUR       3,900      2,755
  Unibail-Rodamco-Westfield SE  2.125% 12/31/99 EUR       2,800      2,860
  Unibail-Rodamco-Westfield SE  2.875% 12/31/99 EUR         800        791
  Veolia Environnement SA  0.892%  1/14/24 EUR       2,100      2,217
  Veolia Environnement SA  4.625%  3/30/27 EUR       3,000      3,584
  Veolia Environnement SA  1.590%  1/10/28 EUR       3,200      3,320
  Veolia Environnement SA  0.927%   1/4/29 EUR       2,700      2,664
  Veolia Environnement SA  0.800%  1/15/32 EUR       8,400      7,636
  Veolia Environnement SA  6.125% 11/25/33 EUR       2,403      3,431
  Vinci SA  1.000%  9/26/25 EUR       2,700      2,800
  Vinci SA  2.250%  3/15/27 GBP         600        738
  Vinci SA  1.625%  1/18/29 EUR       5,900      6,112
  Vinci SA  1.750%  9/26/30 EUR       3,700      3,830
  Vinci SA  0.500%   1/9/32 EUR       8,000      7,264
  Vinci SA  2.750%  9/15/34 GBP         600        712
  Vivendi SE  1.125% 12/11/28 EUR       3,000      2,976
  Wendel SE  1.000%   6/1/31 EUR       3,000      2,706
  Westfield America Management Ltd.  2.625%  3/30/29 GBP       1,500      1,691
                   2,653,218
Germany (2.4%)                           
  Aareal Bank AG  0.125%   2/1/24 EUR       2,743      2,858
  Aareal Bank AG  0.375%  7/15/25 EUR       1,207      1,237
  Aareal Bank AG  0.010%  9/15/28 EUR       7,600      7,266
  Allianz Finance II BV  0.875%  1/15/26 EUR       1,100      1,142
  Allianz Finance II BV  3.000%  3/13/28 EUR       1,500      1,703
  Allianz Finance II BV  0.500%  1/14/31 EUR       6,800      6,245
  Allianz SE  2.241%   7/7/45 EUR       3,700      3,885
  Allianz SE  4.750% 12/31/49 EUR       2,900      3,143
  Allianz SE  2.121%   7/8/50 EUR       2,100      2,036
  Allianz SE  3.375% 12/31/99 EUR       4,600      4,909
  alstria office REIT AG  1.500% 11/15/27 EUR       4,600      4,265
  Amprion GmbH  0.625%  9/23/33 EUR       8,400      6,990
  Aroundtown SA  1.000%   1/7/25 EUR         400        408
  Aroundtown SA  0.625%   7/9/25 EUR       1,100      1,085
  Aroundtown SA  4.625%  9/18/25 CAD         635        489
  Aroundtown SA  1.500%  5/28/26 EUR       5,300      5,297
  Aroundtown SA  0.000%  7/16/26 EUR       7,200      6,703
  Aroundtown SA  0.375%  4/15/27 EUR       5,200      4,803
  Aroundtown SA  1.625%  1/31/28 EUR       2,300      2,206
  Aroundtown SA  1.450%   7/9/28 EUR       7,400      6,880
  Aroundtown SA  3.000% 10/16/29 GBP       4,883      5,662
  Aroundtown SA  3.625%  4/10/31 GBP       1,200      1,414
  Aroundtown SA  1.625% 12/31/99 EUR       2,000      1,782
  Aroundtown SA  2.125% 12/31/99 EUR       2,100      2,108
  Aroundtown SA  3.375% 12/31/99 EUR       1,600      1,615
  BASF SE  0.101%   6/5/23 EUR       2,400      2,520
  BASF SE  0.875%  10/6/23 GBP         402        495
  BASF SE  1.750%  3/11/25 GBP         518        631
  BASF SE  0.875% 11/15/27 EUR          80         81
  BASF SE  1.500%  5/22/30 EUR       4,390      4,429
33

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BASF SE  0.875%  10/6/31 EUR         388        365
  BASF SE  1.450% 12/13/32 EUR       9,000      8,642
  BASF SE  1.625% 11/15/37 EUR       2,414      2,155
  Bayer AG  0.050%  1/12/25 EUR       6,800      6,881
  Bayer AG  0.750%   1/6/27 EUR       7,000      6,943
  Bayer AG  0.625%  7/12/31 EUR       4,700      4,149
  Bayer AG  1.375%   7/6/32 EUR       5,400      4,951
  Bayer AG  1.000%  1/12/36 EUR       4,700      3,813
  Bayer Capital Corp. BV  0.625% 12/15/22 EUR       8,200      8,669
  Bayer Capital Corp. BV  1.500%  6/26/26 EUR         400        415
  Bayer Capital Corp. BV  2.125% 12/15/29 EUR       5,500      5,610
  Bayerische Landesbank  2.000%  7/11/22 EUR         453        480
  Bayerische Landesbank  0.350%  12/1/22 EUR       2,743      2,902
  Bayerische Landesbank  0.500%  3/19/25 EUR       5,487      5,673
  Bayerische Landesbank  0.625%  7/19/27 EUR       1,096      1,107
  Bayerische Landesbank  0.200%  5/20/30 EUR       2,580      2,428
  Bayerische Landesbodenkreditanstalt  1.750%  4/24/24 EUR       1,645      1,767
  Berlin Hyp AG  0.125% 10/23/23 EUR      13,993     14,650
  Berlin Hyp AG  0.125%   1/5/24 EUR       2,743      2,862
  Berlin Hyp AG  0.375%   5/3/24 EUR       4,285      4,468
  Berlin Hyp AG  1.250%  1/22/25 EUR         300        314
  Berlin Hyp AG  0.625% 10/22/25 EUR         402        414
  Berlin Hyp AG  0.010%  8/24/26 EUR      20,120     20,009
  Berlin Hyp AG  1.125% 10/25/27 EUR         100         99
  Berlin Hyp AG  0.010%  1/24/28 EUR       6,798      6,579
  Berlin Hyp AG  0.010%   7/7/28 EUR      26,795     25,731
  Berlin Hyp AG  0.125%  1/18/30 EUR      17,000     15,974
  Berlin Hyp AG  0.250%  5/19/33 EUR       7,146      6,321
  Bertelsmann SE & Co. KGaA  1.750% 10/14/24 EUR       3,200      3,424
  Bertelsmann SE & Co. KGaA  2.000%   4/1/28 EUR       4,300      4,525
  BMW Canada Inc.  0.990%  1/14/25 CAD       1,609      1,164
  BMW Finance NV  2.375%  1/24/23 EUR         321        345
  BMW Finance NV  0.375%  7/10/23 EUR       5,761      6,073
  BMW Finance NV  0.625%  10/6/23 EUR       6,145      6,476
  BMW Finance NV  0.750%  4/15/24 EUR         494        519
  BMW Finance NV  1.000% 11/14/24 EUR       6,463      6,782
  BMW Finance NV  0.875%   4/3/25 EUR       5,048      5,250
  BMW Finance NV  1.000%  8/29/25 EUR       4,379      4,564
  BMW Finance NV  0.000%  1/11/26 EUR       6,816      6,804
  BMW Finance NV  0.375%  1/14/27 EUR       8,231      8,205
  BMW Finance NV  1.500%   2/6/29 EUR       8,687      8,907
  BMW Finance NV  0.200%  1/11/33 EUR       4,771      4,005
  BMW International Investment BV  1.875%  9/11/23 GBP         241        301
  Brenntag Finance BV  1.125%  9/27/25 EUR       1,975      2,040
  Commerzbank AG  0.500%  9/13/23 EUR         548        574
  Commerzbank AG  0.050%  7/11/24 EUR       9,182      9,485
  Commerzbank AG  0.625%  8/28/24 EUR       5,487      5,678
  Commerzbank AG  0.625%  3/13/25 EUR       5,048      5,235
  Commerzbank AG  0.625%  5/28/25 EUR       4,939      5,109
  Commerzbank AG  0.875%   9/8/25 EUR       5,542      5,763
  Commerzbank AG  1.000%   3/4/26 EUR      12,310     12,507
  Commerzbank AG  0.500%   6/9/26 EUR       8,231      8,371
  Commerzbank AG  0.500%  12/4/26 EUR       8,231      8,110
  Commerzbank AG  0.125% 12/15/26 EUR       6,474      6,428
  Commerzbank AG  0.625%  8/24/27 EUR         603        608
34

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Commerzbank AG  0.010%  3/11/30 EUR       4,939      4,575
  Commerzbank AG  1.250%   1/9/34 EUR       3,841      3,778
  Covestro AG  1.750%  9/25/24 EUR       5,487      5,839
  Covestro AG  0.875%   2/3/26 EUR       1,286      1,318
  Daimler AG  0.000%   2/8/24 EUR         518        536
  Daimler AG  0.375%  11/8/26 EUR       8,231      8,203
  Daimler AG  1.000% 11/15/27 EUR       5,633      5,712
  Daimler AG  0.750%   2/8/30 EUR       4,939      4,719
  Daimler AG  0.750%  9/10/30 EUR       2,743      2,607
  Daimler AG  2.000%  2/27/31 EUR       7,731      8,037
  Daimler AG  1.125%  11/6/31 EUR       5,487      5,212
  Daimler AG  1.125%   8/8/34 EUR       4,939      4,483
  Daimler AG  2.125%   7/3/37 EUR       3,408      3,361
  Daimler Canada Finance Inc.  2.540%  8/21/23 CAD       1,605      1,233
  Daimler Canada Finance Inc.  2.970%  3/13/24 CAD       1,970      1,512
  Daimler Canada Finance Inc.  1.650%  9/22/25 CAD       1,480      1,064
  Daimler International Finance BV  0.625%  2/27/23 EUR       4,275      4,531
  Daimler International Finance BV  2.000%   9/4/23 GBP         400        499
  Daimler International Finance BV  0.875%   4/9/24 EUR       1,618      1,698
  Daimler International Finance BV  2.625%   4/7/25 EUR      16,623     18,102
  Daimler International Finance BV  1.000% 11/11/25 EUR      11,523     11,943
  Daimler International Finance BV  1.375%  6/26/26 EUR       9,548      9,981
  Daimler International Finance BV  2.000%  8/22/26 EUR       9,561     10,232
  Daimler International Finance BV  0.625%   5/6/27 EUR       8,231      8,221
  Daimler Trucks Finance Canada Inc.  1.850% 12/15/23 CAD       1,609      1,214
  Daimler Trucks Finance Canada Inc.  2.140% 12/13/24 CAD       1,609      1,194
  Daimler Trucks Finance Canada Inc.  2.460% 12/15/26 CAD       1,609      1,151
  DekaBank Deutsche Girozentrale  0.300% 11/20/26 EUR       2,800      2,800
  Deutsche Apotheker-und Aerztebank eG  0.750%  10/5/27 EUR         400        406
  Deutsche Bahn Finance GmbH  2.500%  9/12/23 EUR      10,151     10,993
  Deutsche Bahn Finance GmbH  3.000%   3/8/24 EUR       2,194      2,417
  Deutsche Bahn Finance GmbH  1.500%  8/26/24 CHF       1,750      1,836
  Deutsche Bahn Finance GmbH  3.500%  9/27/24 AUD       2,430      1,717
  Deutsche Bahn Finance GmbH  1.375%   7/7/25 GBP       7,787      9,490
  Deutsche Bahn Finance GmbH  1.250% 10/23/25 EUR       1,372      1,441
  Deutsche Bahn Finance GmbH  1.875%  2/13/26 GBP       2,378      2,930
  Deutsche Bahn Finance GmbH  3.125%  7/24/26 GBP         402        518
  Deutsche Bahn Finance GmbH  0.500%   4/9/27 EUR       3,084      3,120
  Deutsche Bahn Finance GmbH  1.125% 12/18/28 EUR         408        418
  Deutsche Bahn Finance GmbH  2.750%  3/19/29 EUR       1,921      2,176
  Deutsche Bahn Finance GmbH  0.375%  6/23/29 EUR       1,563      1,511
  Deutsche Bahn Finance GmbH  1.625%  11/6/30 EUR          80         83
  Deutsche Bahn Finance GmbH  1.375%  3/28/31 EUR       1,645      1,668
  Deutsche Bahn Finance GmbH  0.875%  7/11/31 EUR       1,481      1,441
  Deutsche Bahn Finance GmbH  0.200%  5/20/33 CHF       4,825      4,247
  Deutsche Bahn Finance GmbH  1.625%  8/16/33 EUR       5,377      5,464
  Deutsche Bahn Finance GmbH  0.750%  7/16/35 EUR       4,991      4,427
  Deutsche Bahn Finance GmbH  0.625%  4/15/36 EUR       2,897      2,480
  Deutsche Bahn Finance GmbH  1.375%  4/16/40 EUR       5,550      5,012
  Deutsche Bahn Finance GmbH  0.625%  12/8/50 EUR      11,760      8,017
  Deutsche Bahn Finance GmbH  1.125%  5/29/51 EUR       3,219      2,542
  Deutsche Bahn Finance GmbH  0.950% 12/31/99 EUR       4,200      4,115
  Deutsche Bank AG  1.125%  8/30/23 EUR      13,899     14,730
  Deutsche Bank AG  0.625% 12/19/23 CHF       6,305      6,435
  Deutsche Bank AG  3.875%  2/12/24 GBP         100        126
35

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Deutsche Bank AG  0.250%   3/8/24 EUR       5,103      5,319
  Deutsche Bank AG  2.625% 12/16/24 GBP       5,400      6,600
  Deutsche Bank AG  2.625%  2/12/26 EUR       5,200      5,464
  Deutsche Bank AG  0.000% 10/15/26 EUR       2,841      2,630
  Deutsche Bank AG  1.625%  1/20/27 EUR       5,400      5,357
  Deutsche Bank AG  0.750%  2/17/27 EUR       5,600      5,431
  Deutsche Bank AG  1.750%  1/17/28 EUR       6,800      6,643
  Deutsche Bank AG  0.250%  8/31/28 EUR       2,743      2,661
  Deutsche Bank AG  1.750% 11/19/30 EUR      12,900     11,995
  Deutsche Bank AG  1.375%  2/17/32 EUR       4,000      3,510
  Deutsche Boerse AG  1.625%  10/8/25 EUR       2,248      2,413
  Deutsche Boerse AG  0.000%  2/22/26 EUR      10,000     10,015
  Deutsche Boerse AG  1.125%  3/26/28 EUR       5,487      5,673
  Deutsche Hypothekenbank AG  0.125% 11/23/23 EUR         100        105
  Deutsche Hypothekenbank AG  0.250%  5/17/24 EUR       8,100      8,417
  Deutsche Hypothekenbank AG  0.500%  6/29/26 EUR          80         81
  Deutsche Hypothekenbank AG  0.750%   3/5/29 EUR      25,000     24,898
  Deutsche Kreditbank AG  1.625%  6/18/24 EUR       1,000      1,069
  Deutsche Kreditbank AG  0.500%  3/19/27 EUR         800        806
  Deutsche Pfandbriefbank AG  0.010% 10/16/25 EUR      10,900     10,998
  Deutsche Pfandbriefbank AG  0.010%  8/25/26 EUR      27,400     27,222
  Deutsche Pfandbriefbank AG  0.625%  8/30/27 EUR      22,400     22,562
  Deutsche Pfandbriefbank AG  2.375%  5/29/28 EUR       3,347      3,695
  Deutsche Pfandbriefbank AG  1.250%  4/20/35 EUR       5,487      5,307
  Deutsche Post AG  2.750%  10/9/23 EUR       1,096      1,192
  Deutsche Post AG  2.875% 12/11/24 EUR       1,096      1,221
  Deutsche Post AG  0.375%  5/20/26 EUR       1,818      1,842
  Deutsche Post AG  1.625%  12/5/28 EUR      11,207     11,682
  Deutsche Post AG  0.750%  5/20/29 EUR       3,408      3,368
  Deutsche Telekom AG  0.500%   7/5/27 EUR      20,416     20,274
  Deutsche Telekom AG  1.375%   7/5/34 EUR       1,645      1,569
  Deutsche Telekom AG  2.250%  3/29/39 EUR       2,331      2,353
  Deutsche Telekom AG  1.750%  12/9/49 EUR       2,743      2,364
  Deutsche Telekom International Finance BV  2.750% 10/24/24 EUR       2,412      2,652
  Deutsche Telekom International Finance BV  4.875%  4/22/25 EUR       5,076      5,888
  Deutsche Telekom International Finance BV  2.500% 10/10/25 GBP       6,231      7,785
  Deutsche Telekom International Finance BV  1.375%  12/1/25 EUR      12,107     12,732
  Deutsche Telekom International Finance BV  1.125%  5/22/26 EUR       1,690      1,756
  Deutsche Telekom International Finance BV  1.375%  1/30/27 EUR         160        167
  Deutsche Telekom International Finance BV  3.250%  1/17/28 EUR          80         91
  Deutsche Telekom International Finance BV  1.500%   4/3/28 EUR       5,872      6,082
  Deutsche Telekom International Finance BV  8.875% 11/27/28 GBP         494        830
  Deutsche Telekom International Finance BV  2.250%  4/13/29 GBP       2,000      2,369
  Deutsche Telekom International Finance BV  2.000%  12/1/29 EUR       4,774      5,059
  Deutsche Telekom International Finance BV  7.500%  1/24/33 EUR       2,908      4,519
  Deutsche Wohnen SE  1.000%  4/30/25 EUR       5,400      5,545
  Deutsche Wohnen SE  1.300%   4/7/41 EUR       1,000        713
  DZ HYP AG  0.125%  9/30/22 EUR       7,133      7,537
  DZ HYP AG  0.625%   6/5/24 EUR          80         84
  DZ HYP AG  0.375%   6/6/25 EUR       1,100      1,130
  DZ HYP AG  0.500% 11/13/25 EUR       8,779      9,004
  DZ HYP AG  0.750%   2/2/26 EUR       5,400      5,575
  DZ HYP AG  0.375%  3/31/26 EUR       3,402      3,456
  DZ HYP AG  0.100%  8/31/26 EUR         600        599
  DZ HYP AG  0.500%  9/30/26 EUR       5,487      5,566
36

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  DZ HYP AG  0.500%   4/1/27 EUR       2,700      2,721
  DZ HYP AG  0.750%  6/30/27 EUR         658        669
  DZ HYP AG  0.625%  8/30/27 EUR       5,400      5,452
  DZ HYP AG  0.875%  3/22/28 EUR       9,900     10,075
  DZ HYP AG  0.875%  1/30/29 EUR       5,487      5,529
  DZ HYP AG  0.010%  4/20/29 EUR      40,241     38,054
  DZ HYP AG  0.050%  6/29/29 EUR       5,487      5,184
  DZ HYP AG  0.875%  1/18/30 EUR       6,600      6,579
  DZ HYP AG  0.010%  3/29/30 EUR      13,634     12,639
  DZ HYP AG  0.875%  4/17/34 EUR       5,487      5,152
  E.ON International Finance BV  5.625%  12/6/23 GBP         767      1,008
  E.ON International Finance BV  1.000%  4/13/25 EUR       2,743      2,858
  E.ON International Finance BV  1.625%  5/30/26 EUR       7,023      7,417
  E.ON International Finance BV  1.500%  7/31/29 EUR      27,810     28,290
  E.ON International Finance BV  6.250%   6/3/30 GBP      11,743     17,737
  E.ON International Finance BV  6.375%   6/7/32 GBP       3,456      5,371
  E.ON International Finance BV  4.750%  1/31/34 GBP       2,800      3,864
  E.ON International Finance BV  5.875% 10/30/37 GBP       6,250      9,623
  E.ON International Finance BV  6.750%  1/27/39 GBP         650      1,089
  E.ON International Finance BV  6.125%   7/6/39 GBP       1,600      2,549
  E.ON SE  0.875%  5/22/24 EUR         402        423
  E.ON SE  0.250% 10/24/26 EUR       8,231      8,133
  E.ON SE  0.375%  9/29/27 EUR       2,743      2,683
  E.ON SE  0.750%  2/20/28 EUR       1,391      1,377
  E.ON SE  1.625%  5/22/29 EUR       7,835      8,067
  E.ON SE  0.350%  2/28/30 EUR       4,992      4,629
  E.ON SE  0.625%  11/7/31 EUR       9,493      8,610
  E.ON SE  0.600%  10/1/32 EUR       1,840      1,640
  EnBW Energie Baden-Wuerttemberg AG  1.625%   8/5/79 EUR       1,600      1,451
  EnBW Energie Baden-Wuerttemberg AG  1.125%  11/5/79 EUR       1,600      1,574
  EnBW Energie Baden-Wuerttemberg AG  1.875%  6/29/80 EUR       6,100      5,842
  EnBW International Finance BV  0.625%  4/17/25 EUR      12,218     12,472
  EnBW International Finance BV  2.500%   6/4/26 EUR       1,096      1,183
  EnBW International Finance BV  0.250% 10/19/30 EUR       6,017      5,253
  EnBW International Finance BV  6.125%   7/7/39 EUR       2,351      3,402
  Eurogrid GmbH  1.625%  11/3/23 EUR       4,100      4,372
  Eurogrid GmbH  1.875%  6/10/25 EUR      10,800     11,477
  Eurogrid GmbH  1.500%  4/18/28 EUR       3,200      3,283
  Evonik Industries AG  0.625%  9/18/25 EUR       3,900      3,959
  EWE AG  0.375% 10/22/32 EUR      29,013     24,777
  Fresenius Finance Ireland plc  1.500%  1/30/24 EUR       5,727      6,068
  Fresenius Finance Ireland plc  0.500%  10/1/28 EUR       6,816      6,413
  Fresenius Finance Ireland plc  3.000%  1/30/32 EUR         862        912
  Fresenius Medical Care AG & Co. KGaA  0.250% 11/29/23 EUR       3,950      4,123
  Fresenius Medical Care AG & Co. KGaA  1.500%  7/11/25 EUR         321        337
  Fresenius Medical Care AG & Co. KGaA  1.500%  5/29/30 EUR       5,487      5,351
  Fresenius SE & Co. KGaA  4.000%   2/1/24 EUR       4,939      5,458
  Fresenius SE & Co. KGaA  1.625%  10/8/27 EUR       5,487      5,651
  Fresenius SE & Co. KGaA  0.750%  1/15/28 EUR       6,310      6,192
  Fresenius SE & Co. KGaA  2.875%  2/15/29 EUR       6,584      7,108
  Grand City Properties SA  1.375%   8/3/26 EUR       6,400      6,326
  Grand City Properties SA  1.500%  2/22/27 EUR       1,100      1,079
  Grand City Properties SA  0.125%  1/11/28 EUR       4,000      3,519
  Grand City Properties SA  1.500% 12/31/99 EUR       1,600      1,442
  Grand City Properties SA  2.500% 12/31/99 EUR         600        612
37

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Hamburg Commercial Bank AG  0.375%  7/12/23 EUR       8,700      9,168
  Hamburg Commercial Bank AG  0.500%  9/22/26 EUR      10,400     10,287
  Hamburg Commercial Bank AG  0.010%  1/19/27 EUR       2,500      2,464
  Hannover Finance Luxembourg SA  5.000%  6/30/43 EUR       3,200      3,523
  Hannover Rueck SE  3.375%  6/29/49 EUR         100        107
  HeidelbergCement AG  2.250%   6/3/24 EUR       5,871      6,290
  HeidelbergCement AG  1.500%   2/7/25 EUR       7,682      8,079
  HeidelbergCement Finance Luxembourg SA  1.625%   4/7/26 EUR       4,225      4,398
  HeidelbergCement Finance Luxembourg SA  1.500%  6/14/27 EUR         321        328
  HeidelbergCement Finance Luxembourg SA  1.125%  12/1/27 EUR       7,097      7,067
  HeidelbergCement Finance Luxembourg SA  1.750%  4/24/28 EUR       7,755      7,893
  Hella GmbH & Co. KGaA  1.000%  5/17/24 EUR         518        537
  HOCHTIEF AG  0.625%  4/26/29 EUR       1,609      1,424
  HOWOGE Wohnungs-baugesellschaft mbH  0.625%  11/1/28 EUR       4,400      4,162
  HOWOGE Wohnungs-baugesellschaft mbH  1.125%  11/1/33 EUR       2,300      2,037
  Infineon Technologies AG  1.625%  6/24/29 EUR       2,300      2,327
  Infineon Technologies AG  2.000%  6/24/32 EUR       2,400      2,416
  ING-DiBa AG  0.250%  10/9/23 EUR       2,700      2,834
  ING-DiBa AG  0.250% 11/16/26 EUR       2,700      2,702
  ING-DiBa AG  0.125%  5/23/27 EUR       2,700      2,664
  ING-DiBa AG  1.250%  10/9/33 EUR       5,600      5,518
  ING-DiBa AG  1.000%  5/23/39 EUR      10,400      9,348
  Landesbank Baden-Wuerttemberg  0.200%  1/10/24 EUR       1,096      1,145
  Landesbank Baden-Wuerttemberg  0.375%  5/24/24 EUR       1,000      1,032
  Landesbank Baden-Wuerttemberg  0.250%  1/10/25 EUR       5,400      5,565
  Landesbank Baden-Wuerttemberg  1.500%   2/3/25 GBP       5,100      6,102
  Landesbank Baden-Wuerttemberg  0.375%  2/27/25 EUR       5,487      5,662
  Landesbank Baden-Wuerttemberg  0.375%  2/18/27 EUR      19,100     18,555
  Landesbank Baden-Wuerttemberg  0.010%  7/16/27 EUR      23,867     23,356
  Landesbank Baden-Wuerttemberg  0.010%  9/18/28 EUR       4,505      4,310
  Landesbank Baden-Wuerttemberg  0.375%   5/7/29 EUR       1,600      1,454
  Landesbank Hessen-Thueringen Girozentrale  1.875%  6/26/23 EUR         500        537
  Landesbank Hessen-Thueringen Girozentrale  0.375%   2/8/24 EUR       5,400      5,650
  Landesbank Hessen-Thueringen Girozentrale  0.125% 11/19/24 EUR       1,100      1,125
  Landesbank Hessen-Thueringen Girozentrale  0.375%  5/12/25 EUR       4,900      4,989
  Landesbank Hessen-Thueringen Girozentrale  0.500%  9/25/25 EUR         400        411
  LANXESS AG  1.125%  5/16/25 EUR       5,212      5,405
  LANXESS AG  0.625%  12/1/29 EUR       2,400      2,129
  LEG Immobilien SE  1.250%  1/23/24 EUR         500        524
  LEG Immobilien SE  0.875% 11/28/27 EUR       2,600      2,505
  LEG Immobilien SE  1.000% 11/19/32 EUR       3,600      3,032
  LEG Immobilien SE  0.875%  3/30/33 EUR       4,000      3,322
  LEG Immobilien SE  1.500%  1/17/34 EUR       1,700      1,478
  Merck Financial Services GmbH  0.005% 12/15/23 EUR      10,900     11,378
  Merck Financial Services GmbH  0.875%   7/5/31 EUR         400        382
  Merck KGaA  3.375% 12/12/74 EUR         241        259
  Merck KGaA  1.625%   9/9/80 EUR       6,000      5,910
  Muenchener Hypothekenbank eG  0.500%  4/22/26 EUR         402        410
  Muenchener Hypothekenbank eG  0.625% 10/23/26 EUR         658        671
  Muenchener Hypothekenbank eG  0.625%   5/7/27 EUR       7,133      7,229
  Muenchener Hypothekenbank eG  0.625% 11/10/27 EUR       8,231      8,294
38

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Muenchener Hypothekenbank eG  2.500%   7/4/28 EUR       6,996      7,796
  Muenchener Hypothekenbank eG  1.000%  4/18/39 EUR       5,103      4,636
  Muenchener Hypothekenbank eG  0.010%  11/2/40 EUR       6,816      5,011
  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  1.250%  5/26/41 EUR       5,000      4,418
  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  3.250%  5/26/49 EUR       2,300      2,400
  Norddeutsche Landesbank-Girozentrale  0.375%  10/9/24 EUR         603        625
  Norddeutsche Landesbank-Girozentrale  0.010%  9/23/26 EUR      27,900     27,805
  Norddeutsche Landesbank-Girozentrale  0.250% 10/28/26 EUR       5,487      5,491
  O2 Telefonica Deutschland Finanzierungs GmbH  1.750%   7/5/25 EUR       3,600      3,800
  Roadster Finance DAC  2.375%  12/8/32 EUR         300        296
  Robert Bosch GmbH  1.750%   7/8/24 EUR         100        107
  Robert Bosch Investment Nederland BV  2.625%  5/24/28 EUR         600        670
  RWE AG  0.500% 11/26/28 EUR       5,000      4,740
  RWE AG  0.625%  6/11/31 EUR       4,829      4,345
  RWE AG  1.000% 11/26/33 EUR       4,000      3,482
  Santander Consumer Bank AG  0.250% 10/15/24 EUR       8,300      8,500
  SAP SE  0.750% 12/10/24 EUR         700        733
  SAP SE  1.250%  3/10/28 EUR       3,100      3,200
  SAP SE  0.375%  5/18/29 EUR       5,200      4,984
  SAP SE  1.625%  3/10/31 EUR      12,400     12,750
  Siemens Financieringsmaatschappij NV  0.375%   9/6/23 EUR       5,633      5,934
  Siemens Financieringsmaatschappij NV  0.250%   6/5/24 EUR       4,900      5,094
  Siemens Financieringsmaatschappij NV  0.000%   9/5/24 EUR       7,654      7,894
  Siemens Financieringsmaatschappij NV  2.750%  9/10/25 GBP         600        758
  Siemens Financieringsmaatschappij NV  2.875%  3/10/28 EUR       2,902      3,273
  Siemens Financieringsmaatschappij NV  0.125%   9/5/29 EUR       5,487      5,160
  Siemens Financieringsmaatschappij NV  1.375%   9/6/30 EUR         241        245
  Siemens Financieringsmaatschappij NV  1.250%  2/28/31 EUR       8,697      8,724
  Siemens Financieringsmaatschappij NV  0.500%  2/20/32 EUR       7,700      7,097
  Siemens Financieringsmaatschappij NV  0.500%   9/5/34 EUR       3,841      3,370
  Siemens Financieringsmaatschappij NV  1.250%  2/25/35 EUR       2,600      2,476
  Siemens Financieringsmaatschappij NV  1.750%  2/28/39 EUR       6,547      6,366
  Siemens Financieringsmaatschappij NV  3.750%  9/10/42 GBP       1,600      2,196
  Sirius Real Estate Ltd.  1.125%  6/22/26 EUR       1,000        959
  Talanx AG  2.500%  7/23/26 EUR       1,100      1,207
  Talanx AG  2.250%  12/5/47 EUR       5,500      5,517
  Traton Finance Luxembourg SA  0.125%  3/24/25 EUR       6,800      6,809
  Traton Finance Luxembourg SA  1.250%  3/24/33 EUR       4,700      3,915
  UniCredit Bank AG  0.125% 10/26/23 EUR       1,096      1,147
  UniCredit Bank AG  1.875%   4/9/24 EUR       2,799      3,005
  UniCredit Bank AG  0.625%  2/12/25 EUR          80         83
  UniCredit Bank AG  0.625% 11/20/25 EUR      10,276     10,589
  UniCredit Bank AG  0.500%   5/4/26 EUR         402        410
  UniCredit Bank AG  0.500%  2/23/27 EUR      24,600     24,787
  UniCredit Bank AG  0.010%  9/15/28 EUR      36,255     34,630
  UniCredit Bank AG  0.875%  1/11/29 EUR       6,969      7,028
  UniCredit Bank AG  0.010%  6/24/30 EUR       4,024      3,711
  UniCredit Bank AG  0.250%  1/15/32 EUR      10,700      9,761
  UniCredit Bank AG  0.850%  5/22/34 EUR       8,286      7,769
  Vantage Towers AG  0.375%  3/31/27 EUR       2,500      2,398
  Vantage Towers AG  0.750%  3/31/30 EUR       2,800      2,527
  Vier Gas Transport GmbH  3.125%  7/10/23 EUR       4,444      4,814
  Vier Gas Transport GmbH  2.875%  6/12/25 EUR       6,310      6,937
39

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Vier Gas Transport GmbH  0.125%  9/10/29 EUR       3,200      2,840
  Volkswagen Bank GmbH  0.750%  6/15/23 EUR       6,255      6,591
  Volkswagen Bank GmbH  1.250%  6/10/24 EUR      22,400     23,489
  Volkswagen Bank GmbH  1.250% 12/15/25 EUR         713        726
  Volkswagen Bank GmbH  2.500%  7/31/26 EUR       2,800      2,949
  Volkswagen Financial Services AG  0.875%  4/12/23 EUR         385        406
  Volkswagen Financial Services AG  1.500%  10/1/24 EUR       3,292      3,448
  Volkswagen Financial Services AG  0.000%  2/12/25 EUR       8,853      8,825
  Volkswagen Financial Services AG  2.250% 10/16/26 EUR      13,169     13,747
  Volkswagen Financial Services AG  0.875%  1/31/28 EUR       8,800      8,375
  Volkswagen Financial Services AG  3.375%   4/6/28 EUR      19,832     21,528
  Volkswagen Financial Services AG  0.375%  2/12/30 EUR       6,000      5,190
  Volkswagen Financial Services NV  2.250%  4/12/25 GBP         388        470
  Volkswagen Financial Services NV  1.375%  9/14/28 GBP       4,000      4,359
  Volkswagen International Finance NV  3.375% 11/16/26 GBP       3,800      4,729
  Volkswagen International Finance NV  1.875%  3/30/27 EUR       9,900     10,153
  Volkswagen International Finance NV  3.250% 11/18/30 EUR         900        973
  Volkswagen International Finance NV  4.125% 11/17/31 GBP       4,000      5,097
  Volkswagen International Finance NV  1.250%  9/23/32 EUR       3,100      2,864
  Volkswagen International Finance NV  3.300%  3/22/33 EUR         500        534
  Volkswagen International Finance NV  4.125% 11/16/38 EUR       7,500      8,602
  Volkswagen International Finance NV  4.625%  3/29/49 EUR       6,363      6,709
  Volkswagen International Finance NV  5.125%  9/29/49 EUR       2,250      2,431
  Volkswagen International Finance NV  3.375% 12/31/99 EUR       9,000      9,371
  Volkswagen International Finance NV  3.500% 12/31/99 EUR      10,300     10,569
  Volkswagen International Finance NV  3.875% 12/31/99 EUR       5,600      5,596
  Volkswagen International Finance NV  3.875% 12/31/99 EUR       8,300      7,994
  Volkswagen International Finance NV  4.625% 12/31/99 EUR       5,100      5,222
  Volkswagen Leasing GmbH  2.625%  1/15/24 EUR       1,261      1,360
  Volkswagen Leasing GmbH  1.125%   4/4/24 EUR       5,761      6,034
  Volkswagen Leasing GmbH  1.375%  1/20/25 EUR       6,365      6,601
  Volkswagen Leasing GmbH  1.625%  8/15/25 EUR       1,195      1,236
  Volkswagen Leasing GmbH  0.375%  7/20/26 EUR      18,048     17,480
  Volkswagen Leasing GmbH  0.500%  1/12/29 EUR      10,282      9,313
  Vonovia Finance BV  0.875%   7/3/23 EUR         400        422
  Vonovia Finance BV  2.250% 12/15/23 EUR       6,900      7,412
  Vonovia Finance BV  1.500%  3/31/25 EUR       2,799      2,930
  Vonovia Finance BV  1.800%  6/29/25 EUR      13,600     14,215
  Vonovia Finance BV  1.125%   9/8/25 EUR       1,300      1,330
  Vonovia Finance BV  1.500%  3/22/26 EUR       8,600      8,767
  Vonovia Finance BV  1.500%  6/10/26 EUR       2,700      2,737
  Vonovia Finance BV  1.750%  1/25/27 EUR         100        102
  Vonovia Finance BV  0.625%  10/7/27 EUR       3,200      3,038
  Vonovia Finance BV  1.500%  1/14/28 EUR         700        692
  Vonovia Finance BV  2.250%   4/7/30 EUR       5,400      5,384
  Vonovia Finance BV  1.125%  9/14/34 EUR       5,400      4,279
  Vonovia Finance BV  2.750%  3/22/38 EUR       2,100      1,906
  Vonovia Finance BV  1.625%  10/7/39 EUR       4,400      3,346
  Vonovia SE  0.625% 12/14/29 EUR       7,400      6,544
  Vonovia SE  0.750%   9/1/32 EUR       6,700      5,494
  Vonovia SE  1.000%  6/16/33 EUR       4,000      3,274
  Vonovia SE  1.500%  6/14/41 EUR       6,400      4,702
  VW Credit Canada Inc.  2.850%  9/26/24 CAD         930        705
  VW Credit Canada Inc.  1.500%  9/23/25 CAD       3,400      2,421
  VW Credit Canada Inc.  2.450% 12/10/26 CAD       1,525      1,092
40

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Wintershall Dea Finance BV  0.840%  9/25/25 EUR       5,400      5,217
  Wintershall Dea Finance BV  1.332%  9/25/28 EUR       4,800      4,242
  Wintershall Dea Finance BV  1.823%  9/25/31 EUR       3,400      2,881
                   2,140,074
Hong Kong (0.0%)                           
  Cheung Kong Infrastructure Finance BVI Ltd.  1.000% 12/12/24 EUR         383        395
  Hong Kong & Shanghai Banking Corp. Ltd.  0.204%  6/25/24 JPY     300,000      2,276
                   2,671
Indonesia (0.0%)                           
  Perusahaan Perseroan Persero PT Perusahaan Listrik Negara  1.875%  11/5/31 EUR       1,000        883
Ireland (0.1%)                           
  Bank of Ireland Group plc  1.375%  8/29/23 EUR       8,340      8,838
  Bank of Ireland Group plc  1.000% 11/25/25 EUR      12,071     12,354
  CRH Finance DAC  1.375% 10/18/28 EUR         767        772
  CRH Finland Services OYJ  0.875%  11/5/23 EUR       2,173      2,287
  CRH Funding BV  1.625%   5/5/30 EUR      10,097     10,015
  CRH SMW Finance DAC  1.250%  11/5/26 EUR       4,024      4,114
  Dell Bank International DAC  0.500% 10/27/26 EUR       5,000      4,900
  ESB Finance DAC  3.494%  1/12/24 EUR         548        603
  ESB Finance DAC  2.125%   6/8/27 EUR       3,470      3,733
  ESB Finance DAC  1.875%  6/14/31 EUR       6,763      6,993
  ESB Finance DAC  2.125%  11/5/33 EUR       2,871      2,983
  Experian Europe DAC  1.560%  5/16/31 EUR       1,500      1,487
  Freshwater Finance plc  5.182%  4/20/35 GBP       1,096      1,613
  Freshwater Finance plc  4.607% 10/17/36 GBP       1,617      2,202
  GAS Networks Ireland  1.375%  12/5/26 EUR       1,372      1,431
  Kerry Group Financial Services Unltd Co.  2.375%  9/10/25 EUR       5,761      6,219
  PartnerRe Ireland Finance DAC  1.250%  9/15/26 EUR       3,763      3,833
  Ryanair DAC  1.125%  3/10/23 EUR         100        105
  Ryanair DAC  1.125%  8/15/23 EUR       1,645      1,726
  Ryanair DAC  2.875%  9/15/25 EUR      10,528     11,247
  Smurfit Kappa Acquisitions ULC  2.875%  1/15/26 EUR       2,414      2,613
  Smurfit Kappa Treasury ULC  1.500%  9/15/27 EUR       7,000      7,053
  Smurfit Kappa Treasury ULC  1.000%  9/22/33 EUR       5,829      5,057
                   102,178
Italy (0.7%)                           
  2i Rete Gas SpA  3.000%  7/16/24 EUR       3,292      3,587
  2i Rete Gas SpA  1.750%  8/28/26 EUR         300        312
  2i Rete Gas SpA  1.608% 10/31/27 EUR       3,566      3,639
  2i Rete Gas SpA  0.579%  1/29/31 EUR       8,500      7,548
  A2A SpA  1.250%  3/16/24 EUR       2,194      2,315
  A2A SpA  0.625% 10/28/32 EUR       4,198      3,605
  ACEA SpA  1.000% 10/24/26 EUR       3,358      3,423
  ACEA SpA  1.500%   6/8/27 EUR      13,781     14,225
  ACEA SpA  0.500%   4/6/29 EUR       7,396      6,866
  ACEA SpA  0.250%  7/28/30 EUR       6,438      5,680
  Aeroporti di Roma SpA  1.625%   6/8/27 EUR       2,140      2,141
  Aeroporti di Roma SpA  1.750%  7/30/31 EUR       2,000      1,791
  AMCO - Asset Management Co. SpA  1.500%  7/17/23 EUR      13,682     14,581
  AMCO - Asset Management Co. SpA  1.375%  1/27/25 EUR       1,609      1,669
  AMCO - Asset Management Co. SpA  2.250%  7/17/27 EUR       9,658     10,027
  AMCO - Asset Management Co. SpA  0.750%  4/20/28 EUR       8,048      7,547
41

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Assicurazioni Generali SpA  5.125%  9/16/24 EUR       3,994      4,558
  Assicurazioni Generali SpA  7.750% 12/12/42 EUR       4,300      4,707
  Assicurazioni Generali SpA  5.500% 10/27/47 EUR       8,635      9,602
  Assicurazioni Generali SpA  5.000%   6/8/48 EUR       1,645      1,789
  ASTM SpA  1.625%   2/8/28 EUR       4,029      3,922
  ASTM SpA  1.500%  1/25/30 EUR       4,000      3,670
  ASTM SpA  2.375% 11/25/33 EUR       3,000      2,713
  Banca Monte dei Paschi di Siena SpA  2.875%  7/16/24 EUR       3,094      3,370
  Banca Monte dei Paschi di Siena SpA  2.125% 11/26/25 EUR       4,939      5,287
  Banco BPM SpA  0.625%   6/8/23 EUR       5,487      5,793
  Banco BPM SpA  1.000%  1/23/25 EUR       8,231      8,603
  Banco di Desio e della Brianza SpA  0.875%  9/12/24 EUR       8,779      9,181
  Coca-Cola HBC Finance BV  1.875% 11/11/24 EUR         100        107
  Credit Agricole Italia SpA  0.875%  6/16/23 EUR       5,400      5,722
  Credit Agricole Italia SpA  0.250%  9/30/24 EUR       5,800      5,984
  Credit Agricole Italia SpA  0.625%  1/13/26 EUR       3,000      3,074
  Credit Agricole Italia SpA  1.000%  3/25/27 EUR       8,200      8,435
  Credit Agricole Italia SpA  0.250%  1/17/28 EUR       2,700      2,636
  Credit Agricole Italia SpA  1.625%  3/21/29 EUR       1,100      1,158
  Credit Agricole Italia SpA  1.750%  1/15/38 EUR       2,700      2,732
  Credit Agricole Italia SpA  1.000%  1/17/45 EUR         400        346
  Credito Emiliano SpA  1.125%  1/17/24 EUR       5,487      5,802
  Enel Finance International NV  5.250%  9/29/23 EUR         960      1,080
  Enel Finance International NV  0.000%  6/17/24 EUR       4,631      4,766
  Enel Finance International NV  5.625%  8/14/24 GBP       6,219      8,296
  Enel Finance International NV  1.000%  9/16/24 EUR       2,085      2,186
  Enel Finance International NV  1.966%  1/27/25 EUR      14,514     15,530
  Enel Finance International NV  1.375%   6/1/26 EUR      20,514     21,274
  Enel Finance International NV  1.125%  9/16/26 EUR       1,481      1,522
  Enel Finance International NV  0.375%  6/17/27 EUR       4,608      4,489
  Enel Finance International NV  1.000% 10/20/27 GBP      11,701     13,135
  Enel Finance International NV  0.500%  6/17/30 EUR       7,500      6,782
  Enel Finance International NV  0.875%  9/28/34 EUR       2,000      1,680
  Enel Finance International NV  1.125% 10/17/34 EUR       2,853      2,503
  Enel Finance International NV  0.875%  6/17/36 EUR       2,414      1,936
  Enel Finance International NV  5.750%  9/14/40 GBP       5,810      8,879
  Enel SpA  5.625%  6/21/27 EUR       1,686      2,096
  Enel SpA  5.750%  6/22/37 GBP       1,645      2,514
  Enel SpA  3.500%  5/24/80 EUR      11,414     11,961
  Enel SpA  3.375% 11/24/81 EUR       6,680      6,905
  Enel SpA  1.375% 12/31/99 EUR       8,048      7,283
  Enel SpA  2.250% 12/31/99 EUR       9,577      9,316
  Enel SpA  2.500% 12/31/99 EUR       6,090      6,435
  Eni SpA  1.750%  1/18/24 EUR       6,013      6,424
  Eni SpA  0.625%  9/19/24 EUR       5,487      5,682
  Eni SpA  3.750%  9/12/25 EUR       3,621      4,107
  Eni SpA  1.500%   2/2/26 EUR       2,369      2,481
  Eni SpA  1.500%  1/17/27 EUR       2,743      2,834
  Eni SpA  1.625%  5/17/28 EUR       5,670      5,834
  Eni SpA  0.375%  6/14/28 EUR       3,000      2,851
  Eni SpA  1.125%  9/19/28 EUR       3,017      2,980
  Eni SpA  3.625%  1/29/29 EUR       5,000      5,724
  Eni SpA  0.625%  1/23/30 EUR       9,511      8,745
  Eni SpA  1.000% 10/11/34 EUR       3,292      2,879
  Eni SpA  2.625% 12/31/99 EUR       4,390      4,413
42

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Eni SpA  2.750% 12/31/99 EUR       4,024      3,563
  Eni SpA  3.375% 12/31/99 EUR       5,963      5,650
  Hera SpA  0.875% 10/14/26 EUR       2,743      2,769
  Hera SpA  0.875%   7/5/27 EUR       5,487      5,489
  Hera SpA  5.200%  1/29/28 EUR       3,292      4,115
  Hera SpA  1.000%  4/25/34 EUR       1,609      1,403
  Intesa Sanpaolo SpA  2.125%  8/30/23 EUR       4,390      4,712
  Intesa Sanpaolo SpA  4.000% 10/30/23 EUR       3,347      3,693
  Intesa Sanpaolo SpA  1.375%  1/18/24 EUR       8,231      8,728
  Intesa Sanpaolo SpA  3.125%   2/5/24 EUR       2,194      2,406
  Intesa Sanpaolo SpA  0.500%   3/5/24 EUR       2,700      2,826
  Intesa Sanpaolo SpA  1.500%  4/10/24 EUR       2,743      2,907
  Intesa Sanpaolo SpA  1.000%   7/4/24 EUR       3,182      3,322
  Intesa Sanpaolo SpA  0.500%  7/15/24 EUR       3,017      3,144
  Intesa Sanpaolo SpA  3.375%  1/24/25 EUR       5,700      6,358
  Intesa Sanpaolo SpA  1.250%   2/7/25 EUR       1,372      1,449
  Intesa Sanpaolo SpA  1.125%  7/14/25 EUR       2,700      2,832
  Intesa Sanpaolo SpA  1.000%  9/25/25 EUR       5,487      5,723
  Intesa Sanpaolo SpA  3.250%  2/10/26 EUR       2,100      2,363
  Intesa Sanpaolo SpA  0.375%  9/14/26 EUR       5,487      5,521
  Intesa Sanpaolo SpA  1.000% 11/19/26 EUR       7,133      7,056
  Intesa Sanpaolo SpA  1.125%  10/4/27 EUR       7,517      7,753
  Intesa Sanpaolo SpA  1.750%  3/20/28 EUR      14,309     14,353
  Intesa Sanpaolo SpA  1.750%   7/4/29 EUR       4,939      4,852
  Intesa Sanpaolo SpA  1.250%  1/15/30 EUR         400        407
  Intesa Sanpaolo SpA  2.500%  1/15/30 GBP       1,645      1,851
  Intesa Sanpaolo SpA  2.625%  3/11/36 GBP       4,024      4,024
  Iren SpA  0.875%  11/4/24 EUR       2,523      2,620
  Iren SpA  1.950%  9/19/25 EUR       3,292      3,496
  Italgas SpA  0.875%  4/24/30 EUR       3,292      3,076
  Mediobanca Banca di Credito Finanziario SpA  1.125%  7/15/25 EUR       3,841      3,932
  Mediobanca Banca di Credito Finanziario SpA  1.375% 11/10/25 EUR       5,925      6,254
  Mediobanca Banca di Credito Finanziario SpA  0.875%  1/15/26 EUR       8,779      8,747
  Mediobanca Banca di Credito Finanziario SPA  1.250% 11/24/29 EUR       1,426      1,455
  Snam SpA  0.000%  5/12/24 EUR       1,645      1,697
  Snam SpA  0.875% 10/25/26 EUR      10,785     10,942
  Snam SpA  0.750%  6/20/29 EUR       2,000      1,897
  Snam SpA  1.000%  9/12/34 EUR       4,390      3,763
  Snam SPA  1.000%  9/18/23 EUR         100        106
  Terna - Rete Elettrica Nazionale  1.375%  7/26/27 EUR       5,344      5,496
  Terna - Rete Elettrica Nazionale  1.000% 10/11/28 EUR       7,298      7,204
  UniCredit SpA  1.250%  6/25/25 EUR      17,390     18,081
  UniCredit SpA  1.250%  6/16/26 EUR       9,544      9,689
  UniCredit SpA  0.375% 10/31/26 EUR      10,453     10,449
  UniCredit SpA  2.200%  7/22/27 EUR      13,535     13,693
  UniCredit SpA  0.850%  1/19/31 EUR      12,886     10,984
                   626,519
Japan (0.4%)                           
  Asahi Group Holdings Ltd.  0.155% 10/23/24 EUR       3,841      3,927
  Central Nippon Expressway Co. Ltd.  0.040%  8/19/24 JPY      40,000        308
  Daiichi Sankyo Co. Ltd.  0.810%  7/25/36 JPY     100,000        774
43

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Denso Corp.  0.315%  3/17/28 JPY     400,000      3,078
  East Japan Railway Co.  1.162%  9/15/28 GBP       1,619      1,835
  East Japan Railway Co.  4.875%  6/14/34 GBP       3,000      4,393
  East Japan Railway Co.  0.773%  9/15/34 EUR       1,609      1,393
  East Japan Railway Co.  1.104%  9/15/39 EUR       2,414      2,046
  East Nippon Expressway Co. Ltd.  0.070%  6/20/25 JPY     720,000      5,548
  East Nippon Expressway Co. Ltd.  0.140%  7/31/29 JPY     720,000      5,500
  Fast Retailing Co. Ltd.  0.749% 12/18/25 JPY     100,000        786
  Fast Retailing Co. Ltd.  0.405%   6/6/28 JPY     700,000      5,417
  JT International Financial Services BV  1.000% 11/26/29 EUR       6,145      5,770
  JT International Financial Services BV  2.750%  9/28/33 GBP       2,799      3,213
  JT International Financial Services BV  2.375%   4/7/81 EUR       5,487      5,450
  Kansai Electric Power Co. Inc.  0.280%  4/25/24 JPY      50,000        386
  Kansai Electric Power Co. Inc.  0.470%  5/25/27 JPY      95,000        737
  Kansai Electric Power Co. Inc.  0.490%  7/23/27 JPY     134,000      1,040
  Kansai Electric Power Co. Inc.  0.460% 12/20/27 JPY     384,000      2,974
  Kyushu Electric Power Co. Inc.  1.064%  2/23/24 JPY     109,000        854
  Kyushu Electric Power Co. Inc.  0.170%  8/23/24 JPY      37,000        285
  Kyushu Electric Power Co. Inc.  0.430%  5/25/29 JPY      98,000        749
  Mitsubishi UFJ Financial Group Inc.  0.940%  6/26/24 JPY     100,000        780
  Mitsubishi UFJ Financial Group Inc.  0.872%   9/7/24 EUR      10,426     10,846
  Mitsubishi UFJ Financial Group Inc.  0.535%  4/28/26 JPY     100,000        772
  Mitsubishi UFJ Financial Group Inc.  0.535%  5/31/28 JPY     100,000        768
  Mitsubishi UFJ Financial Group Inc.  0.360% 10/31/28 JPY     200,000      1,535
  Mitsubishi UFJ Financial Group Inc.  0.848%  7/19/29 EUR       8,779      8,388
  Mizuho Financial Group Inc.  0.523%  6/10/24 EUR       1,261      1,312
  Mizuho Financial Group Inc.  0.956% 10/16/24 EUR       2,716      2,838
  Mizuho Financial Group Inc.  0.184%  4/13/26 EUR       5,000      4,902
  Mizuho Financial Group Inc.  0.650%  1/26/27 JPY     143,000      1,104
  Mizuho Financial Group Inc.  0.402%   9/6/29 EUR       2,743      2,488
  Mizuho Financial Group Inc.  0.797%  4/15/30 EUR       5,487      5,018
  Mizuho Financial Group Inc.  0.693%  10/7/30 EUR      20,000     17,850
  MUFG Bank Ltd.  1.390%  5/31/22 JPY     100,000        771
  MUFG Bank Ltd.  1.950% 11/12/25 JPY     200,000      1,620
6 New Kansai International Airport Co. Ltd.  0.882%  6/27/23 JPY      27,400        213
3 Nissan Motor Co. Ltd.  1.940%  9/15/23 EUR       1,229      1,303
  Nissan Motor Co. Ltd.  2.652%  3/17/26 EUR       5,487      5,636
3 Nissan Motor Co. Ltd.  2.652%  3/17/26 EUR       3,621      3,718
  Nissan Motor Co. Ltd.  3.201%  9/17/28 EUR       7,024      7,005
3 Nissan Motor Co. Ltd.  3.201%  9/17/28 EUR       3,347      3,338
  NTT Finance Corp.  0.010%   3/3/25 EUR       8,180      8,309
  NTT Finance Corp.  0.399% 12/13/28 EUR       6,000      5,741
  NTT Finance Corp.  0.342%   3/3/30 EUR       4,090      3,794
  NTT Finance Corp.  0.380%  9/20/30 JPY   3,400,000     26,120
  NTT Finance Corp.  0.270%  9/19/31 JPY     200,000      1,517
  Panasonic Corp.  0.300%  9/20/23 JPY     200,000      1,555
  Panasonic Corp.  0.934%  3/19/25 JPY     600,000      4,721
  Panasonic Corp.  0.470%  9/18/26 JPY     900,000      7,050
  Shinkin Central Bank  0.110%  6/27/23 JPY     160,000      1,234
  Shinkin Central Bank  0.110% 10/27/23 JPY     110,000        848
  Shoko Chukin Bank Ltd.  0.090%  9/25/26 JPY     800,000      6,140
  Sumitomo Mitsui Banking Corp.  2.750%  7/24/23 EUR         400        434
  Sumitomo Mitsui Banking Corp.  0.010%  9/10/25 EUR      11,367     11,411
  Sumitomo Mitsui Banking Corp.  0.267%  6/18/26 EUR       5,487      5,480
  Sumitomo Mitsui Banking Corp.  0.409%  11/7/29 EUR       3,841      3,649
44

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Sumitomo Mitsui Financial Group Inc.  0.819%  7/23/23 EUR         878        929
  Sumitomo Mitsui Financial Group Inc.  0.849%  9/12/24 JPY     800,000      6,218
  Sumitomo Mitsui Financial Group Inc.  0.934% 10/11/24 EUR         100        104
  Sumitomo Mitsui Financial Group Inc.  1.546%  6/15/26 EUR       6,145      6,376
  Sumitomo Mitsui Financial Group Inc.  0.632% 10/23/29 EUR       6,035      5,528
  Sumitomo Mitsui Trust Bank Ltd.  0.010% 10/15/27 EUR       9,932      9,527
  Takeda Pharmaceutical Co. Ltd.  2.250% 11/21/26 EUR       4,719      5,043
  Takeda Pharmaceutical Co. Ltd.  1.000%   7/9/29 EUR       7,627      7,337
  Takeda Pharmaceutical Co. Ltd.  3.000% 11/21/30 EUR      21,414     23,371
  Takeda Pharmaceutical Co. Ltd.  2.000%   7/9/40 EUR       4,664      4,139
  Toyota Motor Finance Netherlands BV  0.625%  9/26/23 EUR      12,456     13,119
  Toyota Motor Finance Netherlands BV  0.000% 10/27/25 EUR       4,024      4,005
  West Nippon Expressway Co. Ltd.  0.070%  9/20/23 JPY     560,000      4,317
  West Nippon Expressway Co. Ltd.  0.170%  5/22/26 JPY     600,000      4,548
                   321,232
Luxembourg (0.1%)                           
  Acef Holding SCA  0.750%  6/14/28 EUR       1,207      1,118
  Acef Holding SCA  1.250%  4/26/30 EUR       6,414      5,778
  ArcelorMittal SA  1.750% 11/19/25 EUR       2,214      2,293
  AXA Logistics Europe Master SCA  0.875% 11/15/29 EUR         900        810
  Bevco Lux Sarl  1.000%  1/16/30 EUR       2,414      2,200
  Blackstone Property Partners Europe Holdings Sarl  0.125% 10/20/23 EUR       3,219      3,325
  Blackstone Property Partners Europe Holdings Sarl  2.000%  2/15/24 EUR       7,847      8,263
  Blackstone Property Partners Europe Holdings Sarl  1.000% 10/20/26 EUR       4,829      4,633
  Blackstone Property Partners Europe Holdings Sarl  1.250%  4/26/27 EUR       5,240      4,973
  Blackstone Property Partners Europe Holdings Sarl  2.625% 10/20/28 GBP       3,000      3,362
  Blackstone Property Partners Europe Holdings Sarl  1.750%  3/12/29 EUR       9,328      8,651
  CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund  0.500%  1/27/28 EUR       3,000      2,766
  CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund  0.900% 10/12/29 EUR       1,500      1,343
  Eurofins Scientific SE  3.750%  7/17/26 EUR       6,000      6,826
  Logicor Financing Sarl  2.250%  5/13/25 EUR       1,701      1,777
  Logicor Financing Sarl  1.625%  7/15/27 EUR       5,487      5,352
  Logicor Financing Sarl  3.250% 11/13/28 EUR       4,280      4,428
  Logicor Financing Sarl  0.875%  1/14/31 EUR       6,314      5,209
  NORD/LB Luxembourg SA Covered Bond Bank  0.375%  6/15/23 EUR       5,400      5,683
  NORD/LB Luxembourg SA Covered Bond Bank  0.375%   3/7/24 EUR       2,700      2,810
  P3 Group Sarl  0.875%  1/26/26 EUR       4,000      3,898
  P3 Group Sarl  1.625%  1/26/29 EUR       1,000        922
  Prologis International Funding II SA  1.750%  3/15/28 EUR       3,375      3,451
  Prologis International Funding II SA  0.875%   7/9/29 EUR       3,292      3,095
  Prologis International Funding II SA  1.625%  6/17/32 EUR       2,194      2,030
  SELP Finance Sarl  1.250% 10/25/23 EUR       2,250      2,378
  SELP Finance Sarl  1.500% 12/20/26 EUR       8,048      8,103
  SES SA  0.875%  11/4/27 EUR       1,690      1,624
                   107,101
45

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Mexico (0.0%)                           
  America Movil SAB de CV  1.500%  3/10/24 EUR         383        405
  America Movil SAB de CV  5.000% 10/27/26 GBP       1,261      1,709
  America Movil SAB de CV  0.750%  6/26/27 EUR       2,359      2,324
  America Movil SAB de CV  2.125%  3/10/28 EUR       2,799      2,924
  America Movil SAB de CV  5.750%  6/28/30 GBP       2,140      3,130
  America Movil SAB de CV  4.948%  7/22/33 GBP       1,000      1,410
  America Movil SAB de CV  4.375%   8/7/41 GBP       3,396      4,495
  America Movil SAB de CV  6.375%   9/6/73 EUR       4,609      5,095
                   21,492
Netherlands (0.9%)                           
  ABN AMRO Bank NV  0.500%  7/17/23 EUR       1,645      1,733
  ABN AMRO Bank NV  2.500%   9/5/23 EUR       3,841      4,158
  ABN AMRO Bank NV  2.500% 11/29/23 EUR       2,250      2,450
  ABN AMRO Bank NV  0.875%  1/15/24 EUR       3,292      3,478
  ABN AMRO Bank NV  2.375%  1/23/24 EUR       8,999      9,750
  ABN AMRO Bank NV  1.375%  1/16/25 GBP         400        482
  ABN AMRO Bank NV  1.250%  5/28/25 EUR      12,900     13,439
  ABN AMRO Bank NV  0.875%  1/14/26 EUR         600        623
  ABN AMRO Bank NV  0.600%  1/15/27 EUR       8,200      8,072
  ABN AMRO Bank NV  1.500%  9/30/30 EUR      11,907     12,364
  ABN AMRO Bank NV  1.000%  4/13/31 EUR       4,300      4,260
  ABN AMRO Bank NV  1.000%   6/2/33 EUR      13,600     12,041
  ABN AMRO Bank NV  1.375%  1/10/34 EUR       7,800      7,770
  ABN AMRO Bank NV  0.375%  1/14/35 EUR      21,800     18,996
  ABN AMRO Bank NV  1.375%  1/12/37 EUR      11,900     11,548
  ABN AMRO Bank NV  1.450%  4/12/38 EUR       1,900      1,851
  ABN AMRO Bank NV  1.125%  4/23/39 EUR       2,700      2,478
  ABN AMRO Bank NV  0.400%  9/17/41 EUR      10,700      8,416
  Adecco International Financial Services BV  0.125%  9/21/28 EUR       8,000      7,354
  Aegon Bank NV  0.250%  5/25/55 EUR      10,000     10,532
  Aegon Bank NV  0.375% 11/21/56 EUR       5,400      5,580
  Aegon Bank NV  0.750%  6/27/59 EUR       1,300      1,315
  Aegon NV  1.000%  12/8/23 EUR         603        635
  Aegon NV  6.625% 12/16/39 GBP         494        854
  Aegon NV  4.000%  4/25/44 EUR       1,096      1,183
  Akzo Nobel NV  1.750%  11/7/24 EUR       1,975      2,101
  Akzo Nobel NV  1.125%   4/8/26 EUR       2,250      2,315
  Akzo Nobel NV  1.625%  4/14/30 EUR       5,000      5,001
  Alliander NV  2.875%  6/14/24 EUR         400        441
  Alliander NV  0.375%  6/10/30 EUR       6,816      6,403
  ASML Holding NV  3.375%  9/19/23 EUR         548        601
  ASML Holding NV  1.375%   7/7/26 EUR       5,925      6,251
  ASML Holding NV  1.625%  5/28/27 EUR         767        814
  ASML Holding NV  0.625%   5/7/29 EUR       2,414      2,349
  ASR Nederland NV  5.125%  9/29/45 EUR       1,645      1,849
  ASR Nederland NV  3.375%   5/2/49 EUR       3,374      3,456
  Cooperatieve Rabobank UA  2.375%  5/22/23 EUR       3,155      3,404
  Cooperatieve Rabobank UA  3.875%  7/25/23 EUR       1,838      2,019
  Cooperatieve Rabobank UA  0.750%  8/29/23 EUR       9,400      9,944
  Cooperatieve Rabobank UA  1.250%  1/14/25 GBP       2,100      2,510
  Cooperatieve Rabobank UA  4.125%  7/14/25 EUR      10,975     12,598
  Cooperatieve Rabobank UA  1.250%  3/23/26 EUR       3,182      3,333
  Cooperatieve Rabobank UA  4.250%  5/12/26 AUD         300        213
  Cooperatieve Rabobank UA  3.125%  9/15/26 CHF       3,800      4,243
46

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Cooperatieve Rabobank UA  1.375%   2/3/27 EUR       2,414      2,519
  Cooperatieve Rabobank UA  5.250%  9/14/27 GBP       8,567     11,416
  Cooperatieve Rabobank UA  0.375%  12/1/27 EUR      10,000      9,743
  Cooperatieve Rabobank UA  0.875%   2/8/28 EUR      17,800     18,097
  Cooperatieve Rabobank UA  0.875%   5/5/28 EUR       9,800      9,712
  Cooperatieve Rabobank UA  1.875%  7/12/28 GBP       8,000      9,396
  Cooperatieve Rabobank UA  0.875%   2/1/29 EUR       5,400      5,438
  Cooperatieve Rabobank UA  4.625%  5/23/29 GBP       5,212      6,754
  Cooperatieve Rabobank UA  4.550%  8/30/29 GBP       3,900      5,358
  Cooperatieve Rabobank UA  1.250%  5/31/32 EUR       4,100      4,094
  Cooperatieve Rabobank UA  0.625%  2/25/33 EUR       8,200      7,140
  Cooperatieve Rabobank UA  1.500%  4/26/38 EUR       3,700      3,628
  Cooperatieve Rabobank UA  0.750%  6/21/39 EUR       6,500      5,608
  Cooperatieve Rabobank UA  5.250%  5/23/41 GBP         518        832
  CTP NV  2.125%  10/1/25 EUR         400        413
  CTP NV  0.625%  9/27/26 EUR         643        596
  CTP NV  0.750%  2/18/27 EUR       2,414      2,219
  CTP NV  1.250%  6/21/29 EUR       4,024      3,529
  CTP NV  1.500%  9/27/31 EUR         804        663
  de Volksbank NV  0.500%  1/30/26 EUR       4,000      4,086
  de Volksbank NV  0.250%  6/22/26 EUR       3,200      3,090
  de Volksbank NV  0.750%  5/18/27 EUR       2,700      2,747
  de Volksbank NV  0.375%   3/3/28 EUR       4,000      3,674
  de Volksbank NV  0.750% 10/24/31 EUR       2,743      2,633
  Diageo Capital BV  0.125%  9/28/28 EUR      10,000      9,462
  Enexis Holding NV  0.875%  4/28/26 EUR       6,500      6,705
  Euronext NV  1.125%  6/12/29 EUR      11,000     10,796
  Euronext NV  1.500%  5/17/41 EUR       3,000      2,456
  EXOR NV  1.750%  1/18/28 EUR       2,908      2,988
  EXOR NV  2.250%  4/29/30 EUR       5,453      5,628
  Heineken NV  1.500%  12/7/24 EUR       2,799      2,968
  Heineken NV  1.625%  3/30/25 EUR       4,390      4,648
  Heineken NV  2.875%   8/4/25 EUR       3,237      3,543
  Heineken NV  1.375%  1/29/27 EUR       5,542      5,726
  Heineken NV  1.500%  10/3/29 EUR         400        405
  Heineken NV  2.250%  3/30/30 EUR       8,231      8,725
  Heineken NV  1.750%   5/7/40 EUR       4,771      4,225
  ING Bank NV  1.875%  5/22/23 EUR       9,548     10,239
  ING Bank NV  0.875%  4/11/28 EUR       8,500      8,633
  ING Bank NV  0.125%  12/8/32 EUR      11,200     10,125
  ING Groep NV  1.000%  9/20/23 EUR       3,200      3,391
  ING Groep NV  1.125%  2/14/25 EUR       7,800      8,115
  ING Groep NV  2.125%  1/10/26 EUR       8,200      8,688
  ING Groep NV  3.000%  2/18/26 GBP       3,700      4,544
  ING Groep NV  1.250%  2/16/27 EUR       5,000      5,067
  ING Groep NV  2.500%  2/15/29 EUR       5,400      5,721
  ING Groep NV  0.250%  2/18/29 EUR       7,300      6,724
  ING Groep NV  1.625%  9/26/29 EUR      14,500     14,905
  ING Groep NV  0.250%   2/1/30 EUR       2,700      2,417
  ING Groep NV  1.750%  2/16/31 EUR       4,900      4,780
  JDE Peet's NV  0.500%  1/16/29 EUR       8,000      7,301
  Koninklijke Ahold Delhaize NV  1.125%  3/19/26 EUR         100        103
  Koninklijke DSM NV  2.375%   4/3/24 EUR         932      1,008
  Koninklijke DSM NV  1.000%   4/9/25 EUR       1,756      1,836
  Koninklijke DSM NV  0.750%  9/28/26 EUR         100        102
47

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Koninklijke KPN NV  0.625%   4/9/25 EUR       5,400      5,544
  Koninklijke KPN NV  5.000% 11/18/26 GBP       2,008      2,667
  Koninklijke KPN NV  5.750%  9/17/29 GBP       2,971      4,120
  Koninklijke KPN NV  0.875% 12/14/32 EUR       2,000      1,786
  Koninklijke Philips NV  0.500%  5/22/26 EUR         100        101
  Koninklijke Philips NV  1.375%   5/2/28 EUR       4,225      4,266
  Koninklijke Philips NV  2.000%  3/30/30 EUR       5,487      5,642
  LeasePlan Corp. NV  3.500%   4/9/25 EUR       4,024      4,423
  LeasePlan Corp. NV  0.250%  2/23/26 EUR       1,609      1,586
  Nationale-Nederlanden Bank NV  0.375%  2/26/25 EUR       7,200      7,350
  Nationale-Nederlanden Bank NV  0.500%  9/21/28 EUR       3,100      2,888
  Nationale-Nederlanden Bank NV  0.625%  9/11/55 EUR       4,100      4,222
  Nationale-Nederlanden Bank NV  0.250%  2/27/56 EUR       6,000      6,254
  Nationale-Nederlanden Bank NV  0.500% 10/10/56 EUR         500        519
  Nederlandse Gasunie NV  2.625%  7/13/22 EUR         823        873
  Nederlandse Gasunie NV  1.000%  5/11/26 EUR       6,903      7,129
  Nederlandse Gasunie NV  0.375%  10/3/31 EUR       1,645      1,484
  NIBC Bank NV  3.125% 11/15/23 GBP       6,500      8,141
  NIBC Bank NV  0.875%   7/8/25 EUR      12,600     12,828
  NIBC Bank NV  0.625%   6/1/26 EUR       6,300      6,423
  NIBC Bank NV  0.250%   9/9/26 EUR       9,600      9,244
  NIBC Bank NV  0.500%  3/19/27 EUR       8,300      8,320
  NIBC Bank NV  1.000%  9/11/28 EUR       2,700      2,731
  NIBC Bank NV  0.010% 10/15/29 EUR       5,400      5,009
  NIBC Bank NV  0.125%  4/21/31 EUR      21,100     19,092
  NN Group NV  1.625%   6/1/27 EUR         230        239
  NN Group NV  4.625%  1/13/48 EUR       4,609      5,089
  NN Group NV  4.375%  6/29/49 EUR         548        590
  PostNL NV  1.000% 11/21/24 EUR       1,043      1,092
  PostNL NV  0.625%  9/23/26 EUR       2,743      2,744
  Royal Schiphol Group NV  0.000%  4/22/25 EUR       1,022      1,029
  Royal Schiphol Group NV  2.000%   4/6/29 EUR      19,754     20,908
  Shell International Finance BV  1.125%   4/7/24 EUR       5,761      6,094
  Shell International Finance BV  0.375%  2/15/25 EUR      12,952     13,288
  Shell International Finance BV  1.625%  1/20/27 EUR      13,406     14,121
  Shell International Finance BV  0.125%  11/8/27 EUR       2,743      2,655
  Shell International Finance BV  1.250%  5/12/28 EUR         383        390
  Shell International Finance BV  0.750%  8/15/28 EUR       5,487      5,404
  Shell International Finance BV  1.000% 12/10/30 GBP       1,829      1,936
  Shell International Finance BV  1.875%   4/7/32 EUR       5,487      5,605
  Shell International Finance BV  0.875%  11/8/39 EUR       5,432      4,292
  Shell International Finance BV  1.750%  9/10/52 GBP       2,743      2,237
  Siemens Financieringsmaatschappij NV  0.900%  2/28/28 EUR       5,000      5,096
  Stedin Holding NV  0.875% 10/24/25 EUR      20,450     21,063
  Stedin Holding NV  1.375%  9/19/28 EUR       2,743      2,806
  Stedin Holding NV  0.500% 11/14/29 EUR       2,743      2,595
  TenneT Holding BV  0.750%  6/26/25 EUR       5,487      5,672
  TenneT Holding BV  1.000%  6/13/26 EUR         100        103
  TenneT Holding BV  1.375%   6/5/28 EUR      15,435     15,880
  TenneT Holding BV  1.375%  6/26/29 EUR       5,774      5,886
  TenneT Holding BV  1.250% 10/24/33 EUR         878        829
  TenneT Holding BV  1.875%  6/13/36 EUR       1,363      1,329
  TenneT Holding BV  1.500%   6/3/39 EUR       7,268      6,550
  TenneT Holding BV  0.500% 11/30/40 EUR       6,584      4,847
  TenneT Holding BV  1.125%   6/9/41 EUR       3,500      2,863
48

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Vesteda Finance BV  1.500%  5/24/27 EUR       2,194      2,260
  Vesteda Finance BV  0.750% 10/18/31 EUR       2,414      2,153
  VIA Outlets BV  1.750% 11/15/28 EUR       2,200      2,078
  Volkswagen Financial Services NV  2.125%  1/18/28 GBP      10,000     11,550
                   830,481
New Zealand (0.1%)                           
  ANZ New Zealand Int'l Ltd.  0.200%  9/23/27 EUR      14,024     13,393
  ASB Finance Ltd.  0.125% 10/18/23 EUR       2,688      2,811
  ASB Finance Ltd.  0.625% 10/18/24 EUR       1,988      2,071
  ASB Finance Ltd.  0.750%  10/9/25 EUR       2,743      2,828
  ASB Finance Ltd.  0.250%   9/8/28 EUR       2,000      1,839
  ASB Finance Ltd.  0.250%  5/21/31 EUR      32,501     29,577
  BNZ International Funding Ltd.  0.500%  5/13/23 EUR       2,799      2,953
  BNZ International Funding Ltd.  0.625%   7/3/25 EUR       8,231      8,484
  Fonterra Co-operative Group Ltd.  9.375%  12/4/23 GBP         658        913
  Fonterra Co-operative Group Ltd.  0.750%  11/8/24 EUR         833        868
  Fonterra Co-operative Group Ltd.  4.000%  11/2/27 AUD         200        139
  Transpower New Zealand Ltd.  5.750%  8/28/23 AUD         250        183
  Westpac Securities NZ Ltd.  0.500%  1/17/24 EUR       5,487      5,754
  Westpac Securities NZ Ltd.  0.375%   2/5/24 CHF       3,175      3,251
  Westpac Securities NZ Ltd.  0.300%  6/25/24 EUR       4,390      4,548
                   79,612
Norway (0.3%)                           
  Aker BP ASA  1.125%  5/12/29 EUR       3,000      2,832
  Avinor A/S  1.000%  4/29/25 EUR         100        104
  DNB Bank ASA  0.600%  9/25/23 EUR       3,292      3,470
  DNB Boligkreditt A/S  0.375% 11/20/24 EUR       5,487      5,683
  DNB Boligkreditt A/S  0.625%  6/19/25 EUR         100        103
  DNB Boligkreditt A/S  0.625%  1/14/26 EUR       8,231      8,452
  DNB Boligkreditt A/S  0.250%   9/7/26 EUR      11,029     11,047
  Eika Boligkreditt A/S  0.375%  2/26/25 EUR         878        905
  Eika Boligkreditt A/S  0.010%  3/23/28 EUR      17,043     16,365
  Equinor ASA  2.875%  9/10/25 EUR      11,084     12,306
  Equinor ASA  0.750%  5/22/26 EUR         482        494
  Equinor ASA  0.750%  11/9/26 EUR       7,847      7,994
  Equinor ASA  1.250%  2/17/27 EUR      10,919     11,342
  Equinor ASA  6.125% 11/27/28 GBP         160        240
  Equinor ASA  6.875%  3/11/31 GBP       3,923      6,364
  Equinor ASA  1.375%  5/22/32 EUR      10,783     10,596
  Equinor ASA  1.625%  2/17/35 EUR       2,799      2,686
  Equinor ASA  1.625%  11/9/36 EUR       1,096      1,031
  Equinor ASA  4.250%  4/10/41 GBP       2,857      4,022
  Norsk Hydro ASA  1.125%  4/11/25 EUR         658        676
  Santander Consumer Bank A/S  0.125%  9/11/24 EUR      13,800     14,094
  SpareBank 1 Boligkreditt A/S  0.750%   9/5/22 EUR       5,487      5,810
  SpareBank 1 Boligkreditt A/S  0.125%  5/14/26 EUR       5,487      5,500
  SpareBank 1 Boligkreditt A/S  0.250%  8/30/26 EUR      22,772     22,834
  SpareBank 1 Boligkreditt A/S  1.000%  1/30/29 EUR       5,487      5,550
  SpareBank 1 Boligkreditt A/S  0.125%  11/5/29 EUR       5,487      5,153
  SpareBank 1 SMN  0.750%   7/3/23 EUR       1,481      1,563
  SpareBank 1 SMN  0.010%  2/18/28 EUR       5,453      5,087
  SpareBank 1 SR-Bank ASA  0.625%  3/25/24 EUR       2,194      2,290
  Sparebanken Vest Boligkreditt A/S  0.375%  2/14/24 EUR      17,043     17,826
  Sparebanken Vest Boligkreditt A/S  0.750%  2/27/25 EUR       5,487      5,712
  Sparebanken Vest Boligkreditt A/S  0.500%  2/12/26 EUR      28,626     29,216
49

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  SR-Boligkreditt A/S  0.375%  10/3/24 EUR      10,536     10,924
  Statkraft A/S  1.125%  3/20/25 EUR       8,231      8,587
  Statkraft A/S  1.500%  3/26/30 EUR       1,487      1,494
  Statnett SF  0.875%   3/8/25 EUR         892        924
  Statnett SF  1.250%  4/26/30 EUR       2,123      2,100
  Storebrand Livsforsikring A/S  1.875%  9/30/51 EUR       3,004      2,623
  Telenor ASA  2.500%  5/22/25 EUR       1,316      1,436
  Telenor ASA  0.750%  5/31/26 EUR       8,889      9,049
  Telenor ASA  1.125%  5/31/29 EUR       7,336      7,279
                   271,763
Poland (0.0%)                           
  ORLEN Capital AB  2.500%   6/7/23 EUR       3,127      3,310
Portugal (0.1%)                           
  Banco Santander Totta SA  0.875%  4/25/24 EUR         100        105
  Banco Santander Totta SA  1.250%  9/26/27 EUR       5,000      5,200
  Brisa-Concessao Rodoviaria SA  2.000%  3/22/23 EUR         100        107
  Brisa-Concessao Rodoviaria SA  2.375%  5/10/27 EUR       7,300      7,847
  Cia de Seguros Fidelidade SA  4.250%   9/4/31 EUR       7,500      7,796
  EDP - Energias de Portugal SA  1.625%  4/15/27 EUR       9,000      9,368
  EDP Finance BV  1.875%  9/29/23 EUR       4,883      5,233
  EDP Finance BV  8.625%   1/4/24 GBP       4,941      6,812
  EDP Finance BV  1.125%  2/12/24 EUR       6,255      6,603
  EDP Finance BV  2.000%  4/22/25 EUR       8,789      9,391
  EDP Finance BV  1.625%  1/26/26 EUR       9,951     10,435
  EDP Finance BV  0.375%  9/16/26 EUR       5,487      5,438
  EDP Finance BV  1.500% 11/22/27 EUR       1,577      1,618
  Energias de Portugal SA  2.875%   6/1/26 EUR      11,000     12,101
  Galp Gas Natural Distribuicao SA  1.375%  9/19/23 EUR       1,300      1,378
  Ren Finance BV  1.750%  1/18/28 EUR       1,454      1,511
                   90,943
Romania (0.0%)                           
  NE Property BV  1.875%  10/9/26 EUR       3,292      3,148
  NE Property BV  3.375%  7/14/27 EUR       1,207      1,217
  NE Property BV  2.000%  1/20/30 EUR       1,100        946
                   5,311
Singapore (0.1%)                           
  DBS Bank Ltd.  0.375%  1/23/24 EUR       6,035      6,311
  DBS Group Holdings Ltd.  3.980% 12/31/99 SGD         750        552
  Oversea-Chinese Banking Corp. Ltd.  0.625%  4/18/25 EUR       5,487      5,668
  Oversea-Chinese Banking Corp. Ltd.  4.000% 12/31/99 SGD       1,250        915
  Temasek Financial I Ltd.  0.500% 11/20/31 EUR      12,071     10,990
  Temasek Financial I Ltd.  5.125%  7/26/40 GBP       3,566      5,802
  Temasek Financial I Ltd.  1.250% 11/20/49 EUR       2,706      2,342
  United Overseas Bank Ltd.  0.500%  1/16/25 EUR       6,859      7,096
  United Overseas Bank Ltd.  0.100%  5/25/29 EUR      15,452     14,599
                   54,275
South Africa (0.0%)                           
  Anglo American Capital plc  1.625%  9/18/25 EUR         150        155
  Anglo American Capital plc  1.625%  3/11/26 EUR       4,185      4,291
                   4,446
50

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
South Korea (0.0%)                           
3 LG Chem Ltd.  0.500%  4/15/23 EUR         603        634
  Shinhan Bank Co. Ltd.  1.340%  8/27/22 KRW   6,000,000      4,770
                   5,404
Spain (0.7%)                           
  Abertis Infraestructuras SA  3.750%  6/20/23 EUR       5,500      5,987
  Abertis Infraestructuras SA  2.500%  2/27/25 EUR         100        108
  Abertis Infraestructuras SA  0.625%  7/15/25 EUR       2,100      2,124
  Abertis Infraestructuras SA  1.375%  5/20/26 EUR         400        412
  Abertis Infraestructuras SA  3.375% 11/27/26 GBP       1,600      1,960
  Abertis Infraestructuras SA  1.000%  2/27/27 EUR         800        791
  Abertis Infraestructuras SA  2.375%  9/27/27 EUR       3,700      3,886
  Abertis Infraestructuras SA  1.250%   2/7/28 EUR       2,700      2,621
  Abertis Infraestructuras SA  2.250%  3/29/29 EUR       9,100      9,165
  Abertis Infraestructuras SA  3.000%  3/27/31 EUR       1,900      1,977
  Abertis Infraestructuras SA  1.875%  3/26/32 EUR       3,200      2,988
  Acciona Energia Financiacion Filiales SA  1.375%  1/26/32 EUR       3,000      2,820
  ACS Servicios Comunicaciones y Energia SA  1.875%  4/20/26 EUR       2,000      2,065
  Amadeus IT Group SA  1.875%  9/24/28 EUR       4,000      4,102
  AYT Cedulas Cajas Global FTA  4.250% 10/25/23 EUR         700        776
  AYT Cedulas Cajas Global FTA  4.750%  5/25/27 EUR       5,800      7,012
  AyT Cedulas Cajas X Fondo de Titulizacion de Activos  3.750%  6/30/25 EUR       5,400      6,098
  Banco Bilbao Vizcaya Argentaria SA  1.125%  2/28/24 EUR       1,600      1,686
  Banco Bilbao Vizcaya Argentaria SA  2.250%  6/12/24 EUR       1,600      1,731
  Banco Bilbao Vizcaya Argentaria SA  0.375%  10/2/24 EUR       1,600      1,645
  Banco Bilbao Vizcaya Argentaria SA  4.000%  2/25/25 EUR       3,800      4,315
  Banco Bilbao Vizcaya Argentaria SA  0.875% 11/22/26 EUR       8,200      8,424
  Banco Bilbao Vizcaya Argentaria SA  0.500%  1/14/27 EUR       5,700      5,523
  Banco Bilbao Vizcaya Argentaria SA  3.500%  2/10/27 EUR       3,700      3,992
  Banco Bilbao Vizcaya Argentaria SA  1.000%  1/16/30 EUR      11,500     11,456
  Banco de Sabadell SA  0.125% 10/20/23 EUR       4,200      4,393
  Banco de Sabadell SA  1.625%   3/7/24 EUR      10,200     10,742
  Banco de Sabadell SA  0.625%  6/10/24 EUR      16,700     17,465
  Banco de Sabadell SA  1.125%  3/11/27 EUR       8,600      8,611
  Banco Santander SA  0.750%  6/12/23 CHF       2,410      2,489
  Banco Santander SA  2.750%  9/12/23 GBP       2,800      3,505
  Banco Santander SA  1.375%  7/31/24 GBP       2,100      2,544
  Banco Santander SA  1.125% 11/27/24 EUR       7,800      8,216
  Banco Santander SA  0.463%  12/5/24 JPY   1,100,000      8,516
  Banco Santander SA  1.125%  1/17/25 EUR       2,100      2,182
  Banco Santander SA  2.500%  3/18/25 EUR       5,300      5,630
  Banco Santander SA  1.000%   4/7/25 EUR      23,500     24,577
  Banco Santander SA  1.375%   1/5/26 EUR       3,300      3,386
  Banco Santander SA  1.500%  1/25/26 EUR      14,200     15,028
  Banco Santander SA  3.875%   2/6/26 EUR         300        345
  Banco Santander SA  3.250%   4/4/26 EUR       5,100      5,519
  Banco Santander SA  0.300%  10/4/26 EUR       5,400      5,296
  Banco Santander SA  0.500%   2/4/27 EUR       2,700      2,609
  Banco Santander SA  0.500%  3/24/27 EUR       7,200      7,069
  Banco Santander SA  4.625%   5/4/27 EUR         800        971
  Banco Santander SA  2.125%   2/8/28 EUR       1,300      1,303
  Banco Santander SA  0.200%  2/11/28 EUR       4,000      3,753
  Banco Santander SA  0.310%   6/9/28 CHF       4,665      4,443
51

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Banco Santander SA  1.125% 10/25/28 EUR       2,800      2,868
  Banco Santander SA  0.875%   5/9/31 EUR       5,500      5,360
  Banco Santander SA  0.100%  2/27/32 EUR       8,600      7,670
  Banco Santander SA  2.000% 11/27/34 EUR       6,300      6,683
  Bankinter SA  1.000%   2/5/25 EUR       4,500      4,713
  Bankinter SA  1.250%   2/7/28 EUR         400        413
  CaixaBank SA  1.750% 10/24/23 EUR       5,400      5,753
  CaixaBank SA  2.375%   2/1/24 EUR       3,600      3,869
  CaixaBank SA  2.625%  3/21/24 EUR       3,000      3,261
  CaixaBank SA  1.125%  5/17/24 EUR       4,300      4,511
  CaixaBank SA  4.000%   2/3/25 EUR       6,700      7,590
  CaixaBank SA  3.875%  2/17/25 EUR       9,200     10,401
  CaixaBank SA  0.625%  3/27/25 EUR       9,800     10,139
  CaixaBank SA  1.000%  9/25/25 EUR       6,100      6,343
  CaixaBank SA  1.125%  3/27/26 EUR       5,400      5,483
  CaixaBank SA  1.375%  6/19/26 EUR       2,700      2,725
  CaixaBank SA  0.750%   7/9/26 EUR      13,400     13,287
  CaixaBank SA  0.750%  7/10/26 EUR       9,400      9,478
  CaixaBank SA  1.125% 11/12/26 EUR       2,700      2,675
  CaixaBank SA  1.250%  1/11/27 EUR         400        416
  CaixaBank SA  1.000%  1/17/28 EUR       2,900      2,957
  CaixaBank SA  0.750%  5/26/28 EUR       9,800      9,359
  CaixaBank SA  2.750%  7/14/28 EUR       2,100      2,231
  CaixaBank SA  2.250%  4/17/30 EUR       7,600      7,779
  CaixaBank SA  4.125%  3/24/36 EUR       2,550      3,355
  Caja Rural de Navarra SCC  0.875%   5/8/25 EUR       3,400      3,531
  Cajamar Caja Rural SCC  0.875%  6/18/23 EUR       8,200      8,686
  Canal de Isabel II Gestion SA  1.680%  2/26/25 EUR       1,900      1,996
  Cedulas TDA 6 Fondo de Titulizacion de Activos  3.875%  5/23/25 EUR         600        680
  Criteria Caixa SA  1.500%  5/10/23 EUR       1,400      1,489
  Criteria Caixa SA  0.875% 10/28/27 EUR       3,400      3,288
  Enagas Financiaciones SA  1.000%  3/25/23 EUR         100        106
  Enagas Financiaciones SA  1.250%   2/6/25 EUR       2,800      2,943
  Enagas Financiaciones SA  1.375%   5/5/28 EUR         100        103
  Eurocaja Rural SCC  0.875%  5/27/24 EUR       2,700      2,836
  FCC Aqualia SA  2.629%   6/8/27 EUR       1,207      1,266
  Ferrovial Emisiones SA  2.500%  7/15/24 EUR       2,700      2,925
  Iberdrola Finanzas SA  7.375%  1/29/24 GBP       2,500      3,390
  Iberdrola Finanzas SA  1.000%   3/7/24 EUR       1,600      1,692
  Iberdrola Finanzas SA  1.000%   3/7/25 EUR         200        209
  Iberdrola Finanzas SA  0.875%  6/16/25 EUR       6,500      6,760
  Iberdrola Finanzas SA  1.621% 11/29/29 EUR       2,000      2,106
  Iberdrola International BV  1.750%  9/17/23 EUR       5,400      5,789
  Iberdrola International BV  1.875%  10/8/24 EUR         300        322
  Iberdrola International BV  0.375%  9/15/25 EUR       9,000      9,174
  Iberdrola International BV  1.125%  4/21/26 EUR       2,300      2,398
  Iberdrola International BV  1.874% 12/31/99 EUR      14,700     14,372
  Iberdrola International BV  1.875% 12/31/99 EUR         500        527
  Iberdrola International BV  3.250% 12/31/99 EUR       4,000      4,227
  Inmobiliaria Colonial Socimi SA  1.450% 10/28/24 EUR       2,400      2,511
  Inmobiliaria Colonial Socimi SA  1.625% 11/28/25 EUR       4,500      4,682
  Inmobiliaria Colonial Socimi SA  2.000%  4/17/26 EUR       2,100      2,195
  Inmobiliaria Colonial Socimi SA  2.500% 11/28/29 EUR       2,000      2,065
  Mapfre SA  1.625%  5/19/26 EUR       1,000      1,044
52

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Mapfre SA  4.375%  3/31/47 EUR       2,400      2,568
  Mapfre SA  4.125%   9/7/48 EUR       3,800      3,997
  Merlin Properties Socimi SA  1.750%  5/26/25 EUR       5,306      5,536
  Merlin Properties Socimi SA  1.375%   6/1/30 EUR       5,600      4,993
  Merlin Properties Socimi SA  1.875%  12/4/34 EUR       3,200      2,686
  Naturgy Capital Markets SA  1.125%  4/11/24 EUR       2,400      2,530
  Naturgy Finance BV  2.875%  3/11/24 EUR       2,100      2,286
  Naturgy Finance BV  0.875%  5/15/25 EUR       1,700      1,761
  Naturgy Finance BV  1.250%  4/19/26 EUR       4,800      4,955
  Naturgy Finance BV  1.375%  1/19/27 EUR         100        103
  Naturgy Finance BV  1.500%  1/29/28 EUR       1,400      1,438
  Naturgy Finance BV  0.750% 11/28/29 EUR       3,400      3,255
  NorteGas Energia Distribucion SAU  0.918%  9/28/22 EUR         300        317
  NorteGas Energia Distribucion SAU  2.065%  9/28/27 EUR       5,761      5,933
  Programa Cedulas TDA Fondo de Titulizacion de Activos  4.250%  3/28/27 EUR       4,600      5,464
  Programa Cedulas TDA Fondo de Titulizacion de Activos  4.250%  4/10/31 EUR      10,800     13,665
  Prosegur Cash SA  1.375%   2/4/26 EUR         800        816
  Red Electrica Financiaciones SAU  2.125%   7/1/23 EUR       3,700      3,983
  Red Electrica Financiaciones SAU  1.125%  4/24/25 EUR         200        210
  Red Electrica Financiaciones SAU  1.000%  4/21/26 EUR         400        416
  Red Electrica Financiaciones SAU  1.250%  3/13/27 EUR         400        418
  Redexis Gas Finance BV  1.875%  5/28/25 EUR       3,200      3,373
  Redexis Gas Finance BV  1.875%  4/27/27 EUR       2,304      2,335
  Repsol Europe Finance Sarl  0.875%   7/6/33 EUR       3,400      2,963
  Repsol International Finance BV  2.250% 12/10/26 EUR       5,500      5,966
  Repsol International Finance BV  0.250%   8/2/27 EUR         800        781
  Santander Consumer Finance SA  0.875%  5/30/23 EUR       1,700      1,798
  Santander Consumer Finance SA  1.125%  10/9/23 EUR       8,200      8,667
  Santander Consumer Finance SA  1.000%  2/27/24 EUR       6,000      6,305
  Santander Consumer Finance SA  0.375%  6/27/24 EUR       5,400      5,577
  Santander Consumer Finance SA  0.375%  1/17/25 EUR       4,900      4,993
  Santander Consumer Finance SA  0.500%  1/14/27 EUR      10,000      9,797
  Telefonica Emisiones SA  1.069%   2/5/24 EUR       9,500     10,074
  Telefonica Emisiones SA  5.375%   2/2/26 GBP         643        873
  Telefonica Emisiones SA  1.460%  4/13/26 EUR       2,100      2,211
  Telefonica Emisiones SA  1.447%  1/22/27 EUR       6,500      6,791
  Telefonica Emisiones SA  2.318% 10/17/28 EUR         500        540
  Telefonica Emisiones SA  1.788%  3/12/29 EUR       4,600      4,799
  Telefonica Emisiones SA  5.445%  10/8/29 GBP       1,850      2,598
  Telefonica Emisiones SA  2.932% 10/17/29 EUR       6,100      6,797
  Telefonica Emisiones SA  0.664%   2/3/30 EUR       7,000      6,635
  Telefonica Emisiones SA  1.807%  5/21/32 EUR       4,600      4,608
  Telefonica Emisiones SA  1.864%  7/13/40 EUR       4,300      3,940
  Telefonica Europe BV  5.875%  2/14/33 EUR       2,870      3,975
                   648,613
Sweden (1.0%)                           
  Akelius Residential Property AB  1.125%  3/14/24 EUR       6,530      6,828
  Akelius Residential Property AB  1.750%   2/7/25 EUR         823        861
  Akelius Residential Property AB  2.375%  8/15/25 GBP       1,645      2,015
  Akelius Residential Property Financing BV  1.125%  1/11/29 EUR       3,195      2,927
  Akelius Residential Property Financing BV  0.750%  2/22/30 EUR       6,438      5,532
  Alfa Laval Treasury International AB  1.375%  2/18/29 EUR       1,000        992
  Atlas Copco AB  0.625%  8/30/26 EUR         330        334
53

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Balder Finland OYJ  1.000%  1/18/27 EUR       1,000        968
  Balder Finland OYJ  1.375%  5/24/30 EUR       4,829      4,254
  Castellum Helsinki Finance Holding Abp  0.875%  9/17/29 EUR       1,770      1,497
  Danske Hypotek AB  1.000% 12/21/22 SEK     109,000     11,122
  Essity AB  1.125%  3/27/24 EUR         932        984
  Essity AB  1.625%  3/30/27 EUR         878        912
  Essity AB  0.250%   2/8/31 EUR       6,816      5,917
  Fastighets AB Balder  1.875%  3/14/25 EUR         100        104
  Fastighets AB Balder  1.875%  1/23/26 EUR       4,939      5,077
  Fastighets AB Balder  1.125%  1/29/27 EUR       1,188      1,152
  Fastighets AB Balder  1.250%  1/28/28 EUR       3,043      2,860
  Heimstaden Bostad Treasury BV  1.375%   3/3/27 EUR       4,548      4,451
  Heimstaden Bostad Treasury BV  1.000%  4/13/28 EUR       3,309      3,040
  Heimstaden Bostad Treasury BV  0.750%   9/6/29 EUR       2,977      2,561
  Heimstaden Bostad Treasury BV  1.625% 10/13/31 EUR       7,938      6,890
  Investor AB  4.500%  5/12/23 EUR       1,096      1,202
  Investor AB  0.375% 10/29/35 EUR       1,000        808
  Lansforsakringar Bank AB  0.875%  9/25/23 EUR         100        106
  Lansforsakringar Hypotek AB  1.250%  9/20/23 SEK     301,700     30,676
  Lansforsakringar Hypotek AB  0.375%  3/14/24 EUR         767        801
  Lansforsakringar Hypotek AB  1.500%  9/18/24 SEK      87,700      8,827
  Lansforsakringar Hypotek AB  1.000%  9/15/27 SEK     444,100     41,826
  Molnlycke Holding AB  1.875%  2/28/25 EUR       2,743      2,890
  Nordea Hypotek AB  1.250%  9/20/23 SEK     274,400     27,984
  Nordea Hypotek AB  1.000%  9/18/24 SEK     746,700     75,109
  Nordea Hypotek AB  0.500%  9/16/26 SEK      80,400      7,551
  Nordea Hypotek AB  1.000%  6/16/27 SEK     360,000     33,964
  Sagax AB  2.250%  3/13/25 EUR       1,609      1,681
  Sagax Euro Mtn NL BV  0.750%  1/26/28 EUR       2,414      2,156
  Samhallsbyggnadsbolaget i Norden AB  1.750%  1/14/25 EUR       2,700      2,714
  Samhallsbyggnadsbolaget i Norden AB  1.000%  8/12/27 EUR       3,787      3,356
  SBB Treasury OYJ  0.750% 12/14/28 EUR       5,487      4,431
  SBB Treasury OYJ  1.125% 11/26/29 EUR       2,400      1,907
  Skandinaviska Enskilda Banken AB  1.000% 12/20/23 SEK     108,000     10,900
  Skandinaviska Enskilda Banken AB  1.000% 12/18/24 SEK      24,000      2,390
  Skandinaviska Enskilda Banken AB  1.000% 12/17/25 SEK     128,000     12,454
  Skandinaviska Enskilda Banken AB  0.375%   2/9/26 EUR      10,975     11,151
  Skandinaviska Enskilda Banken AB  0.375%  2/11/27 EUR       3,841      3,754
  Skandinaviska Enskilda Banken AB  0.750% 11/15/27 EUR         603        609
  Skandinaviska Enskilda Banken AB  0.375%  6/21/28 EUR       8,048      7,535
  Skandinaviska Enskilda Banken AB  1.375% 10/31/28 EUR      17,326     18,195
  Skandinaviska Enskilda Banken AB  0.625% 11/12/29 EUR       5,487      5,082
  Skandinaviska Enskilda Banken AB  1.000% 12/19/29 SEK      80,000      7,180
  SKF AB  0.250%  2/15/31 EUR       1,006        872
  Stadshypotek AB  1.500%   6/1/23 SEK     317,000     32,425
  Stadshypotek AB  0.375%  2/21/24 EUR       3,785      3,958
  Stadshypotek AB  1.500%   3/1/24 SEK     191,000     19,391
  Stadshypotek AB  1.500%  12/3/24 SEK     668,000     67,195
  Stadshypotek AB  0.500%  7/11/25 EUR       1,645      1,693
  Stadshypotek AB  0.375%  3/13/26 EUR      18,196     18,475
  Stadshypotek AB  0.500%   6/1/26 SEK     610,000     57,333
  Stadshypotek AB  0.125%  10/5/26 EUR         400        398
  Stadshypotek AB  0.750%  11/1/27 EUR       3,841      3,890
  Stadshypotek AB  2.000%   9/1/28 SEK      54,000      5,373
  Svenska Handelsbanken AB  0.125%  6/18/24 EUR       2,743      2,835
54

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Svenska Handelsbanken AB  1.000%  4/15/25 EUR      10,340     10,772
  Svenska Handelsbanken AB  0.050%   9/3/26 EUR       5,542      5,397
  Svenska Handelsbanken AB  1.625%   3/5/29 EUR       3,137      3,281
  Svenska Handelsbanken AB  0.500%  2/18/30 EUR       5,487      4,995
  Sveriges Sakerstallda Obligationer AB  1.000%  6/12/24 SEK     190,000     19,078
  Sveriges Sakerstallda Obligationer AB  0.500%  1/29/25 EUR       6,035      6,250
  Sveriges Sakerstallda Obligationer AB  0.500%  6/11/25 SEK     412,000     39,918
  Sveriges Sakerstallda Obligationer AB  0.625% 10/30/25 EUR       2,743      2,823
  Sveriges Sakerstallda Obligationer AB  2.000%  6/17/26 SEK      64,000      6,395
  Sveriges Sakerstallda Obligationer AB  0.875%  3/29/27 EUR         518        530
  Swedbank AB  0.400%  8/29/23 EUR       2,799      2,943
  Swedbank AB  0.750%   5/5/25 EUR       3,292      3,399
  Swedbank AB  0.250%  11/2/26 EUR       5,633      5,545
  Swedbank AB  0.300%  5/20/27 EUR      23,038     22,533
  Swedbank AB  1.000% 11/22/27 EUR       3,237      3,412
  Swedbank AB  1.375%  12/8/27 GBP       1,389      1,585
  Swedbank AB  0.200%  1/12/28 EUR      15,841     14,693
  Swedbank AB  1.500%  9/18/28 EUR       1,609      1,688
  Swedbank Hypotek AB  1.000% 12/20/23 SEK     219,600     22,080
  Swedbank Hypotek AB  0.400%   5/8/24 EUR       2,743      2,860
  Swedbank Hypotek AB  1.000%  9/18/24 SEK     500,000     49,498
  Swedbank Hypotek AB  0.500%   2/5/26 EUR       5,487      5,605
  Tele2 AB  1.125%  5/15/24 EUR       4,554      4,787
  Tele2 AB  2.125%  5/15/28 EUR       1,792      1,866
  Tele2 AB  0.750%  3/23/31 EUR         804        723
  Telia Co. AB  3.625%  2/14/24 EUR         100        110
  Telia Co. AB  3.875%  10/1/25 EUR       1,096      1,243
  Telia Co. AB  3.000%   9/7/27 EUR         100        112
  Telia Co. AB  0.125% 11/27/30 EUR       2,045      1,816
  Telia Co. AB  2.125%  2/20/34 EUR       6,639      6,673
  Telia Co. AB  1.625%  2/23/35 EUR         100         94
  Telia Co. AB  1.375%  5/11/81 EUR       2,000      1,992
  Vattenfall AB  0.050% 10/15/25 EUR       3,237      3,241
  Vattenfall AB  6.875%  4/15/39 GBP       2,743      4,912
                   875,204
Switzerland (1.1%)                           
  ABB Finance BV  0.000%  1/19/30 EUR       2,684      2,417
  Adecco International Financial Services BV  1.000%  12/2/24 EUR         548        573
  Argentum Netherlands BV for Givaudan SA  2.000%  9/17/30 EUR       4,600      4,718
  Argentum Netherlands BV for Swiss Life AG  4.375% 12/29/49 EUR       4,939      5,353
  Argentum Netherlands BV for Zurich Insurance Co. Ltd.  3.500%  10/1/46 EUR      19,593     21,096
  Argentum Netherlands BV for Zurich Insurance Co. Ltd.  2.750%  2/19/49 EUR       1,096      1,114
  Basellandschaftliche Kantonalbank  0.000%  3/23/23 CHF       3,290      3,387
  Basellandschaftliche Kantonalbank  0.375%  5/13/30 CHF       2,740      2,615
  Basler Kantonalbank  0.375%  8/10/23 CHF       2,905      3,000
  Basler Kantonalbank  0.300%  6/22/27 CHF       2,465      2,441
  Cloverie plc for Zurich Insurance Co. Ltd.  1.750%  9/16/24 EUR       2,963      3,158
  Credit Suisse AG  1.000%   6/7/23 EUR       2,963      3,143
  Credit Suisse AG  0.250%   1/5/26 EUR       7,000      6,896
  Credit Suisse AG  1.500%  4/10/26 EUR         518        533
  Credit Suisse Group AG  1.250%  7/17/25 EUR       3,841      3,939
  Credit Suisse Group AG  2.125%  9/12/25 GBP       7,847      9,479
  Credit Suisse Group AG  3.250%   4/2/26 EUR      20,303     21,609
55

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Credit Suisse Group AG  1.000%  6/24/27 EUR      13,752     13,312
  Credit Suisse Group AG  0.650%  1/14/28 EUR      15,975     14,892
  Credit Suisse Group AG  2.250%   6/9/28 GBP       5,579      6,390
  Credit Suisse Group AG  0.650%  9/10/29 EUR      10,477      9,134
  Credit Suisse Group AG  0.625%  1/18/33 EUR      12,000      9,263
  Credit Suisse Schweiz AG  0.000%  7/31/25 CHF       6,250      6,280
  ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG  3.375%  9/29/47 EUR       3,292      3,500
  ELM BV for Swiss Reinsurance Co. Ltd.  2.600% 12/29/49 EUR       9,301      9,530
  Firmenich Productions Participations SAS  1.375% 10/30/26 EUR       5,487      5,634
  Firmenich Productions Participations SAS  1.750%  4/30/30 EUR       5,487      5,496
  Givaudan Finance Europe BV  1.000%  4/22/27 EUR       5,487      5,611
  Helvetia Europe SA  2.750%  9/30/41 EUR       7,243      6,947
  Holcim Finance Luxembourg SA  1.375%  5/26/23 EUR       5,761      6,118
  Holcim Finance Luxembourg SA  3.000%  1/22/24 EUR       3,072      3,350
  Holcim Finance Luxembourg SA  2.375%   4/9/25 EUR         200        215
  Holcim Finance Luxembourg SA  0.500% 11/29/26 EUR       2,414      2,373
  Holcim Finance Luxembourg SA  2.250%  5/26/28 EUR       5,688      5,984
  Holcim Finance Luxembourg SA  0.625%   4/6/30 EUR       2,414      2,193
  Holcim Finance Luxembourg SA  0.500%   9/3/30 EUR       3,501      3,090
  Holcim Finance Luxembourg SA  0.500%  4/23/31 EUR       8,231      7,098
  Holcim Finance Luxembourg SA  0.625%  1/19/33 EUR       2,000      1,651
  Holcim Sterling Finance Netherlands BV  3.000%  5/12/32 GBP         518        601
  Holcim Sterling Finance Netherlands BV  2.250%   4/4/34 GBP       1,000      1,043
  Luzerner Kantonalbank AG  1.125%  6/30/23 CHF       4,390      4,575
  Nestle Finance International Ltd.  2.250% 11/30/23 GBP         494        621
  Nestle Finance International Ltd.  0.375%  1/18/24 EUR       6,581      6,908
  Nestle Finance International Ltd.  0.000% 11/12/24 EUR       8,048      8,262
  Nestle Finance International Ltd.  1.250%  11/2/29 EUR       1,645      1,691
  Nestle Finance International Ltd.  1.500%   4/1/30 EUR       5,487      5,699
  Nestle Finance International Ltd.  0.000%   3/3/33 EUR       4,771      4,083
  Nestle Finance International Ltd.  1.750%  11/2/37 EUR       3,347      3,335
  Nestle Finance International Ltd.  0.375%  12/3/40 EUR       3,841      2,860
  Nestle Finance International Ltd.  0.875%  6/14/41 EUR       5,633      4,534
  Novartis AG  0.625% 11/13/29 CHF       1,505      1,458
  Novartis Finance SA  0.500%  8/14/23 EUR       2,743      2,902
  Novartis Finance SA  0.125%  9/20/23 EUR      11,029     11,585
  Novartis Finance SA  1.625%  11/9/26 EUR       2,743      2,922
  Novartis Finance SA  0.625%  9/20/28 EUR         100         99
  Novartis Finance SA  1.375%  8/14/30 EUR       4,444      4,523
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.000%   7/5/22 CHF       9,600      9,880
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.375%  8/15/22 CHF       4,110      4,249
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.125%  6/28/23 CHF      33,470     35,279
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.250%  9/29/23 CHF       3,825      3,998
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.375%  1/25/24 CHF       1,915      2,042
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.375%  2/14/24 CHF       4,390      4,602
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%  3/25/24 CHF       2,740      2,807
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.000%  5/21/24 CHF       5,810      6,050
56

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375% 10/15/25 CHF       2,740      2,783
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375%  1/26/26 CHF       4,390      4,448
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.500%  3/30/26 CHF       6,525      7,151
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250%  9/18/26 CHF       5,870      5,878
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.750% 12/15/26 CHF       1,645      1,834
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250%  1/18/27 CHF      14,970     14,940
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.500%  2/16/27 CHF       1,095      1,210
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375%  5/12/27 CHF      13,715     13,717
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.000%  6/15/27 CHF      17,500     17,136
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%   5/5/28 CHF       4,390      4,363
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375%  7/10/28 CHF       2,740      2,699
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%   9/6/28 CHF      15,360     14,845
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.625%  10/9/28 CHF       8,225      8,200
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%  1/22/29 CHF      24,160     23,793
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%   5/8/29 CHF       4,110      3,924
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%  6/15/29 CHF       8,225      8,061
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.375%  9/20/29 CHF       1,095      1,138
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250%  4/15/30 CHF       5,485      5,200
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.625%   7/3/30 CHF       1,095      1,155
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.625%  5/16/31 CHF       1,915      1,845
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%  7/15/31 CHF       5,070      4,646
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.875%  9/15/31 CHF      18,935     20,277
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125% 12/19/31 CHF       7,000      6,369
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.000%  5/12/32 CHF       4,110      4,052
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.250%  8/13/32 CHF       5,595      6,195
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125% 11/19/32 CHF      10,450      9,334
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.625%  4/25/33 CHF       2,740      2,575
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.500%   8/2/33 CHF       9,600      9,866
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.875%   5/7/35 CHF       1,095      1,033
57

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%  10/5/35 CHF       2,740      2,443
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250% 10/14/36 CHF       2,220      1,879
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.625%  1/23/37 CHF       2,190      1,955
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.875%  6/25/37 CHF       3,015      2,791
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375%   7/8/39 CHF       4,555      3,790
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.500%  12/5/40 CHF       2,740      2,768
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%  6/17/41 CHF       4,515      3,808
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250%  10/6/42 CHF       5,485      4,332
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  2.250%  6/16/23 CHF       5,755      6,073
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  7/25/23 CHF       9,320      9,587
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.375%  8/30/23 CHF       4,110      4,246
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.125%  3/12/24 CHF       8,225      8,428
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.750%  4/15/24 CHF         545        564
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  6/14/24 CHF      17,835     18,187
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.750%  9/23/24 CHF       1,205      1,246
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.125%  12/2/24 CHF       8,225      8,368
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.500%  7/28/25 CHF       2,740      2,801
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  2.000% 10/30/25 CHF       1,645      1,766
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.250%  12/1/25 CHF       7,875      7,968
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  1.625%  6/17/26 CHF       3,840      4,075
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.050%  11/6/26 CHF       5,485      5,433
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  1/27/27 CHF       8,045      7,923
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  1.375%  3/19/27 CHF       4,390      4,616
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.250%  2/11/28 CHF         670        659
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  3/13/28 CHF       9,655      9,346
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  1.000%  9/22/28 CHF       2,740      2,802
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.300%   4/9/29 CHF      19,020     18,442
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  1.500%  5/21/29 CHF       6,410      6,731
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.625%  7/16/29 CHF      13,165     12,992
58

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.500%  4/30/30 CHF       2,740      2,649
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  7/19/30 CHF      20,495     18,957
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.500%  9/20/30 CHF       9,600      9,231
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.550%  1/29/31 CHF       5,210      5,008
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.300%   6/6/31 CHF       4,110      3,839
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.125%   9/2/31 CHF       3,840      3,507
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.650%  2/15/33 CHF       5,485      5,172
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.500%  5/15/34 CHF       3,290      2,996
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.200%  7/13/35 CHF       8,225      7,064
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.600% 12/11/35 CHF       7,130      6,434
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  2/15/36 CHF      16,095     13,272
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.700%   3/4/39 CHF       2,740      2,427
  Richemont International Holding SA  1.000%  3/26/26 EUR       8,450      8,754
  Richemont International Holding SA  1.125%  5/26/32 EUR       6,816      6,601
  Richemont International Holding SA  2.000%  3/26/38 EUR       8,450      8,504
  Richemont International Holding SA  1.625%  5/26/40 EUR       5,487      5,092
  Roche Finance Europe BV  0.875%  2/25/25 EUR         518        547
  SIX Finance Luxembourg SA  0.010%  12/2/25 EUR       5,000      4,989
  Swiss Re Finance Luxembourg SA  2.534%  4/30/50 EUR       6,000      5,855
  Swisscom AG  1.750%  7/10/24 CHF       1,095      1,152
  Tyco Electronics Group SA  0.000%  2/14/25 EUR       3,456      3,503
  Tyco Electronics Group SA  0.000%  2/16/29 EUR       5,044      4,607
  UBS AG  0.500%  3/31/31 EUR       7,000      6,243
  UBS Group AG  2.125%   3/4/24 EUR         400        428
  UBS Group AG  1.500% 11/30/24 EUR       4,225      4,487
  UBS Group AG  1.250%  4/17/25 EUR      11,523     12,063
  UBS Group AG  0.250%  1/29/26 EUR       2,743      2,763
  UBS Group AG  1.250%   9/1/26 EUR      14,541     14,771
  UBS Group AG  0.250%  2/24/28 EUR       6,816      6,352
  UBS Group AG  0.250%  11/5/28 EUR      10,841     10,158
  UBS Group AG  0.875%  11/3/31 EUR       4,024      3,595
  Zuercher Kantonalbank  0.250%  1/27/26 CHF       2,740      2,756
  Zuercher Kantonalbank  0.125%  5/13/26 CHF         900        898
  Zurich Finance Australia Ltd.  3.477%  5/31/23 AUD         470        334
  Zurich Finance Ireland Designated Activity Co.  1.625%  6/17/39 EUR       8,231      7,263
                   937,097
United Arab Emirates (0.0%)                           
  DP World Ltd.  2.375%  9/25/26 EUR         300        314
  DP World Ltd.  4.250%  9/25/30 GBP       1,096      1,403
  Emirates NBD Bank PJSC  4.750%   2/9/28 AUD       1,690      1,193
  Emirates NBD Bank PJSC  3.050%  2/26/30 AUD       1,260        785
  Emirates Telecommunications Group Co. PJSC  2.750%  6/18/26 EUR       6,255      6,811
  First Abu Dhabi Bank PJSC  0.125%  2/16/26 EUR       2,253      2,212
59

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  MDGH - GMTN BV  3.625%  5/30/23 EUR       1,645      1,787
  MDGH - GMTN BV  6.875%  3/14/26 GBP         415        588
                   15,093
United Kingdom (2.5%)                           
  3i Group plc  5.750%  12/3/32 GBP       2,743      4,005
  A2Dominion Housing Group Ltd.  3.500% 11/15/28 GBP       3,402      4,310
  AA Bond Co. Ltd.  6.269%   7/2/43 GBP       1,096      1,456
  ABP Finance plc  6.250% 12/14/26 GBP       2,359      3,359
  Admiral Group plc  5.500%  7/25/24 GBP       1,316      1,718
  Affinity Sutton Capital Markets plc  4.250%  10/8/42 GBP         823      1,156
  Affinity Water Finance 2004 plc  5.875%  7/13/26 GBP       3,996      5,626
  Affinity Water Finance plc  4.500%  3/31/36 GBP       2,469      3,469
  Affordable Housing Finance plc  3.800%  5/20/44 GBP       2,743      4,030
  Affordable Housing Finance plc  2.893%  8/11/45 GBP       1,466      1,904
  Anchor Hanover Group  2.000%  7/21/51 GBP       1,609      1,500
  Anglian Water Services Financing plc  6.875%  8/21/23 GBP       2,359      3,130
  Anglian Water Services Financing plc  1.625%  8/10/25 GBP       2,589      3,143
  Anglian Water Services Financing plc  4.500%  2/22/26 GBP       1,719      2,287
  Anglian Water Services Financing plc  2.625%  6/15/27 GBP       3,475      4,309
  Anglian Water Services Financing plc  4.500%  10/5/27 GBP       1,532      2,073
  Anglian Water Services Financing plc  6.625%  1/15/29 GBP         399        611
  Annington Funding plc  1.650%  7/12/24 EUR       2,085      2,177
  Annington Funding plc  2.646%  7/12/25 GBP       1,645      2,019
  Annington Funding plc  3.685%  7/12/34 GBP       4,005      4,807
  Annington Funding plc  3.935%  7/12/47 GBP       3,187      3,742
  Arqiva Financing plc  4.882% 12/31/32 GBP       2,729      3,681
  Artesian Finance II plc  6.000%  9/30/33 GBP       1,494      2,410
  Aspire Defence Finance plc  4.674%  3/31/40 GBP       2,051      2,971
  Aspire Defence Finance plc  4.674%  3/31/40 GBP       2,209      3,209
  Assura Financing plc  1.625%  6/30/33 GBP       1,000      1,057
  Aster Treasury plc  4.500% 12/18/43 GBP       1,481      2,172
  AstraZeneca plc  0.750%  5/12/24 EUR      10,000     10,522
  AstraZeneca plc  1.250%  5/12/28 EUR         100        103
  AstraZeneca plc  0.375%   6/3/29 EUR      15,000     14,183
  AstraZeneca plc  5.750% 11/13/31 GBP       2,194      3,393
  Aviva plc  0.625% 10/27/23 EUR         548        577
  Aviva plc  1.875% 11/13/27 EUR       2,194      2,307
  Aviva plc  4.000%  10/2/30 CAD       1,363        969
  Aviva plc  6.125%   7/5/43 EUR       1,316      1,465
  Aviva plc  3.875%   7/3/44 EUR       1,349      1,466
  Aviva plc  3.375%  12/4/45 EUR       3,292      3,530
  Aviva plc  4.375%  9/12/49 GBP       2,738      3,409
  Aviva plc  5.125%   6/4/50 GBP       1,096      1,414
  Aviva plc  4.000%   6/3/55 GBP       2,071      2,382
  Aviva plc  6.875%  5/20/58 GBP       4,769      7,565
  Babcock International Group plc  1.750%  10/6/22 EUR       1,292      1,367
  Babcock International Group plc  1.875%  10/5/26 GBP       2,194      2,547
  Babcock International Group plc  1.375%  9/13/27 EUR         383        369
  Bank of Scotland plc  4.875% 12/20/24 GBP         767      1,027
  Barclays plc  1.500%   9/3/23 EUR         100        107
  Barclays plc  3.125%  1/17/24 GBP       3,785      4,733
  Barclays plc  3.375%   4/2/25 EUR       4,667      5,063
  Barclays plc  1.375%  1/24/26 EUR       5,453      5,627
  Barclays plc  3.000%   5/8/26 GBP       6,035      7,374
  Barclays plc  3.250%  2/12/27 GBP      12,424     15,197
60

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Barclays plc  2.166%  6/23/27 CAD       1,609      1,228
  Barclays plc  0.877%  1/28/28 EUR      10,500     10,121
  Barclays plc  0.577%   8/9/29 EUR      20,548     18,692
  Barclays plc  3.750% 11/22/30 GBP       4,939      6,077
  Barclays plc  1.125%  3/22/31 EUR       3,621      3,503
  Barclays plc  1.106%  5/12/32 EUR       8,048      7,104
  Barclays plc  3.250%  1/17/33 GBP         400        467
  BAT Capital Corp.  2.125%  8/15/25 GBP         713        848
  BAT International Finance plc  2.375%  1/19/23 EUR         100        107
  BAT International Finance plc  0.875% 10/13/23 EUR       4,727      4,971
  BAT International Finance plc  2.750%  3/25/25 EUR       3,292      3,539
  BAT International Finance plc  1.250%  3/13/27 EUR       4,307      4,171
  BAT International Finance plc  2.250%  6/26/28 GBP      10,000     10,984
  BAT International Finance plc  2.250%  1/16/30 EUR       9,877      9,237
  BAT International Finance plc  6.000% 11/24/34 GBP       5,387      6,948
  BAT International Finance plc  5.750%   7/5/40 GBP         321        382
  BAT International Finance plc  2.250%   9/9/52 GBP       3,841      2,562
  BAT Netherlands Finance BV  2.375%  10/7/24 EUR       5,487      5,847
  BAT Netherlands Finance BV  3.125%   4/7/28 EUR       3,877      4,005
  Bazalgette Finance plc  2.375% 11/29/27 GBP         658        808
  Beyond Housing Ltd.  2.125%  5/17/51 GBP       3,219      3,161
  BG Energy Capital plc  5.125%  12/1/25 GBP       3,296      4,447
  BG Energy Capital plc  2.250% 11/21/29 EUR       5,712      5,959
  Blend Funding plc  2.922%   4/5/56 GBP       4,655      5,216
  BP Capital Markets BV  0.933%  12/4/40 EUR       3,841      2,866
  BP Capital Markets BV  1.467%  9/21/41 EUR       3,219      2,617
  BP Capital Markets plc  1.177%  8/12/23 GBP       1,701      2,105
  BP Capital Markets plc  1.876%   4/7/24 EUR       5,072      5,417
  BP Capital Markets plc  0.900%   7/3/24 EUR       4,847      5,071
  BP Capital Markets plc  0.830%  9/19/24 EUR       4,390      4,581
  BP Capital Markets plc  2.030%  2/14/25 GBP         713        877
  BP Capital Markets plc  1.953%   3/3/25 EUR       3,950      4,216
  BP Capital Markets plc  3.470%  5/15/25 CAD       1,399      1,078
  BP Capital Markets plc  1.077%  6/26/25 EUR       2,908      3,023
  BP Capital Markets plc  2.972%  2/27/26 EUR       2,853      3,156
  BP Capital Markets plc  2.274%   7/3/26 GBP       4,575      5,604
  BP Capital Markets plc  2.213%  9/25/26 EUR       7,133      7,684
  BP Capital Markets plc  1.573%  2/16/27 EUR       9,098      9,452
  BP Capital Markets plc  0.831%  11/8/27 EUR       8,231      8,196
  BP Capital Markets plc  2.519%   4/7/28 EUR       5,633      6,106
  BP Capital Markets plc  2.822%   4/7/32 EUR       7,901      8,573
  BP Capital Markets plc  1.104% 11/15/34 EUR       4,000      3,469
  BP Capital Markets plc  3.250% 12/31/99 EUR       4,829      4,875
  BP Capital Markets plc  3.625% 12/31/99 EUR       9,511      9,297
  BP Capital Markets plc  4.250% 12/31/99 GBP       5,487      6,567
  BPHA Finance plc  4.816%  4/11/44 GBP         713      1,090
  British Land Co. plc  2.375%  9/14/29 GBP         987      1,160
  British Telecommunications plc  0.875%  9/26/23 EUR       2,194      2,319
  British Telecommunications plc  1.500%  6/23/27 EUR       5,487      5,619
  British Telecommunications plc  2.125%  9/26/28 EUR         100        104
  British Telecommunications plc  5.750%  12/7/28 GBP       2,210      3,087
  British Telecommunications plc  3.125% 11/21/31 GBP         300        355
  British Telecommunications plc  6.375%  6/23/37 GBP       2,165      3,235
1 Broadgate Financing plc  4.999%  10/5/33 GBP       3,565      4,812
  Bromford Housing Group Ltd.  3.125%   5/3/48 GBP       1,043      1,270
61

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BUPA Finance plc  2.000%   4/5/24 GBP       6,996      8,675
  BUPA Finance plc  5.000%  12/8/26 GBP       2,799      3,672
  Burberry Group plc  1.125%  9/21/25 GBP       2,743      3,226
  Cadent Finance plc  0.625%  9/22/24 EUR      13,780     14,299
  Cadent Finance plc  2.125%  9/22/28 GBP       5,985      7,023
  Cadent Finance plc  0.625%  3/19/30 EUR      14,283     13,069
  Cadent Finance plc  0.750%  3/11/32 EUR         743        663
  Cadent Finance plc  2.250% 10/10/35 GBP       4,712      4,877
  Cadent Finance plc  2.625%  9/22/38 GBP       2,010      2,116
  Cadent Finance plc  3.125%  3/21/40 GBP       1,123      1,246
  Cadent Finance plc  2.750%  9/22/46 GBP         482        485
3 Canary Wharf Group Investment Holdings plc  2.625%  4/23/25 GBP       4,499      5,373
3 Canary Wharf Group Investment Holdings plc  1.750%   4/7/26 EUR       4,771      4,804
  Canary Wharf Group Investment Holdings plc  1.750%   4/7/26 EUR         965        972
3 Canary Wharf Group Investment Holdings plc  3.375%  4/23/28 GBP       4,226      4,928
  Cardiff University  3.000%  12/7/55 GBP       1,096      1,339
  Catalyst Housing Ltd.  3.125% 10/31/47 GBP       1,609      1,917
  CCEP Finance Ireland DAC  0.500%   9/6/29 EUR       6,438      6,004
  CCEP Finance Ireland DAC  0.875%   5/6/33 EUR       4,024      3,545
  CCEP Finance Ireland DAC  1.500%   5/6/41 EUR         804        659
  Centrica plc  4.375%  3/13/29 GBP       3,676      4,852
  Centrica plc  7.000%  9/19/33 GBP       1,645      2,658
  Centrica plc  4.250%  9/12/44 GBP       4,483      5,611
  Channel Link Enterprises Finance plc  3.043%  6/30/50 GBP       3,402      4,001
  Circle Anglia Social Housing plc  7.250% 11/12/38 GBP       2,660      4,964
  Citizen Treasury plc  3.250% 10/20/48 GBP         878      1,070
  CK Hutchison Europe Finance 18 Ltd.  1.250%  4/13/25 EUR       8,944      9,278
  CK Hutchison Europe Finance 18 Ltd.  2.000%  4/13/30 EUR       3,000      2,957
  CK Hutchison Europe Finance 21 Ltd.  0.750%  11/2/29 EUR       3,000      2,715
  CK Hutchison Europe Finance 21 Ltd.  1.000%  11/2/33 EUR       2,000      1,678
  CK Hutchison Finance 16 II Ltd.  0.875%  10/3/24 EUR       6,255      6,498
  CK Hutchison Finance 16 Ltd.  2.000%   4/6/28 EUR       2,100      2,127
  CK Hutchison Group Telecom Finance SA  0.375% 10/17/23 EUR         100        104
  CK Hutchison Group Telecom Finance SA  2.000% 10/17/27 GBP       2,743      3,156
  CK Hutchison Group Telecom Finance SA  1.125% 10/17/28 EUR         100         95
  CK Hutchison Group Telecom Finance SA  1.500% 10/17/31 EUR       9,233      8,449
  CK Hutchison Group Telecom Finance SA  2.625% 10/17/34 GBP       1,609      1,668
  Clarion Funding plc  2.625%  1/18/29 GBP         852      1,049
  Clarion Funding plc  3.125%  4/19/48 GBP       5,034      5,960
  Clydesdale Bank plc  4.625%   6/8/26 GBP       7,133      9,791
  CNH Industrial Finance Europe SA  2.875%  5/17/23 EUR       3,841      4,147
  CNH Industrial Finance Europe SA  1.875%  1/19/26 EUR       8,396      8,826
  CNH Industrial Finance Europe SA  1.625%   7/3/29 EUR       2,816      2,796
  Coca-Cola Europacific Partners plc  1.125%  5/26/24 EUR       3,182      3,358
  Coca-Cola Europacific Partners plc  2.375%   5/7/25 EUR       1,645      1,789
  Coca-Cola Europacific Partners plc  1.750%  3/27/26 EUR       6,584      6,963
  Coca-Cola Europacific Partners plc  1.750%  5/26/28 EUR       2,853      2,954
  Coca-Cola Europacific Partners plc  0.200%  12/2/28 EUR       6,816      6,310
  Coca-Cola Europacific Partners plc  0.700%  9/12/31 EUR       4,664      4,200
  Compass Group Finance Netherlands BV  0.625%   7/3/24 EUR         932        971
  Compass Group plc  2.000%   9/5/25 GBP         300        369
  Compass Group plc  2.000%   7/3/29 GBP         878      1,036
62

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
1 Connect Plus M25 Issuer plc  2.607%  3/31/39 GBP       1,477      1,800
  Coventry Building Society  0.500%  1/12/24 EUR         494        518
  Coventry Building Society  2.000% 12/20/30 GBP       6,438      7,035
  CPUK Finance Ltd.  3.588%  2/28/42 GBP       1,645      2,095
  CPUK Finance Ltd.  7.239%  2/28/42 GBP       1,481      1,996
  CPUK Finance Ltd.  3.690%  2/28/47 GBP         100        128
  Crh Finance UK plc  4.125%  12/2/29 GBP       3,127      4,122
1,7 CTRL Section 1 Finance plc  5.234%   5/2/35 GBP         583        887
  Dali Capital plc  4.799% 12/21/37 GBP         400        591
  Derby Healthcare plc  5.564%  6/30/41 GBP         779      1,193
  Diageo Finance plc  0.500%  6/19/24 EUR         468        487
  Diageo Finance plc  1.750%  9/23/24 EUR      10,100     10,790
  Diageo Finance plc  2.500%  3/27/32 EUR      12,231     13,134
  Diageo Finance plc  1.250%  3/28/33 GBP       3,841      4,010
  DS Smith plc  1.375%  7/26/24 EUR         300        314
  DS Smith plc  0.875%  9/12/26 EUR       3,219      3,178
  DWR Cymru Financing UK plc  1.625%  3/31/26 GBP       1,207      1,458
  DWR Cymru Financing UK plc  6.015%  3/31/28 GBP         402        590
  DWR Cymru Financing UK plc  2.375%  3/31/34 GBP       1,158      1,277
  DWR Cymru Financing UK plc  2.500%  3/31/36 GBP         383        438
  Eastern Power Networks plc  5.750%   3/8/24 GBP       1,645      2,181
  easyJet FinCo BV  1.875%   3/3/28 EUR      10,226      9,566
  easyJet plc  0.875%  6/11/25 EUR       3,843      3,826
  Electricity North West Ltd.  8.875%  3/25/26 GBP       1,096      1,682
  EMH Treasury plc  4.500%  1/29/44 GBP         545        794
1 Eversholt Funding plc  6.697%  2/22/35 GBP         925      1,370
1 Eversholt Funding plc  3.529%   8/7/42 GBP       1,865      2,239
  Experian Finance plc  1.375%  6/25/26 EUR         300        313
  Experian Finance plc  3.250%   4/7/32 GBP       3,072      3,807
  Fidelity International Ltd.  7.125%  2/13/24 GBP         713        952
  Fidelity International Ltd.  2.500%  11/4/26 EUR       1,502      1,572
  Firstgroup plc  6.875%  9/18/24 GBP       1,459      1,983
  Flagship Finance plc  1.875%  7/14/61 GBP       1,046        919
  Futures Treasury plc  3.375%   2/8/44 GBP         994      1,237
  Gatwick Funding Ltd.  5.250%  1/23/26 GBP         548        715
  Gatwick Funding Ltd.  6.125%   3/2/28 GBP       9,850     13,610
  Gatwick Funding Ltd.  2.500%  4/15/32 GBP       3,000      3,400
  Gatwick Funding Ltd.  5.750%  1/23/39 GBP       3,748      5,420
  Gatwick Funding Ltd.  3.125%  9/28/41 GBP       2,359      2,560
  Gatwick Funding Ltd.  3.250%  2/26/48 GBP         300        321
  Gatwick Funding Ltd.  2.625%  10/7/48 GBP         658        625
  Genfinance II plc  6.064% 12/21/39 GBP       3,237      5,413
  GlaxoSmithKline Capital plc  1.375%  12/2/24 EUR         250        266
  GlaxoSmithKline Capital plc  4.000%  6/16/25 EUR         548        626
  GlaxoSmithKline Capital plc  1.250%  5/21/26 EUR       8,231      8,615
  GlaxoSmithKline Capital plc  1.000%  9/12/26 EUR         400        414
  GlaxoSmithKline Capital plc  3.375% 12/20/27 GBP       2,140      2,771
  GlaxoSmithKline Capital plc  1.250% 10/12/28 GBP       4,024      4,604
  GlaxoSmithKline Capital plc  1.750%  5/21/30 EUR       9,798     10,175
  GlaxoSmithKline Capital plc  5.250% 12/19/33 GBP       4,027      6,141
  GlaxoSmithKline Capital plc  1.625%  5/12/35 GBP       9,511      9,943
  GlaxoSmithKline Capital plc  6.375%   3/9/39 GBP         628      1,104
  GlaxoSmithKline Capital plc  5.250%  4/10/42 GBP       2,389      3,865
  GlaxoSmithKline Capital plc  4.250% 12/18/45 GBP         383        552
  Global Switch Finance BV  1.375%  10/7/30 EUR       2,500      2,267
63

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Global Switch Holdings Ltd.  1.500%  1/31/24 EUR         987      1,026
  Global Switch Holdings Ltd.  2.250%  5/31/27 EUR         400        403
  Great Places Housing Group Ltd.  4.750% 10/22/42 GBP       1,645      2,490
1 Great Rolling Stock Co. plc  6.875%  7/27/35 GBP         484        720
1 Greater Gabbard OFTO plc  4.137% 11/29/32 GBP         872      1,166
  Greene King Finance plc  5.318%  9/15/31 GBP         715        949
1 Greene King Finance plc  4.064%  3/15/35 GBP       1,109      1,363
  Guinness Partnership Ltd.  4.000% 10/24/44 GBP       1,536      2,126
  Guinness Partnership Ltd.  2.000%  4/22/55 GBP         900        858
1 Gwynt y Mor OFTO plc  2.778%  2/17/34 GBP       1,392      1,693
  Hammerson Ireland Finance DAC  1.750%   6/3/27 EUR       2,414      2,267
  Hammerson plc  6.000%  2/23/26 GBP       2,194      2,829
  Hammerson plc  7.250%  4/21/28 GBP       2,194      2,972
  Hastings Group Finance plc  3.000%  5/24/25 GBP       6,035      7,633
  Heathrow Funding Ltd.  5.225%  2/15/23 GBP       1,207      1,546
  Heathrow Funding Ltd.  1.500% 10/12/27 EUR       6,816      7,060
  Heathrow Funding Ltd.  6.750%  12/3/28 GBP       4,024      5,754
  Heathrow Funding Ltd.  2.694% 10/13/29 CAD       4,668      3,296
  Heathrow Funding Ltd.  1.500%  2/11/30 EUR       3,896      3,737
  Heathrow Funding Ltd.  3.400%   3/8/30 CAD       3,841      2,789
  Heathrow Funding Ltd.  2.750% 10/13/31 GBP       2,743      3,236
  Heathrow Funding Ltd.  6.450% 12/10/31 GBP       1,673      2,546
  Heathrow Funding Ltd.  1.875%  7/12/32 EUR       2,304      2,161
  Heathrow Funding Ltd.  3.782%   9/4/32 CAD       1,481      1,065
  Heathrow Funding Ltd.  3.726%  4/13/35 CAD       1,207        822
  Heathrow Funding Ltd.  1.875%  3/14/36 EUR       4,804      4,388
  Heathrow Funding Ltd.  5.875%  5/13/43 GBP       6,969     10,667
  Heathrow Funding Ltd.  4.625% 10/31/46 GBP       1,372      1,839
  Heathrow Funding Ltd.  2.750%   8/9/51 GBP         521        507
  High Speed Rail Finance 1 plc  4.375%  11/1/38 GBP       3,676      5,041
  Home Group Ltd.  3.125%  3/27/43 GBP       1,096      1,309
1 Housing & Care 21  3.288%  11/8/49 GBP         740        900
  HSBC Bank Capital Funding Sterling 1 LP  5.844% 11/29/49 GBP         201        303
  HSBC Bank plc  6.500%   7/7/23 GBP       2,743      3,570
  HSBC Bank plc  5.375%  11/4/30 GBP         548        724
  HSBC Bank plc  5.375%  8/22/33 GBP       2,743      3,822
  HSBC Bank plc  6.250%  1/30/41 GBP       1,662      2,585
  HSBC Bank plc  4.750%  3/24/46 GBP          50         66
  HSBC Holdings plc  3.196%  12/5/23 CAD       5,372      4,150
  HSBC Holdings plc  0.875%   9/6/24 EUR       9,658     10,043
  HSBC Holdings plc  1.500%  12/4/24 EUR       2,194      2,326
  HSBC Holdings plc  3.000%  6/30/25 EUR      14,541     15,607
  HSBC Holdings plc  0.309% 11/13/26 EUR      10,841     10,700
  HSBC Holdings plc  2.256% 11/13/26 GBP       3,566      4,271
  HSBC Holdings plc  2.500%  3/15/27 EUR       4,024      4,281
  HSBC Holdings plc  1.750%  7/24/27 GBP       4,771      5,536
  HSBC Holdings plc  3.000%  7/22/28 GBP      19,186     23,261
  HSBC Holdings plc  2.625%  8/16/28 GBP       1,715      2,031
  HSBC Holdings plc  6.750%  9/11/28 GBP       1,450      2,048
  HSBC Holdings plc  0.641%  9/24/29 EUR       6,438      5,946
  HSBC Holdings plc  3.000%  5/29/30 GBP       2,385      2,820
  HSBC Holdings plc  0.770% 11/13/31 EUR       4,975      4,429
  HSBC Holdings plc  7.000%   4/7/38 GBP       5,500      8,391
  HSBC Holdings plc  6.000%  3/29/40 GBP       4,198      5,833
  Hyde Housing Assn. Ltd.  5.125%  7/23/40 GBP         221        340
64

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Hyde Housing Assn. Ltd.  1.750%  8/18/55 GBP       2,780      2,364
  Imperial Brands Finance Netherlands BV  1.750%  3/18/33 EUR       5,453      4,627
  Imperial Brands Finance plc  1.375%  1/27/25 EUR         548        567
  Imperial Brands Finance plc  3.375%  2/26/26 EUR         383        417
  Imperial Brands Finance plc  2.125%  2/12/27 EUR       8,505      8,649
  Imperial Brands Finance plc  4.875%   6/7/32 GBP       4,170      5,189
  Incommunities Treasury plc  3.250%  3/21/49 GBP       1,701      2,112
  Informa plc  1.500%   7/5/23 EUR         713        757
  Informa plc  3.125%   7/5/26 GBP         681        843
  Informa plc  1.250%  4/22/28 EUR       1,770      1,706
  Intermediate Capital Group plc  1.625%  2/17/27 EUR       1,500      1,448
  Just Group plc  9.000% 10/26/26 GBP         400        578
  Juturna European Loan Conduit No. 16 plc  5.064%  8/10/33 GBP       3,945      5,584
  Karbon Homes Ltd.  3.375% 11/15/47 GBP       4,115      5,327
  Kennedy Wilson Europe Real Estate Ltd.  3.250% 11/12/25 EUR         800        835
  Land Securities Capital Markets plc  1.974%   2/8/26 GBP         548        682
  Land Securities Capital Markets plc  2.375%  3/29/29 GBP         518        638
  Land Securities Capital Markets plc  2.625%  9/22/39 GBP       1,004      1,164
  Land Securities Capital Markets plc  2.750%  9/22/59 GBP       1,813      2,090
  Leeds Building Society  0.500%   7/3/24 EUR         400        416
  Leeds Building Society  1.500%  3/16/27 GBP       2,414      2,798
  Leeds Building Society  1.375%  10/6/27 GBP      16,004     18,203
  Legal & General Finance plc  5.875% 12/11/31 GBP       3,841      5,862
  Legal & General Group plc  5.375% 10/27/45 GBP       1,865      2,438
  Legal & General Group plc  5.125% 11/14/48 GBP         548        706
  Legal & General Group plc  5.500%  6/27/64 GBP       1,802      2,305
  Lendlease Europe Finance plc  3.500%  12/2/33 GBP         804        875
  Liberty Living Finance plc  2.625% 11/28/24 GBP       1,096      1,368
  Libra Longhurst Group Treasury NO 2 plc  3.250%  5/15/43 GBP       1,000      1,222
  Libra Longhurst Group Treasury plc  5.125%   8/2/38 GBP         985      1,505
  Linde Finance BV  1.000%  4/20/28 EUR       4,426      4,505
  Linde Finance BV  0.550%  5/19/32 EUR       8,800      7,977
  Linde plc  1.000%  9/30/51 EUR       7,200      5,205
  Liverpool Victoria Friendly Society Ltd.  6.500%  5/22/43 GBP       1,509      1,940
  LiveWest Treasury plc  1.875%  2/18/56 GBP       1,200      1,102
  Lloyds Bank plc  0.250%  3/25/24 EUR       4,390      4,565
  Lloyds Bank plc  7.500%  4/15/24 GBP       5,580      7,609
  Lloyds Bank plc  5.125%   3/7/25 GBP       8,340     11,272
  Lloyds Bank plc  0.625%  3/26/25 EUR         400        414
  Lloyds Bank plc  7.625%  4/22/25 GBP       4,494      6,235
  Lloyds Bank plc  0.125%  6/18/26 EUR       5,487      5,476
  Lloyds Bank plc  4.875%  3/30/27 GBP       1,690      2,357
  Lloyds Bank plc  6.000%   2/8/29 GBP       5,678      8,653
  Lloyds Bank plc  0.125%  9/23/29 EUR      21,950     20,591
  Lloyds Banking Group plc  0.650%  5/30/23 JPY     100,000        772
  Lloyds Banking Group plc  0.482% 12/14/23 JPY     900,000      6,927
  Lloyds Banking Group plc  2.250% 10/16/24 GBP       1,096      1,341
  Lloyds Banking Group plc  3.500%   2/3/25 CAD       1,426      1,086
  Lloyds Banking Group plc  4.000%   3/7/25 AUD       6,520      4,576
  Lloyds Banking Group plc  0.824%  5/30/25 JPY     800,000      6,132
  Lloyds Banking Group plc  0.500% 11/12/25 EUR       5,761      5,886
  Lloyds Banking Group plc  4.250% 11/22/27 AUD       2,720      1,864
  Lloyds Banking Group plc  4.500%  3/18/30 EUR       1,921      2,103
  Lloyds Banking Group plc  2.707%  12/3/35 GBP       1,645      1,770
  Logicor 2019-1 UK plc  1.875% 11/17/31 GBP       2,414      2,916
65

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  London & Quadrant Housing Trust  2.625%  2/28/28 GBP       2,372      2,943
  London & Quadrant Housing Trust  4.625%  12/5/33 GBP         400        569
  London & Quadrant Housing Trust  5.500%  1/27/40 GBP       1,316      2,091
  London & Quadrant Housing Trust  5.486%  6/15/42 GBP       1,400      2,262
  London & Quadrant Housing Trust  3.750% 10/27/49 GBP       2,085      2,700
  London & Quadrant Housing Trust  3.125%  2/28/53 GBP         932      1,095
  London & Quadrant Housing Trust  2.750%  7/20/57 GBP       1,096      1,168
  London Power Networks plc  6.125%   6/7/27 GBP         388        559
  London Stock Exchange Group plc  1.750%  12/6/27 EUR       7,298      7,601
1 Longstone Finance plc  4.791%  4/19/36 GBP         525        712
  Lseg Netherlands BV  0.750%   4/6/33 EUR       6,438      5,737
  M&G plc  5.625% 10/20/51 GBP         804      1,037
  M&G plc  5.560%  7/20/55 GBP       5,377      6,727
  M&G plc  6.340% 12/19/63 GBP       1,810      2,332
  Manchester Airport Group Funding plc  4.125%   4/2/24 GBP       1,096      1,412
  Manchester Airport Group Funding plc  4.750%  3/31/34 GBP       1,096      1,476
  Manchester Airport Group Funding plc  2.875%  9/30/44 GBP       2,194      2,263
  Martlet Homes Ltd.  3.000%   5/9/52 GBP       1,865      2,174
1 Meadowhall Finance plc  4.986%  7/12/37 GBP       1,607      2,164
1 Merseylink Issuer plc  3.842%  3/31/43 GBP         200        290
1 Metropolitan Funding plc  4.125%   4/5/48 GBP       1,096      1,455
  Moat Homes Finance plc  5.000%  9/23/41 GBP         965      1,480
  Morhomes plc  3.400%  2/19/40 GBP         987      1,197
  Motability Operations Group plc  1.625%   6/9/23 EUR       3,621      3,869
  Motability Operations Group plc  0.375%   1/3/26 EUR       4,288      4,323
  Motability Operations Group plc  4.375%   2/8/27 GBP       4,719      6,385
  Motability Operations Group plc  0.125%  7/20/28 EUR       9,544      8,969
  Motability Operations Group plc  1.750%   7/3/29 GBP       5,356      6,239
  Motability Operations Group plc  5.625% 11/29/30 GBP       1,096      1,656
  Motability Operations Group plc  2.375%  3/14/32 GBP       3,518      4,176
  Motability Operations Group plc  3.625%  3/10/36 GBP       3,400      4,457
  Motability Operations Group plc  2.375%   7/3/39 GBP         100        111
  Myriad Capital plc  4.750% 12/20/43 GBP         400        587
  National Express Group plc  2.500% 11/11/23 GBP       2,743      3,432
  National Grid Electricity Transmission plc  1.375%  9/16/26 GBP       2,304      2,714
  National Grid Electricity Transmission plc  2.301%  6/22/29 CAD       2,736      1,866
  National Grid Electricity Transmission plc  0.823%   7/7/32 EUR       3,000      2,683
  National Grid Electricity Transmission plc  2.000%  9/16/38 GBP       3,182      3,183
  National Grid Electricity Transmission plc  0.872% 11/26/40 EUR       5,000      3,846
  National Grid plc  3.500% 10/16/26 GBP       6,297      8,048
  National Grid plc  0.553%  9/18/29 EUR       2,743      2,531
  National Westminster Bank plc  5.125%  1/13/24 GBP         400        527
  National Westminster Bank plc  0.500%  5/15/24 EUR       5,487      5,726
  Nationwide Building Society  1.250%   3/3/25 EUR         400        419
  Nationwide Building Society  5.625%  1/28/26 GBP         823      1,156
  Nationwide Building Society  1.500%   3/8/26 EUR       8,176      8,492
  Nationwide Building Society  3.000%   5/6/26 GBP      11,144     14,040
  Nationwide Building Society  0.625%  3/25/27 EUR      20,795     21,016
  Nationwide Building Society  3.250%  1/20/28 GBP       5,125      6,450
  Nationwide Building Society  0.250%  9/14/28 EUR      19,706     18,184
  Nationwide Building Society  2.250%  6/25/29 EUR       2,743      3,002
  Nationwide Building Society  2.000%  7/25/29 EUR      13,847     14,504
  Nationwide Building Society  1.375%  6/29/32 EUR       8,779      8,851
  NatWest Group plc  1.750%   3/2/26 EUR      20,852     21,692
  NatWest Group plc  2.057%  11/9/28 GBP       3,000      3,445
66

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  NatWest Group plc  0.670%  9/14/29 EUR      14,600     13,415
  NatWest Group plc  0.780%  2/26/30 EUR       5,000      4,592
  NatWest Markets plc  1.000%  5/28/24 EUR       5,487      5,743
  NatWest Markets plc  1.375%   3/2/27 EUR      17,000     17,188
7 Network Rail Infrastructure Finance plc  4.750%  1/22/24 GBP       3,841      5,052
7 Network Rail Infrastructure Finance plc  4.375%  12/9/30 GBP       4,883      7,180
7 Network Rail Infrastructure Finance plc  4.750% 11/29/35 GBP       2,304      3,647
  NewRiver REIT plc  3.500%   3/7/28 GBP         987      1,139
  Next Group plc  3.625%  5/18/28 GBP       3,841      4,810
  NIE Finance plc  2.500% 10/27/25 GBP       4,343      5,396
  Northern Gas Networks Finance plc  4.875%  6/30/27 GBP         241        331
  Northern Gas Networks Finance plc  4.875% 11/15/35 GBP       2,085      2,870
  Northern Powergrid Yorkshire plc  5.125%   5/4/35 GBP         841      1,220
  Northern Powergrid Yorkshire plc  2.250%  10/9/59 GBP         878        842
  Northumbrian Water Finance plc  1.625% 10/11/26 GBP       3,785      4,520
  Northumbrian Water Finance plc  2.375%  10/5/27 GBP         300        365
  Northumbrian Water Finance plc  5.625%  4/29/33 GBP       1,423      2,148
  Northumbrian Water Finance plc  5.125%  1/23/42 GBP         486        741
  Notting Hill Genesis  3.750% 12/20/32 GBP       2,962      3,883
  Notting Hill Genesis  2.000%   6/3/36 GBP         903        950
  Notting Hill Genesis  5.250%   7/7/42 GBP         823      1,275
  Notting Hill Genesis  3.250% 10/12/48 GBP         150        177
  Notting Hill Genesis  4.375%  2/20/54 GBP       1,858      2,711
1 Octagon Healthcare Funding plc  5.333%  6/30/36 GBP         577        842
  Optivo Finance plc  2.857%  10/7/35 GBP       2,300      2,755
  Optivo Finance plc  5.250%  3/13/43 GBP       1,400      2,215
  Orbit Capital plc  3.500%  3/24/45 GBP       2,177      2,711
  Orbit Capital plc  3.375%  6/14/48 GBP         516        632
  Paradigm Homes Charitable Housing Assn. Ltd.  2.250%  5/20/51 GBP       2,977      3,016
  Paragon Treasury plc  2.000%   5/7/36 GBP       1,609      1,722
1 Paragon Treasury plc  3.625%  1/21/47 GBP       1,096      1,403
  Peabody Capital No. 2 plc  2.750%   3/2/34 GBP       2,200      2,593
  Peabody Capital No. 2 plc  4.625% 12/12/53 GBP         150        232
  Peabody Capital plc  5.250%  3/17/43 GBP       3,100      4,903
  Pearson Funding plc  1.375%   5/6/25 EUR         383        393
  Pearson Funding plc  3.750%   6/4/30 GBP       1,207      1,493
1 Penarian Housing Finance plc  3.212%   6/7/52 GBP         823        980
  Pension Insurance Corp. plc  8.000% 11/23/26 GBP       1,372      1,989
  Pension Insurance Corp. plc  5.625%  9/20/30 GBP       4,109      5,358
  Phoenix Group Holdings plc  4.375%  1/24/29 EUR       8,066      8,634
  Phoenix Group Holdings plc  5.867%  6/13/29 GBP       3,219      4,331
  Phoenix Group Holdings plc  5.625%  4/28/31 GBP       1,481      1,919
  Places For People Treasury plc  2.875%  8/17/26 GBP       3,237      4,082
  Platform HG Financing plc  1.625%  8/10/55 GBP       2,548      2,162
  Porterbrook Rail Finance Ltd.  7.125% 10/20/26 GBP       1,645      2,421
  Principality Building Society  2.375% 11/23/23 GBP         548        680
  Prs Finance plc  1.750% 11/24/26 GBP      11,201     13,746
  Prs Finance plc  2.000%  1/23/29 GBP       3,731      4,583
  Prudential plc  5.875%  5/11/29 GBP         610        900
  Prudential plc  6.125% 12/19/31 GBP       4,939      7,029
  Quadgas Finance plc  3.375%  9/17/29 GBP       2,579      3,112
  RAC Bond Co. plc  4.565%   5/6/46 GBP         300        379
  RAC Bond Co. plc  4.870%   5/6/46 GBP       1,645      2,113
3 Reckitt Benckiser Treasury Services Nederland BV  0.375%  5/19/26 EUR       2,743      2,757
67

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Reckitt Benckiser Treasury Services Nederland BV  0.750%  5/19/30 EUR       5,453      5,230
3 Reckitt Benckiser Treasury Services Nederland BV  0.750%  5/19/30 EUR       2,743      2,631
3 Reckitt Benckiser Treasury Services plc  1.750%  5/19/32 GBP       2,359      2,662
  RELX Capital Inc.  1.300%  5/12/25 EUR       1,096      1,148
  RELX Finance BV  0.000%  3/18/24 EUR       1,435      1,483
  RELX Finance BV  0.500%  3/10/28 EUR       8,231      7,935
  RELX Finance BV  0.875%  3/10/32 EUR       3,408      3,138
  Rentokil Initial plc  0.950% 11/22/24 EUR       2,799      2,906
  Rio Tinto Finance plc  2.875% 12/11/24 EUR         200        220
  Riverside Finance plc  3.875%  12/5/44 GBP       1,207      1,627
  RL Finance Bonds No. 2 plc  6.125% 11/30/43 GBP         400        522
  RL Finance Bonds No. 3 plc  6.125% 11/13/28 GBP       1,756      2,400
  RL Finance Bonds No. 4 plc  4.875%  10/7/49 GBP       5,871      6,824
1 RMPA Services plc  5.337%  9/30/38 GBP       1,467      2,173
  Rothesay Life plc  3.375%  7/12/26 GBP       6,511      7,962
  Royal Bank of Scotland Group plc  2.875%  9/19/26 GBP       4,207      5,146
  Royal Bank of Scotland Group plc  3.125%  3/28/27 GBP       3,292      4,039
  Royal Mail plc  1.250%  10/8/26 EUR       2,743      2,798
  RSL Finance No. 1 plc  6.625%  3/31/38 GBP         674      1,076
  Sage Group plc  1.625%  2/25/31 GBP       3,408      3,652
  Sanctuary Capital plc  6.697%  3/23/39 GBP       1,152      2,081
  Sanctuary Capital plc  5.000%  4/26/47 GBP       2,255      3,654
  Sanctuary Capital plc  2.375%  4/14/50 GBP         548        584
  Santander UK Group Holdings plc  1.125%   9/8/23 EUR       6,093      6,447
  Santander UK Group Holdings plc  0.391%  2/28/25 EUR       3,566      3,679
  Santander UK Group Holdings plc  3.625%  1/14/26 GBP       8,956     11,242
  Santander UK Group Holdings plc  2.920%   5/8/26 GBP       7,901      9,695
  Santander UK Group Holdings plc  0.603%  9/13/29 EUR       9,658      8,895
  Santander UK plc  0.100%  5/12/24 EUR      10,975     11,367
  Santander UK plc  1.250%  9/18/24 EUR       3,676      3,886
  Santander UK plc  0.500%  1/10/25 EUR       4,444      4,597
  Santander UK plc  5.750%   3/2/26 GBP       3,212      4,540
  Santander UK plc  5.250%  2/16/29 GBP       3,422      5,024
  Santander UK plc  3.875% 10/15/29 GBP       5,048      6,592
1 Saxon Weald Capital plc  5.375%   6/6/42 GBP         515        771
  Scotland Gas Networks plc  4.875% 12/21/34 GBP         548        750
  Scottish Hydro Electric Transmission plc  2.250%  9/27/35 GBP         300        322
  Scottish Widows Ltd.  5.500%  6/16/23 GBP       1,372      1,765
  Segro Capital Sarl  0.500%  9/22/31 EUR       4,024      3,518
  Segro plc  2.375% 10/11/29 GBP         658        783
  Segro plc  2.875% 10/11/37 GBP         200        232
  Severn Trent Utilities Finance plc  3.625%  1/16/26 GBP       2,012      2,604
  Severn Trent Utilities Finance plc  2.750%  12/5/31 GBP         713        856
  Severn Trent Utilities Finance plc  2.000%   6/2/40 GBP         658        654
  Severn Trent Utilities Finance plc  4.875%  1/24/42 GBP       2,491      3,653
  Sky Ltd.  1.875% 11/24/23 EUR       3,017      3,239
  Sky Ltd.  2.250% 11/17/25 EUR         400        432
  Sky Ltd.  2.500%  9/15/26 EUR      22,274     24,265
  Sky Ltd.  6.000%  5/21/27 GBP         150        216
  Sky Ltd.  4.000% 11/26/29 GBP       2,634      3,501
  Society of Lloyd's  4.875%   2/7/47 GBP       1,841      2,381
  South Eastern Power Networks plc  5.500%   6/5/26 GBP         388        537
  South Eastern Power Networks plc  5.625%  9/30/30 GBP       1,399      2,053
  South Eastern Power Networks plc  6.375% 11/12/31 GBP       1,563      2,442
68

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  South Eastern Power Networks plc  1.750%  9/30/34 GBP         885        917
  Southern Electric Power Distribution plc  4.625%  2/20/37 GBP         914      1,253
  Southern Gas Networks plc  2.500%   2/3/25 GBP       2,510      3,133
  Southern Gas Networks plc  6.375%  5/15/40 GBP         338        537
  Southern Housing Group Ltd.  3.500% 10/19/47 GBP         823      1,013
  Southern Water Services Finance Ltd.  6.640%  3/31/26 GBP       8,180     11,682
  Southern Water Services Finance Ltd.  1.625%  3/30/27 GBP       4,714      5,539
  Southern Water Services Finance Ltd.  6.192%  3/31/29 GBP       1,645      2,457
  Southern Water Services Finance Ltd.  4.500%  3/31/52 GBP         150        231
  Southern Water Services Finance Ltd.  5.125%  9/30/56 GBP          50         86
  Sovereign Housing Capital plc  4.768%   6/1/43 GBP         189        289
  Sovereign Housing Capital plc  2.375%  11/4/48 GBP       1,645      1,740
  SP Distribution plc  5.875%  7/17/26 GBP         713      1,005
  SP Manweb plc  4.875%  9/20/27 GBP         200        275
  SSE plc  1.250%  4/16/25 EUR       7,079      7,390
  SSE plc  0.875%   9/6/25 EUR         878        904
  SSE plc  8.375% 11/20/28 GBP       1,662      2,683
  SSE plc  6.250%  8/27/38 GBP         878      1,416
  Stagecoach Group plc  4.000%  9/29/25 GBP         200        253
  Standard Chartered plc  1.625%  10/3/27 EUR         453        459
  Standard Chartered plc  0.850%  1/27/28 EUR       3,292      3,187
  Standard Chartered plc  1.200%  9/23/31 EUR         400        381
  Standard Chartered plc  4.375%  1/18/38 GBP       1,645      2,244
  Student Finance plc  2.666%  9/30/29 GBP         823      1,013
  Sunderland SHG Finance plc  6.380%  3/31/42 GBP         211        328
1 Swan Housing Capital plc  3.625%   3/5/48 GBP         704        852
1 TC Dudgeon Ofto plc  3.158% 11/12/38 GBP         834      1,044
1 Telereal Secured Finance plc  4.010% 12/10/33 GBP       3,200      4,102
1 Telereal Securitisation plc  6.165% 12/10/33 GBP         627        879
  Tesco Corporate Treasury Services plc  0.875%  5/29/26 EUR       5,542      5,538
1 Tesco Property Finance 1 plc  7.623%  7/13/39 GBP       1,581      2,564
1 Tesco Property Finance 2 plc  6.052% 10/13/39 GBP       2,077      3,024
1 Tesco Property Finance 3 plc  5.744%  4/13/40 GBP       1,078      1,592
1 Tesco Property Finance 4 plc  5.801% 10/13/40 GBP       2,701      3,884
1 Tesco Property Finance 6 plc  5.411%  7/13/44 GBP       3,610      5,195
  Thames Water Utilities Finance plc  1.875%  1/24/24 GBP         823      1,019
  Thames Water Utilities Finance plc  2.875% 12/12/24 CAD         546        415
  Thames Water Utilities Finance plc  4.000%  6/19/25 GBP       4,390      5,714
  Thames Water Utilities Finance plc  3.500%  2/25/28 GBP         713        905
  Thames Water Utilities Finance plc  6.750% 11/16/28 GBP       1,970      2,962
  Thames Water Utilities Finance plc  2.625%  1/24/32 GBP       1,817      2,113
  Thames Water Utilities Finance plc  1.250%  1/31/32 EUR       6,800      6,252
  Thames Water Utilities Finance plc  6.500%   2/9/32 GBP         800      1,240
  Thames Water Utilities Finance plc  4.375%   7/3/34 GBP       1,533      2,033
  Thames Water Utilities Finance plc  5.125%  9/28/37 GBP         771      1,103
  Thames Water Utilities Finance plc  2.375%  4/22/40 GBP       4,499      4,543
  Thames Water Utilities Finance plc  5.500%  2/11/41 GBP       4,102      6,211
  Thames Water Utilities Finance plc  4.625%   6/4/46 GBP       1,707      2,368
  Thames Water Utilities Finance plc  7.738%   4/9/58 GBP         603      1,335
  THFC Funding No. 2 plc  6.350%   7/8/41 GBP       1,316      2,270
  THFC Funding No. 2 plc  5.200% 10/11/43 GBP       4,463      7,054
  Together Housing Finance plc  4.500% 12/17/42 GBP         330        481
  Tritax EuroBox plc  0.950%   6/2/26 EUR         804        786
  Unilever Finance Netherlands BV  1.000%   6/3/23 EUR         100        106
  Unilever Finance Netherlands BV  0.500%  8/12/23 EUR       5,487      5,793
69

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Unilever Finance Netherlands BV  0.500%   1/6/25 EUR         100        103
  Unilever Finance Netherlands BV  1.250%  3/25/25 EUR      10,975     11,560
  Unilever Finance Netherlands BV  1.125%  2/12/27 EUR       5,542      5,731
  Unilever Finance Netherlands BV  1.375%  7/31/29 EUR       2,908      2,981
  Unilever Finance Netherlands BV  1.750%  3/25/30 EUR       5,487      5,755
  Unilever Finance Netherlands BV  1.375%   9/4/30 EUR         713        723
  Unilever plc  1.500%  7/22/26 GBP         100        121
  Unilever plc  1.500%  6/11/39 EUR       2,853      2,641
  UNITE Group plc  3.500% 10/15/28 GBP         804      1,004
  UNITE USAF II plc  3.374%  6/30/28 GBP         878      1,113
  UNITE USAF II plc  3.921%  6/30/30 GBP       2,137      2,773
  United Utilities Water Finance plc  2.000%  2/14/25 GBP       6,177      7,665
  United Utilities Water Finance plc  0.875% 10/28/29 GBP         619        671
  United Utilities Water Finance plc  2.625%  2/12/31 GBP       4,334      5,254
  United Utilities Water Finance plc  2.000%   7/3/33 GBP       1,096      1,221
  United Utilities Water Finance plc  1.875%   6/3/42 GBP         371        364
  United Utilities Water Ltd.  5.625% 12/20/27 GBP       3,736      5,354
  University College London  1.625%   6/4/61 GBP       3,000      2,781
  University of Cambridge  3.750% 10/17/52 GBP         494        745
  University of Cambridge  2.350%  6/27/78 GBP       1,498      1,780
  University of Leeds  3.125% 12/19/50 GBP       2,000      2,477
  University of Liverpool  3.375%  6/25/55 GBP         200        270
  University of Manchester  4.250%   7/4/53 GBP       1,043      1,609
  University of Oxford  2.544%  12/8/17 GBP       3,841      4,107
  University of Southampton  2.250%  4/11/57 GBP         100        102
  Urenco Finance NV  2.375%  12/2/24 EUR       2,194      2,358
  Virgin Money UK plc  2.875%  6/24/25 EUR       1,000      1,066
  Virgin Money UK plc  3.375%  4/24/26 GBP       8,244     10,121
  Virgin Money UK plc  4.000%  9/25/26 GBP       3,000      3,745
  Virgin Money UK plc  4.000%   9/3/27 GBP       3,072      3,829
  Virgin Money UK plc  5.125% 12/11/30 GBP       2,045      2,590
  Vodafone Group plc  0.500%  1/30/24 EUR         300        314
  Vodafone Group plc  1.875%  9/11/25 EUR      10,975     11,709
  Vodafone Group plc  1.125% 11/20/25 EUR       8,523      8,833
  Vodafone Group plc  5.625%  12/4/25 GBP         658        903
  Vodafone Group plc  2.200%  8/25/26 EUR       2,249      2,412
  Vodafone Group plc  0.900% 11/24/26 EUR       4,173      4,249
  Vodafone Group plc  1.500%  7/24/27 EUR       1,499      1,551
  Vodafone Group plc  4.200% 12/13/27 AUD       5,120      3,537
  Vodafone Group plc  1.625% 11/24/30 EUR       6,239      6,198
  Vodafone Group plc  1.600%  7/29/31 EUR       9,200      8,981
  Vodafone Group plc  5.900% 11/26/32 GBP       1,810      2,725
  Vodafone Group plc  2.875% 11/20/37 EUR       3,446      3,513
  Vodafone Group plc  2.500%  5/24/39 EUR       2,469      2,349
  Vodafone Group plc  3.375%   8/8/49 GBP       3,591      3,922
  Vodafone Group plc  3.000%  8/12/56 GBP       3,552      3,491
  Wales & West Utilities Finance plc  5.750%  3/29/30 GBP       2,743      3,992
  Wales & West Utilities Finance plc  3.000%   8/3/38 GBP         823        944
  Wellcome Trust Finance plc  4.625%  7/25/36 GBP       1,904      2,900
  Wellcome Trust Ltd.  4.000%   5/9/59 GBP       1,207      1,916
  Wellcome Trust Ltd.  2.517%   2/7/18 GBP       2,359      2,449
  Wessex Water Services Finance plc  5.375%  3/10/28 GBP         518        726
  Wessex Water Services Finance plc  1.250%  1/12/36 GBP       2,414      2,260
  Western Power Distribution East Midlands plc  1.750%   9/9/31 GBP       1,200      1,304
70

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Western Power Distribution South Wales plc  1.625%  10/7/35 GBP       2,614      2,549
  Western Power Distribution South Wales plc  5.750%  3/23/40 GBP       1,200      1,872
  Western Power Distribution South West plc  5.875%  3/25/27 GBP       1,207      1,709
  Western Power Distribution South West plc  5.750%  3/23/40 GBP         950      1,473
  Western Power Distribution West Midlands plc  3.875% 10/17/24 GBP       3,731      4,786
  Western Power Distribution West Midlands plc  5.750%  4/16/32 GBP       3,072      4,556
  Westfield Stratford City Finance No. 2 plc  1.642%   8/4/31 GBP       1,372      1,651
  Wheatley Group Capital plc  4.375% 11/28/44 GBP       2,469      3,514
  WHG Treasury plc  4.250%  10/6/45 GBP       2,194      3,146
1 Wods Transmission plc  3.446%  8/24/34 GBP         431        553
  WPP Finance 2013  2.875%  9/14/46 GBP       1,207      1,157
  WPP Finance 2016  1.375%  3/20/25 EUR       7,792      8,140
  WPP Finance 2017  3.750%  5/19/32 GBP         804        992
  WPP Finance Deutschland GmbH  1.625%  3/23/30 EUR       5,931      5,844
  WPP Finance SA  2.250%  9/22/26 EUR         200        214
  WPP Finance SA  2.375%  5/19/27 EUR       5,453      5,809
  Yorkshire Building Society  3.000%  4/18/25 GBP       1,316      1,636
  Yorkshire Building Society  0.625%  9/21/25 EUR       4,437      4,485
  Yorkshire Building Society  3.500%  4/21/26 GBP         603        769
  Yorkshire Building Society  0.010% 10/13/27 EUR      10,422     10,078
  Yorkshire Building Society  0.500%   7/1/28 EUR       3,219      3,001
  Yorkshire Building Society  3.375%  9/13/28 GBP       4,024      4,803
  Yorkshire Building Society  1.500%  9/15/29 GBP       2,414      2,592
  Yorkshire Housing Finance plc  4.125% 10/31/44 GBP       1,609      2,188
  Yorkshire Power Finance Ltd.  7.250%   8/4/28 GBP         160        246
  Yorkshire Water Finance plc  3.625%   8/1/29 GBP       3,512      4,555
  Yorkshire Water Finance plc  6.375%  8/19/39 GBP         853      1,455
  Yorkshire Water Finance plc  2.750%  4/18/41 GBP       5,361      5,943
  Yorkshire Water Services Finance Ltd.  5.500%  5/28/37 GBP         750      1,166
                   2,252,861
United States (2.9%)                           
  3M Co.  0.950%  5/15/23 EUR       1,096      1,162
  3M Co.  1.500%  11/9/26 EUR         200        211
  3M Co.  1.750%  5/15/30 EUR         886        925
  Abbott Ireland Financing DAC  0.875%  9/27/23 EUR      12,401     13,144
  Abbott Ireland Financing DAC  1.500%  9/27/26 EUR       9,767     10,320
  Abbott Ireland Financing DAC  0.375% 11/19/27 EUR       5,487      5,422
  AbbVie Inc.  1.500% 11/15/23 EUR         658        701
  AbbVie Inc.  1.375%  5/17/24 EUR      16,584     17,559
  AbbVie Inc.  1.250%   6/1/24 EUR       5,487      5,803
  AbbVie Inc.  0.750% 11/18/27 EUR      12,743     12,560
  AbbVie Inc.  2.625% 11/15/28 EUR       1,096      1,188
  AbbVie Inc.  2.125% 11/17/28 EUR      10,919     11,529
  AbbVie Inc.  2.125%   6/1/29 EUR       4,609      4,850
  AbbVie Inc.  1.250% 11/18/31 EUR       1,316      1,247
  Air Lease Corp.  2.625%  12/5/24 CAD       4,177      3,112
  Air Products and Chemicals Inc.  1.000%  2/12/25 EUR       1,830      1,907
  Air Products and Chemicals Inc.  0.500%   5/5/28 EUR       2,085      2,018
  Air Products and Chemicals Inc.  0.800%   5/5/32 EUR       1,880      1,714
  Altria Group Inc.  1.700%  6/15/25 EUR       1,701      1,764
  Altria Group Inc.  2.200%  6/15/27 EUR       6,886      7,073
71

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Altria Group Inc.  3.125%  6/15/31 EUR      10,480     10,633
  American Honda Finance Corp.  1.375% 11/10/22 EUR       2,799      2,975
  American Honda Finance Corp.  0.750%  1/17/24 EUR       3,950      4,151
  American Honda Finance Corp.  1.950% 10/18/24 EUR       4,993      5,339
  American Honda Finance Corp.  0.750% 11/25/26 GBP       3,566      4,088
  American International Group Inc.  1.500%   6/8/23 EUR         400        425
  American International Group Inc.  1.875%  6/21/27 EUR       2,908      2,998
  American Medical Systems Europe BV  1.625%   3/8/31 EUR       8,000      7,837
  American Medical Systems Europe BV  1.875%   3/8/34 EUR      10,000      9,608
  American Tower Corp.  1.375%   4/4/25 EUR       2,249      2,340
  American Tower Corp.  1.950%  5/22/26 EUR       5,389      5,617
  American Tower Corp.  0.450%  1/15/27 EUR       5,018      4,820
  American Tower Corp.  0.400%  2/15/27 EUR       1,943      1,846
  American Tower Corp.  0.500%  1/15/28 EUR       2,743      2,555
  American Tower Corp.  0.875%  5/21/29 EUR       2,535      2,326
  American Tower Corp.  0.950%  10/5/30 EUR       3,702      3,317
  American Tower Corp.  1.250%  5/21/33 EUR       1,620      1,409
  Amgen Inc.  2.000%  2/25/26 EUR       1,426      1,524
  Amgen Inc.  5.500%  12/7/26 GBP       2,414      3,370
  Amgen Inc.  4.000%  9/13/29 GBP       2,469      3,259
  Aon plc  2.875%  5/14/26 EUR       1,865      2,045
  Apple Inc.  3.350%  1/10/24 AUD         500        354
  Apple Inc.  1.375%  1/17/24 EUR       2,296      2,459
  Apple Inc.  2.513%  8/19/24 CAD      12,333      9,426
  Apple Inc.  0.875%  5/24/25 EUR       9,311      9,728
  Apple Inc.  0.000% 11/15/25 EUR       4,780      4,820
  Apple Inc.  3.600%  6/10/26 AUD       1,030        721
  Apple Inc.  1.625% 11/10/26 EUR       4,070      4,330
  Apple Inc.  2.000%  9/17/27 EUR       3,884      4,207
  Apple Inc.  1.375%  5/24/29 EUR       2,140      2,216
  Apple Inc.  3.050%  7/31/29 GBP       2,798      3,601
  Apple Inc.  0.750%  2/25/30 CHF       3,015      2,971
  Apple Inc.  0.500% 11/15/31 EUR       2,313      2,157
  Apple Inc.  3.600%  7/31/42 GBP       3,036      4,146
  Aptiv plc  1.500%  3/10/25 EUR       6,597      6,875
  Archer-Daniels-Midland Co.  1.750%  6/23/23 EUR       5,487      5,867
  Archer-Daniels-Midland Co.  1.000%  9/12/25 EUR       8,560      8,888
  AT&T Inc.  2.750%  5/19/23 EUR       5,403      5,840
  AT&T Inc.  1.050%   9/5/23 EUR       1,152      1,222
  AT&T Inc.  1.300%   9/5/23 EUR       8,403      8,935
  AT&T Inc.  1.950%  9/15/23 EUR         518        555
  AT&T Inc.  3.450%  9/19/23 AUD         610        432
  AT&T Inc.  2.400%  3/15/24 EUR       2,524      2,719
  AT&T Inc.  1.375%  12/4/24 CHF         400        417
  AT&T Inc.  4.000% 11/25/25 CAD       5,817      4,514
  AT&T Inc.  3.500% 12/17/25 EUR       2,634      2,955
  AT&T Inc.  4.100%  1/19/26 AUD         440        310
  AT&T Inc.  0.250%   3/4/26 EUR       4,024      4,005
  AT&T Inc.  1.800%   9/5/26 EUR       2,085      2,194
  AT&T Inc.  2.900%  12/4/26 GBP       1,756      2,184
  AT&T Inc.  5.500%  3/15/27 GBP         800      1,111
  AT&T Inc.  1.600%  5/19/28 EUR       3,804      3,872
  AT&T Inc.  4.600%  9/19/28 AUD       3,430      2,405
  AT&T Inc.  2.350%   9/5/29 EUR       7,569      7,971
  AT&T Inc.  0.800%   3/4/30 EUR       2,194      2,041
72

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  AT&T Inc.  2.050%  5/19/32 EUR         804        801
  AT&T Inc.  3.550% 12/17/32 EUR       5,466      6,143
  AT&T Inc.  5.200% 11/18/33 GBP       3,372      4,758
  AT&T Inc.  3.375%  3/15/34 EUR       1,536      1,666
  AT&T Inc.  2.450%  3/15/35 EUR       2,799      2,738
  AT&T Inc.  3.150%   9/4/36 EUR       9,966     10,456
  AT&T Inc.  2.600%  5/19/38 EUR       1,901      1,855
  AT&T Inc.  7.000%  4/30/40 GBP       3,450      5,863
  AT&T Inc.  4.250%   6/1/43 GBP       4,253      5,401
  AT&T Inc.  4.875%   6/1/44 GBP       2,374      3,271
  AT&T Inc.  4.850%  5/25/47 CAD       6,037      4,225
  AT&T Inc.  5.100% 11/25/48 CAD       2,250      1,628
  Athene Global Funding  2.100%  9/24/25 CAD       1,536      1,106
  Athene Global Funding  0.366%  9/10/26 EUR       2,414      2,340
  Athene Global Funding  0.832%   1/8/27 EUR       7,000      6,861
  Athene Global Funding  1.750% 11/24/27 GBP       3,219      3,649
  Athene Global Funding  0.625%  1/12/28 EUR      17,487     16,324
  Athene Global Funding  2.470%   6/9/28 CAD       2,414      1,645
  Bank of America Corp.  0.750%  7/26/23 EUR       4,335      4,580
  Bank of America Corp.  1.379%   2/7/25 EUR       3,072      3,231
  Bank of America Corp.  1.375%  3/26/25 EUR       1,645      1,720
  Bank of America Corp.  2.932%  4/25/25 CAD       2,577      1,967
  Bank of America Corp.  2.300%  7/25/25 GBP       3,292      4,031
  Bank of America Corp.  3.407%  9/20/25 CAD       1,119        857
  Bank of America Corp.  3.515%  3/24/26 CAD       1,645      1,255
  Bank of America Corp.  0.808%   5/9/26 EUR      15,844     16,098
  Bank of America Corp.  4.250% 12/10/26 GBP       2,427      3,193
  Bank of America Corp.  1.776%   5/4/27 EUR      12,127     12,554
  Bank of America Corp.  1.978%  9/15/27 CAD       3,207      2,249
  Bank of America Corp.  3.615%  3/16/28 CAD       7,100      5,296
  Bank of America Corp.  1.662%  4/25/28 EUR       1,406      1,434
  Bank of America Corp.  0.583%  8/24/28 EUR      17,711     17,014
  Bank of America Corp.  3.648%  3/31/29 EUR      12,511     14,041
  Bank of America Corp.  2.598%   4/4/29 CAD       2,045      1,425
  Bank of America Corp.  0.694%  3/22/31 EUR      14,567     13,226
  Bank of America Corp.  0.654% 10/26/31 EUR      15,975     14,197
  Baxter International Inc.  1.300%  5/30/25 EUR       7,987      8,381
  Baxter International Inc.  1.300%  5/15/29 EUR       4,005      3,965
  Becton Dickinson and Co.  0.034%  8/13/25 EUR       2,977      2,973
  Becton Dickinson and Co.  1.900% 12/15/26 EUR       6,485      6,828
  Becton Dickinson Euro Finance Sarl  0.632%   6/4/23 EUR       5,871      6,195
  Becton Dickinson Euro Finance Sarl  1.208%   6/4/26 EUR       4,444      4,566
  Becton Dickinson Euro Finance Sarl  0.334%  8/13/28 EUR       1,851      1,737
  Becton Dickinson Euro Finance Sarl  1.336%  8/13/41 EUR       2,494      1,953
  Berkshire Hathaway Finance Corp.  2.000%  3/18/34 EUR       3,000      2,962
  Berkshire Hathaway Finance Corp.  2.375%  6/19/39 GBP       3,841      4,244
  Berkshire Hathaway Finance Corp.  2.625%  6/19/59 GBP       1,975      2,112
  Berkshire Hathaway Inc.  1.300%  3/15/24 EUR       5,707      6,061
  Berkshire Hathaway Inc.  0.170%  9/13/24 JPY     820,000      6,314
  Berkshire Hathaway Inc.  1.125%  3/16/27 EUR       8,128      8,297
  Berkshire Hathaway Inc.  2.150%  3/15/28 EUR       3,050      3,260
  Berkshire Hathaway Inc.  0.440%  9/13/29 JPY   3,010,000     22,505
  Berkshire Hathaway Inc.  1.625%  3/16/35 EUR       3,292      3,067
  Berkshire Hathaway Inc.  0.500%  1/15/41 EUR       1,470      1,038
  Berkshire Hathaway Inc.  1.108%  9/13/49 JPY     430,000      2,797
73

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Berry Global Inc.  1.500%  1/15/27 EUR       2,414      2,348
  BlackRock Inc.  1.250%   5/6/25 EUR       3,594      3,776
  Blackstone Holdings Finance Co. LLC  2.000%  5/19/25 EUR         100        106
  Blackstone Holdings Finance Co. LLC  1.000%  10/5/26 EUR         487        494
  Blackstone Holdings Finance Co. LLC  1.500%  4/10/29 EUR       3,249      3,229
  Booking Holdings Inc.  2.375%  9/23/24 EUR       2,194      2,375
  Booking Holdings Inc.  0.100%   3/8/25 EUR      15,753     15,983
  Booking Holdings Inc.  1.800%   3/3/27 EUR      10,563     11,060
  Booking Holdings Inc.  0.500%   3/8/28 EUR       8,006      7,757
  BorgWarner Inc.  1.000%  5/19/31 EUR       4,771      4,220
  Boston Scientific Corp.  0.625%  12/1/27 EUR       2,716      2,639
  Bristol-Myers Squibb Co.  1.000%  5/15/25 EUR         890        928
  Bristol-Myers Squibb Co.  1.750%  5/15/35 EUR       2,194      2,169
  Brown-Forman Corp.  1.200%   7/7/26 EUR       1,404      1,438
  Brown-Forman Corp.  2.600%   7/7/28 GBP       5,113      6,342
  Bunge Finance Europe BV  1.850%  6/16/23 EUR       8,544      9,060
  Capital One Financial Corp.  1.650%  6/12/29 EUR       6,447      6,209
  Celanese US Holdings LLC  2.125%   3/1/27 EUR       4,334      4,380
  Celanese US Holdings LLC  0.625%  9/10/28 EUR       1,690      1,514
  Chubb INA Holdings Inc.  0.300% 12/15/24 EUR       1,043      1,070
  Chubb INA Holdings Inc.  1.550%  3/15/28 EUR       5,027      5,120
  Chubb INA Holdings Inc.  0.875% 12/15/29 EUR       3,512      3,334
  Chubb INA Holdings Inc.  1.400%  6/15/31 EUR       2,634      2,542
  Chubb INA Holdings Inc.  2.500%  3/15/38 EUR       6,899      6,884
  Citigroup Inc.  0.750% 10/26/23 EUR         400        422
  Citigroup Inc.  2.750%  1/24/24 GBP       6,310      7,897
  Citigroup Inc.  2.375%  5/22/24 EUR       1,096      1,179
  Citigroup Inc.  1.750%  1/28/25 EUR       2,908      3,076
  Citigroup Inc.  4.090%   6/9/25 CAD       1,701      1,310
  Citigroup Inc.  2.400% 10/31/25 JPY   3,411,400     27,476
  Citigroup Inc.  1.500%  7/24/26 EUR       4,939      5,120
  Citigroup Inc.  2.125%  9/10/26 EUR       2,963      3,113
  Citigroup Inc.  1.750% 10/23/26 GBP       6,145      7,159
  Citigroup Inc.  2.800%  6/25/27 JPY      71,300        587
  Citigroup Inc.  0.500%  10/8/27 EUR       7,133      6,962
  Citigroup Inc.  1.250%  4/10/29 EUR       1,645      1,597
  Citigroup Inc.  4.500%   3/3/31 GBP         548        705
  Citigroup Inc.  6.800%  6/25/38 GBP         321        566
  Citigroup Inc.  7.375%   9/1/39 GBP         388        727
  Coca-Cola Co.  0.500%   3/8/24 EUR       3,182      3,331
  Coca-Cola Co.  3.250%  6/11/24 AUD         900        633
  Coca-Cola Co.  1.125%   3/9/27 EUR       7,188      7,427
  Coca-Cola Co.  0.125%   3/9/29 EUR       2,589      2,421
  Coca-Cola Co.  0.400%   5/6/30 EUR       5,930      5,524
  Coca-Cola Co.  0.500%   3/9/33 EUR       3,271      2,882
  Coca-Cola Co.  0.375%  3/15/33 EUR      13,773     11,963
  Coca-Cola Co.  1.625%   3/9/35 EUR       3,100      3,014
  Coca-Cola Co.  0.950%   5/6/36 EUR       3,544      3,139
  Coca-Cola Co.  0.800%  3/15/40 EUR       3,237      2,594
  Colgate-Palmolive Co.  0.500%   3/6/26 EUR       1,043      1,064
  Colgate-Palmolive Co.  1.375%   3/6/34 EUR       1,426      1,402
  Colgate-Palmolive Co.  0.875% 11/12/39 EUR         383        320
  Comcast Corp.  0.010%  9/14/26 EUR       2,494      2,449
  Comcast Corp.  1.500%  2/20/29 GBP       3,731      4,255
  Comcast Corp.  0.250%  9/14/29 EUR       3,782      3,487
74

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Comcast Corp.  5.500% 11/23/29 GBP       2,194      3,201
  Comcast Corp.  1.875%  2/20/36 GBP       3,658      3,845
  Comcast Corp.  1.250%  2/20/40 EUR       4,548      3,869
  Corning Inc.  0.992%  8/10/27 JPY     930,000      7,084
  Danaher Corp.  1.700%  3/30/24 EUR         383        410
  Danaher Corp.  2.500%  3/30/30 EUR       6,310      6,748
  DH Europe Finance II Sarl  0.200%  3/18/26 EUR       8,396      8,372
  DH Europe Finance II Sarl  0.450%  3/18/28 EUR       1,810      1,747
  DH Europe Finance II Sarl  0.750%  9/18/31 EUR       4,115      3,756
  DH Europe Finance II Sarl  1.350%  9/18/39 EUR       5,925      4,957
  DH Europe Finance II Sarl  1.800%  9/18/49 EUR       3,292      2,733
  Digital Dutch Finco BV  1.250%   2/1/31 EUR       6,816      5,938
  Digital Euro Finco LLC  2.625%  4/15/24 EUR       2,799      2,993
  Digital Euro Finco LLC  1.125%   4/9/28 EUR      14,267     13,448
  Digital Stout Holding LLC  4.250%  1/17/25 GBP       1,207      1,562
  Digital Stout Holding LLC  3.300%  7/19/29 GBP       3,815      4,654
  Digital Stout Holding LLC  3.750% 10/17/30 GBP       2,194      2,744
  Discovery Communications LLC  2.500%  9/20/24 GBP       4,115      5,112
  Discovery Communications LLC  1.900%  3/19/27 EUR       7,541      7,640
  Dover Corp.  1.250%  11/9/26 EUR      14,810     15,294
  Dow Chemical Co.  0.500%  3/15/27 EUR       9,822      9,571
  Dow Chemical Co.  1.875%  3/15/40 EUR       3,640      3,102
3 DXC Capital Funding DAC  0.450%  9/15/27 EUR       2,897      2,716
3 DXC Capital Funding DAC  0.950%  9/15/31 EUR       4,829      4,196
  DXC Technology Co.  1.750%  1/15/26 EUR       7,737      7,982
  Eastman Chemical Co.  1.500%  5/26/23 EUR       5,487      5,813
  Eastman Chemical Co.  1.875% 11/23/26 EUR       5,871      6,114
  Eaton Capital Unlimited Co.  0.697%  5/14/25 EUR       6,438      6,600
  Eaton Capital Unlimited Co.  0.577%   3/8/30 EUR       2,000      1,843
  Ecolab Inc.  1.000%  1/15/24 EUR       4,181      4,428
  Eli Lilly & Co.  2.125%   6/3/30 EUR       4,444      4,774
  Eli Lilly & Co.  1.700%  11/1/49 EUR       3,402      2,950
  Emerson Electric Co.  0.375%  5/22/24 EUR       1,125      1,167
  Emerson Electric Co.  1.250% 10/15/25 EUR       1,096      1,147
  Emerson Electric Co.  2.000% 10/15/29 EUR       1,096      1,155
  Equinix Inc.  0.250%  3/15/27 EUR       2,414      2,302
  Euronet Worldwide Inc.  1.375%  5/22/26 EUR       3,456      3,426
  Exxon Mobil Corp.  0.142%  6/26/24 EUR      11,029     11,393
  Exxon Mobil Corp.  0.835%  6/26/32 EUR      10,487      9,447
  Exxon Mobil Corp.  1.408%  6/26/39 EUR       2,000      1,660
  FedEx Corp.  1.625%  1/11/27 EUR       3,841      4,008
  FedEx Corp.  1.300%   8/5/31 EUR       1,261      1,183
  FedEx Corp.  0.950%   5/4/33 EUR       7,223      6,295
  Fidelity National Information Services Inc.  0.750%  5/21/23 EUR       4,391      4,634
  Fidelity National Information Services Inc.  1.100%  7/15/24 EUR       6,816      7,135
  Fidelity National Information Services Inc.  1.500%  5/21/27 EUR      15,734     16,085
  Fidelity National Information Services Inc.  1.000%  12/3/28 EUR       5,597      5,399
  Fidelity National Information Services Inc.  2.250%  12/3/29 GBP       1,220      1,408
  Fidelity National Information Services Inc.  2.000%  5/21/30 EUR       2,414      2,440
  Fidelity National Information Services Inc.  3.360%  5/21/31 GBP       2,603      3,179
  Fidelity National Information Services Inc.  2.950%  5/21/39 EUR       1,806      1,838
  Fiserv Inc.  0.375%   7/1/23 EUR       1,352      1,420
  Fiserv Inc.  2.250%   7/1/25 GBP       1,152      1,419
  Fiserv Inc.  1.125%   7/1/27 EUR       1,567      1,572
  Fiserv Inc.  1.625%   7/1/30 EUR       6,785      6,639
75

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  GE Capital Canada Funding Co.  5.730% 10/22/37 CAD         823        674
  GE Capital European Funding Unlimited Co.  6.025%   3/1/38 EUR       1,508      2,210
  GE Capital UK Funding Unlimited Co.  5.875%  1/18/33 GBP       4,904      7,189
  General Electric Co.  1.500%  5/17/29 EUR       2,478      2,512
  General Electric Co.  4.125%  9/19/35 EUR       2,908      3,515
  General Electric Co.  2.125%  5/17/37 EUR       3,194      3,028
  General Electric Co.  4.875%  9/18/37 GBP         485        648
  General Mills Inc.  0.450%  1/15/26 EUR       1,810      1,818
  General Mills Inc.  1.500%  4/27/27 EUR       1,096      1,133
  General Motors Financial Co. Inc.  2.200%   4/1/24 EUR       3,262      3,479
  General Motors Financial Co. Inc.  2.250%   9/6/24 GBP         494        608
  General Motors Financial Co. Inc.  0.850%  2/26/26 EUR       5,487      5,398
  General Motors Financial Co. Inc.  0.650%   9/7/28 EUR       3,219      2,867
  General Motors Financial of Canada Ltd.  3.250%  11/7/23 CAD       2,469      1,904
  General Motors Financial of Canada Ltd.  5.950%  5/14/24 CAD       2,743      2,209
  General Motors Financial of Canada Ltd.  1.750%  4/15/26 CAD       1,609      1,127
  General Motors Financial of Canada Ltd.  3.150%   2/8/27 CAD       2,000      1,454
  Goldman Sachs Group Inc.  2.000%  7/27/23 EUR       6,730      7,212
  Goldman Sachs Group Inc.  1.375%  5/15/24 EUR      17,245     18,273
  Goldman Sachs Group Inc.  2.125%  9/30/24 EUR       5,014      5,351
  Goldman Sachs Group Inc.  3.375%  3/27/25 EUR       2,743      3,008
  Goldman Sachs Group Inc.  1.250%   5/1/25 EUR      12,588     13,150
  Goldman Sachs Group Inc.  7.125%   8/7/25 GBP       2,049      2,861
  Goldman Sachs Group Inc.  3.307% 10/31/25 CAD         511        390
  Goldman Sachs Group Inc.  4.250%  1/29/26 GBP       9,877     12,718
  Goldman Sachs Group Inc.  2.875%   6/3/26 EUR      12,743     13,802
  Goldman Sachs Group Inc.  1.625%  7/27/26 EUR       1,488      1,530
  Goldman Sachs Group Inc.  2.599% 11/30/27 CAD       1,770      1,266
  Goldman Sachs Group Inc.  1.500%  12/7/27 GBP       8,048      9,046
  Goldman Sachs Group Inc.  0.250%  1/26/28 EUR       6,816      6,321
  Goldman Sachs Group Inc.  2.000%  3/22/28 EUR       3,896      3,975
  Goldman Sachs Group Inc.  7.250%  4/10/28 GBP         453        679
  Goldman Sachs Group Inc.  2.000%  11/1/28 EUR       5,597      5,681
  Goldman Sachs Group Inc.  2.013%  2/28/29 CAD       5,351      3,610
  Goldman Sachs Group Inc.  0.875%   5/9/29 EUR      10,000      9,312
  Goldman Sachs Group Inc.  3.125%  7/25/29 GBP       3,439      4,174
  Goldman Sachs Group Inc.  1.875% 12/16/30 GBP         402        434
  Goldman Sachs Group Inc.  1.000%  3/18/33 EUR      10,462      9,060
  Goldman Sachs Group Inc.  6.875%  1/18/38 GBP       1,363      2,155
  Harley-Davidson Financial Services Inc.  3.875%  5/19/23 EUR       3,364      3,652
  HCN Canadian Holdings-1 LP  2.950%  1/15/27 CAD         987        717
  Highland Holdings Sarl  0.318% 12/15/26 EUR      11,000     10,705
  Honeywell International Inc.  2.250%  2/22/28 EUR       3,879      4,172
  Honeywell International Inc.  2.250%  2/22/28 EUR       7,693      8,275
  Illinois Tool Works Inc.  1.250%  5/22/23 EUR       1,701      1,806
  Illinois Tool Works Inc.  0.250%  12/5/24 EUR       2,579      2,655
  Illinois Tool Works Inc.  0.625%  12/5/27 EUR       6,017      5,977
  Illinois Tool Works Inc.  2.125%  5/22/30 EUR       6,420      6,799
  Illinois Tool Works Inc.  1.000%   6/5/31 EUR       3,402      3,261
  International Business Machines Corp  1.250%   2/9/34 EUR       5,500      5,125
  International Business Machines Corp.  0.875%  1/31/25 EUR       1,645      1,715
  International Business Machines Corp.  0.950%  5/23/25 EUR      10,097     10,501
  International Business Machines Corp.  2.875%  11/7/25 EUR       2,250      2,486
  International Business Machines Corp.  1.250%  1/29/27 EUR       6,765      6,989
  International Business Machines Corp.  0.300%  2/11/28 EUR       4,115      3,961
76

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  International Business Machines Corp.  1.750%   3/7/28 EUR       2,000      2,087
  International Business Machines Corp.  1.750%  1/31/31 EUR       5,158      5,253
  International Business Machines Corp.  1.200%  2/11/40 EUR       2,963      2,509
  International Flavors & Fragrances Inc.  1.800%  9/25/26 EUR       4,902      5,085
  John Deere Cash Management Sarl  0.500%  9/15/23 EUR       1,207      1,272
  John Deere Cash Management Sarl  2.200%   4/2/32 EUR       5,487      5,851
  John Deere Cash Management Sarl  1.650%  6/13/39 EUR       2,743      2,618
  John Deere Financial Inc.  1.090%  7/17/24 CAD       1,609      1,184
  John Deere Financial Inc.  2.580% 10/16/26 CAD       1,043        764
  John Deere Financial Inc.  1.340%   9/8/27 CAD       4,334      2,931
  Johnson & Johnson  0.650%  5/20/24 EUR       5,597      5,894
  Johnson & Johnson  1.150% 11/20/28 EUR         658        679
  Johnson & Johnson  1.650%  5/20/35 EUR         150        152
  Johnson Controls International plc  1.000%  9/15/23 EUR       1,646      1,743
  Johnson Controls International plc  1.375%  2/25/25 EUR       8,760      9,189
  Johnson Controls International plc / Tyco Fire & Security Finance SCA  0.375%  9/15/27 EUR       2,732      2,640
  Johnson Controls International plc / Tyco Fire & Security Finance SCA  1.000%  9/15/32 EUR       1,975      1,823
  JPMorgan Chase & Co.  0.500%  12/4/23 CHF      23,375     24,048
  JPMorgan Chase & Co.  3.000%  2/19/26 EUR       3,072      3,365
  JPMorgan Chase & Co.  0.991%  4/28/26 GBP       8,048      9,426
  JPMorgan Chase & Co.  3.500% 12/18/26 GBP       2,743      3,489
  JPMorgan Chase & Co.  1.090%  3/11/27 EUR      45,076     45,820
  JPMorgan Chase & Co.  0.389%  2/24/28 EUR      18,092     17,470
  JPMorgan Chase & Co.  1.896%   3/5/28 CAD       8,850      6,130
  JPMorgan Chase & Co.  1.638%  5/18/28 EUR       2,284      2,338
  JPMorgan Chase & Co.  1.001%  7/25/31 EUR       7,100      6,654
  JPMorgan Chase & Co.  1.047%  11/4/32 EUR       5,453      5,006
  Kellogg Co.  1.250%  3/10/25 EUR       2,799      2,926
  Kinder Morgan Inc.  2.250%  3/16/27 EUR       3,878      4,049
  KKR Group Finance Co. V LLC  1.625%  5/22/29 EUR       5,487      5,432
3 KKR Group Finance Co. V LLC  1.625%  5/22/29 EUR       1,645      1,629
  Liberty Mutual Group Inc.  2.750%   5/4/26 EUR       7,682      8,297
  LYB International Finance II BV  0.875%  9/17/26 EUR       4,939      4,911
  ManpowerGroup Inc.  1.750%  6/22/26 EUR         250        264
  Mastercard Inc.  2.100%  12/1/27 EUR       4,465      4,839
  Mastercard Inc.  1.000%  2/22/29 EUR       7,300      7,308
  McDonald's Corp.  2.000%   6/1/23 EUR       1,000      1,073
  McDonald's Corp.  1.000% 11/15/23 EUR       9,200      9,752
  McDonald's Corp.  0.625%  1/29/24 EUR       6,900      7,247
  McDonald's Corp.  3.000%   3/8/24 AUD      11,910      8,326
  McDonald's Corp.  2.375% 11/27/24 EUR         100        109
  McDonald's Corp.  3.125%   3/4/25 CAD       5,487      4,202
  McDonald's Corp.  0.900%  6/15/26 EUR         100        102
  McDonald's Corp.  1.875%  5/26/27 EUR         100        106
  McDonald's Corp.  1.750%   5/3/28 EUR       2,000      2,094
  McDonald's Corp.  2.625%  6/11/29 EUR         100        110
  McDonald's Corp.  1.500% 11/28/29 EUR       7,700      7,774
  McDonald's Corp.  2.950%  3/15/34 GBP       3,000      3,584
  McDonald's Corp.  4.125%  6/11/54 GBP         900      1,248
  McKesson Corp.  1.500% 11/17/25 EUR       6,914      7,267
  McKesson Corp.  1.625% 10/30/26 EUR       5,597      5,848
  McKesson Corp.  3.125%  2/17/29 GBP         498        610
  Medtronic Global Holdings SCA  0.250%   7/2/25 EUR       1,591      1,620
  Medtronic Global Holdings SCA  0.375% 10/15/28 EUR      10,896     10,434
77

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Medtronic Global Holdings SCA  1.625%   3/7/31 EUR       4,444      4,496
  Medtronic Global Holdings SCA  1.000%   7/2/31 EUR       1,536      1,463
  Medtronic Global Holdings SCA  0.750% 10/15/32 EUR       5,487      4,943
  Medtronic Global Holdings SCA  2.250%   3/7/39 EUR       1,701      1,645
  Medtronic Global Holdings SCA  1.500%   7/2/39 EUR       5,597      4,799
  Medtronic Global Holdings SCA  1.375% 10/15/40 EUR       2,634      2,163
  Medtronic Global Holdings SCA  1.750%   7/2/49 EUR       8,396      6,729
  Medtronic Global Holdings SCA  1.625% 10/15/50 EUR       5,158      3,942
  Merck & Co. Inc.  0.500%  11/2/24 EUR       5,443      5,650
  Merck & Co. Inc.  1.875% 10/15/26 EUR       1,810      1,939
  Merck & Co. Inc.  2.500% 10/15/34 EUR       2,886      3,106
  Merck & Co. Inc.  1.375%  11/2/36 EUR       1,316      1,217
  MetLife Inc.  5.375%  12/9/24 GBP       2,387      3,171
  MetLife Inc.  0.769%  5/23/29 JPY     770,000      5,935
  Metropolitan Life Global Funding I  0.375%   4/9/24 EUR       2,743      2,846
  Metropolitan Life Global Funding I  4.000%  7/13/27 AUD       1,481      1,021
  Metropolitan Life Global Funding I  0.625%  12/8/27 GBP       4,771      5,227
  Metropolitan Life Global Funding I  1.950%  3/20/28 CAD       3,058      2,103
  Metropolitan Life Global Funding I  2.450%  1/12/29 CAD       1,800      1,247
  Metropolitan Life Global Funding I  3.394%   4/9/30 CAD       1,536      1,110
  Microsoft Corp.  3.125%  12/6/28 EUR       7,736      8,946
  Microsoft Corp.  2.625%   5/2/33 EUR       2,194      2,505
  Mohawk Capital Finance SA  1.750%  6/12/27 EUR       1,500      1,546
  Molson Coors Beverage Co.  1.250%  7/15/24 EUR       4,829      5,038
  Molson Coors International LP  2.840%  7/15/23 CAD       2,743      2,112
  Molson Coors International LP  3.440%  7/15/26 CAD       1,563      1,175
3 Mondelez International Holdings Netherlands BV  0.000%  9/22/26 EUR       5,212      5,115
3 Mondelez International Holdings Netherlands BV  0.250%   9/9/29 EUR       3,863      3,568
3 Mondelez International Holdings Netherlands BV  1.250%   9/9/41 EUR       1,690      1,310
  Mondelez International Inc.  3.250%   3/7/25 CAD       1,764      1,349
  Mondelez International Inc.  1.625%   3/8/27 EUR       6,511      6,823
  Mondelez International Inc.  0.250%  3/17/28 EUR      21,730     20,758
  Mondelez International Inc.  0.750%  3/17/33 EUR       6,438      5,622
  Mondelez International Inc.  2.375%   3/6/35 EUR         637        638
  Moody's Corp.  1.750%   3/9/27 EUR       1,651      1,728
  Moody's Corp.  0.950%  2/25/30 EUR       5,292      5,080
  Morgan Stanley  3.000%   2/7/24 CAD       5,482      4,202
  Morgan Stanley  0.637%  7/26/24 EUR      11,084     11,652
  Morgan Stanley  1.342% 10/23/26 EUR       7,408      7,625
  Morgan Stanley  1.375% 10/27/26 EUR       4,000      4,077
  Morgan Stanley  2.625%   3/9/27 GBP       4,795      5,808
  Morgan Stanley  1.875%  4/27/27 EUR       3,267      3,386
  Morgan Stanley  1.779%   8/4/27 CAD       1,609      1,129
  Morgan Stanley  0.406% 10/29/27 EUR       7,930      7,689
  Morgan Stanley  0.495% 10/26/29 EUR      18,219     16,922
  Morgan Stanley  0.497%   2/7/31 EUR      17,670     15,807
  Morgan Stanley  1.102%  4/29/33 EUR       4,829      4,360
  Mylan Inc.  2.125%  5/23/25 EUR       6,000      6,300
  Nasdaq Inc.  1.750%  3/28/29 EUR       5,212      5,259
  Nasdaq Inc.  0.875%  2/13/30 EUR       9,464      8,787
  Nasdaq Inc.  0.900%  7/30/33 EUR       2,655      2,306
  National Grid North America Inc  1.054%  1/20/31 EUR       8,000      7,465
  National Grid North America Inc.  0.750%   8/8/23 EUR         400        422
78

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  National Grid North America Inc.  1.000%  7/12/24 EUR         400        419
  Nestle Holdings Inc.  2.192%  1/26/29 CAD       6,680      4,687
  New York Life Global Funding  1.250% 12/17/26 GBP       4,024      4,682
  New York Life Global Funding  0.250%  1/23/27 EUR       5,487      5,353
  New York Life Global Funding  2.000%  4/17/28 CAD       3,219      2,233
  NextEra Energy Capital Holdings Inc.  2.200%  12/2/26 AUD       2,470      1,585
  Omnicom Capital Holdings plc  2.250% 11/22/33 GBP       1,529      1,662
  Omnicom Finance Holdings plc  0.800%   7/8/27 EUR       5,304      5,251
  Omnicom Finance Holdings plc  1.400%   7/8/31 EUR       2,469      2,371
  Oracle Corp.  3.125%  7/10/25 EUR         548        605
  Parker-Hannifin Corp.  1.125%   3/1/25 EUR       8,555      8,858
  PepsiCo Inc.  0.250%   5/6/24 EUR       3,456      3,606
  PepsiCo Inc.  2.150%   5/6/24 CAD       1,756      1,334
  PepsiCo Inc.  0.750%  3/18/27 EUR       1,096      1,115
  PepsiCo Inc.  0.500%   5/6/28 EUR       6,474      6,369
  PepsiCo Inc.  0.875%  7/18/28 EUR       1,975      1,980
  PepsiCo Inc.  1.125%  3/18/31 EUR       1,043      1,021
  PepsiCo Inc.  0.400%  10/9/32 EUR       6,528      5,770
  PepsiCo Inc.  0.750% 10/14/33 EUR       3,643      3,277
  PepsiCo Inc.  0.875% 10/16/39 EUR       5,432      4,374
  PepsiCo Inc.  1.050%  10/9/50 EUR       1,207        926
  PerkinElmer Inc.  1.875%  7/19/26 EUR       2,523      2,634
  Pfizer Inc.  1.000%   3/6/27 EUR       1,865      1,927
  Pfizer Inc.  2.735%  6/15/43 GBP       5,034      5,879
  Philip Morris International Inc.  0.625%  11/8/24 EUR         767        789
  Philip Morris International Inc.  2.875%  5/14/29 EUR       1,372      1,450
  Philip Morris International Inc.  0.800%   8/1/31 EUR       4,939      4,184
  Philip Morris International Inc.  3.125%   6/3/33 EUR         548        559
  Philip Morris International Inc.  2.000%   5/9/36 EUR       4,390      3,751
  Philip Morris International Inc.  1.875%  11/6/37 EUR       2,963      2,422
  Philip Morris International Inc.  1.450%   8/1/39 EUR       3,402      2,500
  PPG Industries Inc.  0.875%  11/3/25 EUR       1,426      1,456
  PPG Industries Inc.  1.400%  3/13/27 EUR         200        204
  Praxair Inc.  1.200%  2/12/24 EUR       4,390      4,665
  Praxair Inc.  1.625%  12/1/25 EUR      11,276     11,969
  Procter & Gamble Co.  1.125%  11/2/23 EUR       6,376      6,794
  Procter & Gamble Co.  0.500% 10/25/24 EUR       1,645      1,717
  Procter & Gamble Co.  0.625% 10/30/24 EUR       2,250      2,353
  Procter & Gamble Co.  1.375%   5/3/25 GBP       5,377      6,551
  Procter & Gamble Co.  1.200% 10/30/28 EUR       2,579      2,661
  Procter & Gamble Co.  1.800%   5/3/29 GBP       6,927      8,254
  Procter & Gamble Co.  1.250% 10/25/29 EUR       3,841      3,945
  Procter & Gamble Co.  1.875% 10/30/38 EUR       1,316      1,309
  Prologis Euro Finance LLC  0.250%  9/10/27 EUR       9,328      8,802
  Prologis Euro Finance LLC  0.375%   2/6/28 EUR       1,829      1,720
  Prologis Euro Finance LLC  1.875%   1/5/29 EUR         581        589
  Prologis Euro Finance LLC  0.625%  9/10/31 EUR       3,319      2,880
  Prologis Euro Finance LLC  0.500%  2/16/32 EUR       4,497      3,804
  Prologis Euro Finance LLC  1.500%   2/8/34 EUR       1,400      1,265
  Prologis Euro Finance LLC  1.000%   2/6/35 EUR       1,810      1,493
  Prologis Euro Finance LLC  1.000%  2/16/41 EUR       2,330      1,717
  Prologis Euro Finance LLC  1.500%  9/10/49 EUR       1,719      1,265
  Prologis LP  3.000%   6/2/26 EUR         878        970
  Prologis LP  2.250%  6/30/29 GBP       2,369      2,782
  Public Storage  0.500%   9/9/30 EUR       3,541      3,117
79

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Public Storage  0.875%  1/24/32 EUR       3,676      3,242
  Raytheon Technologies Corp.  2.150%  5/18/30 EUR       6,816      6,943
  Realty Income Corp.  1.875%  1/14/27 GBP         724        858
  Realty Income Corp.  1.125%  7/13/27 GBP       6,438      7,305
  Realty Income Corp.  1.750%  7/13/33 GBP       3,943      4,142
  Realty Income Corp.  2.500%  1/14/42 GBP       1,046      1,086
  Schlumberger Finance BV  0.250% 10/15/27 EUR       5,487      5,324
  Schlumberger Finance BV  0.500% 10/15/31 EUR       5,487      4,934
  Schlumberger Finance BV  2.000%   5/6/32 EUR       3,219      3,309
  Schlumberger Finance France SAS  1.000%  2/18/26 EUR       1,865      1,927
  Schneider Electric SE  1.500%   9/8/23 EUR         300        320
  Schneider Electric SE  0.250%   9/9/24 EUR       4,900      5,063
  Schneider Electric SE  0.875%  3/11/25 EUR       1,600      1,664
  Schneider Electric SE  1.500%  1/15/28 EUR       6,000      6,220
  Schneider Electric SE  0.250%  3/11/29 EUR       8,200      7,738
  Simon International Finance SCA  1.125%  3/19/33 EUR       3,621      3,101
  Southern Co.  1.875%  9/15/81 EUR       4,024      3,565
  Southern Power Co.  1.850%  6/20/26 EUR       5,871      6,101
  Stellantis NV  2.000%  3/20/25 EUR       2,000      2,121
  Stellantis NV  3.875%   1/5/26 EUR       9,328     10,359
  Stellantis NV  2.750%  5/15/26 EUR       5,000      5,345
  Stellantis NV  4.500%   7/7/28 EUR      16,677     19,111
  Stellantis NV  1.250%  6/20/33 EUR       8,048      6,650
  Stryker Corp.  1.125% 11/30/23 EUR       1,261      1,338
  Stryker Corp.  0.250%  12/3/24 EUR       2,085      2,135
  Stryker Corp.  2.125% 11/30/27 EUR       1,043      1,104
  Stryker Corp.  2.625% 11/30/30 EUR       1,152      1,233
  Stryker Corp.  1.000%  12/3/31 EUR       6,035      5,582
  Swiss Re Finance UK plc  2.714%   6/4/52 EUR       2,500      2,379
  Sysco Canada Inc.  3.650%  4/25/25 CAD       1,404      1,076
  Thermo Fisher Scientific Finance I BV  0.000% 11/18/25 EUR       4,314      4,305
  Thermo Fisher Scientific Finance I BV  0.800% 10/18/30 EUR       5,072      4,742
  Thermo Fisher Scientific Finance I BV  1.125% 10/18/33 EUR       3,993      3,613
  Thermo Fisher Scientific Finance I BV  1.625% 10/18/41 EUR       8,853      7,399
  Thermo Fisher Scientific Inc.  0.750%  9/12/24 EUR       2,567      2,679
  Thermo Fisher Scientific Inc.  0.125%   3/1/25 EUR       3,512      3,565
  Thermo Fisher Scientific Inc.  2.000%  4/15/25 EUR       3,292      3,520
  Thermo Fisher Scientific Inc.  1.400%  1/23/26 EUR       9,027      9,421
  Thermo Fisher Scientific Inc.  1.750%  4/15/27 EUR       1,645      1,727
  Thermo Fisher Scientific Inc.  0.500%   3/1/28 EUR       1,701      1,647
  Thermo Fisher Scientific Inc.  1.375%  9/12/28 EUR         548        555
  Thermo Fisher Scientific Inc.  2.875%  7/24/37 EUR       3,633      3,760
  Thermo Fisher Scientific Inc.  1.500%  10/1/39 EUR       2,194      1,839
  Thermo Fisher Scientific Inc.  1.875%  10/1/49 EUR       5,981      4,878
  Time Warner Cable LLC  5.250%  7/15/42 GBP       3,237      4,161
  Toyota Motor Credit Corp.  0.625% 11/21/24 EUR         100        104
  Toyota Motor Credit Corp.  0.750% 11/19/26 GBP       4,024      4,630
  Toyota Motor Credit Corp.  0.125%  11/5/27 EUR       8,048      7,710
  Trillium Windpower LP  5.803%  2/15/33 CAD         812        670
  TWDC Enterprises 18 Corp.  2.758%  10/7/24 CAD       5,666      4,321
  United Parcel Service Inc.  0.375% 11/15/23 EUR       4,061      4,261
  United Parcel Service Inc.  2.125%  5/21/24 CAD       3,841      2,913
  United Parcel Service Inc.  1.625% 11/15/25 EUR       6,530      6,917
  United Parcel Service Inc.  1.500% 11/15/32 EUR       1,810      1,806
  United Parcel Service Inc.  5.125%  2/12/50 GBP         900      1,516
80

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Upjohn Finance BV  1.362%  6/23/27 EUR       4,390      4,270
  Upjohn Finance BV  1.908%  6/23/32 EUR       8,390      7,436
  US Bancorp  0.850%   6/7/24 EUR       8,144      8,511
  Utah Acquisition Sub Inc.  3.125% 11/22/28 EUR         647        670
  Ventas Canada Finance Ltd.  2.800%  4/12/24 CAD       3,420      2,604
  Ventas Canada Finance Ltd.  4.125%  9/30/24 CAD         658        513
  Ventas Canada Finance Ltd.  3.300%  12/1/31 CAD       1,368        925
  Verizon Communications Inc.  4.073%  6/18/24 GBP       1,645      2,127
  Verizon Communications Inc.  4.050%  2/17/25 AUD         840        595
  Verizon Communications Inc.  0.875%   4/2/25 EUR       2,688      2,784
  Verizon Communications Inc.  3.250%  2/17/26 EUR       1,426      1,586
  Verizon Communications Inc.  1.375% 10/27/26 EUR       3,841      3,965
  Verizon Communications Inc.  0.875%   4/8/27 EUR      13,699     13,699
  Verizon Communications Inc.  4.500%  8/17/27 AUD       6,910      4,838
  Verizon Communications Inc.  2.375%  3/22/28 CAD       3,219      2,255
  Verizon Communications Inc.  2.350%  3/23/28 AUD       1,600        981
  Verizon Communications Inc.  1.375%  11/2/28 EUR       5,377      5,402
  Verizon Communications Inc.  1.125%  11/3/28 GBP       7,185      7,915
  Verizon Communications Inc.  0.375%  3/22/29 EUR       8,517      7,907
  Verizon Communications Inc.  1.875% 10/26/29 EUR       1,818      1,862
  Verizon Communications Inc.  1.250%   4/8/30 EUR      10,487     10,135
  Verizon Communications Inc.  2.500%  5/16/30 CAD       3,055      2,049
  Verizon Communications Inc.  1.875%  9/19/30 GBP         878        984
  Verizon Communications Inc.  2.500%   4/8/31 GBP         445        517
  Verizon Communications Inc.  2.625%  12/1/31 EUR       1,609      1,708
  Verizon Communications Inc.  0.875%  3/19/32 EUR       4,024      3,603
  Verizon Communications Inc.  0.750%  3/22/32 EUR       7,402      6,543
  Verizon Communications Inc.  1.300%  5/18/33 EUR       4,596      4,201
  Verizon Communications Inc.  1.125%  9/19/35 EUR       4,404      3,789
  Verizon Communications Inc.  3.125%  11/2/35 GBP       2,871      3,376
  Verizon Communications Inc.  3.375% 10/27/36 GBP       6,024      7,304
  Verizon Communications Inc.  2.875%  1/15/38 EUR       5,915      6,099
  Verizon Communications Inc.  1.875%  11/3/38 GBP       3,694      3,602
  Verizon Communications Inc.  1.500%  9/19/39 EUR       1,255      1,045
  Verizon Communications Inc.  3.500%  11/4/39 AUD         800        427
  Verizon Communications Inc.  1.850%  5/18/40 EUR         804        702
  Verizon Communications Inc.  3.625%  5/16/50 CAD       2,474      1,476
  Verizon Communications Inc.  4.050%  3/22/51 CAD         851        547
  VF Corp.  0.625%  9/20/23 EUR       2,963      3,121
  VF Corp.  0.250%  2/25/28 EUR         823        780
  Wabtec Transportation Netherlands BV  1.250%  12/3/27 EUR       2,293      2,235
  Walgreens Boots Alliance Inc.  3.600% 11/20/25 GBP         726        929
  Walmart Inc.  2.550%   4/8/26 EUR       1,043      1,141
  Walmart Inc.  4.875%  9/21/29 EUR       5,898      7,437
  Walmart Inc.  5.625%  3/27/34 GBP       8,140     12,895
  Walmart Inc.  5.250%  9/28/35 GBP         548        852
  Walt Disney Co.  3.057%  3/30/27 CAD       7,769      5,763
  Waste Management of Canada Corp.  2.600%  9/23/26 CAD       2,047      1,501
  Wells Fargo & Co.  2.250%   5/2/23 EUR       8,944      9,608
  Wells Fargo & Co.  2.509% 10/27/23 CAD       6,041      4,621
  Wells Fargo & Co.  0.500%  11/2/23 CHF      10,970     11,266
  Wells Fargo & Co.  2.125% 12/20/23 GBP         518        641
  Wells Fargo & Co.  3.184%   2/8/24 CAD       2,743      2,110
  Wells Fargo & Co.  3.874%  5/21/25 CAD       1,891      1,448
  Wells Fargo & Co.  1.625%   6/2/25 EUR       2,743      2,868
81

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Wells Fargo & Co.  2.000%  7/28/25 GBP      15,035     18,168
  Wells Fargo & Co.  2.000%  4/27/26 EUR      10,975     11,476
  Wells Fargo & Co.  2.975%  5/19/26 CAD       5,542      4,097
  Wells Fargo & Co.  1.375% 10/26/26 EUR       7,298      7,399
  Wells Fargo & Co.  1.000%   2/2/27 EUR      12,965     12,866
  Wells Fargo & Co.  2.493%  2/18/27 CAD       3,014      2,148
  Wells Fargo & Co.  1.500%  5/24/27 EUR      10,975     11,110
  Wells Fargo & Co.  3.500%  9/12/29 GBP       2,375      2,951
  Wells Fargo & Co.  1.741%   5/4/30 EUR       5,487      5,433
  Wells Fargo & Co.  0.625%  8/14/30 EUR       4,390      3,917
  Wells Fargo & Co.  4.625%  11/2/35 GBP       1,363      1,839
  Wells Fargo Bank NA  5.250%   8/1/23 GBP       5,100      6,571
  Welltower Inc.  4.800% 11/20/28 GBP       4,005      5,416
  Welltower Inc.  4.500%  12/1/34 GBP       2,634      3,482
  Westlake Chemical Corp.  1.625%  7/17/29 EUR       2,000      1,957
  Whirlpool Finance Luxembourg Sarl  1.250%  11/2/26 EUR       5,871      5,954
  Whirlpool Finance Luxembourg Sarl  1.100%  11/9/27 EUR       1,975      1,945
  WPC Eurobond BV  2.250%  7/19/24 EUR       3,456      3,658
  WPC Eurobond BV  2.250%   4/9/26 EUR       2,250      2,344
  WPC Eurobond BV  2.125%  4/15/27 EUR       6,695      6,826
  WPC Eurobond BV  1.350%  4/15/28 EUR       4,939      4,736
  WPC Eurobond BV  0.950%   6/1/30 EUR       1,976      1,719
  Zimmer Biomet Holdings Inc.  1.414% 12/13/22 EUR       3,237      3,438
                   2,632,643
Total Corporate Bonds (Cost $20,332,707)     17,695,870
Sovereign Bonds (78.3%)      
Australia (3.0%)                           
  Australian Capital Territory  4.000%  5/22/24 AUD       2,730      1,972
  Australian Capital Territory  1.250%  5/22/25 AUD         680        457
  Australian Capital Territory  2.500%  5/21/26 AUD       1,090        751
  Australian Capital Territory  3.000%  4/18/28 AUD         320        222
  Australian Capital Territory  2.250%  5/22/29 AUD       5,490      3,584
  Australian Capital Territory  1.750%  5/17/30 AUD       1,200        744
  Australian Capital Territory  1.750% 10/23/31 AUD         480        289
  Commonwealth of Australia  5.500%  4/21/23 AUD      55,226     40,373
  Commonwealth of Australia  2.750%  4/21/24 AUD      21,950     15,579
  Commonwealth of Australia  0.250% 11/21/24 AUD     183,258    121,990
  Commonwealth of Australia  3.250%  4/21/25 AUD     140,756    100,853
  Commonwealth of Australia  0.250% 11/21/25 AUD     150,737     97,264
  Commonwealth of Australia  4.250%  4/21/26 AUD     114,411     85,027
  Commonwealth of Australia  0.500%  9/21/26 AUD     135,266     86,191
  Commonwealth of Australia  4.750%  4/21/27 AUD     123,540     94,528
  Commonwealth of Australia  2.750% 11/21/27 AUD      89,592     62,549
  Commonwealth of Australia  2.250%  5/21/28 AUD     125,838     85,202
  Commonwealth of Australia  2.750% 11/21/28 AUD     160,627    111,521
  Commonwealth of Australia  3.250%  4/21/29 AUD     159,066    113,772
  Commonwealth of Australia  2.750% 11/21/29 AUD     127,565     88,244
  Commonwealth of Australia  2.500%  5/21/30 AUD     135,565     91,804
  Commonwealth of Australia  1.000% 12/21/30 AUD     144,862     86,136
  Commonwealth of Australia  1.500%  6/21/31 AUD     115,751     71,292
  Commonwealth of Australia  1.000% 11/21/31 AUD     117,248     68,371
  Commonwealth of Australia  1.250%  5/21/32 AUD     143,002     84,722
  Commonwealth of Australia  1.750% 11/21/32 AUD      54,487     33,655
  Commonwealth of Australia  4.500%  4/21/33 AUD      53,517     42,473
82

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Commonwealth of Australia  3.000% 11/21/33 AUD      56,000     38,914
  Commonwealth of Australia  2.750%  6/21/35 AUD      51,234     34,235
  Commonwealth of Australia  3.750%  4/21/37 AUD      47,064     35,021
  Commonwealth of Australia  3.250%  6/21/39 AUD      40,122     27,849
  Commonwealth of Australia  2.750%  5/21/41 AUD      53,795     34,332
  Commonwealth of Australia  3.000%  3/21/47 AUD      41,489     26,997
  Commonwealth of Australia  1.750%  6/21/51 AUD      66,827     32,344
  National Housing Finance and Investment Corp.  2.380%  3/28/29 AUD       1,600      1,062
  National Housing Finance and Investment Corp.  2.335%  6/30/36 AUD       4,020      2,389
  New South Wales Treasury Corp.  1.000%   2/8/24 AUD      17,011     11,715
  New South Wales Treasury Corp.  5.000%  8/20/24 AUD      18,218     13,526
  New South Wales Treasury Corp.  1.250%  3/20/25 AUD      21,950     14,804
  New South Wales Treasury Corp.  4.000%  5/20/26 AUD       5,268      3,845
  New South Wales Treasury Corp.  3.000%  5/20/27 AUD      71,872     50,275
  New South Wales Treasury Corp.  3.000%  3/20/28 AUD      68,898     47,927
  New South Wales Treasury Corp.  3.000% 11/15/28 AUD      10,975      7,625
  New South Wales Treasury Corp.  3.000%  4/20/29 AUD      12,620      8,718
  New South Wales Treasury Corp.  3.000%  2/20/30 AUD      30,707     21,084
  New South Wales Treasury Corp.  1.250% 11/20/30 AUD       8,048      4,766
  New South Wales Treasury Corp.  2.000%  3/20/31 AUD      22,913     14,328
  New South Wales Treasury Corp.  1.500%  2/20/32 AUD      46,096     27,077
  New South Wales Treasury Corp.  2.000%   3/8/33 AUD      21,816     13,230
  New South Wales Treasury Corp.  3.500%  3/20/34 AUD         454        316
  New South Wales Treasury Corp.  3.500% 11/20/37 AUD       4,024      2,748
  New South Wales Treasury Corp.  2.250% 11/20/40 AUD      12,255      6,729
  New South Wales Treasury Corp.  2.450%  8/24/50 AUD         281        146
  Northern Territory Treasury Corp.  2.750% 10/21/24 AUD       3,000      2,106
  Northern Territory Treasury Corp.  2.750%  4/21/27 AUD       5,600      3,862
  Northern Territory Treasury Corp.  3.500%  4/21/28 AUD       1,000        714
  Northern Territory Treasury Corp.  3.500%  5/21/30 AUD       2,500      1,755
  Northern Territory Treasury Corp.  2.000%  4/21/31 AUD         600        369
  Northern Territory Treasury Corp.  3.750%  4/21/33 AUD       4,000      2,773
3 Queensland Treasury Corp.  4.250%  7/21/23 AUD      27,821     20,126
3 Queensland Treasury Corp.  3.000%  3/22/24 AUD       7,408      5,269
  Queensland Treasury Corp.  5.750%  7/22/24 AUD      25,352     19,040
3 Queensland Treasury Corp.  4.750%  7/21/25 AUD      27,159     20,186
3 Queensland Treasury Corp.  3.250%  7/21/26 AUD      34,296     24,311
3 Queensland Treasury Corp.  2.750%  8/20/27 AUD      44,083     30,401
3 Queensland Treasury Corp.  3.250%  7/21/28 AUD      43,431     30,594
3 Queensland Treasury Corp.  3.250%  8/21/29 AUD      25,432     17,818
3 Queensland Treasury Corp.  3.500%  8/21/30 AUD      43,890     31,182
3 Queensland Treasury Corp.  1.750%  8/21/31 AUD      19,164     11,636
3 Queensland Treasury Corp.  1.500%   3/2/32 AUD      10,000      5,896
3 Queensland Treasury Corp.  1.500%  8/20/32 AUD      16,096      9,364
  Queensland Treasury Corp.  6.500%  3/14/33 AUD       4,554      4,057
3 Queensland Treasury Corp.  1.750%  7/20/34 AUD      16,372      9,360
3 Queensland Treasury Corp.  2.250%  4/16/40 AUD       8,231      4,598
3 Queensland Treasury Corp.  2.250% 11/20/41 AUD       8,121      4,440
3 Queensland Treasury Corp.  4.200%  2/20/47 AUD       4,313      3,175
  South Australian Government Financing Authority  4.250% 11/20/23 AUD       2,743      1,989
  South Australian Government Financing Authority  2.250%  8/15/24 AUD       9,602      6,694
83

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  South Australian Government Financing Authority  2.750%  4/16/25 AUD       6,035      4,233
  South Australian Government Financing Authority  3.000%  7/20/26 AUD       4,527      3,178
  South Australian Government Financing Authority  3.000%  9/20/27 AUD         686        479
  South Australian Government Financing Authority  3.000%  5/24/28 AUD      10,049      6,977
  South Australian Government Financing Authority  2.750%  5/24/30 AUD      16,911     11,346
  South Australian Government Financing Authority  1.750%  5/24/32 AUD      15,414      9,239
  South Australian Government Financing Authority  2.000%  5/23/36 AUD       5,633      3,187
  Tasmanian Public Finance Corp.  3.250%  2/19/26 AUD       5,269      3,722
  Tasmanian Public Finance Corp.  3.250%  1/24/28 AUD         823        576
  Tasmanian Public Finance Corp.  2.000%  1/24/30 AUD         845        535
  Tasmanian Public Finance Corp.  2.250%  1/22/32 AUD       4,024      2,523
  Treasury Corp. of Victoria  5.500% 12/17/24 AUD       7,682      5,784
  Treasury Corp. of Victoria  0.500% 11/20/25 AUD      12,072      7,775
  Treasury Corp. of Victoria  5.500% 11/17/26 AUD      28,535     22,140
  Treasury Corp. of Victoria  1.250% 11/19/27 AUD      13,634      8,652
  Treasury Corp. of Victoria  3.000% 10/20/28 AUD      20,921     14,492
  Treasury Corp. of Victoria  2.500% 10/22/29 AUD      39,260     26,057
  Treasury Corp. of Victoria  1.500% 11/20/30 AUD      36,302     21,905
  Treasury Corp. of Victoria  1.500%  9/10/31 AUD      40,975     24,252
  Treasury Corp. of Victoria  4.250% 12/20/32 AUD      23,138     17,304
  Treasury Corp. of Victoria  2.250%  9/15/33 AUD       8,048      4,931
  Treasury Corp. of Victoria  2.250% 11/20/34 AUD      29,267     17,620
  Treasury Corp. of Victoria  2.000%  9/17/35 AUD       8,048      4,621
  Treasury Corp. of Victoria  2.000% 11/20/37 AUD       8,048      4,438
  Treasury Corp. of Victoria  2.250% 11/20/41 AUD      16,434      8,911
  Western Australian Treasury Corp.  6.000% 10/16/23 AUD       5,487      4,072
  Western Australian Treasury Corp.  2.500%  7/23/24 AUD      26,337     18,488
  Western Australian Treasury Corp.  5.000%  7/23/25 AUD       8,505      6,371
  Western Australian Treasury Corp.  3.000% 10/21/26 AUD      13,628      9,558
  Western Australian Treasury Corp.  3.000% 10/21/27 AUD       5,487      3,828
  Western Australian Treasury Corp.  3.250%  7/20/28 AUD      17,519     12,346
  Western Australian Treasury Corp.  2.750%  7/24/29 AUD       7,967      5,404
  Western Australian Treasury Corp.  1.500% 10/22/30 AUD      20,000     12,111
  Western Australian Treasury Corp.  1.750% 10/22/31 AUD      16,956     10,312
  Western Australian Treasury Corp.  2.000% 10/24/34 AUD       8,410      4,950
  Western Australian Treasury Corp.  2.250%  7/23/41 AUD       3,219      1,768
                   2,667,367
Austria (1.0%)                           
  Autobahnen- und Schnell- strassen-Finanzierungs AG  0.250% 10/18/24 EUR      18,656     19,292
  Autobahnen- und Schnell- strassen-Finanzierungs AG  3.375%  9/22/25 EUR       1,096      1,235
  Autobahnen- und Schnell- strassen-Finanzierungs AG  0.100%   7/9/29 EUR       4,939      4,685
  Autobahnen- und Schnell- strassen-Finanzierungs AG  0.125%   6/2/31 EUR       4,000      3,656
  Autobahnen- und Schnell- strassen-Finanzierungs AG  2.750%  6/11/32 EUR         400        459
84

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Autobahnen- und Schnell- strassen-Finanzierungs AG  2.750%  6/20/33 EUR         658        757
2 Oesterreichische Kontrollbank AG  2.625% 11/22/24 CHF      16,790     18,194
2 Oesterreichische Kontrollbank AG  3.200%  8/25/25 AUD         823        574
2 Oesterreichische Kontrollbank AG  0.000%  10/8/26 EUR       2,743      2,731
2 Oesterreichische Kontrollbank AG  2.875%  2/25/30 CHF       2,465      2,859
3 Republic of Austria  0.000%  7/15/23 EUR      14,308     15,093
3 Republic of Austria  1.750% 10/20/23 EUR      27,947     30,204
3 Republic of Austria  0.000%  7/15/24 EUR      38,412     40,227
3 Republic of Austria  1.650% 10/21/24 EUR       3,726      4,061
3 Republic of Austria  0.000%  4/20/25 EUR     172,314    178,445
3 Republic of Austria  0.750% 10/20/26 EUR      42,363     44,505
3 Republic of Austria  0.500%  4/20/27 EUR      22,499     23,261
3 Republic of Austria  0.750%  2/20/28 EUR      13,718     14,260
3 Republic of Austria  0.500%  2/20/29 EUR      83,890     84,686
3 Republic of Austria  0.000%  2/20/30 EUR       3,662      3,494
3 Republic of Austria  0.000%  2/20/31 EUR      58,903     55,087
3 Republic of Austria  0.900%  2/20/32 EUR     111,007    110,888
3 Republic of Austria  2.400%  5/23/34 EUR       3,104      3,601
3 Republic of Austria  5.375%  12/1/34 CAD         890        794
3 Republic of Austria  0.250% 10/20/36 EUR      86,674     74,970
3 Republic of Austria  0.000% 10/20/40 EUR      36,852     29,298
3 Republic of Austria  3.150%  6/20/44 EUR      27,568     37,560
3 Republic of Austria  1.500%  2/20/47 EUR      29,588     30,263
3 Republic of Austria  0.750%  3/20/51 EUR      33,839     28,235
3 Republic of Austria  3.800%  1/26/62 EUR       6,090     10,082
3 Republic of Austria  0.700%  4/20/71 EUR      16,096     10,801
3 Republic of Austria  1.500%  11/2/86 EUR      13,405     12,048
3 Republic of Austria  2.100%  9/20/17 EUR      13,249     14,042
3 Republic of Austria  0.850%  6/30/20 EUR      19,937     11,046
                   921,393
Belgium (1.7%)                           
  Kingdom of Belgium  2.250%  6/22/23 EUR      38,406     41,604
3 Kingdom of Belgium  0.500% 10/22/24 EUR      28,535     30,117
3 Kingdom of Belgium  0.800%  6/22/25 EUR     119,723    126,911
3 Kingdom of Belgium  1.000%  6/22/26 EUR     146,309    155,688
3 Kingdom of Belgium  0.800%  6/22/27 EUR     119,855    125,584
3 Kingdom of Belgium  0.000% 10/22/27 EUR      88,593     88,611
3 Kingdom of Belgium  0.900%  6/22/29 EUR      89,023     92,199
3 Kingdom of Belgium  0.100%  6/22/30 EUR     104,262     99,998
3 Kingdom of Belgium  1.000%  6/22/31 EUR      14,925     15,231
3 Kingdom of Belgium  0.000% 10/22/31 EUR      89,628     82,352
  Kingdom of Belgium  4.000%  3/28/32 EUR      22,124     28,817
3 Kingdom of Belgium  0.350%  6/22/32 EUR     118,000    110,528
3 Kingdom of Belgium  1.250%  4/22/33 EUR       3,917      4,044
3 Kingdom of Belgium  3.000%  6/22/34 EUR      14,190     17,218
3 Kingdom of Belgium  5.000%  3/28/35 EUR       2,430      3,539
3 Kingdom of Belgium  1.450%  6/22/37 EUR      35,449     35,619
3 Kingdom of Belgium  1.900%  6/22/38 EUR      69,494     74,289
3 Kingdom of Belgium  0.400%  6/22/40 EUR      68,726     56,054
  Kingdom of Belgium  3.750%  6/22/45 EUR      30,974     43,387
3 Kingdom of Belgium  1.600%  6/22/47 EUR      16,477     16,047
3 Kingdom of Belgium  1.700%  6/22/50 EUR      28,932     28,546
3 Kingdom of Belgium  1.400%  6/22/53 EUR     114,300    103,039
3 Kingdom of Belgium  2.250%  6/22/57 EUR       8,560      9,524
85

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
3 Kingdom of Belgium  2.150%  6/22/66 EUR       5,957      6,448
3 Kingdom of Belgium  0.650%  6/22/71 EUR      37,277     22,070
  Ministeries Van de Vlaamse Gemeenschap  0.375% 10/13/26 EUR       2,700      2,761
  Ministeries Van de Vlaamse Gemeenschap  0.010%  6/23/27 EUR         800        796
  Ministeries Van de Vlaamse Gemeenschap  1.000% 10/13/36 EUR       5,600      5,337
  Ministeries Van de Vlaamse Gemeenschap  1.500%  7/12/38 EUR       1,600      1,571
  Ministeries Van de Vlaamse Gemeenschap  1.875%   6/2/42 EUR       1,900      1,928
  Ministeries Van de Vlaamse Gemeenschap  1.500%  4/11/44 EUR       1,700      1,597
  Ministeries Van de Vlaamse Gemeenschap  1.000%  1/23/51 EUR       9,000      7,192
  Region Wallonne Belgium  0.050%  6/22/25 EUR       7,700      7,891
  Region Wallonne Belgium  0.250%   5/3/26 EUR      28,100     28,683
  Region Wallonne Belgium  0.500%   4/8/30 EUR       6,600      6,390
  Region Wallonne Belgium  0.375% 10/22/31 EUR       2,600      2,405
  Region Wallonne Belgium  1.250%   5/3/34 EUR       8,500      8,329
  Region Wallonne Belgium  0.650%  1/16/51 EUR       2,000      1,381
  Region Wallonne Belgium  1.250%  6/22/71 EUR       2,400      1,683
                   1,495,408
Bulgaria (0.0%)                           
  Republic of Bulgaria  2.950%   9/3/24 EUR         518        565
  Republic of Bulgaria  2.625%  3/26/27 EUR       1,645      1,788
  Republic of Bulgaria  3.000%  3/21/28 EUR      13,716     15,097
  Republic of Bulgaria  3.125%  3/26/35 EUR       2,743      2,884
  Republic of Bulgaria  1.375%  9/23/50 EUR       3,841      2,656
                   22,990
Canada (4.9%)                           
  British Columbia Municipal Finance Authority  2.800%  12/3/23 CAD       3,360      2,620
  British Columbia Municipal Finance Authority  2.150%   6/3/24 CAD       2,957      2,266
  British Columbia Municipal Finance Authority  2.950% 10/14/24 CAD       3,284      2,554
  British Columbia Municipal Finance Authority  1.100%   6/1/25 CAD       3,292      2,419
  British Columbia Municipal Finance Authority  2.650%  10/2/25 CAD       7,567      5,812
  British Columbia Municipal Finance Authority  2.500%  4/19/26 CAD         210        159
  British Columbia Municipal Finance Authority  1.350%  6/30/26 CAD         804        583
  British Columbia Municipal Finance Authority  3.050% 10/23/28 CAD       4,181      3,191
  British Columbia Municipal Finance Authority  2.550%  10/9/29 CAD         655        478
  British Columbia Municipal Finance Authority  2.300%  4/15/31 CAD       2,012      1,413
  Canada  0.250%   5/1/23 CAD      45,001     34,243
  Canada  1.500%   6/1/23 CAD      16,562     12,749
  Canada  8.000%   6/1/23 CAD         603        496
  Canada  0.250%   8/1/23 CAD      66,785     50,528
  Canada  2.000%   9/1/23 CAD      21,138     16,333
  Canada  0.500%  11/1/23 CAD     139,200    105,063
  Canada  0.750%   2/1/24 CAD      73,365     55,255
  Canada  2.250%   3/1/24 CAD      20,096     15,536
  Canada  0.250%   4/1/24 CAD      66,900     49,749
  Canada  2.500%   6/1/24 CAD       3,293      2,554
  Canada  1.500%   9/1/24 CAD      69,190     52,433
86

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Canada  1.500%   4/1/25 CAD      89,600     67,351
  Canada  2.250%   6/1/25 CAD       7,420      5,693
  Canada  9.000%   6/1/25 CAD       6,584      6,066
  Canada  0.500%   9/1/25 CAD      43,691     31,587
  Canada  0.250%   3/1/26 CAD     138,487     98,044
  Canada  1.000%   9/1/26 CAD      57,561     41,592
  Canada  1.250%   3/1/27 CAD         582        422
  Canada  1.000%   6/1/27 CAD      27,300     19,508
  Canada  8.000%   6/1/27 CAD       2,799      2,717
  Canada  2.000%   6/1/28 CAD      25,900     19,298
  Canada  2.250%   6/1/29 CAD      16,026     12,031
  Canada  5.750%   6/1/29 CAD      22,160     20,475
  Canada  2.250%  12/1/29 CAD      22,600     16,968
  Canada  1.250%   6/1/30 CAD      67,726     46,615
  Canada  0.500%  12/1/30 CAD      87,044     55,536
  Canada  1.500%   6/1/31 CAD     108,241     74,984
  Canada  1.500%  12/1/31 CAD      98,160     67,580
  Canada  2.000%   6/1/32 CAD      45,200     32,391
  Canada  5.750%   6/1/33 CAD      58,085     57,139
  Canada  5.000%   6/1/37 CAD      26,054     25,374
  Canada  4.000%   6/1/41 CAD      44,118     39,777
  Canada  3.500%  12/1/45 CAD      12,302     10,611
  Canada  2.750%  12/1/48 CAD      40,740     31,299
  Canada  2.000%  12/1/51 CAD     110,219     71,996
  Canada  1.750%  12/1/53 CAD      69,632     42,285
  Canada  2.750%  12/1/64 CAD      22,758     17,274
  Canada Housing Trust No 1  2.450% 12/15/31 CAD      13,600      9,773
3 Canada Housing Trust No. 1  2.350%  6/15/23 CAD      33,065     25,709
3 Canada Housing Trust No. 1  2.350%  9/15/23 CAD      36,570     28,685
3 Canada Housing Trust No. 1  3.150%  9/15/23 CAD      11,670      9,251
3 Canada Housing Trust No. 1  2.550% 12/15/23 CAD      36,315     28,220
3 Canada Housing Trust No. 1  2.900%  6/15/24 CAD      51,645     40,227
3 Canada Housing Trust No. 1  1.800% 12/15/24 CAD      38,875     29,372
3 Canada Housing Trust No. 1  2.550%  3/15/25 CAD      25,405     19,490
3 Canada Housing Trust No. 1  0.950%  6/15/25 CAD      45,990     33,531
3 Canada Housing Trust No. 1  1.950% 12/15/25 CAD      40,935     30,715
3 Canada Housing Trust No. 1  2.250% 12/15/25 CAD      11,915      9,035
3 Canada Housing Trust No. 1  1.250%  6/15/26 CAD      40,905     29,746
3 Canada Housing Trust No. 1  1.900%  9/15/26 CAD      17,485     12,991
3 Canada Housing Trust No. 1  1.100% 12/15/26 CAD      16,095     11,464
3 Canada Housing Trust No. 1  1.550% 12/15/26 CAD      13,275      9,652
3 Canada Housing Trust No. 1  2.350%  6/15/27 CAD      40,770     30,653
3 Canada Housing Trust No. 1  2.350%  3/15/28 CAD      11,480      8,561
3 Canada Housing Trust No. 1  2.650%  3/15/28 CAD      31,780     24,095
3 Canada Housing Trust No. 1  2.650% 12/15/28 CAD      13,785     10,384
3 Canada Housing Trust No. 1  2.100%  9/15/29 CAD      20,765     14,955
3 Canada Housing Trust No. 1  1.750%  6/15/30 CAD      32,520     22,502
3 Canada Housing Trust No. 1  1.100%  3/15/31 CAD      10,550      6,793
3 Canada Housing Trust No. 1  1.400%  3/15/31 CAD      15,605     10,325
3 Canada Housing Trust No. 1  1.900%  3/15/31 CAD      11,340      7,839
3 Canada Housing Trust No. 1  1.600% 12/15/31 CAD      32,990     22,023
3 Canada Housing Trust No. 1  2.150% 12/15/31 CAD      12,110      8,474
  Canada Post Corp.  4.080%  7/16/25 CAD       4,887      3,923
  Canada Post Corp.  4.360%  7/16/40 CAD       2,002      1,731
3 CDP Financial Inc.  1.125%   4/6/27 EUR     131,500    135,982
87

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  City of Montreal  3.500%   9/1/23 CAD       4,087      3,211
  City of Montreal  3.500%   9/1/24 CAD         120         94
  City of Montreal  3.000%   9/1/25 CAD       3,841      2,965
  City of Montreal  3.000%   9/1/27 CAD       2,743      2,101
  City of Montreal  3.150%   9/1/28 CAD       1,673      1,275
  City of Montreal  2.300%   9/1/29 CAD       1,257        901
  City of Montreal  1.750%   9/1/30 CAD       3,281      2,208
  City of Montreal  2.000%   9/1/31 CAD       3,702      2,493
  City of Montreal  4.100%  12/1/34 CAD       1,752      1,383
  City of Montreal  3.150%  12/1/36 CAD       3,284      2,304
  City of Montreal  3.500%  12/1/38 CAD       3,292      2,399
  City of Montreal  2.400%  12/1/41 CAD       2,985      1,808
  City of Montreal  6.000%   6/1/43 CAD       2,226      2,202
  CPPIB Capital Inc.  0.375%  7/25/23 GBP       2,030      2,504
  CPPIB Capital Inc.  0.375%  6/20/24 EUR      18,659     19,420
  CPPIB Capital Inc.  0.250%   4/6/27 EUR       8,450      8,380
  CPPIB Capital Inc.  1.250%  12/7/27 GBP       5,000      5,965
  CPPIB Capital Inc.  3.000%  6/15/28 CAD       4,373      3,343
  CPPIB Capital Inc.  0.875%   2/6/29 EUR      10,517     10,535
  CPPIB Capital Inc.  1.950%  9/30/29 CAD       6,808      4,779
  CPPIB Capital Inc.  0.050%  2/24/31 EUR       5,000      4,511
  CPPIB Capital Inc.  1.500%   3/4/33 EUR       8,367      8,415
  CPPIB Capital Inc.  0.250%  1/18/41 EUR      10,462      7,886
  CPPIB Capital Inc.  0.750%  7/15/49 EUR       2,523      1,992
  CPPIB Capital Inc.  1.625% 10/22/71 GBP       3,300      2,986
  Export Development Canada  2.800%  5/31/23 AUD       3,830      2,717
  Export Development Canada  1.375%  12/8/23 GBP       5,487      6,838
  Export Development Canada  1.650%  7/31/24 CAD       2,285      1,732
  Financement-Quebec  5.250%   6/1/34 CAD       4,653      4,161
  First Nations Finance Authority  3.050%   6/1/28 CAD         568        434
  First Nations Finance Authority  1.710%  6/16/30 CAD       1,835      1,242
  First Nations Finance Authority  2.850%   6/1/32 CAD       3,500      2,520
  Government of the Northwest Territories  2.200%  9/29/51 CAD         548        293
  Greater Sudbury Canada  2.416%  3/12/50 CAD         477        271
  Hydro-Quebec  2.000%   9/1/28 CAD       6,100      4,390
  Hydro-Quebec  6.000%  8/15/31 CAD       5,097      4,722
  Hydro-Quebec  6.500%  1/16/35 CAD       2,280      2,259
  Hydro-Quebec  6.500%  2/15/35 CAD      12,346     12,360
  Hydro-Quebec  6.000%  2/15/40 CAD      12,025     12,014
  Hydro-Quebec  5.000%  2/15/45 CAD      15,458     14,175
  Hydro-Quebec  5.000%  2/15/50 CAD      23,171     21,718
  Hydro-Quebec  4.000%  2/15/55 CAD      25,221     20,477
  Hydro-Quebec  2.100%  2/15/60 CAD      30,713     15,868
3 Labrador-Island Link Funding Trust  3.760%   6/1/33 CAD       4,635      3,647
3 Labrador-Island Link Funding Trust  3.860%  12/1/45 CAD       2,079      1,659
3 Labrador-Island Link Funding Trust  3.850%  12/1/53 CAD       2,602      2,100
  Maritime Link Financing Trust  3.500%  12/1/52 CAD       3,960      2,984
  Municipal Finance Authority of British Columbia  3.300%   4/8/32 CAD       1,800      1,355
  Municipal Finance Authority of British Columbia  2.500%  9/27/41 CAD       1,126        707
3 Muskrat Falls / Labrador Transmission Assets Funding Trust  3.630%   6/1/29 CAD       2,908      2,299
3 Muskrat Falls / Labrador Transmission Assets Funding Trust  3.830%   6/1/37 CAD       1,245        992
88

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
3 Muskrat Falls / Labrador Transmission Assets Funding Trust  3.860%  12/1/48 CAD       3,989      3,177
  Muskrat Falls / Labrador Transmission Assets Funding Trust  3.382%   6/1/57 CAD       2,000      1,488
  New Brunswick F-M Project Co. Inc.  6.470% 11/30/27 CAD         617        509
  Newfoundland & Labrador Hydro  6.650%  8/27/31 CAD       1,096      1,037
  Newfoundland & Labrador Hydro  3.600%  12/1/45 CAD       1,645      1,180
  OMERS Finance Trust  0.450%  5/13/25 EUR       7,408      7,603
  OMERS Finance Trust  1.550%  4/21/27 CAD       3,347      2,382
  OMERS Finance Trust  2.600%  5/14/29 CAD       1,645      1,196
3 OMERS Finance Trust  2.600%  5/14/29 CAD       1,475      1,073
  Ontario Electricity Financial Corp.  8.250%  6/22/26 CAD       7,700      7,127
  Ontario Infrastructure & Lands Corp.  4.700%   6/1/37 CAD         984        821
  Ontario School Boards Financing Corp.  5.483% 11/26/29 CAD         144        119
  Ontario Teachers Finance Trust  0.500%   5/6/25 EUR      21,538     22,193
  Ontario Teachers Finance Trust  0.100%  5/19/28 EUR      28,000     26,879
3 Ontario Teachers Finance Trust  1.850%   5/3/32 EUR      40,000     41,442
  Ontario Teachers Finance Trust  0.900%  5/20/41 EUR       8,370      7,012
  OPB Finance Trust  2.950%   2/2/26 CAD      15,913     12,156
  OPB Finance Trust  2.980%  1/25/27 CAD       2,735      2,071
  Ottawa Ontario  4.600%  7/14/42 CAD       1,043        879
  Ottawa Ontario  3.250% 11/10/47 CAD         976        664
  Ottawa Ontario  3.100%  7/27/48 CAD       1,726      1,138
  Ottawa Ontario  2.500%  5/11/51 CAD       2,151      1,242
  Ottawa Ontario  4.200%  7/30/53 CAD       1,390      1,117
  Province of Alberta  2.650%   9/1/23 CAD       6,035      4,694
  Province of Alberta  3.400%  12/1/23 CAD       1,645      1,293
  Province of Alberta  3.100%   6/1/24 CAD       9,690      7,587
  Province of Alberta  0.625%  4/18/25 EUR       5,817      6,030
  Province of Alberta  2.350%   6/1/25 CAD      14,212     10,809
  Province of Alberta  0.625%  1/16/26 EUR       2,799      2,878
  Province of Alberta  2.200%   6/1/26 CAD      10,975      8,226
  Province of Alberta  3.100% 12/14/26 AUD       1,152        789
  Province of Alberta  2.550%   6/1/27 CAD      20,641     15,552
  Province of Alberta  3.600%  4/11/28 AUD         350        240
  Province of Alberta  2.900%  12/1/28 CAD      13,534     10,243
  Province of Alberta  1.403%  2/20/29 SEK      30,000      2,838
  Province of Alberta  2.900%  9/20/29 CAD       6,859      5,143
  Province of Alberta  2.050%   6/1/30 CAD      25,009     17,467
  Province of Alberta  1.650%   6/1/31 CAD      13,559      8,980
  Province of Alberta  3.500%   6/1/31 CAD       2,523      1,966
  Province of Alberta  3.900%  12/1/33 CAD      10,079      7,983
  Province of Alberta  4.500%  12/1/40 CAD       2,743      2,323
  Province of Alberta  3.450%  12/1/43 CAD      10,466      7,728
  Province of Alberta  3.300%  12/1/46 CAD      16,827     12,060
  Province of Alberta  3.050%  12/1/48 CAD      23,287     15,942
  Province of Alberta  3.100%   6/1/50 CAD      31,085     21,457
  Province of Alberta  2.950%   6/1/52 CAD      15,300     10,388
  Province of British Columbia  3.300% 12/18/23 CAD       7,668      6,021
  Province of British Columbia  4.250% 11/27/24 AUD       1,910      1,375
  Province of British Columbia  2.850%  6/18/25 CAD      15,064     11,640
  Province of British Columbia  2.300%  6/18/26 CAD      10,231      7,698
  Province of British Columbia  2.550%  6/18/27 CAD      12,717      9,588
  Province of British Columbia  2.950% 12/18/28 CAD       9,525      7,235
  Province of British Columbia  5.700%  6/18/29 CAD       7,448      6,620
  Province of British Columbia  2.200%  6/18/30 CAD      17,839     12,609
89

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Province of British Columbia  1.550%  6/18/31 CAD      14,855      9,755
  Province of British Columbia  6.350%  6/18/31 CAD       8,231      7,836
  Province of British Columbia  4.700%  6/18/37 CAD       3,819      3,285
  Province of British Columbia  4.950%  6/18/40 CAD       7,664      6,843
  Province of British Columbia  4.300%  6/18/42 CAD      12,513     10,412
  Province of British Columbia  3.200%  6/18/44 CAD      13,463      9,552
  Province of British Columbia  2.800%  6/18/48 CAD      20,434     13,357
  Province of British Columbia  4.900%  6/18/48 CAD       1,645      1,513
  Province of British Columbia  2.950%  6/18/50 CAD      24,681     16,508
  Province of British Columbia  2.750%  6/18/52 CAD      18,260     11,759
  Province of Manitoba  2.550%   6/2/23 CAD       8,233      6,400
  Province of Manitoba  3.300%   6/2/24 CAD       1,645      1,289
  Province of Manitoba  4.250%   3/3/25 AUD         548        394
  Province of Manitoba  2.450%   6/2/25 CAD       9,786      7,463
  Province of Manitoba  4.400%   9/5/25 CAD       5,731      4,639
  Province of Manitoba  2.550%   6/2/26 CAD      10,426      7,911
  Province of Manitoba  2.600%   6/2/27 CAD      10,340      7,799
  Province of Manitoba  3.000%   6/2/28 CAD       3,255      2,483
  Province of Manitoba  2.750%   6/2/29 CAD       3,518      2,616
  Province of Manitoba  3.250%   9/5/29 CAD       1,245        955
  Province of Manitoba  2.050%   6/2/30 CAD       6,600      4,595
  Province of Manitoba  6.300%   3/5/31 CAD         523        488
  Province of Manitoba  2.050%   6/2/31 CAD       5,798      3,962
  Province of Manitoba  5.700%   3/5/37 CAD       1,645      1,542
  Province of Manitoba  4.600%   3/5/38 CAD       3,113      2,622
  Province of Manitoba  4.650%   3/5/40 CAD       2,194      1,865
  Province of Manitoba  4.100%   3/5/41 CAD       2,743      2,188
  Province of Manitoba  4.400%   3/5/42 CAD       3,566      2,955
  Province of Manitoba  3.350%   3/5/43 CAD       1,096        786
  Province of Manitoba  4.050%   9/5/45 CAD       3,838      3,052
  Province of Manitoba  2.850%   9/5/46 CAD       5,662      3,679
  Province of Manitoba  3.400%   9/5/48 CAD       8,258      5,921
  Province of Manitoba  3.200%   3/5/50 CAD      10,044      6,928
  Province of Manitoba  4.700%   3/5/50 CAD       3,597      3,177
  Province of Manitoba  2.050%   9/5/52 CAD       7,518      3,982
  Province of Manitoba  3.150%   9/5/52 CAD       3,349      2,278
  Province of Manitoba  3.450%   3/5/63 CAD       1,974      1,408
  Province of New Brunswick  2.850%   6/2/23 CAD       5,487      4,278
  Province of New Brunswick  3.650%   6/3/24 CAD       6,035      4,762
  Province of New Brunswick  2.600%  8/14/26 CAD       5,487      4,167
  Province of New Brunswick  2.350%  8/14/27 CAD       4,334      3,219
  Province of New Brunswick  3.100%  8/14/28 CAD       4,529      3,465
  Province of New Brunswick  5.500%  1/27/34 CAD       2,194      1,977
  Province of New Brunswick  4.550%  3/26/37 CAD       3,841      3,215
  Province of New Brunswick  4.800%  9/26/39 CAD       1,327      1,146
  Province of New Brunswick  4.800%   6/3/41 CAD       1,640      1,428
  Province of New Brunswick  3.550%   6/3/43 CAD       3,182      2,342
  Province of New Brunswick  3.800%  8/14/45 CAD       4,884      3,729
  Province of New Brunswick  3.100%  8/14/48 CAD       9,043      6,122
  Province of New Brunswick  3.050%  8/14/50 CAD       6,162      4,109
  Province of New Brunswick  2.900%  8/14/52 CAD       3,851      2,494
  Province of Newfoundland and Labrador  2.300%   6/2/25 CAD       2,743      2,080
  Province of Newfoundland and Labrador  3.000%   6/2/26 CAD       5,487      4,230
  Province of Newfoundland and Labrador  6.150%  4/17/28 CAD         548        487
  Province of Newfoundland and Labrador  2.850%   6/2/28 CAD       8,231      6,211
90

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Province of Newfoundland and Labrador  2.850%   6/2/29 CAD       2,414      1,806
  Province of Newfoundland and Labrador  1.750%   6/2/30 CAD       6,006      4,041
  Province of Newfoundland and Labrador  2.050%   6/2/31 CAD       2,655      1,789
  Province of Newfoundland and Labrador  5.700% 10/17/35 CAD         548        499
  Province of Newfoundland and Labrador  4.650% 10/17/40 CAD       1,958      1,618
  Province of Newfoundland and Labrador  3.300% 10/17/46 CAD       8,343      5,692
  Province of Newfoundland and Labrador  3.700% 10/17/48 CAD       5,983      4,366
  Province of Newfoundland and Labrador  2.650% 10/17/50 CAD       8,087      4,794
  Province of Newfoundland and Labrador  3.150%  12/2/52 CAD       1,965      1,286
  Province of Nova Scotia  2.100%   6/1/27 CAD       7,900      5,817
  Province of Nova Scotia  1.100%   6/1/28 CAD       4,100      2,799
  Province of Nova Scotia  2.000%   9/1/30 CAD       7,298      5,033
  Province of Nova Scotia  6.600%  12/1/31 CAD          36         35
  Province of Nova Scotia  5.800%   6/1/33 CAD       1,096      1,004
  Province of Nova Scotia  4.500%   6/1/37 CAD       2,743      2,284
  Province of Nova Scotia  4.700%   6/1/41 CAD       2,743      2,363
  Province of Nova Scotia  4.400%   6/1/42 CAD       4,016      3,336
  Province of Nova Scotia  3.450%   6/1/45 CAD       3,145      2,279
  Province of Nova Scotia  3.150%  12/1/51 CAD       7,253      4,982
  Province of Nova Scotia  3.500%   6/2/62 CAD       4,620      3,326
  Province of Ontario  2.850%   6/2/23 CAD      42,335     33,021
  Province of Ontario  2.600%   9/8/23 CAD      15,352     11,932
  Province of Ontario  7.500%   2/7/24 CAD       1,410      1,184
  Province of Ontario  1.875%  5/21/24 EUR       2,743      2,943
  Province of Ontario  3.500%   6/2/24 CAD      40,555     31,934
  Province of Ontario  0.375%  6/14/24 EUR      13,279     13,809
  Province of Ontario  4.250%  8/22/24 AUD         545        393
  Province of Ontario  2.300%   9/8/24 CAD      11,304      8,666
  Province of Ontario  0.875%  1/21/25 EUR       2,743      2,871
  Province of Ontario  2.650%   2/5/25 CAD      18,163     13,986
  Province of Ontario  0.625%  4/17/25 EUR       7,253      7,513
  Province of Ontario  2.600%   6/2/25 CAD      45,889     35,162
  Province of Ontario  3.100%  8/26/25 AUD       1,095        762
  Province of Ontario  1.750%   9/8/25 CAD      38,712     28,915
  Province of Ontario  2.400%   6/2/26 CAD      24,298     18,344
  Province of Ontario  1.350%   9/8/26 CAD       6,921      5,003
  Province of Ontario  3.500%  1/27/27 AUD         545        377
  Province of Ontario  1.850%   2/1/27 CAD      10,083      7,403
  Province of Ontario  0.375%   4/8/27 EUR       1,043      1,040
  Province of Ontario  2.600%   6/2/27 CAD      40,881     30,864
  Province of Ontario  7.600%   6/2/27 CAD       8,231      7,705
  Province of Ontario  1.050%   9/8/27 CAD      12,414      8,622
  Province of Ontario  2.900%   6/2/28 CAD      36,729     27,891
  Province of Ontario  6.500%   3/8/29 CAD       9,087      8,407
  Province of Ontario  2.700%   6/2/29 CAD      30,233     22,438
  Province of Ontario  0.250%  6/28/29 CHF       4,825      4,626
  Province of Ontario  1.550%  11/1/29 CAD      38,714     26,352
  Province of Ontario  2.050%   6/2/30 CAD      44,889     31,297
  Province of Ontario  0.010% 11/25/30 EUR      24,386     21,999
  Province of Ontario  1.350%  12/2/30 CAD      42,459     27,707
  Province of Ontario  2.150%   6/2/31 CAD      29,665     20,507
  Province of Ontario  6.200%   6/2/31 CAD       7,133      6,670
  Province of Ontario  0.250%   6/9/31 EUR       2,000      1,816
  Province of Ontario  2.250%  12/2/31 CAD      21,235     14,778
  Province of Ontario  5.850%   3/8/33 CAD      14,788     13,697
91

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Province of Ontario  5.600%   6/2/35 CAD      21,401     19,795
  Province of Ontario  4.700%   6/2/37 CAD      43,295     37,129
  Province of Ontario  4.600%   6/2/39 CAD      41,188     35,063
  Province of Ontario  4.650%   6/2/41 CAD      39,605     34,202
  Province of Ontario  3.500%   6/2/43 CAD      42,963     31,915
  Province of Ontario  3.450%   6/2/45 CAD      53,237     38,993
  Province of Ontario  2.900%  12/2/46 CAD      63,042     41,945
  Province of Ontario  2.800%   6/2/48 CAD      44,374     28,873
  Province of Ontario  2.900%   6/2/49 CAD      44,708     29,553
  Province of Ontario  2.650%  12/2/50 CAD      47,835     29,893
  Province of Ontario  1.900%  12/2/51 CAD      48,489     25,285
  Province of Ontario  2.550%  12/2/52 CAD      22,280     13,597
  Province of Prince Edward Island  3.650%  6/27/42 CAD         878        645
  Province of Prince Edward Island  2.650%  12/1/51 CAD       1,075        650
  Province of Prince Edward Island  3.600%  1/17/53 CAD       1,642      1,196
  Province of Quebec  2.250%  7/17/23 EUR       7,408      7,980
  Province of Quebec  3.000%   9/1/23 CAD      29,807     23,296
  Province of Quebec  1.500% 12/15/23 GBP       4,390      5,476
  Province of Quebec  2.375%  1/22/24 EUR         548        593
  Province of Quebec  2.250%  2/22/24 CAD       2,853      2,204
  Province of Quebec  3.750%   9/1/24 CAD      21,208     16,810
  Province of Quebec  0.875%  1/15/25 EUR       6,200      6,492
  Province of Quebec  4.200%  3/10/25 AUD         826        594
  Province of Quebec  5.350%   6/1/25 CAD       2,743      2,272
  Province of Quebec  2.600%   7/6/25 CAD       5,311      4,075
  Province of Quebec  2.750%   9/1/25 CAD      22,512     17,334
  Province of Quebec  8.500%   4/1/26 CAD       5,487      5,096
  Province of Quebec  3.700%  5/20/26 AUD         453        318
  Province of Quebec  2.500%   9/1/26 CAD      20,577     15,597
  Province of Quebec  1.850%  2/13/27 CAD       3,888      2,861
  Province of Quebec  0.875%   5/4/27 EUR      19,151     19,592
  Province of Quebec  2.750%   9/1/27 CAD      23,145     17,586
  Province of Quebec  0.875%   7/5/28 EUR      22,756     22,921
  Province of Quebec  2.750%   9/1/28 CAD      25,044     18,861
  Province of Quebec  2.300%   9/1/29 CAD      19,481     14,069
  Province of Quebec  6.000%  10/1/29 CAD       8,231      7,454
  Province of Quebec  1.900%   9/1/30 CAD      38,710     26,630
  Province of Quebec  0.000% 10/29/30 EUR      18,107     16,339
  Province of Quebec  0.250%   5/5/31 EUR      11,400     10,395
  Province of Quebec  1.500%   9/1/31 CAD      32,684     21,313
  Province of Quebec  6.250%   6/1/32 CAD      11,835     11,278
  Province of Quebec  3.250%   9/1/32 CAD      10,500      7,912
  Province of Quebec  5.750%  12/1/36 CAD      10,894     10,364
  Province of Quebec  5.000%  12/1/38 CAD      18,971     16,919
  Province of Quebec  5.000%  12/1/41 CAD      30,200     27,327
  Province of Quebec  4.250%  12/1/43 CAD      38,477     31,954
  Province of Quebec  3.500%  12/1/45 CAD      34,529     25,611
  Province of Quebec  3.500%  12/1/48 CAD      40,409     30,040
  Province of Quebec  3.100%  12/1/51 CAD      49,760     34,257
  Province of Quebec  2.850%  12/1/53 CAD      29,413     19,223
  Province of Saskatchewan  3.200%   6/3/24 CAD       5,212      4,077
  Province of Saskatchewan  0.800%   9/2/25 CAD       4,115      2,970
  Province of Saskatchewan  2.550%   6/2/26 CAD       6,106      4,636
  Province of Saskatchewan  2.650%   6/2/27 CAD       5,487      4,150
  Province of Saskatchewan  3.050%  12/2/28 CAD       4,094      3,120
92

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Province of Saskatchewan  5.750%   3/5/29 CAD       3,292      2,919
  Province of Saskatchewan  2.200%   6/2/30 CAD       4,861      3,432
  Province of Saskatchewan  2.150%   6/2/31 CAD       2,812      1,941
  Province of Saskatchewan  6.400%   9/5/31 CAD       3,700      3,505
  Province of Saskatchewan  5.800%   9/5/33 CAD       2,000      1,852
  Province of Saskatchewan  5.000%   3/5/37 CAD         193        173
  Province of Saskatchewan  4.750%   6/1/40 CAD       4,061      3,518
  Province of Saskatchewan  3.400%   2/3/42 CAD       2,743      1,970
  Province of Saskatchewan  3.900%   6/2/45 CAD       4,499      3,529
  Province of Saskatchewan  2.750%  12/2/46 CAD       8,009      5,157
  Province of Saskatchewan  3.300%   6/2/48 CAD       9,285      6,611
  Province of Saskatchewan  3.100%   6/2/50 CAD       9,520      6,499
  Province of Saskatchewan  2.800%  12/2/52 CAD       4,936      3,174
  Province of Saskatchewan  3.750%   3/5/54 CAD       2,082      1,609
  Province of Saskatchewan  2.950%   6/2/58 CAD       1,536        986
  PSP Capital Inc.  2.090% 11/22/23 CAD       2,194      1,691
  PSP Capital Inc.  3.290%   4/4/24 CAD      10,878      8,524
  PSP Capital Inc.  3.000%  11/5/25 CAD       3,387      2,625
  PSP Capital Inc.  2.050%  1/15/30 CAD       7,572      5,337
  Regional Municipality of Peel Ontario  5.100%  6/29/40 CAD       3,830      3,382
  Regional Municipality of Peel Ontario  2.500%  6/16/51 CAD         804        454
  Regional Municipality of York  2.600% 12/15/25 CAD       2,743      2,095
  Regional Municipality of York  2.500%   6/2/26 CAD       1,645      1,248
  Regional Municipality of York  2.350%   6/9/27 CAD           2          1
  Regional Municipality of York  1.700%  5/27/30 CAD       1,626      1,104
  Regional Municipality of York  2.150%  6/22/31 CAD       1,448        997
  Regional Municipality of York  4.000%  5/31/32 CAD         823        652
  Regional Municipality of York  3.650%  5/13/33 CAD       1,701      1,304
  Regional Municipality of York  4.050%   5/1/34 CAD       1,316      1,033
  Royal Office Finance LP  5.209% 11/12/37 CAD       4,022      3,384
  South Coast British Columbia Transportation Authority  3.050%   6/4/25 CAD       3,380      2,621
  South Coast British Columbia Transportation Authority  3.150% 11/16/48 CAD       5,154      3,430
  South Coast British Columbia Transportation Authority  2.650% 10/29/50 CAD         543        322
  TCHC Issuer Trust  5.395%  2/22/40 CAD       1,140      1,019
  Toronto Canada  3.900%  9/29/23 CAD       2,596      2,052
  Toronto Canada  2.450%   2/6/25 CAD       2,592      1,980
  Toronto Canada  2.400%   6/7/27 CAD       2,782      2,084
  Toronto Canada  2.650%  11/9/29 CAD       2,334      1,714
  Toronto Canada  2.950%  4/28/35 CAD       3,429      2,416
  Toronto Canada  5.200%   6/1/40 CAD         668        592
  Toronto Canada  2.150%  8/25/40 CAD       2,777      1,647
  Toronto Canada  4.700%  6/10/41 CAD       1,096        930
  Toronto Canada  3.800% 12/13/42 CAD         388        292
  Toronto Canada  4.150%  3/10/44 CAD       2,705      2,138
  Toronto Canada  3.250%  6/24/46 CAD       2,194      1,488
  Toronto Canada  3.200%   8/1/48 CAD         997        669
  Toronto Canada  2.800% 11/22/49 CAD       3,013      1,873
  Toronto Canada  2.900%  4/29/51 CAD       3,007      1,910
  Vancouver Canada  3.700% 10/18/52 CAD         702        519
  Winnipeg Canada  4.100%   6/1/45 CAD         548        433
  Winnipeg Canada  4.300% 11/15/51 CAD       2,281      1,867
                   4,411,922
93

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Chile (0.1%)                           
3 Bonos de la Tesoreria de la Republica en pesos  5.800%   6/1/24 CLP   8,175,000      9,207
  Bonos de la Tesoreria de la Republica en pesos  2.500%   3/1/25 CLP  13,250,000     13,680
  Bonos de la Tesoreria de la Republica en pesos  4.500%   3/1/26 CLP  18,940,000     20,458
3 Bonos de la Tesoreria de la Republica en pesos  5.000%  10/1/28 CLP  10,500,000     11,188
3 Bonos de la Tesoreria de la Republica en pesos  4.700%   9/1/30 CLP  11,650,000     11,859
  Bonos de la Tesoreria de la Republica en pesos  5.000%   3/1/35 CLP  10,750,000     10,913
  Bonos de la Tesoreria de la Republica en pesos  6.000%   1/1/43 CLP  15,000,000     16,759
  Republic of Chile  1.625%  1/30/25 EUR       3,084      3,256
  Republic of Chile  1.750%  1/20/26 EUR         100        105
  Republic of Chile  0.100%  1/26/27 EUR       6,438      6,164
  Republic of Chile  1.440%   2/1/29 EUR       2,469      2,447
  Republic of Chile  0.830%   7/2/31 EUR       6,059      5,451
  Republic of Chile  1.300%  7/26/36 EUR       4,346      3,716
  Republic of Chile  1.250%  1/29/40 EUR       5,268      4,238
  Republic of Chile  1.250%  1/22/51 EUR       6,437      4,482
                   123,923
China (1.1%)                           
  Agricultural Development Bank of China  3.060%   8/5/23 CNY     100,000     15,331
  Agricultural Development Bank of China  3.190%   3/3/24 CNY     150,000     23,073
  Agricultural Development Bank of China  4.000% 11/12/25 CNY      39,900      6,307
  Agricultural Development Bank of China  3.630%  7/19/26 CNY      50,000      7,818
  Agricultural Development Bank of China  3.750%  1/25/29 CNY     375,200     59,282
  Agricultural Development Bank of China  3.520%  5/24/31 CNY      20,000      3,124
  Agricultural Development Bank of China  3.300%  11/5/31 CNY     100,000     15,366
  China Development Bank  0.875%  1/24/24 EUR         878        922
  China Development Bank  3.300%   2/1/24 CNY     299,900     46,244
  China Development Bank  3.340%  7/14/25 CNY      30,000      4,655
  China Development Bank  3.680%  2/26/26 CNY     391,800     61,513
  China Development Bank  3.300%   3/3/26 CNY      10,000      1,549
  China Development Bank  3.500%  8/13/26 CNY     375,300     58,537
  China Development Bank  3.430%  1/14/27 CNY      50,000      7,776
  China Development Bank  3.390%  7/10/27 CNY     100,000     15,489
  China Development Bank  3.400%   1/8/28 CNY     100,000     15,506
  China Development Bank  3.450%  9/20/29 CNY      50,000      7,755
  China Development Bank  3.070%  3/10/30 CNY      50,000      7,556
  China Development Bank  3.700% 10/20/30 CNY      50,000      7,897
  China Development Bank  3.660%   3/1/31 CNY      60,000      9,459
  China Development Bank  3.410%   6/7/31 CNY     150,000     23,244
  China Development Bank  3.120%  9/13/31 CNY      40,000      6,075
  China Development Bank  4.010%   1/9/37 CNY      74,900     12,193
  China Government Bond  2.360%   7/2/23 CNY      50,000      7,612
  China Government Bond  3.290% 10/18/23 CNY     429,800     66,260
  China Government Bond  2.880%  11/5/23 CNY      50,000      7,665
  China Government Bond  2.470%   9/2/24 CNY     115,000     17,484
  China Government Bond  3.020% 10/22/25 CNY      85,000     13,127
  China Government Bond  3.220%  12/6/25 CNY     243,600     37,879
  China Government Bond  3.250%   6/6/26 CNY     242,800     37,858
  China Government Bond  2.740%   8/4/26 CNY      85,000     12,995
94

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  China Government Bond  0.125% 11/12/26 EUR       2,500      2,457
  China Government Bond  3.120%  12/5/26 CNY     100,000     15,523
  China Government Bond  2.850%   6/4/27 CNY     150,000     22,990
  China Government Bond  3.010%  5/13/28 CNY     160,000     24,615
  China Government Bond  2.910% 10/14/28 CNY     240,000     36,649
  China Government Bond  2.680%  5/21/30 CNY      20,000      2,987
  China Government Bond  3.270% 11/19/30 CNY      40,000      6,269
  China Government Bond  3.020%  5/27/31 CNY      80,000     12,319
  China Government Bond  0.500% 11/12/31 EUR       6,137      5,612
  China Government Bond  2.890% 11/18/31 CNY      30,000      4,573
  China Government Bond  2.750%  2/17/32 CNY      40,000      6,055
  China Government Bond  0.625% 11/25/35 EUR       5,487      4,798
  China Government Bond  1.000% 11/12/39 EUR       5,322      4,781
  China Government Bond  3.970%  7/23/48 CNY     250,000     41,850
  China Government Bond  4.080% 10/22/48 CNY      40,000      6,815
  China Government Bond  3.860%  7/22/49 CNY     255,200     42,062
  China Government Bond  3.390%  3/16/50 CNY     100,000     15,206
  China Government Bond  3.730%  5/25/70 CNY      30,000      4,919
  China Government Bond  3.760%  3/22/71 CNY      20,000      3,302
  Export-Import Bank of China  3.280%  2/11/24 CNY     414,800     63,925
  Export-Import Bank of China  3.260%  2/24/27 CNY     140,000     21,603
  Export-Import Bank of China  3.860%  5/20/29 CNY      50,000      7,951
  Export-Import Bank of China  3.230%  3/23/30 CNY      55,000      8,401
  Export-Import Bank of China  3.380%  7/16/31 CNY      70,000     10,819
  Export-Import Bank of China  3.180%  3/11/32 CNY      30,000      4,676
                   998,708
Colombia (0.2%)                           
  Colombian TES 10.000%  7/24/24 COP 102,170,000     26,294
  Colombian TES  6.250% 11/26/25 COP  68,070,000     15,439
  Colombian TES  7.500%  8/26/26 COP 109,275,000     25,358
  Colombian TES  5.750%  11/3/27 COP  82,310,000     17,093
  Colombian TES  6.000%  4/28/28 COP 117,605,000     24,315
  Colombian TES  7.750%  9/18/30 COP  88,110,000     19,207
  Colombian TES  7.000%  3/26/31 COP  45,000,000      9,237
  Colombian TES  7.000%  6/30/32 COP  97,300,000     19,530
  Colombian TES  7.250% 10/18/34 COP 133,945,000     26,372
  Colombian TES  7.250% 10/26/50 COP  60,000,000     10,547
                   193,392
Croatia (0.0%)                           
  Republic of Croatia  3.000%  3/11/25 EUR       1,096      1,202
  Republic of Croatia  3.000%  3/20/27 EUR       3,841      4,197
  Republic of Croatia  2.700%  6/15/28 EUR       3,182      3,414
  Republic of Croatia  1.125%  6/19/29 EUR       3,841      3,584
  Republic of Croatia  2.750%  1/27/30 EUR       3,841      3,982
  Republic of Croatia  1.500%  6/17/31 EUR      23,961     22,088
  Republic of Croatia  1.750%   3/4/41 EUR       5,453      4,513
                   42,980
Czech Republic (0.3%)                           
  Czech Republic  0.450% 10/25/23 CZK     849,110     33,827
  Czech Republic  5.700%  5/25/24 CZK     120,720      5,217
  Czech Republic  0.000% 12/12/24 CZK     579,490     21,782
  Czech Republic  2.400%  9/17/25 CZK     137,180      5,419
  Czech Republic  6.000%  2/26/26 CZK     557,900     24,826
  Czech Republic  1.000%  6/26/26 CZK   1,017,820     37,428
95

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Czech Republic  0.250%  2/10/27 CZK     270,510      9,423
  Czech Republic  2.500%  8/25/28 CZK     203,030      7,768
  Czech Republic  2.750%  7/23/29 CZK   1,749,970     67,462
  Czech Republic  0.950%  5/15/30 CZK     873,050     28,981
  Czech Republic  1.200%  3/13/31 CZK     589,880     19,560
  Czech Republic  2.000% 10/13/33 CZK     204,400      6,985
  Czech Republic  4.200%  12/4/36 CZK      53,320      2,261
  Czech Republic  1.500%  4/24/40 CZK     106,730      3,002
  Czech Republic  4.850% 11/26/57 CZK      49,930      2,244
                   276,185
Denmark (0.5%)                           
  Kingdom of Denmark  1.500% 11/15/23 DKK     133,096     19,277
  Kingdom of Denmark  7.000% 11/10/24 DKK      40,764      6,712
  Kingdom of Denmark  1.750% 11/15/25 DKK     371,666     54,436
  Kingdom of Denmark  0.500% 11/15/27 DKK     417,596     57,686
  Kingdom of Denmark  0.500% 11/15/29 DKK     632,524     85,702
  Kingdom of Denmark  0.000% 11/15/31 DKK     474,852     59,797
  Kingdom of Denmark  4.500% 11/15/39 DKK     410,371     86,387
  Kingdom of Denmark  0.250% 11/15/52 DKK      53,960      5,595
  Kommunekredit  0.250%  3/29/23 EUR         548        579
  Kommunekredit  0.250%  5/15/23 EUR         383        404
  Kommunekredit  0.250%  2/16/24 EUR       1,096      1,145
  Kommunekredit  0.625%  5/11/26 EUR       2,414      2,475
  Kommunekredit  2.900% 11/27/26 AUD       2,292      1,560
  Kommunekredit  0.750%  5/18/27 EUR      14,035     14,318
  Kommunekredit  0.010%   5/4/34 EUR      15,000     12,619
                   408,692
Finland (0.5%)                           
  Finnvera OYJ  0.500%  4/13/26 EUR       3,566      3,642
  Finnvera OYJ  0.375%   4/9/29 EUR       8,231      8,003
  Kuntarahoitus OYJ  0.250%  2/25/32 EUR       4,000      3,672
  Kuntarahoitus OYJ  0.050%  9/10/35 EUR       7,323      6,100
  Municipality Finance plc  5.000%  3/20/24 AUD       2,250      1,641
  Municipality Finance plc  0.625% 11/26/26 EUR       2,743      2,808
  Municipality Finance plc  1.250%  2/23/33 EUR       5,487      5,511
3 Republic of Finland  0.000%  9/15/23 EUR      18,520     19,514
3 Republic of Finland  2.000%  4/15/24 EUR      15,913     17,331
3 Republic of Finland  0.000%  9/15/24 EUR      27,437     28,605
3 Republic of Finland  4.000%   7/4/25 EUR      23,959     27,973
3 Republic of Finland  0.875%  9/15/25 EUR       5,761      6,110
3 Republic of Finland  0.500%  9/15/27 EUR      27,986     28,848
3 Republic of Finland  2.750%   7/4/28 EUR       6,230      7,273
3 Republic of Finland  0.500%  9/15/29 EUR      38,130     38,351
3 Republic of Finland  0.000%  9/15/30 EUR      59,446     56,433
3 Republic of Finland  0.750%  4/15/31 EUR      35,390     35,617
3 Republic of Finland  0.125%  9/15/31 EUR      15,581     14,643
3 Republic of Finland  1.125%  4/15/34 EUR      17,559     17,710
3 Republic of Finland  0.250%  9/15/40 EUR      41,590     34,413
3 Republic of Finland  2.625%   7/4/42 EUR      18,775     23,242
3 Republic of Finland  0.500%  4/15/43 EUR      15,000     12,560
3 Republic of Finland  0.125%  4/15/52 EUR       8,048      5,520
                   405,520
96

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
France (8.7%)                           
  Action Logement Services  0.750%  7/19/41 EUR      14,600     12,186
  Agence Francaise de Developpement EPIC  0.125% 11/15/23 EUR       4,300      4,513
  Agence Francaise de Developpement EPIC  0.375%  4/30/24 EUR      23,200     24,301
  Agence Francaise de Developpement EPIC  1.375%  9/17/24 EUR      11,200     11,957
  Agence Francaise de Developpement EPIC  2.250%  5/27/25 EUR       5,400      5,915
  Agence Francaise de Developpement EPIC  0.500% 10/31/25 EUR       5,400      5,589
  Agence Francaise de Developpement EPIC  0.250%  7/21/26 EUR       6,500      6,601
  Agence Francaise de Developpement EPIC  3.750%  2/15/27 EUR       1,900      2,238
  Agence Francaise de Developpement EPIC  1.000%  1/31/28 EUR       2,700      2,804
  Agence Francaise de Developpement EPIC  0.010% 11/25/28 EUR      12,000     11,563
  Agence Francaise de Developpement EPIC  0.250%  6/29/29 EUR      21,000     20,327
  Agence Francaise de Developpement EPIC  0.500%  5/25/30 EUR      32,100     31,235
  Agence Francaise de Developpement EPIC  1.375%   7/5/32 EUR       8,200      8,349
  Agence Francaise de Developpement EPIC  0.500%  5/31/35 EUR       5,400      4,756
  Agence Francaise de Developpement EPIC  1.125%   3/2/37 EUR       4,000      3,740
  Agence France Locale  0.500%  6/20/24 EUR       5,300      5,557
  Agence France Locale  0.125%  6/20/26 EUR       9,200      9,289
  Agence France Locale  1.125%  6/20/28 EUR       4,900      5,084
  Agence France Locale  0.000%  3/20/31 EUR       6,900      6,275
  Bpifrance SACA  0.125% 11/25/23 EUR       1,300      1,364
  Bpifrance SACA  2.500%  5/25/24 EUR       5,400      5,908
  Bpifrance SACA  0.750% 11/25/24 EUR       8,700      9,153
  Bpifrance SACA  0.125%  3/25/25 EUR      17,600     18,121
  Bpifrance SACA  0.500%  5/25/25 EUR       5,300      5,514
  Bpifrance SACA  2.750% 10/25/25 EUR      12,900     14,383
  Bpifrance SACA  0.050%  9/26/29 EUR       5,400      5,113
  Bpifrance SACA  1.875%  5/25/30 EUR       5,400      5,854
  Bpifrance SACA  0.250%   6/4/31 EUR      10,000      9,384
  Caisse d'Amortissement de la Dette Sociale  0.500%  5/25/23 EUR      48,700     51,559
  Caisse d'Amortissement de la Dette Sociale  0.125% 10/25/23 EUR       3,600      3,782
  Caisse d'Amortissement de la Dette Sociale  1.375% 11/25/24 EUR      38,412     41,039
  Caisse d'Amortissement de la Dette Sociale  4.000% 12/15/25 EUR       5,487      6,388
  Caisse d'Amortissement de la Dette Sociale  0.000%  2/25/28 EUR      10,000      9,798
  Caisse d'Amortissement de la Dette Sociale  0.000%  5/25/29 EUR      33,500     32,040
  Caisse d'Amortissement de la Dette Sociale  0.000%  5/25/31 EUR      54,300     49,811
  Caisse d'Amortissement de la Dette Sociale  0.125%  9/15/31 EUR      33,000     30,199
  Caisse d'Amortissement de la Dette Sociale  0.450%  1/19/32 EUR      20,000     18,906
  Caisse Francaise de Financement Local  2.375%  1/17/24 EUR       6,500      7,038
  Caisse Francaise de Financement Local  0.375%  5/11/24 EUR      10,900     11,358
  Caisse Francaise de Financement Local  5.375%   7/8/24 EUR       2,194      2,527
  Caisse Francaise de Financement Local  0.375%  6/23/25 EUR      12,600     12,922
  Caisse Francaise de Financement Local  1.125%   9/9/25 EUR       1,800      1,887
  Caisse Francaise de Financement Local  0.500%  1/19/26 EUR       1,000      1,022
  Caisse Francaise de Financement Local  0.625%  4/13/26 EUR       3,200      3,277
  Caisse Francaise de Financement Local  0.750%  1/11/27 EUR       2,100      2,144
  Caisse Francaise de Financement Local  0.750%  9/27/27 EUR       5,400      5,472
  Caisse Francaise de Financement Local  1.000%  4/25/28 EUR         100        102
  Caisse Francaise de Financement Local  3.000%  10/2/28 EUR      21,600     24,745
  Caisse Francaise de Financement Local  0.010%  6/24/30 EUR      27,400     25,145
  Caisse Francaise de Financement Local  1.500%  1/13/31 EUR       5,400      5,585
  Caisse Francaise de Financement Local  1.250%  5/11/32 EUR      10,300     10,266
  Caisse Francaise de Financement Local  1.450%  1/16/34 EUR       2,700      2,703
  Caisse Francaise de Financement Local  1.250%  1/22/35 EUR         400        388
  Caisse Francaise de Financement Local  1.500%  6/28/38 EUR       3,700      3,616
97

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Caisse Francaise de Financement Local  0.375%  2/13/40 EUR      20,000     15,940
  France  1.750%  5/25/23 EUR     296,973    319,469
8 France  0.000%  2/25/24 EUR     359,850    377,769
  France  0.000%  3/25/24 EUR     356,199    373,421
  France  1.750% 11/25/24 EUR      84,418     91,784
  France  0.000%  2/25/25 EUR     158,126    163,607
  France  0.000%  3/25/25 EUR     117,776    122,023
  France  0.500%  5/25/25 EUR      78,438     82,339
  France  1.000% 11/25/25 EUR     101,512    108,088
  France  0.000%  2/25/26 EUR     204,860    209,772
  France  3.500%  4/25/26 EUR      61,459     71,705
  France  0.500%  5/25/26 EUR     190,964    198,925
  France  0.250% 11/25/26 EUR      89,628     91,902
  France  0.000%  2/25/27 EUR     790,586    798,287
  France  0.750%  5/25/28 EUR     264,313    274,291
  France  0.750% 11/25/28 EUR     220,279    227,566
  France  5.500%  4/25/29 EUR      36,601     50,111
  France  0.500%  5/25/29 EUR     150,000    151,318
  France  0.000% 11/25/29 EUR     228,594    220,073
  France  0.000% 11/25/30 EUR     235,284    221,720
  France  1.500%  5/25/31 EUR     220,583    236,207
  France  0.000% 11/25/31 EUR     188,202    173,334
  France  0.000%  5/25/32 EUR     135,000    122,755
  France  1.250%  5/25/34 EUR     274,601    278,625
  France  4.750%  4/25/35 EUR      34,010     49,107
3 France  1.250%  5/25/36 EUR     152,174    151,627
  France  1.250%  5/25/38 EUR      90,000     88,380
  France  4.000% 10/25/38 EUR      86,603    121,386
3 France  1.750%  6/25/39 EUR      41,183     43,755
3 France  0.500%  5/25/40 EUR     174,606    147,650
  France  4.500%  4/25/41 EUR     141,036    212,615
3 France  0.500%  6/25/44 EUR      25,722     20,573
  France  3.250%  5/25/45 EUR     138,692    184,689
3 France  2.000%  5/25/48 EUR     100,039    108,168
3 France  1.500%  5/25/50 EUR     136,965    132,110
  France  0.750%  5/25/52 EUR     163,064    126,645
3 France  0.750%  5/25/53 EUR      99,178     75,206
3 France  4.000%  4/25/55 EUR      40,437     63,979
  France  4.000%  4/25/60 EUR      53,366     87,653
3 France  1.750%  5/25/66 EUR       5,027      5,020
3 France  0.500%  5/25/72 EUR      90,138     49,938
  Ile-de-France Mobilites  0.950%  5/28/41 EUR       2,000      1,726
  Ile-de-France Mobilites  1.275%  2/14/42 EUR       5,500      5,009
  Regie Autonome des Transports Parisiens  0.875%  5/25/27 EUR       1,600      1,655
  Region of Ile de France  2.250%  6/10/23 EUR         600        647
  Region of Ile de France  3.625%  3/27/24 EUR       7,300      8,128
  Region of Ile de France  0.500%  6/14/25 EUR      16,200     16,837
  Region of Ile de France  0.625%  4/23/27 EUR       2,700      2,760
  Region of Ile de France  1.375%  3/14/29 EUR         100        105
  Region of Ile de France  1.375%  6/20/33 EUR       3,200      3,224
  SA de Gestion de Stocks de Securite  0.625%  5/25/23 EUR       6,500      6,887
  SFIL SA  0.050%   6/4/29 EUR      25,000     23,956
  SNCF Reseau  2.625% 12/29/25 EUR       2,500      2,785
  SNCF Reseau  4.250%  10/7/26 EUR       1,000      1,193
  SNCF Reseau  3.125% 10/25/28 EUR       3,700      4,320
98

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  SNCF Reseau  5.250%  12/7/28 GBP       9,325     13,821
  SNCF Reseau  0.875%  1/22/29 EUR       3,200      3,249
  SNCF Reseau  1.125%  5/25/30 EUR      15,300     15,678
  SNCF Reseau  1.000%  11/9/31 EUR       8,200      8,103
  SNCF Reseau  5.000% 10/10/33 EUR       8,450     11,760
  SNCF Reseau  5.250%  1/31/35 GBP         767      1,230
  SNCF Reseau  0.750%  5/25/36 EUR      20,200     18,111
  SNCF Reseau  1.500%  5/29/37 EUR       9,800      9,644
  SNCF Reseau  2.250% 12/20/47 EUR       6,800      7,142
  SNCF Reseau  2.000%   2/5/48 EUR       2,700      2,667
  SNCF Reseau  5.000%  3/11/52 GBP       2,757      4,972
  SNCF Reseau  4.830%  3/25/60 GBP         767      1,406
  Societe Du Grand Paris EPIC  1.125% 10/22/28 EUR       5,600      5,823
  Societe Du Grand Paris EPIC  0.000% 11/25/30 EUR       8,200      7,567
  Societe Du Grand Paris EPIC  1.125%  5/25/34 EUR      24,800     23,982
  Societe Du Grand Paris EPIC  0.875%  5/10/46 EUR       7,500      6,040
  Societe Du Grand Paris EPIC  1.700%  5/25/50 EUR      19,100     18,195
  Societe Du Grand Paris EPIC  1.000% 11/26/51 EUR       8,000      6,181
  Societe Du Grand Paris EPIC  0.700% 10/15/60 EUR       5,500      3,427
  Societe Du Grand Paris EPIC  1.000%  2/18/70 EUR      10,000      6,627
  Societe Nationale SNCF SA  4.875%  6/12/23 EUR       3,050      3,379
  Societe Nationale SNCF SA  4.125%  2/19/25 EUR         450        515
  Societe Nationale SNCF SA  5.375%  3/18/27 GBP       4,427      6,305
  Societe Nationale SNCF SA  1.500%   2/2/29 EUR       7,600      7,974
  Societe Nationale SNCF SA  1.000%  5/25/40 EUR      16,000     13,660
  Societe Nationale SNCF SA  0.875%  2/28/51 EUR       5,600      3,941
  UNEDIC ASSEO  2.375%  5/25/24 EUR       1,600      1,745
  UNEDIC ASSEO  0.125% 11/25/24 EUR      49,200     50,882
  UNEDIC ASSEO  0.625%  2/17/25 EUR       4,800      5,025
  UNEDIC ASSEO  0.625%   3/3/26 EUR       7,800      8,064
  UNEDIC ASSEO  0.100% 11/25/26 EUR      42,000     42,122
  UNEDIC ASSEO  1.250% 10/21/27 EUR      11,800     12,436
  UNEDIC ASSEO  0.500%  3/20/29 EUR      13,100     13,024
  UNEDIC ASSEO  0.250% 11/25/29 EUR      16,400     15,789
  UNEDIC ASSEO  0.000% 11/19/30 EUR      10,200      9,409
  UNEDIC ASSEO  1.500%  4/20/32 EUR         800        829
  UNEDIC ASSEO  1.250%  5/25/33 EUR       1,100      1,097
  UNEDIC ASSEO  0.100%  5/25/34 EUR      27,200     23,300
  UNEDIC ASSEO  0.250%  7/16/35 EUR      10,400      8,862
                   7,753,539
Germany (7.9%)                           
  Bundesobligation  0.000%  4/11/25 EUR     233,752    242,819
  Bundesobligation  0.000% 10/10/25 EUR     129,504    133,956
  Bundesobligation  0.000%  4/16/27 EUR     180,000    183,382
  Bundesrepublik Deutschland Bundesanleihe  0.000%  2/15/32 EUR     439,500    423,128
  Bundesrepublik Deutschland Bundesanleihe  1.000%  5/15/38 EUR     110,000    113,985
  Bundesrepublik Deutschland Bundesanleihe  0.000%  8/15/52 EUR      17,000     12,905
  Bundesschatzanweisungen  0.000%  6/16/23 EUR     100,000    105,617
  Bundesschatzanweisungen  0.000%  9/15/23 EUR     194,072    204,715
  Bundesschatzanweisungen  0.000% 12/15/23 EUR     578,911    609,550
  Federal Republic of Germany  1.500%  5/15/24 EUR      46,734     50,498
  Federal Republic of Germany  1.000%  8/15/24 EUR      54,874     58,729
9 Federal Republic of Germany  0.500%  2/15/26 EUR     143,771    151,030
  Federal Republic of Germany  0.000%  8/15/26 EUR      24,144     24,768
  Federal Republic of Germany  0.250%  2/15/27 EUR     123,302    127,527
99

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Federal Republic of Germany  0.500%  8/15/27 EUR      14,856     15,494
  Federal Republic of Germany  0.000% 11/15/27 EUR     221,947    224,827
  Federal Republic of Germany  0.500%  2/15/28 EUR     242,243    251,542
  Federal Republic of Germany  0.250%  8/15/28 EUR     243,320    248,029
  Federal Republic of Germany  0.000% 11/15/28 EUR     241,451    241,793
  Federal Republic of Germany  0.250%  2/15/29 EUR      53,312     54,144
  Federal Republic of Germany  0.000%  8/15/29 EUR      94,489     93,823
  Federal Republic of Germany  0.000%  2/15/31 EUR       5,845      5,696
  Federal Republic of Germany  0.000%  8/15/31 EUR      82,902     80,127
  Federal Republic of Germany  0.000%  5/15/35 EUR     186,843    171,317
  Federal Republic of Germany  0.000%  5/15/36 EUR     344,777    314,230
  Federal Republic of Germany  2.500%   7/4/44 EUR     101,701    138,159
  Federal Republic of Germany  2.500%  8/15/46 EUR     277,861    387,647
  Federal Republic of Germany  1.250%  8/15/48 EUR     104,938    115,935
  Federal Republic of Germany  0.000%  8/15/50 EUR      83,013     64,795
  FMS Wertmanagement  1.125%  3/20/23 GBP       9,500     11,875
  FMS Wertmanagement  1.125%   9/7/23 GBP      12,000     14,941
  FMS Wertmanagement  1.375%   3/7/25 GBP      10,900     13,402
  FMS Wertmanagement  0.375%  4/29/30 EUR       6,000      5,740
  Free and Hanseatic City of Hamburg  0.250%  1/20/25 EUR      12,620     13,035
  Free and Hanseatic City of Hamburg  0.375%   4/1/25 EUR       3,464      3,591
  Free and Hanseatic City of Hamburg  0.800%  4/11/34 EUR       1,096      1,034
  Free and Hanseatic City of Hamburg  1.450%  11/5/38 EUR       8,231      8,155
  Free State of Bavaria  0.030%   4/3/28 EUR      24,145     23,470
  Free State of Bavaria  0.150%   4/3/30 EUR       5,393      5,097
  Free State of Bavaria  0.010%  1/18/35 EUR      18,974     15,901
  Free State of Saxony  0.010%  11/5/29 EUR      12,271     11,557
  Free State of Saxony  0.010% 12/17/35 EUR         804        658
  Gemeinsame Deutsche Bundeslaender  2.250% 10/23/23 EUR         140        151
  Gemeinsame Deutsche Bundeslaender  0.250%  3/18/24 EUR      13,718     14,340
  Gemeinsame Deutsche Bundeslaender  1.125%  9/30/24 EUR       3,017      3,200
  Gemeinsame Deutsche Bundeslaender  0.500%   2/5/25 EUR       9,218      9,593
  Gemeinsame Deutsche Bundeslaender  0.375%  4/17/25 EUR      10,975     11,343
  Gemeinsame Deutsche Bundeslaender  0.625%  2/13/29 EUR       2,194      2,191
  Gemeinsame Deutsche Bundeslaender  0.010%  8/26/30 EUR      19,757     18,329
10 KFW  0.375%  3/15/23 EUR      35,448     37,559
10 KFW  0.000%  6/30/23 EUR      13,634     14,373
10 KFW  2.125%  8/15/23 EUR      10,975     11,871
10 KFW  0.000%  9/15/23 EUR      17,559     18,474
10 KFW  0.125%  11/7/23 EUR       5,938      6,246
10 KFW  1.250% 12/29/23 GBP      11,276     14,021
10 KFW  0.125%  1/15/24 EUR      10,975     11,527
10 KFW  5.000%  3/19/24 AUD       1,096        803
10 KFW  0.000%   4/2/24 EUR       9,163      9,589
10 KFW  0.050%  5/30/24 EUR       1,645      1,720
10 KFW  1.500%  6/11/24 EUR      12,325     13,260
10 KFW  0.875%  7/18/24 GBP         453        555
10 KFW  1.500%  7/24/24 AUD         850        580
10 KFW  0.125%  10/4/24 EUR      44,454     46,291
10 KFW  1.375%  12/9/24 GBP       7,133      8,809
10 KFW  0.625%  1/15/25 EUR      20,322     21,370
10 KFW  4.000%  2/27/25 AUD       4,225      3,044
10 KFW  0.010%  3/31/25 EUR      22,600     23,298
10 KFW  0.375%  4/23/25 EUR      15,913     16,565
10 KFW  5.500%  6/18/25 GBP      10,975     15,203
100

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
10 KFW  2.500%  8/25/25 CHF       5,800      6,349
10 KFW  0.250%  9/15/25 EUR      41,887     43,269
10 KFW  0.750%  2/19/26 CAD       3,544      2,535
10 KFW  0.375%   3/9/26 EUR      24,419     25,173
10 KFW  0.000%  6/15/26 EUR      41,344     41,801
10 KFW  3.200%  9/11/26 AUD       4,642      3,234
10 KFW  0.000%  9/30/26 EUR      82,036     82,648
10 KFW  2.000%  2/15/27 AUD      10,000      6,591
10 KFW  0.625%  2/22/27 EUR      20,852     21,484
10 KFW  0.000%  3/31/27 EUR       6,339      6,321
10 KFW  0.500%  9/15/27 EUR      35,668     36,344
10 KFW  0.000% 12/15/27 EUR      15,543     15,337
10 KFW  0.625%   1/7/28 EUR      21,950     22,414
10 KFW  3.200%  3/15/28 AUD      15,404     10,573
10 KFW  0.750%  6/28/28 EUR      16,931     17,375
10 KFW  0.000%  9/15/28 EUR       5,487      5,354
10 KFW  6.000%  12/7/28 GBP       5,487      8,529
10 KFW  0.750%  1/15/29 EUR      31,188     31,772
10 KFW  0.000%  9/17/30 EUR      20,226     18,926
10 KFW  0.000%  1/10/31 EUR      24,145     22,447
10 KFW  0.125%   1/9/32 EUR      30,000     27,764
10 KFW  5.750%   6/7/32 GBP       5,761      9,494
10 KFW  1.125%   5/9/33 EUR      21,401     21,317
10 KFW  0.050%  9/29/34 EUR      13,924     11,962
10 KFW  1.375%  7/31/35 EUR       7,682      7,732
10 KFW  5.000%   6/9/36 GBP       4,000      6,608
10 KFW  1.250%   7/4/36 EUR      12,620     12,393
10 KFW  4.875%  3/15/37 GBP       1,089      1,793
10 KFW  4.700%   6/2/37 CAD       1,289      1,093
10 KFW  1.125%  6/15/37 EUR       5,487      5,259
10 KFW  2.600%  6/20/37 JPY      20,000        202
10 KFW  0.875%   7/4/39 EUR       2,743      2,490
  Land Baden-Wuerttemberg  2.000% 11/13/23 EUR       4,390      4,733
  Land Baden-Wuerttemberg  0.625%   2/9/27 EUR       5,487      5,605
  Land Baden-Wuerttemberg  0.800%   4/5/28 EUR       5,487      5,580
  Land Baden-Wuerttemberg  0.010%   7/9/32 EUR      17,559     15,650
  Land Berlin  1.875%  6/12/23 EUR         987      1,060
  Land Berlin  0.500%  2/10/25 EUR      11,523     11,978
  Land Berlin  0.250%  4/22/25 EUR       5,487      5,645
  Land Berlin  0.625%  3/20/26 EUR      21,950     22,640
  Land Berlin  0.625%   2/8/27 EUR       3,072      3,139
  Land Berlin  0.010%  5/18/27 EUR      19,426     19,181
  Land Berlin  0.010% 10/26/28 EUR      14,816     14,265
  Land Berlin  0.010%   7/2/30 EUR      14,267     13,268
  Land Berlin  1.000%  5/19/32 EUR       8,231      8,133
  Land Berlin  1.300%  6/13/33 EUR       1,096      1,104
  Land Berlin  0.750%   4/3/34 EUR      11,243     10,475
  Land Berlin  0.125%   6/4/35 EUR       5,487      4,626
  Land Berlin  0.625%  8/25/36 EUR       1,372      1,215
  Land Berlin  1.375%   6/5/37 EUR       2,743      2,681
  Land Berlin  1.375%  8/27/38 EUR       2,743      2,670
  Land Berlin  0.050%   8/6/40 EUR       8,231      6,182
  Land Berlin  0.100%  1/18/41 EUR       5,955      4,498
  Land Thueringen  0.500%  5/12/25 EUR       2,469      2,558
  Land Thueringen  0.200% 10/26/26 EUR       8,231      8,293
101

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Land Thueringen  0.250%   3/5/40 EUR       4,499      3,528
  Landeskreditbank Baden-Wuerttemberg Foerderbank  4.250%   8/7/25 AUD       6,474      4,673
  Landeskreditbank Baden-Wuerttemberg Foerderbank  0.375%  4/13/26 EUR       8,231      8,370
10 Landwirtschaftliche Rentenbank  0.050%  6/12/23 EUR       8,231      8,671
10 Landwirtschaftliche Rentenbank  1.125% 12/15/23 GBP       3,239      4,020
10 Landwirtschaftliche Rentenbank  0.375%  1/22/24 EUR      15,905     16,709
10 Landwirtschaftliche Rentenbank  4.750%   4/8/24 AUD       2,190      1,597
10 Landwirtschaftliche Rentenbank  4.250%   1/9/25 AUD       9,050      6,564
10 Landwirtschaftliche Rentenbank  0.500%   3/6/25 EUR      12,620     13,114
10 Landwirtschaftliche Rentenbank  2.600%  3/23/27 AUD       2,570      1,734
10 Landwirtschaftliche Rentenbank  0.625%  5/18/27 EUR      17,724     18,124
10 Landwirtschaftliche Rentenbank  0.375%  2/14/28 EUR       5,487      5,488
10 Landwirtschaftliche Rentenbank  3.250%  4/12/28 AUD       2,380      1,638
10 Landwirtschaftliche Rentenbank  0.000%  7/19/28 EUR       5,472      5,315
10 Landwirtschaftliche Rentenbank  0.500%  2/28/29 EUR      11,690     11,618
10 Landwirtschaftliche Rentenbank  0.000% 11/27/29 EUR       5,487      5,187
10 Landwirtschaftliche Rentenbank  0.050% 12/18/29 EUR      24,145     22,858
10 Landwirtschaftliche Rentenbank  0.625%  2/20/30 EUR      10,975     10,834
10 Landwirtschaftliche Rentenbank  0.050%  1/31/31 EUR      16,000     14,813
  NRW Bank  0.100%  1/10/23 EUR      13,718     14,532
  NRW Bank  0.375% 12/16/24 GBP      16,000     19,216
  NRW Bank  0.250%  3/10/25 EUR       8,231      8,452
  NRW Bank  0.625%  2/11/26 EUR       8,231      8,476
  NRW Bank  0.500%  5/11/26 EUR       6,581      6,726
  NRW Bank  0.250%  9/28/26 EUR       3,265      3,287
  NRW Bank  0.625%  2/23/27 EUR       8,231      8,408
  NRW Bank  0.125%  4/12/27 EUR       8,944      8,868
  NRW Bank  0.500%  9/13/27 EUR       8,231      8,278
  NRW Bank  0.625%   1/4/28 EUR       3,841      3,869
  NRW Bank  0.375%  5/16/29 EUR       3,978      3,867
  NRW Bank  0.875%  4/12/34 EUR       5,000      4,795
  NRW Bank  0.100%   7/9/35 EUR       3,959      3,299
  NRW Bank  0.500%  6/17/41 EUR      15,291     12,448
  NRW Bank  1.250%  5/13/49 EUR       5,487      5,193
  State of Brandenburg  0.010%  6/26/28 EUR       2,253      2,181
  State of Brandenburg  0.750%   8/8/36 EUR       5,487      4,946
  State of Brandenburg  1.450% 11/26/38 EUR       7,737      7,599
  State of Brandenburg  0.300%  10/4/49 EUR         548        395
  State of Bremen  0.500%   3/3/25 EUR       7,133      7,408
  State of Bremen  1.200%  1/30/34 EUR         321        315
  State of Bremen  1.500% 11/12/38 EUR       2,705      2,677
  State of Bremen  1.000%  5/27/39 EUR       6,857      6,253
  State of Bremen  0.500%   5/6/41 EUR       5,633      4,573
  State of Bremen  0.550%   2/4/50 EUR       6,816      5,280
  State of Hesse  1.750%  1/20/23 EUR       1,645      1,758
  State of Hesse  0.125%  1/25/24 EUR       1,094      1,143
  State of Hesse  1.375%  6/10/24 EUR       2,194      2,339
  State of Hesse  0.125%  6/20/24 EUR       7,243      7,525
  State of Hesse  0.000%  9/15/24 EUR      12,877     13,278
  State of Hesse  0.500%  2/17/25 EUR       5,761      5,986
  State of Hesse  0.250%  6/10/25 EUR      13,718     14,097
  State of Hesse  0.000%  4/14/26 EUR         987        992
  State of Hesse  0.375%   7/6/26 EUR      32,869     33,397
  State of Hesse  0.625%   8/2/28 EUR       5,487      5,510
102

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  State of Hesse  0.010%  3/11/30 EUR      20,965     19,635
  State of Hesse  0.000%  11/8/30 EUR      13,718     12,659
  State of Hesse  1.300% 10/10/33 EUR       4,390      4,400
  State of Hesse  0.750%   8/4/36 EUR       6,581      5,955
  State of Lower Saxony  0.125%   3/7/23 EUR      10,975     11,592
  State of Lower Saxony  2.125% 10/11/23 EUR         548        591
  State of Lower Saxony  2.125%  1/16/24 EUR         249        269
  State of Lower Saxony  0.000%   8/2/24 EUR      13,178     13,639
  State of Lower Saxony  0.625%  1/20/25 EUR       5,487      5,735
  State of Lower Saxony  0.125%   3/7/25 EUR       2,194      2,254
  State of Lower Saxony  0.500%  6/13/25 EUR       5,487      5,684
  State of Lower Saxony  0.375%   1/9/26 EUR      11,352     11,626
  State of Lower Saxony  0.500%   6/8/26 EUR       1,372      1,406
  State of Lower Saxony  0.010%   9/8/26 EUR      13,634     13,619
  State of Lower Saxony  0.000%  2/11/27 EUR       7,216      7,152
  State of Lower Saxony  0.125%   4/8/27 EUR       1,096      1,091
  State of Lower Saxony  0.625%   7/6/27 EUR      10,975     11,177
  State of Lower Saxony  0.750%  2/15/28 EUR       8,231      8,380
  State of Lower Saxony  0.010%  2/19/29 EUR      10,711     10,247
  State of Lower Saxony  0.375%  5/14/29 EUR       3,292      3,218
  State of Lower Saxony  0.125%  1/10/30 EUR       5,487      5,198
  State of Lower Saxony  0.010%  8/13/30 EUR      14,251     13,228
  State of Lower Saxony  0.010%  1/10/31 EUR       5,000      4,604
  State of Lower Saxony  0.050%   3/9/35 EUR      13,950     11,708
  State of North Rhine-Westphalia Germany  0.200%  2/16/24 EUR      16,388     17,138
  State of North Rhine-Westphalia Germany  1.875%  3/15/24 EUR       1,069      1,151
  State of North Rhine-Westphalia Germany  1.000%  1/16/25 EUR         177        187
  State of North Rhine-Westphalia Germany  0.500%  3/11/25 EUR       1,645      1,708
  State of North Rhine-Westphalia Germany  2.000% 10/15/25 EUR       1,645      1,785
  State of North Rhine-Westphalia Germany  0.750%  1/16/26 EUR       8,231      8,547
  State of North Rhine-Westphalia Germany  0.250%  3/13/26 EUR      57,794     58,766
  State of North Rhine-Westphalia Germany  0.500%  4/16/26 EUR       5,487      5,632
  State of North Rhine-Westphalia Germany  0.500%  2/16/27 EUR      11,194     11,377
  State of North Rhine-Westphalia Germany  0.950%  3/13/28 EUR      15,365     15,788
  State of North Rhine-Westphalia Germany  0.000%  1/15/29 EUR       3,340      3,199
  State of North Rhine-Westphalia Germany  0.200%   4/9/30 EUR       4,321      4,107
  State of North Rhine-Westphalia Germany  1.625% 10/24/30 EUR       5,487      5,810
  State of North Rhine-Westphalia Germany  0.625%  7/21/31 EUR       8,231      7,948
  State of North Rhine-Westphalia Germany  2.375%  5/13/33 EUR      19,974     22,398
  State of North Rhine-Westphalia Germany  1.100%  3/13/34 EUR      14,813     14,415
  State of North Rhine-Westphalia Germany  0.000% 10/12/35 EUR      22,227     18,239
  State of North Rhine-Westphalia Germany  1.250%  5/12/36 EUR       7,682      7,449
  State of North Rhine-Westphalia Germany  1.650%  2/22/38 EUR       9,109      9,250
  State of North Rhine-Westphalia Germany  0.500% 11/25/39 EUR      13,682     11,426
  State of North Rhine-Westphalia Germany  1.500%  6/12/40 EUR       1,865      1,840
  State of North Rhine-Westphalia Germany  0.600%   6/4/41 EUR       9,024      7,523
  State of North Rhine-Westphalia Germany  0.750%  8/16/41 EUR       1,096        940
  State of North Rhine-Westphalia Germany  1.450%  2/16/43 EUR       2,743      2,679
  State of North Rhine-Westphalia Germany  1.000% 10/16/46 EUR       4,000      3,519
  State of North Rhine-Westphalia Germany  1.650%  5/16/47 EUR       5,487      5,569
  State of North Rhine-Westphalia Germany  1.550%  6/16/48 EUR       5,487      5,466
  State of North Rhine-Westphalia Germany  0.800%  7/30/49 EUR       1,802      1,507
  State of North Rhine-Westphalia Germany  0.200%  1/27/51 EUR      17,419     11,970
  State of North Rhine-Westphalia Germany  0.500%  1/15/52 EUR       8,000      6,054
  State of North Rhine-Westphalia Germany  1.750% 10/26/57 EUR       8,779      8,876
103

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  State of North Rhine-Westphalia Germany  1.750%  7/11/68 EUR      11,493     11,272
  State of North Rhine-Westphalia Germany  1.950%  9/26/78 EUR      11,261     11,709
  State of North Rhine-Westphalia Germany  2.150%  3/21/19 EUR      10,186     10,499
  State of North Rhine-Westphalia Germany  1.375%  1/15/20 EUR      11,406      8,125
  State of North Rhine-Westphalia Germany  0.950%  1/10/21 EUR      17,932      9,960
  State of North Rhine-Westphalia Germany  1.450%  1/19/22 EUR       3,000      2,205
  State of Rhineland-Palatinate  0.500%  1/21/25 EUR       3,292      3,424
  State of Rhineland-Palatinate  0.100%  8/18/26 EUR       5,487      5,511
  State of Rhineland-Palatinate  0.375%  1/26/27 EUR       5,487      5,536
  State of Rhineland-Palatinate  0.700%  1/26/28 EUR       5,487      5,569
  State of Rhineland-Palatinate  0.010%  1/21/31 EUR      13,634     12,536
  State of Rhineland-Palatinate  0.750%  2/23/32 EUR      15,000     14,607
  State of Rhineland-Palatinate  0.375%  3/10/51 EUR       6,438      4,738
  State of Saxony-Anhalt  1.875%  4/10/24 EUR       4,939      5,316
  State of Saxony-Anhalt  0.500%  6/25/27 EUR       1,372      1,386
  State of Saxony-Anhalt  0.500%  3/24/51 EUR       8,048      6,163
  State of Schleswig-Holstein Germany  0.500%  5/19/26 EUR      14,395     14,729
  State of Schleswig-Holstein Germany  0.250%  4/18/28 EUR       1,096      1,079
  State of Schleswig-Holstein Germany  0.625%  8/31/28 EUR       3,758      3,768
  State of Schleswig-Holstein Germany  0.010%  5/22/30 EUR       1,609      1,500
  State of Schleswig-Holstein Germany  0.050%   7/8/31 EUR       2,757      2,514
                   7,046,387
Hong Kong (0.0%)                           
  Hong Kong Government Bond Programme  0.510% 10/23/23 HKD      34,050      4,257
  Hong Kong Government Bond Programme  0.360%  4/15/24 HKD      80,450      9,901
  Hong Kong Government Bond Programme  2.220%   8/7/24 HKD      16,400      2,087
  Hong Kong Government Bond Programme  1.680%  1/21/26 HKD       5,450        673
  Hong Kong Government Bond Programme  1.250%  6/29/27 HKD       3,250        387
  Hong Kong Government Bond Programme  1.970%  1/17/29 HKD      65,800      8,032
  Hong Kong Government Bond Programme  2.130%  7/16/30 HKD      43,300      5,295
  Hong Kong Government Bond Programme  1.890%   3/2/32 HKD       3,500        414
  Hong Kong Government Bond Programme  2.020%   3/7/34 HKD      15,100      1,769
                   32,815
Hungary (0.2%)                           
  Republic of Hungary  7.000%  6/24/22 HUF     293,030        816
  Republic of Hungary  1.750% 10/26/22 HUF     219,490        595
  Republic of Hungary  1.500%  8/23/23 HUF   1,860,800      4,865
  Republic of Hungary  6.000% 11/24/23 HUF   1,596,840      4,413
  Republic of Hungary  2.500% 10/24/24 HUF   6,842,750     17,213
  Republic of Hungary  5.500%  6/24/25 HUF   3,313,010      8,836
  Republic of Hungary  1.250% 10/22/25 EUR       7,408      7,650
  Republic of Hungary  1.000% 11/26/25 HUF   2,064,380      4,686
  Republic of Hungary  1.500%  4/22/26 HUF   5,982,220     13,478
  Republic of Hungary  2.750% 12/22/26 HUF   3,813,790      8,799
  Republic of Hungary  1.750% 10/10/27 EUR       2,414      2,429
  Republic of Hungary  3.000% 10/27/27 HUF  10,932,420     24,870
3 Republic of Hungary  0.125%  9/21/28 EUR       3,822      3,371
  Republic of Hungary  2.000%  5/23/29 HUF   2,212,990      4,459
  Republic of Hungary  3.000%  8/21/30 HUF   5,981,340     12,489
  Republic of Hungary  3.250% 10/22/31 HUF     521,310      1,085
  Republic of Hungary  1.625%  4/28/32 EUR      25,256     22,773
  Republic of Hungary  2.250%  4/20/33 HUF   2,658,830      4,823
  Republic of Hungary  1.750%   6/5/35 EUR       2,119      1,825
  Republic of Hungary  3.000% 10/27/38 HUF   1,646,240      2,879
  Republic of Hungary  3.000%  4/25/41 HUF   2,045,260      3,431
104

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Republic of Hungary  1.500% 11/17/50 EUR       4,090      2,710
                   158,495
Iceland (0.0%)                           
  Republic of Iceland  0.625%   6/3/26 EUR       2,510      2,529
Indonesia (1.1%)                           
  Indonesia Treasury Bond  5.625%  5/15/23 IDR 501,338,000     34,979
  Indonesia Treasury Bond  8.375%  3/15/24 IDR 845,501,000     61,219
  Indonesia Treasury Bond  8.125%  5/15/24 IDR 301,811,000     21,933
  Indonesia Treasury Bond  6.500%  6/15/25 IDR 878,053,000     61,638
  Indonesia Treasury Bond  7.250%  2/15/26 IDR 154,746,000     11,145
  Indonesia Treasury Bond  5.500%  4/15/26 IDR 585,376,000     39,290
  Indonesia Treasury Bond  8.375%  9/15/26 IDR 370,404,000     27,464
  Indonesia Treasury Bond  5.125%  4/15/27 IDR 180,483,000     11,825
  Indonesia Treasury Bond  7.000%  5/15/27 IDR 818,320,000     57,755
  Indonesia Treasury Bond  6.125%  5/15/28 IDR 791,842,000     53,481
  Indonesia Treasury Bond  9.000%  3/15/29 IDR  27,437,000      2,114
  Indonesia Treasury Bond  8.250%  5/15/29 IDR 656,559,000     49,221
  Indonesia Treasury Bond  7.000%  9/15/30 IDR 807,083,000     55,660
  Indonesia Treasury Bond  6.500%  2/15/31 IDR 870,794,000     58,433
  Indonesia Treasury Bond  8.750%  5/15/31 IDR 110,902,000      8,462
  Indonesia Treasury Bond  6.375%  4/15/32 IDR 588,035,000     38,640
  Indonesia Treasury Bond  7.500%  8/15/32 IDR 307,657,000     21,846
  Indonesia Treasury Bond  6.625%  5/15/33 IDR 998,524,000     66,137
  Indonesia Treasury Bond  8.375%  3/15/34 IDR 428,324,000     32,088
  Indonesia Treasury Bond  7.500%  6/15/35 IDR 511,234,000     35,939
  Indonesia Treasury Bond  8.250%  5/15/36 IDR 347,462,000     25,927
  Indonesia Treasury Bond  9.750%  5/15/37 IDR  71,518,000      6,013
  Indonesia Treasury Bond  7.500%  5/15/38 IDR 467,921,000     32,855
  Indonesia Treasury Bond  8.375%  4/15/39 IDR 340,680,000     25,766
  Indonesia Treasury Bond  7.500%  4/15/40 IDR 643,745,000     45,143
  Indonesia Treasury Bond  7.125%  6/15/42 IDR 570,376,000     38,990
  Indonesia Treasury Bond  7.375%  5/15/48 IDR 302,681,000     20,995
  Indonesia Treasury Bond  6.875%  8/15/51 IDR  73,098,000      4,939
  Republic of Indonesia  2.625%  6/14/23 EUR         100        107
  Republic of Indonesia  1.750%  4/24/25 EUR       7,352      7,694
  Republic of Indonesia  1.450%  9/18/26 EUR       2,424      2,453
  Republic of Indonesia  0.900%  2/14/27 EUR       3,495      3,410
  Republic of Indonesia  3.750%  6/14/28 EUR      10,261     11,328
  Republic of Indonesia  1.000%  7/28/29 EUR       4,829      4,445
  Republic of Indonesia  1.100%  3/12/33 EUR       5,191      4,430
                   983,764
Ireland (0.6%)                           
  Republic of Ireland  3.400%  3/18/24 EUR      56,630     63,118
  Republic of Ireland  1.000%  5/15/26 EUR      50,457     53,633
  Republic of Ireland  0.200%  5/15/27 EUR      65,807     67,153
  Republic of Ireland  0.900%  5/15/28 EUR      12,557     13,068
  Republic of Ireland  1.100%  5/15/29 EUR      27,437     28,660
  Republic of Ireland  0.200% 10/18/30 EUR      13,718     13,061
  Republic of Ireland  1.350%  3/18/31 EUR      21,950     22,994
  Republic of Ireland  0.000% 10/18/31 EUR      92,737     84,544
  Republic of Ireland  0.350% 10/18/32 EUR      35,000     32,374
  Republic of Ireland  1.300%  5/15/33 EUR      11,194     11,351
  Republic of Ireland  0.400%  5/15/35 EUR      12,272     10,971
  Republic of Ireland  1.700%  5/15/37 EUR       2,837      2,963
105

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Republic of Ireland  0.550%  4/22/41 EUR      76,337     63,668
  Republic of Ireland  2.000%  2/18/45 EUR       4,775      5,150
  Republic of Ireland  1.500%  5/15/50 EUR      28,823     27,452
                   500,160
Isle Of Man (0.0%)                           
  Isle of Man  1.625%  9/14/51 GBP       5,368      5,202
Israel (0.4%)                           
  State of Israel  4.250%  3/31/23 ILS      40,058     12,359
  State of Israel  0.150%  7/31/23 ILS      32,998      9,767
  State of Israel  1.500% 11/30/23 ILS      30,070      9,037
  State of Israel  2.875%  1/29/24 EUR      12,482     13,574
  State of Israel  3.750%  3/31/24 ILS      20,303      6,341
  State of Israel  0.400% 10/31/24 ILS      32,193      9,353
  State of Israel  0.500%  4/30/25 ILS     131,698     38,081
  State of Israel  1.750%  8/31/25 ILS     125,937     37,711
  State of Israel  6.250% 10/30/26 ILS      30,927     10,986
  State of Israel  1.500%  1/18/27 EUR      14,051     14,690
  State of Israel  2.000%  3/31/27 ILS      88,897     26,696
  State of Israel  2.250%  9/28/28 ILS     125,498     37,926
  State of Israel  1.500%  1/16/29 EUR       2,743      2,834
  State of Israel  1.000%  3/31/30 ILS     129,177     35,265
  State of Israel  1.500%  5/31/37 ILS      39,921     10,165
  State of Israel  5.500%  1/31/42 ILS      36,216     15,181
  State of Israel  3.750%  3/31/47 ILS      99,451     33,413
  State of Israel  2.500%  1/16/49 EUR       1,372      1,440
  State of Israel  2.800% 11/29/52 ILS      16,100      4,432
                   329,251
Italy (6.6%)                           
  Cassa Depositi e Prestiti SpA  2.125%  9/27/23 EUR       2,700      2,912
  Cassa Depositi e Prestiti SpA  1.500%  6/21/24 EUR       2,700      2,871
  Cassa Depositi e Prestiti SpA  1.500%   4/9/25 EUR       4,100      4,316
  Cassa Depositi e Prestiti SpA  1.875%   2/7/26 EUR       2,700      2,861
  Cassa Depositi e Prestiti SpA  2.000%  4/20/27 EUR       8,200      8,650
  Cassa Depositi e Prestiti SpA  1.000%  2/11/30 EUR       9,200      8,623
  Italy Buoni Poliennali Del Tesoro  0.000% 11/29/22 EUR     140,730    148,603
  Italy Buoni Poliennali Del Tesoro  0.300%  8/15/23 EUR     110,366    116,468
  Italy Buoni Poliennali Del Tesoro  0.000% 11/29/23 EUR      89,030     92,915
  Italy Buoni Poliennali Del Tesoro  0.000%  1/15/24 EUR      63,644     66,332
  Italy Buoni Poliennali Del Tesoro  0.000%  1/30/24 EUR     391,350    407,615
  Italy Buoni Poliennali Del Tesoro  0.000%  4/15/24 EUR      12,850     13,309
  Italy Buoni Poliennali Del Tesoro  1.750%   7/1/24 EUR     211,891    226,562
  Italy Buoni Poliennali Del Tesoro  0.000%  8/15/24 EUR     144,956    148,982
  Italy Buoni Poliennali Del Tesoro  1.450% 11/15/24 EUR      32,329     34,218
  Italy Buoni Poliennali Del Tesoro  0.000% 12/15/24 EUR     150,000    152,877
3 Italy Buoni Poliennali Del Tesoro  1.850%   7/1/25 EUR     460,377    490,209
  Italy Buoni Poliennali Del Tesoro  1.200%  8/15/25 EUR      93,410     97,166
  Italy Buoni Poliennali Del Tesoro  0.500%   2/1/26 EUR      55,588     56,302
  Italy Buoni Poliennali Del Tesoro  2.100%  7/15/26 EUR     258,909    277,132
  Italy Buoni Poliennali Del Tesoro  0.000%   8/1/26 EUR      51,003     49,912
  Italy Buoni Poliennali Del Tesoro  1.100%   4/1/27 EUR     192,688    195,045
  Italy Buoni Poliennali Del Tesoro  2.050%   8/1/27 EUR     149,402    158,407
  Italy Buoni Poliennali Del Tesoro  0.950%  9/15/27 EUR      57,267     57,331
  Italy Buoni Poliennali Del Tesoro  6.500%  11/1/27 EUR         321        419
  Italy Buoni Poliennali Del Tesoro  0.250%  3/15/28 EUR     423,597    401,593
106

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Italy Buoni Poliennali Del Tesoro  0.500%  7/15/28 EUR     121,937    116,252
  Italy Buoni Poliennali Del Tesoro  3.000%   8/1/29 EUR     134,226    147,828
3 Italy Buoni Poliennali Del Tesoro  3.500%   3/1/30 EUR      55,921     63,899
  Italy Buoni Poliennali Del Tesoro  1.350%   4/1/30 EUR      74,080     71,845
3 Italy Buoni Poliennali Del Tesoro  1.650%  12/1/30 EUR     528,780    516,663
  Italy Buoni Poliennali Del Tesoro  0.900%   4/1/31 EUR     210,005    191,502
3 Italy Buoni Poliennali Del Tesoro  0.600%   8/1/31 EUR      61,357     53,744
3 Italy Buoni Poliennali Del Tesoro  1.650%   3/1/32 EUR      71,121     68,654
  Italy Buoni Poliennali Del Tesoro  0.950%   6/1/32 EUR     144,145    128,475
  Italy Buoni Poliennali Del Tesoro  2.500%  12/1/32 EUR      60,000     61,674
3 Italy Buoni Poliennali Del Tesoro  2.450%   9/1/33 EUR      79,364     81,277
3 Italy Buoni Poliennali Del Tesoro  3.350%   3/1/35 EUR     109,566    121,928
3 Italy Buoni Poliennali Del Tesoro  4.000%   2/1/37 EUR      24,046     28,780
3 Italy Buoni Poliennali Del Tesoro  0.950%   3/1/37 EUR     284,791    230,292
3 Italy Buoni Poliennali Del Tesoro  2.950%   9/1/38 EUR      80,953     85,680
3 Italy Buoni Poliennali Del Tesoro  3.100%   3/1/40 EUR      53,890     57,676
3 Italy Buoni Poliennali Del Tesoro  5.000%   9/1/40 EUR       9,542     12,900
3 Italy Buoni Poliennali Del Tesoro  1.800%   3/1/41 EUR     177,975    154,468
3 Italy Buoni Poliennali Del Tesoro  4.750%   9/1/44 EUR      56,509     75,956
3 Italy Buoni Poliennali Del Tesoro  1.500%  4/30/45 EUR     120,089     93,940
3 Italy Buoni Poliennali Del Tesoro  3.250%   9/1/46 EUR      65,118     70,687
3 Italy Buoni Poliennali Del Tesoro  3.850%   9/1/49 EUR      89,788    106,677
3 Italy Buoni Poliennali Del Tesoro  2.450%   9/1/50 EUR      29,138     26,528
3 Italy Buoni Poliennali Del Tesoro  1.700%   9/1/51 EUR       3,484      2,682
3 Italy Buoni Poliennali Del Tesoro  2.150%   9/1/52 EUR     125,251    105,588
3 Italy Buoni Poliennali Del Tesoro  2.800%   3/1/67 EUR      46,817     44,097
  Republic of Italy  6.000%   8/4/28 GBP       6,530      9,450
                   5,950,772
Japan (16.6%)                           
  Deposit Insurance Corp. of Japan  0.100%   8/6/24 JPY   3,300,000     25,482
  Development Bank of Japan Inc.  0.645%  3/18/24 JPY     274,900      2,144
  Development Bank of Japan Inc.  0.466% 12/12/24 JPY     329,300      2,568
  Development Bank of Japan Inc.  0.450%  3/13/25 JPY     219,500      1,713
  Development Bank of Japan Inc.  0.425%  9/11/25 JPY     415,400      3,245
  Development Bank of Japan Inc.  0.875% 10/10/25 EUR      28,169     29,168
  Development Bank of Japan Inc.  0.020%  3/16/26 JPY      24,900        192
  Fukuoka Prefecture  0.432%  6/18/49 JPY     200,000      1,339
  Japan  0.005%   4/1/23 JPY   3,408,750     26,291
  Japan  0.100%  6/20/23 JPY  18,822,000    145,356
  Japan  0.800%  6/20/23 JPY   7,525,250     58,575
  Japan  0.800%  6/20/23 JPY     329,200      2,562
  Japan  1.800%  6/20/23 JPY   1,371,850     10,798
  Japan  0.005%   7/1/23 JPY   9,818,950     75,748
  Japan  0.005%   8/1/23 JPY  11,428,600     88,150
  Japan  0.005%   9/1/23 JPY   4,024,150     31,045
  Japan  0.100%  9/20/23 JPY   9,630,500     74,395
  Japan  0.600%  9/20/23 JPY     548,750      4,268
  Japan  0.800%  9/20/23 JPY     689,200      5,375
  Japan  1.900%  9/20/23 JPY   1,676,350     13,271
  Japan  0.005%  12/1/23 JPY  12,392,350     95,607
  Japan  0.100% 12/20/23 JPY  12,409,200     95,885
  Japan  0.600% 12/20/23 JPY   8,593,350     66,941
  Japan  1.900% 12/20/23 JPY     987,850      7,857
  Japan  0.005%   1/1/24 JPY  15,658,000    120,804
  Japan  0.005%   2/1/24 JPY  15,000,000    115,718
107

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  0.005%   3/1/24 JPY  10,000,000     77,145
  Japan  0.100%  3/20/24 JPY  19,238,000    148,678
  Japan  0.600%  3/20/24 JPY  10,365,800     80,861
  Japan  1.900%  3/20/24 JPY     274,350      2,192
  Japan  0.005%   4/1/24 JPY  11,000,000     84,864
  Japan  0.100%  6/20/24 JPY   9,835,250     76,027
  Japan  0.600%  6/20/24 JPY     389,600      3,044
  Japan  0.100%  9/20/24 JPY   7,398,850     57,214
  Japan  0.500%  9/20/24 JPY   6,969,100     54,403
  Japan  2.100%  9/20/24 JPY     716,100      5,800
  Japan  0.100% 12/20/24 JPY   8,923,100     69,026
  Japan  0.300% 12/20/24 JPY   5,520,400     42,929
  Japan  0.500% 12/20/24 JPY   4,241,800     33,158
  Japan  0.100%  3/20/25 JPY   8,779,950     67,943
  Japan  0.400%  3/20/25 JPY   5,413,400     42,251
  Japan  2.000%  3/20/25 JPY      41,100        335
  Japan  0.100%  6/20/25 JPY  11,798,050     91,327
  Japan  0.400%  6/20/25 JPY   4,554,550     35,585
  Japan  1.900%  6/20/25 JPY     631,000      5,159
  Japan  2.100%  6/20/25 JPY   1,646,250     13,538
  Japan  0.100%  9/20/25 JPY  16,541,050    128,061
  Japan  0.400%  9/20/25 JPY   1,753,250     13,710
  Japan  2.100%  9/20/25 JPY     109,750        907
  Japan  0.100% 12/20/25 JPY  22,054,000    170,764
  Japan  0.300% 12/20/25 JPY  12,456,500     97,144
  Japan  2.000% 12/20/25 JPY   1,832,800     15,166
  Japan  0.005%  3/20/26 JPY  22,937,750    176,972
  Japan  0.100%  3/20/26 JPY   2,798,600     21,670
  Japan  2.100%  3/20/26 JPY     471,900      3,936
  Japan  2.200%  3/20/26 JPY     439,000      3,675
  Japan  0.005%  6/20/26 JPY  28,169,150    217,290
  Japan  0.100%  6/20/26 JPY   2,981,500     23,087
  Japan  0.005%  9/20/26 JPY  23,782,800    183,407
  Japan  0.100%  9/20/26 JPY   3,811,000     29,510
  Japan  2.200%  9/20/26 JPY      32,850        278
  Japan  2.300%  9/20/26 JPY      19,150        162
  Japan  0.005% 12/20/26 JPY  19,000,000    146,470
  Japan  0.100% 12/20/26 JPY   7,109,000     55,042
  Japan  2.100% 12/20/26 JPY   2,743,700     23,203
  Japan  0.005%  3/20/27 JPY  43,000,000    331,401
  Japan  0.100%  3/20/27 JPY   6,165,150     47,732
  Japan  2.000%  3/20/27 JPY     548,750      4,640
  Japan  2.100%  3/20/27 JPY     192,000      1,631
  Japan  0.100%  6/20/27 JPY   4,656,100     36,036
  Japan  2.300%  6/20/27 JPY      10,900         94
  Japan  0.100%  9/20/27 JPY   5,438,050     42,069
  Japan  2.200%  9/20/27 JPY       8,200         71
  Japan  0.100% 12/20/27 JPY   4,239,050     32,776
  Japan  2.100% 12/20/27 JPY   1,229,700     10,574
  Japan  0.100%  3/20/28 JPY   4,510,700     34,854
  Japan  2.200%  3/20/28 JPY   2,167,550     18,807
  Japan  2.400%  3/20/28 JPY   3,210,150     28,145
  Japan  0.100%  6/20/28 JPY   4,801,500     37,074
  Japan  2.400%  6/20/28 JPY     565,200      4,977
  Japan  0.100%  9/20/28 JPY   7,528,900     58,087
108

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  2.100%  9/20/28 JPY   3,361,650     29,232
  Japan  2.200%  9/20/28 JPY     658,450      5,758
  Japan  0.100% 12/20/28 JPY   2,065,500     15,922
  Japan  1.900% 12/20/28 JPY   3,972,850     34,268
  Japan  2.100% 12/20/28 JPY     329,200      2,873
  Japan  0.100%  3/20/29 JPY   9,321,550     71,789
  Japan  1.900%  3/20/29 JPY   2,277,300     19,703
  Japan  2.100%  3/20/29 JPY   2,476,450     21,687
  Japan  0.100%  6/20/29 JPY   9,993,400     76,881
  Japan  2.100%  6/20/29 JPY   3,034,500     26,666
  Japan  0.100%  9/20/29 JPY  16,754,500    128,758
  Japan  2.100%  9/20/29 JPY   4,708,250     41,505
  Japan  2.800%  9/20/29 JPY   1,481,550     13,647
  Japan  0.100% 12/20/29 JPY  20,759,050    159,335
  Japan  2.100% 12/20/29 JPY   4,115,600     36,396
  Japan  2.200% 12/20/29 JPY   3,149,750     28,039
  Japan  0.100%  3/20/30 JPY  22,424,550    171,894
  Japan  2.100%  3/20/30 JPY      43,850        389
  Japan  2.200%  3/20/30 JPY   3,457,050     30,873
  Japan  2.300%  5/20/30 JPY      93,250        840
  Japan  0.100%  6/20/30 JPY  18,369,250    140,623
  Japan  1.600%  6/20/30 JPY     312,750      2,686
  Japan  1.800%  6/20/30 JPY      21,900        191
  Japan  2.000%  6/20/30 JPY   2,743,700     24,246
  Japan  0.100%  9/20/30 JPY  21,707,000    166,027
  Japan  1.800%  9/20/30 JPY     768,200      6,712
  Japan  1.900%  9/20/30 JPY   2,398,000     21,105
  Japan  0.100% 12/20/30 JPY  31,919,700    243,923
  Japan  2.000% 12/20/30 JPY   1,646,200     14,641
  Japan  2.100% 12/20/30 JPY   4,483,200     40,169
  Japan  0.100%  3/20/31 JPY  27,049,100    206,502
  Japan  1.900%  3/20/31 JPY   3,292,450     29,151
  Japan  2.000%  3/20/31 JPY   6,683,750     59,629
  Japan  2.200%  3/20/31 JPY     274,350      2,485
  Japan  0.100%  6/20/31 JPY  27,766,750    211,767
  Japan  1.800%  6/20/31 JPY   2,554,350     22,507
  Japan  1.900%  6/20/31 JPY   3,265,000     28,996
  Japan  0.100%  9/20/31 JPY  31,348,250    238,883
  Japan  1.700%  9/20/31 JPY  13,718,650    120,237
  Japan  1.800%  9/20/31 JPY   4,156,750     36,729
  Japan  0.100% 12/20/31 JPY  32,100,000    244,418
  Japan  1.700% 12/20/31 JPY   3,676,600     32,310
  Japan  1.800% 12/20/31 JPY  13,862,450    122,842
  Japan  0.200%  3/20/32 JPY  20,000,000    153,626
  Japan  1.600%  3/20/32 JPY   4,911,300     42,901
  Japan  1.700%  3/20/32 JPY   1,755,950     15,471
  Japan  1.800%  3/20/32 JPY     620,050      5,510
  Japan  1.500%  6/20/32 JPY   3,457,050     29,994
  Japan  1.600%  6/20/32 JPY   1,705,500     14,929
  Japan  1.700%  9/20/32 JPY   8,115,400     71,782
  Japan  1.700% 12/20/32 JPY   6,162,400     54,599
  Japan  1.800% 12/20/32 JPY   3,292,450     29,437
  Japan  1.500%  3/20/33 JPY   6,839,050     59,562
  Japan  1.600%  3/20/33 JPY   5,796,950     50,964
  Japan  1.700%  6/20/33 JPY     850,550      7,560
109

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  1.700%  6/20/33 JPY   4,439,350     39,456
  Japan  1.700%  9/20/33 JPY   3,896,600     34,681
  Japan  1.600% 12/20/33 JPY   5,981,300     52,786
  Japan  2.000% 12/20/33 JPY     274,350      2,518
  Japan  1.500%  3/20/34 JPY   7,400,000     64,715
  Japan  2.400%  3/20/34 JPY   2,030,350     19,394
  Japan  1.500%  6/20/34 JPY   5,311,850     46,495
  Japan  2.500%  6/20/34 JPY   1,104,600     10,679
  Japan  1.400%  9/20/34 JPY   9,987,200     86,555
  Japan  2.500%  9/20/34 JPY     219,500      2,127
  Japan  1.200% 12/20/34 JPY   6,480,700     54,967
  Japan  2.400% 12/20/34 JPY   1,262,100     12,142
  Japan  1.200%  3/20/35 JPY   9,206,850     78,094
  Japan  2.300%  3/20/35 JPY   1,371,850     13,095
  Japan  1.300%  6/20/35 JPY   7,111,700     61,023
  Japan  2.300%  6/20/35 JPY   1,964,500     18,790
  Japan  1.200%  9/20/35 JPY   8,458,000     71,736
  Japan  2.500%  9/20/35 JPY     548,750      5,369
  Japan  1.000% 12/20/35 JPY   3,758,900     31,113
  Japan  2.300% 12/20/35 JPY   1,377,350     13,224
  Japan  0.400%  3/20/36 JPY   7,587,150     58,049
  Japan  2.500%  3/20/36 JPY   1,211,600     11,904
  Japan  0.200%  6/20/36 JPY  14,133,650    104,937
  Japan  2.500%  6/20/36 JPY     795,650      7,834
  Japan  0.500%  9/20/36 JPY   8,083,000     62,447
  Japan  2.500%  9/20/36 JPY     329,200      3,247
  Japan  0.600% 12/20/36 JPY   9,579,650     74,908
  Japan  2.300% 12/20/36 JPY     443,400      4,286
  Japan  0.700%  3/20/37 JPY  20,725,450    164,057
  Japan  2.400%  3/20/37 JPY   1,983,150     19,416
  Japan  0.600%  6/20/37 JPY   6,595,950     51,400
  Japan  0.600%  9/20/37 JPY   9,691,850     75,406
  Japan  2.500%  9/20/37 JPY       9,250         92
  Japan  0.600% 12/20/37 JPY  10,470,150     81,330
  Japan  0.500%  3/20/38 JPY  24,534,450    187,391
  Japan  2.500%  3/20/38 JPY   1,600,700     15,970
  Japan  0.500%  6/20/38 JPY  15,107,000    115,158
  Japan  0.700%  9/20/38 JPY  18,828,400    147,762
  Japan  2.400%  9/20/38 JPY   1,389,400     13,744
  Japan  0.500% 12/20/38 JPY  11,019,700     83,657
  Japan  0.400%  3/20/39 JPY  13,937,700    103,872
  Japan  2.300%  3/20/39 JPY   2,473,750     24,240
  Japan  0.300%  6/20/39 JPY  11,984,650     87,598
  Japan  0.300%  9/20/39 JPY  12,896,750     94,006
  Japan  2.200%  9/20/39 JPY   4,899,200     47,504
  Japan  0.300% 12/20/39 JPY   9,038,200     65,697
  Japan  0.400%  3/20/40 JPY  10,793,850     79,638
  Japan  2.300%  3/20/40 JPY   2,513,250     24,744
  Japan  0.400%  6/20/40 JPY  13,554,000     99,735
  Japan  0.400%  9/20/40 JPY  13,735,150    100,800
  Japan  2.000%  9/20/40 JPY   9,859,450     93,332
  Japan  0.500% 12/20/40 JPY  17,948,600    133,773
  Japan  0.500%  3/20/41 JPY  14,905,500    110,806
  Japan  2.200%  3/20/41 JPY   7,280,750     70,973
  Japan  0.400%  6/20/41 JPY  17,062,450    124,170
110

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  0.500%  9/20/41 JPY  18,036,300    133,386
  Japan  2.000%  9/20/41 JPY   7,077,150     67,105
  Japan  0.500% 12/20/41 JPY  21,900,000    161,480
  Japan  0.800%  3/20/42 JPY  12,000,000     93,376
  Japan  2.000%  3/20/42 JPY   8,355,650     79,268
  Japan  1.900%  9/20/42 JPY  10,388,850     97,219
  Japan  1.800%  3/20/43 JPY   4,518,950     41,698
  Japan  1.900%  6/20/43 JPY   4,063,800     38,135
  Japan  1.800%  9/20/43 JPY   4,299,450     39,729
  Japan  1.700% 12/20/43 JPY   2,870,850     26,108
  Japan  1.700%  3/20/44 JPY   5,233,200     47,614
  Japan  1.700%  6/20/44 JPY   3,514,900     31,996
  Japan  1.700%  9/20/44 JPY   3,747,950     34,131
  Japan  1.500% 12/20/44 JPY   5,715,200     50,252
  Japan  1.500%  3/20/45 JPY   5,545,050     48,761
  Japan  1.600%  6/20/45 JPY   2,304,700     20,641
  Japan  1.400%  9/20/45 JPY   1,569,400     13,545
  Japan  1.400% 12/20/45 JPY   2,968,700     25,618
  Japan  0.800%  3/20/46 JPY   3,285,150     25,065
  Japan  0.300%  6/20/46 JPY   3,182,700     21,576
  Japan  0.500%  9/20/46 JPY   6,776,600     48,111
  Japan  0.600% 12/20/46 JPY   5,844,100     42,397
  Japan  0.800%  3/20/47 JPY   5,502,750     41,739
  Japan  0.800%  6/20/47 JPY   4,816,850     36,485
  Japan  0.800%  9/20/47 JPY   6,634,300     50,185
  Japan  0.800% 12/20/47 JPY   7,959,550     60,130
  Japan  0.800%  3/20/48 JPY  10,274,800     77,516
  Japan  2.400%  3/20/48 JPY     439,000      4,560
  Japan  0.700%  6/20/48 JPY  13,842,700    101,810
  Japan  0.900%  9/20/48 JPY   7,350,150     56,626
  Japan  0.700% 12/20/48 JPY   7,681,600     56,313
  Japan  0.500%  3/20/49 JPY   8,113,200     56,406
  Japan  2.200%  3/20/49 JPY     891,700      8,979
  Japan  0.400%  6/20/49 JPY  11,135,850     75,195
  Japan  0.400%  9/20/49 JPY   8,582,400     57,815
  Japan  0.400% 12/20/49 JPY   7,304,900     49,087
  Japan  0.400%  3/20/50 JPY   7,051,400     47,268
  Japan  2.200%  3/20/50 JPY   1,229,200     12,417
  Japan  0.600%  6/20/50 JPY   9,561,900     67,569
  Japan  0.600%  9/20/50 JPY  10,043,150     70,828
  Japan  0.700% 12/20/50 JPY  13,936,150    100,771
  Japan  0.700%  3/20/51 JPY  11,141,050     80,417
  Japan  2.200%  3/20/51 JPY   1,678,100     17,000
  Japan  0.700%  6/20/51 JPY  11,348,150     81,761
  Japan  0.700%  9/20/51 JPY  10,825,000     77,848
  Japan  0.700% 12/20/51 JPY  14,800,000    106,206
  Japan  1.000%  3/20/52 JPY   5,000,000     38,811
  Japan  2.000%  3/20/52 JPY   2,666,900     26,024
  Japan  1.900%  3/20/53 JPY   1,746,050     16,756
  Japan  1.700%  3/20/54 JPY   3,937,200     36,290
  Japan  1.400%  3/20/55 JPY   4,217,150     36,263
  Japan  0.400%  3/20/56 JPY   7,899,050     50,534
  Japan  0.900%  3/20/57 JPY   8,470,200     63,434
  Japan  0.800%  3/20/58 JPY  10,987,850     79,574
  Japan  0.500%  3/20/59 JPY   9,314,100     60,635
111

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  0.500%  3/20/60 JPY  12,107,450     78,425
  Japan  0.700%  3/20/61 JPY  14,295,800     99,153
  Japan Expressway Holding and Debt Repayment Agency  0.765%  9/20/22 JPY     110,000        850
  Japan Expressway Holding and Debt Repayment Agency  0.796%  9/20/22 JPY     160,000      1,236
  Japan Expressway Holding and Debt Repayment Agency  0.815%  2/28/23 JPY     306,000      2,374
  Japan Expressway Holding and Debt Repayment Agency  0.541%  4/28/23 JPY     487,200      3,774
  Japan Expressway Holding and Debt Repayment Agency  0.882%  6/30/23 JPY     448,300      3,490
  Japan Expressway Holding and Debt Repayment Agency  0.911%  7/31/23 JPY     713,300      5,560
  Japan Expressway Holding and Debt Repayment Agency  0.801%  9/29/23 JPY      68,200        531
  Japan Expressway Holding and Debt Repayment Agency  0.669% 11/30/23 JPY     548,700      4,273
  Japan Expressway Holding and Debt Repayment Agency  0.693% 12/28/23 JPY     274,400      2,139
  Japan Expressway Holding and Debt Repayment Agency  0.660%  2/29/24 JPY   1,097,400      8,556
  Japan Expressway Holding and Debt Repayment Agency  0.645%  3/29/24 JPY     580,900      4,530
  Japan Expressway Holding and Debt Repayment Agency  0.669%  4/30/24 JPY     613,100      4,786
  Japan Expressway Holding and Debt Repayment Agency  0.660%  5/31/24 JPY     616,900      4,818
  Japan Expressway Holding and Debt Repayment Agency  0.601%  7/31/24 JPY   1,097,500      8,568
  Japan Expressway Holding and Debt Repayment Agency  0.544%  9/30/24 JPY      13,600        106
  Japan Expressway Holding and Debt Repayment Agency  0.539% 10/31/24 JPY     548,700      4,283
  Japan Expressway Holding and Debt Repayment Agency  0.495% 11/29/24 JPY     834,000      6,505
  Japan Expressway Holding and Debt Repayment Agency  0.466% 12/27/24 JPY   1,097,400      8,558
  Japan Expressway Holding and Debt Repayment Agency  0.320%  1/31/25 JPY     219,500      1,705
  Japan Expressway Holding and Debt Repayment Agency  0.414%  2/28/25 JPY     224,500      1,749
  Japan Expressway Holding and Debt Repayment Agency  0.450%  3/31/25 JPY     314,600      2,455
  Japan Expressway Holding and Debt Repayment Agency  0.509%  5/30/25 JPY     318,200      2,489
  Japan Expressway Holding and Debt Repayment Agency  0.557%  7/31/25 JPY       7,600         60
  Japan Expressway Holding and Debt Repayment Agency  0.440%  8/29/25 JPY      35,000        273
  Japan Expressway Holding and Debt Repayment Agency  0.320%  1/30/26 JPY     412,000      3,209
  Japan Expressway Holding and Debt Repayment Agency  0.145%  2/27/26 JPY      22,500        174
  Japan Expressway Holding and Debt Repayment Agency  2.450%  3/19/26 JPY     100,000        826
  Japan Expressway Holding and Debt Repayment Agency  2.280%  4/20/27 JPY      40,000        341
112

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan Expressway Holding and Debt Repayment Agency  0.140%  4/30/27 JPY   1,302,900     10,080
  Japan Expressway Holding and Debt Repayment Agency  0.110%  5/31/27 JPY       6,000         46
  Japan Expressway Holding and Debt Repayment Agency  0.130%  6/30/27 JPY     696,500      5,382
  Japan Expressway Holding and Debt Repayment Agency  0.155%  8/31/27 JPY     329,200      2,546
  Japan Expressway Holding and Debt Repayment Agency  0.090%  9/30/27 JPY   1,629,200     12,555
  Japan Expressway Holding and Debt Repayment Agency  2.340% 10/20/27 JPY     370,000      3,194
  Japan Expressway Holding and Debt Repayment Agency  0.170% 10/29/27 JPY     658,400      5,095
  Japan Expressway Holding and Debt Repayment Agency  0.160% 11/30/27 JPY     329,300      2,546
  Japan Expressway Holding and Debt Repayment Agency  2.250% 12/20/27 JPY      50,000        431
  Japan Expressway Holding and Debt Repayment Agency  0.185%  1/31/28 JPY     356,100      2,756
  Japan Expressway Holding and Debt Repayment Agency  2.420%  6/20/28 JPY     610,000      5,345
  Japan Expressway Holding and Debt Repayment Agency  2.370%  9/20/28 JPY      70,000        613
  Japan Expressway Holding and Debt Repayment Agency  2.410%  4/20/29 JPY     350,000      3,107
  Japan Expressway Holding and Debt Repayment Agency  2.100% 12/28/29 JPY     200,000      1,760
  Japan Expressway Holding and Debt Repayment Agency  1.427%  7/31/34 JPY     300,000      2,589
  Japan Expressway Holding and Debt Repayment Agency  1.338% 10/31/34 JPY     100,000        855
  Japan Expressway Holding and Debt Repayment Agency  0.970%  1/31/35 JPY   1,100,000      9,026
  Japan Expressway Holding and Debt Repayment Agency  1.240%  7/31/35 JPY     300,000      2,543
  Japan Expressway Holding and Debt Repayment Agency  1.119% 10/31/35 JPY     400,000      3,343
  Japan Expressway Holding and Debt Repayment Agency  0.934%  1/31/36 JPY   2,000,000     16,332
  Japan Expressway Holding and Debt Repayment Agency  0.306%  4/30/36 JPY     100,000        751
  Japan Expressway Holding and Debt Repayment Agency  0.149%  7/31/36 JPY   1,100,000      8,058
  Japan Expressway Holding and Debt Repayment Agency  0.397% 10/31/36 JPY     100,000        758
  Japan Expressway Holding and Debt Repayment Agency  0.591%  1/29/38 JPY   1,100,000      8,481
  Japan Expressway Holding and Debt Repayment Agency  0.538%  5/31/38 JPY     100,000        763
  Japan Expressway Holding and Debt Repayment Agency  0.543%  6/30/38 JPY     100,000        763
  Japan Expressway Holding and Debt Repayment Agency  0.500%  9/17/38 JPY     100,000        748
  Japan Expressway Holding and Debt Repayment Agency  0.625%  9/30/38 JPY     900,000      6,942
  Japan Expressway Holding and Debt Repayment Agency  0.500%  3/18/39 JPY     100,000        744
113

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan Expressway Holding and Debt Repayment Agency  2.300%  2/29/40 JPY     100,000        979
  Japan Expressway Holding and Debt Repayment Agency  2.960%  3/19/46 JPY     190,000      2,075
  Japan Expressway Holding and Debt Repayment Agency  2.870% 12/20/46 JPY      60,000        649
  Japan Expressway Holding and Debt Repayment Agency  2.700%  3/20/48 JPY   1,120,000     11,888
  Japan Expressway Holding and Debt Repayment Agency  0.686%  7/31/48 JPY     100,000        723
  Japan Expressway Holding and Debt Repayment Agency  0.542%  5/31/49 JPY     400,000      2,771
  Japan Expressway Holding and Debt Repayment Agency  0.306%  3/31/50 JPY     100,000        644
  Japan Expressway Holding and Debt Repayment Agency  1.861%  3/19/55 JPY   1,310,000     12,083
  Japan Finance Corp.  0.001%  7/31/24 JPY   1,120,000      8,627
  Japan Finance Organization for Municipalities  0.815%  2/17/23 JPY     823,100      6,383
  Japan Finance Organization for Municipalities  0.576%  4/28/23 JPY     430,000      3,318
  Japan Finance Organization for Municipalities  0.882%  6/16/23 JPY     548,700      4,270
  Japan Finance Organization for Municipalities  0.311%  7/28/23 JPY   1,010,000      7,813
  Japan Finance Organization for Municipalities  0.922%  7/28/23 JPY     160,000      1,247
  Japan Finance Organization for Municipalities  0.835%  8/14/23 JPY      29,600        231
  Japan Finance Organization for Municipalities  0.801%  9/15/23 JPY      27,400        213
  Japan Finance Organization for Municipalities  0.669% 11/17/23 JPY     866,400      6,745
  Japan Finance Organization for Municipalities  0.660%  2/16/24 JPY     548,700      4,278
  Japan Finance Organization for Municipalities  0.669%  4/12/24 JPY     850,500      6,638
  Japan Finance Organization for Municipalities  0.660%  5/21/24 JPY   1,678,000     13,104
  Japan Finance Organization for Municipalities  0.391%  4/25/25 JPY     123,400        962
  Japan Finance Organization for Municipalities  0.484%  6/13/25 JPY     110,700        851
  Japan Finance Organization for Municipalities  0.320%  1/19/26 JPY     548,700      4,190
  Japan Finance Organization for Municipalities  0.145%  2/16/26 JPY      49,300        374
  Japan Finance Organization for Municipalities  0.020%  3/13/26 JPY      82,000        619
  Japan Finance Organization for Municipalities  0.140%  4/16/27 JPY     137,100      1,060
  Japan Finance Organization for Municipalities  0.110%  5/21/27 JPY     823,100      6,356
  Japan Finance Organization for Municipalities  0.160%  7/16/27 JPY     580,900      4,495
  Japan Finance Organization for Municipalities  0.170% 10/15/27 JPY     548,700      4,254
  Japan Finance Organization for Municipalities  0.160% 11/15/27 JPY   1,097,500      8,503
114

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan Finance Organization for Municipalities  0.185%  1/21/28 JPY   1,097,500      8,495
  Japan Finance Organization for Municipalities  0.195%  2/15/28 JPY      24,100        187
  Japan Finance Organization for Municipalities  2.290%  4/27/29 JPY      40,000        352
  Japan Finance Organization for Municipalities  2.220%  1/28/30 JPY   1,230,000     10,918
  Japan Finance Organization for Municipalities  0.224%  3/28/31 JPY     970,000      7,420
  Japan Highway Public Corp.  1.540% 12/20/22 JPY     270,000      2,100
  Japan Housing Finance Agency  0.040%  6/20/25 JPY      20,000        154
  Japan Housing Finance Agency  0.075% 10/20/26 JPY   2,280,000     17,555
  Major Joint Local Government Bond  0.910%  7/25/23 JPY     274,300      2,137
  Major Joint Local Government Bond  0.820%  8/25/23 JPY      49,300        384
  Major Joint Local Government Bond  0.680% 10/25/23 JPY     109,700        854
  Major Joint Local Government Bond  0.660% 11/24/23 JPY     790,200      6,149
  Major Joint Local Government Bond  0.710% 12/25/23 JPY   2,030,400     15,824
  Major Joint Local Government Bond  0.760%  1/25/24 JPY     823,100      6,424
  Major Joint Local Government Bond  0.689%  4/25/24 JPY     137,100      1,071
  Major Joint Local Government Bond  0.674%  5/24/24 JPY     219,500      1,714
  Major Joint Local Government Bond  0.659%  6/25/24 JPY     439,000      3,430
  Major Joint Local Government Bond  0.611%  7/25/24 JPY     725,000      5,661
  Major Joint Local Government Bond  0.566%  8/23/24 JPY     274,300      2,141
  Major Joint Local Government Bond  0.554%  9/25/24 JPY     823,100      6,423
  Major Joint Local Government Bond  0.456% 12/25/24 JPY   1,316,900     10,251
  Major Joint Local Government Bond  0.448%  2/25/25 JPY   1,262,100      9,842
  Major Joint Local Government Bond  0.470%  3/25/25 JPY     960,200      7,495
  Major Joint Local Government Bond  0.406%  4/25/25 JPY   2,002,900     15,609
  Major Joint Local Government Bond  0.553%  5/23/25 JPY   2,798,500     21,909
  Major Joint Local Government Bond  0.548%  6/25/25 JPY   1,426,700     10,995
  Major Joint Local Government Bond  0.553%  7/25/25 JPY     682,400      5,258
  Major Joint Local Government Bond  0.500%  8/25/25 JPY     878,000      6,754
  Major Joint Local Government Bond  0.510%  9/25/25 JPY   1,191,100      9,165
  Major Joint Local Government Bond  0.496% 11/25/25 JPY     548,700      4,218
  Major Joint Local Government Bond  0.469% 12/25/25 JPY   2,798,500     21,491
  Major Joint Local Government Bond  0.060%  8/25/26 JPY      24,100        186
  Major Joint Local Government Bond  0.060% 10/23/26 JPY      16,000        123
  Major Joint Local Government Bond  0.145% 12/25/26 JPY   1,810,800     14,012
  Major Joint Local Government Bond  0.180%  1/25/27 JPY   1,695,600     12,808
  Major Joint Local Government Bond  0.245%  2/25/27 JPY     932,800      7,251
  Major Joint Local Government Bond  0.210%  3/25/27 JPY   1,068,900      8,294
  Major Joint Local Government Bond  0.215% 10/25/27 JPY     434,900      3,369
  Major Joint Local Government Bond  0.240%  2/25/28 JPY     262,800      2,039
  Major Joint Local Government Bond  0.180%  4/25/28 JPY   3,127,800     24,169
  Major Joint Local Government Bond  0.200%  5/25/28 JPY     488,300      3,777
  Major Joint Local Government Bond  0.205%  6/23/28 JPY     574,000      4,440
  Major Joint Local Government Bond  0.175%  7/25/28 JPY      24,400        188
  Major Joint Local Government Bond  0.245%  8/25/28 JPY     186,500      1,445
  Major Joint Local Government Bond  0.250%  9/25/28 JPY     747,600      5,794
  Major Joint Local Government Bond  0.160%  1/25/29 JPY     883,500      6,799
  Major Joint Local Government Bond  0.140%  2/22/29 JPY     878,100      6,746
  Major Joint Local Government Bond  0.100%  4/25/29 JPY   2,012,100     15,403
  Major Joint Local Government Bond  0.050%  9/25/29 JPY      27,400        209
  Major Joint Local Government Bond  0.070% 11/22/29 JPY   2,004,800     15,265
  Major Joint Local Government Bond  0.095%  2/25/30 JPY      16,400        125
115

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Major Joint Local Government Bond  0.150%  6/25/30 JPY     548,700      4,190
  Major Joint Local Government Bond  0.125%  8/23/30 JPY     241,500      1,839
  Major Joint Local Government Bond  0.150%  9/25/30 JPY      80,400        613
  Major Joint Local Government Bond  0.125% 10/25/30 JPY   1,873,400     14,260
  Major Joint Local Government Bond  0.120% 11/25/30 JPY      35,600        271
  Major Joint Local Government Bond  0.145%  2/25/31 JPY   1,465,800     11,161
  Major Joint Local Government Bond  0.199%  4/25/31 JPY      96,500        738
  Major Joint Local Government Bond  0.145%  6/25/31 JPY     402,400      3,061
  Osaka Prefecture  1.453%  9/26/34 JPY     150,000      1,295
  Osaka Prefecture  0.366%  9/28/35 JPY     900,000      6,832
  Osaka Prefecture  1.203%  9/28/35 JPY     650,000      5,468
  Tokyo Metropolitan Government  0.700%  9/20/23 JPY     246,900      1,920
  Tokyo Metropolitan Government  0.720% 12/20/23 JPY      16,400        128
  Tokyo Metropolitan Government  0.730% 12/20/23 JPY   1,097,400      8,554
  Tokyo Metropolitan Government  0.635%  3/19/24 JPY     384,000      2,993
  Tokyo Metropolitan Government  0.690%  3/19/24 JPY     104,200        813
  Tokyo Metropolitan Government  0.505%  9/20/24 JPY     384,100      2,994
  Tokyo Metropolitan Government  0.426% 12/20/24 JPY      76,700        588
  Tokyo Metropolitan Government  0.386%  3/19/25 JPY     548,700      4,210
  Tokyo Metropolitan Government  0.435%  3/19/25 JPY   1,360,100     10,420
  Tokyo Metropolitan Government  0.499%  6/20/25 JPY     411,500      3,161
  Tokyo Metropolitan Government  0.533%  6/20/25 JPY     274,300      2,110
  Tokyo Metropolitan Government  0.456%  9/19/25 JPY     274,300      2,107
  Tokyo Metropolitan Government  0.475%  9/19/25 JPY     603,500      4,630
  Tokyo Metropolitan Government  0.444% 12/19/25 JPY     367,600      2,821
  Tokyo Metropolitan Government  0.075%  9/18/26 JPY      97,300        751
  Tokyo Metropolitan Government  0.210%  3/19/27 JPY   1,097,500      8,518
  Tokyo Metropolitan Government  0.040%  6/20/29 JPY     878,000      6,686
  Tokyo Metropolitan Government  0.095%  9/20/30 JPY   1,305,600      9,923
  Tokyo Metropolitan Government  0.150% 12/20/30 JPY     869,200      6,630
  Tokyo Metropolitan Government  0.080%  3/20/31 JPY      48,200        365
  Tokyo Metropolitan Government  1.980%  6/20/31 JPY     200,000      1,776
  Tokyo Metropolitan Government  1.293%  6/20/35 JPY      50,000        426
                   14,815,637
Jersey (0.0%)                           
  Bailiwick of Jersey  3.750%   6/9/54 GBP         828      1,218
Kazakhstan (0.0%)                           
3 Republic of Kazakhstan  1.550%  11/9/23 EUR       1,728      1,802
  Republic of Kazakhstan  1.550%  11/9/23 EUR       1,096      1,143
  Republic of Kazakhstan  0.600%  9/30/26 EUR         912        854
3 Republic of Kazakhstan  0.600%  9/30/26 EUR       3,456      3,238
  Republic of Kazakhstan  2.375%  11/9/28 EUR       5,487      5,318
3 Republic of Kazakhstan  1.500%  9/30/34 EUR       2,634      2,135
                   14,490
Latvia (0.0%)                           
  Republic of Latvia  2.875%  4/30/24 EUR         548        599
Lithuania (0.0%)                           
  Republic of Lithuania  2.125% 10/29/26 EUR       7,572      8,214
Luxembourg (0.0%)                           
  Grand Duchy of Luxembourg  2.250%  3/19/28 EUR       1,645      1,821
Malaysia (0.8%)                           
  Federation of Malaysia  3.757%  4/20/23 MYR      54,874     12,762
  Federation of Malaysia  3.800%  8/17/23 MYR      90,542     21,114
116

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Federation of Malaysia  3.478%  6/14/24 MYR     142,674     32,773
  Federation of Malaysia  4.181%  7/15/24 MYR      77,921     18,158
  Federation of Malaysia  4.059%  9/30/24 MYR      29,632      6,885
  Federation of Malaysia  3.882%  3/14/25 MYR      80,731     18,699
  Federation of Malaysia  3.955%  9/15/25 MYR     256,265     59,141
  Federation of Malaysia  4.392%  4/15/26 MYR      38,412      8,974
  Federation of Malaysia  3.906%  7/15/26 MYR     127,574     29,273
  Federation of Malaysia  3.900% 11/30/26 MYR      72,160     16,548
  Federation of Malaysia  3.892%  3/15/27 MYR         402         92
  Federation of Malaysia  3.899% 11/16/27 MYR      53,228     12,048
  Federation of Malaysia  3.733%  6/15/28 MYR     140,699     31,316
  Federation of Malaysia  3.885%  8/15/29 MYR      83,291     18,358
  Federation of Malaysia  4.498%  4/15/30 MYR      77,099     17,640
  Federation of Malaysia  2.632%  4/15/31 MYR      34,446      6,798
  Federation of Malaysia  4.232%  6/30/31 MYR      11,358      2,532
  Federation of Malaysia  4.127%  4/15/32 MYR      13,718      3,027
  Federation of Malaysia  4.193%  10/7/32 MYR      20,000      4,487
  Federation of Malaysia  3.844%  4/15/33 MYR     111,330     23,589
  Federation of Malaysia  4.642%  11/7/33 MYR      62,392     14,128
  Federation of Malaysia  3.828%   7/5/34 MYR     116,439     24,301
  Federation of Malaysia  4.254%  5/31/35 MYR      58,716     12,634
  Federation of Malaysia  4.762%   4/7/37 MYR      25,571      5,810
  Federation of Malaysia  4.893%   6/8/38 MYR     108,378     24,506
  Federation of Malaysia  3.757%  5/22/40 MYR      76,824     15,091
  Federation of Malaysia  4.696% 10/15/42 MYR      20,000      4,468
  Federation of Malaysia  4.935%  9/30/43 MYR       9,781      2,226
  Federation of Malaysia  4.736%  3/15/46 MYR      19,205      4,227
  Federation of Malaysia  4.921%   7/6/48 MYR      62,557     14,275
  Federation of Malaysia  4.065%  6/15/50 MYR      26,625      5,179
  Malaysia Government Investment Issue  4.444%  5/22/24 MYR      13,634      3,190
  Malaysia Government Investment Issue  3.655% 10/15/24 MYR       6,438      1,483
  Malaysia Government Investment Issue  3.726%  3/31/26 MYR     121,414     27,726
  Malaysia Government Investment Issue  3.422%  9/30/27 MYR      64,386     14,327
  Malaysia Government Investment Issue  4.369% 10/31/28 MYR     155,000     35,697
  Malaysia Government Investment Issue  4.130%   7/9/29 MYR      67,087     15,046
  Malaysia Government Investment Issue  3.465% 10/15/30 MYR     102,829     21,947
  Malaysia Government Investment Issue  4.724%  6/15/33 MYR      40,241      9,238
  Malaysia Government Investment Issue  4.582%  8/30/33 MYR      15,000      3,423
  Malaysia Government Investment Issue  4.119% 11/30/34 MYR      86,564     18,496
  Malaysia Government Investment Issue  3.447%  7/15/36 MYR     120,680     23,713
  Malaysia Government Investment Issue  4.467%  9/15/39 MYR      51,414     10,977
  Malaysia Government Investment Issue  4.417%  9/30/41 MYR      80,471     17,040
  Malaysia Government Investment Issue  4.638% 11/15/49 MYR     103,324     22,161
                   695,523
Mexico (0.6%)                           
  Mexican Bonos  8.000%  12/7/23 MXN     865,750     41,828
  Mexican Bonos  8.000%   9/5/24 MXN   1,078,700     51,691
  Mexican Bonos 10.000%  12/5/24 MXN     853,900     42,722
  Mexican Bonos  5.750%   3/5/26 MXN   1,787,250     78,215
  Mexican Bonos  5.500%   3/4/27 MXN     250,000     10,538
  Mexican Bonos  7.500%   6/3/27 MXN   1,080,900     49,656
  Mexican Bonos  8.500%  5/31/29 MXN     965,800     45,913
  Mexican Bonos  7.750%  5/29/31 MXN   1,287,600     57,854
  Mexican Bonos  7.750% 11/23/34 MXN     396,600     17,360
  Mexican Bonos 10.000% 11/20/36 MXN     272,500     14,239
117

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Mexican Bonos  8.500% 11/18/38 MXN     757,600     35,034
  Mexican Bonos  7.750% 11/13/42 MXN     926,500     39,289
  Mexican Bonos  8.000%  11/7/47 MXN     718,400     30,955
  United Mexican States  1.375%  1/15/25 EUR       5,909      6,118
  United Mexican States  1.625%   4/8/26 EUR       2,252      2,297
  United Mexican States  1.350%  9/18/27 EUR       3,330      3,252
  United Mexican States  1.750%  4/17/28 EUR       9,053      8,728
  United Mexican States  3.625%   4/9/29 EUR       5,048      5,374
  United Mexican States  1.125%  1/17/30 EUR       4,186      3,666
  United Mexican States  2.375%  2/11/30 EUR       5,000      4,779
  United Mexican States  3.375%  2/23/31 EUR       6,877      7,017
  United Mexican States  1.450% 10/25/33 EUR       4,235      3,393
  United Mexican States  2.250%  8/12/36 EUR       4,024      3,326
  United Mexican States  2.875%   4/8/39 EUR       5,424      4,625
  United Mexican States  3.000%   3/6/45 EUR       3,072      2,590
  United Mexican States  2.125% 10/25/51 EUR       6,882      4,587
  United Mexican States  5.625%  3/19/14 GBP       3,295      3,915
  United Mexican States  4.000%  3/15/15 EUR       1,865      1,588
                   580,549
Netherlands (1.8%)                           
  BNG Bank NV  3.875%  5/26/23 EUR      15,365     16,840
  BNG Bank NV  5.250%  5/20/24 AUD       4,390      3,233
  BNG Bank NV  0.250%   6/7/24 EUR       3,292      3,431
  BNG Bank NV  0.050%  7/13/24 EUR      13,718     14,192
  BNG Bank NV  1.125%   9/4/24 EUR         767        814
  BNG Bank NV  0.200%  11/9/24 EUR      10,975     11,344
  BNG Bank NV  0.250%   5/7/25 EUR      15,666     16,133
  BNG Bank NV  3.250%  7/15/25 AUD       5,569      3,915
  BNG Bank NV  1.625%  8/26/25 GBP         400        494
  BNG Bank NV  1.000%  1/12/26 EUR       8,231      8,638
  BNG Bank NV  0.125%  4/11/26 EUR       4,005      4,051
  BNG Bank NV  3.250%  8/24/26 AUD         402        279
  BNG Bank NV  0.625%  6/19/27 EUR       8,121      8,283
  BNG Bank NV  3.500%  7/19/27 AUD       4,280      2,985
  BNG Bank NV  0.750%  1/11/28 EUR      12,676     12,907
  BNG Bank NV  3.300%  7/17/28 AUD      10,865      7,441
  BNG Bank NV  5.200%  12/7/28 GBP       1,700      2,526
  BNG Bank NV  0.100%  1/15/30 EUR       8,231      7,765
  BNG Bank NV  1.375% 10/21/30 EUR       3,292      3,408
  BNG Bank NV  0.250%  1/12/32 EUR       6,300      5,804
  BNG Bank NV  0.125%  4/19/33 EUR       8,048      7,119
  BNG Bank NV  0.125%   7/9/35 EUR      21,208     17,938
  BNG Bank NV  0.875% 10/17/35 EUR       2,743      2,552
  BNG Bank NV  0.250% 11/22/36 EUR      10,000      8,360
  BNG Bank NV  1.500%  3/29/38 EUR       1,645      1,638
  BNG Bank NV  1.500%  7/15/39 EUR       2,194      2,175
  BNG Bank NV  0.805%  6/28/49 EUR       4,000      3,395
3 Kingdom of Netherlands  1.750%  7/15/23 EUR      81,022     87,414
3 Kingdom of Netherlands  0.000%  1/15/24 EUR      65,673     69,018
3 Kingdom of Netherlands  2.000%  7/15/24 EUR     111,420    121,663
3 Kingdom of Netherlands  0.250%  7/15/25 EUR      58,848     61,383
3 Kingdom of Netherlands  0.500%  7/15/26 EUR      33,993     35,481
3 Kingdom of Netherlands  0.000%  1/15/27 EUR     108,819    110,515
3 Kingdom of Netherlands  0.750%  7/15/27 EUR      17,625     18,472
3 Kingdom of Netherlands  0.750%  7/15/28 EUR      55,193     57,478
118

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
3 Kingdom of Netherlands  0.250%  7/15/29 EUR      86,975     86,653
3 Kingdom of Netherlands  0.000%  7/15/30 EUR     117,980    113,611
3 Kingdom of Netherlands  0.000%  7/15/31 EUR      61,857     58,820
3 Kingdom of Netherlands  0.500%  7/15/32 EUR      95,000     92,819
3 Kingdom of Netherlands  2.500%  1/15/33 EUR      22,223     26,300
3 Kingdom of Netherlands  4.000%  1/15/37 EUR      41,929     59,634
3 Kingdom of Netherlands  0.000%  1/15/38 EUR      64,386     54,650
3 Kingdom of Netherlands  0.500%  1/15/40 EUR      52,542     47,928
3 Kingdom of Netherlands  3.750%  1/15/42 EUR      59,741     88,907
3 Kingdom of Netherlands  2.750%  1/15/47 EUR      50,190     69,619
3,11 Kingdom of Netherlands  0.000%  1/15/52 EUR      52,815     38,095
  Nederlandse Waterschapsbank NV  0.125%  1/17/24 EUR      13,718     14,337
  Nederlandse Waterschapsbank NV  5.250%  4/18/24 AUD       4,650      3,419
  Nederlandse Waterschapsbank NV  5.200%  3/31/25 CAD         940        772
  Nederlandse Waterschapsbank NV  3.400%  7/22/25 AUD       1,910      1,349
  Nederlandse Waterschapsbank NV  0.250% 12/15/25 GBP       8,998     10,555
  Nederlandse Waterschapsbank NV  3.150%   9/2/26 AUD       4,910      3,392
  Nederlandse Waterschapsbank NV  0.000% 11/16/26 EUR      13,682     13,615
  Nederlandse Waterschapsbank NV  3.250%   3/9/27 EUR       5,487      6,253
  Nederlandse Waterschapsbank NV  1.000%   3/1/28 EUR       3,292      3,386
  Nederlandse Waterschapsbank NV  3.450%  7/17/28 AUD       2,190      1,512
  Nederlandse Waterschapsbank NV  3.300%   5/2/29 AUD       2,470      1,682
  Nederlandse Waterschapsbank NV  0.500%  4/29/30 EUR       2,900      2,809
  Nederlandse Waterschapsbank NV  0.000%   9/8/31 EUR      12,500     11,294
  Nederlandse Waterschapsbank NV  3.000%  9/11/31 EUR       3,200      3,759
  Nederlandse Waterschapsbank NV  5.375%   6/7/32 GBP       5,487      8,716
  Nederlandse Waterschapsbank NV  1.250%  5/27/36 EUR       9,987      9,650
  Nederlandse Waterschapsbank NV  0.000%  2/16/37 EUR       8,000      6,376
  Nederlandse Waterschapsbank NV  1.500%  6/15/39 EUR       2,743      2,712
  Nederlandse Waterschapsbank NV  0.750%  10/4/41 EUR      23,212     19,885
                   1,601,593
New Zealand (0.4%)                           
  Auckland Council  0.625% 11/13/24 EUR       5,487      5,722
  Auckland Council  3.500%   3/9/26 AUD         400        277
  Auckland Council  0.125%  9/26/29 EUR       1,701      1,595
  Housing New Zealand Ltd.  3.360%  6/12/25 NZD       5,840      3,679
  Housing New Zealand Ltd.  2.247%  10/5/26 NZD      14,560      8,636
  Housing New Zealand Ltd.  2.183%  4/24/30 NZD       4,020      2,206
  Housing New Zealand Ltd.  1.534%  9/10/35 NZD       4,020      1,794
  New Zealand  5.500%  4/15/23 NZD      24,693     16,328
  New Zealand  0.500%  5/15/24 NZD      46,460     28,330
  New Zealand  2.750%  4/15/25 NZD      61,101     38,632
  New Zealand  0.500%  5/15/26 NZD      22,630     12,940
  New Zealand  4.500%  4/15/27 NZD      61,910     41,629
  New Zealand  0.250%  5/15/28 NZD      41,921     22,156
  New Zealand  3.000%  4/20/29 NZD      46,515     28,884
  New Zealand  1.500%  5/15/31 NZD      47,374     25,589
  New Zealand  2.000%  5/15/32 NZD      16,096      8,954
  New Zealand  3.500%  4/14/33 NZD      28,388     18,032
  New Zealand  2.750%  4/15/37 NZD      42,626     24,401
  New Zealand  1.750%  5/15/41 NZD      21,292      9,954
  New Zealand  2.750%  5/15/51 NZD      11,187      5,835
  New Zealand Local Government Funding Agency Bond  5.500%  4/15/23 NZD       2,743      1,807
119

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  New Zealand Local Government Funding Agency Bond  2.250%  4/15/24 NZD       6,145      3,846
  New Zealand Local Government Funding Agency Bond  2.750%  4/15/25 NZD       4,939      3,069
  New Zealand Local Government Funding Agency Bond  1.500%  4/15/26 NZD       5,487      3,193
  New Zealand Local Government Funding Agency Bond  4.500%  4/15/27 NZD       1,096        714
  New Zealand Local Government Funding Agency Bond  1.500%  4/20/29 NZD      15,975      8,547
  New Zealand Local Government Funding Agency Bond  3.500%  4/14/33 NZD       7,941      4,691
                   331,440
Norway (0.2%)                           
3 Kingdom of Norway  2.000%  5/24/23 NOK     215,610     23,038
3 Kingdom of Norway  3.000%  3/14/24 NOK     311,468     33,616
3 Kingdom of Norway  1.750%  3/13/25 NOK      96,030     10,017
3 Kingdom of Norway  1.500%  2/19/26 NOK      71,337      7,298
3 Kingdom of Norway  1.750%  2/17/27 NOK      83,957      8,583
3 Kingdom of Norway  2.000%  4/26/28 NOK     109,749     11,243
3 Kingdom of Norway  1.750%   9/6/29 NOK     195,850     19,498
3 Kingdom of Norway  1.375%  8/19/30 NOK     327,745     31,332
3 Kingdom of Norway  1.250%  9/17/31 NOK     238,613     22,210
  Kommunalbanken A/S  2.700%   9/5/23 AUD         518        366
  Kommunalbanken A/S  1.500% 12/15/23 GBP       8,231     10,265
  Kommunalbanken A/S  5.250%  7/15/24 AUD       3,438      2,536
  Kommunalbanken A/S  4.250%  7/16/25 AUD         680        492
  Kommunalbanken A/S  0.625%  4/20/26 EUR       4,390      4,495
  Kommunalbanken A/S  3.000%  12/9/26 AUD       4,938      3,384
  Kommunalbanken A/S  0.875%  5/24/27 EUR      15,748     16,091
  Kommunalbanken A/S  3.400%  7/24/28 AUD       4,388      3,020
  Kommunalbanken A/S  0.050% 10/24/29 EUR       5,158      4,825
                   212,309
Peru (0.1%)                           
  Republic of Peru  5.200%  9/12/23 PEN       4,325      1,120
  Republic of Peru  5.700%  8/12/24 PEN      25,355      6,521
  Republic of Peru  2.750%  1/30/26 EUR       7,682      8,184
  Republic of Peru  8.200%  8/12/26 PEN      63,040     17,104
  Republic of Peru  6.350%  8/12/28 PEN      66,780     16,279
  Republic of Peru  5.940%  2/12/29 PEN      61,875     14,587
  Republic of Peru  3.750%   3/1/30 EUR       1,096      1,219
  Republic of Peru  6.950%  8/12/31 PEN      52,125     12,676
  Republic of Peru  6.150%  8/12/32 PEN      55,121     12,412
  Republic of Peru  1.250%  3/11/33 EUR       5,099      4,299
  Republic of Peru  5.400%  8/12/34 PEN      49,943     10,360
  Republic of Peru  1.950% 11/17/36 EUR       4,639      3,861
  Republic of Peru  6.900%  8/12/37 PEN      52,230     11,976
  Republic of Peru  5.350%  8/12/40 PEN      33,749      6,434
  Republic of Peru  6.850%  2/12/42 PEN      17,630      3,905
  Republic of Peru  6.714%  2/12/55 PEN      10,725      2,269
                   133,206
Philippines (0.0%)                           
  Republic of Philippines  0.250%  4/28/25 EUR       2,883      2,888
  Republic of Philippines  0.875%  5/17/27 EUR       4,313      4,250
  Republic of Philippines  0.700%   2/3/29 EUR       2,799      2,614
120

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Republic of Philippines  1.200%  4/28/33 EUR       3,913      3,482
                   13,234
Poland (0.4%)                           
  Bank Gospodarstwa Krajowego  1.375%   6/1/25 EUR       2,845      2,978
  Bank Gospodarstwa Krajowego  1.750%   5/6/26 EUR       2,194      2,310
  Bank Gospodarstwa Krajowego  1.625%  4/30/28 EUR       2,815      2,876
  Bank Gospodarstwa Krajowego  2.000%   6/1/30 EUR         494        503
  Republic of Poland  2.500%  1/25/23 PLN      66,719     14,670
  Republic of Poland  4.000% 10/25/23 PLN     139,039     30,316
  Republic of Poland  3.000%  1/15/24 EUR         321        349
  Republic of Poland  2.500%  4/25/24 PLN      60,329     12,581
  Republic of Poland  3.375%   7/9/24 EUR       3,292      3,623
  Republic of Poland  2.250% 10/25/24 PLN      27,437      5,555
  Republic of Poland  5.250%  1/20/25 EUR       4,061      4,705
  Republic of Poland  0.000%  2/10/25 EUR       8,231      8,327
  Republic of Poland  0.750%  4/25/25 PLN     159,266     30,203
  Republic of Poland  3.250%  7/25/25 PLN      71,885     14,511
  Republic of Poland  1.500%   9/9/25 EUR       2,743      2,870
  Republic of Poland  1.500%  1/19/26 EUR      26,231     27,517
  Republic of Poland  2.500%  7/25/26 PLN      88,621     16,813
  Republic of Poland  1.125%   8/7/26 EUR       1,921      1,978
  Republic of Poland  0.250% 10/25/26 PLN     145,347     24,585
  Republic of Poland  0.875%  5/10/27 EUR      17,998     18,091
  Republic of Poland  3.750%  5/25/27 PLN     100,000     19,567
  Republic of Poland  2.500%  7/25/27 PLN      85,055     15,648
  Republic of Poland  1.375% 10/22/27 EUR       2,222      2,295
  Republic of Poland  2.750%  4/25/28 PLN     144,479     26,362
  Republic of Poland  1.000% 10/25/28 EUR       1,591      1,591
  Republic of Poland  5.750%  4/25/29 PLN      14,185      3,074
  Republic of Poland  2.750% 10/25/29 PLN      70,233     12,394
  Republic of Poland  1.250% 10/25/30 PLN     126,211     19,228
  Republic of Poland  1.750%  4/25/32 PLN     132,000     19,684
  Republic of Poland  2.375%  1/18/36 EUR       7,305      7,412
  Republic of Poland  2.000% 10/25/46 EUR         241        234
  Republic of Poland  4.000%  4/25/47 PLN      35,093      5,480
                   358,330
Portugal (0.6%)                           
3 Portugal Obrigacoes do Tesouro OT  4.950% 10/25/23 EUR      17,555     19,828
3 Portugal Obrigacoes do Tesouro OT  5.650%  2/15/24 EUR      43,899     50,606
3 Portugal Obrigacoes do Tesouro OT  2.875%  7/21/26 EUR      37,254     42,157
3 Portugal Obrigacoes do Tesouro OT  4.125%  4/14/27 EUR      18,113     21,777
3 Portugal Obrigacoes do Tesouro OT  0.700% 10/15/27 EUR      48,137     49,062
3 Portugal Obrigacoes do Tesouro OT  1.950%  6/15/29 EUR      62,628     67,626
3 Portugal Obrigacoes do Tesouro OT  3.875%  2/15/30 EUR      21,950     26,951
3 Portugal Obrigacoes do Tesouro OT  0.475% 10/18/30 EUR      41,155     38,940
3 Portugal Obrigacoes do Tesouro OT  0.300% 10/17/31 EUR      32,193     29,170
  Portugal Obrigacoes do Tesouro OT  1.650%  7/16/32 EUR      25,000     25,488
3 Portugal Obrigacoes do Tesouro OT  2.250%  4/18/34 EUR      38,412     41,259
3 Portugal Obrigacoes do Tesouro OT  0.900% 10/12/35 EUR      34,672     31,061
3 Portugal Obrigacoes do Tesouro OT  4.100%  4/15/37 EUR       9,163     11,951
3 Portugal Obrigacoes do Tesouro OT  1.150%  4/11/42 EUR      15,000     12,748
3 Portugal Obrigacoes do Tesouro OT  4.100%  2/15/45 EUR      24,144     33,010
                   501,634
121

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Romania (0.2%)                           
  Romania  3.625%  4/24/24 EUR       2,853      3,102
  Romania  2.750% 10/29/25 EUR       9,265      9,887
  Romania  3.500% 11/25/25 RON      54,750     10,549
3 Romania  2.750%  2/26/26 EUR       2,041      2,139
  Romania  3.250%  6/24/26 RON      49,260      9,198
3 Romania  2.000%  12/8/26 EUR       2,002      2,022
  Romania  2.375%  4/19/27 EUR      12,346     12,303
  Romania  2.500% 10/25/27 RON     150,000     25,651
3 Romania  2.125%   3/7/28 EUR       2,900      2,759
  Romania  2.875%  5/26/28 EUR      18,396     18,213
  Romania  4.850%  7/25/29 RON      50,000      9,337
3 Romania  1.375%  12/2/29 EUR       1,772      1,506
  Romania  2.500%   2/8/30 EUR       3,841      3,504
3 Romania  3.624%  5/26/30 EUR       1,711      1,648
  Romania  3.624%  5/26/30 EUR       7,839      7,551
3 Romania  1.750%  7/13/30 EUR       4,676      3,891
  Romania  2.124%  7/16/31 EUR       1,673      1,392
3 Romania  2.124%  7/16/31 EUR       2,365      1,968
3 Romania  2.000%  1/28/32 EUR       2,469      1,977
3 Romania  2.000%  4/14/33 EUR       3,633      2,784
3 Romania  3.750%   2/7/34 EUR       2,300      2,054
  Romania  3.750%   2/7/34 EUR       5,500      4,913
  Romania  3.875% 10/29/35 EUR       6,390      5,690
  Romania  4.125%  3/11/39 EUR       1,645      1,457
3 Romania  2.625%  12/2/40 EUR       1,096        764
3 Romania  2.750%  4/14/41 EUR       5,113      3,598
  Romania  2.750%  4/14/41 EUR       3,408      2,387
3 Romania  2.875%  4/13/42 EUR       2,921      2,054
3 Romania  4.625%   4/3/49 EUR       4,655      4,058
  Romania  4.625%   4/3/49 EUR       5,487      4,784
3 Romania  3.375%  1/28/50 EUR       5,487      3,881
                   167,021
Russia (0.0%)                           
12,13 Russian Federation  7.150% 11/12/25 RUB     410,994         —
12,13 Russian Federation  6.100%  7/18/35 RUB     720,433         —
                   —
Saudi Arabia (0.0%)                           
3 Kingdom of Saudi Arabia  0.000%   3/3/24 EUR      19,170     19,800
3 Kingdom of Saudi Arabia  0.750%   7/9/27 EUR       5,487      5,415
3 Kingdom of Saudi Arabia  0.625%   3/3/30 EUR       8,282      7,675
  Kingdom of Saudi Arabia  2.000%   7/9/39 EUR       8,011      7,297
                   40,187
Singapore (0.5%)                           
  Housing & Development Board  2.505%  6/27/24 SGD       1,000        724
  Housing & Development Board  3.100%  7/24/24 SGD       5,000      3,666
  Housing & Development Board  2.495%  3/11/26 SGD       1,000        720
  Housing & Development Board  2.035%  9/16/26 SGD       5,000      3,525
  Housing & Development Board  2.675%  1/22/29 SGD       2,750      1,977
  Housing & Development Board  2.598% 10/30/29 SGD       3,000      2,142
  Housing & Development Board  3.080%  5/31/30 SGD       8,000      5,903
  Housing & Development Board  2.545%   7/4/31 SGD       1,500      1,057
  Housing & Development Board  1.865%  7/21/33 SGD       4,000      2,593
  Republic of Singapore  2.750%   7/1/23 SGD      19,204     14,033
122

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Republic of Singapore  2.000%   2/1/24 SGD      66,730     48,209
  Republic of Singapore  3.000%   9/1/24 SGD      34,053     25,087
  Republic of Singapore  2.375%   6/1/25 SGD      27,441     19,959
  Republic of Singapore  0.500%  11/1/25 SGD      32,193     21,915
  Republic of Singapore  2.125%   6/1/26 SGD      37,020     26,574
  Republic of Singapore  1.250%  11/1/26 SGD      25,209     17,340
  Republic of Singapore  3.500%   3/1/27 SGD      42,472     32,206
  Republic of Singapore  2.625%   5/1/28 SGD      34,326     25,028
  Republic of Singapore  2.875%   7/1/29 SGD      27,577     20,395
  Republic of Singapore  2.875%   9/1/30 SGD      52,693     39,048
  Republic of Singapore  3.375%   9/1/33 SGD      32,370     25,014
  Republic of Singapore  2.250%   8/1/36 SGD      36,833     25,145
  Republic of Singapore  2.375%   7/1/39 SGD      21,730     14,881
  Republic of Singapore  2.750%   4/1/42 SGD      23,790     17,090
  Republic of Singapore  2.750%   3/1/46 SGD      29,336     21,284
  Republic of Singapore  1.875%   3/1/50 SGD      25,676     15,670
  Republic of Singapore  1.875%  10/1/51 SGD      11,353      6,893
                   438,078
Slovakia (0.2%)                           
  Slovak Republic  0.000% 11/13/23 EUR      34,461     36,167
  Slovak Republic  0.000%  6/17/24 EUR       5,317      5,539
  Slovak Republic  0.250%  5/14/25 EUR      13,218     13,578
  Slovak Republic  0.625%  5/22/26 EUR       7,133      7,404
  Slovak Republic  1.375%  1/21/27 EUR      11,633     12,451
  Slovak Republic  1.000%  6/12/28 EUR      18,531     19,122
  Slovak Republic  0.750%   4/9/30 EUR       8,684      8,550
  Slovak Republic  1.000%  5/14/32 EUR      30,739     29,992
  Slovak Republic  1.875%   3/9/37 EUR       5,569      5,579
  Slovak Republic  2.000% 10/17/47 EUR       8,133      8,095
  Slovak Republic  2.250%  6/12/68 EUR       1,372      1,381
  Slovak Republic  2.250%  6/12/68 EUR      12,467     12,550
                   160,408
Slovenia (0.1%)                           
  Republic of Slovenia  4.625%   9/9/24 EUR       2,194      2,540
  Republic of Slovenia  2.125%  7/28/25 EUR       2,743      3,031
  Republic of Slovenia  5.125%  3/30/26 EUR       4,390      5,386
  Republic of Slovenia  1.250%  3/22/27 EUR       7,682      8,176
  Republic of Slovenia  1.000%   3/6/28 EUR      19,205     19,926
  Republic of Slovenia  1.188%  3/14/29 EUR       5,487      5,623
  Republic of Slovenia  0.275%  1/14/30 EUR       8,231      7,738
  Republic of Slovenia  0.000%  2/12/31 EUR      23,860     21,318
  Republic of Slovenia  1.500%  3/25/35 EUR       6,581      6,409
  Republic of Slovenia  1.750%  11/3/40 EUR       5,487      5,325
  Republic of Slovenia  3.125%   8/7/45 EUR       5,487      6,749
  Republic of Slovenia  0.488% 10/20/50 EUR       8,896      5,903
                   98,124
South Korea (2.8%)                           
  Export-Import Bank of Korea  0.625%  7/11/23 EUR         548        579
  Export-Import Bank of Korea  0.375%  3/26/24 EUR       5,487      5,729
  Export-Import Bank of Korea  4.000%   6/7/27 AUD         570        396
  Korea Development Bank  0.625%  7/17/23 EUR       7,394      7,809
  Korea Gas Corp.  0.000% 11/28/23 CHF       2,190      2,237
3 Korea Housing Finance Corp.  0.750% 10/30/23 EUR       2,634      2,776
3 Korea Housing Finance Corp.  0.010%   2/5/25 EUR       2,743      2,785
123

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Korea Housing Finance Corp.  0.010%   2/5/25 EUR      26,779     27,190
3 Korea Housing Finance Corp.  0.010%   7/7/25 EUR       7,957      8,005
  Korea Housing Finance Corp.  0.010%  6/29/26 EUR       7,042      6,973
  Korea Monetary Stabilization Bond  1.800%   1/2/24 KRW  20,000,000     15,685
  Korea National Housing Bond I  1.750%  4/30/24 KRW   8,800,000      6,850
  Korea Treasury Bond  1.875% 12/10/24 KRW 130,000,000    100,705
  Korea Treasury Bond  1.750%  9/10/26 KRW  40,000,000     30,029
  Korea Treasury Bond  2.375% 12/10/31 KRW  90,000,000     66,970
  Korea Treasury Bond  1.875%  9/10/41 KRW  45,000,000     29,098
  Republic of Korea  1.000%  6/10/23 KRW  38,000,000     29,852
  Republic of Korea  2.250%  9/10/23 KRW 115,000,000     91,379
  Republic of Korea  3.375%  9/10/23 KRW  40,000,000     32,259
  Republic of Korea  0.875% 12/10/23 KRW 116,000,000     89,906
  Republic of Korea  1.875%  3/10/24 KRW  75,000,000     58,780
  Republic of Korea  1.125%  6/10/24 KRW 200,000,000    153,577
  Republic of Korea  1.375%  9/10/24 KRW  50,000,000     38,416
  Republic of Korea  3.000%  9/10/24 KRW  95,000,000     75,767
  Republic of Korea  1.500%  3/10/25 KRW  60,000,000     45,817
  Republic of Korea  2.250%  6/10/25 KRW  79,000,000     61,413
  Republic of Korea  3.125%  6/10/25 KRW   5,000,000      3,980
  Republic of Korea  1.125%  9/10/25 KRW  75,000,000     56,042
  Republic of Korea  0.000%  9/16/25 EUR       6,798      6,877
  Republic of Korea  2.250% 12/10/25 KRW  30,000,000     23,201
  Republic of Korea  5.750%  3/10/26 KRW  14,000,000     12,201
  Republic of Korea  1.875%  6/10/26 KRW  72,000,000     54,543
  Republic of Korea  1.500% 12/10/26 KRW  70,000,000     51,749
  Republic of Korea  2.375%  3/10/27 KRW  70,000,000     53,696
  Republic of Korea  5.250%  3/10/27 KRW  15,500,000     13,469
  Republic of Korea  2.125%  6/10/27 KRW  75,000,000     56,696
  Republic of Korea  2.375% 12/10/27 KRW  45,000,000     34,336
  Republic of Korea  5.500%  3/10/28 KRW  20,000,000     17,869
  Republic of Korea  2.625%  6/10/28 KRW  50,260,000     38,772
  Republic of Korea  2.375% 12/10/28 KRW  50,000,000     37,870
  Republic of Korea  1.875%  6/10/29 KRW  63,000,000     45,951
  Republic of Korea  1.375% 12/10/29 KRW  75,000,000     52,871
  Republic of Korea  5.500% 12/10/29 KRW  12,137,000     11,153
  Republic of Korea  1.375%  6/10/30 KRW 110,000,000     76,279
  Republic of Korea  1.500% 12/10/30 KRW  50,000,000     34,741
  Republic of Korea  4.750% 12/10/30 KRW  28,000,000     24,857
  Republic of Korea  2.000%  6/10/31 KRW  61,403,340     44,238
  Republic of Korea  4.000% 12/10/31 KRW  41,000,000     34,780
  Republic of Korea  3.750% 12/10/33 KRW  86,500,000     72,529
  Republic of Korea  2.625%  9/10/35 KRW  49,000,000     36,613
  Republic of Korea  1.500%  9/10/36 KRW  40,000,000     25,676
  Republic of Korea  2.250%  9/10/37 KRW  15,000,000     10,584
  Republic of Korea  2.375%  9/10/38 KRW  36,600,000     26,130
  Republic of Korea  1.125%  9/10/39 KRW  21,800,000     12,631
  Republic of Korea  1.500%  9/10/40 KRW  50,000,000     30,539
  Republic of Korea  3.000% 12/10/42 KRW  59,500,000     46,137
  Republic of Korea  2.750% 12/10/44 KRW  57,990,000     43,212
  Republic of Korea  2.000%  3/10/46 KRW  63,000,000     40,638
  Republic of Korea  2.125%  3/10/47 KRW  52,955,000     34,929
  Republic of Korea  2.625%  3/10/48 KRW  98,695,000     71,341
  Republic of Korea  2.000%  3/10/49 KRW  90,360,000     56,696
  Republic of Korea  1.500%  3/10/50 KRW 153,730,000     84,167
124

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Republic of Korea  1.875%  3/10/51 KRW 166,145,380    100,921
  Republic of Korea  2.500%  3/10/52 KRW  25,000,000     17,051
  Republic of Korea  2.000%  9/10/68 KRW  35,697,000     20,611
  Republic of Korea  1.625%  9/10/70 KRW  17,012,000      8,491
                   2,516,049
Spain (4.5%)                           
  Adif Alta Velocidad  3.500%  5/27/24 EUR       6,500      7,241
  Adif Alta Velocidad  1.875%  1/28/25 EUR       8,200      8,850
  Autonomous Community of Andalusia Spain  0.500%  4/30/31 EUR      24,145     22,205
  Autonomous Community of Madrid Spain  2.875%  7/17/23 EUR       4,911      5,344
  Autonomous Community of Madrid Spain  4.125%  5/21/24 EUR      11,798     13,308
  Autonomous Community of Madrid Spain  0.997%  9/30/24 EUR         944        999
  Autonomous Community of Madrid Spain  1.826%  4/30/25 EUR       7,682      8,284
  Autonomous Community of Madrid Spain  4.300%  9/15/26 EUR      11,674     13,845
  Autonomous Community of Madrid Spain  2.146%  4/30/27 EUR       9,328     10,159
  Autonomous Community of Madrid Spain  1.773%  4/30/28 EUR       7,476      7,981
  Autonomous Community of Madrid Spain  1.571%  4/30/29 EUR      10,975     11,502
  Autonomous Community of Madrid Spain  2.080%  3/12/30 EUR       2,743      2,950
  Autonomous Community of Madrid Spain  0.419%  4/30/30 EUR       2,164      2,049
  Autonomous Community of Madrid Spain  0.420%  4/30/31 EUR      15,048     13,840
  Basque Government  0.850%  4/30/30 EUR       9,371      9,209
  Basque Government  0.450%  4/30/32 EUR       3,012      2,727
  Fondo De Titulizacion Del Deficit Del Sistema Electrico FTA  0.850% 12/17/23 EUR       2,700      2,865
  Instituto de Credito Oficial  0.750% 10/31/23 EUR       1,645      1,745
  Instituto de Credito Oficial  0.000%  4/30/26 EUR      14,165     14,229
  Kingdom of Spain  0.350%  7/30/23 EUR      32,017     33,889
  Kingdom of Spain  0.000%  5/31/24 EUR     598,234    623,693
  Kingdom of Spain  0.000%  5/31/25 EUR     147,871    151,318
  Kingdom of Spain  0.000%  1/31/26 EUR     331,206    334,821
3 Kingdom of Spain  1.950%  4/30/26 EUR      56,816     61,799
  Kingdom of Spain  0.000%  1/31/27 EUR     241,801    239,554
3 Kingdom of Spain  0.800%  7/30/27 EUR     137,187    140,477
  Kingdom of Spain  0.000%  1/31/28 EUR     284,894    276,912
3 Kingdom of Spain  1.400%  4/30/28 EUR      67,002     70,547
3 Kingdom of Spain  1.400%  7/30/28 EUR     129,813    136,473
3 Kingdom of Spain  5.150% 10/31/28 EUR     114,188    147,764
3 Kingdom of Spain  1.450%  4/30/29 EUR      78,735     82,519
  Kingdom of Spain  0.800%  7/30/29 EUR     160,000    159,464
3 Kingdom of Spain  1.250% 10/31/30 EUR     206,930    209,932
3 Kingdom of Spain  0.500% 10/31/31 EUR      73,028     67,709
3 Kingdom of Spain  0.700%  4/30/32 EUR     259,471    242,663
3 Kingdom of Spain  2.350%  7/30/33 EUR      38,920     42,294
3 Kingdom of Spain  1.850%  7/30/35 EUR       7,235      7,343
3 Kingdom of Spain  4.200%  1/31/37 EUR      64,262     85,010
3 Kingdom of Spain  0.850%  7/30/37 EUR     125,039    107,034
3 Kingdom of Spain  1.200% 10/31/40 EUR     112,197     97,761
3 Kingdom of Spain  4.700%  7/30/41 EUR     100,091    144,765
3 Kingdom of Spain  1.000%  7/30/42 EUR       8,775      7,254
3 Kingdom of Spain  5.150% 10/31/44 EUR      39,109     61,298
3 Kingdom of Spain  2.900% 10/31/46 EUR      57,192     65,614
3 Kingdom of Spain  2.700% 10/31/48 EUR      11,085     12,203
3 Kingdom of Spain  1.000% 10/31/50 EUR      35,476     26,198
3 Kingdom of Spain  1.900% 10/31/52 EUR     128,984    115,230
125

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
3 Kingdom of Spain  3.450%  7/30/66 EUR      40,058     48,325
3 Kingdom of Spain  1.450% 10/31/71 EUR      63,939     42,509
                   4,001,704
Supranational (3.9%)                           
  African Development Bank  0.250%  1/24/24 EUR       4,444      4,646
  African Development Bank  4.750%   3/6/24 AUD       3,621      2,636
  African Development Bank  0.250% 11/21/24 EUR      12,401     12,818
  African Development Bank  0.875% 12/16/24 GBP       4,024      4,902
  African Development Bank  4.000%  1/10/25 AUD       7,863      5,657
  African Development Bank  4.500%   6/2/26 AUD       3,418      2,503
  African Development Bank  0.500%  6/22/26 GBP      17,464     20,551
  African Development Bank  0.125%  10/7/26 EUR       2,194      2,193
  African Development Bank  0.500%  3/22/27 EUR      24,300     24,607
  African Development Bank  3.300%  7/27/27 AUD         548        378
  African Development Bank  3.350%   8/8/28 AUD         402        275
  African Development Bank  0.500%  3/21/29 EUR      11,624     11,411
  Asian Development Bank  0.200%  5/25/23 EUR       7,765      8,194
  Asian Development Bank  4.500%   9/5/23 AUD         850        615
  Asian Development Bank  2.450%  1/17/24 AUD         985        690
  Asian Development Bank  3.500%  5/30/24 NZD      10,975      7,023
  Asian Development Bank  1.625%  1/28/25 CAD       7,650      5,751
  Asian Development Bank  3.750%  3/12/25 AUD       6,160      4,408
  Asian Development Bank  1.125%  6/10/25 GBP       3,451      4,215
  Asian Development Bank  0.750%  2/10/26 CAD       7,082      5,064
  Asian Development Bank  1.342%  6/18/26 NOK      20,000      2,008
  Asian Development Bank  0.625%  9/15/26 GBP       4,061      4,790
  Asian Development Bank  3.000% 10/14/26 AUD         995        683
  Asian Development Bank  0.125% 12/15/26 GBP       8,779     10,070
  Asian Development Bank  4.650%  2/16/27 CAD       1,532      1,272
  Asian Development Bank  3.400%  9/10/27 AUD       5,505      3,843
  Asian Development Bank  0.250% 10/28/27 GBP       7,408      8,409
  Asian Development Bank  0.750%  12/7/27 GBP       6,816      7,923
  Asian Development Bank  3.300%   8/8/28 AUD       1,420        978
  Asian Development Bank  0.000% 10/24/29 EUR       8,340      7,839
  Asian Development Bank  0.025%  1/31/30 EUR      13,389     12,507
  Asian Infrastructure Investment Bank  1.000%   5/6/26 AUD       4,024      2,569
  Corp. Andina de Fomento  0.750%  6/13/23 EUR       2,743      2,897
  Corp. Andina de Fomento  1.125%  2/13/25 EUR       8,231      8,592
  Corp. Andina de Fomento  1.625%   6/3/25 EUR       4,265      4,501
  Corp. Andina de Fomento  0.250%   2/4/26 EUR         100        100
  Corp. Andina de Fomento  0.500%  2/26/26 CHF       4,770      4,787
  Corp. Andina de Fomento  4.500%  9/14/27 AUD         878        597
  Council of Europe Development Bank  0.125%  5/25/23 EUR       8,629      9,090
  Council of Europe Development Bank  1.000% 10/21/24 CAD       1,006        744
  Council of Europe Development Bank  0.750%   6/9/25 EUR       3,848      4,012
  Council of Europe Development Bank  0.375%   6/8/26 EUR      47,819     48,685
  Council of Europe Development Bank  0.000%   4/9/27 EUR       5,097      5,039
  Council of Europe Development Bank  0.250%  1/19/32 EUR      10,000      9,305
  EUROFIMA  3.000%  5/22/24 CHF       2,740      2,966
  EUROFIMA  3.900% 12/19/25 AUD         545        389
  EUROFIMA  3.000%  5/15/26 CHF       3,565      3,988
  EUROFIMA  2.600%  1/13/27 AUD      13,615      9,107
  EUROFIMA  4.550%  3/30/27 CAD       1,482      1,211
  EUROFIMA  3.350%  5/21/29 AUD       2,360      1,599
126

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  European Bank for Reconstruction & Development  0.000% 10/17/24 EUR       5,487      5,638
  European Bank for Reconstruction & Development  5.625%  12/7/28 GBP         548        837
5 European Financial Stability Facility  1.875%  5/23/23 EUR      19,754     21,227
5 European Financial Stability Facility  0.000%  7/17/23 EUR       7,133      7,503
5 European Financial Stability Facility  0.125% 10/17/23 EUR       8,396      8,821
5 European Financial Stability Facility  0.200%  1/17/24 EUR       1,043      1,094
5 European Financial Stability Facility  2.125%  2/19/24 EUR      10,700     11,593
5 European Financial Stability Facility  0.000%  4/19/24 EUR      79,131     82,445
5 European Financial Stability Facility  1.750%  6/27/24 EUR       9,328     10,055
5 European Financial Stability Facility  0.400%  2/17/25 EUR       8,340      8,670
5 European Financial Stability Facility  0.200%  4/28/25 EUR       8,779      9,051
5 European Financial Stability Facility  0.500%  7/11/25 EUR      16,462     17,094
5 European Financial Stability Facility  0.000% 10/15/25 EUR       6,438      6,555
5 European Financial Stability Facility  0.400%  5/31/26 EUR      43,899     44,970
5 European Financial Stability Facility  0.000%  7/20/26 EUR      26,559     26,716
5 European Financial Stability Facility  0.750%   5/3/27 EUR      30,428     31,343
5 European Financial Stability Facility  0.875%  7/26/27 EUR      13,718     14,181
5 European Financial Stability Facility  0.000% 10/13/27 EUR      15,000     14,750
5 European Financial Stability Facility  0.950%  2/14/28 EUR      22,975     23,731
5 European Financial Stability Facility  0.050% 10/17/29 EUR       3,209      3,048
5 European Financial Stability Facility  2.750%  12/3/29 EUR       3,017      3,477
5 European Financial Stability Facility  0.125%  3/18/30 EUR      30,000     28,452
5 European Financial Stability Facility  0.000%  1/20/31 EUR      61,104     56,400
5 European Financial Stability Facility  3.875%  3/30/32 EUR      10,975     13,929
5 European Financial Stability Facility  3.000%   9/4/34 EUR       2,853      3,414
5 European Financial Stability Facility  0.875%  4/10/35 EUR      23,332     21,911
5 European Financial Stability Facility  3.375%   4/3/37 EUR      21,823     27,487
5 European Financial Stability Facility  1.450%   9/5/40 EUR      11,188     10,996
5 European Financial Stability Facility  1.700%  2/13/43 EUR      20,144     20,691
5 European Financial Stability Facility  2.350%  7/29/44 EUR       7,462      8,585
5 European Financial Stability Facility  1.200%  2/17/45 EUR      20,029     18,600
5 European Financial Stability Facility  1.375%  5/31/47 EUR      15,078     14,492
5 European Financial Stability Facility  1.800%  7/10/48 EUR      20,940     22,160
5 European Financial Stability Facility  0.700%  1/20/50 EUR      11,460      9,225
5 European Financial Stability Facility  0.050%  1/18/52 EUR       7,951      5,035
5 European Financial Stability Facility  0.700%  1/17/53 EUR       4,000      3,136
5 European Financial Stability Facility  1.750%  7/17/53 EUR       7,957      8,283
5 European Financial Stability Facility  2.000%  2/28/56 EUR      10,935     12,083
  European Investment Bank  1.625%  3/15/23 EUR      30,812     32,962
  European Investment Bank  2.375%   7/6/23 CAD       4,553      3,525
  European Investment Bank  0.000% 10/16/23 EUR      16,462     17,261
  European Investment Bank  0.500% 11/15/23 EUR      10,975     11,582
  European Investment Bank  0.050% 12/15/23 EUR      30,180     31,589
  European Investment Bank  0.875% 12/15/23 GBP       6,063      7,502
  European Investment Bank  2.125%  1/15/24 EUR       9,328     10,095
  European Investment Bank  0.000%  3/15/24 EUR      74,629     77,750
  European Investment Bank  0.050%  5/24/24 EUR      10,975     11,418
  European Investment Bank  0.200%  7/15/24 EUR      21,950     22,872
  European Investment Bank  1.750%  7/30/24 CAD       7,682      5,841
  European Investment Bank  4.750%   8/7/24 AUD       1,782      1,304
  European Investment Bank  0.875%  9/13/24 EUR      18,107     19,139
  European Investment Bank  0.750% 11/15/24 GBP         548        667
  European Investment Bank  1.625%   2/4/25 CHF       1,365      1,445
  European Investment Bank  0.000%  3/25/25 EUR       1,645      1,688
127

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  European Investment Bank  0.125%  4/15/25 EUR      16,462     16,953
  European Investment Bank  5.500%  4/15/25 GBP       1,463      2,014
  European Investment Bank  0.375%  7/16/25 EUR      12,676     13,112
  European Investment Bank  2.750%  9/15/25 EUR      21,950     24,474
  European Investment Bank  4.500% 10/15/25 EUR       8,231      9,705
  European Investment Bank  2.900% 10/17/25 AUD       1,645      1,144
  European Investment Bank  0.000%  3/13/26 EUR       5,487      5,553
  European Investment Bank  0.375%  4/14/26 EUR      15,366     15,765
  European Investment Bank  3.100%  8/17/26 AUD      19,323     13,414
  European Investment Bank  2.750%  8/25/26 PLN       5,487      1,048
  European Investment Bank  1.000%  9/21/26 GBP       1,756      2,104
  European Investment Bank  0.100% 10/15/26 EUR       8,505      8,567
  European Investment Bank  1.250% 11/13/26 EUR       3,292      3,491
  European Investment Bank  0.000% 12/22/26 EUR      30,688     30,709
  European Investment Bank  0.500%  1/15/27 EUR      29,467     30,129
  European Investment Bank  3.500%  4/15/27 EUR       2,743      3,212
  European Investment Bank  0.375%  9/15/27 EUR      30,000     30,321
  European Investment Bank  3.750%  12/7/27 GBP       2,085      2,835
  European Investment Bank  0.875%  1/14/28 EUR      25,517     26,390
  European Investment Bank  1.000%  1/28/28 CAD       5,955      4,107
  European Investment Bank  3.300%   2/3/28 AUD       1,234        854
  European Investment Bank  0.000%  3/28/28 EUR      20,452     20,008
  European Investment Bank  1.375%  5/12/28 SEK      41,150      3,943
  European Investment Bank  0.000%  5/15/28 EUR       5,487      5,347
  European Investment Bank  0.000%  12/7/28 GBP       1,426      1,554
  European Investment Bank  6.000%  12/7/28 GBP       8,779     13,659
  European Investment Bank  0.625%  1/22/29 EUR      16,462     16,556
  European Investment Bank  3.300%  5/25/29 AUD       4,024      2,752
  European Investment Bank  0.125%  6/20/29 EUR       6,312      6,095
  European Investment Bank  0.250%  9/14/29 EUR      10,221      9,926
  European Investment Bank  0.050%  1/16/30 EUR      66,032     62,604
  European Investment Bank  4.000%  4/15/30 EUR       3,909      4,919
  European Investment Bank  0.000%   9/9/30 EUR      13,634     12,741
  European Investment Bank  2.750%  9/13/30 EUR      16,463     19,083
  European Investment Bank  0.000%  1/14/31 EUR      25,646     23,761
  European Investment Bank  1.300%  1/27/31 AUD       7,000      3,989
  European Investment Bank  1.000%  3/14/31 EUR      23,844     24,030
  European Investment Bank  1.000%  4/14/32 EUR      17,559     17,465
  European Investment Bank  1.125% 11/15/32 EUR      10,975     10,971
  European Investment Bank  1.125%  4/13/33 EUR      16,462     16,358
  European Investment Bank  3.000% 10/14/33 EUR       5,487      6,533
  European Investment Bank  0.050% 10/13/34 EUR       3,752      3,194
  European Investment Bank  2.625%  3/15/35 EUR       3,896      4,480
  European Investment Bank  0.200%  3/17/36 EUR      15,000     12,638
  European Investment Bank  3.125%  6/30/36 CHF         545        681
  European Investment Bank  1.125%  9/15/36 EUR      26,337     25,212
  European Investment Bank  3.875%   6/8/37 GBP       2,963      4,422
  European Investment Bank  0.500% 11/13/37 EUR       1,349      1,170
  European Investment Bank  5.000%  4/15/39 GBP       3,838      6,544
  European Investment Bank  2.750%  3/15/40 EUR      10,179     12,195
  European Investment Bank  0.250%  6/15/40 EUR      12,371      9,901
  European Investment Bank  0.010%  5/15/41 EUR       8,048      6,029
  European Investment Bank  3.625%  3/14/42 EUR       3,072      4,206
  European Investment Bank  1.000% 11/14/42 EUR       5,487      5,014
  European Investment Bank  4.500%   3/7/44 GBP       4,664      7,941
128

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  European Investment Bank  1.750%  9/15/45 EUR       7,660      7,974
  European Investment Bank  0.875%  9/13/47 EUR       5,487      4,736
  European Investment Bank  1.500% 11/15/47 EUR       2,743      2,733
  European Investment Bank  1.500% 10/16/48 EUR       1,687      1,688
  European Investment Bank  0.050%  1/27/51 EUR      11,033      7,149
  European Investment Bank  4.625% 10/12/54 GBP       4,225      7,913
  European Stability Mechanism  0.100%  7/31/23 EUR      27,986     29,427
  European Stability Mechanism  2.125% 11/20/23 EUR       1,766      1,910
  European Stability Mechanism  0.125%  4/22/24 EUR      35,119     36,611
  European Stability Mechanism  0.000% 12/16/24 EUR      24,821     25,584
  European Stability Mechanism  0.000%  3/14/25 EUR      37,464     38,426
  European Stability Mechanism  1.000%  9/23/25 EUR      21,950     23,108
  European Stability Mechanism  0.500%   3/2/26 EUR      25,626     26,406
  European Stability Mechanism  0.750%  3/15/27 EUR      21,033     21,667
  European Stability Mechanism  0.750%   9/5/28 EUR      10,126     10,267
  European Stability Mechanism  0.500%   3/5/29 EUR      23,048     22,831
  European Stability Mechanism  0.010%   3/4/30 EUR      28,704     26,945
  European Stability Mechanism  0.010% 10/15/31 EUR      20,925     19,012
  European Stability Mechanism  1.125%   5/3/32 EUR       2,870      2,879
  European Stability Mechanism  1.200%  5/23/33 EUR       6,584      6,565
  European Stability Mechanism  1.625% 11/17/36 EUR      21,922     22,438
  European Stability Mechanism  1.750% 10/20/45 EUR       5,487      5,741
  European Stability Mechanism  1.800%  11/2/46 EUR      13,910     14,646
  European Stability Mechanism  1.850%  12/1/55 EUR       8,231      8,896
  European Union  0.625%  11/4/23 EUR      14,816     15,690
  European Union  0.500%   4/4/25 EUR      32,924     34,327
  European Union  0.000%  11/4/25 EUR       9,998     10,219
  European Union  0.000%   3/4/26 EUR      56,338     57,167
  European Union  0.000%   7/6/26 EUR      35,500     35,854
  European Union  3.000%   9/4/26 EUR       3,909      4,456
  European Union  2.500%  11/4/27 EUR      10,426     11,731
  European Union  2.875%   4/4/28 EUR       2,743      3,159
  European Union  0.000%   6/2/28 EUR      52,796     51,478
  European Union  0.000%  10/4/28 EUR      47,505     46,050
  European Union  0.000%   7/4/29 EUR      34,943     33,390
  European Union  1.375%  10/4/29 EUR       8,779      9,223
  European Union  0.000%  10/4/30 EUR      32,193     30,062
  European Union  0.750%   4/4/31 EUR      17,971     17,715
  European Union  0.000%  4/22/31 EUR      21,672     19,921
  European Union  0.000%   7/4/31 EUR      74,436     68,335
  European Union  1.000%   7/6/32 EUR      46,200     46,094
  European Union  1.250%   4/4/33 EUR      13,718     13,835
  European Union  0.000%   7/4/35 EUR      29,451     24,589
  European Union  1.125%   4/4/36 EUR      10,975     10,576
  European Union  0.250%  4/22/36 EUR      22,800     19,413
  European Union  0.200%   6/4/36 EUR      47,351     40,025
  European Union  0.400%   2/4/37 EUR      51,770     44,996
  European Union  0.875%  3/11/37 EUR       2,000      1,845
  European Union  1.125%   6/4/37 EUR       4,800      4,612
  European Union  3.375%   4/4/38 EUR       4,441      5,630
  European Union  0.100%  10/4/40 EUR      24,159     18,602
  European Union  0.450%   7/4/41 EUR      29,169     23,841
  European Union  3.750%   4/4/42 EUR       5,487      7,551
  European Union  1.250%   2/4/43 EUR      29,940     28,762
  European Union  0.450%   5/2/46 EUR      17,771     13,906
129

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  European Union  0.750%   1/4/47 EUR      23,439     19,712
  European Union  0.300%  11/4/50 EUR      42,275     29,988
  European Union  0.700%   7/6/51 EUR      27,893     22,433
  Inter-American Development Bank  1.950%  4/23/24 AUD       1,756      1,215
  Inter-American Development Bank  4.750%  8/27/24 AUD      11,754      8,601
  Inter-American Development Bank  1.700% 10/10/24 CAD       6,793      5,097
  Inter-American Development Bank  1.375% 12/15/24 GBP      15,089     18,626
  Inter-American Development Bank  0.750% 10/15/25 CAD       2,593      1,869
  Inter-American Development Bank  2.750% 10/30/25 AUD       5,981      4,136
  Inter-American Development Bank  1.250% 12/15/25 GBP      13,444     16,399
  Inter-American Development Bank  4.400%  1/26/26 CAD          40         33
  Inter-American Development Bank  4.250%  6/11/26 AUD         713        517
  Inter-American Development Bank  0.500%  9/15/26 GBP       5,487      6,431
  Inter-American Development Bank  0.875%  8/27/27 CAD       3,462      2,389
  Inter-American Development Bank  2.125% 12/15/28 GBP       5,000      6,236
  Inter-American Development Bank  3.290%  6/28/32 AUD       5,633      3,782
  International Bank for Reconstruction & Development  3.000%   2/2/23 NZD       5,487      3,540
  International Bank for Reconstruction & Development  0.500%  7/24/23 GBP      11,414     14,123
  International Bank for Reconstruction & Development  2.500%   8/3/23 CAD         581        450
  International Bank for Reconstruction & Development  0.500% 10/10/23 SEK     109,740     11,036
  International Bank for Reconstruction & Development  2.200%  2/27/24 AUD      12,291      8,566
  International Bank for Reconstruction & Development  1.800%  7/26/24 CAD       6,354      4,831
  International Bank for Reconstruction & Development  1.900%  1/16/25 CAD       4,211      3,185
  International Bank for Reconstruction & Development  4.250%  6/24/25 AUD       6,914      5,023
  International Bank for Reconstruction & Development  0.750%   7/2/25 CAD       3,237      2,354
  International Bank for Reconstruction & Development  2.900% 11/26/25 AUD       5,707      3,964
  International Bank for Reconstruction & Development  0.625%  1/14/26 CAD       3,418      2,440
  International Bank for Reconstruction & Development  0.750%  6/10/26 NZD       3,219      1,813
  International Bank for Reconstruction & Development  0.250%  7/22/26 GBP       2,743      3,191
  International Bank for Reconstruction & Development  1.200%  7/22/26 CAD       7,243      5,227
  International Bank for Reconstruction & Development  3.000% 10/19/26 AUD       9,053      6,247
  International Bank for Reconstruction & Development  0.750% 12/15/26 GBP       7,611      8,986
  International Bank for Reconstruction & Development  0.000%  1/15/27 EUR      25,338     25,130
  International Bank for Reconstruction & Development  1.800%  1/19/27 CAD       3,138      2,297
  International Bank for Reconstruction & Development  0.250%  9/23/27 GBP      10,975     12,456
  International Bank for Reconstruction & Development  0.625%  9/24/27 NZD       4,829      2,581
  International Bank for Reconstruction & Development  0.875%  9/28/27 CAD       2,969      2,052
130

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  International Bank for Reconstruction & Development  0.625% 11/22/27 EUR       6,035      6,107
  International Bank for Reconstruction & Development  0.010%  4/24/28 EUR       8,231      7,982
  International Bank for Reconstruction & Development  1.625%  5/10/28 NZD       7,243      4,025
  International Bank for Reconstruction & Development  0.625%  7/14/28 GBP      11,911     13,610
  International Bank for Reconstruction & Development  3.300%  8/14/28 AUD       1,810      1,246
  International Bank for Reconstruction & Development  4.875%  12/7/28 GBP         321        471
  International Bank for Reconstruction & Development  1.250% 12/13/28 GBP       6,438      7,642
  International Bank for Reconstruction & Development  1.950%  9/20/29 CAD         989        702
  International Bank for Reconstruction & Development  1.000% 12/21/29 GBP       1,842      2,121
  International Bank for Reconstruction & Development  0.000%  2/21/30 EUR       6,269      5,855
  International Bank for Reconstruction & Development  0.500%  4/16/30 EUR       2,963      2,869
  International Bank for Reconstruction & Development  5.750%   6/7/32 GBP       3,292      5,407
  International Bank for Reconstruction & Development  0.625%  1/12/33 EUR      25,426     23,848
  International Bank for Reconstruction & Development  1.200%   8/8/34 EUR       5,293      5,183
  International Bank for Reconstruction & Development  0.500%  6/21/35 EUR      10,975      9,752
  International Bank for Reconstruction & Development  0.100%  9/17/35 EUR       3,000      2,523
  International Bank for Reconstruction & Development  0.700% 10/22/46 EUR       5,633      4,633
  International Bank for Reconstruction & Development  0.125%   1/3/51 EUR      14,536      9,521
  International Bank for Reconstruction & Development  0.200%  1/21/61 EUR       2,963      1,782
  International Development Assn.  0.750%  9/21/28 GBP       1,609      1,853
  International Development Assn.  0.350%  4/22/36 EUR      13,000     11,075
  International Development Assn.  0.700%  1/17/42 EUR      21,199     17,816
  International Finance Corp.  2.375%  7/19/23 CAD       1,053        815
  International Finance Corp.  4.250%  8/21/23 AUD       1,096        791
  International Finance Corp.  1.250% 12/15/23 GBP       7,572      9,418
  International Finance Corp.  1.450%  7/22/24 AUD       1,892      1,290
  International Finance Corp.  1.375%  9/13/24 CAD       1,846      1,384
  International Finance Corp.  1.375%   3/7/25 GBP       5,389      6,631
  International Finance Corp.  4.000%   4/3/25 AUD       2,469      1,779
  International Finance Corp.  0.250% 12/15/25 GBP       5,597      6,592
  International Finance Corp.  0.875%  9/15/26 GBP       8,048      9,601
  International Finance Corp.  1.850%  1/28/27 CAD       5,525      4,054
  International Finance Corp.  0.750%  7/22/27 GBP       5,487      6,437
  International Finance Corp.  3.200% 10/18/27 AUD         658        454
  International Finance Corp.  3.150%  6/26/29 AUD       5,231      3,544
  International Finance Corp.  1.500%  4/15/35 AUD      14,000      7,308
  Nordic Investment Bank  1.125% 12/15/23 GBP      10,507     13,044
  Nordic Investment Bank  4.750%  2/28/24 AUD       2,874      2,094
131

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Nordic Investment Bank  0.125%  6/10/24 EUR      13,554     14,065
  Nordic Investment Bank  0.500%  11/3/25 EUR      10,755     11,075
  Nordic Investment Bank  0.125% 12/15/26 GBP      14,316     16,427
                   3,503,565
Sweden (0.3%)                           
3 Kingdom of Sweden  1.500% 11/13/23 SEK     507,155     51,902
  Kingdom of Sweden  2.500%  5/12/25 SEK      70,950      7,434
  Kingdom of Sweden  1.000% 11/12/26 SEK     189,695     18,801
  Kingdom of Sweden  0.750%  5/12/28 SEK       3,840        370
3 Kingdom of Sweden  0.750% 11/12/29 SEK     213,460     20,236
3 Kingdom of Sweden  0.125%  5/12/31 SEK     625,895     55,221
  Kingdom of Sweden  2.250%   6/1/32 SEK      96,025     10,232
  Kingdom of Sweden  3.500%  3/30/39 SEK     127,005     15,990
  Kingdom of Sweden  1.375%  6/23/71 SEK     181,090     12,171
  Kommuninvest I Sverige AB  1.000% 11/13/23 SEK     312,780     31,607
  Kommuninvest I Sverige AB  1.000%  10/2/24 SEK     109,740     11,027
  Kommuninvest I Sverige AB  1.000%  5/12/25 SEK     216,230     21,321
  Kommuninvest I Sverige AB  0.750%   2/4/26 SEK     164,620     15,917
  Kommuninvest I Sverige AB  1.000% 11/12/26 SEK     329,240     31,585
  Region Stockholm  0.750%  2/26/25 EUR       2,743      2,843
                   306,657
Switzerland (0.4%)                           
  Canton of Basel-Landschaft  1.375%  9/29/34 CHF       9,105      9,269
  Canton of Geneva Switzerland  1.625%  7/30/29 CHF       1,945      2,067
  Canton of Geneva Switzerland  1.500%   3/5/32 CHF         875        914
  Canton of Geneva Switzerland  0.400%  4/28/36 CHF       2,740      2,418
  Canton of Geneva Switzerland  0.600%   7/4/46 CHF       1,635      1,354
  Canton of Vaud  2.000% 10/24/33 CHF       4,885      5,350
  Canton of Zurich  0.000%  6/27/25 CHF       5,485      5,535
  Canton of Zurich  1.250%  12/3/32 CHF       1,645      1,684
  Canton of Zurich  2.000%  7/29/38 CHF       5,485      6,034
  Canton of Zurich  0.250%  7/12/39 CHF       6,855      5,670
  Swiss Confederation  4.000%  2/11/23 CHF       1,319      1,403
  Swiss Confederation  1.250%  6/11/24 CHF      11,633     12,262
  Swiss Confederation  1.500%  7/24/25 CHF       9,575     10,237
  Swiss Confederation  1.250%  5/28/26 CHF      76,901     81,867
  Swiss Confederation  3.250%  6/27/27 CHF       4,939      5,795
  Swiss Confederation  4.000%   4/8/28 CHF         321        396
  Swiss Confederation  0.000%  6/22/29 CHF      24,267     23,860
  Swiss Confederation  0.500%  5/27/30 CHF      24,095     24,305
  Swiss Confederation  2.250%  6/22/31 CHF      31,602     36,547
  Swiss Confederation  0.500%  6/27/32 CHF       7,792      7,722
  Swiss Confederation  3.500%   4/8/33 CHF      11,304     14,685
  Swiss Confederation  0.000%  6/26/34 CHF      20,452     18,707
  Swiss Confederation  0.250%  6/23/35 CHF      20,120     18,813
  Swiss Confederation  2.500%   3/8/36 CHF       3,374      4,103
  Swiss Confederation  1.250%  6/27/37 CHF      16,599     17,471
  Swiss Confederation  0.000%  7/24/39 CHF       9,877      8,533
  Swiss Confederation  1.500%  4/30/42 CHF      22,553     25,098
  Swiss Confederation  0.500%  6/28/45 CHF      13,718     12,726
  Swiss Confederation  4.000%   1/6/49 CHF       4,664      8,177
  Swiss Confederation  0.500%  5/24/55 CHF       3,429      3,106
  Swiss Confederation  0.500%  5/30/58 CHF      12,165     10,909
132

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Swiss Confederation  2.000%  6/25/64 CHF       2,634      3,722
                   390,739
Thailand (0.7%)                           
  Bank of Thailand Bond  0.920%  3/23/23 THB     164,623      4,818
  Kingdom of Thailand  3.625%  6/16/23 THB     340,224     10,254
  Kingdom of Thailand  2.400% 12/17/23 THB   1,043,718     31,107
  Kingdom of Thailand  0.750%  6/17/24 THB   1,117,616     32,159
  Kingdom of Thailand  1.450% 12/17/24 THB   1,236,003     35,880
  Kingdom of Thailand  0.950%  6/17/25 THB   1,083,629     30,751
  Kingdom of Thailand  3.850% 12/12/25 THB     685,934     21,327
  Kingdom of Thailand  2.125% 12/17/26 THB     533,773     15,536
  Kingdom of Thailand  1.000%  6/17/27 THB   1,033,142     28,279
  Kingdom of Thailand  3.580% 12/17/27 THB     501,371     15,573
  Kingdom of Thailand  5.670%  3/13/28 THB      65,849      2,262
  Kingdom of Thailand  2.875% 12/17/28 THB     902,352     26,927
  Kingdom of Thailand  4.875%  6/22/29 THB     954,820     32,004
  Kingdom of Thailand  1.600% 12/17/29 THB     800,711     21,692
  Kingdom of Thailand  3.650%  6/20/31 THB     674,959     21,093
  Kingdom of Thailand  2.000% 12/17/31 THB     850,342     23,185
  Kingdom of Thailand  3.775%  6/25/32 THB     827,511     26,191
  Kingdom of Thailand  1.600%  6/17/35 THB     164,623      3,956
  Kingdom of Thailand  1.585% 12/17/35 THB     775,058     18,385
  Kingdom of Thailand  3.400%  6/17/36 THB   1,624,950     47,323
  Kingdom of Thailand  4.260% 12/12/37 THB     152,003      4,863
  Kingdom of Thailand  3.300%  6/17/38 THB   1,006,718     28,074
  Kingdom of Thailand  3.800%  6/14/41 THB      82,311      2,415
  Kingdom of Thailand  2.000%  6/17/42 THB     783,138     17,073
  Kingdom of Thailand  4.675%  6/29/44 THB     462,109     15,018
  Kingdom of Thailand  2.875%  6/17/46 THB     619,823     14,969
  Kingdom of Thailand  1.875%  6/17/49 THB     508,535      9,611
  Kingdom of Thailand  2.750%  6/17/52 THB      40,000        911
  Kingdom of Thailand  4.850%  6/17/61 THB       4,024        135
  Kingdom of Thailand  4.000%  6/17/66 THB     267,148      7,561
  Kingdom of Thailand  3.600%  6/17/67 THB   1,285,440     33,143
  Kingdom of Thailand  2.500%  6/17/71 THB     100,000      1,905
                   584,380
United Kingdom (4.4%)                           
1 Community Finance Co. 1 plc  5.017%  7/31/34 GBP       1,503      2,224
7 LCR Finance plc  4.500%  12/7/28 GBP       4,115      5,909
7 LCR Finance plc  4.500%  12/7/38 GBP         878      1,413
7 LCR Finance plc  5.100%   3/7/51 GBP       3,676      7,202
  Transport for London  2.125%  4/24/25 GBP       2,743      3,371
  Transport for London  3.875%  7/23/42 GBP         518        671
  Transport for London  3.625%  5/15/45 GBP       2,688      3,360
  Transport for London  4.000%   4/7/64 GBP       2,496      3,373
  United Kingdom Gilt  0.125%  1/31/24 GBP     292,950    358,473
  United Kingdom Gilt  0.250%  1/31/25 GBP     295,974    357,147
  United Kingdom Gilt  5.000%   3/7/25 GBP      68,981     94,458
  United Kingdom Gilt  0.125%  1/30/26 GBP      53,331     63,295
  United Kingdom Gilt  0.375% 10/22/26 GBP      62,177     73,485
  United Kingdom Gilt  4.250%  12/7/27 GBP       8,326     11,841
  United Kingdom Gilt  0.125%  1/31/28 GBP     119,923    137,351
  United Kingdom Gilt  0.500%  1/31/29 GBP     123,412    141,977
  United Kingdom Gilt  4.750%  12/7/30 GBP      90,914    140,478
  United Kingdom Gilt  0.250%  7/31/31 GBP     161,698    174,144
133

 

Total International Bond Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  United Kingdom Gilt  4.250%   6/7/32 GBP     142,304    216,171
  United Kingdom Gilt  4.500%   9/7/34 GBP      20,464     32,500
  United Kingdom Gilt  0.625%  7/31/35 GBP      73,837     76,682
  United Kingdom Gilt  4.250%   3/7/36 GBP      58,716     92,637
  United Kingdom Gilt  1.750%   9/7/37 GBP     145,033    174,040
  United Kingdom Gilt  1.125%  1/31/39 GBP     105,965    114,927
  United Kingdom Gilt  4.250%   9/7/39 GBP      37,202     61,040
  United Kingdom Gilt  4.250%  12/7/40 GBP      23,018     38,195
  United Kingdom Gilt  1.250% 10/22/41 GBP     110,516    119,168
  United Kingdom Gilt  4.500%  12/7/42 GBP      52,185     91,121
  United Kingdom Gilt  3.250%  1/22/44 GBP     132,960    199,960
  United Kingdom Gilt  3.500%  1/22/45 GBP       5,633      8,783
  United Kingdom Gilt  0.875%  1/31/46 GBP      77,265     74,335
  United Kingdom Gilt  4.250%  12/7/46 GBP      57,948    102,042
  United Kingdom Gilt  1.500%  7/22/47 GBP      55,259     61,137
  United Kingdom Gilt  1.750%  1/22/49 GBP      18,190     21,227
  United Kingdom Gilt  4.250%  12/7/49 GBP      34,470     62,650
  United Kingdom Gilt  0.625% 10/22/50 GBP      74,368     64,630
  United Kingdom Gilt  1.250%  7/31/51 GBP     103,971    106,766
  United Kingdom Gilt  3.750%  7/22/52 GBP      37,295     64,449
  United Kingdom Gilt  1.500%  7/31/53 GBP      18,422     20,645
  United Kingdom Gilt  1.625% 10/22/54 GBP      56,269     63,879
  United Kingdom Gilt  4.250%  12/7/55 GBP      19,557     37,923
  United Kingdom Gilt  1.750%  7/22/57 GBP      56,238     66,342
  United Kingdom Gilt  4.000%  1/22/60 GBP      58,990    116,084
  United Kingdom Gilt  0.500% 10/22/61 GBP      71,781     55,193
  United Kingdom Gilt  2.500%  7/22/65 GBP      50,594     74,599
  United Kingdom Gilt  3.500%  7/22/68 GBP      33,984     63,575
  United Kingdom Gilt  1.625% 10/22/71 GBP      48,000     56,123
  United Kingdom Gilt  1.125% 10/22/73 GBP      21,031     20,976
                   3,937,971
Total Sovereign Bonds (Cost $81,690,572)     70,146,074
134

 

Total International Bond Index Fund
    Coupon     Shares Market
Value•

($000)
Temporary Cash Investments (0.0%)      
Money Market Fund (0.0%)                           
14 Vanguard Market Liquidity Fund (Cost $2,408)  0.409%                   24,098           2,409
Total Investments (98.1%) (Cost $102,028,025)     87,846,537
Other Assets and Liabilities—Net (1.9%)     1,661,135
Net Assets (100.0%)     89,507,672
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 Guaranteed by the Republic of Austria.
3 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2022, the aggregate value was $11,034,504,000, representing 12.3% of net assets.
4 Guaranteed by the Republic of France.
5 Guaranteed by multiple countries.
6 Guaranteed by the Government of Japan.
7 Guaranteed by the Government of the United Kingdom.
8 Securities with a value of $20,570,000 have been segregated as initial margin for open futures contracts.
9 Securities with a value of $2,973,000 have been segregated as collateral for open forward currency contracts.
10 Guaranteed by the Federal Republic of Germany.
11 Securities with a value of $33,557,000 have been pledged as collateral for open forward currency contracts.
12 Non-income-producing security—security in default.
13 Security value determined using significant unobservable inputs.
14 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
REIT—Real Estate Investment Trust.
AUD—Australian dollar.
CAD—Canadian dollar.
CHF—Swiss franc.
CLP—Chilean peso.
CNY—Chinese renminbi.
COP—Colombia peso.
CZK—Czech koruna.
DKK—Danish krone.
EUR—euro.
GBP—British pound.
HKD—Hong Kong dollar.
HUF—Hungarian forint.
IDR—Indonesian rupiah.
ILS—Israeli shekel.
JPY—Japanese yen.
KRW—Korean won.
MXN—Mexican peso.
MYR—Malaysian ringgit.
NOK—Norwegian krone.
NZD—New Zealand dollar.
PEN—Peruvian sol.
PLN—Polish zloty.
RON—Romania new leu.
RUB—Russian ruble.
SEK—Swedish krona.
SGD—Singapore dollar.
THB—Thai baht.
USD—U.S. dollar.
135

 

Total International 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        
KRW 3-Year Treasury Bond June 2022 646 54,175 (418)
 
Short Futures Contracts        
AUD 10-Year Treasury Bond June 2022 (125) (10,964) 108
        (310)
    
Forward Currency Contracts
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
State Street Bank & Trust Co. 5/3/22 AUD 90,000 USD 67,610 — (4,018)
Morgan Stanley Capital Services Inc. 5/3/22 AUD 80,524 USD 60,455 — (3,558)
State Street Bank & Trust Co. 6/2/22 AUD 62,420 USD 44,382 — (253)
Royal Bank of Canada 5/3/22 CAD 221,690 USD 177,344 — (4,778)
Royal Bank of Canada 6/2/22 CAD 160,622 USD 125,674 — (648)
JPMorgan Chase Bank, N.A. 6/2/22 CAD 28,345 USD 22,178 — (114)
BNP Paribas 5/3/22 CHF 34,945 USD 38,011 — (2,083)
JPMorgan Chase Bank, N.A. 6/2/22 CHF 20,868 USD 21,530 — (43)
JPMorgan Chase Bank, N.A. 5/3/22 CLP 85,508,125 USD 100,560 — (331)
Citibank, N.A. 5/3/22 CLP 31,346,625 USD 36,663 81 —
Deutsche Bank AG 5/3/22 CLP 29,429,500 USD 34,591 — (95)
HSBC Bank plc 5/3/22 CLP 20,897,750 USD 24,513 — (18)
State Street Bank & Trust Co. 5/6/22 CNY 3,148,200 USD 476,639 1,228 —
Standard Chartered Bank 5/6/22 CNY 3,148,105 USD 473,399 4,453 —
Standard Chartered Bank 5/6/22 CNY 30,000 USD 4,696 — (143)
State Street Bank & Trust Co. 5/3/22 COP 391,342,586 USD 98,823 2 —
State Street Bank & Trust Co. 5/3/22 COP 317,941,993 USD 80,599 — (309)
HSBC Bank plc 5/3/22 COP 300,000,000 USD 75,638 122 —
Toronto-Dominion Bank 5/3/22 COP 207,086,843 USD 52,212 84 —
Toronto-Dominion Bank 5/3/22 COP 19,499,001 USD 5,158 — (234)
BNP Paribas 5/3/22 CZK 5,193,805 USD 223,774 — (1,200)
Deutsche Bank AG 5/3/22 CZK 1,500,000 USD 64,461 — (180)
136

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
JPMorgan Chase Bank, N.A. 5/3/22 CZK 151,515 USD 6,879 — (386)
State Street Bank & Trust Co. 6/2/22 CZK 131,790 USD 5,631 — (3)
BNP Paribas 5/3/22 DKK 119,901 USD 17,951 — (944)
JPMorgan Chase Bank, N.A. 6/2/22 DKK 93,679 USD 13,302 2 —
Morgan Stanley Capital Services Inc. 5/3/22 EUR 2,500,000 USD 2,628,955 8,725 —
Morgan Stanley Capital Services Inc. 5/3/22 EUR 2,000,000 USD 2,126,730 — (16,586)
Toronto-Dominion Bank 5/3/22 EUR 2,000,000 USD 2,102,500 7,644 —
Commonwealth Bank of Australia 5/3/22 EUR 1,500,000 USD 1,595,550 — (12,942)
BNP Paribas 5/3/22 EUR 1,000,000 USD 1,069,560 — (14,488)
HSBC Bank plc 5/3/22 EUR 1,000,000 USD 1,068,550 — (13,478)
Bank of America, N.A. 5/3/22 EUR 1,000,000 USD 1,058,400 — (3,328)
State Street Bank & Trust Co. 5/3/22 EUR 540,000 USD 576,168 — (6,429)
Deutsche Bank AG 5/3/22 EUR 500,000 USD 534,731 — (7,195)
Toronto-Dominion Bank 5/3/22 EUR 500,000 USD 534,300 — (6,764)
Royal Bank of Canada 5/3/22 EUR 500,000 USD 527,750 — (214)
Barclays Bank plc 5/3/22 EUR 500,000 USD 525,545 1,991 —
Royal Bank of Canada 5/3/22 EUR 500,000 USD 525,400 2,136 —
Commonwealth Bank of Australia 5/3/22 EUR 500,000 USD 524,900 2,636 —
HSBC Bank plc 5/4/22 GBP 2,598,027 USD 3,261,823 5,040 —
Toronto-Dominion Bank 5/4/22 GBP 2,598,027 USD 3,261,823 5,040 —
State Street Bank & Trust Co. 6/6/22 GBP 133,510 USD 167,617 267 —
State Street Bank & Trust Co. 5/4/22 GBP 110,255 USD 145,137 — (6,498)
Toronto-Dominion Bank 6/6/22 GBP 7,000 USD 8,721 82 —
HSBC Bank plc 5/4/22 HKD 389,500 USD 49,636 4 —
BNP Paribas 5/3/22 HUF 37,214,683 USD 104,240 — (476)
BNP Paribas 5/3/22 HUF 12,404,894 USD 34,483 105 —
JPMorgan Chase Bank, N.A. 5/3/22 HUF 1,754,804 USD 5,296 — (403)
Deutsche Bank AG 5/9/22 IDR 8,225,218,500 USD 569,492 — (2,448)
Standard Chartered Bank 5/9/22 IDR 4,626,685,500 USD 321,076 — (2,112)
Deutsche Bank AG 5/3/22 ILS 250,000 USD 75,529 — (644)
BNP Paribas 5/3/22 ILS 166,000 USD 50,026 — (302)
JPMorgan Chase Bank, N.A. 5/3/22 ILS 24,626 USD 7,721 — (345)
Standard Chartered Bank 5/6/22 JPY 520,000,000 USD 4,013,584 — (5,895)
137

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
BNP Paribas 5/6/22 JPY 481,707,781 USD 3,724,086 — (11,518)
Bank of New York 5/6/22 JPY 189,974,077 USD 1,457,893 6,255 —
Toronto-Dominion Bank 5/6/22 JPY 124,619,471 USD 966,987 — (6,533)
Royal Bank of Canada 5/6/22 JPY 125,000,000 USD 964,804 — (1,417)
UBS AG 5/6/22 JPY 63,750,000 USD 500,864 — (9,537)
Barclays Bank plc 5/6/22 JPY 63,750,000 USD 499,824 — (8,496)
Bank of America, N.A. 5/6/22 JPY 64,716,610 USD 497,705 1,072 —
Toronto-Dominion Bank 5/6/22 JPY 64,651,894 USD 497,307 971 —
HSBC Bank plc 5/6/22 JPY 64,871,992 USD 496,419 3,556 —
Deutsche Bank AG 5/6/22 JPY 60,621,000 USD 466,387 825 —
Commonwealth Bank of Australia 5/6/22 JPY 39,123,500 USD 307,551 — (6,022)
JPMorgan Chase Bank, N.A. 5/6/22 JPY 5,887,558 USD 45,446 — (70)
Morgan Stanley Capital Services Inc. 6/2/22 JPY 5,500,000 USD 42,387 40 —
State Street Bank & Trust Co. 5/6/22 JPY 2,450,000 USD 20,197 — (1,316)
JPMorgan Chase Bank, N.A. 5/3/22 KRW 1,090,665,037 USD 862,745 5,609 —
HSBC Bank plc 5/3/22 KRW 1,076,813,304 USD 851,207 6,120 —
BNP Paribas 5/3/22 KRW 930,705,200 USD 735,503 5,497 —
JPMorgan Chase Bank, N.A. 5/3/22 KRW 657,595,865 USD 529,340 — (5,781)
Deutsche Bank AG 5/3/22 KRW 550,731,670 USD 435,223 3,252 —
Deutsche Bank AG 5/3/22 KRW 360,651,337 USD 291,303 — (4,164)
BNP Paribas 5/3/22 KRW 330,888,038 USD 265,201 — (1,758)
State Street Bank & Trust Co. 5/3/22 KRW 312,501,000 USD 250,542 — (1,738)
HSBC Bank plc 5/3/22 KRW 292,955,154 USD 235,790 — (2,549)
Standard Chartered Bank 5/3/22 KRW 239,878,400 USD 189,567 1,417 —
State Street Bank & Trust Co. 6/2/22 MXN 295,562 USD 14,399 — (7)
State Street Bank & Trust Co. 5/3/22 MXN 163,724 USD 8,169 — (151)
BNP Paribas 5/6/22 MYR 1,586,053 USD 364,721 — (444)
BNP Paribas 5/6/22 MYR 1,576,000 USD 361,688 280 —
Standard Chartered Bank 5/6/22 MYR 68,000 USD 16,171 — (553)
Barclays Bank plc 5/3/22 NOK 143,393 USD 15,215 73 —
State Street Bank & Trust Co. 5/3/22 NOK 62,962 USD 7,198 — (485)
JPMorgan Chase Bank, N.A. 5/3/22 NZD 13,092 USD 9,102 — (650)
State Street Bank & Trust Co. 6/2/22 NZD 8,272 USD 5,369 — (28)
138

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Citibank, N.A. 5/3/22 PEN 717,248 USD 187,541 — (707)
Toronto-Dominion Bank 5/3/22 PEN 301,365 USD 78,615 — (114)
Toronto-Dominion Bank 5/3/22 PEN 186,846 USD 48,343 328 —
BNP Paribas 6/3/22 PEN 41,555 USD 10,786 — (3)
BNP Paribas 5/4/22 PLN 909,201 USD 206,188 — (1,139)
BNP Paribas 5/4/22 PLN 400,000 USD 89,823 388 —
JPMorgan Chase Bank, N.A. 5/4/22 PLN 58,302 USD 13,951 — (803)
State Street Bank & Trust Co. 6/2/22 PLN 57,296 USD 12,865 6 —
Barclays Bank plc 5/3/22 RON 220,800 USD 46,854 210 —
Barclays Bank plc 5/3/22 RON 55,200 USD 11,775 — (9)
Barclays Bank plc 5/3/22 SEK 1,000,000 USD 101,719 127 —
State Street Bank & Trust Co. 5/3/22 SEK 249,221 USD 26,757 — (1,375)
JPMorgan Chase Bank, N.A. 6/2/22 SEK 85,630 USD 8,750 — (23)
Toronto-Dominion Bank 5/5/22 SGD 460,113 USD 333,560 — (863)
Morgan Stanley Capital Services Inc. 5/5/22 SGD 150,000 USD 108,274 188 —
State Street Bank & Trust Co. 5/5/22 SGD 18,273 USD 13,501 — (288)
Standard Chartered Bank 5/5/22 THB 10,204,501 USD 297,032 919 —
Standard Chartered Bank 5/5/22 THB 5,215,100 USD 153,181 — (910)
JPMorgan Chase Bank, N.A. 5/5/22 THB 5,140,600 USD 149,381 714 —
State Street Bank & Trust Co. 5/5/22 THB 456,500 USD 13,346 — (17)
UBS AG 6/2/22 THB 239,811 USD 7,000 5 —
Commonwealth Bank of Australia 5/3/22 USD 2,416,103 AUD 3,216,428 143,436 —
JPMorgan Chase Bank, N.A. 6/2/22 USD 1,528,138 AUD 2,149,175 8,736 —
Commonwealth Bank of Australia 6/2/22 USD 1,337,364 AUD 1,880,856 7,655 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 588,950 AUD 784,000 34,991 —
State Street Bank & Trust Co. 5/3/22 USD 228,373 AUD 304,000 13,573 —
UBS AG 6/2/22 USD 139,606 AUD 196,350 793 —
UBS AG 5/3/22 USD 90,313 AUD 120,226 5,364 —
BNP Paribas 6/2/22 USD 83,723 AUD 117,750 477 —
BNP Paribas 5/3/22 USD 67,608 AUD 90,000 4,015 —
State Street Bank & Trust Co. 6/2/22 USD 35,494 AUD 50,000 146 —
Toronto-Dominion Bank 5/3/22 USD 2,636,830 CAD 3,294,000 72,749 —
139

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Toronto-Dominion Bank 6/2/22 USD 1,983,429 CAD 2,535,000 10,215 —
State Street Bank & Trust Co. 5/3/22 USD 1,804,742 CAD 2,259,394 46,007 —
Royal Bank of Canada 6/2/22 USD 1,406,730 CAD 1,797,704 7,418 —
Bank of New York 6/2/22 USD 1,176,459 CAD 1,500,000 8,877 —
Royal Bank of Canada 5/3/22 USD 800,370 CAD 1,001,000 21,182 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 399,842 CAD 500,000 10,637 —
JPMorgan Chase Bank, N.A. 6/2/22 USD 392,666 CAD 500,000 3,472 —
State Street Bank & Trust Co. 6/2/22 USD 392,167 CAD 500,000 2,973 —
BNP Paribas 6/2/22 USD 307,290 CAD 395,000 — (173)
BNP Paribas 5/3/22 USD 962,637 CHF 885,000 52,728 —
Toronto-Dominion Bank 6/2/22 USD 809,873 CHF 785,000 1,607 —
State Street Bank & Trust Co. 6/2/22 USD 228,843 CHF 221,930 335 —
Commonwealth Bank of Australia 5/3/22 USD 172,677 CHF 159,568 8,618 —
UBS AG 5/3/22 USD 56,894 CHF 53,000 2,402 —
UBS AG 6/2/22 USD 46,424 CHF 45,000 91 —
BNP Paribas 6/2/22 USD 20,634 CHF 20,000 41 —
Commonwealth Bank of Australia 6/2/22 USD 14,590 CHF 14,000 175 —
Bank of America, N.A. 5/3/22 USD 10,053 CHF 9,307 484 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 106,062 CLP 85,508,125 5,832 —
Citibank, N.A. 5/3/22 USD 36,845 CLP 31,346,625 101 —
JPMorgan Chase Bank, N.A. 6/3/22 USD 36,680 CLP 31,346,625 179 —
Citibank, N.A. 6/3/22 USD 36,428 CLP 31,346,625 — (72)
Deutsche Bank AG 5/3/22 USD 37,724 CLP 29,429,500 3,228 —
HSBC Bank plc 5/3/22 USD 24,563 CLP 20,897,750 68 —
HSBC Bank plc 6/3/22 USD 24,372 CLP 20,897,750 38 —
State Street Bank & Trust Co. 5/6/22 USD 735,919 CNY 4,682,440 25,168 —
Standard Chartered Bank 6/2/22 USD 520,499 CNY 3,462,105 — (4,562)
State Street Bank & Trust Co. 6/2/22 USD 476,142 CNY 3,148,200 — (1,312)
Standard Chartered Bank 5/6/22 USD 258,654 CNY 1,643,865 9,132 —
State Street Bank & Trust Co. 6/3/22 USD 178,582 COP 709,284,579 432 —
State Street Bank & Trust Co. 5/3/22 USD 115,429 COP 437,086,843 5,049 —
HSBC Bank plc 5/3/22 USD 79,382 COP 300,000,000 3,622 —
140

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
State Street Bank & Trust Co. 6/3/22 USD 53,803 COP 215,390,105 — (296)
Toronto-Dominion Bank 5/3/22 USD 55,136 COP 207,086,843 2,840 —
Toronto-Dominion Bank 5/3/22 USD 4,916 COP 19,499,001 — (8)
BNP Paribas 5/3/22 USD 310,044 CZK 6,845,320 16,697 —
BNP Paribas 6/2/22 USD 222,992 CZK 5,193,805 1,199 —
Deutsche Bank AG 6/2/22 USD 64,238 CZK 1,500,000 183 —
Deutsche Bank AG 5/3/22 USD 554,339 DKK 3,706,692 28,604 —
Barclays Bank plc 6/2/22 USD 514,921 DKK 3,620,333 772 —
Bank of New York 5/3/22 USD 4,985 DKK 33,543 227 —
State Street Bank & Trust Co. 6/2/22 USD 11,065,062 EUR 10,486,581 — (13,505)
State Street Bank & Trust Co. 5/3/22 USD 10,052,866 EUR 9,028,936 526,681 —
Toronto-Dominion Bank 6/2/22 USD 8,182,272 EUR 7,760,000 — (15,794)
Morgan Stanley Capital Services Inc. 5/3/22 USD 6,653,267 EUR 6,000,000 322,830 —
Toronto-Dominion Bank 5/3/22 USD 6,506,936 EUR 5,857,000 327,377 —
HSBC Bank plc 5/3/22 USD 4,716,962 EUR 4,238,000 245,566 —
Royal Bank of Canada 5/3/22 USD 4,116,608 EUR 3,706,729 205,739 —
Morgan Stanley Capital Services Inc. 6/2/22 USD 3,370,425 EUR 3,200,000 — (10,222)
Bank of America, N.A. 5/3/22 USD 3,054,530 EUR 2,770,000 131,975 —
Bank of New York 5/3/22 USD 3,020,232 EUR 2,715,000 155,708 —
Deutsche Bank AG 5/3/22 USD 2,793,279 EUR 2,500,000 155,599 —
HSBC Bank plc 6/2/22 USD 2,657,559 EUR 2,500,000 16,429 —
State Street Bank & Trust Co. 6/2/22 USD 2,334,113 EUR 2,200,000 9,919 —
Morgan Stanley Capital Services Inc. 6/2/22 USD 2,129,444 EUR 2,000,000 16,540 —
UBS AG 5/3/22 USD 1,950,287 EUR 1,760,000 93,359 —
BNP Paribas 5/3/22 USD 1,948,881 EUR 1,750,000 102,504 —
HSBC Bank plc 6/2/22 USD 1,589,701 EUR 1,505,000 — (258)
Commonwealth Bank of Australia 5/3/22 USD 1,669,394 EUR 1,500,000 86,783 —
Deutsche Bank AG 6/2/22 USD 1,593,940 EUR 1,500,000 9,262 —
Bank of America, N.A. 6/2/22 USD 1,588,616 EUR 1,500,000 3,938 —
Bank of New York 6/2/22 USD 1,580,501 EUR 1,500,000 — (4,177)
Barclays Bank plc 5/3/22 USD 1,493,822 EUR 1,350,000 69,474 —
Royal Bank of Canada 6/2/22 USD 1,318,264 EUR 1,250,000 — (2,301)
Barclays Bank plc 6/2/22 USD 1,318,038 EUR 1,250,000 — (2,527)
BNP Paribas 6/2/22 USD 1,070,920 EUR 1,000,000 14,468 —
Commonwealth Bank of Australia 6/2/22 USD 1,069,364 EUR 1,000,000 12,912 —
141

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Toronto-Dominion Bank 6/2/22 USD 1,063,896 EUR 1,000,000 7,444 —
Bank of New York 6/2/22 USD 1,057,881 EUR 1,000,000 1,429 —
BNP Paribas 6/2/22 USD 1,056,274 EUR 1,000,000 — (177)
Deutsche Bank AG 6/2/22 USD 1,054,584 EUR 1,000,000 — (1,868)
Commonwealth Bank of Australia 6/2/22 USD 1,053,784 EUR 1,000,000 — (2,668)
Standard Chartered Bank 5/3/22 USD 556,798 EUR 500,000 29,262 —
Credit Agricole CIB 5/3/22 USD 556,486 EUR 500,000 28,950 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 555,978 EUR 500,000 28,441 —
UBS AG 6/2/22 USD 529,515 EUR 500,000 1,289 —
Royal Bank of Canada 6/2/22 USD 528,413 EUR 500,000 187 —
Standard Chartered Bank 6/2/22 USD 264,069 EUR 250,000 — (44)
Toronto-Dominion Bank 6/6/22 USD 3,261,761 GBP 2,598,027 — (5,178)
HSBC Bank plc 6/6/22 USD 3,261,756 GBP 2,598,027 — (5,183)
Toronto-Dominion Bank 5/4/22 USD 2,771,235 GBP 2,105,146 124,140 —
HSBC Bank plc 5/4/22 USD 2,664,813 GBP 2,024,808 118,739 —
JPMorgan Chase Bank, N.A. 5/4/22 USD 1,295,156 GBP 983,857 58,014 —
State Street Bank & Trust Co. 6/6/22 USD 321,485 GBP 255,000 830 —
State Street Bank & Trust Co. 5/4/22 USD 205,866 GBP 156,386 9,220 —
Deutsche Bank AG 5/4/22 USD 26,326 GBP 20,000 1,177 —
Royal Bank of Canada 5/4/22 USD 21,099 GBP 16,113 838 —
UBS AG 5/4/22 USD 49,761 HKD 389,500 121 —
HSBC Bank plc 6/2/22 USD 49,667 HKD 389,500 — (7)
Deutsche Bank AG 5/3/22 USD 154,069 HUF 51,374,381 10,824 —
BNP Paribas 6/2/22 USD 103,805 HUF 37,214,683 476 —
BNP Paribas 6/2/22 USD 34,342 HUF 12,404,894 — (101)
Standard Chartered Bank 5/9/22 USD 638,008 IDR 9,173,842,000 5,568 —
Deutsche Bank AG 6/3/22 USD 568,572 IDR 8,225,218,500 2,412 —
Standard Chartered Bank 6/3/22 USD 320,544 IDR 4,626,685,500 2,080 —
HSBC Bank plc 5/9/22 USD 252,988 IDR 3,636,384,000 2,300 —
HSBC Bank plc 6/3/22 USD 48,188 IDR 700,000,000 8 —
Deutsche Bank AG 5/9/22 USD 2,896 IDR 41,678,000 24 —
BNP Paribas 5/3/22 USD 322,568 ILS 1,026,723 15,025 —
BNP Paribas 6/2/22 USD 228,571 ILS 758,097 1,117 —
Deutsche Bank AG 6/2/22 USD 75,658 ILS 250,000 649 —
Morgan Stanley Capital Services Inc. 5/3/22 USD 1,865 ILS 6,000 68 —
Standard Chartered Bank 6/2/22 USD 4,017,024 JPY 520,000,000 5,773 —
BNP Paribas 6/2/22 USD 3,630,772 JPY 470,000,000 5,218 —
142

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Standard Chartered Bank 5/6/22 USD 3,503,570 JPY 425,000,000 228,054 —
BNP Paribas 5/6/22 USD 2,844,074 JPY 345,000,000 185,126 —
HSBC Bank plc 5/6/22 USD 2,543,312 JPY 310,039,927 153,808 —
Royal Bank of Canada 5/6/22 USD 2,075,333 JPY 252,050,300 132,757 —
National Australia Bank Ltd. 5/6/22 USD 1,813,613 JPY 220,000,000 118,052 —
Bank of New York 6/2/22 USD 1,459,145 JPY 189,974,077 — (6,303)
Toronto-Dominion Bank 5/6/22 USD 1,406,299 JPY 171,024,957 88,193 —
Bank of New York 5/6/22 USD 1,042,903 JPY 127,040,400 63,791 —
Royal Bank of Canada 6/2/22 USD 965,631 JPY 125,000,000 1,388 —
Toronto-Dominion Bank 6/2/22 USD 967,816 JPY 124,619,471 6,509 —
HSBC Bank plc 6/2/22 USD 496,843 JPY 64,871,992 — (3,576)
Bank of America, N.A. 6/2/22 USD 498,131 JPY 64,716,610 — (1,089)
Toronto-Dominion Bank 6/2/22 USD 497,733 JPY 64,651,894 — (988)
UBS AG 6/2/22 USD 501,301 JPY 63,750,000 9,537 —
Barclays Bank plc 6/2/22 USD 500,257 JPY 63,750,000 8,493 —
Deutsche Bank AG 6/2/22 USD 466,788 JPY 60,621,000 — (839)
Commonwealth Bank of Australia 6/2/22 USD 307,818 JPY 39,123,500 6,021 —
Morgan Stanley Capital Services Inc. 5/6/22 USD 181,321 JPY 22,000,000 11,765 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 1,020,213 KRW 1,290,978,165 — (7,626)
BNP Paribas 5/3/22 USD 764,969 KRW 930,705,200 23,969 —
HSBC Bank plc 5/3/22 USD 568,695 KRW 719,626,838 — (4,250)
JPMorgan Chase Bank, N.A. 6/3/22 USD 521,185 KRW 658,382,300 — (3,001)
JPMorgan Chase Bank, N.A. 6/3/22 USD 529,321 KRW 657,595,865 5,761 —
HSBC Bank plc 5/3/22 USD 533,651 KRW 650,141,620 16,027 —
Deutsche Bank AG 5/3/22 USD 450,312 KRW 550,731,670 11,836 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 374,616 KRW 457,282,737 10,541 —
HSBC Bank plc 6/3/22 USD 337,437 KRW 426,671,684 — (2,267)
Deutsche Bank AG 5/3/22 USD 285,009 KRW 360,651,337 — (2,131)
BNP Paribas 5/3/22 USD 261,489 KRW 330,888,038 — (1,954)
BNP Paribas 6/3/22 USD 253,500 KRW 316,639,500 1,401 —
Deutsche Bank AG 6/3/22 USD 254,175 KRW 315,651,337 2,861 —
State Street Bank & Trust Co. 6/3/22 USD 250,530 KRW 312,501,000 1,725 —
HSBC Bank plc 6/3/22 USD 198,687 KRW 247,955,154 1,272 —
Standard Chartered Bank 5/3/22 USD 197,631 KRW 239,878,400 6,647 —
State Street Bank & Trust Co. 5/3/22 USD 152,607 KRW 185,905,750 4,594 —
143

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Citibank, N.A. 6/3/22 USD 83,348 KRW 105,000,000 — (249)
BNP Paribas 6/3/22 USD 31,720 KRW 40,000,000 — (128)
Morgan Stanley Capital Services Inc. 6/3/22 USD 31,715 KRW 40,000,000 — (133)
State Street Bank & Trust Co. 6/2/22 USD 546,926 MXN 11,207,823 1,179 —
State Street Bank & Trust Co. 5/3/22 USD 518,816 MXN 10,385,000 10,222 —
BNP Paribas 5/3/22 USD 33,501 MXN 671,547 613 —
BNP Paribas 5/6/22 USD 453,244 MYR 1,912,490 13,992 —
BNP Paribas 6/2/22 USD 361,609 MYR 1,576,000 — (188)
BNP Paribas 6/2/22 USD 346,175 MYR 1,506,053 436 —
Standard Chartered Bank 5/6/22 USD 277,465 MYR 1,167,563 9,304 —
Barclays Bank plc 5/3/22 USD 194,916 NOK 1,705,000 13,135 —
Barclays Bank plc 6/2/22 USD 183,014 NOK 1,705,000 1,223 —
Toronto-Dominion Bank 5/3/22 USD 23,659 NOK 206,356 1,658 —
Barclays Bank plc 6/2/22 USD 15,216 NOK 143,393 — (73)
Commonwealth Bank of Australia 6/2/22 USD 203,613 NZD 313,699 1,084 —
JPMorgan Chase Bank, N.A. 6/2/22 USD 135,741 NZD 209,133 722 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 124,447 NZD 179,000 8,883 —
Commonwealth Bank of Australia 5/3/22 USD 124,393 NZD 178,924 8,879 —
State Street Bank & Trust Co. 5/3/22 USD 123,750 NZD 178,000 8,832 —
Bank of America, N.A. 6/2/22 USD 14,886 NZD 23,000 36 —
Citibank, N.A. 5/3/22 USD 189,378 PEN 717,248 2,543 —
Toronto-Dominion Bank 5/3/22 USD 129,129 PEN 488,211 1,957 —
Citibank, N.A. 6/3/22 USD 108,533 PEN 415,883 622 —
Toronto-Dominion Bank 6/3/22 USD 48,162 PEN 186,846 — (320)
BNP Paribas 5/4/22 USD 308,168 PLN 1,287,504 17,801 —
BNP Paribas 6/2/22 USD 205,442 PLN 909,201 1,206 —
BNP Paribas 6/2/22 USD 89,503 PLN 400,000 — (350)
State Street Bank & Trust Co. 5/4/22 USD 19,000 PLN 80,000 958 —
Barclays Bank plc 5/3/22 USD 61,786 RON 276,000 2,957 —
Barclays Bank plc 6/3/22 USD 58,247 RON 276,000 — (321)
Barclays Bank plc 6/2/22 USD 448,302 SEK 4,382,149 1,661 —
Royal Bank of Canada 5/3/22 USD 402,595 SEK 3,750,000 20,675 —
Barclays Bank plc 5/3/22 USD 386,732 SEK 3,584,507 21,668 —
Royal Bank of Canada 6/2/22 USD 332,097 SEK 3,250,000 848 —
Deutsche Bank AG 5/3/22 USD 218,844 SEK 2,046,863 10,379 —
144

 

Total International Bond Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Barclays Bank plc 6/2/22 USD 101,791 SEK 1,000,000 — (132)
Bank of America, N.A. 6/2/22 USD 51,092 SEK 500,000 130 —
HSBC Bank plc 5/5/22 USD 463,993 SGD 628,386 9,622 —
Toronto-Dominion Bank 6/2/22 USD 333,537 SGD 460,113 856 —
Morgan Stanley Capital Services Inc. 6/2/22 USD 108,268 SGD 150,000 — (188)
Standard Chartered Bank 6/2/22 USD 296,974 THB 10,204,501 — (1,090)
Standard Chartered Bank 5/5/22 USD 293,025 THB 9,855,000 5,278 —
JPMorgan Chase Bank, N.A. 5/5/22 USD 193,992 THB 6,517,351 3,699 —
JPMorgan Chase Bank, N.A. 6/2/22 USD 149,370 THB 5,140,600 — (782)
Standard Chartered Bank 6/2/22 USD 150,157 THB 5,115,100 749 —
Deutsche Bank AG 5/5/22 USD 74,773 THB 2,524,650 1,058 —
BNP Paribas 5/5/22 USD 49,974 THB 1,663,200 1,412 —
State Street Bank & Trust Co. 6/2/22 USD 1,379 THB 46,170 30 —
            4,905,183 (297,764)
At April 30, 2022, the counterparties had deposited in segregated accounts securities with a value of $2,177,444,000 and cash of $2,808,981,000 in connection with open forward currency contracts.
See accompanying Notes, which are an integral part of the Financial Statements.
145

 

Total International Bond Index Fund
Statement of Assets and Liabilities
As of April 30, 2022
($000s, except shares and per-share amounts) Amount
Assets  
Investments in Securities, at Value  
Unaffiliated Issuers (Cost $102,025,617) 87,844,128
Affiliated Issuers (Cost $2,408) 2,409
Total Investments in Securities 87,846,537
Investment in Vanguard 3,088
Foreign Currency, at Value (Cost $879,526) 807,887
Receivables for Investment Securities Sold 490,655
Receivables for Accrued Income 505,284
Receivables for Capital Shares Issued 16,577
Variation Margin Receivable—Futures Contracts 522
Unrealized Appreciation—Forward Currency Contracts 4,905,183
Other Assets 21,274
Total Assets 94,597,007
Liabilities  
Due to Custodian 8,519
Payables for Investment Securities Purchased 4,729,804
Payables for Capital Shares Redeemed 48,563
Payables for Distributions 1,499
Payables to Vanguard 3,186
Unrealized Depreciation—Forward Currency Contracts 297,764
Total Liabilities 5,089,335
Net Assets 89,507,672
146

 

Total International Bond Index Fund
Statement of Assets and Liabilities (continued)
At April 30, 2022, net assets consisted of:  
($000s, except shares and per-share amounts) Amount
Paid-in Capital 95,701,597
Total Distributable Earnings (Loss) (6,193,925)
Net Assets 89,507,672
 
Investor Shares—Net Assets  
Applicable to 603,585,705 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		6,148,816
Net Asset Value Per Share—Investor Shares $10.19
 
ETF Shares—Net Assets  
Applicable to 882,402,969 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		44,893,759
Net Asset Value Per Share—ETF Shares $50.88
 
Admiral Shares—Net Assets  
Applicable to 1,304,522,645 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		26,562,375
Net Asset Value Per Share—Admiral Shares $20.36
 
Institutional Shares—Net Assets  
Applicable to 389,551,121 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		11,902,722
Net Asset Value Per Share—Institutional Shares $30.55
  
See accompanying Notes, which are an integral part of the Financial Statements.
147

 

Total International Bond Index Fund
Statement of Operations
  Six Months Ended
April 30, 2022
  ($000)
Investment Income  
Income  
Interest1,2 458,746
Total Income 458,746
Expenses  
The Vanguard Group—Note B  
Investment Advisory Services 1,726
Management and Administrative—Investor Shares 9,590
Management and Administrative—ETF Shares 13,428
Management and Administrative—Admiral Shares 13,348
Management and Administrative—Institutional Shares 3,695
Marketing and Distribution—Investor Shares 840
Marketing and Distribution—ETF Shares 574
Marketing and Distribution—Admiral Shares 836
Marketing and Distribution—Institutional Shares 326
Custodian Fees 1,711
Shareholders’ Reports—Investor Shares 108
Shareholders’ Reports—ETF Shares 770
Shareholders’ Reports—Admiral Shares 259
Shareholders’ Reports—Institutional Shares 15
Trustees’ Fees and Expenses 26
Other Expenses 27
Total Expenses 47,279
Net Investment Income 411,467
Realized Net Gain (Loss)  
Investment Securities Sold1,3 (760,232)
Futures Contracts 4,246
Forward Currency Contracts 5,213,214
Foreign Currencies (683,860)
Realized Net Gain (Loss) 3,773,368
148

 

Total International Bond Index Fund
Statement of Operations (continued)
  Six Months Ended
April 30, 2022
  ($000)
Change in Unrealized Appreciation (Depreciation)  
Investment Securities1 (15,425,635)
Futures Contracts 517
Forward Currency Contracts 4,258,620
Foreign Currencies 39,647
Change in Unrealized Appreciation (Depreciation) (11,126,851)
Net Increase (Decrease) in Net Assets Resulting from Operations (6,942,016)
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 $358,000, ($44,000), $34,000, and ($19,000), respectively. Purchases and sales are for temporary cash investment purposes.
2 Interest is net of foreign withholding taxes of $12,090,000.
3 Includes $236,169,000 of net gain (loss) resulting from in-kind redemptions.
  
See accompanying Notes, which are an integral part of the Financial Statements.
149

 

Total International Bond Index Fund
Statement of Changes in Net Assets
  Six Months Ended
April 30,
2022 		  Year Ended
October 31,
2021
  ($000)   ($000)
Increase (Decrease) in Net Assets      
Operations      
Net Investment Income 411,467   1,150,819
Realized Net Gain (Loss) 3,773,368   6,422,168
Change in Unrealized Appreciation (Depreciation) (11,126,851)   (10,454,014)
Net Increase (Decrease) in Net Assets Resulting from Operations (6,942,016)   (2,881,027)
Distributions      
Investor Shares (894,841)   (315,494)
ETF Shares (1,483,718)   (411,957)
Admiral Shares (928,753)   (427,771)
Institutional Shares (407,491)   (240,342)
Total Distributions (3,714,803)   (1,395,564)
Capital Share Transactions      
Investor Shares (22,520,898)   (894,692)
ETF Shares 4,397,563   12,638,785
Admiral Shares 305,364   (20,249,604)
Institutional Shares 682,531   (27,279,588)
Net Increase (Decrease) from Capital Share Transactions (17,135,440)   (35,785,099)
Total Increase (Decrease) (27,792,259)   (40,061,690)
Net Assets      
Beginning of Period 117,299,931   157,361,621
End of Period 89,507,672   117,299,931
  
See accompanying Notes, which are an integral part of the Financial Statements.
150

 

Total International Bond Index Fund
Financial Highlights
Investor Shares            
For a Share Outstanding
Throughout Each Period  		Six Months
Ended
April 30,
2022 		Year Ended October 31,
2021 2020 2019 2018 2017
Net Asset Value, Beginning of Period $11.32 $11.66 $11.68 $10.90 $10.96 $11.02
Investment Operations            
Net Investment Income1 .041 .092 .109 .121 .113 .114
Net Realized and Unrealized Gain (Loss) on Investments (.816) (.320) .240 .988 .068 .011
Total from Investment Operations (.775) (.228) .349 1.109 .181 .125
Distributions            
Dividends from Net Investment Income (.282) (.094) (.369) (.329) (.241) (.185)
Distributions from Realized Capital Gains (.073) (.018) — — — —
Total Distributions (.355) (.112) (.369) (.329) (.241) (.185)
Net Asset Value, End of Period $10.19 $11.32 $11.66 $11.68 $10.90 $10.96
Total Return2 -7.08% -1.97% 3.09% 10.39% 1.68% 1.16%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $6,149 $30,174 $32,054 $30,053 $27,299 $25,603
Ratio of Total Expenses to Average Net Assets 0.13% 0.13% 0.13% 0.13% 0.13% 0.13%
Ratio of Net Investment Income to Average Net Assets 0.75% 0.80% 0.95% 1.07% 1.03% 1.05%
Portfolio Turnover Rate 13%3 25%3 31%3 26% 22% 19%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Calculated based on average shares outstanding.
2 Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees.
3 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.
  
See accompanying Notes, which are an integral part of the Financial Statements.
151

 

Total International Bond Index Fund
Financial Highlights
ETF Shares            
For a Share Outstanding
Throughout Each Period  		Six Months
Ended
April 30,
2022 		Year Ended October 31,
2021 2020 2019 2018 2017
Net Asset Value, Beginning of Period $56.56 $58.27 $58.34 $54.47 $54.75 $55.09
Investment Operations            
Net Investment Income1 .219 .492 .572 .630 .584 .578
Net Realized and Unrealized Gain (Loss) on Investments (4.088) (1.603) 1.232 4.913 .356 .038
Total from Investment Operations (3.869) (1.111) 1.804 5.543 .940 .616
Distributions            
Dividends from Net Investment Income (1.444) (.510) (1.874) (1.673) (1.220) (.956)
Distributions from Realized Capital Gains (.367) (.089) — — — —
Total Distributions (1.811) (.599) (1.874) (1.673) (1.220) (.956)
Net Asset Value, End of Period $50.88 $56.56 $58.27 $58.34 $54.47 $54.75
Total Return -7.08% -1.92% 3.20% 10.40% 1.74% 1.15%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $44,894 $45,348 $33,941 $23,911 $12,092 $8,504
Ratio of Total Expenses to Average Net Assets 0.07% 0.07% 0.08% 0.08% 0.09% 0.11%
Ratio of Net Investment Income to Average Net Assets 0.81% 0.86% 0.99% 1.12% 1.07% 1.07%
Portfolio Turnover Rate 13%2 25%2 31%2 26% 22% 19%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Calculated based on average shares outstanding.
2 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.
  
See accompanying Notes, which are an integral part of the Financial Statements.
152

 

Total International Bond Index Fund
Financial Highlights
Admiral Shares            
For a Share Outstanding
Throughout Each Period  		Six Months
Ended
April 30,
2022 		Year Ended October 31,
2021 2020 2019 2018 2017
Net Asset Value, Beginning of Period $22.64 $23.32 $23.35 $21.79 $21.91 $22.04
Investment Operations            
Net Investment Income1 .084 .191 .223 .246 .230 .231
Net Realized and Unrealized Gain (Loss) on Investments (1.644) (.644) .489 1.976 .137 .017
Total from Investment Operations (1.560) (.453) .712 2.222 .367 .248
Distributions            
Dividends from Net Investment Income (.573) (.191) (.742) (.662) (.487) (.378)
Distributions from Realized Capital Gains (.147) (.036) — — — —
Total Distributions (.720) (.227) (.742) (.662) (.487) (.378)
Net Asset Value, End of Period $20.36 $22.64 $23.32 $23.35 $21.79 $21.91
Total Return2 -7.13% -1.96% 3.15% 10.41% 1.70% 1.16%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $26,562 $29,241 $50,818 $51,889 $43,550 $36,072
Ratio of Total Expenses to Average Net Assets 0.11% 0.11% 0.11% 0.11% 0.11% 0.11%
Ratio of Net Investment Income to Average Net Assets 0.77% 0.83% 0.97% 1.09% 1.05% 1.07%
Portfolio Turnover Rate 13%3 25%3 31%3 26% 22% 19%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Calculated based on average shares outstanding.
2 Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees.
3 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.
  
See accompanying Notes, which are an integral part of the Financial Statements.
153

 

Total International Bond Index Fund
Financial Highlights
Institutional Shares            
For a Share Outstanding
Throughout Each Period  		Six Months
Ended
April 30,
2022 		Year Ended October 31,
2021 2020 2019 2018 2017
Net Asset Value, Beginning of Period $33.97 $34.99 $35.03 $32.70 $32.88 $33.07
Investment Operations            
Net Investment Income1 .132 .310 .348 .382 .358 .360
Net Realized and Unrealized Gain (Loss) on Investments (2.465) (.977) .739 2.954 .206 .033
Total from Investment Operations (2.333) (.667) 1.087 3.336 .564 .393
Distributions            
Dividends from Net Investment Income (.867) (.299) (1.127) (1.006) (.744) (.583)
Distributions from Realized Capital Gains (.220) (.054) — — — —
Total Distributions (1.087) (.353) (1.127) (1.006) (.744) (.583)
Net Asset Value, End of Period $30.55 $33.97 $34.99 $35.03 $32.70 $32.88
Total Return -7.11% -1.92% 3.21% 10.42% 1.74% 1.22%
Ratios/Supplemental Data            
Net Assets, End of Period (Millions) $11,903 $12,538 $40,548 $34,596 $28,196 $24,365
Ratio of Total Expenses to Average Net Assets 0.07% 0.07% 0.07% 0.07% 0.07% 0.07%
Ratio of Net Investment Income to Average Net Assets 0.81% 0.89% 1.01% 1.13% 1.09% 1.11%
Portfolio Turnover Rate 13%2 25%2 31%2 26% 22% 19%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Calculated based on average shares outstanding.
2 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.
  
See accompanying Notes, which are an integral part of the Financial Statements.
154

 

Total International Bond Index Fund
Notes to Financial Statements
Vanguard Total International Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers five classes of shares: Investor Shares, ETF Shares, Admiral Shares, Institutional Shares, and Institutional Select 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. The fund has not issued Institutional Select Shares through April 30, 2022.
Certain of the fund’s investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries. The fund invests in securities of foreign issuers, which may subject it to investment risks not normally associated with investing in securities of U.S. corporations. To minimize the currency risk associated with investment in securities denominated in currencies other than the U.S. dollar, the fund attempts to hedge its currency exposure. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), 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.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund’s pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).
3. Futures Contracts: The 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
155

 

Total International Bond Index Fund
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 April 30, 2022, the fund’s average investments in long and short futures contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.
4. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund’s risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, rehypothecated or (under master netting agreements) resold. The master netting arrangements provide that, in the event of a counterparty’s default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency 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 forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.
156

 

Total International Bond Index Fund
During the six months ended April 30, 2022, the fund’s average investment in forward currency contracts represented 159% of net assets, based on the average of the notional amounts at each quarter-end during the period.
The following table summarizes the fund’s derivative assets and liabilities by counterparty for derivatives subject to arrangements that provide for offsetting assets and liabilities. Exchange traded derivatives are listed separately.
  Assets
Reflected in
Statement of
Assets and
Liabilities1
($000) 		Liabilities
Reflected in
Statement of
Assets and
Liabilities1
($000) 		Net Amount
Receivable
(Payable)
($000) 		Amounts Not Offset in
the
Statement of Assets
and Liabilities 		Net
Exposure3
(Not Less
Than $0)
($000)
  Collateral
Pledged2
($000) 		Collateral
Received2
($000)
Derivatives Subject to
Offsetting Arrangements, by Counterparty 		           
Bank of America, N.A. 137,635 (4,417) 133,218 — 147,469 —
Bank of New York 236,287 (10,480) 225,807 — 238,380 —
Barclays Bank plc 121,784 (11,558) 110,226 — 114,389 —
BNP Paribas 466,191 (37,426) 428,765 2,973 479,276 —
Citibank, N.A. 3,347 (1,028) 2,319 — 2,190 129
Commonwealth Bank of Australia 278,199 (21,632) 256,567 — 250,666 5,901
Credit Agricole CIB 28,950 — 28,950 — 30,600 —
Deutsche Bank AG 242,173 (19,564) 222,609 — 242,304 —
HSBC Bank plc 582,341 (31,586) 550,755 — 629,837 —
JPMorgan Chase Bank, N.A. 186,233 (20,358) 165,875 — 171,937 —
Morgan Stanley Capital Services Inc. 360,156 (30,687) 329,469 — 353,188 —
National Australia Bank Ltd. 118,052 — 118,052 — 134,420 —
Royal Bank of Canada 393,168 (9,358) 383,810 — 402,908 —
Standard Chartered Bank 308,636 (15,309) 293,327 — 333,083 —
State Street Bank & Trust Co. 669,376 (38,028) 631,348 — 674,907 —
Toronto-Dominion Bank 659,694 (36,796) 622,898 — 672,949 —
UBS AG 112,961 (9,537) 103,424 — 107,922 —
Exchange-Traded
Futures Contracts 		522 — 522 20,570 — —
Total 4,905,705 (297,764) 4,607,941 23,543 4,986,425 6,030
1  Absent an event of default or early termination, derivative assets and liabilities are presented gross and not offset in the Statement of Assets and Liabilities.
2  Securities or other assets pledged as collateral are noted in the Schedule of Investments and Statement of Assets and Liabilities. Securities or other assets received as collateral are held in a segregated account and not included in the fund’s security holdings in the Schedule of Investments, which may include amounts not subject to offsetting agreements.
3  Net Exposure represents the net amount receivable from the counterparty in the event of default. Counterparties are not required to exchange collateral if amount is below a specified minimum transfer amount.
157

 

Total International Bond Index Fund
5. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. The fund’s tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund’s tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund’s financial statements.
6. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
7. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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.
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 April 30, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.
8. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date. Security transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold.
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
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Total International Bond Index Fund
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 April 30, 2022, the fund had contributed to Vanguard capital in the amount of $3,088,000, representing less than 0.01% of the fund’s net assets and 1.24% 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.
159

 

Total International Bond Index Fund
The following table summarizes the market value of the fund’s investments and derivatives as of April 30, 2022, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments         
Assets        
U.S. Government and Agency Obligations — 1,219 — 1,219
Asset-Backed/Commercial Mortgage-Backed Securities — 965 — 965
Corporate Bonds — 17,695,870 — 17,695,870
Sovereign Bonds — 70,146,074 — 70,146,074
Temporary Cash Investments 2,409 — — 2,409
Total 2,409 87,844,128 — 87,846,537
Derivative Financial Instruments         
Assets        
Futures Contracts1 108 — — 108
Forward Currency Contracts — 4,905,183 — 4,905,183
Total 108 4,905,183 — 4,905,291
Liabilities        
Futures Contracts1 418 — — 418
Forward Currency Contracts — 297,764 — 297,764
Total 418 297,764 — 298,182
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 April 30, 2022, 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) 		Foreign
Exchange
Contracts
($000) 		Total
($000)
Unrealized Appreciation—Futures Contracts1 108 — 108
Unrealized Appreciation—Forward Currency Contracts — 4,905,183 4,905,183
Total Assets 108 4,905,183 4,905,291
       
Unrealized Depreciation—Futures Contracts1 418 — 418
Unrealized Depreciation—Forward Currency Contracts — 297,764 297,764
Total Liabilities 418 297,764 298,182
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.
160

 

Total International Bond Index Fund
Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended April 30, 2022, were:
Realized Net Gain (Loss) on Derivatives Interest Rate
Contracts
($000) 		Foreign
Exchange
Contracts
($000) 		Total
($000)
Futures Contracts 4,246 — 4,246
Forward Currency Contracts — 5,213,214 5,213,214
Realized Net Gain (Loss) on Derivatives 4,246 5,213,214 5,217,460
Change in Unrealized Appreciation (Depreciation) on Derivatives
Futures Contracts 517 — 517
Forward Currency Contracts — 4,258,620 4,258,620
Change in Unrealized Appreciation (Depreciation) on Derivatives 517 4,258,620 4,259,137
E. As of April 30, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:
  Amount
($000)
Tax Cost 102,017,379
Gross Unrealized Appreciation 5,066,900
Gross Unrealized Depreciation (14,630,633)
Net Unrealized Appreciation (Depreciation) (9,563,733)
F. During the six months ended April 30, 2022, the fund purchased $23,988,871,000 of investment securities and sold $34,681,258,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $0 and $343,000, respectively. Purchases and sales include $0 and $21,540,968,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.
The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended April 30, 2022, such purchases were $6,449,000 and sales were $4,464,000, resulting in net realized gain of $99,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.
161

 

Total International Bond Index Fund
G. Capital share transactions for each class of shares were:
    
  Six Months Ended
April 30, 2022 		  Year Ended
October 31, 2021
  Amount
($000) 		Shares
(000) 		  Amount
($000) 		Shares
(000)
Investor Shares          
Issued 7,907 737   2,674,201 228,999
Issued in Lieu of Cash Distributions 894,841 80,718   315,494 27,384
Redeemed (23,423,646) (2,143,000)   (3,884,387) (339,539)
Net Increase (Decrease)—Investor Shares (22,520,898) (2,061,545)   (894,692) (83,156)
ETF Shares          
Issued 4,397,563 80,668   12,787,381 221,849
Issued in Lieu of Cash Distributions — —   — —
Redeemed — —   (148,596) (2,575)
Net Increase (Decrease)—ETF Shares 4,397,563 80,668   12,638,785 219,274
Admiral Shares          
Issued 2,183,381 100,252   7,576,473 327,289
Issued in Lieu of Cash Distributions 867,382 39,250   408,933 17,736
Redeemed (2,745,399) (126,637)   (28,235,010) (1,232,548)
Net Increase (Decrease)—Admiral Shares 305,364 12,865   (20,249,604) (887,523)
Institutional Shares          
Issued 1,817,220 56,059   6,785,466 195,333
Issued in Lieu of Cash Distributions 395,553 11,929   236,584 6,798
Redeemed (1,530,242) (47,508)   (34,301,638) (991,835)
Net Increase (Decrease)—Institutional Shares 682,531 20,480   (27,279,588) (789,704)
H. Management has determined that no events or transactions occurred subsequent to April 30, 2022, that would require recognition or disclosure in these financial statements.
162

 

Trustees Approve Advisory Arrangement
The board of trustees of Vanguard Total International Bond Index Fund has renewed the fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received periodic reports, which included information about the fund’s performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Portfolio Review Department’s ongoing assessment of the advisor.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the investment management services provided to the fund since its inception in 2013; it also took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the short- and long-term performance of the fund, including any periods of outperformance or underperformance compared with its target index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.
Cost
The board concluded that the fund’s expense ratio was below the average expense ratio charged by funds in its peer group and that the fund’s advisory expenses were also well below the peer-group average.
163

 

The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
The benefit of economies of scale
The board concluded that the fund’s arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangement again after a one-year period.
164

 

Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Charlotte Funds approved the appointment of liquidity risk management program administrators responsible for administering Vanguard Total International Bond Index Fund's Program and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from January 1, 2021, through December 31, 2021 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the fund’s liquidity risk.
165

 

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Connect with Vanguard®>vanguard.com
Fund Information > 800-662-7447
Direct Investor Account Services > 800-662-2739
Institutional Investor Services > 800-523-1036
Text Telephone for People Who Are Deaf or Hard of Hearing > 800-749-7273
This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund’s current prospectus.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
© 2022 The Vanguard Group, Inc.
All rights reserved.
U.S. Patent Nos. 6,879,964.
Vanguard Marketing Corporation, Distributor.
Q12312 062022

 

 

Semiannual Report   |   April 30, 2022
Vanguard Total International Bond II Index Fund

 

Contents
About Your Fund’s Expenses
1
Financial Statements
4
Trustees Approve Advisory Arrangement
168
Liquidity Risk Management
170

 

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 April 30, 2022      
  Beginning
Account Value
10/31/2021 		Ending
Account Value
4/30/2022 		Expenses
Paid During
Period
Based on Actual Fund Return      
Total International Bond II Index Fund      
Investor Shares $1,000.00 $927.50 $0.62
Institutional Shares 1,000.00 928.20 0.33
Based on Hypothetical 5% Yearly Return      
Total International Bond II Index Fund      
Investor Shares $1,000.00 $1,024.15 $0.65
Institutional Shares 1,000.00 1,024.45 0.35
The calculations are based on expenses incurred in the most recent six-month period. The fund’s annualized six-month expense ratios for that period are 0.13% for Investor Shares and 0.07% for Institutional Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (181/365).
2

 

Total International Bond II Index Fund
Fund Allocation
As of April 30, 2022
Japan 17.5%
France 11.8
Germany 10.8
Italy 7.5
United Kingdom 7.0
Canada 6.6
Spain 5.3
Supranational 4.0
Australia 3.6
South Korea 2.8
United States 2.8
Netherlands 2.8
Belgium 2.0
Switzerland 1.5
Sweden 1.3
Austria 1.2
China 1.2
Indonesia 1.1
Other 9.2
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.
3

 

Total International Bond II Index Fund
Financial Statements (unaudited)
Schedule of Investments
As of April 30, 2022
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•
 ($000)
U.S. Government and Agency Obligations (0.0%)      
  Tennessee Valley Authority (Cost $1,213)  5.625%   6/7/32 GBP         633           1,006
Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)      
United Kingdom (0.0%)                           
1 Canary Wharf Finance II plc (Cost $975)  5.952% 10/22/37 GBP         610           965
Corporate Bonds (19.7%)      
Australia (0.5%)                           
  Amcor UK Finance plc  1.125%  6/23/27 EUR       2,257      2,253
  Ampol Ltd.  4.000%  4/17/25 AUD       6,370      4,478
  APT Pipelines Ltd.  4.250% 11/26/24 GBP         452        586
  APT Pipelines Ltd.  2.000%  3/22/27 EUR       3,791      3,909
  APT Pipelines Ltd.  0.750%  3/15/29 EUR       4,000      3,716
  APT Pipelines Ltd.  1.250%  3/15/33 EUR       1,592      1,391
  APT Pipelines Ltd.  2.500%  3/15/36 GBP       4,524      4,647
  Aurizon Network Pty Ltd.  4.000%  6/21/24 AUD         490        346
  Aurizon Network Pty Ltd.  2.000%  9/18/24 EUR       1,355      1,447
  Aurizon Network Pty Ltd.  3.125%   6/1/26 EUR      12,781     14,032
  Ausgrid Finance Pty Ltd.  3.750% 10/30/24 AUD       6,450      4,544
  Ausgrid Finance Pty Ltd.  1.250%  7/30/25 EUR       1,490      1,544
  Ausgrid Finance Pty Ltd.  1.814%   2/5/27 AUD         910        563
  AusNet Services Holdings Pty Ltd.  3.000%  2/13/24 EUR       1,806      1,976
  AusNet Services Holdings Pty Ltd.  1.500%  2/26/27 EUR       2,031      2,075
  AusNet Services Holdings Pty Ltd.  4.400%  8/16/27 AUD         340        237
  AusNet Services Holdings Pty Ltd.  4.200%  8/21/28 AUD       1,280        870
  AusNet Services Holdings Pty Ltd.  2.600%  7/31/29 AUD      13,960      8,300
  Australia & New Zealand Banking Group Ltd.  3.350%   5/9/23 AUD          79         56
  Australia & New Zealand Banking Group Ltd.  5.000%  8/16/23 AUD       2,500      1,815
  Australia & New Zealand Banking Group Ltd.  0.450% 11/22/23 EUR       7,221      7,583
  Australia & New Zealand Banking Group Ltd.  2.500%  1/16/24 EUR       2,257      2,447
  Australia & New Zealand Banking Group Ltd.  3.100%   2/8/24 AUD       6,235      4,394
  Australia & New Zealand Banking Group Ltd.  0.669%   5/5/31 EUR       4,000      3,862
4

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Australia Pacific Airports Melbourne Pty Ltd.  3.125%  9/26/23 EUR       2,257      2,455
  Australia Pacific Airports Melbourne Pty Ltd.  1.750% 10/15/24 EUR       6,318      6,724
  Bank of Queensland Ltd.  0.125%   6/4/24 EUR      18,890     19,518
  BHP Billiton Finance Ltd.  3.230%  5/15/23 CAD       3,873      3,060
  BHP Billiton Finance Ltd.  3.250%  9/25/24 GBP       3,000      3,812
  BHP Billiton Finance Ltd.  3.250%  9/24/27 EUR       7,447      8,375
  BHP Billiton Finance Ltd.  1.500%  4/29/30 EUR       2,301      2,279
  BHP Billiton Finance Ltd.  3.125%  4/29/33 EUR       1,355      1,460
  BHP Billiton Finance Ltd.  4.300%  9/25/42 GBP       4,116      5,553
  Brambles Finance Ltd.  2.375%  6/12/24 EUR         100        107
  Brisbane Airport Corp Pty Ltd.  3.900%  4/24/25 AUD       1,730      1,195
  Coles Group Treasury Pty Ltd.  2.650%  11/6/29 AUD         690        423
  Coles Group Treasury Pty Ltd.  2.100%  8/27/30 AUD         490        279
  Commonwealth Bank of Australia  3.200%  8/16/23 AUD         200        142
  Commonwealth Bank of Australia  3.000%  1/11/24 AUD       7,900      5,561
  Commonwealth Bank of Australia  0.375%  4/11/24 EUR       5,460      5,691
  Commonwealth Bank of Australia  0.500%  7/27/26 EUR      12,935     13,096
  Commonwealth Bank of Australia  3.000%   9/4/26 GBP       3,024      3,896
  Commonwealth Bank of Australia  0.750%  2/28/28 EUR       7,000      7,002
  Commonwealth Bank of Australia  0.875%  2/19/29 EUR       4,513      4,507
  Commonwealth Bank of Australia  1.936%  10/3/29 EUR       4,014      4,187
  CPIF Finance Pty Ltd.  2.485% 10/28/30 AUD       3,590      2,077
  DBNGP Finance Co. Pty Ltd.  4.225%  5/28/25 AUD       1,320        932
  DEXUS Finance Pty Ltd.  3.000%   2/3/32 AUD       2,490      1,478
  ETSA Utilities Finance Pty Ltd.  3.500%  8/29/24 AUD         300        211
  GAIF Bond Issuer Pty Ltd.  2.584% 11/18/27 AUD       2,000      1,294
  GAIF Bond Issuer Pty Ltd.  1.900% 12/14/28 AUD       2,060      1,236
  Glencore Capital Finance DAC  1.125%  3/10/28 EUR       7,330      7,040
  Glencore Capital Finance DAC  1.250%   3/1/33 EUR       3,371      2,872
  Glencore Finance Europe Ltd.  1.875%  9/13/23 EUR         100        106
  Glencore Finance Europe Ltd.  0.625%  9/11/24 EUR       6,000      6,111
  Glencore Finance Europe Ltd.  1.750%  3/17/25 EUR       2,392      2,481
  Glencore Finance Europe Ltd.  3.125%  3/26/26 GBP         976      1,204
  Glencore Finance Europe Ltd.  3.750%   4/1/26 EUR         100        110
  Glencore Finance Europe Ltd.  1.500% 10/15/26 EUR       4,100      4,139
  Goodman Australia Finance Pty Ltd.  1.375%  9/27/25 EUR       1,806      1,843
  GTA Finance Co Pty Ltd.  2.200%  8/26/27 AUD         790        489
  Lendlease Finance Ltd.  3.400% 10/27/27 AUD       2,000      1,291
  Lendlease Finance Ltd.  3.700%  3/31/31 AUD         790        480
  Lonsdale Finance Pty Ltd.  3.900% 10/15/25 AUD       2,280      1,602
  Lonsdale Finance Pty Ltd.  2.100% 10/15/27 AUD         400        245
  Macquarie Bank Ltd.  1.700%  2/12/25 AUD       3,000      1,998
  Macquarie Group Ltd.  1.250%   3/5/25 EUR       7,221      7,570
  Macquarie Group Ltd.  0.350%   3/3/28 EUR       4,184      3,862
  Macquarie Group Ltd.  2.723%  8/21/29 CAD       1,491      1,018
  Macquarie Group Ltd.  0.950%  5/21/31 EUR       4,586      4,067
  National Australia Bank Ltd.  2.900%  2/26/24 AUD       7,356      5,164
  National Australia Bank Ltd.  5.000%  3/11/24 AUD       3,250      2,369
  National Australia Bank Ltd.  0.250%  5/20/24 EUR       4,513      4,677
  National Australia Bank Ltd.  2.250%   6/6/25 EUR         813        881
  National Australia Bank Ltd.  0.300% 10/31/25 CHF       4,475      4,476
  National Australia Bank Ltd.  3.000%   9/4/26 GBP         100        129
  National Australia Bank Ltd.  0.875%  2/19/27 EUR       4,513      4,612
  National Australia Bank Ltd.  2.900%  2/25/27 AUD       9,770      6,546
5

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  National Australia Bank Ltd.  3.515%  6/12/30 CAD       3,702      2,774
  National Australia Bank Ltd.  1.699%  9/15/31 GBP       3,836      4,343
  NBN Co. Ltd.  1.000%  12/3/25 AUD       1,000        630
  NBN Co. Ltd.  2.200% 12/16/30 AUD       8,230      4,518
  NSW Electricity Networks Finance Pty Ltd.  2.732%  4/23/29 AUD         590        355
  Optus Finance Pty Ltd.  3.250%   9/6/23 AUD         200        142
  Optus Finance Pty Ltd.  2.500%   7/1/30 AUD      10,200      6,166
  Optus Finance Pty Ltd. Co.  1.600%   7/1/25 AUD         200        131
  Optus Finance Pty Ltd. Co.  2.600% 11/24/28 AUD         500        315
  Origin Energy Finance Ltd.  1.000%  9/17/29 EUR       2,301      2,077
  Pacific National Finance Pty Ltd.  5.000%  9/19/23 GBP         100        129
  Pacific National Finance Pty Ltd.  3.700%  9/24/29 AUD       5,000      3,084
  Qantas Airways Ltd.  2.950% 11/27/29 AUD       5,200      2,979
  Qantas Airways Ltd.  5.250%   9/9/30 AUD       6,270      4,165
  Scentre Group Trust 1  2.250%  7/16/24 EUR       1,759      1,878
  Scentre Group Trust 1  3.875%  7/16/26 GBP       2,059      2,665
  Scentre Group Trust 1 / Scentre Group Trust 2  1.750%  4/11/28 EUR       6,061      6,076
  Scentre Group Trust 1 / Scentre Group Trust 2  1.450%  3/28/29 EUR       6,842      6,569
  Scentre Group Trust 2  3.250%  9/11/23 EUR       2,831      3,076
  SGSP Australia Assets Pty Ltd.  3.750%  6/28/23 AUD         300        214
  SGSP Australia Assets Pty Ltd.  1.843%  9/15/28 AUD       2,000      1,178
  Stockland Trust  1.625%  4/27/26 EUR       5,215      5,340
  Suncorp-Metway Ltd.  3.000%  9/13/23 AUD       1,200        849
  Suncorp-Metway Ltd.  3.250%  8/24/26 AUD         400        274
  Telstra Corp. Ltd.  2.500%  9/15/23 EUR       4,513      4,888
  Telstra Corp. Ltd.  1.125%  4/14/26 EUR       5,190      5,364
  Telstra Corp. Ltd.  4.000%  4/19/27 AUD         910        638
  Telstra Corp. Ltd.  1.375%  3/26/29 EUR       2,637      2,674
  Telstra Corp. Ltd.  1.000%  4/23/30 EUR       2,257      2,200
  Toyota Finance Australia Ltd.  3.300% 11/22/23 AUD         194        137
  Toyota Finance Australia Ltd.  0.250%   4/9/24 EUR       1,000      1,038
  Toyota Finance Australia Ltd.  2.280% 10/21/27 EUR       6,769      7,290
  Transurban Finance Co. Pty Ltd.  1.875%  9/16/24 EUR       1,355      1,443
  Transurban Finance Co. Pty Ltd.  4.555% 11/14/28 CAD         637        493
  Transurban Finance Co. Pty Ltd.  3.000%   4/8/30 EUR       4,061      4,427
  Transurban Queensland Finance Pty Ltd.  3.250%   8/5/31 AUD         570        335
  United Energy Distribution Pty Ltd.  3.500%  9/12/23 AUD         110         78
  United Energy Distribution Pty Ltd.  3.850% 10/23/24 AUD       1,390        985
  University of Technology Sydney  3.750%  7/20/27 AUD          60         42
  Vicinity Centres Trust  3.375%   4/7/26 GBP         569        719
  Vicinity Centres Trust  1.125%  11/7/29 EUR       1,988      1,814
  Wesfarmers Ltd.  0.954% 10/21/33 EUR      12,664     11,168
  WestConnex Finance Co. Pty Ltd.  3.150%  3/31/31 AUD         880        517
  Westpac Banking Corp.  2.750%  8/31/22 AUD       6,000      4,261
  Westpac Banking Corp.  0.320%   7/6/23 JPY   1,200,000      9,238
  Westpac Banking Corp.  3.250% 11/16/23 AUD         200        142
  Westpac Banking Corp.  5.250% 11/21/23 AUD       1,600      1,168
  Westpac Banking Corp.  0.500%  12/4/23 EUR       9,402      9,877
  Westpac Banking Corp.  3.000%  4/24/24 AUD         300        211
  Westpac Banking Corp.  0.500%  5/17/24 EUR       1,128      1,177
  Westpac Banking Corp.  0.625% 11/22/24 EUR       2,257      2,340
  Westpac Banking Corp.  4.125%   6/4/26 AUD       1,400        997
  Westpac Banking Corp.  0.875%  4/17/27 EUR         100        100
  Westpac Banking Corp.  1.125%   9/5/27 EUR       5,010      5,072
6

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Westpac Banking Corp.  1.450%  7/17/28 EUR         282        287
  Westpac Banking Corp.  0.766%  5/13/31 EUR       3,000      2,908
  Westpac Banking Corp.  1.375%  5/17/32 EUR       4,513      4,526
  Woolworths Group Ltd.  1.850% 11/15/27 AUD      11,790      7,276
  Woolworths Group Ltd.  0.375% 11/15/28 EUR       8,000      7,432
  Woolworths Group Ltd.  2.800%  5/20/30 AUD       5,100      3,102
  WSO Finance Pty Ltd.  4.500%  3/31/27 AUD       1,100        782
                   428,076
Austria (0.2%)                           
  BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  0.375%   9/3/27 EUR       3,300      3,176
  BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  0.010%  10/2/29 EUR       5,200      4,844
  BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG  0.375%  3/25/41 EUR      12,000      9,354
  Borealis AG  1.750% 12/10/25 EUR          59         62
  Erste Group Bank AG  0.750%   2/5/25 EUR       1,200      1,250
  Erste Group Bank AG  0.625%  4/17/26 EUR       6,800      6,956
  Erste Group Bank AG  0.750%  1/17/28 EUR       7,400      7,459
  Erste Group Bank AG  0.250%  9/14/29 EUR         600        542
  Erste Group Bank AG  0.875%  5/15/34 EUR       6,800      6,349
  HYPO NOE Landesbank fuer Niederoesterreich und Wien AG  0.375%  6/25/24 EUR       5,200      5,354
  HYPO NOE Landesbank fuer Niederoesterreich und Wien AG  0.500%   9/4/25 EUR       2,300      2,358
  JAB Holdings BV  2.125%  9/16/22 EUR       1,400      1,488
  JAB Holdings BV  1.750%  5/25/23 EUR       4,100      4,363
  JAB Holdings BV  1.250%  5/22/24 EUR      12,600     13,161
  JAB Holdings BV  1.625%  4/30/25 EUR       4,000      4,172
  JAB Holdings BV  1.750%  6/25/26 EUR       6,400      6,630
  JAB Holdings BV  2.500%  4/17/27 EUR       2,300      2,455
  JAB Holdings BV  2.500%  6/25/29 EUR       5,200      5,340
  JAB Holdings BV  2.250% 12/19/39 EUR      10,600      8,904
  Mondi Finance plc  1.500%  4/15/24 EUR       5,212      5,509
2 OeBB-Infrastruktur AG  2.250%   7/4/23 EUR       4,513      4,863
2 OeBB-Infrastruktur AG  1.000% 11/18/24 EUR       5,416      5,696
2 OeBB-Infrastruktur AG  3.875%  6/30/25 EUR       4,513      5,140
2 OeBB-Infrastruktur AG  3.500% 10/19/26 EUR         813        934
2 OeBB-Infrastruktur AG  2.250%  5/28/29 EUR       1,355      1,487
2 OeBB-Infrastruktur AG  3.375%  5/18/32 EUR       3,159      3,804
2 OeBB-Infrastruktur AG  3.000% 10/24/33 EUR          30         35
  OMV AG  0.750%  12/4/23 EUR       1,128      1,188
  OMV AG  1.500%   4/9/24 EUR       7,000      7,427
  OMV AG  1.000% 12/14/26 EUR       1,558      1,590
  OMV AG  3.500%  9/27/27 EUR       1,400      1,602
  OMV AG  2.000%   4/9/28 EUR       3,500      3,694
  OMV AG  1.875%  12/4/28 EUR         993      1,036
  OMV AG  2.375%   4/9/32 EUR       6,772      7,173
  OMV AG  6.250% 12/29/49 EUR       1,490      1,677
  OMV AG  2.875% 12/31/99 EUR       4,300      4,030
  Raiffeisen Bank International AG  0.250%  1/22/25 EUR       3,000      3,003
  Raiffeisen Bank International AG  0.050%   9/1/27 EUR       1,400      1,293
7

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Raiffeisenlandesbank Niederoesterreich-Wien AG  0.625%   3/3/25 EUR         100        104
  Raiffeisenlandesbank Niederoesterreich-Wien AG  0.625%  8/28/26 EUR       2,300      2,341
  Raiffeisenlandesbank Niederoesterreich-Wien AG  0.875%  1/24/28 EUR       1,400      1,419
  Raiffeisenlandesbank Niederoesterreich-Wien AG  0.875%  1/30/29 EUR       5,600      5,605
  Raiffeisen-Landesbank Steiermark AG  2.375%  6/14/28 EUR         100        110
  Raiffeisen-Landesbank Steiermark AG  1.375%  5/11/33 EUR       2,300      2,286
  Raiffeisenlandesbank Vorarlberg Waren-und Revisionsverband registrierte GenmbH  0.500%  9/17/25 EUR       2,300      2,357
  UniCredit Bank Austria AG  2.375%  1/22/24 EUR       2,300      2,489
  UniCredit Bank Austria AG  0.750%  2/25/25 EUR         100        104
  UniCredit Bank Austria AG  0.250%   6/4/27 EUR       4,600      4,559
  UNIQA Insurance Group AG  6.875%  7/31/43 EUR       1,300      1,417
  UNIQA Insurance Group AG  6.000%  7/27/46 EUR         800        932
  Vienna Insurance Group AG Wiener Versicherung Gruppe  5.500%  10/9/43 EUR         400        431
                   179,552
Belgium (0.3%)                           
  AG Insurance SA  3.500%  6/30/47 EUR       1,000      1,058
  Ageas SA NV  3.250%   7/2/49 EUR       4,800      4,855
  Ageas SA NV  1.875% 11/24/51 EUR       3,000      2,669
  Anheuser-Busch InBev Finance Inc.  4.320%  5/15/47 CAD       2,351      1,580
  Anheuser-Busch InBev SA NV  9.750%  7/30/24 GBP         857      1,241
  Anheuser-Busch InBev SA NV  2.875%  9/25/24 EUR       2,031      2,233
  Anheuser-Busch InBev SA NV  4.000%  9/24/25 GBP       5,055      6,620
  Anheuser-Busch InBev SA NV  2.700%  3/31/26 EUR         100        109
  Anheuser-Busch InBev SA NV  1.150%  1/22/27 EUR      11,489     11,765
  Anheuser-Busch InBev SA NV  1.125%   7/1/27 EUR       7,562      7,684
  Anheuser-Busch InBev SA NV  2.125%  12/2/27 EUR       8,513      9,032
  Anheuser-Busch InBev SA NV  2.000%  3/17/28 EUR      10,334     10,803
  Anheuser-Busch InBev SA NV  1.500%  4/18/30 EUR         406        402
  Anheuser-Busch InBev SA NV  1.650%  3/28/31 EUR       9,342      9,228
  Anheuser-Busch InBev SA NV  2.875%   4/2/32 EUR       4,513      4,885
  Anheuser-Busch InBev SA NV  3.250%  1/24/33 EUR       2,301      2,565
  Anheuser-Busch InBev SA NV  2.000%  1/23/35 EUR       3,159      2,995
  Anheuser-Busch InBev SA NV  2.750%  3/17/36 EUR       7,401      7,480
  Anheuser-Busch InBev SA NV  2.850%  5/25/37 GBP       4,513      5,091
  Anheuser-Busch InBev SA NV  3.700%   4/2/40 EUR       8,798      9,783
  Anheuser-Busch InBev Worldwide Inc.  4.100%   9/6/27 AUD       1,110        777
  Argenta Spaarbank NV  1.000%   2/6/24 EUR      10,400     10,907
  Argenta Spaarbank NV  1.000% 10/13/26 EUR       6,400      6,374
  Argenta Spaarbank NV  1.000%  1/29/27 EUR       3,000      2,944
  Barry Callebaut Services NV  2.375%  5/24/24 EUR       1,625      1,742
  Belfius Bank SA  1.750%  6/24/24 EUR         200        214
  Belfius Bank SA  1.000% 10/26/24 EUR       4,600      4,793
  Belfius Bank SA  0.750%  2/10/25 EUR         100        104
  Belfius Bank SA  0.375%   9/2/25 EUR       4,600      4,615
  Belfius Bank SA  0.010% 10/15/25 EUR       3,000      2,994
  Belfius Bank SA  0.375%  2/13/26 EUR       2,800      2,775
  Belfius Bank SA  3.125%  5/11/26 EUR       5,400      5,749
  Belfius Bank SA  0.125%  9/14/26 EUR       4,600      4,581
  Belfius Bank SA  0.125%   2/8/28 EUR       8,200      7,722
  BNP Paribas Fortis SA  0.625%  10/4/25 EUR         100        103
8

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BNP Paribas Fortis SA  0.875%  3/22/28 EUR       4,600      4,657
  Brussels Airport Co. NV SA  1.000%   5/3/24 EUR       7,400      7,715
  Cofinimmo SA  0.875%  12/2/30 EUR       1,700      1,436
  Elia Group SA NV  1.500%   9/5/28 EUR       1,200      1,221
  Elia Group SA NV  2.750% 12/31/49 EUR       1,500      1,588
  Elia Transmission Belgium SA  1.375%  1/14/26 EUR       6,400      6,690
  Elia Transmission Belgium SA  3.250%   4/4/28 EUR         100        114
  Elia Transmission Belgium SA  3.000%   4/7/29 EUR         100        111
  Elia Transmission Belgium SA  0.875%  4/28/30 EUR       2,300      2,175
  Ethias SA  5.000%  1/14/26 EUR       4,100      4,592
  Euroclear Bank SA  0.500%  7/10/23 EUR       5,641      5,956
  Euroclear Bank SA  1.250%  9/30/24 GBP         100        120
  Euroclear Bank SA  0.125%   7/7/25 EUR      12,640     12,760
  Euroclear Investments SA  1.125%  12/7/26 EUR       2,800      2,875
  Euroclear Investments SA  1.500%  4/11/30 EUR       2,000      2,059
  FLUVIUS System Operator CVBA  2.875%  10/9/23 EUR       1,400      1,530
  FLUVIUS System Operator CVBA  1.750%  12/4/26 EUR       2,700      2,863
  FLUVIUS System Operator CVBA  2.875%   5/7/29 EUR       2,600      2,858
  FLUVIUS System Operator CVBA  0.250%  12/2/30 EUR       4,300      3,830
  FLUVIUS System Operator CVBA  0.625% 11/24/31 EUR       5,200      4,658
  Groupe Bruxelles Lambert SA  1.375%  5/23/24 EUR       1,300      1,378
  ING Belgium SA  0.625%  5/30/25 EUR      10,800     11,169
  KBC Bank NV  0.750% 10/24/27 EUR       3,400      3,444
  KBC Group NV  0.750% 10/18/23 EUR       2,000      2,108
  KBC Group NV  1.125%  1/25/24 EUR       5,300      5,604
  KBC Group NV  0.125%  9/10/26 EUR       3,000      2,962
  KBC Group NV  0.750%  1/21/28 EUR      10,000      9,794
  KBC Group NV  0.125%  1/14/29 EUR      18,600     17,173
  KBC Group NV  0.500%  12/3/29 EUR       2,300      2,287
  Proximus SADP  2.375%   4/4/24 EUR       1,500      1,622
  Solvay SA  2.750%  12/2/27 EUR         300        323
  Solvay SA  0.500%   9/6/29 EUR       4,000      3,620
  VGP NV  1.500%   4/8/29 EUR       1,400      1,211
  VGP NV  2.250%  1/17/30 EUR       1,700      1,496
                   292,471
Bermuda (0.0%)                           
  XLIT Ltd.  3.250%  6/29/47 EUR       5,627      5,903
Canada (1.6%)                           
3 407 International Inc.  1.800%  5/22/25 CAD       1,219        897
  407 International Inc.  2.430%   5/4/27 CAD         971        708
  407 International Inc.  3.140%   3/6/30 CAD       2,470      1,797
3 407 International Inc.  2.590%  5/25/32 CAD       1,355        905
  407 International Inc.  3.430%   6/1/33 CAD       2,000      1,422
  407 International Inc.  5.750%  2/14/36 CAD         901        769
  407 International Inc.  4.450% 11/15/41 CAD       2,257      1,722
  407 International Inc.  4.190%  4/25/42 CAD       2,483      1,830
  407 International Inc.  3.650%   9/8/44 CAD       4,513      3,055
  407 International Inc.  3.830%  5/11/46 CAD       4,513      3,122
  407 International Inc.  3.600%  5/21/47 CAD       3,103      2,063
  407 International Inc.  3.720%  5/11/48 CAD           7          5
  407 International Inc.  3.670%   3/8/49 CAD         904        605
  407 International Inc.  2.840%   3/7/50 CAD       1,850      1,045
  55 Ontario School Board Trust  5.900%   6/2/33 CAD       2,322      2,114
  Aeroports de Montreal  5.170%  9/17/35 CAD       1,637      1,364
  Aeroports de Montreal  5.670% 10/16/37 CAD         904        792
9

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Aeroports de Montreal  3.030%  4/21/50 CAD       3,628      2,142
  Aeroports de Montreal  3.441%  4/26/51 CAD       2,000      1,276
  AIMCo Realty Investors LP  2.266%  6/26/24 CAD       2,257      1,706
  AIMCo Realty Investors LP  3.367%   6/1/27 CAD         851        641
  AIMCo Realty Investors LP  3.043%   6/1/28 CAD         904        662
  AIMCo Realty Investors LP  2.712%   6/1/29 CAD       5,055      3,556
  Alberta Powerline LP  4.065%  12/1/53 CAD       2,193      1,554
  Alberta Powerline LP  4.065%   3/1/54 CAD         654        469
  Alectra Inc.  2.488%  5/17/27 CAD       4,965      3,641
  Alectra Inc.  1.751%  2/11/31 CAD         900        578
  Alectra Inc.  3.958%  7/30/42 CAD         750        549
  Alectra Inc.  3.458%  4/12/49 CAD       1,043        693
3 Algonquin Power Co.  4.090%  2/17/27 CAD         282        217
  Algonquin Power Co.  4.600%  1/29/29 CAD       1,023        800
  Algonquin Power Co.  2.850%  7/15/31 CAD       1,713      1,146
  Alimentation Couche-Tard Inc.  3.056%  7/26/24 CAD       3,966      3,034
  Alimentation Couche-Tard Inc.  3.600%   6/2/25 CAD       3,751      2,880
  Allied Properties REIT  3.636%  4/21/25 CAD       2,257      1,718
  Allied Properties REIT  1.726%  2/12/26 CAD       2,391      1,686
  Allied Properties REIT  3.113%   4/8/27 CAD       2,257      1,635
  Allied Properties REIT  3.394%  8/15/29 CAD         637        447
  Allied Properties REIT  3.117%  2/21/30 CAD       1,977      1,341
  Allied Properties REIT  3.095%   2/6/32 CAD       1,091        705
  AltaGas Canada Inc.  3.150%   4/6/26 CAD         820        614
  AltaGas Canada Inc.  4.260%  12/5/28 CAD         677        521
  AltaGas Ltd.  3.570%  6/12/23 CAD       2,000      1,557
  AltaGas Ltd.  1.227%  3/18/24 CAD         859        636
  AltaGas Ltd.  3.840%  1/15/25 CAD       4,137      3,199
  AltaGas Ltd.  2.157%  6/10/25 CAD       1,100        805
  AltaGas Ltd.  3.980%  10/4/27 CAD       1,355      1,025
  AltaGas Ltd.  2.075%  5/30/28 CAD       2,065      1,390
  AltaGas Ltd.  4.500%  8/15/44 CAD       1,395        920
  AltaGas Ltd.  4.990%  10/4/47 CAD         772        544
  AltaLink LP  3.668%  11/6/23 CAD          40         31
  AltaLink LP  3.399%   6/6/24 CAD       4,513      3,510
  AltaLink LP  4.872% 11/15/40 CAD       2,304      1,886
  AltaLink LP  4.462%  11/8/41 CAD       1,084        844
  AltaLink LP  3.990%  6/30/42 CAD       1,621      1,185
  AltaLink LP  4.922%  9/17/43 CAD       1,355      1,123
  AltaLink LP  4.054% 11/21/44 CAD       1,042        766
  AltaLink LP  4.090%  6/30/45 CAD       1,475      1,090
  AltaLink LP  3.717%  12/3/46 CAD       1,507      1,046
  ARC Resources Ltd.  2.354%  3/10/26 CAD         600        435
  ARC Resources Ltd.  3.465%  3/10/31 CAD       1,983      1,369
  Artis REIT  3.824%  9/18/23 CAD         600        462
  Atco Ltd.  5.500%  11/1/78 CAD         461        354
  Bank of Montreal  2.890%  6/20/23 CAD       7,416      5,755
  Bank of Montreal  3.200%   9/7/23 AUD         260        184
  Bank of Montreal  0.100% 10/20/23 EUR       4,513      4,720
  Bank of Montreal  2.850%   3/6/24 CAD       5,459      4,183
  Bank of Montreal  2.280%  7/29/24 CAD       6,305      4,746
  Bank of Montreal  2.700%  9/11/24 CAD       6,334      4,849
  Bank of Montreal  2.370%   2/3/25 CAD       5,416      4,042
  Bank of Montreal  4.609%  9/10/25 CAD       2,257      1,808
  Bank of Montreal  1.758%  3/10/26 CAD       3,752      2,682
10

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Bank of Montreal  1.551%  5/28/26 CAD       4,531      3,192
  Bank of Montreal  1.000%   9/9/26 GBP       1,500      1,718
  Bank of Montreal  2.700%  12/9/26 CAD       4,513      3,355
  Bank of Montreal  3.190%   3/1/28 CAD       6,138      4,599
  Bank of Montreal  0.050%   6/8/29 EUR      13,719     12,875
  Bank of Montreal  2.880%  9/17/29 CAD       2,578      1,943
  Bank of Montreal  2.077%  6/17/30 CAD       3,701      2,685
  Bank of Montreal  1.928%  7/22/31 CAD       5,664      3,974
  Bank of Nova Scotia  2.380%   5/1/23 CAD       6,950      5,356
  Bank of Nova Scotia  0.250%  1/11/24 EUR       4,513      4,715
  Bank of Nova Scotia  0.500%  4/30/24 EUR       5,000      5,205
  Bank of Nova Scotia  2.290%  6/28/24 CAD       9,400      7,148
  Bank of Nova Scotia  2.490%  9/23/24 CAD      10,542      7,948
  Bank of Nova Scotia  2.160%   2/3/25 CAD       4,965      3,682
  Bank of Nova Scotia  0.010%  3/18/25 EUR       7,961      8,099
  Bank of Nova Scotia  0.125%   9/4/26 EUR       3,562      3,462
  Bank of Nova Scotia  1.850%  11/2/26 CAD       8,001      5,635
  Bank of Nova Scotia  2.620%  12/2/26 CAD       6,769      5,013
  Bank of Nova Scotia  0.010%  1/14/27 EUR       4,513      4,441
  Bank of Nova Scotia  2.950%   3/8/27 CAD      13,000      9,550
  Bank of Nova Scotia  1.400%  11/1/27 CAD       7,422      4,974
  Bank of Nova Scotia  0.010% 12/15/27 EUR       9,897      9,556
  Bank of Nova Scotia  3.100%   2/2/28 CAD       8,187      6,116
  Bank of Nova Scotia  3.890%  1/18/29 CAD       3,792      2,941
  Bank of Nova Scotia  2.836%   7/3/29 CAD       6,761      5,109
  Bank of Nova Scotia  3.934%   5/3/32 CAD       6,100      4,613
  BCI QuadReal Realty  1.680%   3/3/25 CAD         904        663
  BCI QuadReal Realty  1.747%  7/24/30 CAD       3,514      2,242
  bcIMC Realty Corp.  2.840%   6/3/25 CAD       3,159      2,384
  bcIMC Realty Corp.  3.000%  3/31/27 CAD       3,445      2,555
  Bell Telephone Co. of Canada or Bell Canada  2.700%  2/27/24 CAD       9,093      6,952
  Bell Telephone Co. of Canada or Bell Canada  2.750%  1/29/25 CAD         800        602
  Bell Telephone Co. of Canada or Bell Canada  3.350%  3/12/25 CAD       5,957      4,552
  Bell Telephone Co. of Canada or Bell Canada  3.550%   3/2/26 CAD       1,355      1,032
  Bell Telephone Co. of Canada or Bell Canada  2.900%  8/12/26 CAD       1,355      1,001
  Bell Telephone Co. of Canada or Bell Canada  1.650%  8/16/27 CAD       2,700      1,840
  Bell Telephone Co. of Canada or Bell Canada  3.600%  9/29/27 CAD       2,000      1,503
  Bell Telephone Co. of Canada or Bell Canada  2.200%  5/29/28 CAD       2,600      1,789
  Bell Telephone Co. of Canada or Bell Canada  3.800%  8/21/28 CAD       3,655      2,744
  Bell Telephone Co. of Canada or Bell Canada  2.900%  9/10/29 CAD       2,257      1,575
  Bell Telephone Co. of Canada or Bell Canada  2.500%  5/14/30 CAD       4,752      3,173
  Bell Telephone Co. of Canada or Bell Canada  3.000%  3/17/31 CAD       5,300      3,594
  Bell Telephone Co. of Canada or Bell Canada  7.850%   4/2/31 CAD       2,257      2,096
  Bell Telephone Co. of Canada or Bell Canada  6.170%  2/26/37 CAD         400        339
  Bell Telephone Co. of Canada or Bell Canada  4.750%  9/29/44 CAD       2,079      1,494
  Bell Telephone Co. of Canada or Bell Canada  4.350% 12/18/45 CAD       2,153      1,458
  Bell Telephone Co. of Canada or Bell Canada  4.450%  2/27/47 CAD       2,754      1,883
  Bell Telephone Co. of Canada or Bell Canada  3.500%  9/30/50 CAD       5,239      2,990
  Bell Telephone Co. of Canada or Bell Canada  4.050%  3/17/51 CAD       2,960      1,868
  Bridging North America GP  4.341%  8/31/53 CAD         983        665
  British Columbia Ferry Services Inc.  4.702% 10/23/43 CAD       2,530      2,043
  British Columbia Ferry Services Inc.  2.794% 10/15/49 CAD         757        441
  Brookfield Asset Management Inc.  5.040%   3/8/24 CAD         677        537
  Brookfield Asset Management Inc.  4.820%  1/28/26 CAD       6,699      5,307
  Brookfield Asset Management Inc.  3.800%  3/16/27 CAD       1,912      1,450
11

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Brookfield Asset Management Inc.  5.950%  6/14/35 CAD         300        253
  Brookfield Infrastructure Finance ULC  3.315%  2/22/24 CAD       2,257      1,739
  Brookfield Infrastructure Finance ULC  4.193%  9/11/28 CAD       1,918      1,455
  Brookfield Infrastructure Finance ULC  3.410%  10/9/29 CAD       2,812      1,992
  Brookfield Infrastructure Finance ULC  2.855%   9/1/32 CAD       1,604      1,015
  Brookfield Renewable Partners ULC  3.752%   6/2/25 CAD       2,393      1,846
  Brookfield Renewable Partners ULC  3.630%  1/15/27 CAD       1,760      1,333
  Brookfield Renewable Partners ULC  3.380%  1/15/30 CAD       2,483      1,780
  Brookfield Renewable Partners ULC  4.290%  11/5/49 CAD       1,760      1,226
  Brookfield Renewable Partners ULC  3.330%  8/13/50 CAD       1,059        616
  Bruce Power LP  3.000%  6/21/24 CAD         904        692
  Bruce Power LP  3.969%  6/23/26 CAD       2,257      1,745
  Bruce Power LP  2.680% 12/21/28 CAD       2,000      1,404
  Bruce Power LP  4.010%  6/21/29 CAD       1,076        811
  Bruce Power LP  4.000%  6/21/30 CAD       2,336      1,735
  Bruce Power LP  4.132%  6/21/33 CAD       1,686      1,228
  Bruce Power LP  4.746%  6/21/49 CAD       1,644      1,229
  Calgary Airport Authority  3.199%  10/7/36 CAD       7,499      4,963
  Calgary Airport Authority  3.341%  10/7/38 CAD       2,748      1,817
  Cameco Corp.  4.190%  6/24/24 CAD       1,242        969
  Cameco Corp.  2.950% 10/21/27 CAD       2,993      2,151
  Canadian Imperial Bank of Commerce  0.000%  7/25/22 EUR       6,769      7,148
  Canadian Imperial Bank of Commerce  2.430%   6/9/23 CAD       7,130      5,487
  Canadian Imperial Bank of Commerce  2.970%  7/11/23 CAD       3,510      2,725
  Canadian Imperial Bank of Commerce  3.290%  1/15/24 CAD       2,934      2,266
  Canadian Imperial Bank of Commerce  0.375%   5/3/24 EUR       8,574      8,913
  Canadian Imperial Bank of Commerce  2.350%  8/28/24 CAD       3,836      2,886
  Canadian Imperial Bank of Commerce  2.000%  4/17/25 CAD       6,313      4,633
  Canadian Imperial Bank of Commerce  3.300%  5/26/25 CAD      11,688      9,014
  Canadian Imperial Bank of Commerce  1.100%  1/19/26 CAD       2,476      1,735
  Canadian Imperial Bank of Commerce  1.875%  1/27/26 GBP       3,000      3,596
  Canadian Imperial Bank of Commerce  1.700%  7/15/26 CAD       4,800      3,396
  Canadian Imperial Bank of Commerce  2.250%   1/7/27 CAD       9,400      6,703
  Canadian Imperial Bank of Commerce  0.010%  4/30/29 EUR      57,124     53,664
  Canadian Imperial Bank of Commerce  2.010%  7/21/30 CAD      10,878      7,852
  Canadian Imperial Bank of Commerce  1.960%  4/21/31 CAD       5,298      3,736
  Canadian National Railway Co.  2.800%  9/22/25 CAD       2,254      1,706
  Canadian National Railway Co.  3.200%  7/31/28 CAD       1,241        921
  Canadian National Railway Co.  3.000%   2/8/29 CAD       2,000      1,455
  Canadian National Railway Co.  3.950%  9/22/45 CAD       2,000      1,407
  Canadian National Railway Co.  3.600%   8/1/47 CAD       4,508      2,977
  Canadian National Railway Co.  3.600%  7/31/48 CAD         200        132
  Canadian National Railway Co.  3.600%   2/8/49 CAD         940        616
  Canadian National Railway Co.  3.050%   2/8/50 CAD       1,247        731
  Canadian Natural Resources Ltd.  3.550%   6/3/24 CAD       4,513      3,506
  Canadian Natural Resources Ltd.  2.500%  1/17/28 CAD       2,277      1,605
  Canadian Natural Resources Ltd.  4.850%  5/30/47 CAD       1,003        711
  Canadian Pacific Railway Co.  1.589% 11/24/23 CAD         293        221
  Canadian Pacific Railway Co.  2.540%  2/28/28 CAD       1,191        847
  Canadian Pacific Railway Co.  3.150%  3/13/29 CAD       4,318      3,121
  Canadian Pacific Railway Co.  6.450% 11/17/39 CAD         790        734
  Canadian Pacific Railway Co.  3.050%   3/9/50 CAD       1,546        877
  Canadian Tire Corp. Ltd.  3.167%   7/6/23 CAD       3,651      2,829
  Canadian Tire Corp. Ltd.  6.570%  2/24/34 CAD         391        340
  Canadian Tire Corp. Ltd.  5.610%   9/4/35 CAD         904        701
12

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Canadian Western Bank  2.597%   9/6/24 CAD       1,806      1,363
  Canadian Western Bank  2.606%  1/30/25 CAD       2,979      2,227
  Canadian Western Bank  1.926%  4/16/26 CAD       2,000      1,424
  Canadian Western Bank  1.818% 12/16/27 CAD       2,391      1,618
  Capital City Link General Partnership  4.386%  3/31/46 CAD         270        200
  Capital Power Corp.  4.284%  9/18/24 CAD       1,128        882
  Capital Power Corp.  4.986%  1/23/26 CAD         758        602
  Capital Power Corp.  4.424%   2/8/30 CAD         681        513
  Capital Power Corp.  3.147%  10/1/32 CAD       1,357        882
  CCL Industries Inc.  3.864%  4/13/28 CAD         732        550
  Cenovus Energy Inc.  3.550%  3/12/25 CAD       1,882      1,448
  Cenovus Energy Inc.  3.600%  3/10/27 CAD       2,766      2,071
  Cenovus Energy Inc.  3.500%   2/7/28 CAD       4,192      3,083
  Central 1 Credit Union  2.584%  12/6/23 CAD       2,643      2,022
  Central 1 Credit Union  2.391%  6/30/31 CAD       1,991      1,415
  CGI Inc.  2.100%  9/18/28 CAD       6,459      4,375
  Chartwell Retirement Residences  4.211%  4/28/25 CAD         452        346
  Choice Properties REIT  3.556%   9/9/24 CAD       1,820      1,400
  Choice Properties REIT  3.546%  1/10/25 CAD       3,610      2,766
  Choice Properties REIT  2.848%  5/21/27 CAD       3,141      2,268
  Choice Properties REIT  4.178%   3/8/28 CAD       2,257      1,722
  Choice Properties REIT  3.532%  6/11/29 CAD       3,204      2,308
  Choice Properties REIT  2.981%   3/4/30 CAD       2,391      1,633
  CI Financial Corp.  3.215%  7/22/24 CAD       2,391      1,834
  CI Financial Corp.  3.759%  5/26/25 CAD       1,355      1,041
  CI Financial Corp.  3.904%  9/27/27 CAD       1,642      1,240
  Clover LP  4.216%  3/31/34 CAD         392        301
  Clover LP  4.216%  6/30/34 CAD         615        470
  Cogeco Communications Inc.  4.175%  5/26/23 CAD       1,016        794
  Cogeco Communications Inc.  2.991%  9/22/31 CAD       1,591      1,047
  Concordia University  6.550%   9/2/42 CAD       1,355      1,393
  Co-operators Financial Services Ltd.  3.327%  5/13/30 CAD       2,810      1,936
1 Cordelio Amalco GP I  4.087%  6/30/34 CAD       1,451      1,101
  Crombie REIT  4.800%  1/31/25 CAD       2,000      1,573
  Crombie REIT  3.677%  8/26/26 CAD       1,355      1,014
  Crombie REIT  3.917%  6/21/27 CAD         813        609
  Crombie REIT  2.686%  3/31/28 CAD         790        548
  Crombie REIT  3.211%  10/9/30 CAD         282        189
  Crombie REIT  3.133%  8/12/31 CAD       2,000      1,305
  Crosslinx Transit Solutions GP  4.651%  9/30/46 CAD       1,414      1,021
  CSS FSCC Partnership  6.915%  7/31/42 CAD           5          5
  CT REIT  3.527%   6/9/25 CAD       2,077      1,582
  CT REIT  3.289%   6/1/26 CAD       2,000      1,493
  CT REIT  3.469%  6/16/27 CAD         602        447
  CT REIT  2.371%   1/6/31 CAD         904        571
  CU Inc.  4.543% 10/24/41 CAD       2,304      1,789
  CU Inc.  3.805%  9/10/42 CAD       3,928      2,756
  CU Inc.  4.722%   9/9/43 CAD       1,355      1,078
  CU Inc.  4.085%   9/2/44 CAD       3,037      2,210
  CU Inc.  3.964%  7/27/45 CAD       1,355        967
  CU Inc.  3.763% 11/19/46 CAD       1,477      1,017
  CU Inc.  3.548% 11/22/47 CAD       1,237        819
  CU Inc.  3.950% 11/23/48 CAD         639        452
  CU Inc.  2.963%   9/7/49 CAD       2,031      1,199
  CU Inc.  3.174%   9/5/51 CAD       1,615        979
13

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  CU Inc.  3.857% 11/14/52 CAD         400        275
  CU Inc.  4.211% 10/29/55 CAD       6,769      4,929
  CU Inc.  4.593% 10/24/61 CAD         193        149
  Dollarama Inc.  3.550%  11/6/23 CAD       2,018      1,569
  Dollarama Inc.  1.871%   7/8/26 CAD       2,391      1,702
  Dollarama Inc.  1.505%  9/20/27 CAD         904        611
  Dollarama Inc.  2.443%   7/9/29 CAD       2,191      1,488
  Dream Industrial REIT  1.662% 12/22/25 CAD       4,391      3,121
  Dream Industrial REIT  2.057%  6/17/27 CAD       2,147      1,485
  Edmonton Regional Airports Authority  7.214%  11/1/30 CAD         177        150
  Emera Inc.  2.900%  6/16/23 CAD      10,383      8,041
  Enbridge Gas Inc.  3.790%  7/10/23 CAD      13,536     10,577
  Enbridge Gas Inc.  3.150%  8/22/24 CAD       2,925      2,259
  Enbridge Gas Inc.  3.310%  9/11/25 CAD       1,463      1,124
  Enbridge Gas Inc.  2.810%   6/1/26 CAD       1,074        806
  Enbridge Gas Inc.  2.500%   8/5/26 CAD         904        667
  Enbridge Gas Inc.  2.880% 11/22/27 CAD       1,700      1,256
  Enbridge Gas Inc.  2.370%   8/9/29 CAD       1,500      1,040
  Enbridge Gas Inc.  2.900%   4/1/30 CAD       2,257      1,608
  Enbridge Gas Inc.  5.200%  7/23/40 CAD         700        582
  Enbridge Gas Inc.  4.880%  6/21/41 CAD       1,558      1,249
  Enbridge Gas Inc.  4.500% 11/23/43 CAD         200        153
  Enbridge Gas Inc.  4.200%   6/2/44 CAD       1,684      1,233
  Enbridge Gas Inc.  4.000%  8/22/44 CAD         904        643
  Enbridge Gas Inc.  3.800%   6/1/46 CAD       1,355        923
  Enbridge Gas Inc.  3.590% 11/22/47 CAD       1,113        733
  Enbridge Gas Inc.  3.510% 11/29/47 CAD       2,120      1,377
  Enbridge Gas Inc.  3.010%   8/9/49 CAD       1,555        910
  Enbridge Gas Inc.  3.650%   4/1/50 CAD       2,464      1,629
  Enbridge Gas Inc.  4.950% 11/22/50 CAD       1,219        998
  Enbridge Gas Inc.  3.200%  9/15/51 CAD       2,188      1,318
  Enbridge Inc.  3.950% 11/19/24 CAD       1,355      1,053
  Enbridge Inc.  2.440%   6/2/25 CAD       2,391      1,769
  Enbridge Inc.  3.200%   6/8/27 CAD       6,519      4,792
  Enbridge Inc.  2.990%  10/3/29 CAD       3,739      2,589
  Enbridge Inc.  3.100%  9/21/33 CAD       3,871      2,499
  Enbridge Inc.  4.240%  8/27/42 CAD       2,468      1,593
  Enbridge Inc.  4.570%  3/11/44 CAD       2,795      1,879
  Enbridge Inc.  4.870% 11/21/44 CAD       1,896      1,327
  Enbridge Inc.  4.100%  9/21/51 CAD       1,535        931
  Enbridge Pipelines Inc.  3.790%  8/17/23 CAD       2,166      1,690
  Enbridge Pipelines Inc.  3.450%  9/29/25 CAD       2,366      1,804
  Enbridge Pipelines Inc.  3.000%  8/10/26 CAD       1,700      1,262
  Enbridge Pipelines Inc.  3.520%  2/22/29 CAD         857        630
  Enbridge Pipelines Inc.  2.820%  5/12/31 CAD       2,047      1,365
  Enbridge Pipelines Inc.  4.550%  8/17/43 CAD         952        650
  Enbridge Pipelines Inc.  4.550%  9/29/45 CAD       2,528      1,717
  Enbridge Pipelines Inc.  4.130%   8/9/46 CAD       2,257      1,431
  Enbridge Pipelines Inc.  4.330%  2/22/49 CAD       2,071      1,343
  Enbridge Pipelines Inc.  4.200%  5/12/51 CAD       1,754      1,104
  Energir Inc.  2.100%  4/16/27 CAD         907        654
  Energir Inc.  3.530%  5/16/47 CAD       1,145        768
  Energir LP  3.040%   2/9/32 CAD       1,100        776
  ENMAX Corp.  3.836%   6/5/28 CAD         904        674
  ENMAX Corp.  3.876% 10/18/29 CAD       2,257      1,650
14

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  EPCOR Utilities Inc.  2.411%  6/30/31 CAD         800        536
  EPCOR Utilities Inc.  4.550%  2/28/42 CAD       1,348      1,049
  EPCOR Utilities Inc.  3.554% 11/27/47 CAD       3,159      2,093
  EPCOR Utilities Inc.  3.949% 11/26/48 CAD       1,000        708
  EPCOR Utilities Inc.  3.106%   7/8/49 CAD         500        303
  EPCOR Utilities Inc.  2.899%  5/19/50 CAD         851        492
  EPCOR Utilities Inc.  3.287%  6/28/51 CAD         896        557
  Equitable Bank  1.774%  9/21/23 CAD       1,600      1,209
  Equitable Bank  1.939%  3/10/25 CAD         391        284
  Equitable Bank  1.876% 11/26/25 CAD         904        642
  Equitable Bank  3.362%   3/2/26 CAD       3,500      2,606
  Fair Hydro Trust  3.357%  5/15/35 CAD       3,216      2,364
  Fairfax Financial Holdings Ltd.  4.950%   3/3/25 CAD       1,833      1,449
  Fairfax Financial Holdings Ltd.  4.700% 12/16/26 CAD       2,257      1,755
  Fairfax Financial Holdings Ltd.  4.250%  12/6/27 CAD       3,113      2,351
  Fairfax Financial Holdings Ltd.  4.230%  6/14/29 CAD       1,264        932
  Fairfax Financial Holdings Ltd.  3.950%   3/3/31 CAD       2,574      1,807
  Federated Co-Operatives Ltd.  3.917%  6/17/25 CAD         982        751
  Federation des Caisses Desjardins du Quebec  3.056%  9/11/23 CAD       2,257      1,753
  Federation des Caisses Desjardins du Quebec  2.417%  10/4/24 CAD       5,851      4,403
  Federation des Caisses Desjardins du Quebec  0.010%  9/24/25 EUR      19,087     19,248
  Federation des Caisses Desjardins du Quebec  1.093%  1/21/26 CAD       1,800      1,260
  Federation des Caisses Desjardins du Quebec  1.587%  9/10/26 CAD       2,000      1,399
  Federation des Caisses Desjardins du Quebec  2.856%  5/26/30 CAD       4,283      3,178
  Federation des Caisses Desjardins du Quebec  1.992%  5/28/31 CAD       3,232      2,273
  First Capital REIT  4.790%  8/30/24 CAD       2,250      1,763
  First Capital REIT  4.323%  7/31/25 CAD       4,513      3,465
  First Capital REIT  3.604%   5/6/26 CAD       1,700      1,265
  First Capital REIT  3.456%  1/22/27 CAD       2,000      1,457
  First Capital REIT  3.753%  7/12/27 CAD       1,305        956
  First National Financial Corp.  2.961% 11/17/25 CAD         452        333
  Fortis Inc.  2.850% 12/12/23 CAD       1,174        905
  Fortis Inc.  2.180%  5/15/28 CAD       2,301      1,614
  FortisAlberta Inc.  6.220% 10/31/34 CAD          14         13
  FortisAlberta Inc.  4.850%  9/11/43 CAD         300        243
  FortisAlberta Inc.  3.672%   9/9/47 CAD       1,891      1,282
  FortisAlberta Inc.  3.734%  9/18/48 CAD         900        615
  FortisAlberta Inc.  2.632%   6/8/51 CAD         318        171
  FortisBC Energy Inc.  6.500%   5/1/34 CAD       4,513      4,174
  FortisBC Energy Inc.  6.050%  2/15/38 CAD       4,513      4,125
  FortisBC Energy Inc.  2.820%   8/9/49 CAD         700        415
  FortisBC Inc.  4.000% 10/28/44 CAD         948        659
  Gibson Energy Inc.  2.450%  7/14/25 CAD         813        597
  Gibson Energy Inc.  2.850%  7/14/27 CAD         816        584
  Gibson Energy Inc.  3.600%  9/17/29 CAD       1,637      1,170
  Granite REIT Holdings LP  3.873% 11/30/23 CAD       2,257      1,759
  Granite REIT Holdings LP  3.062%   6/4/27 CAD         904        661
  Granite REIT Holdings LP  2.194%  8/30/28 CAD       2,391      1,620
  Granite REIT Holdings LP  2.378% 12/18/30 CAD       2,064      1,318
15

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Greater Toronto Airports Authority  1.540%   5/3/28 CAD       2,844      1,930
  Greater Toronto Airports Authority  2.730%   4/3/29 CAD       3,941      2,831
  Greater Toronto Airports Authority  3.260%   6/1/37 CAD       2,274      1,516
  Greater Toronto Airports Authority  2.750% 10/17/39 CAD       4,246      2,629
  Greater Toronto Airports Authority  5.300%  2/25/41 CAD       1,399      1,198
  Greater Toronto Airports Authority  5.300%  2/25/41 CAD       2,257      1,761
  Great-West Lifeco Inc.  1.750%  12/7/26 EUR         100        104
  Great-West Lifeco Inc.  2.379%  5/14/30 CAD       5,769      3,862
  Great-West Lifeco Inc.  6.670%  3/21/33 CAD         898        802
  Great-West Lifeco Inc.  5.998% 11/16/39 CAD       4,965      4,349
  Great-West Lifeco Inc.  2.981%   7/8/50 CAD       1,400        779
  H&R REIT  3.369%  1/30/24 CAD         684        526
  H&R REIT  2.906%   6/2/26 CAD       2,257      1,649
  H&R REIT  2.633%  2/19/27 CAD       1,440      1,024
  Halifax International Airport Authority  5.503%  7/19/41 CAD          40         34
  Honda Canada Finance Inc.  3.176%  8/28/23 CAD       2,708      2,099
  Honda Canada Finance Inc.  2.500%   6/4/24 CAD       1,891      1,434
  Honda Canada Finance Inc.  3.444%  5/23/25 CAD       1,941      1,486
  Honda Canada Finance Inc.  1.337%  3/17/26 CAD       1,670      1,174
  Honda Canada Finance Inc.  1.711%  9/28/26 CAD       1,591      1,115
  Honda Canada Finance Inc.  1.646%  2/25/28 CAD       1,871      1,258
  Hospital for Sick Children  5.217% 12/16/49 CAD         700        632
  Hospital for Sick Children  3.416%  12/7/57 CAD       1,231        820
  Hospital Infrastructure Partners NOH Partnership  5.439%  1/31/45 CAD       2,039      1,656
  HSBC Bank Canada  3.245%  9/15/23 CAD       4,513      3,499
  HSBC Bank Canada  3.403%  3/24/25 CAD       3,700      2,829
  HSBC Bank Canada  1.782%  5/20/26 CAD       5,673      4,034
  Hydro One Inc.  2.540%   4/5/24 CAD       1,074        824
  Hydro One Inc.  1.760%  2/28/25 CAD       1,000        742
  Hydro One Inc.  2.970%  6/26/25 CAD          48         37
  Hydro One Inc.  2.770%  2/24/26 CAD       4,423      3,329
  Hydro One Inc.  3.020%   4/5/29 CAD       1,715      1,262
  Hydro One Inc.  2.160%  2/28/30 CAD       1,500      1,021
  Hydro One Inc.  7.350%   6/3/30 CAD         904        843
  Hydro One Inc.  1.690%  1/16/31 CAD       1,900      1,217
  Hydro One Inc.  2.230%  9/17/31 CAD       1,752      1,156
  Hydro One Inc.  6.930%   6/1/32 CAD         513        478
  Hydro One Inc.  5.360%  5/20/36 CAD         452        383
  Hydro One Inc.  4.890%  3/13/37 CAD       2,257      1,829
  Hydro One Inc.  5.490%  7/16/40 CAD       1,591      1,384
  Hydro One Inc.  4.390%  9/26/41 CAD       2,308      1,766
  Hydro One Inc.  4.590%  10/9/43 CAD       2,483      1,952
  Hydro One Inc.  4.170%   6/6/44 CAD         600        445
  Hydro One Inc.  3.910%  2/23/46 CAD       1,444      1,027
  Hydro One Inc.  5.000% 10/19/46 CAD         904        755
  Hydro One Inc.  3.720% 11/18/47 CAD       1,851      1,270
  Hydro One Inc.  3.630%  6/25/49 CAD       4,116      2,779
  Hydro One Inc.  2.710%  2/28/50 CAD       1,747        977
  Hydro One Inc.  3.640%   4/5/50 CAD         779        527
  Hydro One Inc.  3.100%  9/15/51 CAD       2,366      1,426
  Hydro One Inc.  4.000% 12/22/51 CAD       1,000        713
  Hydro One Inc.  3.790%  7/31/62 CAD         904        602
  Hydro One Ltd.  1.410% 10/15/27 CAD       5,100      3,484
  Hydro Ottawa Holding Inc.  3.991%  5/14/43 CAD         948        669
16

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Hyundai Capital Canada Inc.  2.008%  5/12/26 CAD       3,491      2,471
  iA Financial Corp Inc.  3.187%  2/25/32 CAD       1,700      1,251
  iA Financial Corp. Inc.  3.072%  9/24/31 CAD       1,355        998
  IGM Financial Inc.  3.440%  1/26/27 CAD       2,364      1,782
  IGM Financial Inc.  4.560%  1/25/47 CAD         406        300
  IGM Financial Inc.  4.115%  12/9/47 CAD       2,747      1,895
  IGM Financial Inc.  4.174%  7/13/48 CAD         600        417
  IGM Financial Inc.  4.206%  3/21/50 CAD         633        442
  Industrial Alliance Insurance & Financial Services Inc.  3.300%  9/15/28 CAD       2,257      1,743
  InPower BC General Partnership  4.471%  3/31/33 CAD       1,621      1,253
  Intact Financial Corp.  1.207%  5/21/24 CAD         274        203
  Intact Financial Corp.  3.770%   3/2/26 CAD       1,073        827
  Intact Financial Corp.  2.850%   6/7/27 CAD          74         54
  Intact Financial Corp.  2.179%  5/18/28 CAD       1,500      1,040
  Intact Financial Corp.  1.928% 12/16/30 CAD       3,339      2,112
  Intact Financial Corp.  6.400% 11/23/39 CAD          19         17
  Intact Financial Corp.  5.160%  6/16/42 CAD       1,345      1,078
  Intact Financial Corp.  2.954% 12/16/50 CAD       1,851      1,016
  Integrated Team Solutions SJHC Partnership  5.946% 11/30/42 CAD          18         15
  Inter Pipeline Ltd.  2.608%  9/13/23 CAD         867        663
  Inter Pipeline Ltd.  2.734%  4/18/24 CAD       1,237        939
  Inter Pipeline Ltd.  3.173%  3/24/25 CAD         748        563
  Inter Pipeline Ltd.  3.484% 12/16/26 CAD       1,128        832
  Inter Pipeline Ltd.  4.232%   6/1/27 CAD       4,566      3,461
  Inter Pipeline Ltd.  3.983% 11/25/31 CAD       2,584      1,784
  Inter Pipeline Ltd.  4.637%  5/30/44 CAD       1,445        912
  Inter Pipeline Ltd.  5.091% 11/27/51 CAD         796        529
  Ivanhoe Cambridge II Inc.  2.909%  6/27/23 CAD       1,149        889
  Ivanhoe Cambridge II Inc.  2.296% 12/12/24 CAD       2,391      1,793
  Keyera Corp.  3.934%  6/21/28 CAD         994        734
  Keyera Corp.  3.959%  5/29/30 CAD       1,293        926
  Keyera Corp.  5.022%  3/28/32 CAD       1,700      1,278
  Laurentian Bank of Canada  3.450%  6/27/23 CAD       2,278      1,770
  Laurentian Bank of Canada  1.950%  3/17/25 CAD       2,000      1,463
  Loblaw Cos. Ltd.  4.860%  9/12/23 CAD         904        714
  Loblaw Cos. Ltd.  4.488% 12/11/28 CAD       3,346      2,617
  Loblaw Cos. Ltd.  2.284%   5/7/30 CAD       3,853      2,554
  Loblaw Cos. Ltd.  5.900%  1/18/36 CAD       1,128        942
  Lower Mattagami Energy LP  3.416%  6/20/24 CAD         904        702
  Lower Mattagami Energy LP  2.433%  5/14/31 CAD       3,091      2,096
  Lower Mattagami Energy LP  5.139%  5/18/41 CAD       2,257      1,913
  Lower Mattagami Energy LP  4.944%  9/21/43 CAD         245        204
  Lower Mattagami Energy LP  4.175%  4/23/52 CAD         300        224
  Manulife Bank of Canada  2.378% 11/19/24 CAD       1,309        984
  Manulife Bank of Canada  1.337%  2/26/26 CAD       4,142      2,937
  Manulife Bank of Canada  1.536%  9/14/26 CAD         391        274
  Manulife Bank of Canada  2.864%  2/16/27 CAD       2,600      1,915
  Manulife Finance Delaware LP  5.059% 12/15/41 CAD       1,711      1,329
  Manulife Financial Corp.  3.049%  8/20/29 CAD       2,257      1,716
  Manulife Financial Corp.  2.237%  5/12/30 CAD       6,061      4,450
  Manulife Financial Corp.  2.818%  5/13/35 CAD       4,904      3,312
  McGill University  6.150%  9/22/42 CAD          12         12
  McGill University  3.975%  1/29/56 CAD          30         22
  McGill University Health Centre  5.360% 12/31/43 CAD         306        271
17

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Metro Inc.  3.390%  12/6/27 CAD       4,790      3,572
  Metro Inc.  5.970% 10/15/35 CAD       2,278      1,924
  Metro Inc.  4.270%  12/4/47 CAD       1,182        811
  Metro Inc.  3.413%  2/28/50 CAD       1,633        955
  Mountain View Partners GP  3.974%  3/31/51 CAD          23         16
  National Bank of Canada  0.250%  7/24/23 EUR         904        951
  National Bank of Canada  0.000%  9/29/23 EUR       2,077      2,170
  National Bank of Canada  0.375%  1/15/24 EUR       2,257      2,362
  National Bank of Canada  2.983%   3/4/24 CAD       7,700      5,911
  National Bank of Canada  2.545%  7/12/24 CAD       4,152      3,143
  National Bank of Canada  2.580%   2/3/25 CAD       3,024      2,265
  National Bank of Canada  0.750%  3/13/25 EUR       4,061      4,221
  National Bank of Canada  1.534%  6/15/26 CAD       2,575      1,813
  National Bank of Canada  1.573%  8/18/26 CAD       3,200      2,305
  National Bank of Canada  2.237%  11/4/26 CAD       2,779      1,988
  NAV Canada  0.555%   2/9/24 CAD         293        218
  NAV Canada  0.937%   2/9/26 CAD       1,700      1,205
  NAV Canada  2.063%  5/29/30 CAD       1,806      1,219
  NAV Canada  3.534%  2/23/46 CAD         452        309
  NAV Canada  3.293%  3/30/48 CAD       3,159      2,051
  NAV Canada  2.924%  9/29/51 CAD       1,650        979
  Nissan Canada Inc.  1.626%  3/18/24 CAD       2,581      1,913
  Nissan Canada Inc.  2.103%  9/22/25 CAD       3,771      2,706
  North Battleford Power LP  4.958% 12/31/32 CAD       1,853      1,481
  North West Redwater Partnership / NWR Financing Co. Ltd.  1.200%  12/1/23 CAD       2,500      1,876
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.200%  7/22/24 CAD         904        696
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.200%  4/24/26 CAD         904        683
  North West Redwater Partnership / NWR Financing Co. Ltd.  2.000%  12/1/26 CAD       1,591      1,130
  North West Redwater Partnership / NWR Financing Co. Ltd.  2.800%   6/1/27 CAD       3,430      2,509
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.250%   6/1/29 CAD       2,234      1,721
  North West Redwater Partnership / NWR Financing Co. Ltd.  2.800%   6/1/31 CAD       2,781      1,870
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.150%   6/1/33 CAD       2,483      1,820
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.650%   6/1/35 CAD       2,657      1,816
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.750%   6/1/37 CAD       1,355      1,030
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.350%  1/10/39 CAD       1,618      1,169
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.700%  2/23/43 CAD       1,850      1,200
  North West Redwater Partnership / NWR Financing Co. Ltd.  4.050%  7/22/44 CAD       2,528      1,721
  North West Redwater Partnership / NWR Financing Co. Ltd.  3.750%   6/1/51 CAD       2,586      1,634
  Northern Courier Pipeline LP  3.365%  6/30/42 CAD         680        481
3 Northern Courier Pipeline LP  3.365%  6/30/42 CAD       1,301        909
  Northwestern Hydro Acquisition Co. II LP  3.877% 12/31/36 CAD       1,540      1,095
  Northwestern Hydro Acquisition Co. III LP  3.940% 12/31/38 CAD       1,647      1,181
  Nouvelle Autoroute 30 Financement Inc.  4.114%  3/31/42 CAD       2,579      1,824
18

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Nouvelle Autoroute 30 Financement Inc.  4.115%  6/30/42 CAD         898        635
  Nova Scotia Power Inc.  5.610%  6/15/40 CAD       1,941      1,677
  Nova Scotia Power Inc.  4.500%  7/20/43 CAD       1,494      1,134
  Nova Scotia Power Inc.  3.612%   5/1/45 CAD         500        330
  Nova Scotia Power Inc.  3.571%   4/5/49 CAD       2,284      1,478
  Nova Scotia Power Inc.  3.307%  4/25/50 CAD         904        554
  OMERS Realty Corp.  3.358%   6/5/23 CAD       1,806      1,404
  OMERS Realty Corp.  2.858%  2/23/24 CAD       2,250      1,728
  OMERS Realty Corp.  3.328% 11/12/24 CAD         440        339
  OMERS Realty Corp.  3.331%   6/5/25 CAD       3,440      2,632
  OMERS Realty Corp.  3.244%  10/4/27 CAD       2,000      1,490
  OMERS Realty Corp.  3.628%   6/5/30 CAD       2,031      1,504
  Ontario Power Generation Inc.  3.315%  10/4/27 CAD       2,664      2,003
  Ontario Power Generation Inc.  2.977%  9/13/29 CAD       3,610      2,586
  Ontario Power Generation Inc.  3.215%   4/8/30 CAD       2,708      1,958
  Ontario Power Generation Inc.  3.838%  6/22/48 CAD       2,708      1,820
  Ontario Power Generation Inc.  4.248%  1/18/49 CAD         700        507
  Ontario Power Generation Inc.  3.651%  9/13/50 CAD       1,237        798
  Ontario Power Generation Inc.  2.947%  2/21/51 CAD       1,633        913
  Original Wempi Inc.  4.056%  2/13/24 CAD         508        389
  Original Wempi Inc.  4.309%  2/13/24 CAD         776        593
  Ottawa MacDonald-Cartier International Airport Authority  3.933%   6/9/45 CAD         532        363
  Pembina Pipeline Corp.  2.560%   6/1/23 CAD       1,828      1,406
  Pembina Pipeline Corp.  2.990%  1/22/24 CAD       3,610      2,767
  Pembina Pipeline Corp.  3.540%   2/3/25 CAD       1,500      1,148
  Pembina Pipeline Corp.  3.710%  8/11/26 CAD       2,190      1,657
  Pembina Pipeline Corp.  4.240%  6/15/27 CAD       1,355      1,040
  Pembina Pipeline Corp.  4.020%  3/27/28 CAD       2,174      1,636
  Pembina Pipeline Corp.  3.620%   4/3/29 CAD       1,955      1,420
  Pembina Pipeline Corp.  3.310%   2/1/30 CAD       3,339      2,335
  Pembina Pipeline Corp.  4.750%  4/30/43 CAD       1,355        915
  Pembina Pipeline Corp.  4.810%  3/25/44 CAD       2,505      1,701
  Pembina Pipeline Corp.  4.740%  1/21/47 CAD       1,847      1,231
  Pembina Pipeline Corp.  4.750%  3/26/48 CAD       2,636      1,754
  Pembina Pipeline Corp.  4.540%   4/3/49 CAD       2,528      1,621
  Pembina Pipeline Corp.  4.670%  5/28/50 CAD       1,472        961
  Pembina Pipeline Corp.  4.490% 12/10/51 CAD       2,291      1,448
  Plenary Properties LTAP LP  6.288%  1/31/44 CAD       2,311      2,042
  Power Corp. of Canada  4.455%  7/27/48 CAD       1,551      1,131
  Power Financial Corp.  6.900%  3/11/33 CAD         566        510
  Reliance LP  3.836%  3/15/25 CAD       2,000      1,538
  Reliance LP  3.750%  3/15/26 CAD         864        654
  Reliance LP  2.680%  12/1/27 CAD       1,927      1,354
  Reliance LP  2.670%   8/1/28 CAD       1,591      1,099
  RioCan REIT  3.209%  9/29/23 CAD       2,391      1,842
  RioCan REIT  3.287%  2/12/24 CAD       1,791      1,373
  RioCan REIT  2.576%  2/12/25 CAD       1,941      1,462
  RioCan REIT  1.974%  6/15/26 CAD       1,355        956
  RioCan REIT  2.361%  3/10/27 CAD         813        568
  RioCan REIT  2.829%  11/8/28 CAD       1,593      1,096
  Rogers Communications Inc.  4.000%  3/13/24 CAD       3,746      2,915
  Rogers Communications Inc.  3.100%  4/15/25 CAD       2,400      1,810
  Rogers Communications Inc.  3.650%  3/31/27 CAD       5,731      4,310
  Rogers Communications Inc.  3.750%  4/15/29 CAD       3,700      2,717
19

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Rogers Communications Inc.  3.250%   5/1/29 CAD       3,693      2,622
  Rogers Communications Inc.  4.250%  4/15/32 CAD       3,500      2,549
  Rogers Communications Inc.  6.680%  11/4/39 CAD       1,774      1,519
  Rogers Communications Inc.  6.110%  8/25/40 CAD       2,657      2,147
  Rogers Communications Inc.  6.560%  3/22/41 CAD       1,573      1,334
  Rogers Communications Inc.  5.250%  4/15/52 CAD       3,500      2,540
  Royal Bank of Canada  2.949%   5/1/23 CAD       6,513      5,063
  Royal Bank of Canada  0.250%  6/28/23 EUR       7,266      7,651
  Royal Bank of Canada  3.296%  9/26/23 CAD       7,606      5,900
  Royal Bank of Canada  2.333%  12/5/23 CAD       3,777      2,898
  Royal Bank of Canada  0.250%  1/29/24 EUR       4,965      5,184
  Royal Bank of Canada  2.352%   7/2/24 CAD       8,228      6,214
  Royal Bank of Canada  0.125%  7/23/24 EUR       9,355      9,633
  Royal Bank of Canada  2.609%  11/1/24 CAD       8,871      6,695
  Royal Bank of Canada  1.375%  12/9/24 GBP       1,355      1,634
  Royal Bank of Canada  1.936%   5/1/25 CAD       4,951      3,630
  Royal Bank of Canada  3.369%  9/29/25 CAD      14,000     10,659
  Royal Bank of Canada  1.589%   5/4/26 CAD       5,231      3,698
  Royal Bank of Canada  0.050%  6/19/26 EUR       7,672      7,640
  Royal Bank of Canada  1.000%   9/9/26 GBP       5,000      5,741
  Royal Bank of Canada  0.010%  1/21/27 EUR       6,769      6,655
  Royal Bank of Canada  2.328%  1/28/27 CAD       8,015      5,743
  Royal Bank of Canada  1.833%  7/31/28 CAD       2,591      1,747
  Royal Bank of Canada  2.740%  7/25/29 CAD       4,513      3,404
  Royal Bank of Canada  2.880% 12/23/29 CAD       3,732      2,801
  Royal Bank of Canada  2.088%  6/30/30 CAD       3,159      2,294
  Royal Bank of Canada  0.010%  1/27/31 EUR       9,000      8,104
  Royal Bank of Canada  2.140%  11/3/31 CAD       6,652      4,664
  Royal Bank of Canada  2.940%   5/3/32 CAD       3,500      2,519
  Royal Bank of Canada  1.670%  1/28/33 CAD       4,779      3,156
  Sagen MI Canada Inc.  4.242%   4/1/24 CAD         463        361
  Sagen MI Canada Inc.  2.955%   3/1/27 CAD         836        605
  Sagen MI Canada Inc.  3.261%   3/5/31 CAD         700        476
  Saputo Inc.  3.603%  8/14/25 CAD       3,207      2,446
  Saputo Inc.  1.415%  6/19/26 CAD         904        628
  Saputo Inc.  2.242%  6/16/27 CAD       2,460      1,722
  Saputo Inc.  2.297%  6/22/28 CAD         700        478
  Scotiabank Capital Trust  5.650% 12/31/56 CAD       1,781      1,607
  SEC LP and Arci Ltd.  5.188%  8/29/33 CAD         897        696
  Shaw Communications Inc.  4.350%  1/31/24 CAD       4,513      3,535
  Shaw Communications Inc.  3.800%   3/1/27 CAD         900        680
  Shaw Communications Inc.  4.400%  11/2/28 CAD           6          5
  Shaw Communications Inc.  3.300% 12/10/29 CAD       1,900      1,338
  Shaw Communications Inc.  2.900%  12/9/30 CAD       2,264      1,509
  Shaw Communications Inc.  6.750%  11/9/39 CAD       4,856      4,173
  Shaw Communications Inc.  4.250%  12/9/49 CAD       1,579        971
  SmartCentres REIT  3.444%  8/28/26 CAD          83         62
  SmartCentres REIT  3.192%  6/11/27 CAD       2,000      1,453
  SmartCentres REIT  3.834% 12/21/27 CAD       2,257      1,678
  SmartCentres REIT  2.307% 12/18/28 CAD       1,174        780
  SmartCentres REIT  3.526% 12/20/29 CAD       2,934      2,060
  SmartCentres REIT  3.648% 12/11/30 CAD         904        626
  Sobeys Inc.  4.700%   8/8/23 CAD       2,257      1,804
  SSL Finance Inc.  4.099% 10/31/45 CAD       1,282        945
  Stantec Inc.  2.048%  10/8/27 CAD         800        553
20

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Summit Industrial Income REIT  2.150%  9/17/25 CAD         587        425
  Summit Industrial Income REIT  1.820%   4/1/26 CAD         410        289
  Summit Industrial Income REIT  2.250%  1/12/27 CAD       1,000        706
  Summit Industrial Income REIT  2.440%  7/14/28 CAD       2,391      1,635
  Sun Life Financial Inc.  3.050%  9/19/28 CAD       4,513      3,474
  Sun Life Financial Inc.  2.380%  8/13/29 CAD       2,486      1,865
  Sun Life Financial Inc.  2.580%  5/10/32 CAD       2,483      1,775
  Sun Life Financial Inc.  2.800% 11/21/33 CAD       4,306      3,012
  Sun Life Financial Inc.  2.060%  10/1/35 CAD       5,498      3,442
  Sun Life Financial Inc.  5.400%  5/29/42 CAD       2,190      1,773
  Suncor Energy Inc.  3.000%  9/14/26 CAD       3,575      2,660
  Suncor Energy Inc.  3.100%  5/24/29 CAD       2,586      1,833
  Suncor Energy Inc.  5.000%   4/9/30 CAD       3,701      2,926
  Suncor Energy Inc.  5.390%  3/26/37 CAD       1,941      1,526
  Suncor Energy Inc.  4.340%  9/13/46 CAD       1,057        706
  Suncor Energy Inc.  3.950%   3/4/51 CAD       1,801      1,108
  TELUS Corp.  3.350%   4/1/24 CAD       4,829      3,732
  TELUS Corp.  3.750%  1/17/25 CAD       2,014      1,558
  TELUS Corp.  3.750%  3/10/26 CAD       3,111      2,384
  TELUS Corp.  2.750%   7/8/26 CAD       1,300        955
  TELUS Corp.  2.350%  1/27/28 CAD       2,708      1,895
  TELUS Corp.  3.625%   3/1/28 CAD       4,332      3,239
  TELUS Corp.  3.300%   5/2/29 CAD       3,416      2,456
  TELUS Corp.  3.150%  2/19/30 CAD       3,100      2,175
  TELUS Corp.  2.050%  10/7/30 CAD         991        627
  TELUS Corp.  2.850% 11/13/31 CAD       2,000      1,321
  TELUS Corp.  4.400%   4/1/43 CAD         812        550
  TELUS Corp.  4.850%   4/5/44 CAD       4,174      3,003
  TELUS Corp.  4.750%  1/17/45 CAD       1,621      1,148
  TELUS Corp.  4.400%  1/29/46 CAD       2,012      1,350
  TELUS Corp.  4.700%   3/6/48 CAD       2,119      1,484
  TELUS Corp.  3.950%  2/16/50 CAD       2,944      1,800
  TELUS Corp.  4.100%   4/5/51 CAD       2,119      1,330
  Teranet Holdings LP  3.544%  6/11/25 CAD       3,800      2,903
  Teranet Holdings LP  5.754% 12/17/40 CAD       1,532      1,199
  Teranet Holdings LP  6.100%  6/17/41 CAD         679        551
  Thomson Reuters Corp.  2.239%  5/14/25 CAD       8,692      6,423
  TMX Group Ltd.  4.461%  10/3/23 CAD       2,576      2,027
  TMX Group Ltd.  3.779%   6/5/28 CAD       1,400      1,065
  Toromont Industries Ltd.  3.842% 10/27/27 CAD         992        754
  Toronto Hydro Corp.  2.520%  8/25/26 CAD       2,483      1,848
  Toronto Hydro Corp.  2.430% 12/11/29 CAD       2,708      1,906
  Toronto Hydro Corp.  5.540%  5/21/40 CAD         640        567
  Toronto Hydro Corp.  3.550%  7/28/45 CAD          65         44
  Toronto Hydro Corp.  3.485%  2/28/48 CAD       2,301      1,534
  Toronto Hydro Corp.  2.990% 12/10/49 CAD         789        479
  Toronto Hydro Corp.  3.270% 10/18/51 CAD       1,035        653
  Toronto-Dominion Bank  3.005%  5/30/23 CAD       6,769      5,260
  Toronto-Dominion Bank  1.909%  7/18/23 CAD       6,102      4,678
  Toronto-Dominion Bank  2.850%   3/8/24 CAD       6,983      5,352
  Toronto-Dominion Bank  0.500%   4/3/24 EUR       5,867      6,132
  Toronto-Dominion Bank  2.050%  7/10/24 AUD       2,370      1,614
  Toronto-Dominion Bank  3.226%  7/24/24 CAD       5,672      4,395
  Toronto-Dominion Bank  2.496%  12/2/24 CAD      11,001      8,270
  Toronto-Dominion Bank  1.943%  3/13/25 CAD       5,520      4,061
21

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Toronto-Dominion Bank  0.625%   6/6/25 EUR       6,318      6,526
  Toronto-Dominion Bank  2.667%   9/9/25 CAD       9,020      6,719
  Toronto-Dominion Bank  1.128%  12/9/25 CAD       4,693      3,307
  Toronto-Dominion Bank  2.260%   1/7/27 CAD       3,700      2,646
  Toronto-Dominion Bank  0.500%  1/18/27 EUR       4,000      3,906
  Toronto-Dominion Bank  0.100%  7/19/27 EUR       8,981      8,777
  Toronto-Dominion Bank  1.888%   3/8/28 CAD      13,043      8,933
  Toronto-Dominion Bank  1.896%  9/11/28 CAD       4,000      2,700
  Toronto-Dominion Bank  3.589%  9/14/28 CAD       5,610      4,347
  Toronto-Dominion Bank  3.224%  7/25/29 CAD       4,750      3,619
  Toronto-Dominion Bank  3.105%  4/22/30 CAD       9,477      7,112
  Toronto-Dominion Bank  4.859%   3/4/31 CAD       3,893      3,069
  Toronto-Dominion Bank  3.060%  1/26/32 CAD       4,423      3,220
  Toyota Credit Canada Inc.  3.040%  7/12/23 CAD       2,028      1,572
  Toyota Credit Canada Inc.  2.640%  3/27/24 CAD       1,600      1,223
  Toyota Credit Canada Inc.  1.270%  7/22/24 CAD       2,392      1,764
  Toyota Credit Canada Inc.  2.310% 10/23/24 CAD       2,484      1,866
  Toyota Credit Canada Inc.  2.110%  2/26/25 CAD       2,258      1,677
  Toyota Credit Canada Inc.  1.180%  2/23/26 CAD       1,770      1,245
  Toyota Credit Canada Inc.  1.660%  7/20/26 CAD         392        278
  TransCanada PipeLines Ltd.  3.690%  7/19/23 CAD       2,366      1,844
  TransCanada PipeLines Ltd.  3.300%  7/17/25 CAD       3,779      2,875
  TransCanada PipeLines Ltd.  3.800%   4/5/27 CAD       6,395      4,849
  TransCanada PipeLines Ltd.  3.390%  3/15/28 CAD       2,455      1,805
  TransCanada PipeLines Ltd.  6.280%  5/26/28 CAD       2,037      1,697
  TransCanada PipeLines Ltd.  3.000%  9/18/29 CAD       3,015      2,098
  TransCanada PipeLines Ltd.  2.970%   6/9/31 CAD       2,689      1,799
  TransCanada PipeLines Ltd.  8.050%  2/17/39 CAD          18         18
  TransCanada PipeLines Ltd.  4.550% 11/15/41 CAD       3,659      2,488
  TransCanada PipeLines Ltd.  4.350%   6/6/46 CAD       2,506      1,627
  TransCanada PipeLines Ltd.  4.330%  9/16/47 CAD       3,774      2,432
  TransCanada PipeLines Ltd.  4.180%   7/3/48 CAD       4,046      2,536
  TransCanada PipeLines Ltd.  4.340% 10/15/49 CAD       3,770      2,407
  Trillium Health Partners Volunteers  3.702% 12/20/58 CAD         485        335
  University of Ottawa  2.635%  2/13/60 CAD       1,661        885
  University of Toronto  5.841% 12/15/43 CAD          26         25
  University of Toronto  4.251%  12/7/51 CAD       1,128        874
  University of Western Ontario  4.798%  5/24/47 CAD          36         30
3 Vancouver Airport Authority  7.425%  12/7/26 CAD       6,769      6,063
  Vancouver Airport Authority  3.857% 11/10/45 CAD         476        339
  Vancouver Airport Authority  2.874% 10/18/49 CAD         876        516
  Vancouver Airport Authority  2.800%  9/21/50 CAD       1,528        878
  Westcoast Energy Inc.  3.430%  9/12/24 CAD       3,024      2,330
  Westcoast Energy Inc.  3.770%  12/8/25 CAD       1,763      1,356
  Westcoast Energy Inc.  4.791% 10/28/41 CAD         999        721
  WSP Global Inc.  2.408%  4/19/28 CAD       1,371        955
  York University  6.480%   3/7/42 CAD         779        779
                   1,449,300
China (0.0%)                           
  Industrial & Commercial Bank of China Ltd.  0.125% 10/28/24 EUR       1,860      1,911
  Prosus NV  1.539%   8/3/28 EUR         696        622
3 Prosus NV  1.288%  7/13/29 EUR       1,684      1,434
  Prosus NV  2.031%   8/3/32 EUR       3,615      2,958
3 Prosus NV  1.985%  7/13/33 EUR       2,586      2,066
  Prosus NV  2.778%  1/19/34 EUR       4,300      3,632
22

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  State Grid Europe Development 2014 plc  2.450%  1/26/27 EUR       1,012      1,066
  State Grid Overseas Investment BVI Ltd.  1.375%   5/2/25 EUR       3,159      3,277
  State Grid Overseas Investment BVI Ltd.  0.797%   8/5/26 EUR      12,455     12,258
  State Grid Overseas Investment BVI Ltd.  2.125%   5/2/30 EUR       3,115      3,111
                   32,335
Czech Republic (0.0%)                           
  CEZ A/S  4.875%  4/16/25 EUR       5,641      6,456
  CEZ A/S  3.000%   6/5/28 EUR       5,641      6,027
  CPI Property Group SA  1.625%  4/23/27 EUR       5,794      5,443
  CPI Property Group SA  2.750%  1/22/28 GBP       1,093      1,234
  CPI Property Group SA  1.500%  1/27/31 EUR       4,981      4,084
  EP Infrastructure A/S  1.659%  4/26/24 EUR       2,156      1,913
  EP Infrastructure A/S  1.698%  7/30/26 EUR       1,836      1,500
  EP Infrastructure A/S  2.045%  10/9/28 EUR       4,708      3,683
  EP Infrastructure A/S  1.816%   3/2/31 EUR       1,846      1,393
                   31,733
Denmark (0.5%)                           
  AP Moller - Maersk A/S  4.000%   4/4/25 GBP      12,000     15,508
  AP Moller - Maersk A/S  1.750%  3/16/26 EUR      25,225     26,629
  AP Moller - Maersk A/S  0.750% 11/25/31 EUR      12,586     11,386
  BASF SE  1.500%  3/17/31 EUR       3,000      2,953
  Carlsberg Breweries A/S  0.500%   9/6/23 EUR         100        105
  Carlsberg Breweries A/S  2.500%  5/28/24 EUR       7,672      8,249
  Carlsberg Breweries A/S  0.375%  6/30/27 EUR       4,000      3,875
  Carlsberg Breweries A/S  0.875%   7/1/29 EUR       4,513      4,305
  Danfoss Finance I BV  0.125%  4/28/26 EUR       4,769      4,691
  Danfoss Finance I BV  0.375% 10/28/28 EUR       2,000      1,875
  Danica Pension Livsforsikrings AB  4.375%  9/29/45 EUR       1,535      1,683
  Danske Bank A/S  1.375%  5/24/22 EUR       2,257      2,383
  Danske Bank A/S  0.875%  5/22/23 EUR       6,104      6,448
  Danske Bank A/S  0.750%   6/2/23 EUR       7,266      7,680
  Danske Bank A/S  0.625%  5/26/25 EUR       1,586      1,623
  Danske Bank A/S  0.500%  8/27/25 EUR       9,900     10,134
  Danske Bank A/S  0.750% 11/22/27 EUR       6,769      6,845
  Danske Bank A/S  2.250%  1/14/28 GBP       8,815     10,375
  Danske Bank A/S  0.750%   6/9/29 EUR       8,976      8,437
  Danske Bank A/S  1.375%  2/12/30 EUR       9,836      9,860
  Danske Bank A/S  1.000%  5/15/31 EUR       3,000      2,878
  Deutsche Telekom AG  3.125%   2/6/34 GBP         700        845
  Deutsche Wohnen SE  1.500%  4/30/30 EUR       3,800      3,614
  DSV Panalpina Finance BV  0.875%  9/17/36 EUR       3,976      3,299
  E.ON SE  0.000%  8/28/24 EUR       4,281      4,392
  Hamburg Commercial Bank AG  0.375%   3/9/26 EUR       3,000      2,997
  ISS Global A/S  2.125%  12/2/24 EUR         100        107
  ISS Global A/S  0.875%  6/18/26 EUR         100         98
  ISS Global A/S  1.500%  8/31/27 EUR       9,071      8,897
  Jyske Bank A/S  0.375% 10/15/25 EUR       4,513      4,611
  Jyske Bank A/S  2.250%   4/5/29 EUR       5,010      5,272
  Jyske Realkredit A/S  0.250%   7/1/23 EUR       3,610      3,800
  Jyske Realkredit A/S  0.375%   4/1/25 EUR       3,159      3,245
  Jyske Realkredit A/S  0.500%  10/1/26 EUR      10,010     10,125
  Merck Financial Services GmbH  0.500%  7/16/28 EUR       4,000      3,918
  Nordea Kredit Realkreditaktieselskab  1.000%   4/1/26 DKK      26,000      3,620
  Nordea Kredit Realkreditaktieselskab  1.000%  10/1/26 DKK     200,000     27,666
  Nordea Kredit Realkreditaktieselskab  3.500%  10/1/44 DKK          47          7
23

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Novo Nordisk Finance Netherlands BV  0.000%   6/4/24 EUR       7,355      7,593
  Nykredit Realkredit A/S  2.000%   1/1/25 DKK     186,107     26,921
  Nykredit Realkredit A/S  0.500%  7/10/25 EUR       9,547      9,726
  Nykredit Realkredit A/S  2.000%   1/1/26 DKK     150,000     21,641
  Nykredit Realkredit A/S  1.000%   7/1/26 DKK     128,571     17,849
  Nykredit Realkredit A/S  1.000%   1/1/27 DKK     339,034     46,752
  Nykredit Realkredit A/S  0.750%  1/20/27 EUR         678        664
  Nykredit Realkredit A/S  0.375%  1/17/28 EUR      21,404     19,964
  Nykredit Realkredit A/S  2.000%  10/1/47 DKK      16,167      2,127
  Orsted A/S  1.500% 11/26/29 EUR      20,218     20,558
  Orsted A/S  4.875%  1/12/32 GBP       7,001     10,049
  Orsted A/S  2.500%  5/16/33 GBP       4,000      4,702
  Orsted A/S  5.750%   4/9/40 GBP         452        740
  Orsted A/S  6.250%  6/26/13 EUR         472        519
  Orsted A/S  2.500%  2/18/21 GBP       1,100      1,118
  Sydbank A/S  1.375%  9/18/23 EUR       4,513      4,784
  Vonovia SE  0.250%   9/1/28 EUR       3,000      2,684
                   432,826
Estonia (0.0%)                           
  Luminor Bank A/S  0.539%  9/23/26 EUR      22,685     21,944
Finland (0.2%)                           
  Aktia Bank OYJ  0.375%   3/5/26 EUR       4,600      4,677
  Citycon Treasury BV  2.375%  1/15/27 EUR       4,513      4,114
  Elenia Verkko OYJ  0.375%   2/6/27 EUR       4,513      4,358
  Kojamo OYJ  1.875%  5/27/27 EUR       3,631      3,672
  Kojamo OYJ  0.875%  5/28/29 EUR       4,562      4,095
  Metso Outotec OYJ  0.875%  5/26/28 EUR       1,500      1,422
  Nordea Bank Abp  1.125%  2/12/25 EUR         100        105
  Nordea Bank Abp  0.550%  6/23/25 CHF       5,780      5,871
  Nordea Bank Abp  1.125%  2/16/27 EUR      10,000     10,169
  Nordea Bank Abp  0.500%  5/14/27 EUR       9,513      9,409
  Nordea Bank Abp  0.500%  11/2/28 EUR       3,562      3,351
  Nordea Bank Abp  0.500%  3/19/31 EUR       4,000      3,615
  Nordea Bank Abp  1.625%  12/9/32 GBP       2,391      2,652
  Nordea Kiinnitysluottopankki OYJ  0.250% 11/21/23 EUR       2,257      2,366
  Nordea Kiinnitysluottopankki OYJ  0.250%  3/18/26 EUR      12,511     12,648
  Nordea Kiinnitysluottopankki OYJ  0.625%  3/17/27 EUR      10,380     10,528
  OP Corporate Bank plc  0.375%  8/29/23 EUR       2,708      2,846
  OP Corporate Bank plc  0.375%  2/26/24 EUR       6,069      6,319
  OP Corporate Bank plc  0.375%  6/19/24 EUR       3,610      3,723
  OP Corporate Bank plc  0.125%   7/1/24 EUR       1,952      2,016
  OP Corporate Bank plc  1.000%  5/22/25 EUR       4,513      4,691
  OP Corporate Bank plc  0.500%  8/12/25 EUR       1,468      1,499
  OP Corporate Bank plc  0.600%  1/18/27 EUR       9,929      9,736
  OP Corporate Bank plc  0.100% 11/16/27 EUR       9,781      9,293
  OP Corporate Bank plc  0.375%  6/16/28 EUR       5,000      4,652
  OP Corporate Bank plc  0.625% 11/12/29 EUR       5,867      5,376
  OP Corporate Bank plc  1.625%   6/9/30 EUR      11,282     11,469
  OP Mortgage Bank  0.625%   9/4/22 EUR      10,244     10,838
  OP Mortgage Bank  0.250%  5/11/23 EUR       3,044      3,209
  OP Mortgage Bank  0.250%  3/13/24 EUR      13,538     14,117
  OP Mortgage Bank  1.000% 11/28/24 EUR       3,159      3,324
  OP Mortgage Bank  0.010% 11/19/26 EUR       4,513      4,457
  OP Mortgage Bank  0.625%  2/15/29 EUR       4,513      4,461
  OP Mortgage Bank  0.010% 11/19/30 EUR      13,538     12,365
24

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Sampo OYJ  3.375%  5/23/49 EUR       6,136      6,368
  Sampo OYJ  2.500%   9/3/52 EUR      11,973     11,052
  SATO OYJ  1.375%  5/31/24 EUR       3,000      3,109
  SATO OYJ  1.375%  2/24/28 EUR       7,000      6,605
  Stora Enso OYJ  2.500%   6/7/27 EUR       2,031      2,194
  Stora Enso OYJ  2.500%  3/21/28 EUR       2,606      2,772
                   229,543
France (3.0%)                           
  Aeroports de Paris  1.500%  7/24/23 EUR       2,300      2,447
  Aeroports de Paris  3.125%  6/11/24 EUR       1,300      1,428
  Aeroports de Paris  1.500%   4/7/25 EUR       1,900      2,005
  Aeroports de Paris  2.125%  10/2/26 EUR      13,200     14,054
  Aeroports de Paris  1.000%   1/5/29 EUR      12,100     11,781
  Aeroports de Paris  2.750%   4/2/30 EUR       8,900      9,658
  Aeroports de Paris  1.500%   7/2/32 EUR       3,300      3,113
  Aeroports de Paris  1.125%  6/18/34 EUR       1,400      1,208
  Aeroports de Paris  2.125% 10/11/38 EUR       3,400      3,107
  Air Liquide Finance SA  1.000%   4/2/25 EUR      11,600     12,129
  Air Liquide Finance SA  1.250%   6/3/25 EUR       2,600      2,737
  Air Liquide Finance SA  1.250%  6/13/28 EUR         400        413
  Air Liquide Finance SA  1.375%   4/2/30 EUR       7,200      7,379
  Air Liquide SA  2.375%   9/6/23 EUR       1,100      1,191
  Airbus Finance BV  2.375%   4/2/24 EUR       4,197      4,512
  Airbus Finance BV  2.125% 10/29/29 EUR       1,447      1,530
  Airbus Finance BV  1.375%  5/13/31 EUR       6,131      5,974
  Airbus SE  1.625%   4/7/25 EUR       2,196      2,321
  Airbus SE  1.375%   6/9/26 EUR       3,594      3,736
  Airbus SE  1.625%   6/9/30 EUR       4,500      4,532
  Airbus SE  2.375%   4/7/32 EUR       2,486      2,606
  Airbus SE  2.375%   6/9/40 EUR       6,087      5,732
  Alstom SA  0.250% 10/14/26 EUR       6,600      6,443
  Alstom SA  0.000%  1/11/29 EUR       1,700      1,515
  Altarea SCA  2.250%   7/5/24 EUR       4,600      4,808
  APRR SA  1.500%  1/15/24 EUR         200        213
  APRR SA  1.875%  1/15/25 EUR       1,200      1,283
  APRR SA  1.125%   1/9/26 EUR       4,900      5,089
  APRR SA  1.250%   1/6/27 EUR       5,000      5,174
  APRR SA  1.250%  1/18/28 EUR       3,400      3,478
  APRR SA  1.500%  1/25/30 EUR         200        204
  APRR SA  1.875%   1/6/31 EUR         100        104
  APRR SA  1.625%  1/13/32 EUR       4,300      4,352
  APRR SA  1.500%  1/17/33 EUR         100         99
  Arkea Home Loans SFH SA  2.375%  7/11/23 EUR       2,800      3,021
  Arkea Home Loans SFH SA  0.375%   3/4/24 EUR         400        418
  Arkea Home Loans SFH SA  0.750%  10/5/27 EUR          20         20
  Arkea Home Loans SFH SA  1.500%   6/1/33 EUR       4,600      4,648
  Arkema SA  1.500%  1/20/25 EUR         100        106
  Arkema SA  0.125% 10/14/26 EUR      10,000      9,900
  Arkema SA  1.500%  4/20/27 EUR       8,900      9,218
  Arkema SA  1.500% 12/31/99 EUR       3,000      2,872
  Atos SE  1.750%   5/7/25 EUR       2,600      2,622
  Autoroutes du Sud de la France SA  2.875%  1/18/23 EUR       1,600      1,722
  Autoroutes du Sud de la France SA  2.950%  1/17/24 EUR       2,400      2,608
  Autoroutes du Sud de la France SA  1.125%  4/20/26 EUR         500        518
  Autoroutes du Sud de la France SA  1.000%  5/13/26 EUR       4,900      5,054
25

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Autoroutes du Sud de la France SA  1.250%  1/18/27 EUR         100        103
  Autoroutes du Sud de la France SA  1.375%  6/27/28 EUR      10,500     10,785
  Autoroutes du Sud de la France SA  1.375%  2/21/31 EUR       3,700      3,704
  AXA Bank Europe SCF  0.500%  4/18/25 EUR      12,700     13,097
  AXA Bank Europe SCF  1.375%  4/18/33 EUR       7,100      7,099
  AXA Home Loan SFH SA  0.010% 10/16/29 EUR       4,600      4,287
  AXA SA  1.375%  10/7/41 EUR       3,976      3,485
  AXA SA  5.125%   7/4/43 EUR       1,012      1,115
  AXA SA  3.375%   7/6/47 EUR      15,807     16,825
  AXA SA  3.875%  5/20/49 EUR       6,976      7,456
  AXA SA  3.250%  5/28/49 EUR      13,696     14,183
  AXA SA  6.686%  7/29/49 GBP         813      1,112
  AXA SA  3.941% 11/29/49 EUR         871        933
  AXA SA  5.453% 11/29/49 GBP       2,776      3,629
  AXA SA  5.625%  1/16/54 GBP       4,458      5,785
  Banque Federative du Credit Mutuel SA  0.750%  6/15/23 EUR      24,900     26,341
  Banque Federative du Credit Mutuel SA  0.443% 10/12/23 JPY     700,000      5,397
  Banque Federative du Credit Mutuel SA  3.000% 11/28/23 EUR       3,700      4,031
  Banque Federative du Credit Mutuel SA  2.250% 12/18/23 GBP       1,400      1,740
  Banque Federative du Credit Mutuel SA  2.625%  3/18/24 EUR       4,600      4,982
  Banque Federative du Credit Mutuel SA  3.000%  5/21/24 EUR       8,495      9,198
  Banque Federative du Credit Mutuel SA  0.250% 10/10/24 JPY     900,000      6,903
  Banque Federative du Credit Mutuel SA  0.384% 10/11/24 JPY     100,000        769
  Banque Federative du Credit Mutuel SA  1.750% 12/19/24 GBP       4,400      5,327
  Banque Federative du Credit Mutuel SA  1.250%  1/14/25 EUR      20,300     21,271
  Banque Federative du Credit Mutuel SA  0.750%  7/17/25 EUR       7,400      7,563
  Banque Federative du Credit Mutuel SA  3.000%  9/11/25 EUR       2,300      2,474
  Banque Federative du Credit Mutuel SA  1.250%  12/5/25 GBP       5,000      5,879
  Banque Federative du Credit Mutuel SA  1.625%  1/19/26 EUR         100        105
  Banque Federative du Credit Mutuel SA  2.375%  3/24/26 EUR       9,700     10,110
  Banque Federative du Credit Mutuel SA  0.010%  5/11/26 EUR      21,100     20,606
  Banque Federative du Credit Mutuel SA  0.750%   6/8/26 EUR      10,600     10,677
  Banque Federative du Credit Mutuel SA  1.000%  7/16/26 GBP       7,000      8,073
  Banque Federative du Credit Mutuel SA  1.875%  11/4/26 EUR       2,600      2,635
  Banque Federative du Credit Mutuel SA  2.625%  3/31/27 EUR         400        418
  Banque Federative du Credit Mutuel SA  0.100%  10/8/27 EUR       6,000      5,694
  Banque Federative du Credit Mutuel SA  1.625% 11/15/27 EUR       2,300      2,265
  Banque Federative du Credit Mutuel SA  0.875%  12/7/27 GBP       1,000      1,107
  Banque Federative du Credit Mutuel SA  2.500%  5/25/28 EUR       2,300      2,341
  Banque Federative du Credit Mutuel SA  0.250%  6/29/28 EUR      12,000     11,271
  Banque Federative du Credit Mutuel SA  0.250%  7/19/28 EUR       9,800      8,939
  Banque Federative du Credit Mutuel SA  1.875% 10/26/28 GBP       3,000      3,453
  Banque Federative du Credit Mutuel SA  0.625%  11/3/28 EUR      21,900     20,310
  Banque Federative du Credit Mutuel SA  1.875%  6/18/29 EUR       4,600      4,409
  Banque Federative du Credit Mutuel SA  0.750%  1/17/30 EUR       1,100      1,000
  Banque Federative du Credit Mutuel SA  1.250%   6/3/30 EUR       2,800      2,624
  Banque Federative du Credit Mutuel SA  0.625%  2/21/31 EUR      12,600     11,009
  BNP Paribas Cardif SA  4.032% 11/29/49 EUR         400        433
  BNP Paribas Home Loan SFH SA  0.875% 11/14/24 EUR       2,257      2,366
  BNP Paribas SA  2.875%  9/26/23 EUR       2,505      2,728
  BNP Paribas SA  1.125% 10/10/23 EUR       5,326      5,633
  BNP Paribas SA  1.125% 11/22/23 EUR         100        106
  BNP Paribas SA  2.375%  5/20/24 EUR       3,836      4,146
  BNP Paribas SA  1.000%  6/27/24 EUR       2,257      2,358
  BNP Paribas SA  1.125%  8/28/24 EUR       3,000      3,135
26

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BNP Paribas SA  2.375%  2/17/25 EUR       2,257      2,400
  BNP Paribas SA  1.250%  3/19/25 EUR       4,513      4,678
  BNP Paribas SA  0.500%  7/15/25 EUR       1,900      1,953
  BNP Paribas SA  1.500% 11/17/25 EUR       9,251      9,577
  BNP Paribas SA  3.375%  1/23/26 GBP       1,219      1,520
  BNP Paribas SA  1.125%  6/11/26 EUR      11,697     11,856
  BNP Paribas SA  2.875%  10/1/26 EUR       2,166      2,291
  BNP Paribas SA  2.125%  1/23/27 EUR      13,100     13,719
  BNP Paribas SA  0.375% 10/14/27 EUR      10,000      9,659
  BNP Paribas SA  1.875% 12/14/27 GBP       2,800      3,212
  BNP Paribas SA  0.500%  2/19/28 EUR       8,200      7,873
  BNP Paribas SA  0.500%   9/1/28 EUR       5,300      5,010
  BNP Paribas SA  1.125%  4/17/29 EUR       4,600      4,446
  BNP Paribas SA  1.375%  5/28/29 EUR      12,400     12,028
  BNP Paribas SA  2.538%  7/13/29 CAD       1,691      1,148
  BNP Paribas SA  0.500%  1/19/30 EUR      16,800     15,274
  BNP Paribas SA  0.875%  7/11/30 EUR       5,000      4,617
  BNP Paribas SA  2.375% 11/20/30 EUR       4,600      4,752
  BNP Paribas SA  1.625%   7/2/31 EUR       3,000      2,689
  BNP Paribas SA  1.250%  7/13/31 GBP       3,800      3,842
  BNP Paribas SA  1.125%  1/15/32 EUR       7,000      6,663
  BNP Paribas SA  2.000%  9/13/36 GBP       2,100      2,070
  Bouygues SA  5.500%  10/6/26 GBP       2,800      3,910
  Bouygues SA  1.375%   6/7/27 EUR       1,700      1,764
  Bouygues SA  1.125%  7/24/28 EUR       2,300      2,311
  Bouygues SA  0.500%  2/11/30 EUR       2,500      2,312
  BPCE SA  0.375%  10/5/23 EUR       6,400      6,725
  BPCE SA  0.875%  1/31/24 EUR       6,400      6,704
  BPCE SA  1.000%  7/15/24 EUR       3,900      4,092
  BPCE SA  3.000%  7/19/24 EUR       4,000      4,402
  BPCE SA  0.625%  9/26/24 EUR      11,100     11,457
  BPCE SA  1.000%   4/1/25 EUR       6,800      6,991
  BPCE SA  0.625%  4/28/25 EUR      10,800     11,066
  BPCE SA  0.250%  1/15/26 EUR       4,900      4,890
  BPCE SA  1.375% 12/23/26 GBP       3,300      3,803
  BPCE SA  0.010%  1/14/27 EUR       2,200      2,111
  BPCE SA  0.500%  9/15/27 EUR       7,600      7,355
  BPCE SA  2.750% 11/30/27 EUR       2,300      2,452
  BPCE SA  1.625%  1/31/28 EUR       6,000      5,996
  BPCE SA  4.500%  4/26/28 AUD       9,240      6,349
  BPCE SA  5.250%  4/16/29 GBP       1,400      1,875
  BPCE SA  0.625%  1/15/30 EUR       6,400      5,914
  BPCE SA  0.250%  1/14/31 EUR      25,200     21,956
  BPCE SFH SA  2.375% 11/29/23 EUR       2,300      2,490
  BPCE SFH SA  0.375%  2/21/24 EUR       5,800      6,069
  BPCE SFH SA  1.750%  6/27/24 EUR       9,100      9,751
  BPCE SFH SA  1.000%  2/24/25 EUR       6,200      6,507
  BPCE SFH SA  0.398%  4/24/25 EUR       9,100      9,355
  BPCE SFH SA  0.750%   9/2/25 EUR      31,600     32,767
  BPCE SFH SA  0.625%  9/22/27 EUR       2,300      2,317
  BPCE SFH SA  0.010% 11/10/27 EUR      34,600     33,631
  BPCE SFH SA  0.875%  4/13/28 EUR       5,600      5,684
  BPCE SFH SA  0.750%  2/23/29 EUR      25,400     25,304
  BPCE SFH SA  1.000%   6/8/29 EUR       2,200      2,225
  BPCE SFH SA  0.125%  12/3/30 EUR      22,000     20,276
27

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BPCE SFH SA  0.625%  5/29/31 EUR       4,600      4,399
4 Caisse Centrale du Credit Immobilier de France SA  0.050%  3/25/25 EUR       4,600      4,747
  Caisse de Refinancement de l'Habitat SA  3.900% 10/20/23 EUR       2,257      2,494
  Caisse de Refinancement de l'Habitat SA  3.600%   3/8/24 EUR       5,235      5,798
  Caisse de Refinancement de l'Habitat SA  2.400%  1/17/25 EUR         506        551
  Caisse de Refinancement de l'Habitat SA  0.010%   2/7/28 EUR       4,600      4,441
  Caisse de Refinancement de l'Habitat SA  0.010%  10/8/29 EUR       9,500      8,871
  Caisse Nationale de Reassurance Mutuelle Agricole Groupama  6.000%  1/23/27 EUR       5,300      6,201
  Caisse Nationale de Reassurance Mutuelle Agricole Groupama  3.375%  9/24/28 EUR       3,800      3,924
  Caisse Nationale de Reassurance Mutuelle Agricole Groupama  6.375%  5/29/49 EUR       3,000      3,357
  Capgemini SE  2.500%   7/1/23 EUR       3,000      3,225
  Capgemini SE  1.000% 10/18/24 EUR       3,100      3,243
  Capgemini SE  1.750%  4/18/28 EUR       5,900      6,126
  Capgemini SE  2.000%  4/15/29 EUR       3,000      3,132
  Capgemini SE  1.125%  6/23/30 EUR       4,800      4,643
  Capgemini SE  2.375%  4/15/32 EUR       5,400      5,672
  Carmila SA  2.125%   3/7/28 EUR         500        488
  Carmila SA  1.625%   4/1/29 EUR       1,100      1,006
  Carrefour SA  0.875%  6/12/23 EUR         100        106
  Carrefour SA  0.750%  4/26/24 EUR       4,107      4,271
  Carrefour SA  1.250%   6/3/25 EUR       7,267      7,540
  Carrefour SA  1.750%   5/4/26 EUR       5,400      5,597
  Carrefour SA  2.625% 12/15/27 EUR       4,600      4,890
  Cie de Financement Foncier SA  0.325%  9/12/23 EUR       6,400      6,730
  Cie de Financement Foncier SA  2.000%   5/7/24 EUR       6,500      6,993
  Cie de Financement Foncier SA  0.500%   9/4/24 EUR       4,600      4,789
  Cie de Financement Foncier SA  0.375% 12/11/24 EUR         500        517
  Cie de Financement Foncier SA  0.750%  1/21/25 EUR       3,300      3,443
  Cie de Financement Foncier SA  4.000% 10/24/25 EUR      11,417     13,132
  Cie de Financement Foncier SA  1.000%   2/2/26 EUR          50         52
  Cie de Financement Foncier SA  0.750%  5/29/26 EUR       1,000      1,027
  Cie de Financement Foncier SA  0.225%  9/14/26 EUR       2,600      2,603
  Cie de Financement Foncier SA  5.500%  1/26/27 GBP       1,061      1,512
  Cie de Financement Foncier SA  0.375%   4/9/27 EUR       2,300      2,298
  Cie de Financement Foncier SA  0.010% 11/10/27 EUR      22,600     21,908
  Cie de Financement Foncier SA  0.750%  1/11/28 EUR       5,000      5,047
  Cie de Financement Foncier SA  0.500%  3/16/28 EUR      10,700     10,597
  Cie de Financement Foncier SA  0.875%  9/11/28 EUR       8,500      8,577
  Cie de Financement Foncier SA  3.875%  4/25/55 EUR       1,806      2,790
  Cie de Saint-Gobain  1.000%  3/17/25 EUR       3,300      3,423
  Cie de Saint-Gobain  2.375%  10/4/27 EUR       4,600      4,970
  Cie de Saint-Gobain  1.875%  9/21/28 EUR       6,000      6,288
  Cie de Saint-Gobain  1.875%  3/15/31 EUR       5,300      5,380
  Cie Financiere et Industrielle des Autoroutes SA  0.375%   2/7/25 EUR       3,600      3,694
  Cie Generale des Etablissements Michelin SCA  0.000%  11/2/28 EUR       7,200      6,712
  Cie Generale des Etablissements Michelin SCA  0.250%  11/2/32 EUR       4,000      3,420
  Cie Generale des Etablissements Michelin SCA  2.500%   9/3/38 EUR       2,300      2,388
  CNP Assurances  4.250%   6/5/45 EUR       5,000      5,498
28

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  CNP Assurances  4.500%  6/10/47 EUR       3,500      3,947
  CNP Assurances  4.000% 11/29/49 EUR       3,000      3,219
  CNP Assurances  2.500%  6/30/51 EUR       3,200      3,037
  Coentreprise de Transport d'Electricite SA  2.125%  7/29/32 EUR       7,400      7,502
  Covivio  1.875%  5/20/26 EUR         100        105
  Covivio  1.500%  6/21/27 EUR       2,000      2,029
  Covivio  2.375%  2/20/28 EUR         100        103
  Covivio  1.625%  6/23/30 EUR       6,600      6,316
  Covivio Hotels SACA  1.875%  9/24/25 EUR         400        420
  Covivio Hotels SACA  1.000%  7/27/29 EUR       5,200      4,813
  Credit Agricole Assurances SA  4.750%  9/27/48 EUR       2,300      2,546
  Credit Agricole Assurances SA  4.250% 12/31/49 EUR       3,300      3,532
  Credit Agricole Home Loan SFH SA  0.625%  9/11/23 EUR       1,355      1,431
  Credit Agricole Home Loan SFH SA  0.375%  9/30/24 EUR       2,300      2,386
  Credit Agricole Home Loan SFH SA  0.500%   4/3/25 EUR       2,300      2,375
  Credit Agricole Home Loan SFH SA  4.000%  7/16/25 EUR         950      1,086
  Credit Agricole Home Loan SFH SA  0.500%  2/19/26 EUR         500        511
  Credit Agricole Home Loan SFH SA  0.750%   5/5/27 EUR      16,300     16,588
  Credit Agricole Home Loan SFH SA  0.875%  8/11/28 EUR       6,800      6,876
  Credit Agricole Home Loan SFH SA  1.000%  1/16/29 EUR       6,800      6,893
  Credit Agricole Home Loan SFH SA  0.050%  12/6/29 EUR       4,600      4,294
  Credit Agricole Home Loan SFH SA  1.250%  3/24/31 EUR       8,200      8,289
  Credit Agricole Home Loan SFH SA  0.010%  11/3/31 EUR       4,600      4,094
  Credit Agricole Home Loan SFH SA  1.375%   2/3/32 EUR       2,100      2,129
  Credit Agricole Home Loan SFH SA  0.875%   5/6/34 EUR       6,800      6,359
  Credit Agricole Home Loan SFH SA  1.500%  9/28/38 EUR       2,300      2,249
  Credit Agricole Public Sector SCF SA  1.875%   6/7/23 EUR       4,700      5,040
  Credit Agricole Public Sector SCF SA  0.500% 10/10/25 EUR       9,800     10,052
  Credit Agricole Public Sector SCF SA  0.250% 10/31/26 EUR      13,078     13,087
  Credit Agricole Public Sector SCF SA  0.875%   8/2/27 EUR         247        252
  Credit Agricole Public Sector SCF SA  0.010%  9/13/28 EUR       4,600      4,388
  Credit Agricole Public Sector SCF SA  0.625%  3/29/29 EUR       6,400      6,306
  Credit Agricole SA  3.125%  7/17/23 EUR         300        326
  Credit Agricole SA  7.375% 12/18/23 GBP         250        334
  Credit Agricole SA  2.375%  5/20/24 EUR       6,400      6,924
  Credit Agricole SA  0.500%  6/24/24 EUR       3,000      3,106
  Credit Agricole SA  1.000%  9/16/24 EUR         900        945
  Credit Agricole SA  3.125%   2/5/26 EUR       1,900      2,119
  Credit Agricole SA  1.000%  4/22/26 EUR       2,800      2,862
  Credit Agricole SA  1.875% 12/20/26 EUR       4,600      4,737
  Credit Agricole SA  2.625%  3/17/27 EUR       9,071      9,501
  Credit Agricole SA  1.375%   5/3/27 EUR         400        410
  Credit Agricole SA  0.514%   7/6/27 JPY   1,100,000      8,319
  Credit Agricole SA  0.375%  4/20/28 EUR       2,000      1,846
  Credit Agricole SA  1.750%   3/5/29 EUR      10,500     10,401
  Credit Agricole SA  2.000%  3/25/29 EUR       2,200      2,149
  Credit Agricole SA  1.000%   7/3/29 EUR      12,200     11,814
  Credit Agricole SA  0.500%  9/21/29 EUR      15,400     14,156
  Credit Agricole SA  1.625%   6/5/30 EUR      11,200     11,406
  Credit Agricole SA  0.875%  1/14/32 EUR       3,300      2,916
  Credit Mutuel Arkea SA  1.250%  5/31/24 EUR       9,800     10,314
  Credit Mutuel Arkea SA  0.875%   5/7/27 EUR       5,900      5,854
  Credit Mutuel Arkea SA  0.375%  10/3/28 EUR       4,700      4,394
  Credit Mutuel Arkea SA  3.500%   2/9/29 EUR       9,000      9,635
  Credit Mutuel Arkea SA  1.125%  5/23/29 EUR       1,100      1,064
29

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Credit Mutuel Home Loan SFH SA  2.500%  9/11/23 EUR       1,400      1,516
  Credit Mutuel Home Loan SFH SA  4.125%  1/19/24 EUR       2,800      3,120
  Credit Mutuel Home Loan SFH SA  0.250%  4/30/24 EUR       4,600      4,785
  Credit Mutuel Home Loan SFH SA  1.750%  6/19/24 EUR       4,600      4,929
  Credit Mutuel Home Loan SFH SA  0.625%  2/10/25 EUR       1,100      1,143
  Credit Mutuel Home Loan SFH SA  0.625%   2/2/26 EUR       2,300      2,361
  Credit Mutuel Home Loan SFH SA  0.875%   4/7/26 EUR         282        292
  Credit Mutuel Home Loan SFH SA  0.750%  9/15/27 EUR       4,000      4,051
  Credit Mutuel Home Loan SFH SA  1.000%  4/30/28 EUR      15,000     15,325
  Credit Mutuel Home Loan SFH SA  0.010%  7/20/28 EUR      10,100      9,661
  Credit Mutuel Home Loan SFH SA  1.000%  1/30/29 EUR       2,700      2,737
  Danone SA  0.424%  11/3/22 EUR       3,000      3,169
  Danone SA  2.600%  6/28/23 EUR       2,700      2,916
  Danone SA  1.250%  5/30/24 EUR         100        106
  Danone SA  0.709%  11/3/24 EUR       6,400      6,685
  Danone SA  1.125%  1/14/25 EUR       4,600      4,830
  Danone SA  0.000%  12/1/25 EUR       5,000      5,010
  Danone SA  0.571%  3/17/27 EUR       8,600      8,612
  Danone SA  0.520%  11/9/30 EUR       4,000      3,737
  Dassault Systemes SE  0.125%  9/16/26 EUR       2,300      2,278
  Dassault Systemes SE  0.375%  9/16/29 EUR       4,600      4,366
5 Dexia Credit Local SA  0.625%   2/3/24 EUR      28,000     29,440
5 Dexia Credit Local SA  1.250% 11/26/24 EUR       7,800      8,269
5 Dexia Credit Local SA  0.500%  1/17/25 EUR      11,400     11,835
5 Dexia Credit Local SA  2.125%  2/12/25 GBP       1,400      1,751
5 Dexia Credit Local SA  0.625%  1/17/26 EUR       2,100      2,156
5 Dexia Credit Local SA  1.000% 10/18/27 EUR          50         51
5 Dexia Credit Local SA  0.000%  1/21/28 EUR       5,700      5,505
  Edenred  1.375%  3/10/25 EUR         200        209
  Edenred  1.375%  6/18/29 EUR       3,000      2,973
  Electricite de France SA  4.625%  9/11/24 EUR       4,550      5,174
  Electricite de France SA  0.300% 10/14/24 CHF       5,135      5,202
  Electricite de France SA  4.000% 11/12/25 EUR       5,800      6,620
  Electricite de France SA  1.000% 10/13/26 EUR       7,400      7,588
  Electricite de France SA  4.125%  3/25/27 EUR       8,200      9,558
  Electricite de France SA  4.625%  4/26/30 EUR          50         62
  Electricite de France SA  2.000%  10/2/30 EUR         900        920
  Electricite de France SA  5.875%  7/18/31 GBP       1,399      2,036
  Electricite de France SA  5.625%  2/21/33 EUR       3,973      5,316
  Electricite de France SA  1.000% 11/29/33 EUR       1,000        879
  Electricite de France SA  6.125%   6/2/34 GBP      11,150     16,675
  Electricite de France SA  1.875% 10/13/36 EUR       4,900      4,483
  Electricite de France SA  5.500%  3/27/37 GBP       5,500      7,849
  Electricite de France SA  4.500% 11/12/40 EUR       1,850      2,285
  Electricite de France SA  5.500% 10/17/41 GBP       5,000      7,266
  Electricite de France SA  2.000%  12/9/49 EUR       5,900      4,784
  Electricite de France SA  5.125%  9/22/50 GBP         150        216
  Electricite de France SA  6.000%  1/23/14 GBP       4,300      6,734
  ELO SACA  2.375% 12/12/22 EUR         900        959
  ELO SACA  2.375%  4/25/25 EUR       3,700      3,807
  Engie Alliance GIE  5.750%  6/24/23 EUR       2,703      3,031
  Engie SA  0.875%  3/27/24 EUR       1,000      1,052
  Engie SA  0.875%  9/19/25 EUR       6,200      6,387
  Engie SA  1.000%  3/13/26 EUR       1,400      1,436
  Engie SA  2.375%  5/19/26 EUR         100        108
30

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Engie SA  0.375%  6/11/27 EUR       7,600      7,382
  Engie SA  1.750%  3/27/28 EUR       3,400      3,508
  Engie SA  1.375%  6/22/28 EUR         900        906
  Engie SA  7.000% 10/30/28 GBP       1,850      2,834
  Engie SA  2.125%  3/30/32 EUR       5,900      6,046
  Engie SA  1.000% 10/26/36 EUR       2,000      1,656
  Engie SA  2.000%  9/28/37 EUR       3,800      3,528
  Engie SA  1.375%  6/21/39 EUR       3,000      2,472
  Engie SA  1.250% 10/24/41 EUR       4,100      3,215
  Engie SA  3.875%   6/2/49 EUR         700        746
  Engie SA  5.000%  10/1/60 GBP       2,300      3,565
  Engie SA  1.625% 12/31/99 EUR       4,300      4,236
  Engie SA  5.950%  3/16/11 EUR       1,432      1,977
  EssilorLuxottica SA  0.000%  5/27/23 EUR         100        105
  EssilorLuxottica SA  2.625%  2/10/24 EUR       4,152      4,517
  EssilorLuxottica SA  0.125%  5/27/25 EUR       4,600      4,679
  EssilorLuxottica SA  0.500%   6/5/28 EUR       9,100      8,957
  Eutelsat SA  2.000%  10/2/25 EUR       1,800      1,884
  Eutelsat SA  2.250%  7/13/27 EUR         400        412
  Eutelsat SA  1.500% 10/13/28 EUR       1,400      1,374
  Gecina SA  1.500%  1/20/25 EUR       4,200      4,423
  Gecina SA  1.375%  1/26/28 EUR         700        707
  Gecina SA  1.000%  1/30/29 EUR       1,100      1,075
  Gecina SA  1.625%  3/14/30 EUR       4,000      3,986
  Gecina SA  0.875%  6/30/36 EUR       4,900      3,974
  GELF Bond Issuer I SA  1.625% 10/20/26 EUR       1,000      1,005
  GELF Bond Issuer I SA  1.125%  7/18/29 EUR       1,896      1,748
  Groupe des Assurances du Credit Mutuel SADIR  1.850%  4/21/42 EUR       2,600      2,298
  Holding d'Infrastructures de Transport SASU  2.250%  3/24/25 EUR       2,000      2,118
  Holding d'Infrastructures de Transport SASU  1.625% 11/27/27 EUR       7,200      7,058
  Holding d'Infrastructures de Transport SASU  1.625%  9/18/29 EUR       3,000      2,811
  Holding d'Infrastructures des Metiers de l'Environnement  0.125%  9/16/25 EUR       4,730      4,677
  Holding d'Infrastructures des Metiers de l'Environnement  0.625%  9/16/28 EUR      14,355     13,335
  HSBC Continental Europe SA  0.250%  5/17/24 EUR       1,400      1,447
  HSBC Continental Europe SA  0.100%   9/3/27 EUR       4,600      4,382
  HSBC SFH France SA  2.000% 10/16/23 EUR       1,200      1,291
  ICADE  1.125% 11/17/25 EUR       5,100      5,196
  ICADE  1.000%  1/19/30 EUR       1,700      1,582
  ICADE  0.625%  1/18/31 EUR       4,800      4,152
  Icade Sante SAS  0.875%  11/4/29 EUR       8,000      7,511
  Imerys SA  2.000% 12/10/24 EUR         200        212
  Imerys SA  1.500%  1/15/27 EUR         400        407
  Imerys SA  1.000%  7/15/31 EUR         400        345
  Indigo Group SAS  1.625%  4/19/28 EUR         100         98
  In'li SA  1.125%   7/2/29 EUR         800        752
  JCDecaux SA  1.000%   6/1/23 EUR       4,600      4,863
  JCDecaux SA  2.625%  4/24/28 EUR       2,300      2,375
  JCDecaux SA  1.625%   2/7/30 EUR       1,000        943
  Kering SA  1.250%  5/10/26 EUR       4,300      4,471
  Klepierre SA  1.875%  2/19/26 EUR       3,500      3,687
  Klepierre SA  1.375%  2/16/27 EUR         400        406
  Klepierre SA  2.000%  5/12/29 EUR       2,100      2,131
  Klepierre SA  0.625%   7/1/30 EUR       4,800      4,292
31

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Klepierre SA  1.250%  9/29/31 EUR         100         93
  La Banque Postale Home Loan SFH SA  2.375%  1/15/24 EUR       2,300      2,490
  La Banque Postale Home Loan SFH SA  0.625%  6/23/27 EUR       5,700      5,755
  La Banque Postale Home Loan SFH SA  0.875%   2/7/28 EUR       4,100      4,164
  La Banque Postale Home Loan SFH SA  1.000%  10/4/28 EUR       2,300      2,336
  La Banque Postale Home Loan SFH SA  0.010% 10/22/29 EUR      25,300     23,539
  La Banque Postale SA  1.000% 10/16/24 EUR       2,300      2,385
  La Banque Postale SA  0.500%  6/17/26 EUR       1,000      1,004
  La Banque Postale SA  2.000%  7/13/28 EUR       4,400      4,496
  La Banque Postale SA  1.375%  4/24/29 EUR       1,400      1,358
  La Banque Postale SA  0.750%  6/23/31 EUR      10,000      8,726
  La Mondiale SAM  2.125%  6/23/31 EUR       1,000        917
  La Mondiale SAM  5.050% 12/29/49 EUR       3,069      3,408
  La Poste SA  2.750% 11/26/24 EUR       2,000      2,204
  La Poste SA  1.125%   6/4/25 EUR       4,600      4,822
  La Poste SA  0.625% 10/21/26 EUR       4,400      4,438
  La Poste SA  0.375%  9/17/27 EUR       9,000      8,840
  La Poste SA  1.450% 11/30/28 EUR       1,000      1,033
  La Poste SA  0.000%  7/18/29 EUR       5,700      5,217
  La Poste SA  1.375%  4/21/32 EUR      15,500     15,296
  Legrand SA  0.750%   7/6/24 EUR         100        105
  Legrand SA  0.750%  5/20/30 EUR       8,400      8,097
  Legrand SA  0.375%  10/6/31 EUR         700        635
  Legrand SA  1.875%   7/6/32 EUR         500        510
  LVMH Moet Hennessy Louis Vuitton SE  1.000%  2/11/23 GBP       2,000      2,491
  LVMH Moet Hennessy Louis Vuitton SE  0.000%  2/11/24 EUR       9,000      9,340
  LVMH Moet Hennessy Louis Vuitton SE  0.750%  5/26/24 EUR       4,938      5,184
  LVMH Moet Hennessy Louis Vuitton SE  0.000%  2/11/26 EUR       9,000      8,993
  LVMH Moet Hennessy Louis Vuitton SE  1.125%  2/11/27 GBP       7,300      8,580
  LVMH Moet Hennessy Louis Vuitton SE  0.125%  2/11/28 EUR       4,600      4,447
  LVMH Moet Hennessy Louis Vuitton SE  0.375%  2/11/31 EUR       2,000      1,854
  Mercialys SA  2.500%  2/28/29 EUR       1,500      1,462
  MMS USA Investments Inc.  0.625%  6/13/25 EUR       9,700      9,893
  MMS USA Investments Inc.  1.250%  6/13/28 EUR       6,100      6,067
  MMS USA Investments Inc.  1.750%  6/13/31 EUR       2,900      2,862
  Orange SA  0.750%  9/11/23 EUR         900        953
  Orange SA  3.125%   1/9/24 EUR         100        110
  Orange SA  1.125%  7/15/24 EUR       4,400      4,658
  Orange SA  1.000%  5/12/25 EUR       4,600      4,787
  Orange SA  1.000%  9/12/25 EUR       6,200      6,430
  Orange SA  5.250%  12/5/25 GBP         624        851
  Orange SA  0.000%  6/29/26 EUR       3,000      2,958
  Orange SA  0.000%   9/4/26 EUR       2,900      2,845
  Orange SA  0.875%   2/3/27 EUR         500        508
  Orange SA  1.250%   7/7/27 EUR       3,700      3,807
  Orange SA  1.375%  3/20/28 EUR      16,500     16,911
  Orange SA  8.125% 11/20/28 GBP       2,934      4,776
  Orange SA  2.000%  1/15/29 EUR         100        106
  Orange SA  1.375%  1/16/30 EUR       1,200      1,211
  Orange SA  1.875%  9/12/30 EUR      13,800     14,349
  Orange SA  3.250%  1/15/32 GBP       9,700     12,074
  Orange SA  1.625%   4/7/32 EUR       6,900      6,890
  Orange SA  0.500%   9/4/32 EUR       8,800      7,810
  Orange SA  8.125%  1/28/33 EUR         212        342
  Orange SA  0.625% 12/16/33 EUR       3,400      2,962
32

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Orange SA  5.625%  1/23/34 GBP       1,779      2,682
  Orange SA  0.750%  6/29/34 EUR       2,000      1,732
  Orange SA  1.375%   9/4/49 EUR       1,900      1,581
  Orange SA  5.000% 10/29/49 EUR       6,029      6,824
  Orange SA  5.250% 12/29/49 EUR       5,431      5,993
  Orange SA  1.375% 12/31/99 EUR       1,500      1,334
  Orange SA  1.750% 12/31/99 EUR       2,100      1,961
  Orange SA  2.375% 12/31/99 EUR       5,600      5,762
  Pernod Ricard SA  0.000% 10/24/23 EUR         100        104
  Pernod Ricard SA  1.125%   4/7/25 EUR         300        314
  Pernod Ricard SA  1.500%  5/18/26 EUR       1,400      1,470
  Pernod Ricard SA  0.125%  10/4/29 EUR       7,000      6,392
  Pernod Ricard SA  1.750%   4/8/30 EUR         100        103
  Pernod Ricard SA  0.875% 10/24/31 EUR       4,700      4,383
  PSA Banque France SA  0.625%  6/21/24 EUR       3,000      3,110
  PSA Tresorerie GIE  6.000%  9/19/33 EUR       1,783      2,178
  Publicis Groupe SA  0.500%  11/3/23 EUR         100        105
  RCI Banque SA  1.000%  5/17/23 EUR       2,888      3,040
  RCI Banque SA  0.500%  9/15/23 EUR       1,121      1,166
  RCI Banque SA  1.375%   3/8/24 EUR       4,965      5,187
  RCI Banque SA  1.625%  4/11/25 EUR       9,218      9,448
  RCI Banque SA  1.750%  4/10/26 EUR       7,027      7,015
  RCI Banque SA  1.625%  5/26/26 EUR         587        581
  RTE Reseau de Transport d'Electricite SADIR  1.625% 11/27/25 EUR       5,900      6,236
  RTE Reseau de Transport d'Electricite SADIR  0.000%   9/9/27 EUR      13,800     13,224
  RTE Reseau de Transport d'Electricite SADIR  2.750%  6/20/29 EUR         900        997
  RTE Reseau de Transport d'Electricite SADIR  1.500%  9/27/30 EUR       2,300      2,321
  RTE Reseau de Transport d'Electricite SADIR  2.000%  4/18/36 EUR         100         99
  RTE Reseau de Transport d'Electricite SADIR  1.875% 10/23/37 EUR       2,800      2,700
  RTE Reseau de Transport d'Electricite SADIR  1.125%   7/8/40 EUR       8,300      7,017
  Safran SA  0.125%  3/16/26 EUR       1,800      1,762
  Safran SA  0.950% 10/19/28 EUR         900        842
  Sanofi  2.500% 11/14/23 EUR       2,300      2,493
  Sanofi  1.000%   4/1/25 EUR       8,800      9,255
  Sanofi  1.750%  9/10/26 EUR       3,300      3,541
  Sanofi  0.500%  1/13/27 EUR         100        101
  Sanofi  1.125%   4/5/28 EUR       4,800      4,952
  Sanofi  0.875%  3/21/29 EUR       4,600      4,620
  Sanofi  1.500%   4/1/30 EUR      12,800     13,239
  Sanofi  1.875%  3/21/38 EUR       3,400      3,431
  SCOR SE  3.000%   6/8/46 EUR       2,100      2,245
  SCOR SE  3.625%  5/27/48 EUR       3,200      3,519
  SCOR SE  1.375%  9/17/51 EUR       3,100      2,713
  Societe Fonciere Lyonnaise SA  0.500%  4/21/28 EUR       1,800      1,654
  Societe Generale SA  0.750%  5/26/23 EUR       2,300      2,439
  Societe Generale SA  4.000%   6/7/23 EUR       2,000      2,174
  Societe Generale SA  1.250%  2/15/24 EUR       8,500      8,947
  Societe Generale SA  1.125%  1/23/25 EUR       5,300      5,513
  Societe Generale SA  1.125%  4/21/26 EUR       4,000      4,093
33

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Societe Generale SA  0.750%  1/25/27 EUR      10,900     10,551
  Societe Generale SA  0.847%  5/26/27 JPY     900,000      6,663
  Societe Generale SA  1.250%  12/7/27 GBP       5,000      5,469
  Societe Generale SA  2.125%  9/27/28 EUR       5,000      5,037
  Societe Generale SA  1.750%  3/22/29 EUR       5,200      5,080
  Societe Generale SA  0.500%  6/12/29 EUR      15,900     14,524
  Societe Generale SA  1.250%  6/12/30 EUR       3,700      3,400
  Societe Generale SA  1.000% 11/24/30 EUR       2,000      1,948
  Societe Generale SFH SA  0.250%  9/11/23 EUR         400        420
  Societe Generale SFH SA  2.000%  4/29/24 EUR       6,100      6,564
  Societe Generale SFH SA  0.500%  1/30/25 EUR       4,100      4,247
  Societe Generale SFH SA  0.500%  1/28/26 EUR       5,100      5,214
  Societe Generale SFH SA  0.750%  1/19/28 EUR       4,600      4,646
  Societe Generale SFH SA  0.125%   2/2/29 EUR      23,500     22,425
  Societe Generale SFH SA  0.010%  2/11/30 EUR       1,700      1,576
  Societe Generale SFH SA  0.010%   2/5/31 EUR      39,800     36,053
  Sodexo SA  0.500%  1/17/24 EUR         391        409
  Sodexo SA  0.750%  4/27/25 EUR       8,586      8,833
  Sodexo SA  2.500%  6/24/26 EUR         217        235
  Sodexo SA  0.750%  4/14/27 EUR         586        583
  Sodexo SA  1.750%  6/26/28 GBP       3,610      4,223
  Suez SA  2.750%  10/9/23 EUR       1,400      1,522
  Suez SA  5.500%  7/22/24 EUR       2,200      2,541
  Suez SA  1.000%   4/3/25 EUR       4,700      4,895
  Suez SA  1.750%  9/10/25 EUR         100        106
  Suez SA  1.250%   4/2/27 EUR       9,100      9,363
  Suez SA  1.500%   4/3/29 EUR       1,000      1,026
  Suez SA  1.625%  9/17/30 EUR         200        202
  Suez SA  5.375%  12/2/30 GBP         400        579
  TDF Infrastructure SAS  2.500%   4/7/26 EUR         300        311
  TDF Infrastructure SAS  1.750%  12/1/29 EUR       3,000      2,780
  Terega SA  0.625%  2/27/28 EUR       1,000        927
  Terega SA  0.875%  9/17/30 EUR       2,300      2,031
  Thales SA  0.000%  3/26/26 EUR       3,000      2,970
  TotalEnergies Capital Canada Ltd.  2.125%  9/18/29 EUR       7,200      7,603
  TotalEnergies Capital International SA  0.625%  10/4/24 EUR       5,400      5,617
  TotalEnergies Capital International SA  1.375%  3/19/25 EUR       6,200      6,537
  TotalEnergies Capital International SA  1.750%   7/7/25 GBP       4,181      5,105
  TotalEnergies Capital International SA  2.875% 11/19/25 EUR       3,700      4,094
  TotalEnergies Capital International SA  2.500%  3/25/26 EUR       2,000      2,192
  TotalEnergies Capital International SA  1.491%   4/8/27 EUR       6,600      6,899
  TotalEnergies Capital International SA  0.696%  5/31/28 EUR      10,200     10,065
  TotalEnergies Capital International SA  1.491%   9/4/30 EUR         400        402
  TotalEnergies Capital International SA  0.952%  5/18/31 EUR       3,000      2,862
  TotalEnergies Capital International SA  1.994%   4/8/32 EUR       4,800      4,970
  TotalEnergies Capital International SA  1.618%  5/18/40 EUR       5,600      5,000
  TotalEnergies SE  2.625% 12/29/49 EUR      10,242     10,446
  TotalEnergies SE  2.708% 12/29/49 EUR       6,138      6,470
  TotalEnergies SE  3.369% 12/29/49 EUR       3,250      3,328
  TotalEnergies SE  1.625% 12/31/99 EUR       8,184      7,524
  TotalEnergies SE  1.750% 12/31/99 EUR       3,656      3,746
  TotalEnergies SE  2.000% 12/31/99 EUR       4,391      3,786
  TotalEnergies SE  2.125% 12/31/99 EUR       7,281      6,049
  TotalEnergies SE  3.250% 12/31/99 EUR       2,000      1,730
  UMG Groupe VYV  1.625%   7/2/29 EUR       1,900      1,876
34

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Unibail-Rodamco-Westfield SE  2.500%  2/26/24 EUR         853        915
  Unibail-Rodamco-Westfield SE  1.000%  3/14/25 EUR       4,513      4,636
  Unibail-Rodamco-Westfield SE  1.125%  9/15/25 EUR       5,300      5,383
  Unibail-Rodamco-Westfield SE  1.375%   3/9/26 EUR         213        217
  Unibail-Rodamco-Westfield SE  2.500%   6/4/26 EUR         100        106
  Unibail-Rodamco-Westfield SE  1.000%  2/27/27 EUR       1,600      1,585
  Unibail-Rodamco-Westfield SE  0.625%   5/4/27 EUR      14,100     13,584
  Unibail-Rodamco-Westfield SE  1.500%  5/29/29 EUR         100         97
  Unibail-Rodamco-Westfield SE  2.625%   4/9/30 EUR       3,000      3,092
  Unibail-Rodamco-Westfield SE  1.375%  4/15/30 EUR       4,385      4,138
  Unibail-Rodamco-Westfield SE  1.875%  1/15/31 EUR      10,300      9,831
  Unibail-Rodamco-Westfield SE  1.375%  12/4/31 EUR       3,800      3,398
  Unibail-Rodamco-Westfield SE  0.875%  3/29/32 EUR       8,700      7,388
  Unibail-Rodamco-Westfield SE  2.000%  6/29/32 EUR       1,300      1,228
  Unibail-Rodamco-Westfield SE  1.375%  5/25/33 EUR         600        519
  Unibail-Rodamco-Westfield SE  2.000%  4/28/36 EUR         587        522
  Unibail-Rodamco-Westfield SE  2.250%  5/14/38 EUR         400        345
  Unibail-Rodamco-Westfield SE  1.750%   7/1/49 EUR       4,100      2,897
  Unibail-Rodamco-Westfield SE  2.125% 12/31/99 EUR       2,500      2,554
  Unibail-Rodamco-Westfield SE  2.875% 12/31/99 EUR         200        198
  Veolia Environnement SA  0.892%  1/14/24 EUR       2,700      2,850
  Veolia Environnement SA  4.625%  3/30/27 EUR       2,000      2,390
  Veolia Environnement SA  1.590%  1/10/28 EUR       2,900      3,008
  Veolia Environnement SA  0.927%   1/4/29 EUR       2,300      2,269
  Veolia Environnement SA  0.800%  1/15/32 EUR       4,400      4,000
  Veolia Environnement SA  6.125% 11/25/33 EUR       1,977      2,823
  Vinci SA  1.000%  9/26/25 EUR       2,300      2,385
  Vinci SA  2.250%  3/15/27 GBP         400        492
  Vinci SA  0.000% 11/27/28 EUR       2,000      1,882
  Vinci SA  1.625%  1/18/29 EUR       9,600      9,945
  Vinci SA  1.750%  9/26/30 EUR       3,100      3,209
  Vinci SA  0.500%   1/9/32 EUR       5,000      4,540
  Vinci SA  2.750%  9/15/34 GBP       4,400      5,222
  Vivendi SE  1.125% 12/11/28 EUR       2,500      2,480
  Wendel SE  1.375%  4/26/26 EUR       3,000      3,080
  Wendel SE  1.000%   6/1/31 EUR       3,000      2,706
  Westfield America Management Ltd.  2.625%  3/30/29 GBP       1,500      1,691
                   2,711,122
Germany (2.4%)                           
  Aareal Bank AG  0.125%   2/1/24 EUR       2,257      2,352
  Aareal Bank AG  0.375%  7/15/25 EUR         993      1,018
  Aareal Bank AG  0.010%   2/1/28 EUR      18,800     18,203
  Aareal Bank AG  0.010%  9/15/28 EUR      11,400     10,899
  Allianz Finance II BV  0.875%  1/15/26 EUR         900        934
  Allianz Finance II BV  0.875%  12/6/27 EUR       3,000      3,034
  Allianz Finance II BV  3.000%  3/13/28 EUR       1,300      1,476
  Allianz Finance II BV  0.500%  1/14/31 EUR       5,700      5,235
  Allianz SE  2.241%   7/7/45 EUR       3,100      3,255
  Allianz SE  4.750% 12/31/49 EUR       2,600      2,818
  Allianz SE  2.121%   7/8/50 EUR       4,900      4,750
  Allianz SE  3.375% 12/31/99 EUR       7,000      7,471
  alstria office REIT AG  1.500% 11/15/27 EUR       4,400      4,079
  Amprion GmbH  0.625%  9/23/33 EUR       8,600      7,156
  Aroundtown SA  1.000%   1/7/25 EUR         100        102
  Aroundtown SA  0.625%   7/9/25 EUR         900        888
35

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Aroundtown SA  4.625%  9/18/25 CAD         650        501
  Aroundtown SA  1.500%  5/28/26 EUR       7,500      7,495
  Aroundtown SA  0.000%  7/16/26 EUR       4,800      4,469
  Aroundtown SA  0.375%  4/15/27 EUR       4,000      3,695
  Aroundtown SA  1.625%  1/31/28 EUR       2,000      1,918
  Aroundtown SA  1.450%   7/9/28 EUR       6,600      6,137
  Aroundtown SA  3.000% 10/16/29 GBP       4,017      4,658
  Aroundtown SA  3.625%  4/10/31 GBP       4,000      4,713
  Aroundtown SA  1.625% 12/31/99 EUR       4,000      3,564
  Aroundtown SA  2.125% 12/31/99 EUR       5,900      5,923
  Aroundtown SA  3.375% 12/31/99 EUR         400        404
  BASF SE  0.101%   6/5/23 EUR         600        630
  BASF SE  0.875%  10/6/23 GBP          98        121
  BASF SE  1.750%  3/11/25 GBP         282        344
  BASF SE  0.875% 11/15/27 EUR          20         20
  BASF SE  1.500%  5/22/30 EUR       5,610      5,660
  BASF SE  0.875%  10/6/31 EUR         212        199
  BASF SE  1.450% 12/13/32 EUR       7,500      7,202
  BASF SE  1.625% 11/15/37 EUR         586        523
  Bayer AG  0.050%  1/12/25 EUR       6,200      6,274
  Bayer AG  0.750%   1/6/27 EUR       6,000      5,951
  Bayer AG  0.375%  1/12/29 EUR       4,000      3,687
  Bayer AG  0.625%  7/12/31 EUR       4,300      3,795
  Bayer AG  1.375%   7/6/32 EUR      11,600     10,635
  Bayer AG  1.000%  1/12/36 EUR       4,300      3,489
  Bayer Capital Corp. BV  0.625% 12/15/22 EUR       6,800      7,189
  Bayer Capital Corp. BV  1.500%  6/26/26 EUR         100        104
  Bayer Capital Corp. BV  2.125% 12/15/29 EUR       4,700      4,794
  Bayerische Landesbank  2.000%  7/11/22 EUR         247        262
  Bayerische Landesbank  0.350%  12/1/22 EUR       2,257      2,388
  Bayerische Landesbank  0.500%  3/19/25 EUR       4,513      4,666
  Bayerische Landesbank  0.625%  7/19/27 EUR         904        913
  Bayerische Landesbank  0.200%  5/20/30 EUR       2,580      2,428
  Bayerische Landesbodenkreditanstalt  1.750%  4/24/24 EUR       1,355      1,455
  Berlin Hyp AG  0.125% 10/23/23 EUR      11,507     12,047
  Berlin Hyp AG  0.125%   1/5/24 EUR       2,257      2,355
  Berlin Hyp AG  0.375%   5/3/24 EUR       3,525      3,676
  Berlin Hyp AG  1.250%  1/22/25 EUR         100        105
  Berlin Hyp AG  0.375%  2/21/25 EUR      10,000     10,313
  Berlin Hyp AG  0.625% 10/22/25 EUR          98        101
  Berlin Hyp AG  0.010%  8/24/26 EUR      29,880     29,715
  Berlin Hyp AG  0.010%  1/24/28 EUR       6,849      6,628
  Berlin Hyp AG  0.010%   7/7/28 EUR      26,795     25,731
  Berlin Hyp AG  0.375%  5/29/29 EUR      10,000      9,682
  Berlin Hyp AG  0.250%  5/19/33 EUR       7,654      6,770
  Bertelsmann SE & Co. KGaA  1.750% 10/14/24 EUR       2,700      2,889
  Bertelsmann SE & Co. KGaA  2.000%   4/1/28 EUR       3,700      3,894
  BMW Canada Inc.  2.410% 11/27/23 CAD       2,000      1,529
  BMW Canada Inc.  0.990%  1/14/25 CAD       1,991      1,440
  BMW Finance NV  2.375%  1/24/23 EUR          79         85
  BMW Finance NV  0.375%  7/10/23 EUR       4,739      4,996
  BMW Finance NV  0.625%  10/6/23 EUR       5,055      5,327
  BMW Finance NV  0.750%  4/15/24 EUR         406        426
  BMW Finance NV  1.000% 11/14/24 EUR       5,317      5,579
  BMW Finance NV  0.875%   4/3/25 EUR       4,152      4,319
36

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BMW Finance NV  1.000%  8/29/25 EUR       3,601      3,754
  BMW Finance NV  0.000%  1/11/26 EUR      16,184     16,155
  BMW Finance NV  0.375%  1/14/27 EUR       6,769      6,748
  BMW Finance NV  1.500%   2/6/29 EUR       7,577      7,769
  BMW Finance NV  0.200%  1/11/33 EUR       4,229      3,550
  BMW International Investment BV  1.875%  9/11/23 GBP          59         74
  Brenntag Finance BV  1.125%  9/27/25 EUR       1,625      1,678
  Commerzbank AG  0.500%  9/13/23 EUR         452        474
  Commerzbank AG  0.125%   1/9/24 EUR      10,000     10,431
  Commerzbank AG  0.050%  7/11/24 EUR      11,818     12,208
  Commerzbank AG  0.625%  8/28/24 EUR       4,513      4,670
  Commerzbank AG  0.625%  3/13/25 EUR       7,152      7,417
  Commerzbank AG  0.625%  5/28/25 EUR       4,061      4,201
  Commerzbank AG  0.875%   9/8/25 EUR       4,558      4,740
  Commerzbank AG  1.000%   3/4/26 EUR       9,790      9,947
  Commerzbank AG  0.500%   6/9/26 EUR       6,769      6,884
  Commerzbank AG  0.500%  12/4/26 EUR       6,769      6,670
  Commerzbank AG  0.125% 12/15/26 EUR       5,326      5,288
  Commerzbank AG  0.625%  8/24/27 EUR         497        501
  Commerzbank AG  0.010%  3/11/30 EUR       4,061      3,762
  Commerzbank AG  1.250%   1/9/34 EUR       3,159      3,107
  Covestro AG  1.750%  9/25/24 EUR       4,513      4,802
  Covestro AG  0.875%   2/3/26 EUR         313        321
  Daimler AG  1.625%  8/22/23 EUR       5,000      5,339
  Daimler AG  0.000%   2/8/24 EUR         282        292
  Daimler AG  0.375%  11/8/26 EUR       6,769      6,746
  Daimler AG  1.000% 11/15/27 EUR       4,367      4,428
  Daimler AG  0.750%   2/8/30 EUR       9,061      8,658
  Daimler AG  2.375%  5/22/30 EUR       7,000      7,538
  Daimler AG  0.750%  9/10/30 EUR       2,257      2,145
  Daimler AG  2.000%  2/27/31 EUR       5,069      5,269
  Daimler AG  1.125%  11/6/31 EUR       4,513      4,287
  Daimler AG  1.125%   8/8/34 EUR       4,061      3,686
  Daimler AG  2.125%   7/3/37 EUR       1,592      1,570
  Daimler Canada Finance Inc.  2.540%  8/21/23 CAD       2,695      2,071
  Daimler Canada Finance Inc.  2.970%  3/13/24 CAD       1,630      1,251
  Daimler Canada Finance Inc.  1.650%  9/22/25 CAD       3,220      2,315
  Daimler International Finance BV  0.625%  2/27/23 EUR       3,515      3,725
  Daimler International Finance BV  2.000%   9/4/23 GBP         100        125
  Daimler International Finance BV  0.875%   4/9/24 EUR       5,332      5,595
  Daimler International Finance BV  2.625%   4/7/25 EUR      11,377     12,389
  Daimler International Finance BV  1.000% 11/11/25 EUR       9,477      9,822
  Daimler International Finance BV  1.375%  6/26/26 EUR       7,852      8,208
  Daimler International Finance BV  2.000%  8/22/26 EUR      15,439     16,522
  Daimler International Finance BV  0.625%   5/6/27 EUR       6,769      6,761
  Daimler Trucks Finance Canada Inc.  1.850% 12/15/23 CAD       2,491      1,879
  Daimler Trucks Finance Canada Inc.  2.140% 12/13/24 CAD       2,491      1,849
  Daimler Trucks Finance Canada Inc.  2.460% 12/15/26 CAD       1,391        995
  DekaBank Deutsche Girozentrale  0.300% 11/20/26 EUR       2,300      2,300
  Deutsche Apotheker-und Aerztebank eG  0.750%  10/5/27 EUR         300        304
  Deutsche Bahn Finance GmbH  2.500%  9/12/23 EUR       8,349      9,042
  Deutsche Bahn Finance GmbH  0.000%  2/14/24 EUR       1,500      1,557
  Deutsche Bahn Finance GmbH  3.000%   3/8/24 EUR       1,806      1,990
  Deutsche Bahn Finance GmbH  1.500%  8/26/24 CHF       2,250      2,360
  Deutsche Bahn Finance GmbH  3.500%  9/27/24 AUD       2,020      1,427
37

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Deutsche Bahn Finance GmbH  1.375%   7/7/25 GBP      11,460     13,967
  Deutsche Bahn Finance GmbH  1.250% 10/23/25 EUR       1,128      1,185
  Deutsche Bahn Finance GmbH  1.875%  2/13/26 GBP       1,750      2,156
  Deutsche Bahn Finance GmbH  3.125%  7/24/26 GBP          98        126
  Deutsche Bahn Finance GmbH  0.500%   4/9/27 EUR       2,536      2,566
  Deutsche Bahn Finance GmbH  1.125% 12/18/28 EUR         222        228
  Deutsche Bahn Finance GmbH  2.750%  3/19/29 EUR       1,579      1,789
  Deutsche Bahn Finance GmbH  0.375%  6/23/29 EUR       1,287      1,244
  Deutsche Bahn Finance GmbH  1.625%  11/6/30 EUR          20         21
  Deutsche Bahn Finance GmbH  1.375%  3/28/31 EUR       1,355      1,374
  Deutsche Bahn Finance GmbH  0.875%  7/11/31 EUR       1,219      1,186
  Deutsche Bahn Finance GmbH  0.200%  5/20/33 CHF       6,175      5,435
  Deutsche Bahn Finance GmbH  1.625%  8/16/33 EUR       4,423      4,494
  Deutsche Bahn Finance GmbH  0.750%  7/16/35 EUR       4,105      3,641
  Deutsche Bahn Finance GmbH  0.625%  4/15/36 EUR       2,803      2,400
  Deutsche Bahn Finance GmbH  1.375%  4/16/40 EUR       4,565      4,123
  Deutsche Bahn Finance GmbH  0.625%  12/8/50 EUR       9,670      6,593
  Deutsche Bahn Finance GmbH  1.125%  5/29/51 EUR       4,281      3,380
  Deutsche Bahn Finance GmbH  0.950% 12/31/99 EUR       3,000      2,939
  Deutsche Bank AG  1.125%  8/30/23 EUR      11,430     12,113
  Deutsche Bank AG  0.625% 12/19/23 CHF       5,195      5,302
  Deutsche Bank AG  0.250%   3/8/24 EUR       4,197      4,375
  Deutsche Bank AG  2.625% 12/16/24 GBP       5,600      6,845
  Deutsche Bank AG  2.625%  2/12/26 EUR       7,400      7,776
  Deutsche Bank AG  1.625%  1/20/27 EUR       6,300      6,249
  Deutsche Bank AG  0.750%  2/17/27 EUR      10,400     10,087
  Deutsche Bank AG  1.750%  1/17/28 EUR       3,200      3,126
  Deutsche Bank AG  0.250%  8/31/28 EUR       2,257      2,189
  Deutsche Bank AG  1.750% 11/19/30 EUR      17,100     15,901
  Deutsche Bank AG  1.375%  2/17/32 EUR       1,000        877
  Deutsche Boerse AG  1.625%  10/8/25 EUR       1,850      1,986
  Deutsche Boerse AG  0.000%  2/22/26 EUR       5,000      5,007
  Deutsche Boerse AG  1.125%  3/26/28 EUR       4,513      4,666
  Deutsche Hypothekenbank AG  0.250%  5/17/24 EUR       4,500      4,676
  Deutsche Hypothekenbank AG  0.500%  6/29/26 EUR          20         20
  Deutsche Hypothekenbank AG  0.750%   3/5/29 EUR      38,000     37,845
  Deutsche Kreditbank AG  1.625%  6/18/24 EUR         500        534
  Deutsche Kreditbank AG  0.500%  3/19/27 EUR         800        806
  Deutsche Pfandbriefbank AG  0.010% 10/16/25 EUR       9,100      9,182
  Deutsche Pfandbriefbank AG  0.010%  8/25/26 EUR      16,200     16,095
  Deutsche Pfandbriefbank AG  0.625%  8/30/27 EUR      31,200     31,426
  Deutsche Pfandbriefbank AG  2.375%  5/29/28 EUR       2,753      3,040
  Deutsche Pfandbriefbank AG  1.250%  4/20/35 EUR       4,513      4,365
  Deutsche Post AG  2.750%  10/9/23 EUR         904        983
  Deutsche Post AG  2.875% 12/11/24 EUR         904      1,007
  Deutsche Post AG  1.250%   4/1/26 EUR       4,000      4,196
  Deutsche Post AG  0.375%  5/20/26 EUR       5,182      5,250
  Deutsche Post AG  1.625%  12/5/28 EUR      12,793     13,335
  Deutsche Post AG  0.750%  5/20/29 EUR       1,592      1,573
  Deutsche Telekom AG  0.500%   7/5/27 EUR      10,996     10,920
  Deutsche Telekom AG  1.375%   7/5/34 EUR       4,355      4,154
  Deutsche Telekom AG  2.250%  3/29/39 EUR       1,919      1,937
  Deutsche Telekom AG  1.750%  12/9/49 EUR       2,257      1,945
  Deutsche Telekom International Finance BV  2.750% 10/24/24 EUR       1,984      2,182
  Deutsche Telekom International Finance BV  4.875%  4/22/25 EUR       5,674      6,582
38

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Deutsche Telekom International Finance BV  2.500% 10/10/25 GBP       4,769      5,958
  Deutsche Telekom International Finance BV  1.375%  12/1/25 EUR       9,958     10,472
  Deutsche Telekom International Finance BV  1.125%  5/22/26 EUR       2,410      2,505
  Deutsche Telekom International Finance BV  1.375%  1/30/27 EUR       3,040      3,167
  Deutsche Telekom International Finance BV  3.250%  1/17/28 EUR          20         23
  Deutsche Telekom International Finance BV  1.500%   4/3/28 EUR       9,363      9,697
  Deutsche Telekom International Finance BV  8.875% 11/27/28 GBP         406        683
  Deutsche Telekom International Finance BV  2.250%  4/13/29 GBP       2,000      2,369
  Deutsche Telekom International Finance BV  2.000%  12/1/29 EUR       7,926      8,400
  Deutsche Telekom International Finance BV  7.625%  6/15/30 GBP       1,998      3,304
  Deutsche Telekom International Finance BV  7.500%  1/24/33 EUR         992      1,542
  Deutsche Wohnen SE  1.000%  4/30/25 EUR       4,600      4,724
  Deutsche Wohnen SE  1.300%   4/7/41 EUR       1,000        713
  DZ HYP AG  0.125%  9/30/22 EUR       5,867      6,199
  DZ HYP AG  0.625%   6/5/24 EUR          20         21
  DZ HYP AG  0.375%   6/6/25 EUR         900        924
  DZ HYP AG  0.500% 11/13/25 EUR       7,221      7,406
  DZ HYP AG  0.750%   2/2/26 EUR       4,600      4,749
  DZ HYP AG  0.375%  3/31/26 EUR       2,798      2,842
  DZ HYP AG  0.100%  8/31/26 EUR         400        399
  DZ HYP AG  0.500%  9/30/26 EUR       4,513      4,578
  DZ HYP AG  0.500%   4/1/27 EUR       2,300      2,318
  DZ HYP AG  0.750%  6/30/27 EUR         542        551
  DZ HYP AG  0.625%  8/30/27 EUR       4,600      4,644
  DZ HYP AG  0.875%  3/22/28 EUR      10,100     10,279
  DZ HYP AG  0.010%  6/23/28 EUR      55,000     52,807
  DZ HYP AG  0.010% 10/27/28 EUR       9,000      8,591
  DZ HYP AG  0.875%  1/30/29 EUR       4,513      4,548
  DZ HYP AG  0.010%  4/20/29 EUR       9,759      9,229
  DZ HYP AG  0.050%  6/29/29 EUR       4,513      4,263
  DZ HYP AG  0.875%  1/18/30 EUR       5,600      5,582
  DZ HYP AG  0.010%  3/29/30 EUR      16,366     15,172
  DZ HYP AG  0.010% 11/15/30 EUR      10,000      9,142
  DZ HYP AG  0.875%  4/17/34 EUR       4,513      4,237
  DZ HYP AG  0.375% 11/10/34 EUR       5,000      4,372
  E.ON International Finance BV  5.625%  12/6/23 GBP         633        832
  E.ON International Finance BV  1.000%  4/13/25 EUR       2,257      2,351
  E.ON International Finance BV  1.625%  5/30/26 EUR       5,777      6,101
  E.ON International Finance BV  1.500%  7/31/29 EUR      24,370     24,791
  E.ON International Finance BV  6.250%   6/3/30 GBP       9,657     14,586
  E.ON International Finance BV  6.375%   6/7/32 GBP       2,844      4,420
  E.ON International Finance BV  4.750%  1/31/34 GBP       2,600      3,588
  E.ON International Finance BV  5.875% 10/30/37 GBP       5,200      8,006
  E.ON International Finance BV  6.750%  1/27/39 GBP         350        586
  E.ON International Finance BV  6.125%   7/6/39 GBP       1,400      2,231
  E.ON SE  0.875%  5/22/24 EUR          98        103
  E.ON SE  0.250% 10/24/26 EUR       6,769      6,689
  E.ON SE  0.375%  9/29/27 EUR       2,257      2,208
  E.ON SE  0.750%  2/20/28 EUR       4,434      4,389
  E.ON SE  1.625%  5/22/29 EUR       7,765      7,995
  E.ON SE  0.350%  2/28/30 EUR       4,808      4,458
  E.ON SE  0.625%  11/7/31 EUR       7,807      7,081
  E.ON SE  0.600%  10/1/32 EUR       2,160      1,925
  EnBW Energie Baden-Wuerttemberg AG  1.625%   8/5/79 EUR       1,500      1,360
  EnBW Energie Baden-Wuerttemberg AG  1.125%  11/5/79 EUR       4,400      4,328
39

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  EnBW Energie Baden-Wuerttemberg AG  1.875%  6/29/80 EUR       4,900      4,693
  EnBW International Finance BV  0.625%  4/17/25 EUR      17,082     17,437
  EnBW International Finance BV  2.500%   6/4/26 EUR         904        976
  EnBW International Finance BV  0.250% 10/19/30 EUR       6,483      5,660
  EnBW International Finance BV  0.500%   3/1/33 EUR       7,000      5,853
  EnBW International Finance BV  6.125%   7/7/39 EUR       1,934      2,798
  Eurogrid GmbH  1.625%  11/3/23 EUR       5,400      5,758
  Eurogrid GmbH  1.875%  6/10/25 EUR       9,000      9,564
  Eurogrid GmbH  1.500%  4/18/28 EUR       2,900      2,975
  Evonik Industries AG  0.625%  9/18/25 EUR       2,600      2,639
  EWE AG  0.250%   6/8/28 EUR       5,000      4,757
  EWE AG  0.375% 10/22/32 EUR      25,617     21,876
  Fresenius Finance Ireland plc  1.500%  1/30/24 EUR       4,711      4,992
  Fresenius Finance Ireland plc  0.500%  10/1/28 EUR       5,184      4,877
  Fresenius Finance Ireland plc  3.000%  1/30/32 EUR         710        751
  Fresenius Medical Care AG & Co. KGaA  0.250% 11/29/23 EUR       3,250      3,392
  Fresenius Medical Care AG & Co. KGaA  1.500%  7/11/25 EUR          79         83
  Fresenius Medical Care AG & Co. KGaA  1.500%  5/29/30 EUR       4,513      4,401
  Fresenius SE & Co. KGaA  4.000%   2/1/24 EUR       4,061      4,488
  Fresenius SE & Co. KGaA  1.625%  10/8/27 EUR       4,513      4,648
  Fresenius SE & Co. KGaA  0.750%  1/15/28 EUR       5,190      5,093
  Fresenius SE & Co. KGaA  2.875%  2/15/29 EUR       5,416      5,847
  Grand City Properties SA  1.375%   8/3/26 EUR       5,400      5,338
  Grand City Properties SA  1.500%  2/22/27 EUR       4,000      3,925
  Grand City Properties SA  0.125%  1/11/28 EUR       2,500      2,199
  Grand City Properties SA  1.500% 12/31/99 EUR         400        360
  Grand City Properties SA  2.500% 12/31/99 EUR         400        408
  Hamburg Commercial Bank AG  0.375%  7/12/23 EUR       7,400      7,798
  Hamburg Commercial Bank AG  0.500%  9/22/26 EUR      14,600     14,442
  Hamburg Commercial Bank AG  0.010%  1/19/27 EUR       2,500      2,464
  Hannover Finance Luxembourg SA  5.000%  6/30/43 EUR       2,900      3,192
  Hannover Rueck SE  1.750%  10/8/40 EUR       6,000      5,558
  Hannover Rueck SE  3.375%  6/29/49 EUR       3,000      3,203
  HeidelbergCement AG  2.250%   6/3/24 EUR       4,829      5,173
  HeidelbergCement AG  1.500%   2/7/25 EUR       6,318      6,645
  HeidelbergCement Finance Luxembourg SA  2.500%  10/9/24 EUR       4,000      4,306
  HeidelbergCement Finance Luxembourg SA  1.625%   4/7/26 EUR       3,475      3,618
  HeidelbergCement Finance Luxembourg SA  1.500%  6/14/27 EUR          79         81
  HeidelbergCement Finance Luxembourg SA  1.125%  12/1/27 EUR       7,903      7,870
  HeidelbergCement Finance Luxembourg SA  1.750%  4/24/28 EUR       7,445      7,577
  Hella GmbH & Co. KGaA  1.000%  5/17/24 EUR         282        292
  HOCHTIEF AG  0.625%  4/26/29 EUR       1,391      1,231
  HOWOGE Wohnungs-baugesellschaft mbH  0.625%  11/1/28 EUR      12,600     11,919
  HOWOGE Wohnungs-baugesellschaft mbH  1.125%  11/1/33 EUR       5,400      4,783
  Infineon Technologies AG  1.625%  6/24/29 EUR       4,000      4,048
  Infineon Technologies AG  2.000%  6/24/32 EUR       1,600      1,611
  ING-DiBa AG  0.250%  10/9/23 EUR       2,300      2,414
  ING-DiBa AG  0.250% 11/16/26 EUR       2,300      2,302
  ING-DiBa AG  0.125%  5/23/27 EUR      17,300     17,070
  ING-DiBa AG  1.250%  10/9/33 EUR       5,600      5,518
  ING-DiBa AG  1.000%  5/23/39 EUR       8,700      7,820
  Landesbank Baden-Wuerttemberg  0.200%  1/10/24 EUR         904        945
  Landesbank Baden-Wuerttemberg  0.375%  5/24/24 EUR         500        516
  Landesbank Baden-Wuerttemberg  0.250%  1/10/25 EUR       4,600      4,740
  Landesbank Baden-Wuerttemberg  1.500%   2/3/25 GBP       7,400      8,854
40

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Landesbank Baden-Wuerttemberg  0.375%  2/27/25 EUR       4,513      4,657
  Landesbank Baden-Wuerttemberg  0.375%  2/18/27 EUR      25,900     25,161
  Landesbank Baden-Wuerttemberg  0.010%  9/18/28 EUR       3,705      3,545
  Landesbank Baden-Wuerttemberg  0.375%   5/7/29 EUR       6,400      5,814
  Landesbank Hessen-Thueringen Girozentrale  1.875%  6/26/23 EUR         300        322
  Landesbank Hessen-Thueringen Girozentrale  0.375%   2/8/24 EUR       4,600      4,813
  Landesbank Hessen-Thueringen Girozentrale  0.125% 11/19/24 EUR       1,000      1,023
  Landesbank Hessen-Thueringen Girozentrale  0.375%  5/12/25 EUR       4,100      4,174
  Landesbank Hessen-Thueringen Girozentrale  0.500%  9/25/25 EUR         100        103
  LANXESS AG  1.125%  5/16/25 EUR       4,288      4,447
  LANXESS AG  0.625%  12/1/29 EUR       2,400      2,129
  LEG Immobilien SE  1.250%  1/23/24 EUR         300        314
  LEG Immobilien SE  0.875% 11/28/27 EUR       2,300      2,216
  LEG Immobilien SE  1.000% 11/19/32 EUR       3,400      2,863
  LEG Immobilien SE  0.875%  3/30/33 EUR       4,000      3,321
  LEG Immobilien SE  1.500%  1/17/34 EUR       2,600      2,260
  Merck Financial Services GmbH  0.005% 12/15/23 EUR       9,100      9,499
  Merck Financial Services GmbH  0.875%   7/5/31 EUR         200        191
  Merck KGaA  3.375% 12/12/74 EUR          59         64
  Merck KGaA  1.625%   9/9/80 EUR       5,000      4,925
  Muenchener Hypothekenbank eG  0.500%  4/22/26 EUR      10,398     10,604
  Muenchener Hypothekenbank eG  0.625% 10/23/26 EUR         542        553
  Muenchener Hypothekenbank eG  0.625%   5/7/27 EUR       5,867      5,946
  Muenchener Hypothekenbank eG  0.625% 11/10/27 EUR       6,769      6,821
  Muenchener Hypothekenbank eG  2.500%   7/4/28 EUR       5,754      6,412
  Muenchener Hypothekenbank eG  1.000%  4/18/39 EUR       4,197      3,813
  Muenchener Hypothekenbank eG  0.010%  11/2/40 EUR       3,184      2,341
  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  1.250%  5/26/41 EUR       6,300      5,566
  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen  3.250%  5/26/49 EUR       2,000      2,087
  Norddeutsche Landesbank-Girozentrale  0.375%  10/9/24 EUR         497        515
  Norddeutsche Landesbank-Girozentrale  0.010%  9/23/26 EUR      12,800     12,757
  Norddeutsche Landesbank-Girozentrale  0.250% 10/28/26 EUR       4,513      4,517
  O2 Telefonica Deutschland Finanzierungs GmbH  1.750%   7/5/25 EUR       3,100      3,272
  Roadster Finance DAC  2.375%  12/8/32 EUR         100         99
  Robert Bosch GmbH  1.750%   7/8/24 EUR         100        107
  Robert Bosch Investment Nederland BV  2.625%  5/24/28 EUR         400        447
  RWE AG  0.500% 11/26/28 EUR       5,000      4,740
  RWE AG  0.625%  6/11/31 EUR       7,171      6,452
  RWE AG  1.000% 11/26/33 EUR       6,000      5,223
  Santander Consumer Bank AG  0.250% 10/15/24 EUR      11,700     11,983
  SAP SE  0.000%  5/17/23 EUR       2,000      2,100
  SAP SE  0.750% 12/10/24 EUR         400        419
  SAP SE  0.125%  5/18/26 EUR       5,000      5,000
  SAP SE  1.750%  2/22/27 EUR       3,000      3,194
  SAP SE  1.250%  3/10/28 EUR       2,700      2,787
  SAP SE  0.375%  5/18/29 EUR       3,300      3,163
  SAP SE  1.625%  3/10/31 EUR      10,800     11,105
  Siemens Financieringsmaatschappij NV  0.375%   9/6/23 EUR       1,367      1,440
41

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Siemens Financieringsmaatschappij NV  0.250%   6/5/24 EUR       9,900     10,292
  Siemens Financieringsmaatschappij NV  0.000%   9/5/24 EUR       6,296      6,494
  Siemens Financieringsmaatschappij NV  2.750%  9/10/25 GBP         400        505
  Siemens Financieringsmaatschappij NV  1.000%   9/6/27 EUR       1,000      1,028
  Siemens Financieringsmaatschappij NV  2.875%  3/10/28 EUR       4,198      4,735
  Siemens Financieringsmaatschappij NV  0.250%  2/20/29 EUR       4,000      3,819
  Siemens Financieringsmaatschappij NV  0.125%   9/5/29 EUR       4,513      4,244
  Siemens Financieringsmaatschappij NV  1.375%   9/6/30 EUR       4,259      4,333
  Siemens Financieringsmaatschappij NV  1.250%  2/28/31 EUR       7,152      7,175
  Siemens Financieringsmaatschappij NV  0.500%  2/20/32 EUR       7,300      6,728
  Siemens Financieringsmaatschappij NV  0.500%   9/5/34 EUR       3,159      2,772
  Siemens Financieringsmaatschappij NV  1.250%  2/25/35 EUR       2,600      2,476
  Siemens Financieringsmaatschappij NV  1.750%  2/28/39 EUR       5,651      5,495
  Siemens Financieringsmaatschappij NV  3.750%  9/10/42 GBP       2,200      3,019
  Talanx AG  2.500%  7/23/26 EUR         900        987
  Talanx AG  2.250%  12/5/47 EUR       4,700      4,714
  Traton Finance Luxembourg SA  0.000%  6/14/24 EUR       6,000      6,122
  Traton Finance Luxembourg SA  0.125%  3/24/25 EUR       6,200      6,208
  Traton Finance Luxembourg SA  1.250%  3/24/33 EUR       4,300      3,581
  UniCredit Bank AG  0.125% 10/26/23 EUR         904        946
  UniCredit Bank AG  1.875%   4/9/24 EUR       2,301      2,470
  UniCredit Bank AG  0.625%  2/12/25 EUR          20         21
  UniCredit Bank AG  0.625% 11/20/25 EUR       9,720     10,016
  UniCredit Bank AG  0.500%   5/4/26 EUR          98        100
  UniCredit Bank AG  0.500%  2/23/27 EUR      25,400     25,593
  UniCredit Bank AG  0.010% 11/19/27 EUR      10,000      9,706
  UniCredit Bank AG  0.010%  9/15/28 EUR       5,145      4,914
  UniCredit Bank AG  0.875%  1/11/29 EUR       5,731      5,779
  UniCredit Bank AG  0.125% 11/22/29 EUR       7,000      6,577
  UniCredit Bank AG  0.010%  6/24/30 EUR       5,976      5,512
  UniCredit Bank AG  0.250%  1/15/32 EUR       8,800      8,028
  UniCredit Bank AG  0.850%  5/22/34 EUR      16,814     15,764
  Vantage Towers AG  0.000%  3/31/25 EUR       2,000      2,000
  Vantage Towers AG  0.375%  3/31/27 EUR       2,500      2,398
  Vantage Towers AG  0.750%  3/31/30 EUR       4,000      3,610
  Vier Gas Transport GmbH  3.125%  7/10/23 EUR       3,656      3,961
  Vier Gas Transport GmbH  2.875%  6/12/25 EUR       5,190      5,705
  Vier Gas Transport GmbH  0.125%  9/10/29 EUR       3,800      3,372
  Volkswagen Bank GmbH  0.750%  6/15/23 EUR       5,145      5,421
  Volkswagen Bank GmbH  1.250%  6/10/24 EUR      20,900     21,916
  Volkswagen Bank GmbH  1.250% 12/15/25 EUR         587        597
  Volkswagen Bank GmbH  2.500%  7/31/26 EUR       2,500      2,633
  Volkswagen Financial Services AG  0.875%  4/12/23 EUR       4,148      4,378
  Volkswagen Financial Services AG  1.500%  10/1/24 EUR       2,708      2,836
  Volkswagen Financial Services AG  0.000%  2/12/25 EUR       6,147      6,127
  Volkswagen Financial Services AG  2.250% 10/16/26 EUR       8,831      9,218
  Volkswagen Financial Services AG  0.125%  2/12/27 EUR      10,000      9,385
  Volkswagen Financial Services AG  0.875%  1/31/28 EUR       5,000      4,759
  Volkswagen Financial Services AG  3.375%   4/6/28 EUR      17,025     18,481
  Volkswagen Financial Services AG  0.375%  2/12/30 EUR       3,000      2,595
  Volkswagen Financial Services NV  1.125%  9/18/23 GBP       4,000      4,905
  Volkswagen Financial Services NV  0.875%  2/20/25 GBP       5,000      5,850
  Volkswagen Financial Services NV  2.250%  4/12/25 GBP         212        257
  Volkswagen Financial Services NV  1.375%  9/14/28 GBP       4,000      4,359
  Volkswagen International Finance NV  3.375% 11/16/26 GBP       3,300      4,107
42

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Volkswagen International Finance NV  1.875%  3/30/27 EUR      10,800     11,076
  Volkswagen International Finance NV  3.250% 11/18/30 EUR         900        972
  Volkswagen International Finance NV  4.125% 11/17/31 GBP       4,100      5,224
  Volkswagen International Finance NV  1.250%  9/23/32 EUR       2,700      2,495
  Volkswagen International Finance NV  3.300%  3/22/33 EUR         300        321
  Volkswagen International Finance NV  4.125% 11/16/38 EUR      10,400     11,928
  Volkswagen International Finance NV  1.500%  1/21/41 EUR       3,000      2,393
  Volkswagen International Finance NV  4.625%  3/29/49 EUR       3,637      3,835
  Volkswagen International Finance NV  5.125%  9/29/49 EUR       1,850      1,999
  Volkswagen International Finance NV  3.375% 12/31/99 EUR       7,500      7,809
  Volkswagen International Finance NV  3.500% 12/31/99 EUR       8,700      8,928
  Volkswagen International Finance NV  3.875% 12/31/99 EUR       4,800      4,796
  Volkswagen International Finance NV  3.875% 12/31/99 EUR      12,900     12,425
  Volkswagen International Finance NV  4.625% 12/31/99 EUR       4,300      4,403
  Volkswagen Leasing GmbH  0.000%  7/12/23 EUR       5,000      5,219
  Volkswagen Leasing GmbH  2.625%  1/15/24 EUR       1,039      1,121
  Volkswagen Leasing GmbH  1.125%   4/4/24 EUR       4,739      4,964
  Volkswagen Leasing GmbH  0.000%  7/19/24 EUR       5,000      5,084
  Volkswagen Leasing GmbH  1.375%  1/20/25 EUR       5,235      5,429
  Volkswagen Leasing GmbH  1.625%  8/15/25 EUR         985      1,019
  Volkswagen Leasing GmbH  0.375%  7/20/26 EUR       1,952      1,891
  Volkswagen Leasing GmbH  0.500%  1/12/29 EUR       7,918      7,172
  Volkswagen Leasing GmbH  0.625%  7/19/29 EUR       4,000      3,606
  Vonovia Finance BV  0.875%   7/3/23 EUR         300        317
  Vonovia Finance BV  2.250% 12/15/23 EUR       5,800      6,231
  Vonovia Finance BV  1.625%   4/7/24 EUR       5,000      5,287
  Vonovia Finance BV  1.250%  12/6/24 EUR       2,000      2,087
  Vonovia Finance BV  1.500%  3/31/25 EUR       2,301      2,409
  Vonovia Finance BV  1.800%  6/29/25 EUR      11,300     11,811
  Vonovia Finance BV  1.125%   9/8/25 EUR       1,200      1,227
  Vonovia Finance BV  1.500%  3/22/26 EUR       7,000      7,136
  Vonovia Finance BV  1.500%  6/10/26 EUR       2,300      2,332
  Vonovia Finance BV  0.625%   7/9/26 EUR       8,000      7,827
  Vonovia Finance BV  1.750%  1/25/27 EUR         100        101
  Vonovia Finance BV  0.625%  10/7/27 EUR       2,800      2,659
  Vonovia Finance BV  1.500%  1/14/28 EUR         400        395
  Vonovia Finance BV  2.250%   4/7/30 EUR       4,600      4,586
  Vonovia Finance BV  1.125%  9/14/34 EUR       4,600      3,645
  Vonovia Finance BV  2.750%  3/22/38 EUR         600        545
  Vonovia Finance BV  1.625%  10/7/39 EUR       1,100        836
  Vonovia Finance BV  1.000%  1/28/41 EUR       2,000      1,342
  Vonovia SE  0.000%  12/1/25 EUR       5,000      4,878
  Vonovia SE  0.625% 12/14/29 EUR      10,800      9,550
  Vonovia SE  0.750%   9/1/32 EUR       4,400      3,608
  Vonovia SE  1.000%  6/16/33 EUR       7,000      5,729
  Vonovia SE  1.500%  6/14/41 EUR       6,600      4,849
  VW Credit Canada Inc.  1.200%  9/25/23 CAD       2,000      1,505
  VW Credit Canada Inc.  2.850%  9/26/24 CAD         765        580
  VW Credit Canada Inc.  1.500%  9/23/25 CAD       2,800      1,994
  VW Credit Canada Inc.  2.450% 12/10/26 CAD       1,675      1,200
  Wintershall Dea Finance BV  0.840%  9/25/25 EUR       4,600      4,444
  Wintershall Dea Finance BV  1.332%  9/25/28 EUR       3,200      2,828
  Wintershall Dea Finance BV  1.823%  9/25/31 EUR       4,600      3,897
                   2,242,965
43

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Hong Kong (0.0%)                           
  Cheung Kong Infrastructure Finance BVI Ltd.  1.000% 12/12/24 EUR         217        224
  Hong Kong & Shanghai Banking Corp. Ltd.  0.204%  6/25/24 JPY     300,000      2,275
                   2,499
Indonesia (0.0%)                           
  Perusahaan Perseroan Persero PT Perusahaan Listrik Negara  1.875%  11/5/31 EUR       1,000        883
Ireland (0.1%)                           
  Bank of Ireland Group plc  1.375%  8/29/23 EUR       6,860      7,269
  Bank of Ireland Group plc  1.000% 11/25/25 EUR       9,929     10,162
  CRH Finance DAC  1.375% 10/18/28 EUR         633        637
  CRH Finland Services OYJ  0.875%  11/5/23 EUR       2,227      2,344
  CRH Funding BV  1.625%   5/5/30 EUR       4,903      4,863
  CRH SMW Finance DAC  1.250%  11/5/26 EUR      10,916     11,161
  Dell Bank International DAC  0.500% 10/27/26 EUR       8,000      7,840
  ESB Finance DAC  3.494%  1/12/24 EUR         452        497
  ESB Finance DAC  2.125%   6/8/27 EUR       2,854      3,070
  ESB Finance DAC  1.875%  6/14/31 EUR       7,537      7,793
  ESB Finance DAC  2.125%  11/5/33 EUR       3,229      3,355
  Experian Europe DAC  1.560%  5/16/31 EUR       1,700      1,685
  Freshwater Finance plc  5.182%  4/20/35 GBP         904      1,330
  Freshwater Finance plc  4.607% 10/17/36 GBP       2,008      2,735
  GAS Networks Ireland  1.375%  12/5/26 EUR       1,128      1,177
  Kerry Group Financial Services Unltd Co.  2.375%  9/10/25 EUR       4,739      5,116
  PartnerRe Ireland Finance DAC  1.250%  9/15/26 EUR       3,096      3,154
  Ryanair DAC  1.125%  3/10/23 EUR         100        105
  Ryanair DAC  1.125%  8/15/23 EUR       1,355      1,422
  Ryanair DAC  2.875%  9/15/25 EUR       9,472     10,119
  Smurfit Kappa Acquisitions ULC  2.875%  1/15/26 EUR       5,086      5,505
  Smurfit Kappa Treasury ULC  1.500%  9/15/27 EUR       6,000      6,045
  Smurfit Kappa Treasury ULC  1.000%  9/22/33 EUR       6,171      5,354
                   102,738
Italy (0.7%)                           
  2i Rete Gas SpA  3.000%  7/16/24 EUR       2,708      2,951
  2i Rete Gas SpA  1.750%  8/28/26 EUR         465        483
  2i Rete Gas SpA  1.608% 10/31/27 EUR       2,934      2,994
  2i Rete Gas SpA  0.579%  1/29/31 EUR      12,500     11,101
  A2A SpA  1.250%  3/16/24 EUR       1,806      1,905
  A2A SpA  0.625% 10/28/32 EUR       6,102      5,240
  ACEA SpA  1.000% 10/24/26 EUR       2,763      2,817
  ACEA SpA  1.500%   6/8/27 EUR      11,066     11,422
  ACEA SpA  0.500%   4/6/29 EUR      16,404     15,229
  ACEA SpA  0.250%  7/28/30 EUR       1,562      1,378
  Aeroporti di Roma SpA  1.625%   6/8/27 EUR       1,760      1,761
  Aeroporti di Roma SpA  1.750%  7/30/31 EUR       1,763      1,579
  AMCO - Asset Management Co. SpA  1.500%  7/17/23 EUR      16,318     17,390
  AMCO - Asset Management Co. SpA  1.375%  1/27/25 EUR      11,891     12,334
  AMCO - Asset Management Co. SpA  2.250%  7/17/27 EUR       9,342      9,698
  AMCO - Asset Management Co. SpA  0.750%  4/20/28 EUR       3,952      3,706
  Assicurazioni Generali SpA  5.125%  9/16/24 EUR       3,286      3,750
  Assicurazioni Generali SpA  7.750% 12/12/42 EUR       3,700      4,050
  Assicurazioni Generali SpA  5.500% 10/27/47 EUR       7,102      7,897
  Assicurazioni Generali SpA  5.000%   6/8/48 EUR       1,355      1,474
44

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  ASTM SpA  1.625%   2/8/28 EUR       2,882      2,805
  ASTM SpA  1.500%  1/25/30 EUR       4,407      4,043
  ASTM SpA  2.375% 11/25/33 EUR       3,000      2,713
  Banca Monte dei Paschi di Siena SpA  2.875%  7/16/24 EUR       2,546      2,773
  Banca Monte dei Paschi di Siena SpA  2.125% 11/26/25 EUR       4,061      4,347
  Banco BPM SpA  0.625%   6/8/23 EUR       4,513      4,764
  Banco BPM SpA  1.000%  1/23/25 EUR       6,769      7,075
  Banco di Desio e della Brianza SpA  0.875%  9/12/24 EUR       7,221      7,552
  Coca-Cola HBC Finance BV  1.875% 11/11/24 EUR         100        107
  Coca-Cola HBC Finance BV  1.000%  5/14/27 EUR       5,000      4,955
  Credit Agricole Italia SpA  0.875%  6/16/23 EUR       4,600      4,874
  Credit Agricole Italia SpA  0.250%  9/30/24 EUR       5,000      5,159
  Credit Agricole Italia SpA  0.625%  1/13/26 EUR       2,600      2,664
  Credit Agricole Italia SpA  1.000%  3/25/27 EUR       6,800      6,995
  Credit Agricole Italia SpA  0.250%  1/17/28 EUR       2,300      2,246
  Credit Agricole Italia SpA  1.625%  3/21/29 EUR         900        947
  Credit Agricole Italia SpA  1.750%  1/15/38 EUR       2,300      2,327
  Credit Agricole Italia SpA  1.000%  1/17/45 EUR         300        259
  Credito Emiliano SpA  1.125%  1/17/24 EUR       4,513      4,772
  Enel Finance International NV  5.250%  9/29/23 EUR         776        873
  Enel Finance International NV  0.000%  6/17/24 EUR       4,478      4,609
  Enel Finance International NV  5.625%  8/14/24 GBP       5,116      6,825
  Enel Finance International NV  1.000%  9/16/24 EUR       1,715      1,798
  Enel Finance International NV  1.966%  1/27/25 EUR      15,202     16,266
  Enel Finance International NV  1.375%   6/1/26 EUR      16,870     17,495
  Enel Finance International NV  1.125%  9/16/26 EUR       1,219      1,253
  Enel Finance International NV  0.000%  6/17/27 EUR       3,000      2,867
  Enel Finance International NV  0.375%  6/17/27 EUR       5,592      5,448
  Enel Finance International NV  1.000% 10/20/27 GBP      11,399     12,796
  Enel Finance International NV  0.500%  6/17/30 EUR      11,500     10,400
  Enel Finance International NV  0.875%  9/28/34 EUR       3,000      2,519
  Enel Finance International NV  1.125% 10/17/34 EUR       2,347      2,059
  Enel Finance International NV  0.875%  6/17/36 EUR       2,586      2,074
  Enel Finance International NV  5.750%  9/14/40 GBP       2,990      4,570
  Enel SpA  5.625%  6/21/27 EUR         910      1,131
  Enel SpA  5.750%  6/22/37 GBP       1,355      2,070
  Enel SpA  3.500%  5/24/80 EUR      10,586     11,093
  Enel SpA  3.375% 11/24/81 EUR       7,620      7,876
  Enel SpA  1.375% 12/31/99 EUR       4,952      4,481
  Enel SpA  2.250% 12/31/99 EUR      12,423     12,085
  Enel SpA  2.500% 12/31/99 EUR       5,010      5,294
  Eni SpA  1.750%  1/18/24 EUR       6,947      7,422
  Eni SpA  0.625%  9/19/24 EUR       4,513      4,674
  Eni SpA  3.750%  9/12/25 EUR       2,979      3,379
  Eni SpA  1.500%   2/2/26 EUR         731        766
  Eni SpA  1.250%  5/18/26 EUR       8,000      8,238
  Eni SpA  1.500%  1/17/27 EUR       2,257      2,332
  Eni SpA  1.625%  5/17/28 EUR       2,330      2,398
  Eni SpA  0.375%  6/14/28 EUR       3,000      2,851
  Eni SpA  1.125%  9/19/28 EUR       2,483      2,452
  Eni SpA  3.625%  1/29/29 EUR       7,000      8,014
  Eni SpA  0.625%  1/23/30 EUR      10,489      9,645
  Eni SpA  1.000% 10/11/34 EUR       2,708      2,369
  Eni SpA  2.625% 12/31/99 EUR       3,610      3,628
  Eni SpA  2.750% 12/31/99 EUR       5,976      5,292
45

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Eni SpA  3.375% 12/31/99 EUR       5,037      4,772
  FCA Bank SpA  0.000%  4/16/24 EUR       6,000      6,166
  Hera SpA  0.875% 10/14/26 EUR       2,257      2,278
  Hera SpA  0.875%   7/5/27 EUR       4,513      4,515
  Hera SpA  5.200%  1/29/28 EUR       2,708      3,385
  Hera SpA  1.000%  4/25/34 EUR       3,391      2,957
  Intesa Sanpaolo SpA  2.125%  8/30/23 EUR       3,610      3,875
  Intesa Sanpaolo SpA  4.000% 10/30/23 EUR       2,753      3,037
  Intesa Sanpaolo SpA  1.375%  1/18/24 EUR       6,769      7,178
  Intesa Sanpaolo SpA  3.125%   2/5/24 EUR       1,806      1,980
  Intesa Sanpaolo SpA  0.500%   3/5/24 EUR       2,300      2,408
  Intesa Sanpaolo SpA  1.500%  4/10/24 EUR       2,257      2,392
  Intesa Sanpaolo SpA  1.000%   7/4/24 EUR       2,618      2,733
  Intesa Sanpaolo SpA  0.500%  7/15/24 EUR       2,483      2,587
  Intesa Sanpaolo SpA  3.375%  1/24/25 EUR       4,800      5,354
  Intesa Sanpaolo SpA  1.250%   2/7/25 EUR       1,128      1,191
  Intesa Sanpaolo SpA  1.125%  7/14/25 EUR       2,300      2,413
  Intesa Sanpaolo SpA  1.000%  9/25/25 EUR       4,513      4,707
  Intesa Sanpaolo SpA  3.250%  2/10/26 EUR       1,900      2,138
  Intesa Sanpaolo SpA  0.375%  9/14/26 EUR       4,513      4,541
  Intesa Sanpaolo SpA  1.000% 11/19/26 EUR       5,867      5,804
  Intesa Sanpaolo SpA  1.125%  10/4/27 EUR       6,183      6,377
  Intesa Sanpaolo SpA  0.750%  3/16/28 EUR       3,000      2,838
  Intesa Sanpaolo SpA  1.750%  3/20/28 EUR      11,769     11,805
  Intesa Sanpaolo SpA  1.750%   7/4/29 EUR       4,061      3,990
  Intesa Sanpaolo SpA  1.250%  1/15/30 EUR         100        102
  Intesa Sanpaolo SpA  2.500%  1/15/30 GBP       3,355      3,775
  Intesa Sanpaolo SpA  2.625%  3/11/36 GBP       3,476      3,476
  Iren SpA  0.875%  11/4/24 EUR       2,077      2,157
  Iren SpA  1.950%  9/19/25 EUR       2,708      2,876
  Italgas SpA  0.875%  4/24/30 EUR       2,708      2,531
  Mediobanca Banca di Credito Finanziario SpA  1.125%  7/15/25 EUR       3,159      3,234
  Mediobanca Banca di Credito Finanziario SpA  1.375% 11/10/25 EUR       4,875      5,146
  Mediobanca Banca di Credito Finanziario SpA  0.875%  1/15/26 EUR       7,221      7,194
  Mediobanca Banca di Credito Finanziario SpA  1.250% 11/24/29 EUR       1,174      1,198
  Snam SpA  0.000%  5/12/24 EUR       1,355      1,398
  Snam SpA  0.875% 10/25/26 EUR       8,870      8,999
  Snam SpA  0.750%  6/20/29 EUR       2,000      1,897
  Snam SpA  1.000%  9/12/34 EUR       3,610      3,094
  Terna - Rete Elettrica Nazionale  1.375%  7/26/27 EUR       4,396      4,521
  Terna - Rete Elettrica Nazionale  1.000% 10/11/28 EUR       6,002      5,925
  UniCredit SpA  1.250%  6/25/25 EUR      14,300     14,868
  UniCredit SpA  0.325%  1/19/26 EUR       8,000      7,783
  UniCredit SpA  1.200%  1/20/26 EUR       5,000      5,060
  UniCredit SpA  1.250%  6/16/26 EUR       5,456      5,539
  UniCredit SpA  0.375% 10/31/26 EUR       8,597      8,594
  UniCredit SpA  2.200%  7/22/27 EUR      17,465     17,668
  UniCredit SpA  0.850%  1/19/31 EUR      11,114      9,474
                   617,808
46

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Japan (0.4%)                           
  Asahi Group Holdings Ltd.  0.155% 10/23/24 EUR       3,159      3,230
  Asahi Group Holdings Ltd.  0.336%  4/19/27 EUR       3,000      2,909
  Central Nippon Expressway Co. Ltd.  0.040%  8/19/24 JPY      10,000         77
  Central Nippon Expressway Co. Ltd.  0.030% 10/30/24 JPY     500,000      3,850
  Central Nippon Expressway Co. Ltd.  0.070% 10/21/25 JPY     450,000      3,466
  Central Nippon Expressway Co. Ltd.  0.050%   5/8/26 JPY   4,600,000     35,359
  Daiichi Sankyo Co. Ltd.  0.810%  7/25/36 JPY     700,000      5,417
  Denso Corp.  0.315%  3/17/28 JPY     400,000      3,078
  East Japan Railway Co.  1.162%  9/15/28 GBP       2,826      3,203
  East Japan Railway Co.  4.875%  6/14/34 GBP       2,500      3,661
  East Japan Railway Co.  0.773%  9/15/34 EUR         391        339
  East Japan Railway Co.  1.104%  9/15/39 EUR         586        497
  East Nippon Expressway Co. Ltd.  0.070%  6/20/25 JPY     600,000      4,623
  East Nippon Expressway Co. Ltd.  0.140%  7/31/29 JPY     580,000      4,431
  East Nippon Expressway Co. Ltd.  0.140% 11/29/29 JPY     400,000      3,047
  Fast Retailing Co. Ltd.  0.405%   6/6/28 JPY     700,000      5,417
  JT International Financial Services BV  1.000% 11/26/29 EUR       5,055      4,747
  JT International Financial Services BV  2.750%  9/28/33 GBP       2,301      2,642
  JT International Financial Services BV  2.375%   4/7/81 EUR       4,513      4,483
  Kansai Electric Power Co. Inc.  0.280%  4/25/24 JPY      42,000        324
  Kansai Electric Power Co. Inc.  0.470%  5/25/27 JPY      80,000        620
  Kansai Electric Power Co. Inc.  0.490%  7/23/27 JPY     110,000        853
  Kansai Electric Power Co. Inc.  0.460% 12/20/27 JPY     316,000      2,447
  Kyushu Electric Power Co. Inc.  1.064%  2/23/24 JPY      91,000        713
  Kyushu Electric Power Co. Inc.  0.170%  8/23/24 JPY      33,000        254
  Kyushu Electric Power Co. Inc.  0.430%  5/25/29 JPY      82,000        627
  Kyushu Electric Power Co. Inc.  0.375% 11/22/29 JPY     600,000      4,580
  Mitsubishi UFJ Financial Group Inc.  0.940%  6/26/24 JPY     100,000        780
  Mitsubishi UFJ Financial Group Inc.  0.872%   9/7/24 EUR       8,574      8,919
  Mitsubishi UFJ Financial Group Inc.  0.535%  4/28/26 JPY     100,000        772
  Mitsubishi UFJ Financial Group Inc.  0.535%  5/31/28 JPY     200,000      1,536
  Mitsubishi UFJ Financial Group Inc.  0.360% 10/31/28 JPY     200,000      1,535
  Mitsubishi UFJ Financial Group Inc.  0.848%  7/19/29 EUR       7,221      6,900
  Mizuho Financial Group Inc.  0.523%  6/10/24 EUR       3,039      3,161
  Mizuho Financial Group Inc.  0.956% 10/16/24 EUR       2,234      2,334
  Mizuho Financial Group Inc.  0.184%  4/13/26 EUR       5,000      4,902
  Mizuho Financial Group Inc.  0.650%  1/26/27 JPY     118,000        911
  Mizuho Financial Group Inc.  0.402%   9/6/29 EUR       2,257      2,047
  Mizuho Financial Group Inc.  0.797%  4/15/30 EUR       4,513      4,127
  Mizuho Financial Group Inc.  0.693%  10/7/30 EUR      18,000     16,065
  Mizuho Financial Group Inc.  0.843%  4/12/33 EUR       3,000      2,582
  MUFG Bank Ltd.  1.950% 11/12/25 JPY     300,000      2,430
6 New Kansai International Airport Co. Ltd.  0.882%  6/27/23 JPY      22,600        176
  Nissan Motor Co. Ltd.  1.940%  9/15/23 EUR       5,000      5,303
3 Nissan Motor Co. Ltd.  1.940%  9/15/23 EUR       1,012      1,073
  Nissan Motor Co. Ltd.  2.652%  3/17/26 EUR       5,013      5,149
3 Nissan Motor Co. Ltd.  2.652%  3/17/26 EUR       2,979      3,059
  Nissan Motor Co. Ltd.  3.201%  9/17/28 EUR       3,976      3,966
3 Nissan Motor Co. Ltd.  3.201%  9/17/28 EUR       4,753      4,740
  NTT Finance Corp.  0.010%   3/3/25 EUR       7,720      7,842
  NTT Finance Corp.  0.399% 12/13/28 EUR       8,000      7,655
  NTT Finance Corp.  0.342%   3/3/30 EUR       4,310      3,998
  NTT Finance Corp.  0.380%  9/20/30 JPY   4,000,000     30,730
  NTT Finance Corp.  0.270%  9/19/31 JPY     100,000        758
47

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Panasonic Corp.  0.300%  9/20/23 JPY     200,000      1,555
  Panasonic Corp.  0.934%  3/19/25 JPY     600,000      4,721
  Panasonic Corp.  0.470%  9/18/26 JPY     900,000      7,050
  Shinkin Central Bank  0.110%  4/27/23 JPY     200,000      1,542
  Shinkin Central Bank  0.110%  6/27/23 JPY     140,000      1,079
  Shinkin Central Bank  0.110% 10/27/23 JPY      90,000        694
  Shoko Chukin Bank Ltd.  0.090%  9/25/26 JPY   2,200,000     16,884
  Sumitomo Mitsui Banking Corp.  2.750%  7/24/23 EUR         100        108
  Sumitomo Mitsui Banking Corp.  0.010%  9/10/25 EUR      39,733     39,888
  Sumitomo Mitsui Banking Corp.  0.267%  6/18/26 EUR       4,513      4,507
  Sumitomo Mitsui Banking Corp.  0.409%  11/7/29 EUR       3,159      3,001
  Sumitomo Mitsui Financial Group Inc.  0.819%  7/23/23 EUR         722        764
  Sumitomo Mitsui Financial Group Inc.  0.849%  9/12/24 JPY     700,000      5,440
  Sumitomo Mitsui Financial Group Inc.  0.934% 10/11/24 EUR         100        105
  Sumitomo Mitsui Financial Group Inc.  1.546%  6/15/26 EUR       5,055      5,245
  Sumitomo Mitsui Financial Group Inc.  0.632% 10/23/29 EUR       4,965      4,548
  Sumitomo Mitsui Trust Bank Ltd.  0.010% 10/15/27 EUR       8,168      7,835
  Takeda Pharmaceutical Co. Ltd.  2.250% 11/21/26 EUR       3,881      4,147
  Takeda Pharmaceutical Co. Ltd.  0.750%   7/9/27 EUR       5,000      4,936
  Takeda Pharmaceutical Co. Ltd.  1.000%   7/9/29 EUR       6,273      6,035
  Takeda Pharmaceutical Co. Ltd.  3.000% 11/21/30 EUR      14,386     15,700
  Takeda Pharmaceutical Co. Ltd.  1.375%   7/9/32 EUR       3,000      2,808
  Takeda Pharmaceutical Co. Ltd.  2.000%   7/9/40 EUR       3,836      3,404
  Toyota Motor Finance Netherlands BV  0.625%  9/26/23 EUR      10,244     10,789
  Toyota Motor Finance Netherlands BV  0.000% 10/27/25 EUR         976        971
  West Nippon Expressway Co. Ltd.  0.070%  9/20/23 JPY     440,000      3,392
  West Nippon Expressway Co. Ltd.  0.050%  3/19/26 JPY   1,000,000      7,692
  West Nippon Expressway Co. Ltd.  0.170%  5/22/26 JPY     430,000      3,260
  West Nippon Expressway Co. Ltd.  0.200% 10/19/26 JPY     100,000        757
                   407,201
Luxembourg (0.1%)                           
  Acef Holding SCA  0.750%  6/14/28 EUR       1,293      1,198
  Acef Holding SCA  1.250%  4/26/30 EUR       5,586      5,032
  ArcelorMittal SA  1.000%  5/19/23 EUR       3,000      3,167
  ArcelorMittal SA  1.750% 11/19/25 EUR       4,786      4,957
  AXA Logistics Europe Master SCA  0.875% 11/15/29 EUR         900        810
  Bevco Lux Sarl  1.000%  1/16/30 EUR       2,586      2,357
  Blackstone Property Partners Europe Holdings Sarl  0.125% 10/20/23 EUR       1,781      1,840
  Blackstone Property Partners Europe Holdings Sarl  2.000%  2/15/24 EUR       6,453      6,795
  Blackstone Property Partners Europe Holdings Sarl  1.000% 10/20/26 EUR       5,171      4,961
  Blackstone Property Partners Europe Holdings Sarl  1.250%  4/26/27 EUR       4,310      4,091
  Blackstone Property Partners Europe Holdings Sarl  2.625% 10/20/28 GBP       1,000      1,120
  Blackstone Property Partners Europe Holdings Sarl  1.750%  3/12/29 EUR       9,672      8,970
  CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund  0.500%  1/27/28 EUR       3,000      2,766
  CBRE Global Investors Open-Ended Fund SCA SICAV-SIF Pan European Core Fund  0.900% 10/12/29 EUR       1,500      1,343
  Eurofins Scientific SE  3.750%  7/17/26 EUR       9,000     10,239
  Logicor Financing Sarl  2.250%  5/13/25 EUR       1,399      1,462
  Logicor Financing Sarl  1.500%  7/13/26 EUR       4,000      3,977
48

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Logicor Financing Sarl  1.625%  7/15/27 EUR       4,513      4,402
  Logicor Financing Sarl  3.250% 11/13/28 EUR       3,520      3,641
  Logicor Financing Sarl  2.750%  1/15/30 GBP       4,000      4,614
  Logicor Financing Sarl  1.625%  1/17/30 EUR       2,000      1,823
  Logicor Financing Sarl  0.875%  1/14/31 EUR       3,586      2,958
  NORD/LB Luxembourg SA Covered Bond Bank  0.375%  6/15/23 EUR       4,600      4,841
  NORD/LB Luxembourg SA Covered Bond Bank  0.375%   3/7/24 EUR       2,300      2,394
  P3 Group Sarl  1.625%  1/26/29 EUR       3,000      2,765
  Prologis International Funding II SA  1.750%  3/15/28 EUR         125        128
  Prologis International Funding II SA  0.875%   7/9/29 EUR       2,708      2,546
  Prologis International Funding II SA  1.625%  6/17/32 EUR       4,806      4,447
  Prologis International Funding II SA  3.000%  2/22/42 GBP         800        905
  SELP Finance Sarl  1.250% 10/25/23 EUR       1,850      1,955
  SELP Finance Sarl  1.500% 12/20/26 EUR       1,952      1,965
  SELP Finance Sarl  0.875%  5/27/29 EUR       1,000        914
  SES SA  0.875%  11/4/27 EUR       1,710      1,643
                   107,026
Mexico (0.0%)                           
  America Movil SAB de CV  1.500%  3/10/24 EUR         217        230
  America Movil SAB de CV  5.000% 10/27/26 GBP       1,039      1,408
  America Movil SAB de CV  0.750%  6/26/27 EUR       1,941      1,912
  America Movil SAB de CV  2.125%  3/10/28 EUR       2,301      2,404
  America Movil SAB de CV  5.750%  6/28/30 GBP       1,760      2,574
  America Movil SAB de CV  4.948%  7/22/33 GBP       1,000      1,410
  America Movil SAB de CV  4.375%   8/7/41 GBP       3,404      4,506
  America Movil SAB de CV  6.375%   9/6/73 EUR       3,791      4,190
                   18,634
Netherlands (0.9%)                           
  ABN AMRO Bank NV  0.500%  7/17/23 EUR       1,355      1,428
  ABN AMRO Bank NV  2.500%   9/5/23 EUR       3,159      3,420
  ABN AMRO Bank NV  2.500% 11/29/23 EUR       1,850      2,015
  ABN AMRO Bank NV  0.875%  1/15/24 EUR       2,708      2,861
  ABN AMRO Bank NV  2.375%  1/23/24 EUR       7,401      8,019
  ABN AMRO Bank NV  1.375%  1/16/25 GBP         100        120
  ABN AMRO Bank NV  1.000%  4/16/25 EUR       5,000      5,233
  ABN AMRO Bank NV  1.250%  5/28/25 EUR      14,800     15,418
  ABN AMRO Bank NV  0.875%  1/14/26 EUR         400        415
  ABN AMRO Bank NV  0.600%  1/15/27 EUR       6,800      6,694
  ABN AMRO Bank NV  1.500%  9/30/30 EUR       9,793     10,169
  ABN AMRO Bank NV  1.000%  4/13/31 EUR       3,700      3,665
  ABN AMRO Bank NV  1.000%   6/2/33 EUR       6,400      5,666
  ABN AMRO Bank NV  1.375%  1/10/34 EUR       6,500      6,475
  ABN AMRO Bank NV  0.375%  1/14/35 EUR      18,200     15,859
  ABN AMRO Bank NV  1.375%  1/12/37 EUR      10,000      9,704
  ABN AMRO Bank NV  1.450%  4/12/38 EUR       1,600      1,559
  ABN AMRO Bank NV  1.125%  4/23/39 EUR       2,300      2,111
  ABN AMRO Bank NV  0.400%  9/17/41 EUR      10,700      8,416
  Adecco International Financial Services BV  0.125%  9/21/28 EUR       7,000      6,435
  Aegon Bank NV  0.250%  5/25/55 EUR       8,500      8,953
  Aegon Bank NV  0.375% 11/21/56 EUR       4,600      4,754
  Aegon Bank NV  0.750%  6/27/59 EUR       1,200      1,214
  Aegon NV  1.000%  12/8/23 EUR         497        523
  Aegon NV  6.625% 12/16/39 GBP         406        702
49

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Aegon NV  4.000%  4/25/44 EUR         904        976
  Akzo Nobel NV  1.750%  11/7/24 EUR       1,625      1,729
  Akzo Nobel NV  1.125%   4/8/26 EUR       1,850      1,904
  Akzo Nobel NV  1.625%  4/14/30 EUR       7,000      7,002
  Alliander NV  2.875%  6/14/24 EUR         100        110
  Alliander NV  0.375%  6/10/30 EUR       3,184      2,991
  ASML Holding NV  3.375%  9/19/23 EUR         452        496
  ASML Holding NV  1.375%   7/7/26 EUR       4,875      5,143
  ASML Holding NV  1.625%  5/28/27 EUR         633        671
  ASML Holding NV  0.625%   5/7/29 EUR       3,586      3,490
  ASR Nederland NV  5.125%  9/29/45 EUR       1,355      1,523
  ASR Nederland NV  3.375%   5/2/49 EUR       2,775      2,842
  Cooperatieve Rabobank UA  2.375%  5/22/23 EUR       2,595      2,800
  Cooperatieve Rabobank UA  3.875%  7/25/23 EUR       1,512      1,661
  Cooperatieve Rabobank UA  0.750%  8/29/23 EUR       7,900      8,357
  Cooperatieve Rabobank UA  0.625%  2/27/24 EUR       3,000      3,143
  Cooperatieve Rabobank UA  1.250%  1/14/25 GBP       1,900      2,271
  Cooperatieve Rabobank UA  4.125%  7/14/25 EUR       9,025     10,360
  Cooperatieve Rabobank UA  1.250%  3/23/26 EUR       2,618      2,743
  Cooperatieve Rabobank UA  4.250%  5/12/26 AUD         500        356
  Cooperatieve Rabobank UA  3.125%  9/15/26 CHF       6,200      6,923
  Cooperatieve Rabobank UA  1.375%   2/3/27 EUR       1,986      2,072
  Cooperatieve Rabobank UA  5.250%  9/14/27 GBP       7,045      9,388
  Cooperatieve Rabobank UA  0.375%  12/1/27 EUR      10,000      9,743
  Cooperatieve Rabobank UA  0.875%   2/8/28 EUR      17,300     17,589
  Cooperatieve Rabobank UA  0.875%   5/5/28 EUR       8,200      8,126
  Cooperatieve Rabobank UA  1.875%  7/12/28 GBP       8,000      9,396
  Cooperatieve Rabobank UA  0.875%   2/1/29 EUR       4,600      4,632
  Cooperatieve Rabobank UA  4.625%  5/23/29 GBP       4,288      5,556
  Cooperatieve Rabobank UA  4.550%  8/30/29 GBP       3,208      4,407
  Cooperatieve Rabobank UA  1.250%  5/31/32 EUR       3,400      3,395
  Cooperatieve Rabobank UA  0.625%  2/25/33 EUR      11,800     10,274
  Cooperatieve Rabobank UA  1.500%  4/26/38 EUR       3,200      3,138
  Cooperatieve Rabobank UA  0.750%  6/21/39 EUR       5,500      4,745
  Cooperatieve Rabobank UA  5.250%  5/23/41 GBP         282        453
  CTP NV  2.125%  10/1/25 EUR         600        620
  CTP NV  0.625%  9/27/26 EUR       4,857      4,502
  CTP NV  0.750%  2/18/27 EUR       2,586      2,377
  CTP NV  1.250%  6/21/29 EUR       2,976      2,610
  CTP NV  1.500%  9/27/31 EUR       1,196        986
  de Volksbank NV  0.500%  1/30/26 EUR       3,400      3,473
  de Volksbank NV  0.250%  6/22/26 EUR       6,800      6,567
  de Volksbank NV  0.750%  5/18/27 EUR       2,300      2,340
  de Volksbank NV  0.375%   3/3/28 EUR       7,000      6,429
  de Volksbank NV  0.750% 10/24/31 EUR       2,257      2,166
  Enexis Holding NV  0.875%  4/28/26 EUR       5,500      5,673
  Euronext NV  1.125%  6/12/29 EUR       8,000      7,851
  Euronext NV  0.750%  5/17/31 EUR       3,000      2,728
  Euronext NV  1.500%  5/17/41 EUR       3,000      2,456
  EXOR NV  1.750%  1/18/28 EUR       2,392      2,458
  EXOR NV  2.250%  4/29/30 EUR       5,547      5,725
  EXOR NV  0.875%  1/19/31 EUR       3,000      2,658
  Heineken NV  1.500%  12/7/24 EUR       2,301      2,440
  Heineken NV  1.625%  3/30/25 EUR       3,610      3,822
  Heineken NV  2.875%   8/4/25 EUR       2,663      2,915
50

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Heineken NV  1.375%  1/29/27 EUR       4,558      4,709
  Heineken NV  1.500%  10/3/29 EUR         100        101
  Heineken NV  2.250%  3/30/30 EUR       6,769      7,175
  Heineken NV  1.250%   5/7/33 EUR       4,000      3,729
  Heineken NV  1.750%   5/7/40 EUR       4,229      3,745
  ING Bank NV  1.875%  5/22/23 EUR       7,852      8,420
  ING Bank NV  0.875%  4/11/28 EUR       7,100      7,211
  ING Bank NV  0.125%  12/8/32 EUR      11,600     10,486
  ING Groep NV  1.000%  9/20/23 EUR       2,900      3,073
  ING Groep NV  1.125%  2/14/25 EUR       6,600      6,866
  ING Groep NV  0.100%   9/3/25 EUR       5,000      5,076
  ING Groep NV  2.125%  1/10/26 EUR       6,800      7,204
  ING Groep NV  3.000%  2/18/26 GBP       3,300      4,053
  ING Groep NV  1.250%  2/16/27 EUR       5,000      5,067
  ING Groep NV  2.500%  2/15/29 EUR       4,600      4,874
  ING Groep NV  0.250%  2/18/29 EUR       5,400      4,974
  ING Groep NV  1.625%  9/26/29 EUR      12,200     12,541
  ING Groep NV  0.250%   2/1/30 EUR       9,300      8,326
  ING Groep NV  1.750%  2/16/31 EUR       5,000      4,878
  ING Groep NV  0.875%   6/9/32 EUR       3,000      2,825
  JDE Peet's NV  0.625%   2/9/28 EUR       8,000      7,582
  JDE Peet's NV  0.500%  1/16/29 EUR       7,000      6,388
  JDE Peet's NV  1.125%  6/16/33 EUR       8,000      6,881
  Koninklijke Ahold Delhaize NV  1.750%   4/2/27 EUR       5,000      5,243
  Koninklijke Ahold Delhaize NV  0.375%  3/18/30 EUR       4,000      3,653
  Koninklijke DSM NV  2.375%   4/3/24 EUR       1,768      1,912
  Koninklijke DSM NV  1.000%   4/9/25 EUR       1,444      1,510
  Koninklijke DSM NV  0.250%  6/23/28 EUR       4,000      3,846
  Koninklijke KPN NV  0.625%   4/9/25 EUR       4,600      4,723
  Koninklijke KPN NV  5.000% 11/18/26 GBP       1,652      2,194
  Koninklijke KPN NV  5.750%  9/17/29 GBP       2,444      3,389
  Koninklijke KPN NV  0.875% 12/14/32 EUR       2,500      2,232
  Koninklijke KPN NV  0.875% 11/15/33 EUR       1,800      1,572
  Koninklijke Philips NV  1.375%   5/2/28 EUR       3,475      3,509
  Koninklijke Philips NV  2.000%  3/30/30 EUR       4,513      4,641
  LeasePlan Corp. NV  3.500%   4/9/25 EUR       2,976      3,271
  LeasePlan Corp. NV  0.250%  2/23/26 EUR       7,391      7,285
  Nationale-Nederlanden Bank NV  0.375%  2/26/25 EUR       6,000      6,125
  Nationale-Nederlanden Bank NV  0.500%  9/21/28 EUR       8,800      8,198
  Nationale-Nederlanden Bank NV  0.375%   3/4/41 EUR      10,000      7,886
  Nationale-Nederlanden Bank NV  0.625%  9/11/55 EUR       3,600      3,707
  Nationale-Nederlanden Bank NV  0.250%  2/27/56 EUR       5,000      5,212
  Nationale-Nederlanden Bank NV  0.500% 10/10/56 EUR         300        312
  Nederlandse Gasunie NV  2.625%  7/13/22 EUR         677        718
  Nederlandse Gasunie NV  1.000%  5/11/26 EUR       7,793      8,048
  Nederlandse Gasunie NV  0.375%  10/3/31 EUR       1,355      1,222
  NIBC Bank NV  3.125% 11/15/23 GBP       5,500      6,888
  NIBC Bank NV  0.875%   7/8/25 EUR      11,200     11,402
  NIBC Bank NV  0.625%   6/1/26 EUR       5,300      5,403
  NIBC Bank NV  0.250%   9/9/26 EUR       9,400      9,051
  NIBC Bank NV  0.500%  3/19/27 EUR       7,000      7,016
  NIBC Bank NV  1.000%  9/11/28 EUR       2,300      2,327
  NIBC Bank NV  0.010% 10/15/29 EUR       4,600      4,267
  NIBC Bank NV  0.125%  4/21/31 EUR      21,600     19,544
  NN Group NV  1.625%   6/1/27 EUR       3,100      3,215
51

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  NN Group NV  4.625%  1/13/48 EUR       5,791      6,394
  NN Group NV  4.375%  6/29/49 EUR       1,752      1,887
  PostNL NV  1.000% 11/21/24 EUR         857        897
  PostNL NV  0.625%  9/23/26 EUR       2,257      2,258
  Royal Schiphol Group NV  0.000%  4/22/25 EUR       7,478      7,529
  Royal Schiphol Group NV  2.000%  10/5/26 EUR       2,000      2,134
  Royal Schiphol Group NV  2.000%   4/6/29 EUR      16,246     17,195
  Royal Schiphol Group NV  0.875%   9/8/32 EUR       5,000      4,572
  Shell International Finance BV  1.125%   4/7/24 EUR       4,739      5,013
  Shell International Finance BV  0.375%  2/15/25 EUR      10,648     10,925
  Shell International Finance BV  1.625%  1/20/27 EUR      11,025     11,613
  Shell International Finance BV  0.125%  11/8/27 EUR       2,257      2,185
  Shell International Finance BV  1.500%   4/7/28 EUR       8,000      8,292
  Shell International Finance BV  1.250%  5/12/28 EUR         217        221
  Shell International Finance BV  0.750%  8/15/28 EUR       4,513      4,445
  Shell International Finance BV  1.000% 12/10/30 GBP       2,671      2,828
  Shell International Finance BV  1.875%   4/7/32 EUR       7,513      7,675
  Shell International Finance BV  0.875%  11/8/39 EUR       4,468      3,530
  Shell International Finance BV  1.750%  9/10/52 GBP       2,257      1,841
  Siemens Financieringsmaatschappij NV  0.900%  2/28/28 EUR       5,000      5,096
  Stedin Holding NV  0.875% 10/24/25 EUR      20,250     20,857
  Stedin Holding NV  1.375%  9/19/28 EUR       2,257      2,309
  Stedin Holding NV  0.500% 11/14/29 EUR       2,257      2,135
  TenneT Holding BV  0.750%  6/26/25 EUR       4,513      4,665
  TenneT Holding BV  1.000%  6/13/26 EUR         100        103
  TenneT Holding BV  1.375%   6/5/28 EUR      23,013     23,677
  TenneT Holding BV  1.375%  6/26/29 EUR       4,749      4,841
  TenneT Holding BV  0.875%   6/3/30 EUR       4,500      4,347
  TenneT Holding BV  1.250% 10/24/33 EUR         722        682
  TenneT Holding BV  1.875%  6/13/36 EUR       2,637      2,572
  TenneT Holding BV  1.500%   6/3/39 EUR       5,362      4,833
  TenneT Holding BV  0.500% 11/30/40 EUR       5,416      3,987
  TenneT Holding BV  1.125%   6/9/41 EUR       5,000      4,090
  Toyota Motor Finance Netherlands BV  0.750% 12/19/25 GBP       4,000      4,710
  Vesteda Finance BV  1.500%  5/24/27 EUR       1,806      1,860
  Vesteda Finance BV  0.750% 10/18/31 EUR       2,586      2,307
  VIA Outlets BV  1.750% 11/15/28 EUR       2,200      2,078
  Volkswagen Financial Services NV  2.125%  1/18/28 GBP       5,000      5,775
  Wolters Kluwer NV  0.250%  3/30/28 EUR       1,500      1,427
  Wolters Kluwer NV  0.750%   7/3/30 EUR       1,300      1,215
                   863,734
New Zealand (0.1%)                           
  ANZ New Zealand Int'l Ltd.  0.200%  9/23/27 EUR      15,976     15,257
  ASB Bank Ltd.  1.646%   5/4/26 NZD       3,000      1,723
  ASB Finance Ltd.  0.125% 10/18/23 EUR       2,212      2,313
  ASB Finance Ltd.  0.625% 10/18/24 EUR       1,637      1,706
  ASB Finance Ltd.  0.750%  10/9/25 EUR       2,257      2,327
  ASB Finance Ltd.  0.250%   9/8/28 EUR       3,000      2,759
  ASB Finance Ltd.  0.250%  5/21/31 EUR      32,162     29,269
  Bank of New Zealand  1.884%   6/8/26 NZD       1,000        577
  BNZ International Funding Ltd.  0.500%  5/13/23 EUR       2,301      2,427
  BNZ International Funding Ltd.  0.500%   7/3/24 EUR      15,500     16,146
  BNZ International Funding Ltd.  0.625%   7/3/25 EUR       6,769      6,977
  Fonterra Co-operative Group Ltd.  9.375%  12/4/23 GBP         542        752
  Fonterra Co-operative Group Ltd.  0.750%  11/8/24 EUR         687        716
52

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Fonterra Co-operative Group Ltd.  4.000%  11/2/27 AUD         100         69
  Transpower New Zealand Ltd.  5.750%  8/28/23 AUD          70         51
  Westpac New Zealand Ltd.  1.439%  2/24/26 NZD       4,000      2,285
  Westpac Securities NZ Ltd.  0.500%  1/17/24 EUR       4,513      4,733
  Westpac Securities NZ Ltd.  0.375%   2/5/24 CHF       2,625      2,688
  Westpac Securities NZ Ltd.  0.300%  6/25/24 EUR       3,610      3,740
                   96,515
Norway (0.4%)                           
  Aker BP ASA  1.125%  5/12/29 EUR       3,000      2,832
  DNB Bank ASA  0.600%  9/25/23 EUR       2,708      2,854
  DNB Boligkreditt A/S  0.375% 11/20/24 EUR       4,513      4,675
  DNB Boligkreditt A/S  0.625%  1/14/26 EUR       6,769      6,951
  DNB Boligkreditt A/S  0.250%   9/7/26 EUR       9,071      9,086
  DNB Boligkreditt A/S  0.010%  5/12/28 EUR      27,000     25,922
  Eika Boligkreditt A/S  0.375%  2/26/25 EUR         722        744
  Eika Boligkreditt A/S  0.010%  3/23/28 EUR       7,957      7,640
  Equinor ASA  2.875%  9/10/25 EUR      15,316     17,004
  Equinor ASA  0.750%  5/22/26 EUR       5,518      5,654
  Equinor ASA  0.750%  11/9/26 EUR       6,453      6,574
  Equinor ASA  1.250%  2/17/27 EUR       8,981      9,329
  Equinor ASA  6.125% 11/27/28 GBP       4,291      6,425
  Equinor ASA  6.875%  3/11/31 GBP       3,227      5,235
  Equinor ASA  1.375%  5/22/32 EUR      11,867     11,661
  Equinor ASA  1.625%  2/17/35 EUR       4,301      4,128
  Equinor ASA  1.625%  11/9/36 EUR         904        850
  Equinor ASA  4.250%  4/10/41 GBP       2,093      2,946
  Norsk Hydro ASA  1.125%  4/11/25 EUR         542        557
  Santander Consumer Bank A/S  0.125%  9/11/24 EUR       7,600      7,762
  Santander Consumer Bank A/S  0.125%  4/14/26 EUR       5,000      4,927
  SpareBank 1 Boligkreditt A/S  0.750%   9/5/22 EUR       4,513      4,779
  SpareBank 1 Boligkreditt A/S  0.375%  6/26/24 EUR      15,000     15,611
  SpareBank 1 Boligkreditt A/S  0.500%  1/30/25 EUR      15,000     15,521
  SpareBank 1 Boligkreditt A/S  0.125%  5/14/26 EUR       4,513      4,524
  SpareBank 1 Boligkreditt A/S  0.250%  8/30/26 EUR      18,728     18,779
  SpareBank 1 Boligkreditt A/S  1.000%  1/30/29 EUR       4,513      4,565
  SpareBank 1 Boligkreditt A/S  0.125%  11/5/29 EUR       4,513      4,238
  SpareBank 1 Boligkreditt AS  0.125%  1/20/28 EUR      20,000     19,428
  SpareBank 1 SMN  0.750%   7/3/23 EUR       1,219      1,287
  SpareBank 1 SMN  0.010%  2/18/28 EUR       4,547      4,242
  SpareBank 1 SR-Bank ASA  0.625%  3/25/24 EUR       1,806      1,885
  Sparebanken Vest Boligkreditt A/S  0.375%  2/14/24 EUR      22,957     24,011
  Sparebanken Vest Boligkreditt A/S  0.750%  2/27/25 EUR       4,513      4,698
  Sparebanken Vest Boligkreditt A/S  0.500%  2/12/26 EUR      25,374     25,897
  SR-Boligkreditt A/S  0.375%  10/3/24 EUR      11,564     11,989
  Statkraft A/S  1.125%  3/20/25 EUR       6,769      7,062
  Statkraft A/S  1.500%  3/26/30 EUR       1,223      1,229
  Statnett SF  0.875%   3/8/25 EUR         208        216
  Statnett SF  1.250%  4/26/30 EUR       1,747      1,728
  Storebrand Livsforsikring A/S  1.875%  9/30/51 EUR       4,121      3,598
  Telenor ASA  2.500%  5/22/25 EUR       1,084      1,183
  Telenor ASA  0.750%  5/31/26 EUR       7,311      7,442
  Telenor ASA  1.125%  5/31/29 EUR       6,114      6,066
                   333,734
53

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Poland (0.0%)                           
  ORLEN Capital AB  2.500%   6/7/23 EUR       2,573      2,723
  Polski Koncern Naftowy ORLEN SA  1.125%  5/27/28 EUR       1,000        879
                   3,602
Portugal (0.1%)                           
  Banco Santander Totta SA  1.250%  9/26/27 EUR       4,200      4,368
  Brisa-Concessao Rodoviaria SA  2.000%  3/22/23 EUR         100        107
  Brisa-Concessao Rodoviaria SA  2.375%  5/10/27 EUR       6,000      6,449
  Cia de Seguros Fidelidade SA  4.250%   9/4/31 EUR       6,800      7,068
  EDP - Energias de Portugal SA  1.625%  4/15/27 EUR       7,600      7,910
  EDP Finance BV  1.875%  9/29/23 EUR       4,017      4,305
  EDP Finance BV  8.625%   1/4/24 GBP       4,064      5,603
  EDP Finance BV  1.125%  2/12/24 EUR       5,145      5,431
  EDP Finance BV  2.000%  4/22/25 EUR       7,211      7,705
  EDP Finance BV  1.625%  1/26/26 EUR      12,149     12,740
  EDP Finance BV  0.375%  9/16/26 EUR       4,513      4,473
  EDP Finance BV  1.500% 11/22/27 EUR       1,298      1,332
  Energias de Portugal SA  2.875%   6/1/26 EUR       5,200      5,721
  Galp Gas Natural Distribuicao SA  1.375%  9/19/23 EUR       1,300      1,378
  Ren Finance BV  1.750%  1/18/28 EUR       1,196      1,243
                   75,833
Romania (0.0%)                           
  NE Property BV  1.875%  10/9/26 EUR       2,708      2,590
  NE Property BV  3.375%  7/14/27 EUR         293        295
  NE Property BV  2.000%  1/20/30 EUR       1,900      1,634
                   4,519
Singapore (0.1%)                           
  DBS Bank Ltd.  0.375%  1/23/24 EUR       4,965      5,192
  DBS Group Holdings Ltd.  3.980% 12/31/99 SGD       1,000        736
  Oversea-Chinese Banking Corp. Ltd.  0.625%  4/18/25 EUR       4,513      4,662
  Oversea-Chinese Banking Corp. Ltd.  4.000% 12/31/99 SGD       1,500      1,098
  Temasek Financial I Ltd.  0.500% 11/20/31 EUR       9,929      9,040
  Temasek Financial I Ltd.  5.125%  7/26/40 GBP       2,934      4,773
  Temasek Financial I Ltd.  1.250% 11/20/49 EUR       2,294      1,986
  United Overseas Bank Ltd.  0.500%  1/16/25 EUR       5,641      5,836
  United Overseas Bank Ltd.  0.100%  5/25/29 EUR      14,348     13,556
                   46,879
South Africa (0.0%)                           
  Anglo American Capital plc  1.625%  9/18/25 EUR         100        103
  Anglo American Capital plc  1.625%  3/11/26 EUR       1,015      1,041
                   1,144
South Korea (0.0%)                           
3 LG Chem Ltd.  0.500%  4/15/23 EUR         497        523
Spain (0.7%)                           
  Abertis Infraestructuras SA  3.750%  6/20/23 EUR       4,600      5,007
  Abertis Infraestructuras SA  2.500%  2/27/25 EUR         100        108
  Abertis Infraestructuras SA  0.625%  7/15/25 EUR       1,900      1,921
  Abertis Infraestructuras SA  1.375%  5/20/26 EUR         300        309
  Abertis Infraestructuras SA  3.375% 11/27/26 GBP       1,400      1,715
  Abertis Infraestructuras SA  1.000%  2/27/27 EUR         500        495
  Abertis Infraestructuras SA  2.375%  9/27/27 EUR       3,300      3,465
  Abertis Infraestructuras SA  1.250%   2/7/28 EUR       1,300      1,262
  Abertis Infraestructuras SA  1.125%  3/26/28 EUR       3,000      2,887
54

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Abertis Infraestructuras SA  2.250%  3/29/29 EUR       8,900      8,963
  Abertis Infraestructuras SA  3.000%  3/27/31 EUR       1,700      1,769
  Abertis Infraestructuras SA  1.875%  3/26/32 EUR       2,800      2,614
  Acciona Energia Financiacion Filiales SA  1.375%  1/26/32 EUR       3,000      2,820
  ACS Servicios Comunicaciones y Energia SA  1.875%  4/20/26 EUR       1,900      1,962
  Amadeus IT Group SA  2.500%  5/20/24 EUR       2,000      2,150
  Amadeus IT Group SA  1.875%  9/24/28 EUR       3,000      3,077
  AYT Cedulas Cajas Global FTA  4.250% 10/25/23 EUR         400        443
  AYT Cedulas Cajas Global FTA  4.750%  5/25/27 EUR       4,900      5,924
  AyT Cedulas Cajas X Fondo de Titulizacion de Activos  3.750%  6/30/25 EUR       4,600      5,194
  Banco Bilbao Vizcaya Argentaria SA  1.125%  2/28/24 EUR       1,400      1,476
  Banco Bilbao Vizcaya Argentaria SA  2.250%  6/12/24 EUR       1,400      1,514
  Banco Bilbao Vizcaya Argentaria SA  0.375%  10/2/24 EUR       1,400      1,440
  Banco Bilbao Vizcaya Argentaria SA  4.000%  2/25/25 EUR       3,300      3,747
  Banco Bilbao Vizcaya Argentaria SA  0.875% 11/22/26 EUR       6,800      6,986
  Banco Bilbao Vizcaya Argentaria SA  0.500%  1/14/27 EUR       4,900      4,748
  Banco Bilbao Vizcaya Argentaria SA  3.500%  2/10/27 EUR       6,400      6,905
  Banco Bilbao Vizcaya Argentaria SA  0.125%  3/24/27 EUR       4,000      3,923
  Banco Bilbao Vizcaya Argentaria SA  1.000%  1/16/30 EUR       6,300      6,276
  Banco de Sabadell SA  0.125% 10/20/23 EUR       3,600      3,765
  Banco de Sabadell SA  1.625%   3/7/24 EUR       8,500      8,951
  Banco de Sabadell SA  0.625%  6/10/24 EUR      13,800     14,432
  Banco de Sabadell SA  1.125%  3/11/27 EUR       8,100      8,111
  Banco Santander SA  0.750%  6/12/23 CHF       2,590      2,675
  Banco Santander SA  2.750%  9/12/23 GBP       2,600      3,254
  Banco Santander SA  1.375%  7/31/24 GBP       1,900      2,302
  Banco Santander SA  1.125% 11/27/24 EUR       6,700      7,057
  Banco Santander SA  0.463%  12/5/24 JPY     900,000      6,968
  Banco Santander SA  1.125%  1/17/25 EUR       1,900      1,974
  Banco Santander SA  2.500%  3/18/25 EUR       4,400      4,674
  Banco Santander SA  1.000%   4/7/25 EUR      19,500     20,394
  Banco Santander SA  1.375%   1/5/26 EUR       1,700      1,744
  Banco Santander SA  1.500%  1/25/26 EUR      11,800     12,488
  Banco Santander SA  3.875%   2/6/26 EUR         100        115
  Banco Santander SA  3.250%   4/4/26 EUR       5,100      5,519
  Banco Santander SA  0.300%  10/4/26 EUR       4,600      4,512
  Banco Santander SA  0.500%   2/4/27 EUR       4,300      4,155
  Banco Santander SA  0.500%  3/24/27 EUR       7,800      7,658
  Banco Santander SA  4.625%   5/4/27 EUR         800        971
  Banco Santander SA  2.125%   2/8/28 EUR       1,300      1,303
  Banco Santander SA  0.200%  2/11/28 EUR       7,000      6,568
  Banco Santander SA  0.310%   6/9/28 CHF       3,135      2,986
  Banco Santander SA  1.125% 10/25/28 EUR       2,300      2,356
  Banco Santander SA  0.875%   5/9/31 EUR       4,700      4,580
  Banco Santander SA  0.100%  2/27/32 EUR       7,400      6,600
  Banco Santander SA  2.000% 11/27/34 EUR       5,300      5,622
  Bankinter SA  1.000%   2/5/25 EUR       3,700      3,875
  Bankinter SA  1.250%   2/7/28 EUR         100        103
  CaixaBank SA  1.750% 10/24/23 EUR       4,600      4,901
  CaixaBank SA  2.375%   2/1/24 EUR       3,100      3,331
  CaixaBank SA  2.625%  3/21/24 EUR       2,600      2,827
  CaixaBank SA  1.125%  5/17/24 EUR       3,700      3,882
  CaixaBank SA  0.625%  10/1/24 EUR       2,000      2,046
  CaixaBank SA  0.375%   2/3/25 EUR       2,000      2,028
55

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  CaixaBank SA  4.000%   2/3/25 EUR       5,600      6,344
  CaixaBank SA  3.875%  2/17/25 EUR       7,800      8,818
  CaixaBank SA  0.625%  3/27/25 EUR       8,200      8,484
  CaixaBank SA  1.000%  9/25/25 EUR       5,100      5,303
  CaixaBank SA  1.125%  3/27/26 EUR       4,600      4,671
  CaixaBank SA  1.375%  6/19/26 EUR       2,300      2,322
  CaixaBank SA  0.750%   7/9/26 EUR      12,400     12,296
  CaixaBank SA  0.750%  7/10/26 EUR      10,600     10,688
  CaixaBank SA  1.125% 11/12/26 EUR       2,300      2,279
  CaixaBank SA  0.375% 11/18/26 EUR       4,000      3,942
  CaixaBank SA  1.250%  1/11/27 EUR         200        208
  CaixaBank SA  1.000%  1/17/28 EUR       2,600      2,651
  CaixaBank SA  0.750%  5/26/28 EUR      10,200      9,741
  CaixaBank SA  2.750%  7/14/28 EUR       1,900      2,018
  CaixaBank SA  2.250%  4/17/30 EUR       6,400      6,551
  CaixaBank SA  1.250%  6/18/31 EUR       3,000      2,898
  CaixaBank SA  4.125%  3/24/36 EUR       2,150      2,828
  Caja Rural de Navarra SCC  0.875%   5/8/25 EUR       3,000      3,116
  Cajamar Caja Rural SCC  0.875%  6/18/23 EUR       6,800      7,203
  Canal de Isabel II Gestion SA  1.680%  2/26/25 EUR       1,600      1,681
  Cedulas TDA 6 Fondo de Titulizacion de Activos  3.875%  5/23/25 EUR         400        453
  Criteria Caixa SA  1.500%  5/10/23 EUR       1,300      1,383
  Criteria Caixa SA  0.875% 10/28/27 EUR       3,000      2,901
  Enagas Financiaciones SA  1.250%   2/6/25 EUR       2,400      2,522
  Enagas Financiaciones SA  1.375%   5/5/28 EUR         100        103
  Eurocaja Rural SCC  0.875%  5/27/24 EUR       2,300      2,416
  FCC Aqualia SA  2.629%   6/8/27 EUR       1,793      1,881
  Ferrovial Emisiones SA  2.500%  7/15/24 EUR       2,300      2,492
  Iberdrola Finanzas SA  7.375%  1/29/24 GBP       2,100      2,848
  Iberdrola Finanzas SA  1.000%   3/7/24 EUR       1,300      1,375
  Iberdrola Finanzas SA  1.000%   3/7/25 EUR         100        105
  Iberdrola Finanzas SA  0.875%  6/16/25 EUR       6,000      6,240
  Iberdrola Finanzas SA  1.621% 11/29/29 EUR       2,000      2,106
  Iberdrola International BV  1.750%  9/17/23 EUR       4,600      4,931
  Iberdrola International BV  1.875%  10/8/24 EUR         100        107
  Iberdrola International BV  0.375%  9/15/25 EUR       7,700      7,849
  Iberdrola International BV  1.125%  4/21/26 EUR       2,000      2,086
  Iberdrola International BV  1.450% 12/31/99 EUR       6,000      5,694
  Iberdrola International BV  1.874% 12/31/99 EUR      13,300     13,003
  Iberdrola International BV  1.875% 12/31/99 EUR         300        316
  Iberdrola International BV  2.250% 12/31/99 EUR       3,000      2,771
  Iberdrola International BV  3.250% 12/31/99 EUR      13,000     13,737
  Inmobiliaria Colonial Socimi SA  1.450% 10/28/24 EUR       2,100      2,197
  Inmobiliaria Colonial Socimi SA  1.625% 11/28/25 EUR       3,900      4,057
  Inmobiliaria Colonial Socimi SA  2.000%  4/17/26 EUR       1,900      1,986
  Inmobiliaria Colonial Socimi SA  2.500% 11/28/29 EUR       2,000      2,065
  Mapfre SA  1.625%  5/19/26 EUR         500        522
  Mapfre SA  4.375%  3/31/47 EUR       2,100      2,247
  Mapfre SA  4.125%   9/7/48 EUR       3,300      3,471
  Merlin Properties Socimi SA  1.750%  5/26/25 EUR       4,364      4,553
  Merlin Properties Socimi SA  1.375%   6/1/30 EUR       4,400      3,923
  Merlin Properties Socimi SA  1.875%  12/4/34 EUR       2,800      2,350
  Naturgy Capital Markets SA  1.125%  4/11/24 EUR       2,000      2,108
  Naturgy Finance BV  2.875%  3/11/24 EUR       1,900      2,069
56

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Naturgy Finance BV  0.875%  5/15/25 EUR       3,800      3,937
  Naturgy Finance BV  1.250%  4/19/26 EUR       4,100      4,233
  Naturgy Finance BV  1.375%  1/19/27 EUR         100        103
  Naturgy Finance BV  1.500%  1/29/28 EUR         900        925
  Naturgy Finance BV  0.750% 11/28/29 EUR       2,900      2,776
  NorteGas Energia Distribucion SAU  0.918%  9/28/22 EUR         100        106
  NorteGas Energia Distribucion SAU  2.065%  9/28/27 EUR       4,739      4,880
  Programa Cedulas TDA Fondo de Titulizacion de Activos  4.250%  3/28/27 EUR       3,900      4,633
  Programa Cedulas TDA Fondo de Titulizacion de Activos  4.250%  4/10/31 EUR       9,000     11,387
  Prosegur Cash SA  1.375%   2/4/26 EUR         400        408
  Red Electrica Financiaciones SAU  2.125%   7/1/23 EUR       3,100      3,337
  Red Electrica Financiaciones SAU  1.125%  4/24/25 EUR         100        105
  Red Electrica Financiaciones SAU  1.000%  4/21/26 EUR         200        208
  Red Electrica Financiaciones SAU  1.250%  3/13/27 EUR         200        209
  Redexis Gas Finance BV  1.875%  5/28/25 EUR       3,800      4,006
  Redexis Gas Finance BV  1.875%  4/27/27 EUR       7,396      7,494
  Repsol Europe Finance Sarl  0.375%   7/6/29 EUR       2,000      1,861
  Repsol Europe Finance Sarl  0.875%   7/6/33 EUR       2,600      2,266
  Repsol International Finance BV  2.250% 12/10/26 EUR       4,600      4,990
  Repsol International Finance BV  0.250%   8/2/27 EUR         400        390
  Santander Consumer Finance SA  0.875%  5/30/23 EUR       1,600      1,692
  Santander Consumer Finance SA  1.125%  10/9/23 EUR       6,800      7,188
  Santander Consumer Finance SA  1.000%  2/27/24 EUR       5,000      5,254
  Santander Consumer Finance SA  0.375%  6/27/24 EUR       4,600      4,751
  Santander Consumer Finance SA  0.375%  1/17/25 EUR       9,200      9,374
  Santander Consumer Finance SA  0.000%  2/23/26 EUR       2,000      1,964
  Santander Consumer Finance SA  0.500%  1/14/27 EUR      10,000      9,797
  Telefonica Emisiones SA  1.069%   2/5/24 EUR       7,900      8,378
  Telefonica Emisiones SA  5.375%   2/2/26 GBP         657        892
  Telefonica Emisiones SA  1.460%  4/13/26 EUR       1,900      2,001
  Telefonica Emisiones SA  1.447%  1/22/27 EUR       9,600     10,030
  Telefonica Emisiones SA  2.318% 10/17/28 EUR         300        324
  Telefonica Emisiones SA  1.788%  3/12/29 EUR       7,000      7,303
  Telefonica Emisiones SA  5.445%  10/8/29 GBP       2,700      3,792
  Telefonica Emisiones SA  2.932% 10/17/29 EUR       5,200      5,794
  Telefonica Emisiones SA  0.664%   2/3/30 EUR       7,600      7,204
  Telefonica Emisiones SA  1.807%  5/21/32 EUR       4,300      4,307
  Telefonica Emisiones SA  1.864%  7/13/40 EUR       3,600      3,298
  Telefonica Europe BV  5.875%  2/14/33 EUR       2,962      4,102
                   632,435
Sweden (1.0%)                           
  Akelius Residential Property AB  1.125%  3/14/24 EUR       5,370      5,615
  Akelius Residential Property AB  1.750%   2/7/25 EUR         677        708
  Akelius Residential Property AB  2.375%  8/15/25 GBP       1,355      1,660
  Akelius Residential Property Financing BV  1.125%  1/11/29 EUR       3,805      3,486
  Akelius Residential Property Financing BV  0.750%  2/22/30 EUR       4,762      4,092
  Alfa Laval Treasury International AB  1.375%  2/18/29 EUR       1,000        992
  Atlas Copco AB  0.625%  8/30/26 EUR         100        101
  Balder Finland OYJ  1.000%  1/18/27 EUR       2,000      1,936
  Balder Finland OYJ  1.000%  1/20/29 EUR       3,000      2,684
  Balder Finland OYJ  1.375%  5/24/30 EUR       3,671      3,234
  Castellum Helsinki Finance Holding Abp  0.875%  9/17/29 EUR       2,130      1,802
  Danske Hypotek AB  1.000% 12/21/22 SEK      91,000      9,285
57

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Essity AB  1.125%  3/27/24 EUR         768        811
  Essity AB  1.625%  3/30/27 EUR         722        750
  Essity AB  0.250%   2/8/31 EUR       5,184      4,501
  Fastighets AB Balder  1.875%  3/14/25 EUR         100        104
  Fastighets AB Balder  1.875%  1/23/26 EUR       4,061      4,174
  Fastighets AB Balder  1.125%  1/29/27 EUR       1,412      1,369
  Fastighets AB Balder  1.250%  1/28/28 EUR       1,057        994
  Heimstaden Bostad Treasury BV  1.375%   3/3/27 EUR       6,352      6,217
  Heimstaden Bostad Treasury BV  1.000%  4/13/28 EUR       7,091      6,514
  Heimstaden Bostad Treasury BV  0.750%   9/6/29 EUR         723        622
  Heimstaden Bostad Treasury BV  1.625% 10/13/31 EUR       7,562      6,564
  Investor AB  4.500%  5/12/23 EUR         904        991
  Investor AB  0.375% 10/29/35 EUR       4,000      3,231
  Investor AB  1.500%  6/20/39 EUR       7,000      6,289
  Lansforsakringar Hypotek AB  1.250%  9/20/23 SEK     248,300     25,246
  Lansforsakringar Hypotek AB  0.375%  3/14/24 EUR         633        661
  Lansforsakringar Hypotek AB  1.500%  9/18/24 SEK      72,300      7,277
  Lansforsakringar Hypotek AB  1.000%  9/15/27 SEK     389,700     36,703
  Molnlycke Holding AB  1.875%  2/28/25 EUR       2,257      2,378
  Nordea Hypotek AB  1.250%  9/20/23 SEK     225,600     23,007
  Nordea Hypotek AB  1.000%  9/18/24 SEK     590,800     59,428
  Nordea Hypotek AB  0.500%  9/16/26 SEK      19,600      1,841
  Nordea Hypotek AB  1.000%  6/16/27 SEK     364,000     34,341
  Sagax AB  2.250%  3/13/25 EUR         391        409
  Sagax Euro Mtn NL BV  0.750%  1/26/28 EUR       5,586      4,990
  Samhallsbyggnadsbolaget i Norden AB  1.750%  1/14/25 EUR       1,000      1,005
  Samhallsbyggnadsbolaget i Norden AB  1.000%  8/12/27 EUR       5,213      4,620
  SBB Treasury OYJ  0.750% 12/14/28 EUR       8,513      6,875
  Scania CV AB  0.500%  10/6/23 EUR       5,000      5,238
  Skandinaviska Enskilda Banken AB  1.000% 12/20/23 SEK      92,000      9,285
  Skandinaviska Enskilda Banken AB  1.000% 12/18/24 SEK      24,000      2,390
  Skandinaviska Enskilda Banken AB  1.000% 12/17/25 SEK     110,000     10,703
  Skandinaviska Enskilda Banken AB  0.375%   2/9/26 EUR       9,025      9,170
  Skandinaviska Enskilda Banken AB  0.500% 12/16/26 SEK     180,000     16,758
  Skandinaviska Enskilda Banken AB  0.375%  2/11/27 EUR       3,159      3,087
  Skandinaviska Enskilda Banken AB  0.750% 11/15/27 EUR         497        502
  Skandinaviska Enskilda Banken AB  0.375%  6/21/28 EUR       6,952      6,509
  Skandinaviska Enskilda Banken AB  1.375% 10/31/28 EUR      14,249     14,964
  Skandinaviska Enskilda Banken AB  0.625% 11/12/29 EUR       4,513      4,180
  Skandinaviska Enskilda Banken AB  1.000% 12/19/29 SEK      20,000      1,795
  SKF AB  0.250%  2/15/31 EUR         245        212
  Stadshypotek AB  1.500%   6/1/23 SEK     263,000     26,902
  Stadshypotek AB  0.375%  2/21/24 EUR       3,115      3,257
  Stadshypotek AB  1.500%   3/1/24 SEK     422,000     42,844
  Stadshypotek AB  1.500%  12/3/24 SEK     554,000     55,728
  Stadshypotek AB  0.500%  7/11/25 EUR       1,355      1,394
  Stadshypotek AB  0.375%  3/13/26 EUR      15,604     15,843
  Stadshypotek AB  0.500%   6/1/26 SEK     540,000     50,753
  Stadshypotek AB  0.125%  10/5/26 EUR         100        100
  Stadshypotek AB  0.750%  11/1/27 EUR       3,159      3,199
  Stadshypotek AB  2.000%   9/1/28 SEK      46,000      4,577
  Svenska Handelsbanken AB  0.125%  6/18/24 EUR       2,257      2,333
  Svenska Handelsbanken AB  1.000%  4/15/25 EUR      13,504     14,068
  Svenska Handelsbanken AB  0.050%   9/3/26 EUR       9,558      9,308
  Svenska Handelsbanken AB  0.125%  11/3/26 EUR      10,000      9,824
58

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Svenska Handelsbanken AB  1.625%   3/5/29 EUR       2,580      2,698
  Svenska Handelsbanken AB  0.500%  2/18/30 EUR       4,513      4,108
  Sveriges Sakerstallda Obligationer AB  1.000%  6/12/24 SEK     160,000     16,065
  Sveriges Sakerstallda Obligationer AB  0.500%  1/29/25 EUR       4,965      5,142
  Sveriges Sakerstallda Obligationer AB  0.500%  6/11/25 SEK     626,000     60,652
  Sveriges Sakerstallda Obligationer AB  0.625% 10/30/25 EUR       2,257      2,323
  Sveriges Sakerstallda Obligationer AB  2.000%  6/17/26 SEK      54,000      5,396
  Sveriges Sakerstallda Obligationer AB  0.875%  3/29/27 EUR         282        289
  Sveriges Sakerstallda Obligationer AB  0.250%   6/9/27 SEK     100,000      9,079
  Swedbank AB  0.400%  8/29/23 EUR       2,301      2,419
  Swedbank AB  0.750%   5/5/25 EUR       7,708      7,958
  Swedbank AB  0.250%  11/2/26 EUR       9,367      9,220
  Swedbank AB  0.300%  5/20/27 EUR      11,762     11,504
  Swedbank AB  1.000% 11/22/27 EUR       2,663      2,807
  Swedbank AB  1.375%  12/8/27 GBP       6,000      6,846
  Swedbank AB  0.200%  1/12/28 EUR      15,159     14,061
  Swedbank AB  1.500%  9/18/28 EUR       2,391      2,509
  Swedbank Hypotek AB  1.000% 12/20/23 SEK     180,400     18,139
  Swedbank Hypotek AB  0.400%   5/8/24 EUR       2,257      2,354
  Swedbank Hypotek AB  1.000%  9/18/24 SEK     811,900     80,375
  Swedbank Hypotek AB  0.050%  5/28/25 EUR       2,000      2,032
  Swedbank Hypotek AB  0.500%   2/5/26 EUR       4,513      4,610
  Tele2 AB  1.125%  5/15/24 EUR       3,746      3,938
  Tele2 AB  2.125%  5/15/28 EUR       1,408      1,466
  Tele2 AB  0.750%  3/23/31 EUR         796        715
  Telefonaktiebolaget LM Ericsson  1.000%  5/26/29 EUR       1,300      1,114
  Telia Co. AB  3.875%  10/1/25 EUR         904      1,025
  Telia Co. AB  0.125% 11/27/30 EUR       6,955      6,175
  Telia Co. AB  2.125%  2/20/34 EUR       5,461      5,489
  Telia Co. AB  1.625%  2/23/35 EUR         100         94
  Telia Co. AB  1.375%  5/11/81 EUR       2,000      1,992
  Vattenfall AB  0.050% 10/15/25 EUR       2,663      2,666
  Vattenfall AB  6.875%  4/15/39 GBP       2,257      4,041
                   911,731
Switzerland (1.1%)                           
  ABB Finance BV  0.000%  1/19/30 EUR       2,651      2,387
  Adecco International Financial Services BV  1.000%  12/2/24 EUR         452        473
  Argentum Netherlands BV for Givaudan SA  2.000%  9/17/30 EUR       1,300      1,333
  Argentum Netherlands BV for Swiss Life AG  4.375% 12/29/49 EUR       7,061      7,652
  Argentum Netherlands BV for Zurich Insurance Co. Ltd.  3.500%  10/1/46 EUR      16,357     17,611
  Argentum Netherlands BV for Zurich Insurance Co. Ltd.  2.750%  2/19/49 EUR         904        919
  Basellandschaftliche Kantonalbank  0.000%  3/23/23 CHF       2,710      2,790
  Basellandschaftliche Kantonalbank  0.375%  5/13/30 CHF       2,260      2,157
  Basler Kantonalbank  0.375%  8/10/23 CHF       2,395      2,473
  Basler Kantonalbank  0.300%  6/22/27 CHF       2,035      2,015
  Cloverie plc for Zurich Insurance Co. Ltd.  1.750%  9/16/24 EUR       2,437      2,597
  Cloverie plc for Zurich Insurance Co. Ltd.  1.500% 12/15/28 EUR       3,000      3,054
  Credit Suisse AG  1.000%   6/7/23 EUR       2,437      2,585
  Credit Suisse AG  1.125% 12/15/25 GBP       3,000      3,448
  Credit Suisse AG  0.250%   1/5/26 EUR       5,000      4,926
  Credit Suisse AG  1.500%  4/10/26 EUR         282        290
  Credit Suisse Group AG  1.250%  7/17/25 EUR      18,159     18,624
  Credit Suisse Group AG  2.125%  9/12/25 GBP       6,453      7,795
59

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Credit Suisse Group AG  3.250%   4/2/26 EUR      16,697     17,771
  Credit Suisse Group AG  1.000%  6/24/27 EUR       3,088      2,989
  Credit Suisse Group AG  0.650%  1/14/28 EUR      16,625     15,498
  Credit Suisse Group AG  2.250%   6/9/28 GBP       8,121      9,302
  Credit Suisse Group AG  0.650%  9/10/29 EUR       8,541      7,446
  Credit Suisse Group AG  0.625%  1/18/33 EUR      12,000      9,263
  Credit Suisse Schweiz AG  0.000%  7/31/25 CHF       5,150      5,175
  ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG  3.375%  9/29/47 EUR       2,708      2,879
  ELM BV for Swiss Reinsurance Co. Ltd.  2.600% 12/29/49 EUR      12,649     12,961
  Firmenich Productions Participations SAS  1.375% 10/30/26 EUR       4,513      4,634
  Firmenich Productions Participations SAS  1.750%  4/30/30 EUR       4,513      4,520
  Givaudan Finance Europe BV  1.000%  4/22/27 EUR       4,513      4,615
  Givaudan Finance Europe BV  1.625%  4/22/32 EUR       4,000      3,952
  Helvetia Europe SA  2.750%  9/30/41 EUR      12,757     12,235
  Holcim Finance Luxembourg SA  1.375%  5/26/23 EUR       4,739      5,033
  Holcim Finance Luxembourg SA  3.000%  1/22/24 EUR       2,528      2,756
  Holcim Finance Luxembourg SA  2.375%   4/9/25 EUR       4,100      4,399
  Holcim Finance Luxembourg SA  0.500% 11/29/26 EUR       1,586      1,559
  Holcim Finance Luxembourg SA  0.125%  7/19/27 EUR       3,000      2,852
  Holcim Finance Luxembourg SA  2.250%  5/26/28 EUR       4,312      4,536
  Holcim Finance Luxembourg SA  0.625%   4/6/30 EUR       2,586      2,350
  Holcim Finance Luxembourg SA  0.500%   9/3/30 EUR       3,849      3,397
  Holcim Finance Luxembourg SA  0.500%  4/23/31 EUR       6,769      5,837
  Holcim Finance Luxembourg SA  0.625%  1/19/33 EUR       2,000      1,651
  Holcim Sterling Finance Netherlands BV  3.000%  5/12/32 GBP       1,282      1,488
  Holcim Sterling Finance Netherlands BV  2.250%   4/4/34 GBP       1,000      1,043
  Luzerner Kantonalbank AG  1.125%  6/30/23 CHF       3,610      3,762
  Nestle Finance International Ltd.  2.250% 11/30/23 GBP         406        511
  Nestle Finance International Ltd.  0.375%  1/18/24 EUR       5,419      5,688
  Nestle Finance International Ltd.  0.000% 11/12/24 EUR      11,952     12,269
  Nestle Finance International Ltd.  0.000%  6/14/26 EUR       5,000      4,980
  Nestle Finance International Ltd.  0.125% 11/12/27 EUR       6,000      5,876
  Nestle Finance International Ltd.  1.250%  11/2/29 EUR       1,355      1,393
  Nestle Finance International Ltd.  1.500%   4/1/30 EUR       4,513      4,687
  Nestle Finance International Ltd.  0.375%  5/12/32 EUR       4,000      3,650
  Nestle Finance International Ltd.  0.000%   3/3/33 EUR       8,229      7,043
  Nestle Finance International Ltd.  1.750%  11/2/37 EUR       2,753      2,743
  Nestle Finance International Ltd.  0.375%  12/3/40 EUR       3,159      2,352
  Nestle Finance International Ltd.  0.875%  6/14/41 EUR       3,367      2,710
  Novartis AG  0.625% 11/13/29 CHF       1,245      1,206
  Novartis Finance SA  0.500%  8/14/23 EUR       2,257      2,388
  Novartis Finance SA  0.125%  9/20/23 EUR       9,071      9,528
  Novartis Finance SA  1.625%  11/9/26 EUR       2,257      2,404
  Novartis Finance SA  0.000%  9/23/28 EUR       9,000      8,514
  Novartis Finance SA  1.375%  8/14/30 EUR       3,656      3,721
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.000%   7/5/22 CHF       7,900      8,130
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.375%  8/15/22 CHF       3,390      3,505
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.125%  6/28/23 CHF      27,530     29,018
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.250%  9/29/23 CHF       3,155      3,298
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.375%  1/25/24 CHF       1,585      1,690
60

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.375%  2/14/24 CHF       3,610      3,785
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%  3/25/24 CHF       2,260      2,315
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.000%  5/21/24 CHF       4,790      4,988
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375% 10/15/25 CHF       2,260      2,296
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375%  1/26/26 CHF       3,610      3,658
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.500%  3/30/26 CHF       5,375      5,890
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250%  9/18/26 CHF       4,830      4,837
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.750% 12/15/26 CHF       1,355      1,511
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250%  1/18/27 CHF       9,030      9,012
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.500%  2/16/27 CHF         905      1,000
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375%  5/12/27 CHF      11,285     11,287
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.000%  6/15/27 CHF      17,500     17,136
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250% 10/12/27 CHF      10,000      9,876
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.500%  1/21/28 CHF       5,000      5,277
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%   5/5/28 CHF       3,610      3,588
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375%  7/10/28 CHF       2,260      2,226
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%   9/6/28 CHF      12,640     12,216
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.625%  10/9/28 CHF       6,775      6,754
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%  1/22/29 CHF      27,740     27,318
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%   5/8/29 CHF       3,390      3,237
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%  6/15/29 CHF       6,775      6,640
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.375%  9/20/29 CHF         905        941
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.000% 10/26/29 CHF      12,500     11,737
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.000%  2/26/30 CHF      24,000     22,396
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250%  4/15/30 CHF       4,515      4,280
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.625%   7/3/30 CHF         905        955
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%  3/19/31 CHF      15,000     13,835
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.625%  5/16/31 CHF       1,585      1,527
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125%  7/15/31 CHF       4,180      3,830
61

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.875%  9/15/31 CHF      11,945     12,792
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125% 12/19/31 CHF       7,000      6,369
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.000%  5/12/32 CHF       3,390      3,342
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  2.250%  8/13/32 CHF       4,605      5,099
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.125% 11/19/32 CHF       7,550      6,743
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.625%  4/25/33 CHF       2,260      2,124
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.500%   8/2/33 CHF       7,900      8,119
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.875%   5/7/35 CHF         905        854
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%  10/5/35 CHF       2,260      2,015
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250% 10/14/36 CHF       1,830      1,549
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.625%  1/23/37 CHF       1,810      1,616
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.875%  6/25/37 CHF       2,485      2,300
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.375%   7/8/39 CHF       3,745      3,116
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  1.500%  12/5/40 CHF       2,260      2,283
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.500%  6/17/41 CHF       3,725      3,142
  Pfandbriefbank schweizerischer Hypothekarinstitute AG  0.250%  10/6/42 CHF       4,515      3,566
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  2.250%  6/16/23 CHF       4,745      5,007
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  7/25/23 CHF       7,680      7,900
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.375%  8/30/23 CHF       3,390      3,502
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.125%  3/12/24 CHF       6,775      6,942
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.750%  4/15/24 CHF         455        471
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  6/14/24 CHF      14,665     14,955
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.750%  9/23/24 CHF         995      1,029
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.125%  12/2/24 CHF       6,775      6,893
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.500%  7/28/25 CHF       2,260      2,310
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  2.000% 10/30/25 CHF       1,355      1,454
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.250%  12/1/25 CHF       6,475      6,552
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  1.625%  6/17/26 CHF       3,160      3,353
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.050%  11/6/26 CHF       4,515      4,472
62

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  1/27/27 CHF      26,955     26,546
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  1.375%  3/19/27 CHF       3,610      3,796
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.250%  2/11/28 CHF       1,315      1,294
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  3/13/28 CHF       2,345      2,270
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  1.000%  9/22/28 CHF       2,260      2,311
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.300%   4/9/29 CHF      10,980     10,646
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  1.500%  5/21/29 CHF      14,590     15,322
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.625%  7/16/29 CHF      10,835     10,693
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.500%  4/30/30 CHF       2,260      2,185
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  7/19/30 CHF      13,205     12,214
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.500%  9/20/30 CHF       7,900      7,596
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.550%  1/29/31 CHF       4,290      4,124
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.300%   6/6/31 CHF       3,390      3,166
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.125%   9/2/31 CHF       3,160      2,886
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.125%  4/23/32 CHF      25,000     22,586
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.650%  2/15/33 CHF       4,515      4,257
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.500%  5/15/34 CHF       2,710      2,468
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.200%  7/13/35 CHF       6,775      5,819
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.600% 12/11/35 CHF       5,870      5,297
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.000%  2/15/36 CHF       3,905      3,220
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.700%   3/4/39 CHF       2,260      2,002
  Pfandbriefzentrale der schweizerischen Kantonalbanken AG  0.020%  1/30/40 CHF       5,000      3,878
  Richemont International Holding SA  1.000%  3/26/26 EUR       6,950      7,200
  Richemont International Holding SA  1.500%  3/26/30 EUR       3,000      3,099
  Richemont International Holding SA  1.125%  5/26/32 EUR       3,184      3,084
  Richemont International Holding SA  2.000%  3/26/38 EUR       6,950      6,995
  Richemont International Holding SA  1.625%  5/26/40 EUR       4,513      4,189
  Roche Finance Europe BV  0.875%  2/25/25 EUR         282        298
  SIX Finance Luxembourg SA  0.010%  12/2/25 EUR       5,000      4,989
  Swiss Re Finance Luxembourg SA  2.534%  4/30/50 EUR       5,000      4,879
  Swisscom AG  1.750%  7/10/24 CHF         905        952
  Tyco Electronics Group SA  0.000%  2/14/25 EUR       2,844      2,882
  Tyco Electronics Group SA  0.000%  2/16/29 EUR       2,356      2,152
  UBS AG  0.500%  3/31/31 EUR       4,000      3,567
  UBS Group AG  2.125%   3/4/24 EUR         400        428
  UBS Group AG  1.500% 11/30/24 EUR       3,475      3,691
63

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  UBS Group AG  1.250%  4/17/25 EUR      14,477     15,156
  UBS Group AG  0.250%  1/29/26 EUR       2,257      2,273
  UBS Group AG  1.250%   9/1/26 EUR      11,959     12,148
  UBS Group AG  0.250%  2/24/28 EUR       8,184      7,627
  UBS Group AG  0.250%  11/5/28 EUR      10,159      9,519
  UBS Group AG  0.875%  11/3/31 EUR      11,976     10,700
  UBS Group AG  0.625%  2/24/33 EUR       3,000      2,554
  Zuercher Kantonalbank  0.250%  1/27/26 CHF       2,260      2,273
  Zuercher Kantonalbank  0.125%  5/13/26 CHF         740        738
  Zuercher Kantonalbank  0.300%  1/25/28 CHF      10,000      9,840
  Zurich Finance Australia Ltd.  3.477%  5/31/23 AUD         230        163
  Zurich Finance Ireland Designated Activity Co.  1.625%  6/17/39 EUR       6,769      5,973
                   980,498
United Arab Emirates (0.0%)                           
  DP World Ltd.  2.375%  9/25/26 EUR         100        105
  DP World Ltd.  4.250%  9/25/30 GBP         904      1,157
  Emirates NBD Bank PJSC  4.750%   2/9/28 AUD       1,410        995
  Emirates NBD Bank PJSC  3.050%  2/26/30 AUD       1,040        648
  Emirates Telecommunications Group Co. PJSC  2.750%  6/18/26 EUR       7,745      8,433
  Emirates Telecommunications Group Co. PJSC  0.375%  5/17/28 EUR       2,265      2,173
  First Abu Dhabi Bank PJSC  0.125%  2/16/26 EUR       3,047      2,992
  MDGH - GMTN BV  3.625%  5/30/23 EUR       1,355      1,472
  MDGH - GMTN BV  6.875%  3/14/26 GBP         225        319
                   18,294
United Kingdom (2.5%)                           
  3i Group plc  5.750%  12/3/32 GBP       2,257      3,295
  A2Dominion Housing Group Ltd.  3.500% 11/15/28 GBP       2,798      3,545
  AA Bond Co. Ltd.  6.269%   7/2/43 GBP       1,304      1,732
  AA Bond Co. Ltd.  4.875%  7/31/43 GBP         500        636
  AA Bond Co. Ltd.  5.500%  7/31/50 GBP         500        647
  ABP Finance plc  6.250% 12/14/26 GBP       1,941      2,764
  Admiral Group plc  5.500%  7/25/24 GBP       1,084      1,415
  Affinity Sutton Capital Markets plc  5.981%  9/17/38 GBP       1,000      1,662
  Affinity Sutton Capital Markets plc  4.250%  10/8/42 GBP         677        951
  Affinity Water Finance 2004 plc  5.875%  7/13/26 GBP       3,954      5,567
  Affinity Water Finance plc  4.500%  3/31/36 GBP       2,031      2,854
  Affordable Housing Finance plc  3.800%  5/20/44 GBP       2,257      3,316
  Affordable Housing Finance plc  2.893%  8/11/45 GBP       1,207      1,567
  Anchor Hanover Group  2.000%  7/21/51 GBP       1,391      1,297
  Anglian Water Services Financing plc  6.875%  8/21/23 GBP       1,941      2,575
  Anglian Water Services Financing plc  1.625%  8/10/25 GBP       1,211      1,470
  Anglian Water Services Financing plc  4.500%  2/22/26 GBP       8,281     11,019
  Anglian Water Services Financing plc  2.625%  6/15/27 GBP      14,125     17,514
  Anglian Water Services Financing plc  4.500%  10/5/27 GBP       1,260      1,705
  Anglian Water Services Financing plc  6.625%  1/15/29 GBP         216        331
  Annington Funding plc  1.650%  7/12/24 EUR       4,715      4,922
  Annington Funding plc  2.646%  7/12/25 GBP       1,355      1,663
  Annington Funding plc  3.184%  7/12/29 GBP       1,526      1,835
  Annington Funding plc  3.685%  7/12/34 GBP       3,295      3,955
  Annington Funding plc  3.935%  7/12/47 GBP       3,313      3,890
  Arqiva Financing plc  4.882% 12/31/32 GBP       1,304      1,759
  Artesian Finance II plc  6.000%  9/30/33 GBP       1,396      2,252
64

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Aspire Defence Finance plc  4.674%  3/31/40 GBP       2,856      4,137
  Aspire Defence Finance plc  4.674%  3/31/40 GBP       1,284      1,866
  Assura Financing plc  1.625%  6/30/33 GBP       1,000      1,057
  Aster Treasury plc  1.405%  1/27/36 GBP       2,000      1,983
  Aster Treasury plc  4.500% 12/18/43 GBP       1,219      1,788
  AstraZeneca plc  0.750%  5/12/24 EUR       8,000      8,418
  AstraZeneca plc  0.375%   6/3/29 EUR      14,000     13,237
  AstraZeneca plc  5.750% 11/13/31 GBP       1,806      2,793
  Aviva plc  0.625% 10/27/23 EUR         452        476
  Aviva plc  1.875% 11/13/27 EUR       4,806      5,054
  Aviva plc  4.000%  10/2/30 CAD       1,337        951
  Aviva plc  6.125%   7/5/43 EUR       1,084      1,207
  Aviva plc  3.875%   7/3/44 EUR       1,110      1,206
  Aviva plc  3.375%  12/4/45 EUR       2,708      2,904
  Aviva plc  4.375%  9/12/49 GBP       2,253      2,805
  Aviva plc  5.125%   6/4/50 GBP       1,004      1,295
  Aviva plc  4.000%   6/3/55 GBP       1,704      1,960
  Aviva plc  6.875%  5/20/58 GBP       3,923      6,223
  Babcock International Group plc  1.750%  10/6/22 EUR       1,108      1,172
  Babcock International Group plc  1.875%  10/5/26 GBP       1,806      2,097
  Babcock International Group plc  1.375%  9/13/27 EUR         217        209
  Backward 2017 Ltd.  2.125%  3/25/53 GBP       2,000      1,949
  Bank of Scotland plc  4.875% 12/20/24 GBP         633        848
  Barclays plc  3.125%  1/17/24 GBP       3,115      3,896
  Barclays plc  3.375%   4/2/25 EUR       3,333      3,616
  Barclays plc  0.750%   6/9/25 EUR       5,000      5,150
  Barclays plc  1.375%  1/24/26 EUR       7,547      7,788
  Barclays plc  3.000%   5/8/26 GBP       7,965      9,733
  Barclays plc  3.250%  2/12/27 GBP      10,231     12,514
  Barclays plc  2.166%  6/23/27 CAD       1,391      1,062
  Barclays plc  0.877%  1/28/28 EUR       6,500      6,265
  Barclays plc  4.000%  6/26/29 AUD       1,000        639
  Barclays plc  0.577%   8/9/29 EUR      23,052     20,970
  Barclays plc  3.750% 11/22/30 GBP       4,061      4,997
  Barclays plc  1.125%  3/22/31 EUR       3,879      3,753
  Barclays plc  1.106%  5/12/32 EUR       4,952      4,371
  Barclays plc  3.250%  1/17/33 GBP         100        117
  BAT Capital Corp.  2.125%  8/15/25 GBP         587        699
  BAT International Finance plc  0.875% 10/13/23 EUR       8,888      9,347
  BAT International Finance plc  2.750%  3/25/25 EUR       2,708      2,912
  BAT International Finance plc  1.250%  3/13/27 EUR       3,543      3,431
  BAT International Finance plc  2.250%  6/26/28 GBP      12,000     13,181
  BAT International Finance plc  2.250%  1/16/30 EUR       8,123      7,597
  BAT International Finance plc  6.000% 11/24/34 GBP       1,963      2,532
  BAT International Finance plc  5.750%   7/5/40 GBP          79         94
  BAT International Finance plc  2.250%   9/9/52 GBP       3,159      2,107
  BAT Netherlands Finance BV  2.375%  10/7/24 EUR      14,513     15,466
  BAT Netherlands Finance BV  3.125%   4/7/28 EUR       8,623      8,907
  Bazalgette Finance plc  2.375% 11/29/27 GBP         542        666
  Beyond Housing Ltd.  2.125%  5/17/51 GBP       1,781      1,749
  BG Energy Capital plc  5.125%  12/1/25 GBP       2,712      3,659
  BG Energy Capital plc  2.250% 11/21/29 EUR       5,699      5,945
  BG Energy Capital plc  5.000%  11/4/36 GBP       2,000      2,808
  Blend Funding plc  3.459%  9/21/49 GBP       2,500      3,109
  Blend Funding plc  2.922%   4/5/56 GBP       2,245      2,516
65

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BP Capital Markets BV  0.933%  12/4/40 EUR       4,159      3,103
  BP Capital Markets BV  1.467%  9/21/41 EUR         781        635
  BP Capital Markets plc  1.177%  8/12/23 GBP       1,399      1,732
  BP Capital Markets plc  1.876%   4/7/24 EUR       6,172      6,591
  BP Capital Markets plc  0.900%   7/3/24 EUR       8,653      9,054
  BP Capital Markets plc  0.830%  9/19/24 EUR       3,610      3,767
  BP Capital Markets plc  2.030%  2/14/25 GBP         587        722
  BP Capital Markets plc  1.953%   3/3/25 EUR       3,250      3,469
  BP Capital Markets plc  3.470%  5/15/25 CAD       1,151        887
  BP Capital Markets plc  1.077%  6/26/25 EUR       2,392      2,486
  BP Capital Markets plc  2.972%  2/27/26 EUR       2,347      2,596
  BP Capital Markets plc  2.274%   7/3/26 GBP       5,162      6,323
  BP Capital Markets plc  2.213%  9/25/26 EUR       5,867      6,320
  BP Capital Markets plc  1.573%  2/16/27 EUR      10,484     10,892
  BP Capital Markets plc  0.831%  11/8/27 EUR       6,769      6,740
  BP Capital Markets plc  2.519%   4/7/28 EUR       1,367      1,482
  BP Capital Markets plc  2.822%   4/7/32 EUR      10,099     10,958
  BP Capital Markets plc  1.104% 11/15/34 EUR       8,000      6,939
  BP Capital Markets plc  3.250% 12/31/99 EUR       7,171      7,239
  BP Capital Markets plc  3.625% 12/31/99 EUR       8,489      8,298
  BP Capital Markets plc  4.250% 12/31/99 GBP       4,513      5,401
  BPHA Finance plc  4.816%  4/11/44 GBP         887      1,356
  British Land Co. plc  2.375%  9/14/29 GBP         813        956
  British Telecommunications plc  0.875%  9/26/23 EUR       1,806      1,909
  British Telecommunications plc  1.750%  3/10/26 EUR       1,720      1,804
  British Telecommunications plc  1.500%  6/23/27 EUR       4,713      4,826
  British Telecommunications plc  5.750%  12/7/28 GBP       1,820      2,542
  British Telecommunications plc  3.125% 11/21/31 GBP         100        118
  British Telecommunications plc  6.375%  6/23/37 GBP       2,435      3,638
1 Broadgate Financing plc  4.999%  10/5/33 GBP       2,935      3,962
  Bromford Housing Group Ltd.  3.125%   5/3/48 GBP         857      1,044
  BUPA Finance plc  2.000%   4/5/24 GBP       5,754      7,135
  BUPA Finance plc  5.000%  12/8/26 GBP       2,301      3,018
  Burberry Group plc  1.125%  9/21/25 GBP       2,257      2,655
  Cadent Finance plc  0.625%  9/22/24 EUR      13,840     14,361
  Cadent Finance plc  2.125%  9/22/28 GBP       4,923      5,777
  Cadent Finance plc  0.625%  3/19/30 EUR      21,417     19,597
  Cadent Finance plc  0.750%  3/11/32 EUR         757        675
  Cadent Finance plc  2.250% 10/10/35 GBP       4,378      4,532
  Cadent Finance plc  2.625%  9/22/38 GBP       1,590      1,673
  Cadent Finance plc  3.125%  3/21/40 GBP       3,453      3,832
  Cadent Finance plc  2.750%  9/22/46 GBP         502        505
3 Canary Wharf Group Investment Holdings plc  2.625%  4/23/25 GBP       4,101      4,897
3 Canary Wharf Group Investment Holdings plc  1.750%   4/7/26 EUR       2,229      2,245
  Canary Wharf Group Investment Holdings plc  1.750%   4/7/26 EUR       1,235      1,244
3 Canary Wharf Group Investment Holdings plc  3.375%  4/23/28 GBP       1,974      2,302
  Cardiff University  3.000%  12/7/55 GBP         904      1,105
  Catalyst Housing Ltd.  3.125% 10/31/47 GBP       1,391      1,657
  CCEP Finance Ireland DAC  0.500%   9/6/29 EUR       3,562      3,322
  CCEP Finance Ireland DAC  0.875%   5/6/33 EUR       2,976      2,622
  CCEP Finance Ireland DAC  1.500%   5/6/41 EUR       1,196        980
  Centrica plc  4.375%  3/13/29 GBP       7,024      9,271
66

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Centrica plc  7.000%  9/19/33 GBP       1,355      2,190
  Centrica plc  4.250%  9/12/44 GBP       5,267      6,593
  Channel Link Enterprises Finance plc  3.043%  6/30/50 GBP       3,036      3,570
  Circle Anglia Social Housing plc  7.250% 11/12/38 GBP       2,190      4,087
  Circle Anglia Social Housing plc  5.200%   3/2/44 GBP       1,000      1,584
  Citizen Treasury plc  3.250% 10/20/48 GBP       1,722      2,098
  CK Hutchison Europe Finance 18 Ltd.  1.250%  4/13/25 EUR       7,356      7,631
  CK Hutchison Europe Finance 21 Ltd.  0.750%  11/2/29 EUR       3,000      2,715
  CK Hutchison Europe Finance 21 Ltd.  1.000%  11/2/33 EUR       3,000      2,517
  CK Hutchison Finance 16 II Ltd.  0.875%  10/3/24 EUR       5,145      5,345
  CK Hutchison Group Telecom Finance SA  2.000% 10/17/27 GBP       2,257      2,597
  CK Hutchison Group Telecom Finance SA  1.125% 10/17/28 EUR         100         95
  CK Hutchison Group Telecom Finance SA  1.500% 10/17/31 EUR       7,267      6,650
  CK Hutchison Group Telecom Finance SA  2.625% 10/17/34 GBP       1,391      1,442
  Clarion Funding plc  2.625%  1/18/29 GBP         702        864
  Clarion Funding plc  1.875%  1/22/35 GBP       3,000      3,204
  Clarion Funding plc  3.125%  4/19/48 GBP       2,176      2,576
  Close Brothers Finance plc  1.625%  12/3/30 GBP       5,000      5,486
  Clydesdale Bank plc  4.625%   6/8/26 GBP       5,867      8,054
  CNH Industrial Finance Europe SA  2.875%  5/17/23 EUR       3,159      3,411
  CNH Industrial Finance Europe SA  1.875%  1/19/26 EUR      13,504     14,195
  CNH Industrial Finance Europe SA  1.625%   7/3/29 EUR       2,684      2,665
  Coca-Cola Europacific Partners plc  1.125%  5/26/24 EUR       2,618      2,763
  Coca-Cola Europacific Partners plc  2.375%   5/7/25 EUR       1,355      1,474
  Coca-Cola Europacific Partners plc  1.750%  3/27/26 EUR       5,416      5,728
  Coca-Cola Europacific Partners plc  1.750%  5/26/28 EUR       2,347      2,430
  Coca-Cola Europacific Partners plc  0.200%  12/2/28 EUR       6,184      5,725
  Coca-Cola Europacific Partners plc  0.700%  9/12/31 EUR       3,836      3,455
  Compass Group Finance Netherlands BV  0.625%   7/3/24 EUR         768        800
  Compass Group Finance Netherlands BV  1.500%   9/5/28 EUR       4,000      4,092
  Compass Group plc  2.000%   9/5/25 GBP         100        123
  Compass Group plc  2.000%   7/3/29 GBP         722        852
1 Connect Plus M25 Issuer plc  2.607%  3/31/39 GBP       1,048      1,276
  Coventry Building Society  0.500%  1/12/24 EUR         406        426
  Coventry Building Society  2.000% 12/20/30 GBP       4,562      4,985
  CPUK Finance Ltd.  3.588%  2/28/42 GBP       1,355      1,726
  CPUK Finance Ltd.  7.239%  2/28/42 GBP       1,219      1,643
  Crh Finance UK plc  4.125%  12/2/29 GBP       2,573      3,392
1,7 CTRL Section 1 Finance plc  5.234%   5/2/35 GBP         108        164
  Dali Capital plc  4.799% 12/21/37 GBP         150        222
  Derby Healthcare plc  5.564%  6/30/41 GBP         333        509
  Diageo Finance plc  0.125% 10/12/23 EUR       6,000      6,276
  Diageo Finance plc  0.500%  6/19/24 EUR         386        402
  Diageo Finance plc  1.750%  9/23/24 EUR         100        107
  Diageo Finance plc  2.875%  3/27/29 GBP       5,000      6,284
  Diageo Finance plc  2.500%  3/27/32 EUR      10,769     11,564
  Diageo Finance plc  1.250%  3/28/33 GBP       3,159      3,298
  Direct Line Insurance Group plc  4.000%   6/5/32 GBP       1,000      1,176
  DS Smith plc  1.375%  7/26/24 EUR         100        105
  DS Smith plc  0.875%  9/12/26 EUR       4,781      4,720
  DWR Cymru Financing UK plc  1.625%  3/31/26 GBP       1,793      2,165
  DWR Cymru Financing UK plc  6.015%  3/31/28 GBP          98        144
  DWR Cymru Financing UK plc  2.375%  3/31/34 GBP       1,082      1,193
  DWR Cymru Financing UK plc  2.500%  3/31/36 GBP       1,217      1,392
  Eastern Power Networks plc  5.750%   3/8/24 GBP       1,355      1,796
67

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Eastern Power Networks plc  1.875%   6/1/35 GBP       2,000      2,077
  easyJet FinCo BV  1.875%   3/3/28 EUR       9,774      9,143
  easyJet plc  0.875%  6/11/25 EUR       2,157      2,147
  Electricity North West Ltd.  8.875%  3/25/26 GBP         904      1,388
  EMH Treasury plc  4.500%  1/29/44 GBP         449        654
1 Eversholt Funding plc  6.697%  2/22/35 GBP         747      1,106
1 Eversholt Funding plc  3.529%   8/7/42 GBP       1,535      1,843
  Experian Finance plc  1.375%  6/25/26 EUR         100        104
  Experian Finance plc  3.250%   4/7/32 GBP       2,928      3,629
  Fidelity International Ltd.  7.125%  2/13/24 GBP         587        784
  Fidelity International Ltd.  2.500%  11/4/26 EUR       1,237      1,295
  Firstgroup plc  6.875%  9/18/24 GBP       1,201      1,633
  Flagship Finance plc  1.875%  7/14/61 GBP       1,154      1,013
  Futures Treasury plc  3.375%   2/8/44 GBP         706        879
  Gatwick Funding Ltd.  5.250%  1/23/26 GBP         452        590
  Gatwick Funding Ltd.  6.125%   3/2/28 GBP       8,100     11,192
  Gatwick Funding Ltd.  5.750%  1/23/39 GBP       3,752      5,425
  Gatwick Funding Ltd.  3.125%  9/28/41 GBP       1,941      2,106
  Gatwick Funding Ltd.  3.250%  2/26/48 GBP       2,100      2,245
  Gatwick Funding Ltd.  2.625%  10/7/48 GBP         542        515
  Genfinance II plc  6.064% 12/21/39 GBP       2,663      4,453
  GlaxoSmithKline Capital plc  0.000%  9/23/23 EUR       4,000      4,186
  GlaxoSmithKline Capital plc  1.375%  12/2/24 EUR         100        106
  GlaxoSmithKline Capital plc  4.000%  6/16/25 EUR         452        516
  GlaxoSmithKline Capital plc  1.250%  5/21/26 EUR       8,769      9,178
  GlaxoSmithKline Capital plc  1.000%  9/12/26 EUR         100        103
  GlaxoSmithKline Capital plc  3.375% 12/20/27 GBP       1,760      2,279
  GlaxoSmithKline Capital plc  1.250% 10/12/28 GBP       5,076      5,807
  GlaxoSmithKline Capital plc  1.750%  5/21/30 EUR       6,602      6,856
  GlaxoSmithKline Capital plc  5.250% 12/19/33 GBP       3,312      5,050
  GlaxoSmithKline Capital plc  1.625%  5/12/35 GBP      11,589     12,115
  GlaxoSmithKline Capital plc  6.375%   3/9/39 GBP         517        909
  GlaxoSmithKline Capital plc  5.250%  4/10/42 GBP       1,966      3,181
  GlaxoSmithKline Capital plc  4.250% 12/18/45 GBP       3,217      4,638
  Global Switch Finance BV  1.375%  10/7/30 EUR       2,600      2,358
  Global Switch Holdings Ltd.  1.500%  1/31/24 EUR         813        845
  Global Switch Holdings Ltd.  2.250%  5/31/27 EUR         100        101
  Grainger plc  3.000%   7/3/30 GBP         900      1,026
  Great Places Housing Group Ltd.  4.750% 10/22/42 GBP       2,855      4,322
1 Great Rolling Stock Co. plc  6.875%  7/27/35 GBP         132        197
1 Greater Gabbard OFTO plc  4.137% 11/29/32 GBP         286        382
  Greene King Finance plc  5.318%  9/15/31 GBP         183        243
  Greene King Finance plc  5.106%  3/15/34 GBP         483        645
1 Greene King Finance plc  4.064%  3/15/35 GBP         369        453
  Guinness Partnership Ltd.  4.000% 10/24/44 GBP       2,142      2,965
1 Gwynt y Mor OFTO plc  2.778%  2/17/34 GBP         678        824
  Hammerson Ireland Finance DAC  1.750%   6/3/27 EUR       3,586      3,367
  Hammerson plc  6.000%  2/23/26 GBP       1,806      2,329
  Hammerson plc  7.250%  4/21/28 GBP       1,806      2,446
  Hastings Group Finance plc  3.000%  5/24/25 GBP       4,965      6,279
  Heathrow Funding Ltd.  5.225%  2/15/23 GBP         993      1,272
  Heathrow Funding Ltd.  3.250%  5/21/27 CAD       2,000      1,514
  Heathrow Funding Ltd.  1.500% 10/12/27 EUR      11,184     11,585
  Heathrow Funding Ltd.  2.625%  3/16/28 GBP       8,000      9,174
  Heathrow Funding Ltd.  6.750%  12/3/28 GBP       2,588      3,701
68

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Heathrow Funding Ltd.  2.694% 10/13/29 CAD       1,832      1,294
  Heathrow Funding Ltd.  1.500%  2/11/30 EUR       6,204      5,951
  Heathrow Funding Ltd.  3.400%   3/8/30 CAD       3,159      2,294
  Heathrow Funding Ltd.  2.750% 10/13/31 GBP       2,257      2,663
  Heathrow Funding Ltd.  6.450% 12/10/31 GBP       1,377      2,096
  Heathrow Funding Ltd.  1.875%  7/12/32 EUR       1,896      1,778
  Heathrow Funding Ltd.  3.782%   9/4/32 CAD       1,219        877
  Heathrow Funding Ltd.  3.661%  1/13/33 CAD       1,900      1,336
  Heathrow Funding Ltd.  3.726%  4/13/35 CAD       2,293      1,561
  Heathrow Funding Ltd.  1.875%  3/14/36 EUR       2,496      2,280
  Heathrow Funding Ltd.  5.875%  5/13/43 GBP       5,731      8,772
  Heathrow Funding Ltd.  4.625% 10/31/46 GBP       1,128      1,512
  Heathrow Funding Ltd.  2.750%   8/9/51 GBP         429        417
  High Speed Rail Finance 1 plc  4.375%  11/1/38 GBP       3,024      4,147
  Home Group Ltd.  3.125%  3/27/43 GBP         904      1,080
1 Housing & Care 21  3.288%  11/8/49 GBP         880      1,070
  HSBC Bank Capital Funding Sterling 1 LP  5.844% 11/29/49 GBP          49         74
  HSBC Bank plc  6.500%   7/7/23 GBP       2,257      2,937
  HSBC Bank plc  5.375%  11/4/30 GBP         452        597
  HSBC Bank plc  5.375%  8/22/33 GBP       2,257      3,145
  HSBC Bank plc  6.250%  1/30/41 GBP         404        628
  HSBC Bank plc  4.750%  3/24/46 GBP          50         66
  HSBC Holdings plc  3.196%  12/5/23 CAD       4,418      3,413
  HSBC Holdings plc  0.875%   9/6/24 EUR      12,942     13,458
  HSBC Holdings plc  1.500%  12/4/24 EUR       1,806      1,915
  HSBC Holdings plc  3.000%  6/30/25 EUR      11,959     12,836
  HSBC Holdings plc  0.309% 11/13/26 EUR      19,159     18,909
  HSBC Holdings plc  2.256% 11/13/26 GBP       2,934      3,514
  HSBC Holdings plc  2.500%  3/15/27 EUR         976      1,038
  HSBC Holdings plc  1.750%  7/24/27 GBP       8,729     10,128
  HSBC Holdings plc  3.000%  7/22/28 GBP      17,744     21,513
  HSBC Holdings plc  2.625%  8/16/28 GBP       1,410      1,670
  HSBC Holdings plc  6.750%  9/11/28 GBP       1,300      1,836
  HSBC Holdings plc  0.641%  9/24/29 EUR       5,562      5,137
  HSBC Holdings plc  3.000%  5/29/30 GBP       4,615      5,458
  HSBC Holdings plc  0.770% 11/13/31 EUR       2,662      2,370
  HSBC Holdings plc  7.000%   4/7/38 GBP       4,600      7,018
  HSBC Holdings plc  6.000%  3/29/40 GBP       3,452      4,797
  Hyde Housing Assn. Ltd.  5.125%  7/23/40 GBP          54         83
  Hyde Housing Assn. Ltd.  1.750%  8/18/55 GBP       1,720      1,462
  IG Group Holdings plc  3.125% 11/18/28 GBP       2,000      2,278
  Imperial Brands Finance Netherlands BV  1.750%  3/18/33 EUR       4,547      3,858
  Imperial Brands Finance plc  1.375%  1/27/25 EUR         452        468
  Imperial Brands Finance plc  3.375%  2/26/26 EUR         217        236
  Imperial Brands Finance plc  2.125%  2/12/27 EUR       6,995      7,113
  Imperial Brands Finance plc  4.875%   6/7/32 GBP       3,430      4,268
  Incommunities Treasury plc  3.250%  3/21/49 GBP       1,399      1,737
  Informa plc  1.500%   7/5/23 EUR         587        623
  Informa plc  3.125%   7/5/26 GBP         819      1,014
  Informa plc  1.250%  4/22/28 EUR       1,930      1,860
  Intermediate Capital Group plc  1.625%  2/17/27 EUR       1,500      1,448
  Just Group plc  9.000% 10/26/26 GBP         100        144
  Juturna European Loan Conduit No. 16 plc  5.064%  8/10/33 GBP       1,825      2,583
  Karbon Homes Ltd.  3.375% 11/15/47 GBP       2,385      3,087
  Kennedy Wilson Europe Real Estate Ltd.  3.250% 11/12/25 EUR         400        418
69

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Land Securities Capital Markets plc  1.974%   2/8/26 GBP         452        562
  Land Securities Capital Markets plc  2.375%  3/29/29 GBP         282        348
  Land Securities Capital Markets plc  2.625%  9/22/39 GBP         896      1,038
  Land Securities Capital Markets plc  2.750%  9/22/59 GBP       1,687      1,945
  Leeds Building Society  0.500%   7/3/24 EUR         100        104
  Leeds Building Society  1.500%  3/16/27 GBP       4,524      5,244
  Leeds Building Society  1.375%  10/6/27 GBP      14,506     16,499
  Legal & General Finance plc  5.875% 12/11/31 GBP       3,159      4,821
  Legal & General Group plc  5.375% 10/27/45 GBP       1,535      2,006
  Legal & General Group plc  5.125% 11/14/48 GBP         452        582
  Legal & General Group plc  4.500%  11/1/50 GBP       1,000      1,226
  Legal & General Group plc  5.500%  6/27/64 GBP       1,998      2,556
  Lendlease Europe Finance plc  3.500%  12/2/33 GBP         796        867
  Liberty Living Finance plc  2.625% 11/28/24 GBP         904      1,128
  Libra Longhurst Group Treasury NO 2 plc  3.250%  5/15/43 GBP       1,000      1,222
  Libra Longhurst Group Treasury plc  5.125%   8/2/38 GBP         812      1,240
  Linde Finance BV  1.000%  4/20/28 EUR       1,074      1,093
  Linde Finance BV  0.550%  5/19/32 EUR       9,200      8,339
  Linde plc  1.000%  9/30/51 EUR       7,800      5,638
  Liverpool Victoria Friendly Society Ltd.  6.500%  5/22/43 GBP       1,241      1,596
  LiveWest Treasury plc  1.875%  2/18/56 GBP       1,000        918
  Lloyds Bank plc  0.250%  3/25/24 EUR       3,610      3,754
  Lloyds Bank plc  7.500%  4/15/24 GBP       4,590      6,259
  Lloyds Bank plc  5.125%   3/7/25 GBP       6,860      9,272
  Lloyds Bank plc  0.625%  3/26/25 EUR         100        103
  Lloyds Bank plc  7.625%  4/22/25 GBP       3,696      5,127
  Lloyds Bank plc  0.125%  6/18/26 EUR       4,513      4,504
  Lloyds Bank plc  4.875%  3/30/27 GBP       1,391      1,940
  Lloyds Bank plc  6.000%   2/8/29 GBP       4,672      7,120
  Lloyds Bank plc  0.125%  9/23/29 EUR      18,050     16,933
  Lloyds Banking Group plc  0.650%  5/30/23 JPY     200,000      1,543
  Lloyds Banking Group plc  0.482% 12/14/23 JPY     900,000      6,927
  Lloyds Banking Group plc  2.250% 10/16/24 GBP         904      1,106
  Lloyds Banking Group plc  3.500%   2/3/25 CAD       1,174        894
  Lloyds Banking Group plc  4.000%   3/7/25 AUD       5,380      3,776
  Lloyds Banking Group plc  0.824%  5/30/25 JPY     800,000      6,132
  Lloyds Banking Group plc  0.500% 11/12/25 EUR       4,739      4,842
  Lloyds Banking Group plc  4.250% 11/22/27 AUD       2,240      1,535
  Lloyds Banking Group plc  4.500%  3/18/30 EUR       1,579      1,729
  Lloyds Banking Group plc  2.707%  12/3/35 GBP       2,355      2,533
  Logicor 2019-1 UK plc  1.875% 11/17/31 GBP       3,086      3,727
  London & Quadrant Housing Trust  2.625%  2/28/28 GBP       1,828      2,268
  London & Quadrant Housing Trust  4.625%  12/5/33 GBP         100        142
  London & Quadrant Housing Trust  5.500%  1/27/40 GBP       1,084      1,722
  London & Quadrant Housing Trust  5.486%  6/15/42 GBP       2,400      3,878
  London & Quadrant Housing Trust  3.750% 10/27/49 GBP       1,715      2,221
  London & Quadrant Housing Trust  3.125%  2/28/53 GBP         768        902
  London & Quadrant Housing Trust  2.750%  7/20/57 GBP         904        964
  London Power Networks plc  6.125%   6/7/27 GBP         212        306
  London Power Networks plc  2.625%   3/1/29 GBP       1,500      1,823
  London Stock Exchange Group plc  1.750%  12/6/27 EUR       6,002      6,251
  London Stock Exchange Group plc  1.625%   4/6/30 GBP       3,000      3,395
1 Longstone Finance plc  4.791%  4/19/36 GBP          53         72
  Lseg Netherlands BV  0.000%   4/6/25 EUR       5,000      5,068
  Lseg Netherlands BV  0.750%   4/6/33 EUR       5,562      4,956
70

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  M&G plc  5.625% 10/20/51 GBP       2,396      3,091
  M&G plc  5.560%  7/20/55 GBP       4,423      5,534
  M&G plc  6.340% 12/19/63 GBP       2,490      3,208
  Manchester Airport Group Funding plc  4.125%   4/2/24 GBP         904      1,165
  Manchester Airport Group Funding plc  4.750%  3/31/34 GBP         904      1,217
  Manchester Airport Group Funding plc  2.875%  9/30/44 GBP       1,806      1,863
  Martlet Homes Ltd.  3.000%   5/9/52 GBP       2,535      2,955
1 Meadowhall Finance plc  4.986%  7/12/37 GBP         414        557
1 Merseylink Issuer plc  3.842%  3/31/43 GBP         100        145
1 Metropolitan Funding plc  4.125%   4/5/48 GBP         904      1,200
  Metropolitan Housing Trust Ltd.  1.875%  7/28/36 GBP         600        624
  Moat Homes Finance plc  5.000%  9/23/41 GBP         935      1,434
  Morhomes plc  3.400%  2/19/40 GBP         813        986
  Motability Operations Group plc  1.625%   6/9/23 EUR         879        939
  Motability Operations Group plc  0.375%   1/3/26 EUR       3,528      3,556
  Motability Operations Group plc  4.375%   2/8/27 GBP       3,881      5,251
  Motability Operations Group plc  0.125%  7/20/28 EUR       8,456      7,946
  Motability Operations Group plc  1.750%   7/3/29 GBP       4,406      5,133
  Motability Operations Group plc  5.625% 11/29/30 GBP         904      1,366
  Motability Operations Group plc  2.375%  3/14/32 GBP         282        335
  Motability Operations Group plc  3.625%  3/10/36 GBP         100        131
  Motability Operations Group plc  1.500%  1/20/41 GBP       5,000      4,693
  Motability Operations Group plc  2.125%  1/18/42 GBP       3,000      3,154
  Myriad Capital plc  4.750% 12/20/43 GBP         100        147
  National Express Group plc  2.500% 11/11/23 GBP       2,257      2,824
  National Grid Electricity Transmission plc  1.375%  9/16/26 GBP       1,896      2,233
  National Grid Electricity Transmission plc  2.301%  6/22/29 CAD       2,564      1,749
  National Grid Electricity Transmission plc  0.823%   7/7/32 EUR       3,000      2,683
  National Grid Electricity Transmission plc  2.000%  9/16/38 GBP       2,618      2,619
  National Grid Electricity Transmission plc  0.872% 11/26/40 EUR       5,000      3,846
  National Grid plc  3.500% 10/16/26 GBP      18,697     23,897
  National Grid plc  0.163%  1/20/28 EUR      10,000      9,431
  National Grid plc  0.553%  9/18/29 EUR      16,107     14,864
  National Westminster Bank plc  5.125%  1/13/24 GBP         100        132
  National Westminster Bank plc  0.500%  5/15/24 EUR       4,513      4,710
  Nationwide Building Society  1.250%   3/3/25 EUR         100        105
  Nationwide Building Society  5.625%  1/28/26 GBP         677        951
  Nationwide Building Society  1.500%   3/8/26 EUR       9,724     10,100
  Nationwide Building Society  3.000%   5/6/26 GBP       9,166     11,548
  Nationwide Building Society  0.625%  3/25/27 EUR      19,695     19,904
  Nationwide Building Society  3.250%  1/20/28 GBP       7,093      8,926
  Nationwide Building Society  0.250%  9/14/28 EUR      29,894     27,584
  Nationwide Building Society  2.250%  6/25/29 EUR       2,257      2,470
  Nationwide Building Society  2.000%  7/25/29 EUR      16,388     17,166
  Nationwide Building Society  1.375%  6/29/32 EUR       7,221      7,280
  NatWest Group plc  1.750%   3/2/26 EUR      17,148     17,839
  NatWest Group plc  0.670%  9/14/29 EUR      18,600     17,090
  NatWest Group plc  0.780%  2/26/30 EUR       8,000      7,347
  NatWest Markets plc  1.000%  5/28/24 EUR       4,513      4,724
  NatWest Markets plc  1.375%   3/2/27 EUR      18,000     18,199
7 Network Rail Infrastructure Finance plc  4.750%  1/22/24 GBP       3,159      4,155
7 Network Rail Infrastructure Finance plc  4.375%  12/9/30 GBP       4,017      5,907
7 Network Rail Infrastructure Finance plc  4.750% 11/29/35 GBP       1,896      3,001
  NewRiver REIT plc  3.500%   3/7/28 GBP         813        938
  Next Group plc  3.625%  5/18/28 GBP       3,159      3,956
71

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  NIE Finance plc  2.500% 10/27/25 GBP       3,057      3,798
  NIE Finance plc  6.375%   6/2/26 GBP       2,000      2,848
  Northern Gas Networks Finance plc  4.875%  6/30/27 GBP          59         81
  Northern Gas Networks Finance plc  4.875% 11/15/35 GBP       1,715      2,360
  Northern Powergrid Yorkshire plc  5.125%   5/4/35 GBP         692      1,004
  Northern Powergrid Yorkshire plc  2.250%  10/9/59 GBP         722        693
  Northumbrian Water Finance plc  1.625% 10/11/26 GBP       3,115      3,720
  Northumbrian Water Finance plc  2.375%  10/5/27 GBP         100        122
  Northumbrian Water Finance plc  5.625%  4/29/33 GBP       1,172      1,770
  Northumbrian Water Finance plc  5.125%  1/23/42 GBP         264        403
  Notting Hill Genesis  3.750% 12/20/32 GBP       2,437      3,195
  Notting Hill Genesis  2.000%   6/3/36 GBP         219        230
  Notting Hill Genesis  5.250%   7/7/42 GBP         677      1,049
  Notting Hill Genesis  3.250% 10/12/48 GBP         100        118
  Notting Hill Genesis  4.375%  2/20/54 GBP       2,042      2,979
1 Octagon Healthcare Funding plc  5.333%  6/30/36 GBP         201        293
  Optivo Finance plc  2.857%  10/7/35 GBP       2,300      2,755
  Optivo Finance plc  5.250%  3/13/43 GBP       3,100      4,904
  Orbit Capital plc  3.500%  3/24/45 GBP       2,890      3,599
  Orbit Capital plc  3.375%  6/14/48 GBP         126        154
  Paradigm Homes Charitable Housing Assn. Ltd.  2.250%  5/20/51 GBP       2,723      2,758
  Paragon Treasury plc  2.000%   5/7/36 GBP       1,991      2,131
1 Paragon Treasury plc  3.625%  1/21/47 GBP         904      1,157
  Peabody Capital No. 2 plc  2.750%   3/2/34 GBP         800        943
  Peabody Capital No. 2 plc  4.625% 12/12/53 GBP       1,700      2,624
  Peabody Capital plc  5.250%  3/17/43 GBP       2,550      4,033
  Pearson Funding plc  1.375%   5/6/25 EUR         217        223
  Pearson Funding plc  3.750%   6/4/30 GBP       1,193      1,475
1 Penarian Housing Finance plc  3.212%   6/7/52 GBP         677        806
  Pension Insurance Corp. plc  8.000% 11/23/26 GBP       1,128      1,635
  Pension Insurance Corp. plc  5.625%  9/20/30 GBP       5,380      7,015
  Pension Insurance Corp. plc  4.625%   5/7/31 GBP       2,000      2,423
  Phoenix Group Holdings plc  4.375%  1/24/29 EUR       6,634      7,101
  Phoenix Group Holdings plc  5.867%  6/13/29 GBP       3,781      5,087
  Phoenix Group Holdings plc  5.625%  4/28/31 GBP       1,219      1,579
  Places For People Treasury plc  2.875%  8/17/26 GBP       4,063      5,123
  Platform HG Financing plc  1.625%  8/10/55 GBP       2,252      1,911
  Porterbrook Rail Finance Ltd.  7.125% 10/20/26 GBP       1,355      1,994
  Principality Building Society  2.375% 11/23/23 GBP         452        561
  Prs Finance plc  1.750% 11/24/26 GBP       8,295     10,179
  Prs Finance plc  2.000%  1/23/29 GBP       3,069      3,770
  Prudential plc  5.875%  5/11/29 GBP         501        740
  Prudential plc  6.125% 12/19/31 GBP       4,061      5,779
  Quadgas Finance plc  3.375%  9/17/29 GBP       2,121      2,559
  RAC Bond Co. plc  4.565%   5/6/46 GBP         100        126
  RAC Bond Co. plc  4.870%   5/6/46 GBP       1,355      1,740
3 Reckitt Benckiser Treasury Services Nederland BV  0.375%  5/19/26 EUR       2,257      2,268
  Reckitt Benckiser Treasury Services Nederland BV  0.750%  5/19/30 EUR       5,547      5,320
3 Reckitt Benckiser Treasury Services Nederland BV  0.750%  5/19/30 EUR       2,257      2,165
3 Reckitt Benckiser Treasury Services plc  1.750%  5/19/32 GBP       1,941      2,191
  RELX Capital Inc.  1.300%  5/12/25 EUR         904        947
  RELX Finance BV  0.000%  3/18/24 EUR       2,465      2,548
72

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  RELX Finance BV  0.500%  3/10/28 EUR       8,769      8,454
  RELX Finance BV  0.875%  3/10/32 EUR       1,592      1,466
  Rentokil Initial plc  0.950% 11/22/24 EUR       2,301      2,389
  Rio Tinto Finance plc  2.875% 12/11/24 EUR         100        110
  Riverside Finance plc  3.875%  12/5/44 GBP         993      1,338
  RL Finance Bonds No. 2 plc  6.125% 11/30/43 GBP         100        131
  RL Finance Bonds No. 3 plc  6.125% 11/13/28 GBP       1,444      1,974
  RL Finance Bonds No. 4 plc  4.875%  10/7/49 GBP       4,829      5,613
1 RMPA Services plc  5.337%  9/30/38 GBP       1,969      2,917
  Rothesay Life plc  3.375%  7/12/26 GBP       3,489      4,266
  Royal Bank of Scotland Group plc  2.875%  9/19/26 GBP       3,993      4,884
  Royal Bank of Scotland Group plc  3.125%  3/28/27 GBP       2,708      3,322
  Royal Mail plc  1.250%  10/8/26 EUR       2,257      2,302
  RSL Finance No. 1 plc  6.625%  3/31/38 GBP         249        398
  Sage Group plc  1.625%  2/25/31 GBP       3,592      3,849
  Sanctuary Capital plc  6.697%  3/23/39 GBP       1,948      3,519
  Sanctuary Capital plc  5.000%  4/26/47 GBP       1,857      3,009
  Sanctuary Capital plc  2.375%  4/14/50 GBP         452        482
  Santander UK Group Holdings plc  1.125%   9/8/23 EUR       5,012      5,303
  Santander UK Group Holdings plc  0.391%  2/28/25 EUR       2,934      3,027
  Santander UK Group Holdings plc  3.625%  1/14/26 GBP       7,499      9,413
  Santander UK Group Holdings plc  2.920%   5/8/26 GBP       6,499      7,975
  Santander UK Group Holdings plc  2.421%  1/17/29 GBP       3,000      3,484
  Santander UK Group Holdings plc  0.603%  9/13/29 EUR      12,342     11,366
  Santander UK plc  0.100%  5/12/24 EUR       9,025      9,347
  Santander UK plc  1.250%  9/18/24 EUR       3,024      3,196
  Santander UK plc  0.500%  1/10/25 EUR       3,656      3,782
  Santander UK plc  5.750%   3/2/26 GBP       2,643      3,736
  Santander UK plc  5.250%  2/16/29 GBP       4,396      6,454
  Santander UK plc  3.875% 10/15/29 GBP       7,152      9,340
1 Saxon Weald Capital plc  5.375%   6/6/42 GBP         281        421
  Scotland Gas Networks plc  3.250%   3/8/27 GBP       1,655      2,116
  Scotland Gas Networks plc  4.875% 12/21/34 GBP         452        619
  Scottish Hydro Electric Transmission plc  2.250%  9/27/35 GBP         200        215
  Scottish Widows Ltd.  5.500%  6/16/23 GBP       1,128      1,451
  Scottish Widows Ltd.  7.000%  6/16/43 GBP       2,000      3,139
  Segro Capital Sarl  0.500%  9/22/31 EUR       3,976      3,476
  Segro plc  2.375% 10/11/29 GBP         542        645
  Segro plc  2.875% 10/11/37 GBP       1,600      1,857
  Severn Trent Utilities Finance plc  3.625%  1/16/26 GBP       2,588      3,350
  Severn Trent Utilities Finance plc  2.750%  12/5/31 GBP         587        705
  Severn Trent Utilities Finance plc  2.000%   6/2/40 GBP         542        539
  Severn Trent Utilities Finance plc  4.875%  1/24/42 GBP       2,049      3,005
  Skipton Building Society  2.000%  10/2/26 GBP         300        359
  Sky Ltd.  1.875% 11/24/23 EUR       2,483      2,666
  Sky Ltd.  2.250% 11/17/25 EUR         100        108
  Sky Ltd.  2.500%  9/15/26 EUR      20,926     22,797
  Sky Ltd.  6.000%  5/21/27 GBP          50         72
  Sky Ltd.  4.000% 11/26/29 GBP       2,166      2,879
  Society of Lloyd's  4.875%   2/7/47 GBP       1,221      1,579
  South Eastern Power Networks plc  5.500%   6/5/26 GBP         212        293
  South Eastern Power Networks plc  5.625%  9/30/30 GBP       1,151      1,689
  South Eastern Power Networks plc  6.375% 11/12/31 GBP       1,287      2,011
  South Eastern Power Networks plc  1.750%  9/30/34 GBP       1,215      1,260
  Southern Electric Power Distribution plc  4.625%  2/20/37 GBP         686        941
73

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Southern Gas Networks plc  2.500%   2/3/25 GBP       2,065      2,577
  Southern Gas Networks plc  6.375%  5/15/40 GBP          82        130
  Southern Housing Group Ltd.  3.500% 10/19/47 GBP         677        833
  Southern Water Services Finance Ltd.  6.640%  3/31/26 GBP      10,820     15,452
  Southern Water Services Finance Ltd.  1.625%  3/30/27 GBP       9,886     11,615
  Southern Water Services Finance Ltd.  6.192%  3/31/29 GBP       1,355      2,024
  Southern Water Services Finance Ltd.  3.000%  5/28/37 GBP       1,500      1,722
  Southern Water Services Finance Ltd.  4.500%  3/31/52 GBP          50         77
  Southern Water Services Finance Ltd.  5.125%  9/30/56 GBP          50         86
  Sovereign Housing Capital plc  4.768%   6/1/43 GBP         100        153
  Sovereign Housing Capital plc  2.375%  11/4/48 GBP       1,255      1,328
  SP Distribution plc  5.875%  7/17/26 GBP         587        828
  SP Manweb plc  4.875%  9/20/27 GBP         100        137
  SSE plc  1.250%  4/16/25 EUR       5,821      6,077
  SSE plc  0.875%   9/6/25 EUR         722        743
  SSE plc  8.375% 11/20/28 GBP       1,368      2,209
  SSE plc  1.750%  4/16/30 EUR       7,000      7,076
  SSE plc  6.250%  8/27/38 GBP         722      1,164
  Stagecoach Group plc  4.000%  9/29/25 GBP         100        126
  Standard Chartered plc  2.900%  6/28/25 AUD       2,000      1,383
  Standard Chartered plc  1.625%  10/3/27 EUR         247        250
  Standard Chartered plc  0.850%  1/27/28 EUR       2,708      2,622
  Standard Chartered plc  1.200%  9/23/31 EUR         100         95
  Standard Chartered plc  4.375%  1/18/38 GBP       1,355      1,848
  Student Finance plc  2.666%  9/30/29 GBP         677        833
  Sunderland SHG Finance plc  6.380%  3/31/42 GBP          52         81
1 Swan Housing Capital plc  3.625%   3/5/48 GBP         760        920
1 TC Dudgeon Ofto plc  3.158% 11/12/38 GBP         357        447
1 Telereal Secured Finance plc  4.010% 12/10/33 GBP       1,152      1,477
1 Telereal Securitisation plc  6.165% 12/10/33 GBP         250        350
  Tesco Corporate Treasury Services plc  0.875%  5/29/26 EUR       4,558      4,555
  Tesco Corporate Treasury Services plc  1.875%  11/2/28 GBP       2,000      2,280
  Tesco Corporate Treasury Services plc  0.375%  7/27/29 EUR       2,000      1,779
1 Tesco Property Finance 1 plc  7.623%  7/13/39 GBP         862      1,399
1 Tesco Property Finance 2 plc  6.052% 10/13/39 GBP       1,439      2,096
1 Tesco Property Finance 3 plc  5.744%  4/13/40 GBP       2,178      3,216
1 Tesco Property Finance 4 plc  5.801% 10/13/40 GBP       2,680      3,854
1 Tesco Property Finance 6 plc  5.411%  7/13/44 GBP       2,520      3,627
  Thames Water Utilities Finance plc  1.875%  1/24/24 GBP         677        838
  Thames Water Utilities Finance plc  2.875% 12/12/24 CAD         629        478
  Thames Water Utilities Finance plc  4.000%  6/19/25 GBP       3,610      4,698
  Thames Water Utilities Finance plc  3.500%  2/25/28 GBP         587        745
  Thames Water Utilities Finance plc  6.750% 11/16/28 GBP       1,620      2,436
  Thames Water Utilities Finance plc  2.625%  1/24/32 GBP         893      1,038
  Thames Water Utilities Finance plc  1.250%  1/31/32 EUR       7,000      6,436
  Thames Water Utilities Finance plc  6.500%   2/9/32 GBP       2,200      3,411
  Thames Water Utilities Finance plc  4.375%   7/3/34 GBP       1,262      1,674
  Thames Water Utilities Finance plc  5.125%  9/28/37 GBP       2,636      3,772
  Thames Water Utilities Finance plc  2.375%  4/22/40 GBP       3,101      3,131
  Thames Water Utilities Finance plc  5.500%  2/11/41 GBP       3,374      5,109
  Thames Water Utilities Finance plc  4.625%   6/4/46 GBP       2,438      3,382
  Thames Water Utilities Finance plc  7.738%   4/9/58 GBP         497      1,100
  THFC Funding No. 2 plc  6.350%   7/8/41 GBP       1,084      1,870
  THFC Funding No. 2 plc  5.200% 10/11/43 GBP       7,437     11,754
  Together Housing Finance plc  4.500% 12/17/42 GBP       1,400      2,039
74

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Tritax Big Box REIT plc  1.500% 11/27/33 GBP       1,500      1,548
  Tritax EuroBox plc  0.950%   6/2/26 EUR       1,696      1,658
  Unilever Finance Netherlands BV  0.500%  8/12/23 EUR       4,513      4,764
  Unilever Finance Netherlands BV  1.250%  3/25/25 EUR       9,025      9,506
  Unilever Finance Netherlands BV  1.125%  2/12/27 EUR       4,558      4,713
  Unilever Finance Netherlands BV  1.375%  7/31/29 EUR       2,392      2,452
  Unilever Finance Netherlands BV  1.750%  3/25/30 EUR       4,513      4,733
  Unilever Finance Netherlands BV  1.375%   9/4/30 EUR         587        595
  Unilever plc  1.500%  7/22/26 GBP         100        121
  Unilever plc  1.500%  6/11/39 EUR       2,347      2,172
  UNITE Group plc  3.500% 10/15/28 GBP       1,196      1,494
  UNITE USAF II plc  3.374%  6/30/28 GBP         722        915
  UNITE USAF II plc  3.921%  6/30/30 GBP       1,759      2,283
  United Utilities Water Finance plc  2.000%  2/14/25 GBP       6,043      7,499
  United Utilities Water Finance plc  0.875% 10/28/29 GBP         651        705
  United Utilities Water Finance plc  2.625%  2/12/31 GBP       5,566      6,748
  United Utilities Water Finance plc  2.000%   7/3/33 GBP         904      1,007
  United Utilities Water Finance plc  1.875%   6/3/42 GBP         235        231
  United Utilities Water Ltd.  5.625% 12/20/27 GBP       3,074      4,405
  University College London  1.625%   6/4/61 GBP       2,000      1,854
  University of Cambridge  3.750% 10/17/52 GBP         406        613
  University of Cambridge  2.350%  6/27/78 GBP       1,352      1,607
  University of Leeds  3.125% 12/19/50 GBP       2,000      2,477
  University of Liverpool  3.375%  6/25/55 GBP         100        135
  University of Manchester  4.250%   7/4/53 GBP         857      1,322
  University of Oxford  2.544%  12/8/17 GBP       4,159      4,447
  Urenco Finance NV  2.375%  12/2/24 EUR       1,806      1,941
  Virgin Money UK plc  2.875%  6/24/25 EUR       3,000      3,200
  Virgin Money UK plc  3.375%  4/24/26 GBP       7,058      8,665
  Virgin Money UK plc  4.000%  9/25/26 GBP       3,000      3,745
  Virgin Money UK plc  4.000%   9/3/27 GBP       2,528      3,151
  Virgin Money UK plc  5.125% 12/11/30 GBP       1,455      1,843
  Vodafone Group plc  0.500%  1/30/24 EUR         100        105
  Vodafone Group plc  1.875%  9/11/25 EUR       9,025      9,629
  Vodafone Group plc  1.125% 11/20/25 EUR      11,677     12,102
  Vodafone Group plc  5.625%  12/4/25 GBP         542        744
  Vodafone Group plc  2.200%  8/25/26 EUR       2,051      2,200
  Vodafone Group plc  0.900% 11/24/26 EUR       2,577      2,624
  Vodafone Group plc  1.500%  7/24/27 EUR       1,701      1,760
  Vodafone Group plc  4.200% 12/13/27 AUD       4,230      2,922
  Vodafone Group plc  1.625% 11/24/30 EUR       7,361      7,313
  Vodafone Group plc  1.600%  7/29/31 EUR       8,100      7,907
  Vodafone Group plc  5.900% 11/26/32 GBP       3,990      6,007
  Vodafone Group plc  2.875% 11/20/37 EUR       4,354      4,438
  Vodafone Group plc  2.500%  5/24/39 EUR       1,731      1,647
  Vodafone Group plc  3.375%   8/8/49 GBP       3,409      3,723
  Vodafone Group plc  3.000%  8/12/56 GBP       3,548      3,487
  Wales & West Utilities Finance plc  5.750%  3/29/30 GBP       2,257      3,285
  Wales & West Utilities Finance plc  3.000%   8/3/38 GBP         677        776
  Wellcome Trust Finance plc  4.625%  7/25/36 GBP       3,566      5,432
  Wellcome Trust Ltd.  4.000%   5/9/59 GBP         993      1,576
  Wellcome Trust Ltd.  1.500%  7/14/71 GBP       1,000        828
  Wellcome Trust Ltd.  2.517%   2/7/18 GBP       1,941      2,015
  Wessex Water Services Finance plc  5.375%  3/10/28 GBP         282        395
  Wessex Water Services Finance plc  1.250%  1/12/36 GBP       1,586      1,485
75

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Western Power Distribution East Midlands plc  1.750%   9/9/31 GBP       1,000      1,087
  Western Power Distribution South Wales plc  1.625%  10/7/35 GBP       2,286      2,230
  Western Power Distribution South Wales plc  5.750%  3/23/40 GBP       1,000      1,560
  Western Power Distribution South West plc  5.875%  3/25/27 GBP         993      1,406
  Western Power Distribution South West plc  5.750%  3/23/40 GBP         800      1,240
  Western Power Distribution West Midlands plc  3.875% 10/17/24 GBP       3,069      3,937
  Western Power Distribution West Midlands plc  5.750%  4/16/32 GBP       2,528      3,750
  Westfield Stratford City Finance No. 2 plc  1.642%   8/4/31 GBP       1,128      1,358
  Wheatley Group Capital plc  4.375% 11/28/44 GBP       2,031      2,890
  WHG Treasury plc  4.250%  10/6/45 GBP       1,806      2,590
1 Wods Transmission plc  3.446%  8/24/34 GBP          77         99
  WPP Finance 2013  2.875%  9/14/46 GBP       1,293      1,239
  WPP Finance 2016  1.375%  3/20/25 EUR       6,408      6,694
  WPP Finance 2017  3.750%  5/19/32 GBP       1,967      2,426
  WPP Finance Deutschland GmbH  1.625%  3/23/30 EUR       1,869      1,842
  WPP Finance SA  2.250%  9/22/26 EUR         100        107
  WPP Finance SA  2.375%  5/19/27 EUR       9,547     10,170
  Wrekin Housing Group Ltd.  2.500% 10/22/48 GBP       1,000      1,064
  Yorkshire Building Society  3.000%  4/18/25 GBP       1,084      1,348
  Yorkshire Building Society  0.625%  9/21/25 EUR       4,077      4,121
  Yorkshire Building Society  3.500%  4/21/26 GBP         497        634
  Yorkshire Building Society  0.010% 10/13/27 EUR      15,478     14,967
  Yorkshire Building Society  0.500%   7/1/28 EUR       6,781      6,322
  Yorkshire Building Society  3.375%  9/13/28 GBP       9,310     11,112
  Yorkshire Building Society  1.500%  9/15/29 GBP       2,586      2,777
  Yorkshire Housing Finance plc  4.125% 10/31/44 GBP       1,691      2,300
  Yorkshire Power Finance Ltd.  7.250%   8/4/28 GBP          40         61
  Yorkshire Water Finance plc  3.625%   8/1/29 GBP       2,888      3,746
  Yorkshire Water Finance plc  6.375%  8/19/39 GBP         524        894
  Yorkshire Water Finance plc  2.750%  4/18/41 GBP       6,339      7,027
  Yorkshire Water Services Finance Ltd.  5.500%  5/28/37 GBP         350        544
                   2,303,376
United States (2.8%)                           
  3M Co.  0.950%  5/15/23 EUR         904        959
  3M Co.  1.500%  11/9/26 EUR         100        105
  3M Co.  1.750%  5/15/30 EUR         731        763
  Abbott Ireland Financing DAC  0.875%  9/27/23 EUR      10,199     10,810
  Abbott Ireland Financing DAC  1.500%  9/27/26 EUR       8,033      8,488
  Abbott Ireland Financing DAC  0.375% 11/19/27 EUR       4,513      4,460
  AbbVie Inc.  1.500% 11/15/23 EUR         542        577
  AbbVie Inc.  1.375%  5/17/24 EUR       5,416      5,734
  AbbVie Inc.  1.250%   6/1/24 EUR       9,513     10,061
  AbbVie Inc.  0.750% 11/18/27 EUR       2,257      2,224
  AbbVie Inc.  2.625% 11/15/28 EUR         904        980
  AbbVie Inc.  2.125% 11/17/28 EUR       8,981      9,483
  AbbVie Inc.  2.125%   6/1/29 EUR       3,791      3,989
  AbbVie Inc.  1.250% 11/18/31 EUR       1,084      1,027
  Air Lease Corp.  2.625%  12/5/24 CAD       3,723      2,774
  Air Products and Chemicals Inc.  1.000%  2/12/25 EUR       1,507      1,571
  Air Products and Chemicals Inc.  0.500%   5/5/28 EUR       1,715      1,660
  Air Products and Chemicals Inc.  0.800%   5/5/32 EUR       1,547      1,410
76

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Altria Group Inc.  1.700%  6/15/25 EUR       1,399      1,451
  Altria Group Inc.  2.200%  6/15/27 EUR       5,664      5,818
  Altria Group Inc.  3.125%  6/15/31 EUR       8,620      8,746
  American Honda Finance Corp.  1.375% 11/10/22 EUR       2,301      2,446
  American Honda Finance Corp.  0.750%  1/17/24 EUR       3,250      3,415
  American Honda Finance Corp.  1.950% 10/18/24 EUR       8,107      8,669
  American Honda Finance Corp.  0.750% 11/25/26 GBP       2,934      3,364
  American International Group Inc.  1.500%   6/8/23 EUR         100        106
  American International Group Inc.  1.875%  6/21/27 EUR       2,392      2,466
  American Medical Systems Europe BV  1.625%   3/8/31 EUR       7,000      6,858
  American Medical Systems Europe BV  1.875%   3/8/34 EUR       5,000      4,804
  American Tower Corp.  1.375%   4/4/25 EUR       3,251      3,383
  American Tower Corp.  1.950%  5/22/26 EUR       6,911      7,204
  American Tower Corp.  0.450%  1/15/27 EUR       6,482      6,226
  American Tower Corp.  0.400%  2/15/27 EUR       1,557      1,479
  American Tower Corp.  0.500%  1/15/28 EUR       2,557      2,382
  American Tower Corp.  0.875%  5/21/29 EUR       3,065      2,812
  American Tower Corp.  0.950%  10/5/30 EUR       2,698      2,417
  American Tower Corp.  1.250%  5/21/33 EUR       2,080      1,810
  Amgen Inc.  2.000%  2/25/26 EUR       1,174      1,255
  Amgen Inc.  5.500%  12/7/26 GBP       1,986      2,772
  Amgen Inc.  4.000%  9/13/29 GBP       2,031      2,680
  Amphenol Technologies Holding GmbH  2.000%  10/8/28 EUR       2,000      2,097
  Aon plc  2.875%  5/14/26 EUR       1,535      1,683
  Apple Inc.  3.350%  1/10/24 AUD         250        177
  Apple Inc.  1.375%  1/17/24 EUR         558        598
  Apple Inc.  2.513%  8/19/24 CAD      12,949      9,897
  Apple Inc.  0.875%  5/24/25 EUR      15,689     16,391
  Apple Inc.  0.000% 11/15/25 EUR       4,120      4,154
  Apple Inc.  3.600%  6/10/26 AUD         860        602
  Apple Inc.  1.625% 11/10/26 EUR         987      1,050
  Apple Inc.  2.000%  9/17/27 EUR       3,196      3,461
  Apple Inc.  1.375%  5/24/29 EUR       8,760      9,070
  Apple Inc.  3.050%  7/31/29 GBP       1,702      2,190
  Apple Inc.  0.750%  2/25/30 CHF       2,485      2,449
  Apple Inc.  0.500% 11/15/31 EUR       2,387      2,226
  Apple Inc.  3.600%  7/31/42 GBP       1,964      2,682
  Aptiv plc  1.500%  3/10/25 EUR       5,425      5,654
  Archer-Daniels-Midland Co.  1.750%  6/23/23 EUR       4,513      4,825
  Archer-Daniels-Midland Co.  1.000%  9/12/25 EUR       7,040      7,310
  AT&T Inc.  2.750%  5/19/23 EUR       4,445      4,805
  AT&T Inc.  1.050%   9/5/23 EUR         948      1,006
  AT&T Inc.  1.300%   9/5/23 EUR       6,911      7,349
  AT&T Inc.  1.950%  9/15/23 EUR         282        302
  AT&T Inc.  3.450%  9/19/23 AUD         290        205
  AT&T Inc.  2.400%  3/15/24 EUR       2,476      2,667
  AT&T Inc.  2.850%  5/25/24 CAD       2,000      1,529
  AT&T Inc.  1.375%  12/4/24 CHF         100        104
  AT&T Inc.  4.000% 11/25/25 CAD       4,783      3,711
  AT&T Inc.  3.500% 12/17/25 EUR       2,166      2,430
  AT&T Inc.  4.100%  1/19/26 AUD         210        148
  AT&T Inc.  0.250%   3/4/26 EUR         976        971
  AT&T Inc.  1.800%   9/5/26 EUR       1,715      1,805
  AT&T Inc.  2.900%  12/4/26 GBP       1,244      1,547
  AT&T Inc.  5.500%  3/15/27 GBP         700        972
77

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  AT&T Inc.  1.600%  5/19/28 EUR       5,196      5,289
  AT&T Inc.  4.600%  9/19/28 AUD       4,810      3,373
  AT&T Inc.  2.350%   9/5/29 EUR       6,431      6,773
  AT&T Inc.  0.800%   3/4/30 EUR       1,806      1,680
  AT&T Inc.  2.050%  5/19/32 EUR       2,696      2,685
  AT&T Inc.  3.550% 12/17/32 EUR       4,496      5,053
  AT&T Inc.  5.200% 11/18/33 GBP       1,228      1,733
  AT&T Inc.  3.375%  3/15/34 EUR       1,264      1,371
  AT&T Inc.  2.450%  3/15/35 EUR       2,301      2,251
  AT&T Inc.  3.150%   9/4/36 EUR       8,834      9,268
  AT&T Inc.  2.600%  5/19/38 EUR       4,099      3,999
  AT&T Inc.  1.800%  9/14/39 EUR       1,000        855
  AT&T Inc.  7.000%  4/30/40 GBP       3,800      6,457
  AT&T Inc.  4.250%   6/1/43 GBP       6,514      8,272
  AT&T Inc.  4.875%   6/1/44 GBP       1,176      1,620
  AT&T Inc.  4.850%  5/25/47 CAD       5,163      3,613
  AT&T Inc.  5.100% 11/25/48 CAD       2,550      1,845
  Athene Global Funding  3.127%  3/10/25 CAD       2,000      1,500
  Athene Global Funding  2.100%  9/24/25 CAD       1,264        910
  Athene Global Funding  0.366%  9/10/26 EUR      11,586     11,232
  Athene Global Funding  0.832%   1/8/27 EUR       8,000      7,841
  Athene Global Funding  1.750% 11/24/27 GBP       9,781     11,088
  Athene Global Funding  0.625%  1/12/28 EUR      19,513     18,215
  Athene Global Funding  2.470%   6/9/28 CAD       2,186      1,490
  Bank of America Corp.  0.750%  7/26/23 EUR       3,565      3,767
  Bank of America Corp.  1.379%   2/7/25 EUR      17,528     18,434
  Bank of America Corp.  1.375%  3/26/25 EUR       1,355      1,417
  Bank of America Corp.  2.932%  4/25/25 CAD       2,121      1,619
  Bank of America Corp.  2.300%  7/25/25 GBP       2,708      3,316
  Bank of America Corp.  3.407%  9/20/25 CAD       2,921      2,238
  Bank of America Corp.  3.515%  3/24/26 CAD       1,355      1,034
  Bank of America Corp.  0.808%   5/9/26 EUR      16,256     16,517
  Bank of America Corp.  4.250% 12/10/26 GBP       1,996      2,626
  Bank of America Corp.  1.776%   5/4/27 EUR       9,973     10,324
  Bank of America Corp.  1.978%  9/15/27 CAD       2,978      2,088
  Bank of America Corp.  3.615%  3/16/28 CAD       6,600      4,923
  Bank of America Corp.  1.662%  4/25/28 EUR       1,000      1,020
  Bank of America Corp.  0.583%  8/24/28 EUR      15,589     14,975
  Bank of America Corp.  3.648%  3/31/29 EUR      11,489     12,894
  Bank of America Corp.  2.598%   4/4/29 CAD       2,355      1,641
  Bank of America Corp.  1.667%   6/2/29 GBP       9,000     10,156
  Bank of America Corp.  0.694%  3/22/31 EUR      10,133      9,200
  Bank of America Corp.  0.654% 10/26/31 EUR      26,025     23,128
  Bank of America Corp.  1.102%  5/24/32 EUR       2,000      1,828
  Baxter International Inc.  1.300%  5/30/25 EUR       6,568      6,892
  Baxter International Inc.  1.300%  5/15/29 EUR       3,295      3,262
  Becton Dickinson and Co.  0.034%  8/13/25 EUR       2,423      2,419
  Becton Dickinson and Co.  1.900% 12/15/26 EUR       5,333      5,615
  Becton Dickinson Euro Finance Sarl  0.632%   6/4/23 EUR       4,829      5,095
  Becton Dickinson Euro Finance Sarl  1.208%   6/4/26 EUR      13,656     14,030
  Becton Dickinson Euro Finance Sarl  0.334%  8/13/28 EUR       1,249      1,172
  Becton Dickinson Euro Finance Sarl  1.213%  2/12/36 EUR       3,000      2,568
  Becton Dickinson Euro Finance Sarl  1.336%  8/13/41 EUR       1,506      1,179
  Berkshire Hathaway Finance Corp.  2.000%  3/18/34 EUR       3,000      2,962
  Berkshire Hathaway Finance Corp.  2.375%  6/19/39 GBP       3,159      3,490
78

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Berkshire Hathaway Finance Corp.  2.625%  6/19/59 GBP       1,625      1,738
  Berkshire Hathaway Inc.  0.750%  3/16/23 EUR         452        479
  Berkshire Hathaway Inc.  1.300%  3/15/24 EUR       4,693      4,984
  Berkshire Hathaway Inc.  0.170%  9/13/24 JPY     680,000      5,236
  Berkshire Hathaway Inc.  1.125%  3/16/27 EUR       6,974      7,119
  Berkshire Hathaway Inc.  2.150%  3/15/28 EUR       4,000      4,276
  Berkshire Hathaway Inc.  0.440%  9/13/29 JPY   2,490,000     18,617
  Berkshire Hathaway Inc.  0.437%  4/15/31 JPY     500,000      3,732
  Berkshire Hathaway Inc.  1.625%  3/16/35 EUR       2,708      2,523
  Berkshire Hathaway Inc.  0.500%  1/15/41 EUR       1,210        854
  Berkshire Hathaway Inc.  1.108%  9/13/49 JPY     370,000      2,407
  Berry Global Inc.  1.500%  1/15/27 EUR       2,586      2,515
  BlackRock Inc.  1.250%   5/6/25 EUR       2,956      3,106
  Blackstone Holdings Finance Co. LLC  1.000%  10/5/26 EUR         402        408
  Blackstone Holdings Finance Co. LLC  1.500%  4/10/29 EUR       4,738      4,710
  Booking Holdings Inc.  2.375%  9/23/24 EUR       1,806      1,955
  Booking Holdings Inc.  0.100%   3/8/25 EUR      15,447     15,672
  Booking Holdings Inc.  1.800%   3/3/27 EUR       4,575      4,790
  Booking Holdings Inc.  0.500%   3/8/28 EUR      17,994     17,435
  BorgWarner Inc.  1.000%  5/19/31 EUR       4,329      3,829
  Boston Scientific Corp.  0.625%  12/1/27 EUR       2,234      2,170
  Bristol-Myers Squibb Co.  1.000%  5/15/25 EUR         735        766
  Bristol-Myers Squibb Co.  1.750%  5/15/35 EUR       1,806      1,785
  Brown-Forman Corp.  1.200%   7/7/26 EUR       1,156      1,184
  Brown-Forman Corp.  2.600%   7/7/28 GBP       4,207      5,218
  Bunge Finance Europe BV  1.850%  6/16/23 EUR       7,026      7,450
  Capital One Financial Corp.  1.650%  6/12/29 EUR       5,303      5,107
  Celanese US Holdings LLC  2.125%   3/1/27 EUR       3,566      3,604
  Celanese US Holdings LLC  0.625%  9/10/28 EUR       1,410      1,263
  Chubb INA Holdings Inc.  0.300% 12/15/24 EUR         857        879
  Chubb INA Holdings Inc.  1.550%  3/15/28 EUR       4,135      4,212
  Chubb INA Holdings Inc.  0.875% 12/15/29 EUR       2,888      2,742
  Chubb INA Holdings Inc.  1.400%  6/15/31 EUR       2,166      2,090
  Chubb INA Holdings Inc.  2.500%  3/15/38 EUR       5,675      5,663
  Citigroup Inc.  0.750% 10/26/23 EUR         100        105
  Citigroup Inc.  2.750%  1/24/24 GBP       5,190      6,496
  Citigroup Inc.  2.375%  5/22/24 EUR         904        973
  Citigroup Inc.  1.750%  1/28/25 EUR       2,392      2,530
  Citigroup Inc.  4.090%   6/9/25 CAD       1,399      1,077
  Citigroup Inc.  2.400% 10/31/25 JPY   2,938,600     23,668
  Citigroup Inc.  1.500%  7/24/26 EUR       4,061      4,210
  Citigroup Inc.  2.125%  9/10/26 EUR       2,437      2,560
  Citigroup Inc.  1.750% 10/23/26 GBP       5,055      5,889
  Citigroup Inc.  2.800%  6/25/27 JPY      58,700        483
  Citigroup Inc.  0.500%  10/8/27 EUR       5,867      5,726
  Citigroup Inc.  1.250%  4/10/29 EUR       1,355      1,316
  Citigroup Inc.  4.500%   3/3/31 GBP         452        582
  Citigroup Inc.  6.800%  6/25/38 GBP       2,079      3,665
  Citigroup Inc.  7.375%   9/1/39 GBP         212        397
  Coca-Cola Co.  0.500%   3/8/24 EUR       2,618      2,740
  Coca-Cola Co.  3.250%  6/11/24 AUD         770        542
  Coca-Cola Co.  1.125%   3/9/27 EUR       5,912      6,109
  Coca-Cola Co.  0.125%   3/9/29 EUR       2,711      2,535
  Coca-Cola Co.  0.400%   5/6/30 EUR       5,270      4,909
  Coca-Cola Co.  1.250%   3/8/31 EUR       3,814      3,771
79

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Coca-Cola Co.  0.500%   3/9/33 EUR       2,929      2,581
  Coca-Cola Co.  0.375%  3/15/33 EUR       7,513      6,525
  Coca-Cola Co.  1.625%   3/9/35 EUR       2,550      2,479
  Coca-Cola Co.  0.950%   5/6/36 EUR       3,056      2,707
  Coca-Cola Co.  0.800%  3/15/40 EUR       2,813      2,254
  Colgate-Palmolive Co.  0.500%   3/6/26 EUR         857        874
  Colgate-Palmolive Co.  0.300% 11/10/29 EUR       5,000      4,755
  Colgate-Palmolive Co.  1.375%   3/6/34 EUR       1,174      1,154
  Colgate-Palmolive Co.  0.875% 11/12/39 EUR         217        181
  Comcast Corp.  0.010%  9/14/26 EUR       1,806      1,773
  Comcast Corp.  1.500%  2/20/29 GBP       3,069      3,500
  Comcast Corp.  0.250%  9/14/29 EUR       3,818      3,520
  Comcast Corp.  5.500% 11/23/29 GBP       1,806      2,635
  Comcast Corp.  1.875%  2/20/36 GBP       3,242      3,408
  Comcast Corp.  1.250%  2/20/40 EUR       4,402      3,744
  Corning Inc.  0.992%  8/10/27 JPY     770,000      5,865
  Danaher Corp.  1.700%  3/30/24 EUR         217        232
  Danaher Corp.  2.500%  3/30/30 EUR       5,190      5,551
  DH Europe Finance II Sarl  0.200%  3/18/26 EUR       6,904      6,884
  DH Europe Finance II Sarl  0.450%  3/18/28 EUR       1,490      1,439
  DH Europe Finance II Sarl  0.750%  9/18/31 EUR       3,385      3,090
  DH Europe Finance II Sarl  1.350%  9/18/39 EUR       4,875      4,078
  DH Europe Finance II Sarl  1.800%  9/18/49 EUR       2,708      2,248
  Digital Dutch Finco BV  1.250%   2/1/31 EUR       8,184      7,130
  Digital Euro Finco LLC  2.625%  4/15/24 EUR       2,301      2,461
  Digital Euro Finco LLC  1.125%   4/9/28 EUR      11,733     11,059
  Digital Stout Holding LLC  4.250%  1/17/25 GBP         993      1,285
  Digital Stout Holding LLC  3.300%  7/19/29 GBP       3,138      3,828
  Digital Stout Holding LLC  3.750% 10/17/30 GBP       1,806      2,259
  Discovery Communications LLC  2.500%  9/20/24 GBP       3,385      4,205
  Discovery Communications LLC  1.900%  3/19/27 EUR       8,201      8,309
  Dover Corp.  1.250%  11/9/26 EUR       9,890     10,213
  Dover Corp.  0.750%  11/4/27 EUR       3,000      2,964
  Dow Chemical Co.  0.500%  3/15/27 EUR       8,078      7,872
  Dow Chemical Co.  1.125%  3/15/32 EUR       4,000      3,632
  Dow Chemical Co.  1.875%  3/15/40 EUR       2,060      1,755
3 DXC Capital Funding DAC  0.450%  9/15/27 EUR       2,703      2,534
3 DXC Capital Funding DAC  0.950%  9/15/31 EUR       5,171      4,493
  DXC Technology Co.  1.750%  1/15/26 EUR       7,363      7,596
  Eastman Chemical Co.  1.500%  5/26/23 EUR       4,513      4,781
  Eastman Chemical Co.  1.875% 11/23/26 EUR       4,829      5,029
  Eaton Capital Unlimited Co.  0.697%  5/14/25 EUR       7,562      7,752
  Eaton Capital Unlimited Co.  0.577%   3/8/30 EUR       1,500      1,382
  Ecolab Inc.  1.000%  1/15/24 EUR       3,439      3,642
  Eli Lilly & Co.  2.125%   6/3/30 EUR       3,656      3,927
  Eli Lilly & Co.  0.500%  9/14/33 EUR       4,000      3,551
  Eli Lilly & Co.  1.700%  11/1/49 EUR       2,798      2,426
  Eli Lilly & Co.  1.375%  9/14/61 EUR       2,000      1,312
  Emerson Electric Co.  0.375%  5/22/24 EUR         925        960
  Emerson Electric Co.  1.250% 10/15/25 EUR       2,904      3,039
  Emerson Electric Co.  2.000% 10/15/29 EUR         904        953
  Equinix Inc.  0.250%  3/15/27 EUR       1,886      1,799
  Euronet Worldwide Inc.  1.375%  5/22/26 EUR       2,844      2,820
  Exxon Mobil Corp.  0.142%  6/26/24 EUR      11,071     11,436
  Exxon Mobil Corp.  0.835%  6/26/32 EUR       6,513      5,867
80

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Exxon Mobil Corp.  1.408%  6/26/39 EUR       3,000      2,491
  FedEx Corp.  1.625%  1/11/27 EUR       3,159      3,297
  FedEx Corp.  1.300%   8/5/31 EUR       1,039        975
  FedEx Corp.  0.950%   5/4/33 EUR       7,609      6,632
  Fidelity National Information Services Inc.  0.750%  5/21/23 EUR       3,698      3,902
  Fidelity National Information Services Inc.  1.100%  7/15/24 EUR       6,184      6,473
  Fidelity National Information Services Inc.  0.625%  12/3/25 EUR       2,000      2,014
  Fidelity National Information Services Inc.  1.500%  5/21/27 EUR      12,291     12,565
  Fidelity National Information Services Inc.  1.000%  12/3/28 EUR       4,603      4,440
  Fidelity National Information Services Inc.  2.250%  12/3/29 GBP         980      1,131
  Fidelity National Information Services Inc.  2.000%  5/21/30 EUR       1,786      1,805
  Fidelity National Information Services Inc.  3.360%  5/21/31 GBP       2,658      3,247
  Fidelity National Information Services Inc.  2.950%  5/21/39 EUR       1,614      1,643
  Fiserv Inc.  0.375%   7/1/23 EUR       2,648      2,781
  Fiserv Inc.  2.250%   7/1/25 GBP         948      1,167
  Fiserv Inc.  1.125%   7/1/27 EUR       1,908      1,914
  Fiserv Inc.  1.625%   7/1/30 EUR       5,915      5,788
  Fiserv Inc.  3.000%   7/1/31 GBP       2,000      2,386
  GE Capital Canada Funding Co.  5.730% 10/22/37 CAD         677        554
  GE Capital European Funding Unlimited Co.  6.025%   3/1/38 EUR       1,241      1,818
  GE Capital UK Funding Unlimited Co.  5.875%  1/18/33 GBP       4,634      6,794
  General Electric Co.  1.500%  5/17/29 EUR       4,571      4,634
  General Electric Co.  4.125%  9/19/35 EUR       2,892      3,495
  General Electric Co.  2.125%  5/17/37 EUR       3,506      3,324
  General Electric Co.  4.875%  9/18/37 GBP         433        579
  General Mills Inc.  0.450%  1/15/26 EUR       1,490      1,496
  General Mills Inc.  1.500%  4/27/27 EUR         904        934
  General Motors Financial Co. Inc.  2.200%   4/1/24 EUR       2,684      2,863
  General Motors Financial Co. Inc.  2.250%   9/6/24 GBP         406        500
  General Motors Financial Co. Inc.  0.850%  2/26/26 EUR       4,513      4,440
  General Motors Financial Co. Inc.  0.650%   9/7/28 EUR       2,781      2,477
  General Motors Financial of Canada Ltd.  3.250%  11/7/23 CAD       2,031      1,566
  General Motors Financial of Canada Ltd.  5.950%  5/14/24 CAD       2,257      1,818
  General Motors Financial of Canada Ltd.  1.700%   7/9/25 CAD       2,000      1,431
  General Motors Financial of Canada Ltd.  1.750%  4/15/26 CAD       1,691      1,185
  General Motors Financial of Canada Ltd.  3.150%   2/8/27 CAD       1,100        799
  Goldman Sachs Group Inc.  2.000%  7/27/23 EUR       5,536      5,932
  Goldman Sachs Group Inc.  1.375%  5/15/24 EUR      14,755     15,635
  Goldman Sachs Group Inc.  2.125%  9/30/24 EUR       4,125      4,402
  Goldman Sachs Group Inc.  3.375%  3/27/25 EUR       2,257      2,475
  Goldman Sachs Group Inc.  1.250%   5/1/25 EUR      15,352     16,038
  Goldman Sachs Group Inc.  7.125%   8/7/25 GBP       1,685      2,353
  Goldman Sachs Group Inc.  3.307% 10/31/25 CAD         279        213
  Goldman Sachs Group Inc.  4.250%  1/29/26 GBP       8,123     10,459
  Goldman Sachs Group Inc.  2.875%   6/3/26 EUR      12,257     13,275
  Goldman Sachs Group Inc.  1.625%  7/27/26 EUR       1,225      1,260
  Goldman Sachs Group Inc.  2.599% 11/30/27 CAD       4,130      2,955
  Goldman Sachs Group Inc.  1.500%  12/7/27 GBP       7,952      8,938
  Goldman Sachs Group Inc.  0.250%  1/26/28 EUR      11,184     10,372
  Goldman Sachs Group Inc.  2.000%  3/22/28 EUR       3,204      3,269
  Goldman Sachs Group Inc.  7.250%  4/10/28 GBP         247        370
  Goldman Sachs Group Inc.  2.000%  11/1/28 EUR       4,603      4,672
  Goldman Sachs Group Inc.  2.013%  2/28/29 CAD       4,399      2,967
  Goldman Sachs Group Inc.  3.125%  7/25/29 GBP       2,561      3,108
  Goldman Sachs Group Inc.  1.875% 12/16/30 GBP         598        645
81

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Goldman Sachs Group Inc.  1.000%  3/18/33 EUR      10,538      9,126
  Goldman Sachs Group Inc.  6.875%  1/18/38 GBP         637      1,007
  Harley-Davidson Financial Services Inc.  3.875%  5/19/23 EUR       2,767      3,004
  HCN Canadian Holdings-1 LP  2.950%  1/15/27 CAD         813        591
  Highland Holdings Sarl  0.318% 12/15/26 EUR       8,000      7,785
  Honeywell International Inc.  0.000%  3/10/24 EUR       5,000      5,172
  Honeywell International Inc.  2.250%  2/22/28 EUR       8,518      9,162
  Honeywell International Inc.  0.750%  3/10/32 EUR       3,000      2,753
  Illinois Tool Works Inc.  1.250%  5/22/23 EUR       1,399      1,486
  Illinois Tool Works Inc.  0.250%  12/5/24 EUR       2,121      2,183
  Illinois Tool Works Inc.  0.625%  12/5/27 EUR       2,483      2,466
  Illinois Tool Works Inc.  2.125%  5/22/30 EUR      11,780     12,475
  Illinois Tool Works Inc.  1.000%   6/5/31 EUR       2,798      2,682
  International Business Machines Corp  1.250%   2/9/34 EUR       4,500      4,193
  International Business Machines Corp.  0.875%  1/31/25 EUR       1,355      1,412
  International Business Machines Corp.  0.950%  5/23/25 EUR       6,303      6,555
  International Business Machines Corp.  2.875%  11/7/25 EUR       1,850      2,044
  International Business Machines Corp.  1.250%  1/29/27 EUR       6,735      6,958
  International Business Machines Corp.  0.300%  2/11/28 EUR       3,385      3,258
  International Business Machines Corp.  1.750%   3/7/28 EUR       2,000      2,087
  International Business Machines Corp.  0.875%   2/9/30 EUR       3,000      2,886
  International Business Machines Corp.  1.750%  1/31/31 EUR       4,242      4,320
  International Business Machines Corp.  0.650%  2/11/32 EUR       4,000      3,615
  International Business Machines Corp.  1.200%  2/11/40 EUR       2,437      2,063
  International Flavors & Fragrances Inc.  1.800%  9/25/26 EUR       4,498      4,666
  John Deere Cash Management Sarl  0.500%  9/15/23 EUR         993      1,047
  John Deere Cash Management Sarl  2.200%   4/2/32 EUR       4,513      4,812
  John Deere Cash Management Sarl  1.650%  6/13/39 EUR       2,257      2,154
  John Deere Financial Inc.  2.460%   4/4/24 CAD       2,000      1,523
  John Deere Financial Inc.  1.090%  7/17/24 CAD         391        288
  John Deere Financial Inc.  2.410%  1/14/25 CAD       2,000      1,501
  John Deere Financial Inc.  1.630%   4/9/26 CAD       2,000      1,425
  John Deere Financial Inc.  2.580% 10/16/26 CAD         857        628
  John Deere Financial Inc.  1.340%   9/8/27 CAD       3,566      2,411
  Johnson & Johnson  0.650%  5/20/24 EUR       4,603      4,847
  Johnson & Johnson  1.150% 11/20/28 EUR         542        560
  Johnson Controls International plc  1.000%  9/15/23 EUR       1,355      1,435
  Johnson Controls International plc  1.375%  2/25/25 EUR       7,205      7,558
  Johnson Controls International plc / Tyco Fire & Security Finance SCA  0.375%  9/15/27 EUR       2,248      2,172
  Johnson Controls International plc / Tyco Fire & Security Finance SCA  1.000%  9/15/32 EUR       1,625      1,500
  JPMorgan Chase & Co.  0.500%  12/4/23 CHF      19,225     19,778
  JPMorgan Chase & Co.  3.000%  2/19/26 EUR       2,528      2,769
  JPMorgan Chase & Co.  0.991%  4/28/26 GBP       6,952      8,143
  JPMorgan Chase & Co.  3.500% 12/18/26 GBP       2,257      2,871
  JPMorgan Chase & Co.  1.090%  3/11/27 EUR      44,224     44,954
  JPMorgan Chase & Co.  0.389%  2/24/28 EUR      13,012     12,565
  JPMorgan Chase & Co.  1.896%   3/5/28 CAD       6,650      4,606
  JPMorgan Chase & Co.  1.638%  5/18/28 EUR       1,879      1,923
  JPMorgan Chase & Co.  1.001%  7/25/31 EUR       8,900      8,341
  JPMorgan Chase & Co.  1.047%  11/4/32 EUR       4,547      4,174
  JPMorgan Chase & Co.  0.597%  2/17/33 EUR       5,000      4,368
  JPMorgan Chase & Co.  1.895%  4/28/33 GBP       3,000      3,278
  Kellogg Co.  1.250%  3/10/25 EUR       2,301      2,405
  Kinder Morgan Inc.  2.250%  3/16/27 EUR       3,189      3,330
82

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  KKR Group Finance Co. V LLC  1.625%  5/22/29 EUR       4,513      4,468
3 KKR Group Finance Co. V LLC  1.625%  5/22/29 EUR       1,355      1,341
  Liberty Mutual Group Inc.  2.750%   5/4/26 EUR       6,318      6,824
  LYB International Finance II BV  0.875%  9/17/26 EUR       4,061      4,038
  ManpowerGroup Inc.  1.750%  6/22/26 EUR         100        105
  Mastercard Inc.  2.100%  12/1/27 EUR       3,675      3,983
  Mastercard Inc.  1.000%  2/22/29 EUR       8,000      8,008
  McDonald's Corp.  2.000%   6/1/23 EUR         500        537
  McDonald's Corp.  1.000% 11/15/23 EUR       7,800      8,268
  McDonald's Corp.  0.625%  1/29/24 EUR       8,700      9,138
  McDonald's Corp.  3.000%   3/8/24 AUD       9,790      6,844
  McDonald's Corp.  3.125%   3/4/25 CAD       6,513      4,988
  McDonald's Corp.  1.750%   5/3/28 EUR       1,100      1,152
  McDonald's Corp.  1.500% 11/28/29 EUR       7,200      7,269
  McDonald's Corp.  2.950%  3/15/34 GBP       3,000      3,584
  McDonald's Corp.  4.125%  6/11/54 GBP         500        693
  McKesson Corp.  1.500% 11/17/25 EUR       5,686      5,976
  McKesson Corp.  1.625% 10/30/26 EUR       4,603      4,809
  McKesson Corp.  3.125%  2/17/29 GBP         411        503
  Medtronic Global Holdings SCA  0.250%   7/2/25 EUR       1,309      1,332
  Medtronic Global Holdings SCA  0.000% 10/15/25 EUR      10,000     10,042
  Medtronic Global Holdings SCA  1.125%   3/7/27 EUR       6,000      6,153
  Medtronic Global Holdings SCA  0.375% 10/15/28 EUR       6,204      5,941
  Medtronic Global Holdings SCA  1.625%   3/7/31 EUR       3,656      3,699
  Medtronic Global Holdings SCA  1.000%   7/2/31 EUR       1,264      1,204
  Medtronic Global Holdings SCA  0.750% 10/15/32 EUR       4,513      4,066
  Medtronic Global Holdings SCA  2.250%   3/7/39 EUR       1,399      1,353
  Medtronic Global Holdings SCA  1.500%   7/2/39 EUR       4,603      3,947
  Medtronic Global Holdings SCA  1.375% 10/15/40 EUR       7,166      5,886
  Medtronic Global Holdings SCA  1.750%   7/2/49 EUR       6,904      5,533
  Medtronic Global Holdings SCA  1.625% 10/15/50 EUR       4,242      3,242
  Merck & Co. Inc.  0.500%  11/2/24 EUR       4,477      4,647
  Merck & Co. Inc.  1.875% 10/15/26 EUR       1,490      1,596
  Merck & Co. Inc.  2.500% 10/15/34 EUR       2,374      2,555
  Merck & Co. Inc.  1.375%  11/2/36 EUR       1,084      1,003
  MetLife Inc.  5.375%  12/9/24 GBP       4,963      6,594
  MetLife Inc.  0.769%  5/23/29 JPY     630,000      4,856
  Metropolitan Life Global Funding I  0.375%   4/9/24 EUR       2,257      2,342
  Metropolitan Life Global Funding I  4.000%  7/13/27 AUD       1,219        840
  Metropolitan Life Global Funding I  0.625%  12/8/27 GBP       4,229      4,633
  Metropolitan Life Global Funding I  1.950%  3/20/28 CAD       2,937      2,020
  Metropolitan Life Global Funding I  3.394%   4/9/30 CAD       3,264      2,359
  Microsoft Corp.  3.125%  12/6/28 EUR       7,464      8,632
  Microsoft Corp.  2.625%   5/2/33 EUR       2,806      3,204
  Mohawk Capital Finance SA  1.750%  6/12/27 EUR       1,300      1,340
  Molson Coors Beverage Co.  1.250%  7/15/24 EUR       3,971      4,143
  Molson Coors International LP  2.840%  7/15/23 CAD       2,257      1,738
  Molson Coors International LP  3.440%  7/15/26 CAD       1,287        968
3 Mondelez International Holdings Netherlands BV  0.000%  9/22/26 EUR       4,288      4,208
3 Mondelez International Holdings Netherlands BV  0.250%   9/9/29 EUR       4,337      4,006
3 Mondelez International Holdings Netherlands BV  1.250%   9/9/41 EUR       1,310      1,016
  Mondelez International Inc.  3.250%   3/7/25 CAD       1,452      1,111
  Mondelez International Inc.  1.625%   3/8/27 EUR       5,354      5,611
83

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Mondelez International Inc.  0.250%  3/17/28 EUR      18,735     17,897
  Mondelez International Inc.  0.750%  3/17/33 EUR      11,562     10,097
  Mondelez International Inc.  2.375%   3/6/35 EUR         525        526
  Moody's Corp.  1.750%   3/9/27 EUR         559        585
  Moody's Corp.  0.950%  2/25/30 EUR       5,708      5,479
  Morgan Stanley  3.000%   2/7/24 CAD       4,508      3,455
  Morgan Stanley  0.637%  7/26/24 EUR       9,116      9,583
  Morgan Stanley  1.342% 10/23/26 EUR       6,092      6,270
  Morgan Stanley  1.375% 10/27/26 EUR       4,000      4,077
  Morgan Stanley  2.625%   3/9/27 GBP       3,943      4,776
  Morgan Stanley  1.875%  4/27/27 EUR       2,687      2,785
  Morgan Stanley  1.779%   8/4/27 CAD       2,391      1,678
  Morgan Stanley  0.406% 10/29/27 EUR       8,420      8,164
  Morgan Stanley  0.495% 10/26/29 EUR      14,781     13,729
  Morgan Stanley  0.497%   2/7/31 EUR      13,680     12,238
  Morgan Stanley  1.102%  4/29/33 EUR       5,171      4,669
  Mylan Inc.  2.125%  5/23/25 EUR       3,000      3,150
  Nasdaq Inc.  1.750%  3/28/29 EUR       4,288      4,327
  Nasdaq Inc.  0.875%  2/13/30 EUR      11,282     10,475
  Nasdaq Inc.  0.900%  7/30/33 EUR       2,345      2,037
  National Grid North America Inc  1.054%  1/20/31 EUR       7,000      6,532
  National Grid North America Inc.  0.750%   8/8/23 EUR         100        106
  National Grid North America Inc.  1.000%  7/12/24 EUR         100        105
  Nestle Holdings Inc.  0.875%  7/18/25 EUR       4,000      4,178
  Nestle Holdings Inc.  2.192%  1/26/29 CAD       6,720      4,715
  New York Life Global Funding  1.250% 12/17/26 GBP         976      1,136
  New York Life Global Funding  0.250%  1/23/27 EUR       4,513      4,403
  New York Life Global Funding  2.000%  4/17/28 CAD       4,981      3,455
  New York Life Global Funding  0.750% 12/14/28 GBP       2,000      2,169
  NextEra Energy Capital Holdings Inc.  2.200%  12/2/26 AUD       2,030      1,302
  Omnicom Capital Holdings plc  2.250% 11/22/33 GBP       1,171      1,273
  Omnicom Finance Holdings plc  0.800%   7/8/27 EUR       6,496      6,431
  Omnicom Finance Holdings plc  1.400%   7/8/31 EUR       2,031      1,950
  Oracle Corp.  3.125%  7/10/25 EUR         452        499
  Paccar Financial Ltd.  0.985%  5/14/24 CAD       2,000      1,472
  Parker-Hannifin Corp.  1.125%   3/1/25 EUR       5,945      6,156
  PepsiCo Inc.  0.250%   5/6/24 EUR       2,844      2,967
  PepsiCo Inc.  2.150%   5/6/24 CAD       1,444      1,097
  PepsiCo Inc.  0.750%  3/18/27 EUR         904        919
  PepsiCo Inc.  0.500%   5/6/28 EUR       5,326      5,240
  PepsiCo Inc.  0.875%  7/18/28 EUR       1,625      1,629
  PepsiCo Inc.  1.125%  3/18/31 EUR         857        839
  PepsiCo Inc.  0.400%  10/9/32 EUR       5,672      5,013
  PepsiCo Inc.  0.750% 10/14/33 EUR       3,155      2,838
  PepsiCo Inc.  0.875% 10/16/39 EUR       4,468      3,598
  PepsiCo Inc.  1.050%  10/9/50 EUR       2,993      2,295
  PerkinElmer Inc.  1.875%  7/19/26 EUR       2,077      2,169
  Pfizer Inc.  1.000%   3/6/27 EUR       1,535      1,586
  Pfizer Inc.  2.735%  6/15/43 GBP       4,807      5,614
  Philip Morris International Inc.  0.625%  11/8/24 EUR         633        651
  Philip Morris International Inc.  2.875%  5/14/29 EUR       1,128      1,192
  Philip Morris International Inc.  0.800%   8/1/31 EUR       4,061      3,440
  Philip Morris International Inc.  3.125%   6/3/33 EUR         452        461
  Philip Morris International Inc.  2.000%   5/9/36 EUR       3,610      3,084
  Philip Morris International Inc.  1.875%  11/6/37 EUR       2,437      1,992
84

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Philip Morris International Inc.  1.450%   8/1/39 EUR       2,798      2,056
  PPG Industries Inc.  0.875%  11/3/25 EUR       1,174      1,199
  PPG Industries Inc.  1.400%  3/13/27 EUR         100        102
  Praxair Inc.  1.200%  2/12/24 EUR       3,610      3,836
  Praxair Inc.  1.625%  12/1/25 EUR       9,274      9,844
  Procter & Gamble Co.  1.125%  11/2/23 EUR       5,244      5,588
  Procter & Gamble Co.  0.500% 10/25/24 EUR       1,355      1,414
  Procter & Gamble Co.  0.625% 10/30/24 EUR       1,850      1,935
  Procter & Gamble Co.  1.375%   5/3/25 GBP       4,423      5,389
  Procter & Gamble Co.  1.200% 10/30/28 EUR       2,121      2,189
  Procter & Gamble Co.  1.800%   5/3/29 GBP       5,698      6,789
  Procter & Gamble Co.  1.250% 10/25/29 EUR       3,159      3,245
  Procter & Gamble Co.  0.350%   5/5/30 EUR      10,000      9,513
  Procter & Gamble Co.  1.875% 10/30/38 EUR       1,084      1,078
  Prologis Euro Finance LLC  0.250%  9/10/27 EUR       7,672      7,240
  Prologis Euro Finance LLC  0.375%   2/6/28 EUR       2,671      2,512
  Prologis Euro Finance LLC  1.875%   1/5/29 EUR         479        485
  Prologis Euro Finance LLC  0.625%  9/10/31 EUR       2,731      2,370
  Prologis Euro Finance LLC  0.500%  2/16/32 EUR       4,303      3,640
  Prologis Euro Finance LLC  1.500%   2/8/34 EUR       2,000      1,807
  Prologis Euro Finance LLC  1.000%   2/6/35 EUR       1,490      1,229
  Prologis Euro Finance LLC  1.000%  2/16/41 EUR       3,270      2,410
  Prologis Euro Finance LLC  1.500%  9/10/49 EUR       1,381      1,017
  Prologis LP  3.000%   6/2/26 EUR         722        798
  Prologis LP  2.250%  6/30/29 GBP       1,949      2,288
  Public Storage  0.500%   9/9/30 EUR       3,959      3,485
  Public Storage  0.875%  1/24/32 EUR       3,024      2,667
  Raytheon Technologies Corp.  2.150%  5/18/30 EUR       4,184      4,262
  Realty Income Corp.  1.875%  1/14/27 GBP       1,076      1,276
  Realty Income Corp.  1.125%  7/13/27 GBP       6,362      7,219
  Realty Income Corp.  1.625% 12/15/30 GBP       2,000      2,195
  Realty Income Corp.  1.750%  7/13/33 GBP       3,457      3,631
  Realty Income Corp.  2.500%  1/14/42 GBP       1,154      1,198
  Schlumberger Finance BV  0.250% 10/15/27 EUR       6,513      6,320
  Schlumberger Finance BV  0.500% 10/15/31 EUR       4,513      4,058
  Schlumberger Finance BV  2.000%   5/6/32 EUR       2,781      2,858
  Schlumberger Finance France SAS  1.000%  2/18/26 EUR       1,535      1,586
  Schneider Electric SE  1.500%   9/8/23 EUR         100        107
  Schneider Electric SE  0.250%   9/9/24 EUR       4,400      4,546
  Schneider Electric SE  0.875%  3/11/25 EUR       1,600      1,664
  Schneider Electric SE  1.375%  6/21/27 EUR       5,000      5,183
  Schneider Electric SE  1.500%  1/15/28 EUR       5,000      5,184
  Schneider Electric SE  0.250%  3/11/29 EUR       6,800      6,417
  Simon International Finance SCA  1.125%  3/19/33 EUR       6,879      5,892
  Southern Co.  1.875%  9/15/81 EUR       2,976      2,637
  Southern Power Co.  1.850%  6/20/26 EUR       4,829      5,018
  Stellantis NV  3.375%   7/7/23 EUR       5,000      5,402
  Stellantis NV  2.000%  3/20/25 EUR       1,700      1,803
  Stellantis NV  3.875%   1/5/26 EUR       7,672      8,520
  Stellantis NV  2.750%  5/15/26 EUR       3,000      3,207
  Stellantis NV  4.500%   7/7/28 EUR      15,323     17,559
  Stellantis NV  1.125%  9/18/29 EUR       4,000      3,742
  Stellantis NV  1.250%  6/20/33 EUR       6,452      5,331
  Stryker Corp.  1.125% 11/30/23 EUR       1,039      1,103
  Stryker Corp.  0.250%  12/3/24 EUR       1,715      1,756
85

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Stryker Corp.  2.125% 11/30/27 EUR         857        907
  Stryker Corp.  2.625% 11/30/30 EUR         948      1,015
  Stryker Corp.  1.000%  12/3/31 EUR       4,965      4,593
  Swiss Re Finance UK plc  2.714%   6/4/52 EUR       2,700      2,570
  Sysco Canada Inc.  3.650%  4/25/25 CAD       1,156        886
  Thermo Fisher Scientific Finance I BV  0.000% 11/18/25 EUR       3,727      3,719
  Thermo Fisher Scientific Finance I BV  0.800% 10/18/30 EUR       7,636      7,139
  Thermo Fisher Scientific Finance I BV  1.125% 10/18/33 EUR       9,931      8,987
  Thermo Fisher Scientific Finance I BV  1.625% 10/18/41 EUR       9,647      8,062
  Thermo Fisher Scientific Finance I BV  2.000% 10/18/51 EUR       2,000      1,655
  Thermo Fisher Scientific Inc.  0.750%  9/12/24 EUR       2,113      2,205
  Thermo Fisher Scientific Inc.  0.125%   3/1/25 EUR       2,888      2,932
  Thermo Fisher Scientific Inc.  2.000%  4/15/25 EUR       2,708      2,896
  Thermo Fisher Scientific Inc.  1.400%  1/23/26 EUR       7,425      7,749
  Thermo Fisher Scientific Inc.  1.750%  4/15/27 EUR       1,355      1,423
  Thermo Fisher Scientific Inc.  0.500%   3/1/28 EUR       1,399      1,355
  Thermo Fisher Scientific Inc.  1.375%  9/12/28 EUR         452        458
  Thermo Fisher Scientific Inc.  2.875%  7/24/37 EUR       2,989      3,094
  Thermo Fisher Scientific Inc.  1.500%  10/1/39 EUR       1,806      1,514
  Thermo Fisher Scientific Inc.  1.875%  10/1/49 EUR       4,919      4,012
  Time Warner Cable LLC  5.250%  7/15/42 GBP       2,663      3,423
  Toyota Motor Credit Corp.  0.625% 11/21/24 EUR         100        104
  Toyota Motor Credit Corp.  0.750% 11/19/26 GBP       4,076      4,689
  Toyota Motor Credit Corp.  0.125%  11/5/27 EUR      10,952     10,492
  Trillium Windpower LP  5.803%  2/15/33 CAD         259        214
  TWDC Enterprises 18 Corp.  2.758%  10/7/24 CAD       6,459      4,926
  United Parcel Service Inc.  0.375% 11/15/23 EUR       3,339      3,503
  United Parcel Service Inc.  2.125%  5/21/24 CAD       5,159      3,912
  United Parcel Service Inc.  1.625% 11/15/25 EUR       5,370      5,689
  United Parcel Service Inc.  1.500% 11/15/32 EUR       1,490      1,487
  United Parcel Service Inc.  5.125%  2/12/50 GBP         450        758
  Upjohn Finance BV  1.023%  6/23/24 EUR       3,000      3,110
  Upjohn Finance BV  1.362%  6/23/27 EUR       6,610      6,430
  Upjohn Finance BV  1.908%  6/23/32 EUR       7,610      6,745
  US Bancorp  0.850%   6/7/24 EUR       6,699      7,001
  Utah Acquisition Sub Inc.  2.250% 11/22/24 EUR       5,000      5,289
  Utah Acquisition Sub Inc.  3.125% 11/22/28 EUR       2,533      2,625
  Ventas Canada Finance Ltd.  2.800%  4/12/24 CAD       3,880      2,954
  Ventas Canada Finance Ltd.  4.125%  9/30/24 CAD         542        422
  Ventas Canada Finance Ltd.  3.300%  12/1/31 CAD       1,232        833
  Verizon Communications Inc.  4.073%  6/18/24 GBP       1,355      1,752
  Verizon Communications Inc.  4.050%  2/17/25 AUD         710        503
  Verizon Communications Inc.  0.875%   4/2/25 EUR       2,212      2,291
  Verizon Communications Inc.  3.250%  2/17/26 EUR       1,174      1,306
  Verizon Communications Inc.  1.375% 10/27/26 EUR       6,759      6,978
  Verizon Communications Inc.  0.875%   4/8/27 EUR      11,201     11,201
  Verizon Communications Inc.  4.500%  8/17/27 AUD       6,510      4,558
  Verizon Communications Inc.  2.375%  3/22/28 CAD       2,281      1,598
  Verizon Communications Inc.  2.350%  3/23/28 AUD         400        245
  Verizon Communications Inc.  1.375%  11/2/28 EUR       6,423      6,453
  Verizon Communications Inc.  1.125%  11/3/28 GBP      11,803     13,003
  Verizon Communications Inc.  0.375%  3/22/29 EUR      11,483     10,661
  Verizon Communications Inc.  1.875% 10/26/29 EUR         851        872
  Verizon Communications Inc.  1.250%   4/8/30 EUR       7,513      7,261
  Verizon Communications Inc.  2.500%  5/16/30 CAD       2,513      1,686
86

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Verizon Communications Inc.  1.875%  9/19/30 GBP       2,222      2,489
  Verizon Communications Inc.  2.500%   4/8/31 GBP         366        425
  Verizon Communications Inc.  2.625%  12/1/31 EUR       1,191      1,264
  Verizon Communications Inc.  0.875%  3/19/32 EUR       6,976      6,246
  Verizon Communications Inc.  0.750%  3/22/32 EUR       6,598      5,832
  Verizon Communications Inc.  1.300%  5/18/33 EUR       6,929      6,334
  Verizon Communications Inc.  4.750%  2/17/34 GBP       2,000      2,775
  Verizon Communications Inc.  1.125%  9/19/35 EUR       3,296      2,836
  Verizon Communications Inc.  3.125%  11/2/35 GBP       1,829      2,151
  Verizon Communications Inc.  3.375% 10/27/36 GBP       4,826      5,851
  Verizon Communications Inc.  2.875%  1/15/38 EUR       4,385      4,521
  Verizon Communications Inc.  1.875%  11/3/38 GBP       2,806      2,736
  Verizon Communications Inc.  1.500%  9/19/39 EUR       2,245      1,869
  Verizon Communications Inc.  3.500%  11/4/39 AUD       5,300      2,832
  Verizon Communications Inc.  1.850%  5/18/40 EUR         396        346
  Verizon Communications Inc.  3.625%  5/16/50 CAD       2,706      1,614
  Verizon Communications Inc.  4.050%  3/22/51 CAD         788        506
  VF Corp.  0.625%  9/20/23 EUR       2,437      2,567
  VF Corp.  0.250%  2/25/28 EUR         677        642
  Wabtec Transportation Netherlands BV  1.250%  12/3/27 EUR       2,557      2,493
  Walgreens Boots Alliance Inc.  3.600% 11/20/25 GBP         599        766
  Walmart Inc.  2.550%   4/8/26 EUR         857        937
  Walmart Inc.  4.875%  9/21/29 EUR       4,852      6,118
  Walmart Inc.  5.625%  3/27/34 GBP       6,695     10,606
  Walmart Inc.  5.250%  9/28/35 GBP         452        703
  Walt Disney Co.  3.057%  3/30/27 CAD       6,731      4,993
  Waste Management of Canada Corp.  2.600%  9/23/26 CAD       1,753      1,286
  Wells Fargo & Co.  2.250%   5/2/23 EUR       7,356      7,902
  Wells Fargo & Co.  2.509% 10/27/23 CAD       4,969      3,801
  Wells Fargo & Co.  0.500%  11/2/23 CHF       9,030      9,273
  Wells Fargo & Co.  2.125% 12/20/23 GBP         282        349
  Wells Fargo & Co.  3.184%   2/8/24 CAD       2,257      1,736
  Wells Fargo & Co.  3.874%  5/21/25 CAD       1,859      1,423
  Wells Fargo & Co.  1.625%   6/2/25 EUR       2,257      2,360
  Wells Fargo & Co.  2.000%  7/28/25 GBP      12,365     14,941
  Wells Fargo & Co.  2.000%  4/27/26 EUR       9,025      9,437
  Wells Fargo & Co.  2.568%   5/1/26 CAD       2,900      2,148
  Wells Fargo & Co.  2.975%  5/19/26 CAD       4,558      3,370
  Wells Fargo & Co.  1.375% 10/26/26 EUR       6,002      6,085
  Wells Fargo & Co.  1.000%   2/2/27 EUR      10,863     10,780
  Wells Fargo & Co.  2.493%  2/18/27 CAD       3,381      2,410
  Wells Fargo & Co.  1.500%  5/24/27 EUR       9,025      9,136
  Wells Fargo & Co.  3.500%  9/12/29 GBP       1,955      2,429
  Wells Fargo & Co.  1.741%   5/4/30 EUR       4,513      4,468
  Wells Fargo & Co.  0.625%  8/14/30 EUR       3,610      3,221
  Wells Fargo & Co.  4.625%  11/2/35 GBP       1,637      2,209
  Wells Fargo Bank NA  5.250%   8/1/23 GBP       4,250      5,476
  Welltower Inc.  4.800% 11/20/28 GBP       3,295      4,456
  Welltower Inc.  4.500%  12/1/34 GBP       2,166      2,863
  Westlake Chemical Corp.  1.625%  7/17/29 EUR       3,000      2,936
  Whirlpool Finance Luxembourg Sarl  1.250%  11/2/26 EUR       4,829      4,897
  Whirlpool Finance Luxembourg Sarl  1.100%  11/9/27 EUR       1,625      1,601
  WPC Eurobond BV  2.250%  7/19/24 EUR       2,844      3,010
  WPC Eurobond BV  2.250%   4/9/26 EUR       1,850      1,927
  WPC Eurobond BV  2.125%  4/15/27 EUR       7,839      7,993
87

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  WPC Eurobond BV  1.350%  4/15/28 EUR       4,061      3,894
  WPC Eurobond BV  0.950%   6/1/30 EUR         924        804
  Zimmer Biomet Holdings Inc.  1.414% 12/13/22 EUR       2,663      2,828
                   2,549,203
Total Corporate Bonds (Cost $21,696,901)     18,136,579
Sovereign Bonds (78.6%)      
Australia (3.0%)                           
  Australian Capital Territory  4.000%  5/22/24 AUD       2,270      1,640
  Australian Capital Territory  1.250%  5/22/25 AUD         320        215
  Australian Capital Territory  2.500%  5/21/26 AUD         910        627
  Australian Capital Territory  3.000%  4/18/28 AUD          80         55
  Australian Capital Territory  2.250%  5/22/29 AUD       4,260      2,781
  Australian Capital Territory  1.750%  5/17/30 AUD         300        186
  Australian Capital Territory  1.750% 10/23/31 AUD       4,120      2,483
  Commonwealth of Australia  5.750%  7/15/22 AUD      26,438     18,876
  Commonwealth of Australia  2.250% 11/21/22 AUD      56,707     40,296
  Commonwealth of Australia  5.500%  4/21/23 AUD      45,414     33,200
  Commonwealth of Australia  2.750%  4/21/24 AUD     149,050    105,789
  Commonwealth of Australia  0.250% 11/21/24 AUD     174,583    116,216
  Commonwealth of Australia  3.250%  4/21/25 AUD     132,834     95,177
  Commonwealth of Australia  0.250% 11/21/25 AUD     139,563     90,054
  Commonwealth of Australia  4.250%  4/21/26 AUD     152,303    113,187
  Commonwealth of Australia  0.500%  9/21/26 AUD     128,134     81,646
  Commonwealth of Australia  4.750%  4/21/27 AUD     126,911     97,107
  Commonwealth of Australia  2.750% 11/21/27 AUD     103,408     72,194
  Commonwealth of Australia  2.250%  5/21/28 AUD     122,262     82,781
  Commonwealth of Australia  2.750% 11/21/28 AUD     112,088     77,821
  Commonwealth of Australia  3.250%  4/21/29 AUD     215,734    154,304
  Commonwealth of Australia  2.750% 11/21/29 AUD     112,285     77,674
  Commonwealth of Australia  2.500%  5/21/30 AUD     125,935     85,283
  Commonwealth of Australia  1.000% 12/21/30 AUD     135,940     80,831
  Commonwealth of Australia  1.500%  6/21/31 AUD     130,949     80,653
  Commonwealth of Australia  1.000% 11/21/31 AUD     128,752     75,080
  Commonwealth of Australia  1.250%  5/21/32 AUD      99,898     59,185
  Commonwealth of Australia  1.750% 11/21/32 AUD      72,713     44,912
  Commonwealth of Australia  4.500%  4/21/33 AUD      62,483     49,588
  Commonwealth of Australia  3.000% 11/21/33 AUD      62,000     43,083
  Commonwealth of Australia  2.750%  6/21/35 AUD      42,131     28,152
  Commonwealth of Australia  3.750%  4/21/37 AUD      37,236     27,708
  Commonwealth of Australia  3.250%  6/21/39 AUD      40,328     27,992
  Commonwealth of Australia  2.750%  5/21/41 AUD      41,903     26,743
  Commonwealth of Australia  3.000%  3/21/47 AUD      60,111     39,114
  Commonwealth of Australia  1.750%  6/21/51 AUD      64,173     31,059
  National Housing Finance and Investment Corp.  2.380%  3/28/29 AUD       1,320        876
  National Housing Finance and Investment Corp.  1.520%  5/27/30 AUD       4,500      2,740
  National Housing Finance and Investment Corp.  1.410%  6/29/32 AUD         400        229
  National Housing Finance and Investment Corp.  2.335%  6/30/36 AUD         980        582
  New South Wales Treasury Corp.  1.000%   2/8/24 AUD      13,989      9,634
  New South Wales Treasury Corp.  5.000%  8/20/24 AUD      14,982     11,124
  New South Wales Treasury Corp.  1.250%  3/20/25 AUD      18,050     12,173
88

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  New South Wales Treasury Corp.  4.000%  5/20/26 AUD       4,332      3,162
  New South Wales Treasury Corp.  3.000%  5/20/27 AUD      59,103     41,343
  New South Wales Treasury Corp.  3.000%  3/20/28 AUD      44,845     31,195
  New South Wales Treasury Corp.  3.000% 11/15/28 AUD       9,025      6,270
  New South Wales Treasury Corp.  3.000%  4/20/29 AUD      17,580     12,145
  New South Wales Treasury Corp.  3.000%  2/20/30 AUD      42,253     29,011
  New South Wales Treasury Corp.  1.250% 11/20/30 AUD       1,952      1,156
  New South Wales Treasury Corp.  2.000%  3/20/31 AUD      22,087     13,812
  New South Wales Treasury Corp.  1.500%  2/20/32 AUD      33,904     19,915
  New South Wales Treasury Corp.  2.500% 11/22/32 AUD      15,000      9,642
  New South Wales Treasury Corp.  2.000%   3/8/33 AUD      23,684     14,363
  New South Wales Treasury Corp.  1.750%  3/20/34 AUD      10,000      5,751
  New South Wales Treasury Corp.  3.500%  3/20/34 AUD         246        171
  New South Wales Treasury Corp.  3.500% 11/20/37 AUD       1,876      1,281
  New South Wales Treasury Corp.  2.250% 11/20/40 AUD       7,745      4,253
  New South Wales Treasury Corp.  2.250%   5/7/41 AUD       5,500      3,007
  New South Wales Treasury Corp.  2.450%  8/24/50 AUD          69         36
  Northern Territory Treasury Corp.  2.750% 10/21/24 AUD       2,700      1,895
  Northern Territory Treasury Corp.  2.750%  4/21/27 AUD       6,500      4,482
  Northern Territory Treasury Corp.  3.500%  4/21/28 AUD         900        642
  Northern Territory Treasury Corp.  2.000%  5/21/29 AUD       5,000      3,215
  Northern Territory Treasury Corp.  3.500%  5/21/30 AUD       1,700      1,194
  Northern Territory Treasury Corp.  2.000%  4/21/31 AUD       1,500        923
  Northern Territory Treasury Corp.  3.750%  4/21/33 AUD       1,000        693
  Northern Territory Treasury Corp.  4.100% 11/21/42 AUD         500        342
3 Queensland Treasury Corp.  4.250%  7/21/23 AUD      22,879     16,551
3 Queensland Treasury Corp.  3.000%  3/22/24 AUD       6,092      4,333
  Queensland Treasury Corp.  5.750%  7/22/24 AUD      20,848     15,657
3 Queensland Treasury Corp.  4.750%  7/21/25 AUD      22,341     16,605
3 Queensland Treasury Corp.  3.250%  7/21/26 AUD      28,204     19,992
3 Queensland Treasury Corp.  2.750%  8/20/27 AUD      30,417     20,977
3 Queensland Treasury Corp.  3.250%  7/21/28 AUD      40,269     28,366
3 Queensland Treasury Corp.  3.250%  8/21/29 AUD      31,168     21,837
3 Queensland Treasury Corp.  3.500%  8/21/30 AUD      33,810     24,021
3 Queensland Treasury Corp.  1.250%  3/10/31 AUD      15,000      8,823
3 Queensland Treasury Corp.  1.750%  8/21/31 AUD      43,336     26,313
3 Queensland Treasury Corp.  1.500%   3/2/32 AUD      10,000      5,896
3 Queensland Treasury Corp.  1.500%  8/20/32 AUD      13,904      8,089
  Queensland Treasury Corp.  6.500%  3/14/33 AUD       3,746      3,337
  Queensland Treasury Corp.  2.000%  8/22/33 AUD       5,000      3,006
3 Queensland Treasury Corp.  1.750%  7/20/34 AUD       1,128        645
3 Queensland Treasury Corp.  2.250%  4/16/40 AUD       6,769      3,781
3 Queensland Treasury Corp.  2.250% 11/20/41 AUD       6,679      3,651
3 Queensland Treasury Corp.  4.200%  2/20/47 AUD       8,447      6,219
  South Australian Government Financing Authority  4.250% 11/20/23 AUD       2,257      1,636
  South Australian Government Financing Authority  2.250%  8/15/24 AUD       7,898      5,506
  South Australian Government Financing Authority  2.750%  4/16/25 AUD       4,965      3,482
  South Australian Government Financing Authority  3.000%  7/20/26 AUD       3,723      2,614
  South Australian Government Financing Authority  3.000%  9/20/27 AUD         564        394
  South Australian Government Financing Authority  3.000%  5/24/28 AUD       5,841      4,056
89

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  South Australian Government Financing Authority  2.750%  5/24/30 AUD      21,489     14,418
  South Australian Government Financing Authority  1.750%  5/24/32 AUD      24,586     14,737
  South Australian Government Financing Authority  2.000%  5/23/36 AUD       6,367      3,602
  Tasmanian Public Finance Corp.  3.250%  2/19/26 AUD       4,331      3,059
  Tasmanian Public Finance Corp.  3.250%  1/24/28 AUD         677        474
  Tasmanian Public Finance Corp.  2.000%  1/24/30 AUD         205        130
  Tasmanian Public Finance Corp.  2.250%  1/22/32 AUD       3,976      2,493
  Treasury Corp. of Victoria  5.500% 12/17/24 AUD       6,318      4,757
  Treasury Corp. of Victoria  0.500% 11/20/25 AUD      14,928      9,614
  Treasury Corp. of Victoria  5.500% 11/17/26 AUD      38,465     29,845
  Treasury Corp. of Victoria  1.250% 11/19/27 AUD      21,366     13,558
  Treasury Corp. of Victoria  3.000% 10/20/28 AUD      34,499     23,897
  Treasury Corp. of Victoria  2.500% 10/22/29 AUD      30,140     20,004
  Treasury Corp. of Victoria  1.500% 11/20/30 AUD      28,998     17,498
  Treasury Corp. of Victoria  1.500%  9/10/31 AUD      29,025     17,179
  Treasury Corp. of Victoria  4.250% 12/20/32 AUD      34,362     25,698
  Treasury Corp. of Victoria  2.250%  9/15/33 AUD      21,952     13,450
  Treasury Corp. of Victoria  2.250% 11/20/34 AUD      26,733     16,095
  Treasury Corp. of Victoria  2.000%  9/17/35 AUD       1,952      1,121
  Treasury Corp. of Victoria  2.000% 11/20/37 AUD       6,952      3,833
  Treasury Corp. of Victoria  2.250% 11/20/41 AUD      16,016      8,684
  Western Australian Treasury Corp.  6.000% 10/16/23 AUD       4,513      3,350
  Western Australian Treasury Corp.  2.500%  7/23/24 AUD      21,663     15,207
  Western Australian Treasury Corp.  5.000%  7/23/25 AUD       6,995      5,240
  Western Australian Treasury Corp.  3.000% 10/21/26 AUD      11,208      7,861
  Western Australian Treasury Corp.  3.000% 10/21/27 AUD       4,513      3,149
  Western Australian Treasury Corp.  3.250%  7/20/28 AUD      23,381     16,477
  Western Australian Treasury Corp.  2.750%  7/24/29 AUD      17,433     11,826
  Western Australian Treasury Corp.  1.750% 10/22/31 AUD      28,944     17,603
  Western Australian Treasury Corp.  2.000% 10/24/34 AUD       7,040      4,144
  Western Australian Treasury Corp.  2.250%  7/23/41 AUD         781        429
                   2,796,168
Austria (1.0%)                           
  Autobahnen- und Schnell- strassen-Finanzierungs AG  0.250% 10/18/24 EUR      15,344     15,867
  Autobahnen- und Schnell- strassen-Finanzierungs AG  3.375%  9/22/25 EUR         904      1,019
  Autobahnen- und Schnell- strassen-Finanzierungs AG  0.100%   7/9/29 EUR       4,061      3,852
  Autobahnen- und Schnell- strassen-Finanzierungs AG  0.125%   6/2/31 EUR       4,000      3,656
  Autobahnen- und Schnell- strassen-Finanzierungs AG  2.750%  6/11/32 EUR         100        115
  Autobahnen- und Schnell- strassen-Finanzierungs AG  2.750%  6/20/33 EUR         542        624
  Autobahnen- und Schnell- strassen-Finanzierungs AG  0.100%  7/16/35 EUR         500        418
2 Oesterreichische Kontrollbank AG  2.625% 11/22/24 CHF      13,820     14,976
2 Oesterreichische Kontrollbank AG  3.200%  8/25/25 AUD         677        472
2 Oesterreichische Kontrollbank AG  0.000%  10/8/26 EUR       2,257      2,247
2 Oesterreichische Kontrollbank AG  2.875%  2/25/30 CHF       2,035      2,360
3 Republic of Austria  0.000%  7/15/23 EUR      11,767     12,413
3 Republic of Austria  1.750% 10/20/23 EUR      22,983     24,839
90

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
3 Republic of Austria  0.000%  7/15/24 EUR      31,588     33,080
3 Republic of Austria  1.650% 10/21/24 EUR       3,065      3,341
3 Republic of Austria  0.000%  4/20/25 EUR     180,722    187,152
3 Republic of Austria  0.750% 10/20/26 EUR      76,837     80,723
3 Republic of Austria  0.500%  4/20/27 EUR      18,501     19,127
3 Republic of Austria  0.750%  2/20/28 EUR      11,282     11,728
3 Republic of Austria  0.500%  2/20/29 EUR      68,986     69,641
3 Republic of Austria  0.000%  2/20/30 EUR       3,013      2,875
3 Republic of Austria  0.000%  2/20/31 EUR      67,591     63,212
3 Republic of Austria  0.900%  2/20/32 EUR     107,290    107,174
3 Republic of Austria  2.400%  5/23/34 EUR       2,552      2,960
3 Republic of Austria  5.375%  12/1/34 CAD         735        656
3 Republic of Austria  0.250% 10/20/36 EUR      93,187     80,603
3 Republic of Austria  0.000% 10/20/40 EUR      66,127     52,573
3 Republic of Austria  3.150%  6/20/44 EUR      22,677     30,896
3 Republic of Austria  1.500%  2/20/47 EUR      24,414     24,971
3 Republic of Austria  0.750%  3/20/51 EUR      28,161     23,497
3 Republic of Austria  3.800%  1/26/62 EUR       7,900     13,078
3 Republic of Austria  0.700%  4/20/71 EUR      20,104     13,490
3 Republic of Austria  1.500%  11/2/86 EUR      11,023      9,907
3 Republic of Austria  2.100%  9/20/17 EUR       8,503      9,012
3 Republic of Austria  0.850%  6/30/20 EUR      26,996     14,957
                   937,511
Belgium (1.7%)                           
  Kingdom of Belgium  2.250%  6/22/23 EUR      31,584     34,214
3 Kingdom of Belgium  0.200% 10/22/23 EUR      25,000     26,431
3 Kingdom of Belgium  0.500% 10/22/24 EUR      23,465     24,766
3 Kingdom of Belgium  0.800%  6/22/25 EUR      95,787    101,538
3 Kingdom of Belgium  1.000%  6/22/26 EUR     134,904    143,551
3 Kingdom of Belgium  0.800%  6/22/27 EUR     107,445    112,581
3 Kingdom of Belgium  0.000% 10/22/27 EUR      92,888     92,907
3 Kingdom of Belgium  0.900%  6/22/29 EUR      73,208     75,820
3 Kingdom of Belgium  0.100%  6/22/30 EUR     112,308    107,714
3 Kingdom of Belgium  1.000%  6/22/31 EUR      12,275     12,527
3 Kingdom of Belgium  0.000% 10/22/31 EUR     120,372    110,600
  Kingdom of Belgium  4.000%  3/28/32 EUR      18,196     23,701
3 Kingdom of Belgium  0.350%  6/22/32 EUR     135,000    126,452
3 Kingdom of Belgium  1.250%  4/22/33 EUR       3,222      3,326
3 Kingdom of Belgium  3.000%  6/22/34 EUR      11,669     14,159
3 Kingdom of Belgium  5.000%  3/28/35 EUR       2,000      2,913
3 Kingdom of Belgium  1.450%  6/22/37 EUR      64,771     65,081
3 Kingdom of Belgium  1.900%  6/22/38 EUR      57,148     61,091
3 Kingdom of Belgium  0.400%  6/22/40 EUR      81,546     66,511
  Kingdom of Belgium  3.750%  6/22/45 EUR      42,471     59,492
3 Kingdom of Belgium  1.600%  6/22/47 EUR       9,889      9,631
3 Kingdom of Belgium  1.700%  6/22/50 EUR      43,791     43,208
3 Kingdom of Belgium  1.400%  6/22/53 EUR      84,731     76,383
3 Kingdom of Belgium  2.250%  6/22/57 EUR       7,040      7,833
3 Kingdom of Belgium  2.150%  6/22/66 EUR       4,899      5,303
3 Kingdom of Belgium  0.650%  6/22/71 EUR      49,657     29,400
  Ministeries Van de Vlaamse Gemeenschap  0.375% 10/13/26 EUR       2,300      2,352
  Ministeries Van de Vlaamse Gemeenschap  0.010%  6/23/27 EUR         200        199
  Ministeries Van de Vlaamse Gemeenschap  1.000% 10/13/36 EUR       4,800      4,574
  Ministeries Van de Vlaamse Gemeenschap  1.500%  7/12/38 EUR       1,400      1,374
  Ministeries Van de Vlaamse Gemeenschap  1.875%   6/2/42 EUR       1,600      1,624
91

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Ministeries Van de Vlaamse Gemeenschap  1.500%  4/11/44 EUR       3,100      2,912
  Ministeries Van de Vlaamse Gemeenschap  1.000%  1/23/51 EUR       7,500      5,994
  Region Wallonne Belgium  0.050%  6/22/25 EUR       3,900      3,997
  Region Wallonne Belgium  0.250%   5/3/26 EUR      16,900     17,251
  Region Wallonne Belgium  0.500%   4/8/30 EUR       5,900      5,712
  Region Wallonne Belgium  0.375% 10/22/31 EUR       2,600      2,405
  Region Wallonne Belgium  1.250%   5/3/34 EUR      12,300     12,053
  Region Wallonne Belgium  0.500%  6/22/37 EUR       7,000      5,844
  Region Wallonne Belgium  1.050%  6/22/40 EUR       3,000      2,617
  Region Wallonne Belgium  0.650%  1/16/51 EUR       4,400      3,037
  Region Wallonne Belgium  1.250%  6/22/71 EUR       2,600      1,823
                   1,510,901
Bulgaria (0.0%)                           
  Republic of Bulgaria  2.950%   9/3/24 EUR         282        308
  Republic of Bulgaria  2.625%  3/26/27 EUR       1,355      1,473
  Republic of Bulgaria  3.000%  3/21/28 EUR      11,284     12,420
  Republic of Bulgaria  3.125%  3/26/35 EUR       4,257      4,476
  Republic of Bulgaria  1.375%  9/23/50 EUR       3,159      2,184
                   20,861
Canada (4.9%)                           
  British Columbia Municipal Finance Authority  2.800%  12/3/23 CAD       2,765      2,156
  British Columbia Municipal Finance Authority  2.150%   6/3/24 CAD       2,433      1,865
  British Columbia Municipal Finance Authority  2.950% 10/14/24 CAD       2,701      2,101
  British Columbia Municipal Finance Authority  1.100%   6/1/25 CAD       2,708      1,990
  British Columbia Municipal Finance Authority  2.650%  10/2/25 CAD       5,333      4,096
  British Columbia Municipal Finance Authority  2.500%  4/19/26 CAD       2,240      1,698
  British Columbia Municipal Finance Authority  1.350%  6/30/26 CAD       1,196        867
  British Columbia Municipal Finance Authority  3.050% 10/23/28 CAD       3,439      2,624
  British Columbia Municipal Finance Authority  2.550%  10/9/29 CAD       1,640      1,196
  British Columbia Municipal Finance Authority  2.300%  4/15/31 CAD       1,988      1,396
  Canada  0.250%   5/1/23 CAD      80,479     61,240
  Canada  1.500%   6/1/23 CAD      10,024      7,716
  Canada  8.000%   6/1/23 CAD         497        409
  Canada  0.250%   8/1/23 CAD      67,577     51,127
  Canada  2.000%   9/1/23 CAD      23,641     18,267
  Canada  0.500%  11/1/23 CAD      85,105     64,234
  Canada  0.750%   2/1/24 CAD      46,380     34,931
  Canada  2.250%   3/1/24 CAD      12,995     10,046
  Canada  0.250%   4/1/24 CAD      41,300     30,712
  Canada  2.500%   6/1/24 CAD       2,885      2,238
  Canada  1.500%   9/1/24 CAD      37,129     28,137
  Canada  0.750%  10/1/24 CAD      80,000     59,452
  Canada  1.250%   3/1/25 CAD      65,060     48,604
  Canada  1.500%   4/1/25 CAD      92,000     69,155
  Canada  2.250%   6/1/25 CAD       2,100      1,611
  Canada  9.000%   6/1/25 CAD       5,416      4,990
92

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Canada  0.500%   9/1/25 CAD      56,399     40,775
  Canada  0.250%   3/1/26 CAD      65,865     46,630
  Canada  1.500%   6/1/26 CAD       1,910      1,416
  Canada  1.000%   9/1/26 CAD      20,087     14,514
  Canada  1.250%   3/1/27 CAD      60,057     43,540
  Canada  1.000%   6/1/27 CAD      19,982     14,279
  Canada  8.000%   6/1/27 CAD       2,301      2,234
  Canada  2.000%   6/1/28 CAD      90,400     67,358
  Canada  2.250%   6/1/29 CAD       1,513      1,136
  Canada  5.750%   6/1/29 CAD      18,224     16,838
  Canada  1.250%   6/1/30 CAD      72,125     49,642
  Canada  0.500%  12/1/30 CAD      82,677     52,749
  Canada  1.500%   6/1/31 CAD     108,667     75,279
  Canada  1.500%  12/1/31 CAD      92,122     63,423
  Canada  2.000%   6/1/32 CAD      64,100     45,936
  Canada  5.750%   6/1/33 CAD      50,165     49,348
  Canada  5.000%   6/1/37 CAD      49,206     47,922
  Canada  4.000%   6/1/41 CAD      47,312     42,656
  Canada  3.500%  12/1/45 CAD      26,546     22,897
  Canada  2.750%  12/1/48 CAD      25,058     19,251
  Canada  2.000%  12/1/51 CAD     121,991     79,686
  Canada  1.750%  12/1/53 CAD      63,568     38,603
  Canada  2.750%  12/1/64 CAD      26,336     19,990
3 Canada Housing Trust No 1  2.450% 12/15/31 CAD      13,000      9,342
3 Canada Housing Trust No. 1  2.350%  6/15/23 CAD      35,100     27,291
3 Canada Housing Trust No. 1  2.350%  9/15/23 CAD      54,980     43,126
3 Canada Housing Trust No. 1  3.150%  9/15/23 CAD       9,600      7,610
3 Canada Housing Trust No. 1  2.550% 12/15/23 CAD      38,480     29,903
3 Canada Housing Trust No. 1  2.900%  6/15/24 CAD      60,205     46,895
3 Canada Housing Trust No. 1  1.800% 12/15/24 CAD      33,315     25,171
3 Canada Housing Trust No. 1  2.550%  3/15/25 CAD      24,005     18,416
3 Canada Housing Trust No. 1  0.950%  6/15/25 CAD      37,825     27,578
3 Canada Housing Trust No. 1  1.950% 12/15/25 CAD      41,410     31,071
3 Canada Housing Trust No. 1  2.250% 12/15/25 CAD       9,810      7,439
3 Canada Housing Trust No. 1  1.250%  6/15/26 CAD      42,980     31,255
3 Canada Housing Trust No. 1  1.900%  9/15/26 CAD      22,290     16,561
3 Canada Housing Trust No. 1  1.100% 12/15/26 CAD      20,005     14,249
3 Canada Housing Trust No. 1  1.550% 12/15/26 CAD      13,225      9,616
3 Canada Housing Trust No. 1  2.350%  6/15/27 CAD      32,430     24,383
3 Canada Housing Trust No. 1  2.350%  3/15/28 CAD       9,445      7,044
3 Canada Housing Trust No. 1  2.650%  3/15/28 CAD      43,925     33,303
3 Canada Housing Trust No. 1  2.650% 12/15/28 CAD      12,015      9,051
3 Canada Housing Trust No. 1  2.100%  9/15/29 CAD      17,085     12,305
3 Canada Housing Trust No. 1  1.750%  6/15/30 CAD      33,525     23,197
3 Canada Housing Trust No. 1  1.100%  3/15/31 CAD      21,075     13,569
3 Canada Housing Trust No. 1  1.400%  3/15/31 CAD      15,395     10,186
3 Canada Housing Trust No. 1  1.900%  3/15/31 CAD      11,395      7,877
3 Canada Housing Trust No. 1  1.600% 12/15/31 CAD      15,160     10,120
3 Canada Housing Trust No. 1  2.150% 12/15/31 CAD      15,840     11,084
  Canada Post Corp.  4.080%  7/16/25 CAD       4,020      3,227
  Canada Post Corp.  4.360%  7/16/40 CAD       1,648      1,425
3 CDP Financial Inc.  1.125%   4/6/27 EUR     131,500    135,982
  City of Montreal  3.500%   9/1/23 CAD       3,363      2,642
  City of Montreal  3.500%   9/1/24 CAD         380        299
  City of Montreal  3.000%   9/1/25 CAD       3,159      2,438
93

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  City of Montreal  3.000%   9/1/27 CAD       2,257      1,729
  City of Montreal  3.150%   9/1/28 CAD       2,677      2,040
  City of Montreal  2.300%   9/1/29 CAD       2,043      1,464
  City of Montreal  1.750%   9/1/30 CAD       3,219      2,166
  City of Montreal  2.000%   9/1/31 CAD       5,198      3,501
  City of Montreal  4.250%  12/1/32 CAD       2,000      1,606
  City of Montreal  4.100%  12/1/34 CAD       1,443      1,139
  City of Montreal  3.150%  12/1/36 CAD       2,701      1,895
  City of Montreal  3.500%  12/1/38 CAD       4,008      2,921
  City of Montreal  2.400%  12/1/41 CAD       2,715      1,645
  City of Montreal  6.000%   6/1/43 CAD       1,831      1,811
  CPPIB Capital Inc.  0.375%  7/25/23 GBP       1,670      2,060
  CPPIB Capital Inc.  0.375%  6/20/24 EUR      15,341     15,967
  CPPIB Capital Inc.  0.250%   4/6/27 EUR       6,950      6,892
  CPPIB Capital Inc.  1.250%  12/7/27 GBP       5,000      5,965
  CPPIB Capital Inc.  3.000%  6/15/28 CAD       3,597      2,750
  CPPIB Capital Inc.  0.875%   2/6/29 EUR       8,383      8,397
  CPPIB Capital Inc.  1.950%  9/30/29 CAD       6,692      4,698
  CPPIB Capital Inc.  1.125% 12/14/29 GBP       8,000      9,262
  CPPIB Capital Inc.  0.050%  2/24/31 EUR       5,000      4,511
  CPPIB Capital Inc.  1.500%   3/4/33 EUR       6,883      6,922
  CPPIB Capital Inc.  0.250%  1/18/41 EUR       7,538      5,682
  CPPIB Capital Inc.  0.750%  7/15/49 EUR       2,077      1,640
  CPPIB Capital Inc.  1.625% 10/22/71 GBP       3,000      2,714
  Export Development Canada  2.800%  5/31/23 AUD       3,170      2,249
  Export Development Canada  1.375%  12/8/23 GBP       4,513      5,624
  Export Development Canada  1.650%  7/31/24 CAD       1,885      1,429
  Financement-Quebec  5.250%   6/1/34 CAD       5,127      4,585
  First Nations Finance Authority  3.050%   6/1/28 CAD         467        357
  First Nations Finance Authority  1.710%  6/16/30 CAD       1,510      1,022
  First Nations Finance Authority  2.850%   6/1/32 CAD       3,600      2,592
  Government of the Northwest Territories  2.200%  9/29/51 CAD         452        242
  Greater Sudbury Canada  2.416%  3/12/50 CAD         393        223
  Hydro-Quebec  2.000%   9/1/28 CAD       3,700      2,663
  Hydro-Quebec  6.000%  8/15/31 CAD       4,193      3,884
  Hydro-Quebec  6.500%  1/16/35 CAD       1,875      1,858
  Hydro-Quebec  6.500%  2/15/35 CAD      12,654     12,668
  Hydro-Quebec  6.000%  2/15/40 CAD      12,890     12,879
  Hydro-Quebec  5.000%  2/15/45 CAD      18,712     17,159
  Hydro-Quebec  5.000%  2/15/50 CAD      24,854     23,295
  Hydro-Quebec  4.000%  2/15/55 CAD      25,041     20,331
  Hydro-Quebec  2.100%  2/15/60 CAD      29,037     15,002
3 Labrador-Island Link Funding Trust  3.760%   6/1/33 CAD       3,812      2,999
3 Labrador-Island Link Funding Trust  3.860%  12/1/45 CAD       3,011      2,403
3 Labrador-Island Link Funding Trust  3.850%  12/1/53 CAD       3,039      2,453
  Maritime Link Financing Trust  3.500%  12/1/52 CAD       3,634      2,738
  Municipal Finance Authority of British Columbia  3.300%   4/8/32 CAD       1,800      1,355
  Municipal Finance Authority of British Columbia  2.500%  9/27/41 CAD       1,074        675
3 Muskrat Falls / Labrador Transmission Assets Funding Trust  3.630%   6/1/29 CAD       2,392      1,891
3 Muskrat Falls / Labrador Transmission Assets Funding Trust  3.830%   6/1/37 CAD       1,850      1,474
3 Muskrat Falls / Labrador Transmission Assets Funding Trust  3.860%  12/1/48 CAD       4,382      3,489
94

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Muskrat Falls / Labrador Transmission Assets Funding Trust  3.382%   6/1/57 CAD       2,000      1,488
  New Brunswick F-M Project Co. Inc.  6.470% 11/30/27 CAD         121        100
  Newfoundland & Labrador Hydro  6.650%  8/27/31 CAD         904        855
  Newfoundland & Labrador Hydro  3.600%  12/1/45 CAD       1,655      1,188
  OMERS Finance Trust  0.450%  5/13/25 EUR       6,092      6,252
  OMERS Finance Trust  1.550%  4/21/27 CAD       2,753      1,959
  OMERS Finance Trust  2.600%  5/14/29 CAD       2,755      2,004
3 OMERS Finance Trust  2.600%  5/14/29 CAD       1,275        927
  Ontario Electricity Financial Corp.  8.250%  6/22/26 CAD       6,333      5,862
  Ontario Electricity Financial Corp.  0.000%  4/11/31 CAD       1,600        893
  Ontario Infrastructure & Lands Corp.  4.700%   6/1/37 CAD         809        675
  Ontario School Boards Financing Corp.  5.483% 11/26/29 CAD          15         12
  Ontario Teachers Finance Trust  0.500%   5/6/25 EUR      29,112     29,997
  Ontario Teachers Finance Trust  0.100%  5/19/28 EUR       5,000      4,800
3 Ontario Teachers Finance Trust  1.850%   5/3/32 EUR      48,000     49,730
  Ontario Teachers Finance Trust  0.900%  5/20/41 EUR       7,730      6,476
  OPB Finance Trust  2.950%   2/2/26 CAD      13,087      9,998
  OPB Finance Trust  2.980%  1/25/27 CAD       2,250      1,703
  Ottawa Ontario  4.600%  7/14/42 CAD         857        722
  Ottawa Ontario  3.250% 11/10/47 CAD       1,104        752
  Ottawa Ontario  3.100%  7/27/48 CAD       1,720      1,134
  Ottawa Ontario  2.500%  5/11/51 CAD       2,469      1,426
  Ottawa Ontario  4.200%  7/30/53 CAD       1,150        924
  Province of Alberta  2.650%   9/1/23 CAD       4,965      3,861
  Province of Alberta  3.400%  12/1/23 CAD       4,755      3,739
  Province of Alberta  3.100%   6/1/24 CAD      10,910      8,542
  Province of Alberta  0.625%  4/18/25 EUR       4,783      4,958
  Province of Alberta  2.350%   6/1/25 CAD      14,188     10,791
  Province of Alberta  0.625%  1/16/26 EUR       2,301      2,366
  Province of Alberta  2.200%   6/1/26 CAD      12,425      9,312
  Province of Alberta  3.100% 12/14/26 AUD         948        649
  Province of Alberta  2.550%   6/1/27 CAD      20,159     15,188
  Province of Alberta  3.600%  4/11/28 AUD          85         58
  Province of Alberta  2.900%  12/1/28 CAD      11,131      8,424
  Province of Alberta  0.375%   2/7/29 CHF      10,000      9,718
  Province of Alberta  1.403%  2/20/29 SEK      60,000      5,677
  Province of Alberta  2.900%  9/20/29 CAD       6,641      4,980
  Province of Alberta  2.050%   6/1/30 CAD      30,146     21,054
  Province of Alberta  1.650%   6/1/31 CAD      11,941      7,908
  Province of Alberta  3.500%   6/1/31 CAD       4,377      3,410
  Province of Alberta  3.900%  12/1/33 CAD       6,696      5,304
  Province of Alberta  4.500%  12/1/40 CAD       2,257      1,911
  Province of Alberta  3.450%  12/1/43 CAD       8,609      6,357
  Province of Alberta  3.300%  12/1/46 CAD      18,338     13,143
  Province of Alberta  3.050%  12/1/48 CAD      24,844     17,008
  Province of Alberta  3.100%   6/1/50 CAD      37,950     26,195
  Province of Alberta  2.950%   6/1/52 CAD      10,500      7,129
  Province of British Columbia  3.300% 12/18/23 CAD      11,907      9,350
  Province of British Columbia  4.250% 11/27/24 AUD       1,590      1,144
  Province of British Columbia  2.850%  6/18/25 CAD      17,521     13,538
  Province of British Columbia  2.300%  6/18/26 CAD       8,769      6,598
  Province of British Columbia  2.550%  6/18/27 CAD      13,343     10,060
  Province of British Columbia  2.950% 12/18/28 CAD      11,307      8,589
  Province of British Columbia  5.700%  6/18/29 CAD       6,127      5,446
95

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Province of British Columbia  2.200%  6/18/30 CAD      18,526     13,094
  Province of British Columbia  1.550%  6/18/31 CAD      11,745      7,712
  Province of British Columbia  6.350%  6/18/31 CAD       6,769      6,444
  Province of British Columbia  5.400%  6/18/35 CAD       3,000      2,736
  Province of British Columbia  4.700%  6/18/37 CAD       3,141      2,702
  Province of British Columbia  4.950%  6/18/40 CAD       5,836      5,211
  Province of British Columbia  4.300%  6/18/42 CAD      14,292     11,892
  Province of British Columbia  3.200%  6/18/44 CAD      16,372     11,616
  Province of British Columbia  2.800%  6/18/48 CAD      19,632     12,833
  Province of British Columbia  4.900%  6/18/48 CAD       1,355      1,246
  Province of British Columbia  2.950%  6/18/50 CAD      23,382     15,639
  Province of British Columbia  2.750%  6/18/52 CAD      21,140     13,613
  Province of Manitoba  2.550%   6/2/23 CAD      11,272      8,762
  Province of Manitoba  3.300%   6/2/24 CAD       2,855      2,238
  Province of Manitoba  4.250%   3/3/25 AUD         452        325
  Province of Manitoba  2.450%   6/2/25 CAD      10,749      8,197
  Province of Manitoba  4.400%   9/5/25 CAD       3,069      2,484
  Province of Manitoba  2.550%   6/2/26 CAD       8,574      6,506
  Province of Manitoba  2.600%   6/2/27 CAD       6,860      5,174
  Province of Manitoba  3.000%   6/2/28 CAD       4,790      3,654
  Province of Manitoba  2.750%   6/2/29 CAD       4,422      3,288
  Province of Manitoba  3.250%   9/5/29 CAD       2,125      1,630
  Province of Manitoba  2.050%   6/2/30 CAD       9,020      6,280
  Province of Manitoba  6.300%   3/5/31 CAD         432        403
  Province of Manitoba  2.050%   6/2/31 CAD       9,802      6,698
  Province of Manitoba  5.700%   3/5/37 CAD       1,355      1,270
  Province of Manitoba  4.600%   3/5/38 CAD       2,562      2,158
  Province of Manitoba  4.650%   3/5/40 CAD       1,806      1,535
  Province of Manitoba  4.100%   3/5/41 CAD       3,057      2,438
  Province of Manitoba  4.400%   3/5/42 CAD       2,934      2,431
  Province of Manitoba  3.350%   3/5/43 CAD       1,504      1,078
  Province of Manitoba  4.050%   9/5/45 CAD       3,957      3,147
  Province of Manitoba  2.850%   9/5/46 CAD       7,758      5,041
  Province of Manitoba  3.400%   9/5/48 CAD       8,491      6,088
  Province of Manitoba  3.200%   3/5/50 CAD      12,521      8,636
  Province of Manitoba  4.700%   3/5/50 CAD         738        652
  Province of Manitoba  2.050%   9/5/52 CAD       6,982      3,698
  Province of Manitoba  3.150%   9/5/52 CAD       3,701      2,517
  Province of Manitoba  3.800%   9/5/53 CAD       1,100        838
  Province of Manitoba  3.450%   3/5/63 CAD       1,623      1,158
  Province of New Brunswick  2.850%   6/2/23 CAD       4,513      3,519
  Province of New Brunswick  3.650%   6/3/24 CAD       4,965      3,918
  Province of New Brunswick  1.800%  8/14/25 CAD       2,800      2,092
  Province of New Brunswick  2.600%  8/14/26 CAD       4,513      3,427
  Province of New Brunswick  2.350%  8/14/27 CAD       4,466      3,317
  Province of New Brunswick  3.100%  8/14/28 CAD       3,726      2,850
  Province of New Brunswick  2.550%  8/14/31 CAD       2,100      1,495
  Province of New Brunswick  5.500%  1/27/34 CAD       1,806      1,627
  Province of New Brunswick  4.550%  3/26/37 CAD       3,159      2,644
  Province of New Brunswick  4.800%  9/26/39 CAD       1,093        944
  Province of New Brunswick  4.800%   6/3/41 CAD       1,350      1,176
  Province of New Brunswick  3.550%   6/3/43 CAD       4,418      3,252
  Province of New Brunswick  3.800%  8/14/45 CAD       5,371      4,101
  Province of New Brunswick  3.100%  8/14/48 CAD       7,437      5,035
  Province of New Brunswick  3.050%  8/14/50 CAD       8,253      5,503
96

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Province of New Brunswick  2.900%  8/14/52 CAD       2,149      1,392
  Province of New Brunswick  3.550%   6/3/55 CAD         900        664
  Province of Newfoundland and Labrador  2.300%   6/2/25 CAD       3,957      3,000
  Province of Newfoundland and Labrador  3.000%   6/2/26 CAD       4,513      3,479
  Province of Newfoundland and Labrador  1.250%   6/2/27 CAD       1,700      1,194
  Province of Newfoundland and Labrador  6.150%  4/17/28 CAD         452        401
  Province of Newfoundland and Labrador  2.850%   6/2/28 CAD       6,769      5,108
  Province of Newfoundland and Labrador  2.850%   6/2/29 CAD       3,486      2,608
  Province of Newfoundland and Labrador  1.750%   6/2/30 CAD       6,794      4,571
  Province of Newfoundland and Labrador  2.050%   6/2/31 CAD       3,945      2,658
  Province of Newfoundland and Labrador  5.700% 10/17/35 CAD         452        411
  Province of Newfoundland and Labrador  4.650% 10/17/40 CAD       2,412      1,993
  Province of Newfoundland and Labrador  3.300% 10/17/46 CAD       7,562      5,159
  Province of Newfoundland and Labrador  3.700% 10/17/48 CAD       5,521      4,029
  Province of Newfoundland and Labrador  2.650% 10/17/50 CAD       8,813      5,225
  Province of Newfoundland and Labrador  3.150%  12/2/52 CAD       2,235      1,463
  Province of Nova Scotia  2.100%   6/1/27 CAD       3,616      2,663
  Province of Nova Scotia  1.100%   6/1/28 CAD       5,000      3,413
  Province of Nova Scotia  2.000%   9/1/30 CAD       7,802      5,381
  Province of Nova Scotia  2.400%  12/1/31 CAD       2,100      1,470
  Province of Nova Scotia  6.600%  12/1/31 CAD           9          9
  Province of Nova Scotia  5.800%   6/1/33 CAD         904        828
  Province of Nova Scotia  4.500%   6/1/37 CAD       2,257      1,880
  Province of Nova Scotia  4.700%   6/1/41 CAD       2,857      2,461
  Province of Nova Scotia  4.400%   6/1/42 CAD       4,584      3,808
  Province of Nova Scotia  3.450%   6/1/45 CAD       2,155      1,562
  Province of Nova Scotia  3.150%  12/1/51 CAD       9,347      6,421
  Province of Nova Scotia  3.500%   6/2/62 CAD       3,800      2,736
  Province of Ontario  2.850%   6/2/23 CAD      46,915     36,593
  Province of Ontario  2.600%   9/8/23 CAD      19,298     15,000
  Province of Ontario  7.500%   2/7/24 CAD       1,160        974
  Province of Ontario  1.875%  5/21/24 EUR       2,257      2,421
  Province of Ontario  3.500%   6/2/24 CAD      47,540     37,434
  Province of Ontario  0.375%  6/14/24 EUR      10,921     11,357
  Province of Ontario  4.250%  8/22/24 AUD         455        328
  Province of Ontario  2.300%   9/8/24 CAD      13,796     10,577
  Province of Ontario  0.875%  1/21/25 EUR       2,257      2,362
  Province of Ontario  2.650%   2/5/25 CAD      14,937     11,502
  Province of Ontario  0.625%  4/17/25 EUR       6,147      6,367
  Province of Ontario  2.600%   6/2/25 CAD      53,376     40,899
  Province of Ontario  3.100%  8/26/25 AUD         905        629
  Province of Ontario  1.750%   9/8/25 CAD      36,588     27,328
  Province of Ontario  2.400%   6/2/26 CAD      30,182     22,786
  Province of Ontario  1.350%   9/8/26 CAD      11,079      8,009
  Province of Ontario  3.500%  1/27/27 AUD         455        315
  Province of Ontario  1.850%   2/1/27 CAD      12,792      9,392
  Province of Ontario  0.375%   4/8/27 EUR         857        854
  Province of Ontario  2.600%   6/2/27 CAD      33,619     25,382
  Province of Ontario  7.600%   6/2/27 CAD       6,769      6,336
  Province of Ontario  1.050%   9/8/27 CAD       9,386      6,519
  Province of Ontario  2.900%   6/2/28 CAD      34,603     26,276
  Province of Ontario  6.500%   3/8/29 CAD       7,473      6,914
  Province of Ontario  2.700%   6/2/29 CAD      50,614     37,564
  Province of Ontario  0.250%  6/28/29 CHF       5,175      4,962
  Province of Ontario  1.550%  11/1/29 CAD      19,286     13,127
97

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Province of Ontario  2.050%   6/2/30 CAD      41,656     29,043
  Province of Ontario  0.010% 11/25/30 EUR      27,614     24,911
  Province of Ontario  1.350%  12/2/30 CAD      22,931     14,964
  Province of Ontario  2.150%   6/2/31 CAD      50,535     34,934
  Province of Ontario  6.200%   6/2/31 CAD       5,867      5,486
  Province of Ontario  0.250%   6/9/31 EUR       7,500      6,811
  Province of Ontario  2.250%  12/2/31 CAD      21,065     14,660
  Province of Ontario  5.850%   3/8/33 CAD      12,162     11,265
  Province of Ontario  5.600%   6/2/35 CAD      21,599     19,978
  Province of Ontario  4.700%   6/2/37 CAD      38,105     32,678
  Province of Ontario  4.600%   6/2/39 CAD      35,612     30,316
  Province of Ontario  4.650%   6/2/41 CAD      56,670     48,939
  Province of Ontario  3.500%   6/2/43 CAD      36,787     27,327
  Province of Ontario  3.450%   6/2/45 CAD      59,898     43,872
  Province of Ontario  2.900%  12/2/46 CAD      53,832     35,817
  Province of Ontario  2.800%   6/2/48 CAD      47,762     31,077
  Province of Ontario  2.900%   6/2/49 CAD      52,143     34,468
  Province of Ontario  2.650%  12/2/50 CAD      57,130     35,701
  Province of Ontario  1.900%  12/2/51 CAD      44,161     23,028
  Province of Ontario  2.550%  12/2/52 CAD      24,770     15,116
  Province of Prince Edward Island  3.650%  6/27/42 CAD       1,222        897
  Province of Prince Edward Island  2.650%  12/1/51 CAD       1,185        716
  Province of Prince Edward Island  3.600%  1/17/53 CAD       1,352        985
  Province of Quebec  2.250%  7/17/23 EUR       6,092      6,562
  Province of Quebec  3.000%   9/1/23 CAD      24,353     19,034
  Province of Quebec  1.500% 12/15/23 GBP       3,610      4,503
  Province of Quebec  2.375%  1/22/24 EUR         452        489
  Province of Quebec  2.250%  2/22/24 CAD       4,047      3,126
  Province of Quebec  3.750%   9/1/24 CAD      16,542     13,112
  Province of Quebec  0.875%  1/15/25 EUR       5,100      5,340
  Province of Quebec  4.200%  3/10/25 AUD         681        489
  Province of Quebec  5.350%   6/1/25 CAD      10,257      8,495
  Province of Quebec  2.600%   7/6/25 CAD       2,724      2,090
  Province of Quebec  2.750%   9/1/25 CAD      24,168     18,609
  Province of Quebec  8.500%   4/1/26 CAD       4,513      4,192
  Province of Quebec  3.700%  5/20/26 AUD         247        174
  Province of Quebec  2.500%   9/1/26 CAD      21,523     16,314
  Province of Quebec  1.850%  2/13/27 CAD       2,837      2,088
  Province of Quebec  0.875%   5/4/27 EUR      15,749     16,112
  Province of Quebec  2.750%   9/1/27 CAD      23,433     17,805
  Province of Quebec  0.875%   7/5/28 EUR      18,714     18,850
  Province of Quebec  2.750%   9/1/28 CAD      20,596     15,511
  Province of Quebec  2.300%   9/1/29 CAD      23,414     16,910
  Province of Quebec  6.000%  10/1/29 CAD       6,769      6,130
  Province of Quebec  1.900%   9/1/30 CAD      38,940     26,788
  Province of Quebec  0.000% 10/29/30 EUR      14,893     13,439
  Province of Quebec  0.250%   5/5/31 EUR      11,500     10,486
  Province of Quebec  2.100%  5/27/31 CAD      15,300     10,589
  Province of Quebec  1.500%   9/1/31 CAD      49,876     32,523
  Province of Quebec  6.250%   6/1/32 CAD       9,735      9,277
  Province of Quebec  5.750%  12/1/36 CAD      13,846     13,173
  Province of Quebec  5.000%  12/1/38 CAD      17,629     15,722
  Province of Quebec  5.000%  12/1/41 CAD      32,890     29,761
  Province of Quebec  4.250%  12/1/43 CAD      25,148     20,885
  Province of Quebec  3.500%  12/1/45 CAD      35,296     26,180
98

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Province of Quebec  3.500%  12/1/48 CAD      42,842     31,849
  Province of Quebec  3.100%  12/1/51 CAD      49,221     33,886
  Province of Quebec  2.850%  12/1/53 CAD      38,487     25,154
  Province of Saskatchewan  3.200%   6/3/24 CAD       7,288      5,701
  Province of Saskatchewan  0.800%   9/2/25 CAD       4,785      3,454
  Province of Saskatchewan  2.550%   6/2/26 CAD       4,569      3,469
  Province of Saskatchewan  2.650%   6/2/27 CAD       6,513      4,926
  Province of Saskatchewan  3.050%  12/2/28 CAD       6,406      4,882
  Province of Saskatchewan  5.750%   3/5/29 CAD       2,708      2,401
  Province of Saskatchewan  2.200%   6/2/30 CAD       4,799      3,388
  Province of Saskatchewan  2.150%   6/2/31 CAD       7,388      5,101
  Province of Saskatchewan  5.000%   3/5/37 CAD          47         42
  Province of Saskatchewan  4.750%   6/1/40 CAD       3,339      2,893
  Province of Saskatchewan  3.400%   2/3/42 CAD       3,057      2,195
  Province of Saskatchewan  3.900%   6/2/45 CAD       5,201      4,079
  Province of Saskatchewan  2.750%  12/2/46 CAD       8,405      5,411
  Province of Saskatchewan  3.300%   6/2/48 CAD       8,035      5,721
  Province of Saskatchewan  3.100%   6/2/50 CAD      12,475      8,516
  Province of Saskatchewan  2.800%  12/2/52 CAD       4,964      3,192
  Province of Saskatchewan  3.750%   3/5/54 CAD       1,713      1,324
  Province of Saskatchewan  2.950%   6/2/58 CAD       1,764      1,133
  PSP Capital Inc.  2.090% 11/22/23 CAD       1,806      1,392
  PSP Capital Inc.  3.290%   4/4/24 CAD       8,947      7,011
  PSP Capital Inc.  3.000%  11/5/25 CAD       2,783      2,157
  PSP Capital Inc.  0.900%  6/15/26 CAD       2,000      1,424
  PSP Capital Inc.  1.500%  3/15/28 CAD       7,700      5,429
  PSP Capital Inc.  2.050%  1/15/30 CAD       8,228      5,800
  Regional Municipality of Peel Ontario  5.100%  6/29/40 CAD       3,150      2,781
  Regional Municipality of Peel Ontario  2.500%  6/16/51 CAD       1,596        901
  Regional Municipality of York  2.600% 12/15/25 CAD       2,257      1,724
  Regional Municipality of York  2.500%   6/2/26 CAD       1,355      1,028
  Regional Municipality of York  2.350%   6/9/27 CAD           1          1
  Regional Municipality of York  1.700%  5/27/30 CAD       1,339        909
  Regional Municipality of York  2.150%  6/22/31 CAD       1,852      1,275
  Regional Municipality of York  4.000%  5/31/32 CAD         677        536
  Regional Municipality of York  3.650%  5/13/33 CAD       1,399      1,073
  Regional Municipality of York  4.050%   5/1/34 CAD       1,484      1,165
  Royal Office Finance LP  5.209% 11/12/37 CAD       2,262      1,904
  South Coast British Columbia Transportation Authority  3.050%   6/4/25 CAD       2,420      1,877
  South Coast British Columbia Transportation Authority  3.250% 11/23/28 CAD       1,300      1,001
  South Coast British Columbia Transportation Authority  3.150% 11/16/48 CAD       4,240      2,822
  South Coast British Columbia Transportation Authority  2.650% 10/29/50 CAD         447        265
  TCHC Issuer Trust  5.395%  2/22/40 CAD         938        838
  Toronto Canada  3.900%  9/29/23 CAD       2,136      1,689
  Toronto Canada  2.450%   2/6/25 CAD       2,508      1,915
  Toronto Canada  2.400%   6/7/27 CAD       2,289      1,715
  Toronto Canada  2.650%  11/9/29 CAD       2,466      1,811
  Toronto Canada  2.950%  4/28/35 CAD       2,821      1,987
  Toronto Canada  3.500%   6/2/36 CAD       2,000      1,490
  Toronto Canada  2.600%  9/24/39 CAD         500        319
  Toronto Canada  5.200%   6/1/40 CAD         552        489
  Toronto Canada  2.150%  8/25/40 CAD       2,678      1,588
99

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Toronto Canada  4.700%  6/10/41 CAD         904        767
  Toronto Canada  2.850% 11/23/41 CAD         500        328
  Toronto Canada  3.800% 12/13/42 CAD       1,212        914
  Toronto Canada  4.150%  3/10/44 CAD       2,225      1,759
  Toronto Canada  3.250%  6/24/46 CAD       1,806      1,225
  Toronto Canada  3.200%   8/1/48 CAD         823        553
  Toronto Canada  2.800% 11/22/49 CAD       2,687      1,671
  Toronto Canada  2.900%  4/29/51 CAD       2,993      1,901
  Vancouver Canada  3.700% 10/18/52 CAD         578        427
  Winnipeg Canada  4.100%   6/1/45 CAD         752        594
  Winnipeg Canada  4.300% 11/15/51 CAD       2,377      1,946
                   4,502,836
Chile (0.1%)                           
3 Bonos de la Tesoreria de la Republica en pesos  5.800%   6/1/24 CLP   8,175,000      9,207
  Bonos de la Tesoreria de la Republica en pesos  2.500%   3/1/25 CLP  13,250,000     13,680
  Bonos de la Tesoreria de la Republica en pesos  4.500%   3/1/26 CLP  18,945,000     20,464
3 Bonos de la Tesoreria de la Republica en pesos  5.000%  10/1/28 CLP  10,500,000     11,188
3 Bonos de la Tesoreria de la Republica en pesos  4.700%   9/1/30 CLP  18,650,000     18,984
  Bonos de la Tesoreria de la Republica en pesos  5.000%   3/1/35 CLP  10,755,000     10,918
  Bonos de la Tesoreria de la Republica en pesos  6.000%   1/1/43 CLP  15,590,000     17,419
  Republic of Chile  1.625%  1/30/25 EUR       2,536      2,678
  Republic of Chile  0.100%  1/26/27 EUR       5,762      5,516
  Republic of Chile  1.440%   2/1/29 EUR       2,031      2,012
  Republic of Chile  0.830%   7/2/31 EUR       4,984      4,484
  Republic of Chile  1.300%  7/26/36 EUR       6,254      5,348
  Republic of Chile  1.250%  1/29/40 EUR       4,332      3,485
  Republic of Chile  1.250%  1/22/51 EUR       5,295      3,687
                   129,070
China (1.1%)                           
  Agricultural Development Bank of China  3.190%   3/3/24 CNY     150,000     23,073
  Agricultural Development Bank of China  3.240%  8/14/24 CNY      50,000      7,708
  Agricultural Development Bank of China  2.250%  4/22/25 CNY      50,000      7,506
  Agricultural Development Bank of China  3.450%  9/23/25 CNY      50,000      7,764
  Agricultural Development Bank of China  3.350%  3/24/26 CNY      50,000      7,735
  Agricultural Development Bank of China  3.630%  7/19/26 CNY      40,000      6,254
  Agricultural Development Bank of China  2.990%  8/11/26 CNY      50,000      7,627
  Agricultural Development Bank of China  2.870%  5/14/27 CNY      50,000      7,574
  Agricultural Development Bank of China  3.480%   2/4/28 CNY      60,000      9,337
  Agricultural Development Bank of China  3.190%  8/12/28 CNY      80,000     12,242
  Agricultural Development Bank of China  2.960%  4/17/30 CNY      30,000      4,495
  Agricultural Development Bank of China  3.790% 10/26/30 CNY      50,000      7,949
  Agricultural Development Bank of China  3.520%  5/24/31 CNY      20,000      3,124
  Agricultural Development Bank of China  3.300%  11/5/31 CNY      90,000     13,830
  Agricultural Development Bank of China  3.920%  6/18/51 CNY      30,000      4,933
  China Development Bank  3.000%   8/7/23 CNY      10,000      1,532
  China Development Bank  2.980%   1/8/24 CNY     100,000     15,336
  China Development Bank  0.875%  1/24/24 EUR         722        759
  China Development Bank  2.730% 11/11/24 CNY     230,000     35,095
100

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  China Development Bank  3.230%  1/10/25 CNY      20,000      3,090
  China Development Bank  3.340%  7/14/25 CNY      20,000      3,103
  China Development Bank  3.430%  1/14/27 CNY     110,000     17,107
  China Development Bank  4.240%  8/24/27 CNY     120,000     19,360
  China Development Bank  3.400%   1/8/28 CNY     200,000     31,011
  China Development Bank  3.090%   8/9/28 CNY     130,000     19,790
  China Development Bank  3.480%   1/8/29 CNY      50,000      7,604
  China Development Bank  2.990%   3/1/29 CNY      30,000      4,521
  China Development Bank  3.070%  3/10/30 CNY      65,000      9,822
  China Development Bank  3.090%  6/18/30 CNY      30,000      4,537
  China Development Bank  3.700% 10/20/30 CNY      30,000      4,738
  China Development Bank  3.660%   3/1/31 CNY      60,000      9,459
  China Development Bank  3.410%   6/7/31 CNY      50,000      7,748
  China Development Bank  3.120%  9/13/31 CNY     120,000     18,225
  China Development Bank  3.800%  1/25/36 CNY      30,000      4,801
  China Development Bank  3.900%   8/3/40 CNY     160,000     25,887
  China Government Bond  3.300%  7/12/23 CNY     110,000     16,930
  China Government Bond  2.880%  11/5/23 CNY     120,000     18,396
  China Government Bond  2.840%   4/8/24 CNY     250,000     38,299
  China Government Bond  2.470%   9/2/24 CNY     570,000     86,662
  China Government Bond  2.940% 10/17/24 CNY      80,000     12,296
  China Government Bond  1.990%   4/9/25 CNY     160,000     23,981
  China Government Bond  3.020% 10/22/25 CNY     135,000     20,848
  China Government Bond  3.030%  3/11/26 CNY     110,000     17,006
  China Government Bond  2.690%  8/12/26 CNY     220,000     33,563
  China Government Bond  0.125% 11/12/26 EUR       2,500      2,457
  China Government Bond  2.850%   6/4/27 CNY      40,000      6,131
  China Government Bond  3.280%  12/3/27 CNY      80,000     12,498
  China Government Bond  3.010%  5/13/28 CNY     240,000     36,923
  China Government Bond  2.910% 10/14/28 CNY     245,000     37,412
  China Government Bond  3.290%  5/23/29 CNY      90,000     14,035
  China Government Bond  2.680%  5/21/30 CNY      50,000      7,467
  China Government Bond  3.270% 11/19/30 CNY      50,000      7,836
  China Government Bond  3.020%  5/27/31 CNY     133,000     20,480
  China Government Bond  0.500% 11/12/31 EUR      10,047      9,187
  China Government Bond  2.890% 11/18/31 CNY     110,000     16,768
  China Government Bond  0.625% 11/25/35 EUR       4,513      3,946
  China Government Bond  4.270%  5/17/37 CNY      30,000      5,169
  China Government Bond  1.000% 11/12/39 EUR       4,378      3,933
  China Government Bond  3.520%  4/25/46 CNY      20,000      3,114
  China Government Bond  3.770%  2/20/47 CNY      20,000      3,373
  China Government Bond  4.050%  7/24/47 CNY      20,000      3,229
  China Government Bond  3.970%  7/23/48 CNY      20,000      3,348
  China Government Bond  4.080% 10/22/48 CNY      25,000      4,259
  China Government Bond  3.860%  7/22/49 CNY      70,000     11,538
  China Government Bond  3.390%  3/16/50 CNY      60,000      9,124
  China Government Bond  3.810%  9/14/50 CNY      40,000      6,545
  China Government Bond  3.720%  4/12/51 CNY      85,000     13,696
  China Government Bond  3.530% 10/18/51 CNY      85,000     13,438
  China Government Bond  3.730%  5/25/70 CNY      30,000      4,919
  China Government Bond  3.760%  3/22/71 CNY      40,000      6,603
  Export-Import Bank of China  3.140%   4/2/24 CNY      60,000      9,225
  Export-Import Bank of China  2.760%  11/5/24 CNY     230,000     35,076
  Export-Import Bank of China  3.430% 10/23/25 CNY      50,000      7,760
  Export-Import Bank of China  3.220%  5/14/26 CNY      70,000     10,778
101

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Export-Import Bank of China  3.400%  1/11/28 CNY      90,000     13,958
  Export-Import Bank of China  3.860%  5/20/29 CNY      40,000      6,361
  Export-Import Bank of China  3.740% 11/16/30 CNY      80,000     12,672
                   1,005,915
Colombia (0.2%)                           
  Colombian TES 10.000%  7/24/24 COP  55,100,000     14,180
  Colombian TES  6.250% 11/26/25 COP  43,000,000      9,753
  Colombian TES  7.500%  8/26/26 COP  81,500,000     18,913
  Colombian TES  5.750%  11/3/27 COP  69,000,000     14,329
  Colombian TES  6.000%  4/28/28 COP 107,000,000     22,123
  Colombian TES  7.750%  9/18/30 COP  85,300,000     18,594
  Colombian TES  7.000%  3/26/31 COP  48,000,000      9,852
  Colombian TES  7.000%  6/30/32 COP  96,700,000     19,409
  Colombian TES  7.250% 10/18/34 COP 104,250,000     20,526
  Colombian TES  6.250%   7/9/36 COP  44,000,000      7,689
  Colombian TES  7.250% 10/26/50 COP  62,500,000     10,987
                   166,355
Croatia (0.0%)                           
  Republic of Croatia  3.000%  3/11/25 EUR         904        991
  Republic of Croatia  3.000%  3/20/27 EUR       3,159      3,452
  Republic of Croatia  2.700%  6/15/28 EUR       2,618      2,809
  Republic of Croatia  1.125%  6/19/29 EUR       3,159      2,947
  Republic of Croatia  2.750%  1/27/30 EUR       3,159      3,275
  Republic of Croatia  1.500%  6/17/31 EUR      26,039     24,003
  Republic of Croatia  1.750%   3/4/41 EUR       4,547      3,764
                   41,241
Czech Republic (0.3%)                           
  Czech Republic  0.450% 10/25/23 CZK     698,800     27,839
  Czech Republic  5.700%  5/25/24 CZK      99,280      4,291
  Czech Republic  0.000% 12/12/24 CZK     520,510     19,565
  Czech Republic  1.250%  2/14/25 CZK   1,050,000     40,551
  Czech Republic  2.400%  9/17/25 CZK     112,820      4,457
  Czech Republic  6.000%  2/26/26 CZK     507,200     22,570
  Czech Republic  1.000%  6/26/26 CZK     836,980     30,778
  Czech Republic  0.250%  2/10/27 CZK     382,460     13,323
  Czech Republic  2.500%  8/25/28 CZK     166,970      6,388
  Czech Republic  2.750%  7/23/29 CZK   1,835,370     70,754
  Czech Republic  0.950%  5/15/30 CZK     717,960     23,833
  Czech Republic  1.200%  3/13/31 CZK     500,110     16,583
  Czech Republic  2.000% 10/13/33 CZK     264,190      9,028
  Czech Republic  4.200%  12/4/36 CZK      44,430      1,884
  Czech Republic  1.500%  4/24/40 CZK      92,860      2,612
  Czech Republic  4.850% 11/26/57 CZK      41,070      1,846
                   296,302
Denmark (0.4%)                           
  Kingdom of Denmark  1.500% 11/15/23 DKK     109,449     15,851
  Kingdom of Denmark  7.000% 11/10/24 DKK      33,521      5,520
  Kingdom of Denmark  1.750% 11/15/25 DKK     305,634     44,765
  Kingdom of Denmark  0.500% 11/15/27 DKK     463,404     64,014
  Kingdom of Denmark  0.500% 11/15/29 DKK     517,476     70,114
  Kingdom of Denmark  0.000% 11/15/31 DKK     575,148     72,427
  Kingdom of Denmark  4.500% 11/15/39 DKK     344,459     72,512
  Kingdom of Denmark  0.250% 11/15/52 DKK      96,040      9,958
  Kommunekredit  0.250%  3/29/23 EUR      15,452     16,322
102

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Kommunekredit  0.250%  5/15/23 EUR         217        229
  Kommunekredit  0.250%  2/16/24 EUR         904        944
  Kommunekredit  0.625%  5/11/26 EUR       1,986      2,036
  Kommunekredit  2.900% 11/27/26 AUD       1,886      1,284
  Kommunekredit  0.750%  5/18/27 EUR      11,543     11,776
                   387,752
Finland (0.5%)                           
  Finnvera OYJ  0.500%  4/13/26 EUR       2,934      2,997
  Finnvera OYJ  0.375%   4/9/29 EUR       6,769      6,582
  Kuntarahoitus OYJ  0.000%   3/2/31 EUR      15,800     14,436
  Kuntarahoitus OYJ  0.250%  2/25/32 EUR       4,000      3,672
  Kuntarahoitus OYJ  0.050%  9/10/35 EUR      10,777      8,977
  Municipality Finance plc  5.000%  3/20/24 AUD       1,850      1,350
  Municipality Finance plc  0.625% 11/26/26 EUR       2,257      2,311
  Municipality Finance plc  1.250%  2/23/33 EUR       4,513      4,533
3 Republic of Finland  0.000%  9/15/23 EUR      15,230     16,047
3 Republic of Finland  2.000%  4/15/24 EUR      13,087     14,253
3 Republic of Finland  0.000%  9/15/24 EUR      22,563     23,523
3 Republic of Finland  4.000%   7/4/25 EUR      19,704     23,005
3 Republic of Finland  0.875%  9/15/25 EUR       4,739      5,026
3 Republic of Finland  0.000%  9/15/26 EUR      35,000     35,505
3 Republic of Finland  0.500%  9/15/27 EUR      23,014     23,722
3 Republic of Finland  2.750%   7/4/28 EUR       5,123      5,981
3 Republic of Finland  0.500%  9/15/29 EUR      31,401     31,583
3 Republic of Finland  0.000%  9/15/30 EUR      35,554     33,752
3 Republic of Finland  0.750%  4/15/31 EUR      22,102     22,244
3 Republic of Finland  0.125%  9/15/31 EUR      37,718     35,446
3 Republic of Finland  1.125%  4/15/34 EUR      14,441     14,565
3 Republic of Finland  0.125%  4/15/36 EUR      13,000     11,248
3 Republic of Finland  0.250%  9/15/40 EUR      70,241     58,120
3 Republic of Finland  2.625%   7/4/42 EUR      15,440     19,113
3 Republic of Finland  0.125%  4/15/52 EUR      10,482      7,190
                   425,181
France (8.6%)                           
  Action Logement Services  0.750%  7/19/41 EUR      14,600     12,186
  Agence Francaise de Developpement EPIC  0.125% 11/15/23 EUR       3,700      3,883
  Agence Francaise de Developpement EPIC  3.125%   1/4/24 EUR       3,000      3,303
  Agence Francaise de Developpement EPIC  0.375%  4/30/24 EUR      19,200     20,111
  Agence Francaise de Developpement EPIC  1.375%  9/17/24 EUR       9,300      9,928
  Agence Francaise de Developpement EPIC  2.250%  5/27/25 EUR       4,600      5,039
  Agence Francaise de Developpement EPIC  0.500% 10/31/25 EUR       4,600      4,761
  Agence Francaise de Developpement EPIC  0.250%  7/21/26 EUR       5,600      5,687
  Agence Francaise de Developpement EPIC  3.750%  2/15/27 EUR       1,700      2,002
  Agence Francaise de Developpement EPIC  1.000%  1/31/28 EUR       2,300      2,389
  Agence Francaise de Developpement EPIC  0.010% 11/25/28 EUR      13,000     12,526
  Agence Francaise de Developpement EPIC  0.250%  6/29/29 EUR      25,800     24,973
  Agence Francaise de Developpement EPIC  0.500%  5/25/30 EUR      34,200     33,279
  Agence Francaise de Developpement EPIC  1.375%   7/5/32 EUR       6,800      6,924
  Agence Francaise de Developpement EPIC  0.500%  5/31/35 EUR       4,600      4,051
  Agence Francaise de Developpement EPIC  1.125%   3/2/37 EUR      14,000     13,091
  Agence France Locale  0.500%  6/20/24 EUR       4,500      4,718
  Agence France Locale  0.125%  6/20/26 EUR       7,800      7,876
  Agence France Locale  0.000%  9/20/27 EUR      15,000     14,696
  Agence France Locale  1.125%  6/20/28 EUR       4,100      4,254
  Bpifrance SACA  0.125% 11/25/23 EUR      41,300     43,346
103

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Bpifrance SACA  2.500%  5/25/24 EUR       4,600      5,033
  Bpifrance SACA  0.750% 11/25/24 EUR       7,400      7,785
  Bpifrance SACA  0.125%  3/25/25 EUR      14,600     15,033
  Bpifrance SACA  0.500%  5/25/25 EUR       5,200      5,410
  Bpifrance SACA  2.750% 10/25/25 EUR      10,100     11,261
  Bpifrance SACA  0.050%  9/26/29 EUR       4,600      4,355
  Bpifrance SACA  1.875%  5/25/30 EUR       4,600      4,987
  Caisse d'Amortissement de la Dette Sociale  0.500%  5/25/23 EUR      40,300     42,666
  Caisse d'Amortissement de la Dette Sociale  0.125% 10/25/23 EUR       2,900      3,047
  Caisse d'Amortissement de la Dette Sociale  1.375% 11/25/24 EUR      46,588     49,774
  Caisse d'Amortissement de la Dette Sociale  4.000% 12/15/25 EUR       4,513      5,254
  Caisse d'Amortissement de la Dette Sociale  0.000% 11/25/26 EUR      10,000     10,006
  Caisse d'Amortissement de la Dette Sociale  0.000%  2/25/28 EUR       5,000      4,899
  Caisse d'Amortissement de la Dette Sociale  0.000%  5/25/29 EUR      41,500     39,691
  Caisse d'Amortissement de la Dette Sociale  0.000%  5/25/31 EUR      43,700     40,087
  Caisse d'Amortissement de la Dette Sociale  0.125%  9/15/31 EUR      43,000     39,350
  Caisse d'Amortissement de la Dette Sociale  0.450%  1/19/32 EUR      20,000     18,906
  Caisse Francaise de Financement Local  2.375%  1/17/24 EUR       5,500      5,955
  Caisse Francaise de Financement Local  0.375%  5/11/24 EUR       9,100      9,482
  Caisse Francaise de Financement Local  5.375%   7/8/24 EUR       1,806      2,081
  Caisse Francaise de Financement Local  0.375%  6/23/25 EUR      10,500     10,768
  Caisse Francaise de Financement Local  1.125%   9/9/25 EUR       1,600      1,677
  Caisse Francaise de Financement Local  0.500%  1/19/26 EUR         500        511
  Caisse Francaise de Financement Local  0.625%  4/13/26 EUR       2,800      2,867
  Caisse Francaise de Financement Local  0.750%  1/11/27 EUR       1,900      1,939
  Caisse Francaise de Financement Local  0.750%  9/27/27 EUR       4,600      4,662
  Caisse Francaise de Financement Local  1.000%  4/25/28 EUR         100        102
  Caisse Francaise de Financement Local  3.000%  10/2/28 EUR      20,900     23,943
  Caisse Francaise de Financement Local  0.010%  6/24/30 EUR      32,600     29,918
  Caisse Francaise de Financement Local  1.500%  1/13/31 EUR       4,600      4,758
  Caisse Francaise de Financement Local  1.250%  5/11/32 EUR       8,700      8,671
  Caisse Francaise de Financement Local  1.450%  1/16/34 EUR       2,300      2,303
  Caisse Francaise de Financement Local  1.250%  1/22/35 EUR         100         97
  Caisse Francaise de Financement Local  1.500%  6/28/38 EUR       3,300      3,225
  Caisse Francaise de Financement Local  0.375%  2/13/40 EUR      20,000     15,940
  France  1.750%  5/25/23 EUR     244,212    262,711
  France  0.000%  2/25/24 EUR     387,877    407,192
  France  0.000%  3/25/24 EUR     385,513    404,152
  France  1.750% 11/25/24 EUR     119,422    129,843
  France  0.000%  2/25/25 EUR     360,623    373,123
  France  0.000%  3/25/25 EUR     157,551    163,232
  France  0.500%  5/25/25 EUR      64,502     67,710
  France  1.000% 11/25/25 EUR      83,488     88,896
  France  0.000%  2/25/26 EUR     115,140    117,901
  France  3.500%  4/25/26 EUR      50,541     58,966
  France  0.500%  5/25/26 EUR     157,036    163,583
  France  0.250% 11/25/26 EUR      45,372     46,523
8 France  0.000%  2/25/27 EUR     692,512    699,258
  France  0.750%  5/25/28 EUR     224,687    233,169
  France  0.750% 11/25/28 EUR     405,809    419,233
  France  5.500%  4/25/29 EUR      30,099     41,209
  France  0.500%  5/25/29 EUR      50,000     50,439
  France  0.000% 11/25/29 EUR     347,192    334,250
  France  0.000% 11/25/30 EUR     216,796    204,297
  France  1.500%  5/25/31 EUR     276,713    296,313
104

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  France  0.000% 11/25/31 EUR     321,864    296,437
  France  0.000%  5/25/32 EUR      60,000     54,558
  France  1.250%  5/25/34 EUR     240,003    243,520
  France  4.750%  4/25/35 EUR      27,969     40,385
3 France  1.250%  5/25/36 EUR     200,630    199,909
  France  1.250%  5/25/38 EUR      60,000     58,920
  France  4.000% 10/25/38 EUR      71,217     99,820
3 France  1.750%  6/25/39 EUR      33,867     35,982
3 France  0.500%  5/25/40 EUR     237,473    200,811
  France  4.500%  4/25/41 EUR     115,979    174,841
3 France  0.500%  6/25/44 EUR      63,517     50,801
  France  3.250%  5/25/45 EUR     134,093    178,565
3 France  2.000%  5/25/48 EUR      48,175     52,090
3 France  1.500%  5/25/50 EUR     141,566    136,548
  France  0.750%  5/25/52 EUR     125,579     97,532
3 France  0.750%  5/25/53 EUR     222,664    168,845
3 France  4.000%  4/25/55 EUR      33,253     52,612
  France  4.000%  4/25/60 EUR      43,884     72,079
3 France  1.750%  5/25/66 EUR       4,135      4,129
3 France  0.500%  5/25/72 EUR      88,316     48,928
  Ile-de-France Mobilites  1.275%  2/14/42 EUR       8,000      7,286
  Regie Autonome des Transports Parisiens  0.875%  5/25/27 EUR       1,400      1,448
  Region of Ile de France  2.250%  6/10/23 EUR         300        323
  Region of Ile de France  3.625%  3/27/24 EUR       6,000      6,680
  Region of Ile de France  0.500%  6/14/25 EUR      16,800     17,460
  Region of Ile de France  0.625%  4/23/27 EUR       2,300      2,351
  Region of Ile de France  1.375%  6/20/33 EUR       2,800      2,821
  SA de Gestion de Stocks de Securite  0.625%  5/25/23 EUR       5,500      5,828
  SNCF Reseau  2.625% 12/29/25 EUR       2,300      2,562
  SNCF Reseau  4.250%  10/7/26 EUR         500        597
  SNCF Reseau  3.125% 10/25/28 EUR       3,300      3,853
  SNCF Reseau  5.250%  12/7/28 GBP       7,675     11,376
  SNCF Reseau  0.875%  1/22/29 EUR       2,800      2,843
  SNCF Reseau  1.125%  5/25/30 EUR      12,800     13,116
  SNCF Reseau  1.000%  11/9/31 EUR       6,800      6,720
  SNCF Reseau  5.000% 10/10/33 EUR       6,950      9,673
  SNCF Reseau  5.250%  1/31/35 GBP         633      1,015
  SNCF Reseau  0.750%  5/25/36 EUR      16,900     15,153
  SNCF Reseau  1.500%  5/29/37 EUR       8,200      8,069
  SNCF Reseau  2.250% 12/20/47 EUR       5,700      5,986
  SNCF Reseau  2.000%   2/5/48 EUR       2,300      2,272
  SNCF Reseau  5.000%  3/11/52 GBP       2,268      4,090
  SNCF Reseau  4.830%  3/25/60 GBP         633      1,160
  Societe Du Grand Paris EPIC  1.125% 10/22/28 EUR       4,800      4,991
  Societe Du Grand Paris EPIC  0.000% 11/25/30 EUR      16,800     15,503
  Societe Du Grand Paris EPIC  1.125%  5/25/34 EUR      21,400     20,694
  Societe Du Grand Paris EPIC  0.875%  5/10/46 EUR       9,500      7,650
  Societe Du Grand Paris EPIC  1.700%  5/25/50 EUR      15,900     15,147
  Societe Du Grand Paris EPIC  1.000% 11/26/51 EUR      11,000      8,499
  Societe Du Grand Paris EPIC  0.700% 10/15/60 EUR       5,500      3,427
  Societe Du Grand Paris EPIC  1.000%  2/18/70 EUR      10,300      6,825
  Societe Nationale SNCF SA  4.875%  6/12/23 EUR       2,650      2,936
  Societe Nationale SNCF SA  4.125%  2/19/25 EUR         250        286
  Societe Nationale SNCF SA  5.375%  3/18/27 GBP       3,642      5,187
  Societe Nationale SNCF SA  1.500%   2/2/29 EUR       6,400      6,715
105

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Societe Nationale SNCF SA  1.000%  5/25/40 EUR      15,900     13,575
  Societe Nationale SNCF SA  0.875%  2/28/51 EUR      10,400      7,319
  UNEDIC ASSEO  2.375%  5/25/24 EUR       1,400      1,527
  UNEDIC ASSEO  0.125% 11/25/24 EUR      40,800     42,195
  UNEDIC ASSEO  0.625%  2/17/25 EUR       5,200      5,444
  UNEDIC ASSEO  0.625%   3/3/26 EUR       6,500      6,720
  UNEDIC ASSEO  0.100% 11/25/26 EUR      38,000     38,110
  UNEDIC ASSEO  1.250% 10/21/27 EUR       9,700     10,223
  UNEDIC ASSEO  0.500%  3/20/29 EUR      10,900     10,837
  UNEDIC ASSEO  0.250% 11/25/29 EUR      13,600     13,094
  UNEDIC ASSEO  0.000%   3/5/30 EUR      10,000      9,390
  UNEDIC ASSEO  0.000% 11/19/30 EUR       4,800      4,428
  UNEDIC ASSEO  1.500%  4/20/32 EUR         400        415
  UNEDIC ASSEO  1.250%  5/25/33 EUR         900        897
  UNEDIC ASSEO  0.100%  5/25/34 EUR      32,800     28,097
  UNEDIC ASSEO  0.250%  7/16/35 EUR       9,600      8,181
                   7,935,772
Germany (8.2%)                           
  Bundesobligation  0.000%   4/5/24 EUR      16,192     16,996
  Bundesobligation  0.000% 10/18/24 EUR     169,217    176,616
  Bundesobligation  0.000%  4/11/25 EUR     180,000    186,982
  Bundesobligation  0.000% 10/10/25 EUR     190,496    197,045
  Bundesobligation  0.000%  4/10/26 EUR     172,000    177,025
  Bundesobligation  0.000%  10/9/26 EUR     128,000    130,964
  Bundesobligation  0.000%  4/16/27 EUR     230,000    234,321
  Bundesrepublik Deutschland Bundesanleihe  0.000%  2/15/32 EUR     524,000    504,480
  Bundesrepublik Deutschland Bundesanleihe  1.000%  5/15/38 EUR      50,000     51,812
  Bundesrepublik Deutschland Bundesanleihe  0.000%  8/15/52 EUR      49,000     37,196
  Bundesschatzanweisungen  0.000% 12/15/23 EUR     799,902    842,238
  Federal Republic of Germany  1.500%  5/15/23 EUR      17,712     19,000
  Federal Republic of Germany  1.500%  5/15/24 EUR      62,670     67,718
  Federal Republic of Germany  1.000%  8/15/24 EUR      45,126     48,296
  Federal Republic of Germany  0.500%  2/15/26 EUR      34,864     36,624
  Federal Republic of Germany  0.000%  8/15/26 EUR      19,856     20,369
  Federal Republic of Germany  0.250%  2/15/27 EUR      79,396     82,116
  Federal Republic of Germany  0.500%  8/15/27 EUR       3,603      3,758
  Federal Republic of Germany  0.000% 11/15/27 EUR     233,367    236,395
  Federal Republic of Germany  0.500%  2/15/28 EUR     240,617    249,853
  Federal Republic of Germany  0.250%  8/15/28 EUR     254,660    259,589
  Federal Republic of Germany  0.000% 11/15/28 EUR     367,549    368,070
  Federal Republic of Germany  0.250%  2/15/29 EUR      12,928     13,130
  Federal Republic of Germany  0.000%  8/15/29 EUR       8,519      8,459
  Federal Republic of Germany  0.000%  8/15/30 EUR      28,062     27,541
  Federal Republic of Germany  0.000%  2/15/31 EUR      79,155     77,131
  Federal Republic of Germany  0.000%  8/15/31 EUR      25,098     24,258
  Federal Republic of Germany  0.000%  5/15/35 EUR     143,239    131,336
  Federal Republic of Germany  0.000%  5/15/36 EUR     422,263    384,850
  Federal Republic of Germany  4.750%   7/4/40 EUR      12,079     20,438
  Federal Republic of Germany  3.250%   7/4/42 EUR       4,116      6,067
  Federal Republic of Germany  2.500%   7/4/44 EUR      95,299    129,462
  Federal Republic of Germany  2.500%  8/15/46 EUR     251,789    351,273
  Federal Republic of Germany  1.250%  8/15/48 EUR      90,414     99,889
  Federal Republic of Germany  0.000%  8/15/50 EUR      97,161     75,839
  FMS Wertmanagement  1.125%  3/20/23 GBP       8,100     10,125
  FMS Wertmanagement  1.125%   9/7/23 GBP       9,500     11,828
106

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  FMS Wertmanagement  1.375%   3/7/25 GBP       9,100     11,189
  FMS Wertmanagement  0.375%  4/29/30 EUR       5,000      4,783
  Free and Hanseatic City of Hamburg  0.250%  1/20/25 EUR      10,380     10,721
  Free and Hanseatic City of Hamburg  0.375%   4/1/25 EUR       2,851      2,955
  Free and Hanseatic City of Hamburg  0.010%  6/30/28 EUR      20,000     19,366
  Free and Hanseatic City of Hamburg  0.800%  4/11/34 EUR         904        853
  Free and Hanseatic City of Hamburg  1.450%  11/5/38 EUR       6,769      6,706
  Free and Hanseatic City of Hamburg  0.400% 11/23/51 EUR       8,000      5,879
  Free State of Bavaria  0.030%   4/3/28 EUR      26,855     26,105
  Free State of Bavaria  0.150%   4/3/30 EUR       4,437      4,193
  Free State of Bavaria  0.010%  1/18/35 EUR      17,926     15,022
  Free State of Saxony  0.010%  11/5/29 EUR      19,729     18,581
  Free State of Saxony  0.010% 12/17/35 EUR       2,296      1,880
  Gemeinsame Deutsche Bundeslaender  2.250% 10/23/23 EUR          35         38
  Gemeinsame Deutsche Bundeslaender  0.250%  3/18/24 EUR      11,282     11,793
  Gemeinsame Deutsche Bundeslaender  1.125%  9/30/24 EUR       2,483      2,633
  Gemeinsame Deutsche Bundeslaender  0.500%   2/5/25 EUR       7,582      7,890
  Gemeinsame Deutsche Bundeslaender  0.375%  4/17/25 EUR       9,025      9,327
  Gemeinsame Deutsche Bundeslaender  0.625%  2/13/29 EUR       1,806      1,804
  Gemeinsame Deutsche Bundeslaender  0.010%  8/26/30 EUR      16,243     15,069
9 KFW  0.375%  3/15/23 EUR      29,552     31,311
9 KFW  0.000%  6/30/23 EUR      36,366     38,336
9 KFW  2.125%  8/15/23 EUR       9,025      9,762
9 KFW  0.000%  9/15/23 EUR      14,441     15,194
9 KFW  0.125%  11/7/23 EUR       4,885      5,138
9 KFW  1.250% 12/29/23 GBP       9,274     11,531
9 KFW  0.125%  1/15/24 EUR       9,025      9,479
9 KFW  5.000%  3/19/24 AUD         904        662
9 KFW  0.000%   4/2/24 EUR       7,537      7,887
9 KFW  0.050%  5/30/24 EUR       1,355      1,416
9 KFW  1.500%  6/11/24 EUR      10,135     10,904
9 KFW  0.875%  7/18/24 GBP         247        303
9 KFW  1.500%  7/24/24 AUD         700        478
9 KFW  0.125%  10/4/24 EUR      36,557     38,068
9 KFW  1.375%  12/9/24 GBP       5,867      7,245
9 KFW  0.625%  1/15/25 EUR      12,503     13,148
9 KFW  0.000%  2/18/25 EUR      20,000     20,643
9 KFW  4.000%  2/27/25 AUD      13,475      9,708
9 KFW  0.010%  3/31/25 EUR      22,600     23,298
9 KFW  0.375%  4/23/25 EUR      13,087     13,623
9 KFW  5.500%  6/18/25 GBP       9,025     12,502
9 KFW  2.500%  8/25/25 CHF       4,775      5,227
9 KFW  0.250%  9/15/25 EUR      53,113     54,865
9 KFW  0.750%  2/19/26 CAD       4,656      3,330
9 KFW  0.375%   3/9/26 EUR      20,081     20,701
9 KFW  0.000%  6/15/26 EUR      37,123     37,534
9 KFW  3.200%  9/11/26 AUD       8,818      6,143
9 KFW  0.000%  9/30/26 EUR      33,964     34,217
9 KFW  0.625%  2/22/27 EUR      17,148     17,668
9 KFW  0.000%  3/31/27 EUR       2,961      2,952
9 KFW  0.500%  9/15/27 EUR      29,332     29,888
9 KFW  0.000% 12/15/27 EUR      25,357     25,021
9 KFW  0.625%   1/7/28 EUR      18,050     18,431
9 KFW  3.200%  3/15/28 AUD       4,216      2,894
9 KFW  0.750%  6/28/28 EUR      35,769     36,708
107

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
9 KFW  0.000%  9/15/28 EUR       4,513      4,404
9 KFW  6.000%  12/7/28 GBP       4,513      7,015
9 KFW  0.750%  1/15/29 EUR      38,512     39,233
9 KFW  0.000%  6/15/29 EUR      20,000     19,208
9 KFW  0.375%  4/23/30 EUR      10,000      9,712
9 KFW  0.000%  9/17/30 EUR      22,774     21,311
9 KFW  0.000%  1/10/31 EUR      35,855     33,333
9 KFW  0.125%   1/9/32 EUR      30,000     27,764
9 KFW  5.750%   6/7/32 GBP       4,739      7,810
9 KFW  1.125%   5/9/33 EUR      17,599     17,530
9 KFW  0.050%  9/29/34 EUR      11,451      9,837
9 KFW  1.375%  7/31/35 EUR       6,318      6,359
9 KFW  0.375%  5/20/36 EUR       1,670      1,452
9 KFW  5.000%   6/9/36 GBP       4,000      6,608
9 KFW  1.250%   7/4/36 EUR      10,380     10,193
9 KFW  4.875%  3/15/37 GBP         897      1,477
9 KFW  4.700%   6/2/37 CAD       1,061        900
9 KFW  1.125%  6/15/37 EUR       4,513      4,326
9 KFW  2.600%  6/20/37 JPY      10,000        101
9 KFW  0.875%   7/4/39 EUR       2,257      2,049
  Land Baden-Wuerttemberg  2.000% 11/13/23 EUR       3,610      3,892
  Land Baden-Wuerttemberg  0.625%  1/16/25 EUR       4,000      4,178
  Land Baden-Wuerttemberg  0.625%   2/9/27 EUR       4,513      4,610
  Land Baden-Wuerttemberg  0.800%   4/5/28 EUR       4,513      4,590
  Land Baden-Wuerttemberg  0.010%   7/9/32 EUR      14,441     12,871
  Land Berlin  1.875%  6/12/23 EUR         813        873
  Land Berlin  0.500%  2/10/25 EUR       9,477      9,851
  Land Berlin  0.250%  4/22/25 EUR       4,513      4,643
  Land Berlin  0.625%  3/20/26 EUR      18,050     18,617
  Land Berlin  0.625%   2/8/27 EUR       2,528      2,583
  Land Berlin  0.010%  5/18/27 EUR      42,574     42,038
  Land Berlin  0.010% 10/26/28 EUR      12,184     11,731
  Land Berlin  0.010%   7/2/30 EUR      11,733     10,911
  Land Berlin  1.000%  5/19/32 EUR       6,769      6,688
  Land Berlin  1.300%  6/13/33 EUR         904        911
  Land Berlin  0.750%   4/3/34 EUR       9,247      8,615
  Land Berlin  0.125%   6/4/35 EUR       4,513      3,805
  Land Berlin  0.625%  8/25/36 EUR       1,128        999
  Land Berlin  1.375%   6/5/37 EUR       2,257      2,206
  Land Berlin  1.375%  8/27/38 EUR       2,257      2,197
  Land Berlin  0.050%   8/6/40 EUR      13,769     10,341
  Land Berlin  0.100%  1/18/41 EUR       3,545      2,678
  Land Thueringen  0.500%  5/12/25 EUR       2,031      2,104
  Land Thueringen  0.200% 10/26/26 EUR       6,769      6,820
  Land Thueringen  0.010%  3/24/31 EUR       5,000      4,573
  Land Thueringen  0.250%   3/5/40 EUR       3,701      2,902
  Landeskreditbank Baden-Wuerttemberg Foerderbank  4.250%   8/7/25 AUD       5,326      3,845
  Landeskreditbank Baden-Wuerttemberg Foerderbank  0.375%  4/13/26 EUR       6,769      6,883
9 Landwirtschaftliche Rentenbank  0.050%  6/12/23 EUR       6,769      7,131
9 Landwirtschaftliche Rentenbank  1.125% 12/15/23 GBP       4,361      5,412
9 Landwirtschaftliche Rentenbank  0.375%  1/22/24 EUR      13,080     13,741
9 Landwirtschaftliche Rentenbank  4.750%   4/8/24 AUD       1,810      1,320
9 Landwirtschaftliche Rentenbank  4.250%   1/9/25 AUD       7,450      5,403
9 Landwirtschaftliche Rentenbank  0.500%   3/6/25 EUR      10,380     10,786
108

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
9 Landwirtschaftliche Rentenbank  2.600%  3/23/27 AUD       2,130      1,437
9 Landwirtschaftliche Rentenbank  0.625%  5/18/27 EUR      14,576     14,905
9 Landwirtschaftliche Rentenbank  0.375%  2/14/28 EUR       4,513      4,514
9 Landwirtschaftliche Rentenbank  3.250%  4/12/28 AUD       1,970      1,356
9 Landwirtschaftliche Rentenbank  0.000%  7/19/28 EUR       5,328      5,175
9 Landwirtschaftliche Rentenbank  0.500%  2/28/29 EUR      11,310     11,240
9 Landwirtschaftliche Rentenbank  0.000% 11/27/29 EUR       4,513      4,266
9 Landwirtschaftliche Rentenbank  0.050% 12/18/29 EUR      25,855     24,477
9 Landwirtschaftliche Rentenbank  0.625%  2/20/30 EUR       9,025      8,909
9 Landwirtschaftliche Rentenbank  0.050%  1/31/31 EUR      24,000     22,220
  NRW Bank  0.100%  1/10/23 EUR      11,282     11,952
  NRW Bank  0.375% 12/16/24 GBP      24,000     28,824
  NRW Bank  0.250%  3/10/25 EUR       6,769      6,951
  NRW Bank  0.625%  2/11/26 EUR       6,769      6,970
  NRW Bank  0.500%  5/11/26 EUR       5,419      5,538
  NRW Bank  0.250%  9/28/26 EUR       2,685      2,703
  NRW Bank  0.625%  2/23/27 EUR       6,769      6,915
  NRW Bank  0.125%  4/12/27 EUR       7,356      7,293
  NRW Bank  0.500%  9/13/27 EUR       6,769      6,808
  NRW Bank  0.625%   1/4/28 EUR       3,159      3,182
  NRW Bank  0.375%  5/16/29 EUR       3,272      3,181
  NRW Bank  0.100%   7/9/35 EUR       3,257      2,714
  NRW Bank  1.200%  3/28/39 EUR       5,000      4,686
  NRW Bank  0.500%  6/17/41 EUR      16,684     13,582
  NRW Bank  1.250%  5/13/49 EUR       4,513      4,271
  State of Brandenburg  0.010%  6/26/28 EUR      15,547     15,051
  State of Brandenburg  0.750%   8/8/36 EUR       4,513      4,068
  State of Brandenburg  1.450% 11/26/38 EUR       6,363      6,250
  State of Brandenburg  0.300%  10/4/49 EUR         452        326
  State of Bremen  0.500%   3/3/25 EUR       5,867      6,093
  State of Bremen  1.200%  1/30/34 EUR          79         78
  State of Bremen  1.500% 11/12/38 EUR       2,225      2,202
  State of Bremen  1.000%  5/27/39 EUR       5,643      5,146
  State of Bremen  0.500%   5/6/41 EUR       9,367      7,605
  State of Bremen  0.550%   2/4/50 EUR       8,184      6,339
  State of Hesse  1.750%  1/20/23 EUR       1,355      1,448
  State of Hesse  0.125%  1/25/24 EUR         901        941
  State of Hesse  1.375%  6/10/24 EUR       1,806      1,926
  State of Hesse  0.125%  6/20/24 EUR       3,857      4,007
  State of Hesse  0.000%  9/15/24 EUR      17,123     17,656
  State of Hesse  0.500%  2/17/25 EUR       4,739      4,924
  State of Hesse  0.000%  3/10/25 EUR      10,000     10,233
  State of Hesse  0.250%  6/10/25 EUR      11,282     11,594
  State of Hesse  0.000%  4/14/26 EUR         813        817
  State of Hesse  0.375%   7/6/26 EUR      27,031     27,466
  State of Hesse  0.625%   8/2/28 EUR       4,513      4,532
  State of Hesse  0.010%  3/11/30 EUR      10,785     10,101
  State of Hesse  0.000%  11/8/30 EUR      11,282     10,411
  State of Hesse  1.300% 10/10/33 EUR       3,610      3,618
  State of Hesse  0.750%   8/4/36 EUR       5,419      4,904
  State of Lower Saxony  0.125%   3/7/23 EUR       9,025      9,532
  State of Lower Saxony  2.125% 10/11/23 EUR         452        488
  State of Lower Saxony  2.125%  1/16/24 EUR          61         66
  State of Lower Saxony  0.000%   8/2/24 EUR       9,322      9,648
  State of Lower Saxony  0.625%  1/20/25 EUR       4,513      4,717
109

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  State of Lower Saxony  0.125%   3/7/25 EUR       1,806      1,855
  State of Lower Saxony  0.500%  6/13/25 EUR       4,513      4,675
  State of Lower Saxony  0.375%   1/9/26 EUR       9,335      9,561
  State of Lower Saxony  0.500%   6/8/26 EUR       1,128      1,156
  State of Lower Saxony  0.010%   9/8/26 EUR      13,366     13,351
  State of Lower Saxony  0.000%  2/11/27 EUR       5,934      5,881
  State of Lower Saxony  0.125%   4/8/27 EUR         904        900
  State of Lower Saxony  0.625%   7/6/27 EUR       9,025      9,192
  State of Lower Saxony  0.750%  2/15/28 EUR       6,769      6,891
  State of Lower Saxony  0.010%  2/19/29 EUR       8,809      8,427
  State of Lower Saxony  0.375%  5/14/29 EUR       2,708      2,648
  State of Lower Saxony  0.125%  1/10/30 EUR       4,513      4,275
  State of Lower Saxony  0.010%  8/13/30 EUR      33,019     30,648
  State of Lower Saxony  0.010%  1/10/31 EUR       5,000      4,604
  State of Lower Saxony  0.050%   3/9/35 EUR       9,050      7,596
  State of North Rhine-Westphalia Germany  0.200%  2/16/24 EUR      13,478     14,095
  State of North Rhine-Westphalia Germany  1.875%  3/15/24 EUR         881        949
  State of North Rhine-Westphalia Germany  1.000%  1/16/25 EUR          43         45
  State of North Rhine-Westphalia Germany  0.500%  3/11/25 EUR       1,355      1,407
  State of North Rhine-Westphalia Germany  2.000% 10/15/25 EUR       1,355      1,470
  State of North Rhine-Westphalia Germany  0.750%  1/16/26 EUR       6,769      7,029
  State of North Rhine-Westphalia Germany  0.250%  3/13/26 EUR      66,526     67,645
  State of North Rhine-Westphalia Germany  0.500%  4/16/26 EUR       4,513      4,633
  State of North Rhine-Westphalia Germany  0.500%  2/16/27 EUR       9,206      9,356
  State of North Rhine-Westphalia Germany  0.950%  3/13/28 EUR      12,635     12,983
  State of North Rhine-Westphalia Germany  0.000%  1/15/29 EUR       6,460      6,187
  State of North Rhine-Westphalia Germany  0.200%   4/9/30 EUR       3,554      3,378
  State of North Rhine-Westphalia Germany  1.625% 10/24/30 EUR       4,513      4,779
  State of North Rhine-Westphalia Germany  0.625%  7/21/31 EUR       6,769      6,536
  State of North Rhine-Westphalia Germany  2.375%  5/13/33 EUR      16,426     18,419
  State of North Rhine-Westphalia Germany  1.100%  3/13/34 EUR      12,187     11,859
  State of North Rhine-Westphalia Germany  0.000% 10/12/35 EUR      30,183     24,767
  State of North Rhine-Westphalia Germany  1.250%  5/12/36 EUR       6,318      6,127
  State of North Rhine-Westphalia Germany  1.650%  2/22/38 EUR       6,891      6,998
  State of North Rhine-Westphalia Germany  0.500% 11/25/39 EUR      17,318     14,463
  State of North Rhine-Westphalia Germany  1.500%  6/12/40 EUR       2,135      2,106
  State of North Rhine-Westphalia Germany  0.600%   6/4/41 EUR      10,976      9,150
  State of North Rhine-Westphalia Germany  0.750%  8/16/41 EUR         904        775
  State of North Rhine-Westphalia Germany  1.450%  2/16/43 EUR       2,257      2,204
  State of North Rhine-Westphalia Germany  1.650%  5/16/47 EUR       4,513      4,581
  State of North Rhine-Westphalia Germany  1.550%  6/16/48 EUR       4,513      4,496
  State of North Rhine-Westphalia Germany  0.800%  7/30/49 EUR       5,673      4,744
  State of North Rhine-Westphalia Germany  0.200%  1/27/51 EUR      16,981     11,669
  State of North Rhine-Westphalia Germany  0.500%  1/15/52 EUR       8,000      6,054
  State of North Rhine-Westphalia Germany  1.750% 10/26/57 EUR       7,221      7,301
  State of North Rhine-Westphalia Germany  1.750%  7/11/68 EUR      14,257     13,982
  State of North Rhine-Westphalia Germany  1.950%  9/26/78 EUR      13,439     13,974
  State of North Rhine-Westphalia Germany  2.150%  3/21/19 EUR       8,844      9,115
  State of North Rhine-Westphalia Germany  1.375%  1/15/20 EUR      11,264      8,024
  State of North Rhine-Westphalia Germany  0.950%  1/10/21 EUR      18,933     10,516
  State of North Rhine-Westphalia Germany  1.450%  1/19/22 EUR       3,500      2,573
  State of Rhineland-Palatinate  0.500%  1/21/25 EUR       2,708      2,817
  State of Rhineland-Palatinate  0.100%  8/18/26 EUR       4,513      4,532
  State of Rhineland-Palatinate  0.375%  1/26/27 EUR       4,513      4,554
  State of Rhineland-Palatinate  0.700%  1/26/28 EUR       4,513      4,580
110

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  State of Rhineland-Palatinate  0.010%  1/21/31 EUR      16,366     15,047
  State of Rhineland-Palatinate  0.750%  2/23/32 EUR      15,000     14,607
  State of Rhineland-Palatinate  0.375%   4/1/41 EUR       3,400      2,715
  State of Rhineland-Palatinate  0.375%  3/10/51 EUR       3,562      2,621
  State of Saxony-Anhalt  1.875%  4/10/24 EUR       4,061      4,371
  State of Saxony-Anhalt  0.500%  6/25/27 EUR       1,128      1,140
  State of Saxony-Anhalt  0.500%  3/24/51 EUR       6,652      5,094
  State of Schleswig-Holstein Germany  0.500%  5/19/26 EUR      16,505     16,888
  State of Schleswig-Holstein Germany  0.250%  4/18/28 EUR         904        890
  State of Schleswig-Holstein Germany  0.625%  8/31/28 EUR       3,092      3,100
  State of Schleswig-Holstein Germany  0.010%  5/22/30 EUR       6,891      6,423
  State of Schleswig-Holstein Germany  0.050%   7/8/31 EUR       5,669      5,169
                   7,490,314
Hong Kong (0.0%)                           
  Hong Kong Government Bond Programme  0.510% 10/23/23 HKD      65,950      8,244
  Hong Kong Government Bond Programme  0.360%  4/15/24 HKD      69,550      8,559
  Hong Kong Government Bond Programme  2.220%   8/7/24 HKD      13,600      1,730
  Hong Kong Government Bond Programme  1.680%  1/21/26 HKD       4,550        562
  Hong Kong Government Bond Programme  1.250%  6/29/27 HKD       2,750        328
  Hong Kong Government Bond Programme  1.970%  1/17/29 HKD      54,200      6,616
  Hong Kong Government Bond Programme  2.130%  7/16/30 HKD      42,450      5,191
  Hong Kong Government Bond Programme  1.890%   3/2/32 HKD       2,950        349
  Hong Kong Government Bond Programme  2.020%   3/7/34 HKD      12,500      1,465
                   33,044
Hungary (0.2%)                           
  Republic of Hungary  7.000%  6/24/22 HUF     240,970        671
  Republic of Hungary  1.750% 10/26/22 HUF     180,510        489
  Republic of Hungary  1.500%  8/23/23 HUF   1,530,190      4,001
  Republic of Hungary  6.000% 11/24/23 HUF   1,313,160      3,629
  Republic of Hungary  3.000%  6/26/24 HUF   2,000,000      5,157
  Republic of Hungary  2.500% 10/24/24 HUF   5,624,250     14,148
  Republic of Hungary  5.500%  6/24/25 HUF   2,724,420      7,266
  Republic of Hungary  1.250% 10/22/25 EUR       6,092      6,291
  Republic of Hungary  1.000% 11/26/25 HUF   1,697,610      3,853
  Republic of Hungary  1.500%  4/22/26 HUF   4,922,550     11,090
  Republic of Hungary  2.750% 12/22/26 HUF   3,136,210      7,236
  Republic of Hungary  1.750% 10/10/27 EUR       1,986      1,998
  Republic of Hungary  3.000% 10/27/27 HUF   8,990,070     20,452
3 Republic of Hungary  0.125%  9/21/28 EUR       3,428      3,024
  Republic of Hungary  2.000%  5/23/29 HUF   1,819,810      3,666
  Republic of Hungary  3.000%  8/21/30 HUF   4,918,660     10,270
  Republic of Hungary  3.250% 10/22/31 HUF     428,690        892
  Republic of Hungary  1.625%  4/28/32 EUR      25,744     23,213
  Republic of Hungary  2.250%  4/20/33 HUF   2,661,170      4,828
  Republic of Hungary  1.750%   6/5/35 EUR       4,881      4,204
  Republic of Hungary  3.000% 10/27/38 HUF   1,353,760      2,368
  Republic of Hungary  3.000%  4/25/41 HUF   2,477,740      4,156
  Republic of Hungary  1.500% 11/17/50 EUR       3,410      2,260
                   145,162
Iceland (0.0%)                           
  Republic of Iceland  0.625%   6/3/26 EUR       2,065      2,081
Indonesia (1.1%)                           
  Indonesia Treasury Bond  5.625%  5/15/23 IDR 412,266,000     28,764
  Indonesia Treasury Bond  8.375%  3/15/24 IDR 695,284,000     50,342
111

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Indonesia Treasury Bond  8.125%  5/15/24 IDR 498,189,000     36,204
  Indonesia Treasury Bond  6.500%  6/15/25 IDR 884,147,000     62,065
  Indonesia Treasury Bond  7.250%  2/15/26 IDR 127,254,000      9,165
  Indonesia Treasury Bond  5.500%  4/15/26 IDR 897,124,000     60,215
  Indonesia Treasury Bond  8.375%  9/15/26 IDR 304,596,000     22,585
  Indonesia Treasury Bond  5.125%  4/15/27 IDR 609,517,000     39,935
  Indonesia Treasury Bond  7.000%  5/15/27 IDR 672,931,000     47,494
  Indonesia Treasury Bond  6.125%  5/15/28 IDR 651,158,000     43,979
  Indonesia Treasury Bond  9.000%  3/15/29 IDR  22,563,000      1,739
  Indonesia Treasury Bond  8.250%  5/15/29 IDR 592,791,000     44,440
  Indonesia Treasury Bond  7.000%  9/15/30 IDR 922,239,000     63,602
  Indonesia Treasury Bond  6.500%  2/15/31 IDR 962,206,000     64,567
  Indonesia Treasury Bond  8.750%  5/15/31 IDR 130,161,000      9,932
  Indonesia Treasury Bond  6.375%  4/15/32 IDR 563,295,000     37,014
  Indonesia Treasury Bond  7.500%  8/15/32 IDR 297,343,000     21,114
  Indonesia Treasury Bond  6.625%  5/15/33 IDR 726,001,000     48,086
  Indonesia Treasury Bond  8.375%  3/15/34 IDR 557,565,000     41,770
  Indonesia Treasury Bond  7.500%  6/15/35 IDR 455,619,000     32,030
  Indonesia Treasury Bond  8.250%  5/15/36 IDR 410,338,000     30,619
  Indonesia Treasury Bond  9.750%  5/15/37 IDR  58,785,000      4,942
  Indonesia Treasury Bond  7.500%  5/15/38 IDR 414,051,000     29,073
  Indonesia Treasury Bond  8.375%  4/15/39 IDR 499,320,000     37,764
  Indonesia Treasury Bond  7.500%  4/15/40 IDR 766,255,000     53,735
  Indonesia Treasury Bond  7.125%  6/15/42 IDR 435,283,000     29,756
  Indonesia Treasury Bond  7.375%  5/15/48 IDR 289,207,000     20,060
  Indonesia Treasury Bond  6.875%  8/15/51 IDR  56,902,000      3,844
  Republic of Indonesia  2.625%  6/14/23 EUR         100        107
  Republic of Indonesia  1.750%  4/24/25 EUR       6,048      6,329
  Republic of Indonesia  1.450%  9/18/26 EUR       1,996      2,019
  Republic of Indonesia  0.900%  2/14/27 EUR       2,875      2,805
  Republic of Indonesia  3.750%  6/14/28 EUR      10,439     11,525
  Republic of Indonesia  1.000%  7/28/29 EUR       4,171      3,839
  Republic of Indonesia  1.100%  3/12/33 EUR       4,269      3,643
                   1,005,102
Ireland (0.6%)                           
  Republic of Ireland  3.400%  3/18/24 EUR      46,570     51,905
  Republic of Ireland  1.000%  5/15/26 EUR      41,493     44,105
  Republic of Ireland  0.200%  5/15/27 EUR      54,115     55,222
  Republic of Ireland  0.900%  5/15/28 EUR      10,327     10,747
  Republic of Ireland  1.100%  5/15/29 EUR      22,563     23,569
  Republic of Ireland  0.200% 10/18/30 EUR      11,282     10,742
  Republic of Ireland  1.350%  3/18/31 EUR      18,050     18,908
  Republic of Ireland  0.000% 10/18/31 EUR     155,263    141,546
  Republic of Ireland  0.350% 10/18/32 EUR      30,000     27,749
  Republic of Ireland  1.300%  5/15/33 EUR      19,206     19,476
  Republic of Ireland  0.400%  5/15/35 EUR      10,093      9,023
  Republic of Ireland  1.700%  5/15/37 EUR       2,335      2,438
  Republic of Ireland  0.550%  4/22/41 EUR      76,538     63,836
  Republic of Ireland  2.000%  2/18/45 EUR       3,928      4,236
  Republic of Ireland  1.500%  5/15/50 EUR      23,703     22,576
                   506,078
Isle Of Man (0.0%)                           
  Isle of Man  1.625%  9/14/51 GBP       5,332      5,167
112

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Israel (0.3%)                           
  State of Israel  4.250%  3/31/23 ILS      32,942     10,164
  State of Israel  0.150%  7/31/23 ILS      27,002      7,992
  State of Israel  1.500% 11/30/23 ILS      24,730      7,432
  State of Israel  2.875%  1/29/24 EUR      10,268     11,166
  State of Israel  3.750%  3/31/24 ILS      16,697      5,215
  State of Israel  0.400% 10/31/24 ILS      33,807      9,822
  State of Israel  0.500%  4/30/25 ILS     108,302     31,316
  State of Israel  1.750%  8/31/25 ILS     103,563     31,011
  State of Israel  6.250% 10/30/26 ILS      25,433      9,034
  State of Israel  1.500%  1/18/27 EUR      11,556     12,082
  State of Israel  2.000%  3/31/27 ILS      73,103     21,953
  State of Israel  2.250%  9/28/28 ILS     158,202     47,810
  State of Israel  1.500%  1/16/29 EUR       2,257      2,332
  State of Israel  1.000%  3/31/30 ILS     124,925     34,105
  State of Israel  1.500%  5/31/37 ILS      32,829      8,359
  State of Israel  5.500%  1/31/42 ILS      29,784     12,485
  State of Israel  3.750%  3/31/47 ILS     124,184     41,722
  State of Israel  2.500%  1/16/49 EUR       3,128      3,282
  State of Israel  2.800% 11/29/52 ILS      14,100      3,882
                   311,164
Italy (6.7%)                           
  Cassa Depositi e Prestiti SpA  2.125%  9/27/23 EUR       2,300      2,481
  Cassa Depositi e Prestiti SpA  1.500%  6/21/24 EUR       2,300      2,446
  Cassa Depositi e Prestiti SpA  1.500%   4/9/25 EUR       3,600      3,790
  Cassa Depositi e Prestiti SpA  1.875%   2/7/26 EUR       2,300      2,437
  Cassa Depositi e Prestiti SpA  2.000%  4/20/27 EUR       6,800      7,173
  Cassa Depositi e Prestiti SpA  1.000%  2/11/30 EUR       7,800      7,311
  Italy Buoni Poliennali Del Tesoro  0.000% 11/29/22 EUR     194,083    204,942
  Italy Buoni Poliennali Del Tesoro  0.300%  8/15/23 EUR      82,032     86,568
  Italy Buoni Poliennali Del Tesoro  0.000% 11/29/23 EUR      70,128     73,188
  Italy Buoni Poliennali Del Tesoro  0.000%  1/15/24 EUR      71,517     74,537
  Italy Buoni Poliennali Del Tesoro  0.000%  1/30/24 EUR     441,496    459,845
  Italy Buoni Poliennali Del Tesoro  0.000%  4/15/24 EUR      10,260     10,626
  Italy Buoni Poliennali Del Tesoro  1.750%   7/1/24 EUR     174,242    186,306
  Italy Buoni Poliennali Del Tesoro  0.000%  8/15/24 EUR     182,362    187,427
  Italy Buoni Poliennali Del Tesoro  1.450% 11/15/24 EUR      26,112     27,638
  Italy Buoni Poliennali Del Tesoro  0.000% 12/15/24 EUR      70,000     71,343
3 Italy Buoni Poliennali Del Tesoro  1.850%   7/1/25 EUR     433,581    461,677
  Italy Buoni Poliennali Del Tesoro  1.200%  8/15/25 EUR      77,682     80,806
  Italy Buoni Poliennali Del Tesoro  0.500%   2/1/26 EUR      45,713     46,300
  Italy Buoni Poliennali Del Tesoro  0.000%   4/1/26 EUR      75,000     74,031
  Italy Buoni Poliennali Del Tesoro  1.600%   6/1/26 EUR      50,000     52,575
  Italy Buoni Poliennali Del Tesoro  2.100%  7/15/26 EUR     174,508    186,791
  Italy Buoni Poliennali Del Tesoro  0.000%   8/1/26 EUR     122,283    119,666
  Italy Buoni Poliennali Del Tesoro  1.100%   4/1/27 EUR     361,547    365,969
  Italy Buoni Poliennali Del Tesoro  2.050%   8/1/27 EUR     102,109    108,263
  Italy Buoni Poliennali Del Tesoro  0.950%  9/15/27 EUR      47,733     47,786
  Italy Buoni Poliennali Del Tesoro  6.500%  11/1/27 EUR         176        230
  Italy Buoni Poliennali Del Tesoro  0.250%  3/15/28 EUR     397,113    376,485
  Italy Buoni Poliennali Del Tesoro  0.500%  7/15/28 EUR     170,204    162,269
  Italy Buoni Poliennali Del Tesoro  3.000%   8/1/29 EUR     110,378    121,563
3 Italy Buoni Poliennali Del Tesoro  3.500%   3/1/30 EUR      68,079     77,792
  Italy Buoni Poliennali Del Tesoro  1.350%   4/1/30 EUR      60,920     59,082
3 Italy Buoni Poliennali Del Tesoro  1.650%  12/1/30 EUR     411,004    401,586
113

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Italy Buoni Poliennali Del Tesoro  0.900%   4/1/31 EUR     446,995    407,612
3 Italy Buoni Poliennali Del Tesoro  0.600%   8/1/31 EUR     175,643    153,850
3 Italy Buoni Poliennali Del Tesoro  0.950%  12/1/31 EUR      72,000     64,955
3 Italy Buoni Poliennali Del Tesoro  1.650%   3/1/32 EUR      58,137     56,120
  Italy Buoni Poliennali Del Tesoro  0.950%   6/1/32 EUR      55,855     49,783
3 Italy Buoni Poliennali Del Tesoro  2.450%   9/1/33 EUR      90,265     92,440
3 Italy Buoni Poliennali Del Tesoro  3.350%   3/1/35 EUR     153,100    170,374
3 Italy Buoni Poliennali Del Tesoro  1.450%   3/1/36 EUR      35,000     30,910
3 Italy Buoni Poliennali Del Tesoro  4.000%   2/1/37 EUR      19,776     23,670
3 Italy Buoni Poliennali Del Tesoro  0.950%   3/1/37 EUR     189,633    153,344
3 Italy Buoni Poliennali Del Tesoro  2.950%   9/1/38 EUR      54,237     57,404
3 Italy Buoni Poliennali Del Tesoro  3.100%   3/1/40 EUR      44,316     47,429
3 Italy Buoni Poliennali Del Tesoro  5.000%   9/1/40 EUR       7,847     10,608
3 Italy Buoni Poliennali Del Tesoro  1.800%   3/1/41 EUR     170,354    147,853
3 Italy Buoni Poliennali Del Tesoro  4.750%   9/1/44 EUR      46,471     62,463
3 Italy Buoni Poliennali Del Tesoro  1.500%  4/30/45 EUR      98,762     77,257
3 Italy Buoni Poliennali Del Tesoro  3.250%   9/1/46 EUR      54,662     59,337
3 Italy Buoni Poliennali Del Tesoro  2.700%   3/1/47 EUR      82,000     80,735
3 Italy Buoni Poliennali Del Tesoro  3.850%   9/1/49 EUR      63,102     74,971
3 Italy Buoni Poliennali Del Tesoro  2.450%   9/1/50 EUR      25,867     23,550
3 Italy Buoni Poliennali Del Tesoro  1.700%   9/1/51 EUR       3,953      3,044
3 Italy Buoni Poliennali Del Tesoro  2.150%   9/1/52 EUR     135,036    113,837
3 Italy Buoni Poliennali Del Tesoro  2.800%   3/1/67 EUR      43,914     41,363
  Republic of Italy  6.000%   8/4/28 GBP       5,370      7,771
                   6,161,609
Japan (16.8%)                           
  Deposit Insurance Corp. of Japan  0.100%   8/6/24 JPY   1,700,000     13,127
  Deposit Insurance Corp. of Japan  0.100% 12/10/24 JPY   1,500,000     11,586
  Development Bank of Japan Inc.  0.645%  3/18/24 JPY     226,100      1,763
  Development Bank of Japan Inc.  0.466% 12/12/24 JPY     270,700      2,111
  Development Bank of Japan Inc.  0.450%  3/13/25 JPY     180,500      1,408
  Development Bank of Japan Inc.  0.425%  9/11/25 JPY     341,600      2,668
  Development Bank of Japan Inc.  0.875% 10/10/25 EUR      26,831     27,783
  Development Bank of Japan Inc.  0.020%  3/16/26 JPY      20,600        159
  Fukuoka Prefecture  0.432%  6/18/49 JPY     160,000      1,071
  Japan  0.005%   4/1/23 JPY  15,291,250    117,941
  Japan  0.005%   5/1/23 JPY   4,500,000     34,712
  Japan  0.005%   6/1/23 JPY  14,500,000    111,855
  Japan  0.100%  6/20/23 JPY  15,478,000    119,532
  Japan  0.800%  6/20/23 JPY   6,188,250     48,168
  Japan  0.800%  6/20/23 JPY     270,800      2,108
  Japan  1.800%  6/20/23 JPY   1,128,150      8,880
  Japan  0.005%   7/1/23 JPY   9,081,050     70,055
  Japan  0.005%   8/1/23 JPY  13,771,400    106,220
  Japan  0.005%   9/1/23 JPY   7,975,850     61,531
  Japan  0.100%  9/20/23 JPY   7,919,500     61,178
  Japan  0.600%  9/20/23 JPY     451,250      3,510
  Japan  0.800%  9/20/23 JPY     566,800      4,421
  Japan  1.900%  9/20/23 JPY   1,378,650     10,914
  Japan  0.005%  10/1/23 JPY   6,009,000     46,362
  Japan  0.005%  11/1/23 JPY   7,500,000     57,862
  Japan  0.005%  12/1/23 JPY   1,307,650     10,088
  Japan  0.100% 12/20/23 JPY  10,204,550     78,850
  Japan  0.600% 12/20/23 JPY   7,066,650     55,048
  Japan  1.900% 12/20/23 JPY     812,150      6,460
114

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  0.005%   1/1/24 JPY  14,592,000    112,580
  Japan  0.005%   2/1/24 JPY  16,500,000    127,289
  Japan  0.100%  3/20/24 JPY  13,032,000    100,716
  Japan  0.600%  3/20/24 JPY   8,524,200     66,495
  Japan  1.900%  3/20/24 JPY     225,650      1,803
  Japan  0.005%   4/1/24 JPY  42,455,000    327,538
  Japan  0.100%  6/20/24 JPY  10,414,750     80,506
  Japan  0.600%  6/20/24 JPY     320,400      2,503
  Japan  0.100%  9/20/24 JPY  10,751,150     83,137
  Japan  0.500%  9/20/24 JPY   5,730,900     44,737
  Japan  2.100%  9/20/24 JPY     588,900      4,770
  Japan  0.100% 12/20/24 JPY   9,276,900     71,763
  Japan  0.300% 12/20/24 JPY   4,539,600     35,302
  Japan  0.500% 12/20/24 JPY   3,488,200     27,267
  Japan  0.100%  3/20/25 JPY   7,220,050     55,871
  Japan  0.400%  3/20/25 JPY   4,451,600     34,745
  Japan  2.000%  3/20/25 JPY      33,900        277
  Japan  0.100%  6/20/25 JPY   9,701,950     75,101
  Japan  0.400%  6/20/25 JPY   3,745,450     29,263
  Japan  1.900%  6/20/25 JPY     519,000      4,243
  Japan  2.100%  6/20/25 JPY   1,353,750     11,133
  Japan  0.100%  9/20/25 JPY  12,319,550     95,378
  Japan  0.400%  9/20/25 JPY   1,441,750     11,274
  Japan  2.100%  9/20/25 JPY      90,250        746
  Japan  0.100% 12/20/25 JPY  29,526,000    228,619
  Japan  0.300% 12/20/25 JPY  10,243,500     79,886
  Japan  2.000% 12/20/25 JPY   1,507,200     12,472
  Japan  0.005%  3/20/26 JPY  32,612,250    251,614
  Japan  0.100%  3/20/26 JPY   2,301,400     17,820
  Japan  2.100%  3/20/26 JPY     388,100      3,237
  Japan  2.200%  3/20/26 JPY     361,000      3,022
  Japan  0.005%  6/20/26 JPY  40,630,850    313,417
  Japan  0.100%  6/20/26 JPY   2,451,800     18,985
  Japan  0.005%  9/20/26 JPY  31,967,200    246,523
  Japan  0.100%  9/20/26 JPY   3,139,000     24,307
  Japan  2.200%  9/20/26 JPY      27,150        229
  Japan  2.300%  9/20/26 JPY      15,850        134
  Japan  0.005% 12/20/26 JPY  32,700,000    252,082
  Japan  0.100% 12/20/26 JPY   5,846,000     45,263
  Japan  2.100% 12/20/26 JPY   2,256,300     19,081
  Japan  0.005%  3/20/27 JPY  30,000,000    231,210
  Japan  0.100%  3/20/27 JPY   5,069,850     39,252
  Japan  2.000%  3/20/27 JPY     451,250      3,816
  Japan  2.100%  3/20/27 JPY     158,000      1,342
  Japan  0.100%  6/20/27 JPY   3,828,900     29,634
  Japan  2.300%  6/20/27 JPY       9,100         78
  Japan  0.100%  9/20/27 JPY   5,071,950     39,237
  Japan  2.200%  9/20/27 JPY       6,800         59
  Japan  0.100% 12/20/27 JPY   5,285,950     40,870
  Japan  2.100% 12/20/27 JPY   1,011,300      8,696
  Japan  0.100%  3/20/28 JPY   3,709,300     28,661
  Japan  2.200%  3/20/28 JPY   1,782,450     15,466
  Japan  2.400%  3/20/28 JPY   2,639,850     23,145
  Japan  0.100%  6/20/28 JPY   3,948,500     30,488
  Japan  2.400%  6/20/28 JPY     464,800      4,093
115

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  0.100%  9/20/28 JPY   6,191,350     47,767
  Japan  2.100%  9/20/28 JPY   2,764,350     24,038
  Japan  2.200%  9/20/28 JPY     541,550      4,736
  Japan  0.100% 12/20/28 JPY   6,387,100     49,235
  Japan  1.900% 12/20/28 JPY   3,267,150     28,181
  Japan  2.100% 12/20/28 JPY     270,800      2,363
  Japan  0.100%  3/20/29 JPY   3,623,450     27,906
  Japan  1.900%  3/20/29 JPY   1,872,700     16,202
  Japan  2.100%  3/20/29 JPY   2,036,550     17,835
  Japan  0.100%  6/20/29 JPY   9,766,600     75,137
  Japan  2.100%  6/20/29 JPY   2,495,500     21,929
  Japan  0.100%  9/20/29 JPY  17,636,500    135,537
  Japan  2.100%  9/20/29 JPY   3,871,750     34,131
  Japan  2.800%  9/20/29 JPY   1,218,450     11,223
  Japan  0.100% 12/20/29 JPY  17,840,950    136,937
  Japan  2.100% 12/20/29 JPY   3,384,400     29,930
  Japan  2.200% 12/20/29 JPY   2,590,250     23,058
  Japan  0.100%  3/20/30 JPY  18,440,450    141,354
  Japan  2.100%  3/20/30 JPY      36,150        321
  Japan  2.200%  3/20/30 JPY   2,842,950     25,389
  Japan  2.300%  5/20/30 JPY      76,750        692
  Japan  0.100%  6/20/30 JPY  15,105,750    115,640
  Japan  1.600%  6/20/30 JPY     257,250      2,209
  Japan  1.800%  6/20/30 JPY      18,100        158
  Japan  2.000%  6/20/30 JPY   2,256,300     19,939
  Japan  0.100%  9/20/30 JPY  20,403,000    156,053
  Japan  1.800%  9/20/30 JPY     631,800      5,520
  Japan  1.900%  9/20/30 JPY   1,972,000     17,356
  Japan  0.100% 12/20/30 JPY  35,580,300    271,897
  Japan  2.000% 12/20/30 JPY   1,353,800     12,041
  Japan  2.100% 12/20/30 JPY   3,686,800     33,033
  Japan  0.100%  3/20/31 JPY  33,420,900    255,147
  Japan  1.900%  3/20/31 JPY   2,707,550     23,972
  Japan  2.000%  3/20/31 JPY   5,496,250     49,035
  Japan  2.200%  3/20/31 JPY     225,650      2,044
  Japan  0.100%  6/20/31 JPY  47,733,250    364,044
  Japan  1.800%  6/20/31 JPY   2,100,650     18,509
  Japan  1.900%  6/20/31 JPY   2,685,000     23,845
  Japan  0.100%  9/20/31 JPY  39,951,250    304,440
  Japan  1.700%  9/20/31 JPY  11,281,350     98,876
  Japan  1.800%  9/20/31 JPY   3,418,250     30,204
  Japan  0.100% 12/20/31 JPY  31,600,000    240,611
  Japan  1.700% 12/20/31 JPY   3,023,400     26,570
  Japan  1.800% 12/20/31 JPY  12,199,550    108,106
  Japan  0.200%  3/20/32 JPY  22,000,000    168,989
  Japan  1.600%  3/20/32 JPY   4,038,700     35,279
  Japan  1.700%  3/20/32 JPY   1,444,050     12,723
  Japan  1.800%  3/20/32 JPY     509,950      4,531
  Japan  1.500%  6/20/32 JPY   2,842,950     24,666
  Japan  1.600%  6/20/32 JPY   1,402,500     12,276
  Japan  1.700%  9/20/32 JPY   6,673,600     59,029
  Japan  1.700% 12/20/32 JPY   5,067,600     44,899
  Japan  1.800% 12/20/32 JPY   2,707,550     24,208
  Japan  1.500%  3/20/33 JPY   5,624,050     48,980
  Japan  1.600%  3/20/33 JPY   4,767,050     41,910
116

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  1.700%  6/20/33 JPY     699,450      6,217
  Japan  1.700%  6/20/33 JPY   5,650,650     50,222
  Japan  1.700%  9/20/33 JPY   5,304,400     47,211
  Japan  1.600% 12/20/33 JPY   4,918,700     43,409
  Japan  2.000% 12/20/33 JPY     225,650      2,071
  Japan  1.500%  3/20/34 JPY   6,085,250     53,217
  Japan  2.400%  3/20/34 JPY   1,669,650     15,949
  Japan  1.500%  6/20/34 JPY   5,618,150     49,176
  Japan  2.500%  6/20/34 JPY     908,400      8,782
  Japan  1.400%  9/20/34 JPY  10,712,800     92,843
  Japan  2.500%  9/20/34 JPY     180,500      1,749
  Japan  1.200% 12/20/34 JPY   6,599,300     55,973
  Japan  2.400% 12/20/34 JPY   1,037,900      9,985
  Japan  1.200%  3/20/35 JPY  10,653,150     90,361
  Japan  2.300%  3/20/35 JPY   1,128,150     10,769
  Japan  1.300%  6/20/35 JPY   9,538,300     81,845
  Japan  2.300%  6/20/35 JPY   1,615,500     15,452
  Japan  1.200%  9/20/35 JPY   9,742,000     82,626
  Japan  2.500%  9/20/35 JPY     451,250      4,415
  Japan  1.000% 12/20/35 JPY   8,801,100     72,849
  Japan  2.300% 12/20/35 JPY   1,132,650     10,875
  Japan  0.400%  3/20/36 JPY   8,432,850     64,519
  Japan  2.500%  3/20/36 JPY     996,400      9,790
  Japan  0.200%  6/20/36 JPY  14,506,350    107,704
  Japan  2.500%  6/20/36 JPY     654,350      6,442
  Japan  0.500%  9/20/36 JPY  10,997,000     84,960
  Japan  2.500%  9/20/36 JPY     270,800      2,671
  Japan  0.600% 12/20/36 JPY  13,000,350    101,656
  Japan  2.300% 12/20/36 JPY     364,600      3,524
  Japan  0.700%  3/20/37 JPY  14,479,550    114,616
  Japan  2.400%  3/20/37 JPY   1,630,850     15,967
  Japan  0.600%  6/20/37 JPY  10,224,050     79,672
  Japan  0.600%  9/20/37 JPY  14,533,150    113,073
  Japan  2.500%  9/20/37 JPY       7,750         77
  Japan  0.600% 12/20/37 JPY   8,395,400     65,214
  Japan  0.500%  3/20/38 JPY  17,375,550    132,712
  Japan  2.500%  3/20/38 JPY   1,316,300     13,132
  Japan  0.500%  6/20/38 JPY  12,423,000     94,698
  Japan  0.700%  9/20/38 JPY  22,811,600    179,021
  Japan  2.400%  9/20/38 JPY   1,142,600     11,302
  Japan  0.500% 12/20/38 JPY  15,661,900    118,899
  Japan  0.400%  3/20/39 JPY  11,461,400     85,417
  Japan  2.300%  3/20/39 JPY   2,034,250     19,933
  Japan  0.300%  6/20/39 JPY   9,855,350     72,034
  Japan  0.300%  9/20/39 JPY   9,151,250     66,705
  Japan  2.200%  9/20/39 JPY   4,028,800     39,064
  Japan  0.300% 12/20/39 JPY  11,091,800     80,624
  Japan  0.400%  3/20/40 JPY  10,001,150     73,789
  Japan  2.300%  3/20/40 JPY   2,066,750     20,348
  Japan  0.400%  6/20/40 JPY  13,126,000     96,586
  Japan  0.400%  9/20/40 JPY  15,144,850    111,145
  Japan  2.000%  9/20/40 JPY   8,112,550     76,795
  Japan  0.500% 12/20/40 JPY  21,851,400    162,862
  Japan  0.500%  3/20/41 JPY  21,759,500    161,758
  Japan  2.200%  3/20/41 JPY   5,987,250     58,364
117

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  0.400%  6/20/41 JPY  22,087,550    160,739
  Japan  0.500%  9/20/41 JPY  22,043,700    163,022
  Japan  2.000%  9/20/41 JPY   5,819,850     55,183
  Japan  0.500% 12/20/41 JPY  22,200,000    163,692
  Japan  0.800%  3/20/42 JPY  11,660,000     90,730
  Japan  2.000%  3/20/42 JPY   6,871,200     65,186
  Japan  1.900%  9/20/42 JPY   8,543,150     79,947
  Japan  1.800%  3/20/43 JPY   3,716,050     34,289
  Japan  1.900%  6/20/43 JPY   3,341,850     31,360
  Japan  1.800%  9/20/43 JPY   2,687,300     24,832
  Japan  1.700% 12/20/43 JPY   4,360,850     39,658
  Japan  1.700%  3/20/44 JPY   4,303,500     39,155
  Japan  1.700%  6/20/44 JPY   2,890,500     26,312
  Japan  1.700%  9/20/44 JPY   5,279,550     48,078
  Japan  1.500% 12/20/44 JPY   4,699,800     41,324
  Japan  1.500%  3/20/45 JPY   5,409,950     47,573
  Japan  1.600%  6/20/45 JPY   1,895,300     16,974
  Japan  1.400%  9/20/45 JPY   1,640,600     14,159
  Japan  1.400% 12/20/45 JPY   4,441,300     38,325
  Japan  0.800%  3/20/46 JPY   4,984,850     38,033
  Japan  0.300%  6/20/46 JPY   7,017,300     47,572
  Japan  0.500%  9/20/46 JPY   6,303,400     44,751
  Japan  0.600% 12/20/46 JPY   4,805,900     34,865
  Japan  0.800%  3/20/47 JPY   5,643,250     42,804
  Japan  0.800%  6/20/47 JPY   6,898,150     52,249
  Japan  0.800%  9/20/47 JPY   6,105,700     46,186
  Japan  0.800% 12/20/47 JPY   9,619,450     72,669
  Japan  0.800%  3/20/48 JPY   9,840,200     74,237
  Japan  2.400%  3/20/48 JPY     361,000      3,750
  Japan  0.700%  6/20/48 JPY  14,167,300    104,197
  Japan  0.900%  9/20/48 JPY   6,044,300     46,565
  Japan  0.700% 12/20/48 JPY   7,816,900     57,305
  Japan  0.500%  3/20/49 JPY   6,671,800     46,385
  Japan  2.200%  3/20/49 JPY     733,300      7,384
  Japan  0.400%  6/20/49 JPY   8,587,750     57,989
  Japan  0.400%  9/20/49 JPY   7,677,600     51,719
  Japan  0.400% 12/20/49 JPY   7,027,100     47,221
  Japan  0.400%  3/20/50 JPY   7,178,600     48,121
  Japan  2.200%  3/20/50 JPY   1,010,800     10,211
  Japan  0.600%  6/20/50 JPY   9,863,100     69,698
  Japan  0.600%  9/20/50 JPY   8,258,800     58,244
  Japan  0.700% 12/20/50 JPY  13,188,850     95,367
  Japan  0.700%  3/20/51 JPY  13,603,950     98,194
  Japan  2.200%  3/20/51 JPY   1,379,900     13,979
  Japan  0.700%  6/20/51 JPY  16,351,850    117,812
  Japan  0.700%  9/20/51 JPY  13,558,800     97,508
  Japan  0.700% 12/20/51 JPY  15,850,000    113,741
  Japan  1.000%  3/20/52 JPY   6,000,000     46,573
  Japan  2.000%  3/20/52 JPY   3,193,100     31,158
  Japan  1.900%  3/20/53 JPY   1,435,950     13,780
  Japan  1.700%  3/20/54 JPY   3,237,800     29,843
  Japan  1.400%  3/20/55 JPY   3,467,850     29,820
  Japan  0.400%  3/20/56 JPY   6,780,950     43,381
  Japan  0.900%  3/20/57 JPY   9,440,100     70,698
  Japan  0.800%  3/20/58 JPY  10,430,100     75,535
118

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan  0.500%  3/20/59 JPY  10,100,850     65,757
  Japan  0.500%  3/20/60 JPY  13,887,550     89,956
  Japan  0.700%  3/20/61 JPY  14,735,200    102,200
  Japan Expressway Holding and Debt Repayment Agency  0.765%  9/20/22 JPY      90,000        695
  Japan Expressway Holding and Debt Repayment Agency  0.796%  9/20/22 JPY     140,000      1,082
  Japan Expressway Holding and Debt Repayment Agency  0.815%  2/28/23 JPY     251,700      1,953
  Japan Expressway Holding and Debt Repayment Agency  0.541%  4/28/23 JPY     372,800      2,888
  Japan Expressway Holding and Debt Repayment Agency  0.882%  6/30/23 JPY     368,700      2,870
  Japan Expressway Holding and Debt Repayment Agency  0.911%  7/31/23 JPY     586,700      4,573
  Japan Expressway Holding and Debt Repayment Agency  0.801%  9/29/23 JPY      31,800        248
  Japan Expressway Holding and Debt Repayment Agency  0.669% 11/30/23 JPY     451,300      3,514
  Japan Expressway Holding and Debt Repayment Agency  0.693% 12/28/23 JPY     225,600      1,758
  Japan Expressway Holding and Debt Repayment Agency  0.660%  2/29/24 JPY     902,600      7,038
  Japan Expressway Holding and Debt Repayment Agency  0.645%  3/29/24 JPY     459,100      3,580
  Japan Expressway Holding and Debt Repayment Agency  0.669%  4/30/24 JPY     466,900      3,645
  Japan Expressway Holding and Debt Repayment Agency  0.660%  5/31/24 JPY     483,100      3,773
  Japan Expressway Holding and Debt Repayment Agency  0.601%  7/31/24 JPY     902,500      7,046
  Japan Expressway Holding and Debt Repayment Agency  0.544%  9/30/24 JPY      11,400         89
  Japan Expressway Holding and Debt Repayment Agency  0.539% 10/31/24 JPY     451,300      3,523
  Japan Expressway Holding and Debt Repayment Agency  0.495% 11/29/24 JPY     686,000      5,351
  Japan Expressway Holding and Debt Repayment Agency  0.466% 12/27/24 JPY     902,600      7,039
  Japan Expressway Holding and Debt Repayment Agency  0.320%  1/31/25 JPY     180,500      1,402
  Japan Expressway Holding and Debt Repayment Agency  0.414%  2/28/25 JPY     184,500      1,438
  Japan Expressway Holding and Debt Repayment Agency  0.450%  3/31/25 JPY     235,400      1,837
  Japan Expressway Holding and Debt Repayment Agency  0.509%  5/30/25 JPY     261,800      2,048
  Japan Expressway Holding and Debt Repayment Agency  0.557%  7/31/25 JPY       6,400         50
  Japan Expressway Holding and Debt Repayment Agency  0.440%  8/29/25 JPY      29,000        227
  Japan Expressway Holding and Debt Repayment Agency  0.320%  1/30/26 JPY     339,000      2,640
  Japan Expressway Holding and Debt Repayment Agency  0.145%  2/27/26 JPY       5,500         43
  Japan Expressway Holding and Debt Repayment Agency  2.450%  3/19/26 JPY      80,000        661
119

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan Expressway Holding and Debt Repayment Agency  2.280%  4/20/27 JPY      40,000        341
  Japan Expressway Holding and Debt Repayment Agency  0.140%  4/30/27 JPY   1,057,100      8,179
  Japan Expressway Holding and Debt Repayment Agency  0.110%  5/31/27 JPY       5,000         39
  Japan Expressway Holding and Debt Repayment Agency  0.130%  6/30/27 JPY      95,500        738
  Japan Expressway Holding and Debt Repayment Agency  0.160%  7/30/27 JPY     100,000        774
  Japan Expressway Holding and Debt Repayment Agency  0.155%  8/31/27 JPY     270,800      2,094
  Japan Expressway Holding and Debt Repayment Agency  0.090%  9/30/27 JPY   1,339,800     10,324
  Japan Expressway Holding and Debt Repayment Agency  2.340% 10/20/27 JPY     330,000      2,849
  Japan Expressway Holding and Debt Repayment Agency  0.170% 10/29/27 JPY     541,600      4,191
  Japan Expressway Holding and Debt Repayment Agency  0.160% 11/30/27 JPY     270,700      2,093
  Japan Expressway Holding and Debt Repayment Agency  2.250% 12/20/27 JPY      50,000        431
  Japan Expressway Holding and Debt Repayment Agency  0.185%  1/31/28 JPY     278,900      2,159
  Japan Expressway Holding and Debt Repayment Agency  2.420%  6/20/28 JPY     400,000      3,505
  Japan Expressway Holding and Debt Repayment Agency  2.370%  9/20/28 JPY      50,000        438
  Japan Expressway Holding and Debt Repayment Agency  2.410%  4/20/29 JPY     200,000      1,776
  Japan Expressway Holding and Debt Repayment Agency  2.100% 12/28/29 JPY     300,000      2,641
  Japan Expressway Holding and Debt Repayment Agency  1.427%  7/31/34 JPY     400,000      3,452
  Japan Expressway Holding and Debt Repayment Agency  1.338% 10/31/34 JPY   1,600,000     13,682
  Japan Expressway Holding and Debt Repayment Agency  0.970%  1/31/35 JPY     900,000      7,385
  Japan Expressway Holding and Debt Repayment Agency  1.240%  7/31/35 JPY     300,000      2,543
  Japan Expressway Holding and Debt Repayment Agency  1.119% 10/31/35 JPY     100,000        836
  Japan Expressway Holding and Debt Repayment Agency  0.934%  1/31/36 JPY   1,600,000     13,065
  Japan Expressway Holding and Debt Repayment Agency  0.306%  4/30/36 JPY     100,000        751
  Japan Expressway Holding and Debt Repayment Agency  0.149%  7/31/36 JPY   1,000,000      7,325
  Japan Expressway Holding and Debt Repayment Agency  0.397% 10/31/36 JPY     700,000      5,303
  Japan Expressway Holding and Debt Repayment Agency  0.591%  1/29/38 JPY   1,300,000     10,024
  Japan Expressway Holding and Debt Repayment Agency  0.538%  5/31/38 JPY     400,000      3,052
  Japan Expressway Holding and Debt Repayment Agency  0.625%  8/31/38 JPY     400,000      3,087
  Japan Expressway Holding and Debt Repayment Agency  0.500%  9/17/38 JPY     100,000        748
120

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan Expressway Holding and Debt Repayment Agency  0.625%  9/30/38 JPY     500,000      3,857
  Japan Expressway Holding and Debt Repayment Agency  0.500%  3/18/39 JPY     100,000        744
  Japan Expressway Holding and Debt Repayment Agency  2.300%  2/29/40 JPY     100,000        979
  Japan Expressway Holding and Debt Repayment Agency  2.960%  3/19/46 JPY     160,000      1,747
  Japan Expressway Holding and Debt Repayment Agency  2.870% 12/20/46 JPY      40,000        433
  Japan Expressway Holding and Debt Repayment Agency  2.700%  3/20/48 JPY     930,000      9,872
  Japan Expressway Holding and Debt Repayment Agency  0.686%  7/31/48 JPY     200,000      1,446
  Japan Expressway Holding and Debt Repayment Agency  0.542%  5/31/49 JPY     500,000      3,463
  Japan Expressway Holding and Debt Repayment Agency  0.422% 12/28/49 JPY     500,000      3,340
  Japan Expressway Holding and Debt Repayment Agency  0.306%  3/31/50 JPY     200,000      1,289
  Japan Expressway Holding and Debt Repayment Agency  1.861%  3/19/55 JPY   1,090,000     10,054
  Japan Finance Corp.  0.001%  7/31/24 JPY     930,000      7,164
  Japan Finance Organization for Municipalities  0.815%  2/17/23 JPY     676,900      5,249
  Japan Finance Organization for Municipalities  0.576%  4/28/23 JPY     370,000      2,855
  Japan Finance Organization for Municipalities  0.882%  6/16/23 JPY     451,300      3,512
  Japan Finance Organization for Municipalities  0.311%  7/28/23 JPY     820,000      6,343
  Japan Finance Organization for Municipalities  0.922%  7/28/23 JPY     140,000      1,091
  Japan Finance Organization for Municipalities  0.835%  8/14/23 JPY      24,400        190
  Japan Finance Organization for Municipalities  0.801%  9/15/23 JPY      22,600        176
  Japan Finance Organization for Municipalities  0.669% 11/17/23 JPY     712,600      5,548
  Japan Finance Organization for Municipalities  0.660%  2/16/24 JPY     451,300      3,518
  Japan Finance Organization for Municipalities  0.669%  4/12/24 JPY     699,500      5,460
  Japan Finance Organization for Municipalities  0.660%  5/21/24 JPY   1,380,000     10,777
  Japan Finance Organization for Municipalities  0.391%  4/25/25 JPY     101,600        792
  Japan Finance Organization for Municipalities  0.484%  6/13/25 JPY      91,300        702
  Japan Finance Organization for Municipalities  0.320%  1/19/26 JPY     451,300      3,446
  Japan Finance Organization for Municipalities  0.145%  2/16/26 JPY      40,700        309
  Japan Finance Organization for Municipalities  0.020%  3/13/26 JPY      67,700        511
  Japan Finance Organization for Municipalities  0.140%  4/16/27 JPY     112,900        873
  Japan Finance Organization for Municipalities  0.110%  5/21/27 JPY     676,900      5,227
121

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Japan Finance Organization for Municipalities  0.160%  7/16/27 JPY     459,100      3,553
  Japan Finance Organization for Municipalities  0.170% 10/15/27 JPY     451,300      3,499
  Japan Finance Organization for Municipalities  0.160% 11/15/27 JPY     902,500      6,992
  Japan Finance Organization for Municipalities  0.155% 12/17/27 JPY     100,000        773
  Japan Finance Organization for Municipalities  0.185%  1/21/28 JPY     902,500      6,986
  Japan Finance Organization for Municipalities  0.195%  2/15/28 JPY       5,900         46
  Japan Finance Organization for Municipalities  0.145%  3/14/28 JPY     116,000        896
  Japan Finance Organization for Municipalities  2.290%  4/27/29 JPY      40,000        352
  Japan Finance Organization for Municipalities  2.220%  1/28/30 JPY   1,630,000     14,469
  Japan Finance Organization for Municipalities  0.224%  3/28/31 JPY     280,000      2,142
  Japan Highway Public Corp.  1.540% 12/20/22 JPY     230,000      1,789
  Japan Housing Finance Agency  0.040%  6/20/25 JPY      10,000         77
  Japan Housing Finance Agency  0.075% 10/20/26 JPY   1,900,000     14,629
  Major Joint Local Government Bond  0.910%  7/25/23 JPY     225,700      1,758
  Major Joint Local Government Bond  0.820%  8/25/23 JPY      40,700        317
  Major Joint Local Government Bond  0.680% 10/25/23 JPY      90,300        703
  Major Joint Local Government Bond  0.660% 11/24/23 JPY     649,800      5,056
  Major Joint Local Government Bond  0.710% 12/25/23 JPY   1,669,600     13,012
  Major Joint Local Government Bond  0.760%  1/25/24 JPY     676,900      5,283
  Major Joint Local Government Bond  0.689%  4/25/24 JPY     112,900        882
  Major Joint Local Government Bond  0.674%  5/24/24 JPY     180,500      1,410
  Major Joint Local Government Bond  0.659%  6/25/24 JPY     361,000      2,820
  Major Joint Local Government Bond  0.611%  7/25/24 JPY     475,000      3,709
  Major Joint Local Government Bond  0.566%  8/23/24 JPY     225,700      1,761
  Major Joint Local Government Bond  0.554%  9/25/24 JPY     676,900      5,282
  Major Joint Local Government Bond  0.456% 12/25/24 JPY   1,083,100      8,431
  Major Joint Local Government Bond  0.448%  2/25/25 JPY   1,037,900      8,094
  Major Joint Local Government Bond  0.470%  3/25/25 JPY     789,800      6,165
  Major Joint Local Government Bond  0.406%  4/25/25 JPY   1,647,100     12,836
  Major Joint Local Government Bond  0.553%  5/23/25 JPY   2,301,500     18,018
  Major Joint Local Government Bond  0.548%  6/25/25 JPY   1,173,300      9,042
  Major Joint Local Government Bond  0.553%  7/25/25 JPY     561,300      4,325
  Major Joint Local Government Bond  0.500%  8/25/25 JPY     722,000      5,554
  Major Joint Local Government Bond  0.510%  9/25/25 JPY     979,500      7,536
  Major Joint Local Government Bond  0.496% 11/25/25 JPY     451,300      3,470
  Major Joint Local Government Bond  0.469% 12/25/25 JPY   2,301,500     17,674
  Major Joint Local Government Bond  0.060%  8/25/26 JPY       5,900         45
  Major Joint Local Government Bond  0.060% 10/23/26 JPY       4,000         31
  Major Joint Local Government Bond  0.145% 12/25/26 JPY   1,489,200     11,524
  Major Joint Local Government Bond  0.180%  1/25/27 JPY   1,394,400     10,533
  Major Joint Local Government Bond  0.245%  2/25/27 JPY     767,200      5,964
  Major Joint Local Government Bond  0.210%  3/25/27 JPY     879,100      6,822
  Major Joint Local Government Bond  0.215% 10/25/27 JPY     357,500      2,770
  Major Joint Local Government Bond  0.240%  2/25/28 JPY     216,200      1,677
  Major Joint Local Government Bond  0.180%  4/25/28 JPY   2,572,200     19,876
  Major Joint Local Government Bond  0.200%  5/25/28 JPY     401,700      3,107
122

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Major Joint Local Government Bond  0.205%  6/23/28 JPY     472,000      3,651
  Major Joint Local Government Bond  0.175%  7/25/28 JPY   1,165,600      8,996
  Major Joint Local Government Bond  0.245%  8/25/28 JPY     153,500      1,190
  Major Joint Local Government Bond  0.250%  9/25/28 JPY     614,900      4,766
  Major Joint Local Government Bond  0.160%  1/25/29 JPY   1,026,500      7,900
  Major Joint Local Government Bond  0.140%  2/22/29 JPY     721,900      5,546
  Major Joint Local Government Bond  0.100%  4/25/29 JPY   1,067,900      8,175
  Major Joint Local Government Bond  0.110%  5/25/29 JPY   1,500,000     11,486
  Major Joint Local Government Bond  0.050%  9/25/29 JPY      22,600        172
  Major Joint Local Government Bond  0.070% 11/22/29 JPY   1,495,200     11,384
  Major Joint Local Government Bond  0.095%  2/25/30 JPY     313,600      2,388
  Major Joint Local Government Bond  0.150%  6/25/30 JPY     451,300      3,447
  Major Joint Local Government Bond  0.125%  8/23/30 JPY      58,500        446
  Major Joint Local Government Bond  0.150%  9/25/30 JPY      19,600        150
  Major Joint Local Government Bond  0.125% 10/25/30 JPY     914,500      6,961
  Major Joint Local Government Bond  0.120% 11/25/30 JPY      29,400        224
  Major Joint Local Government Bond  0.130%  1/24/31 JPY     200,000      1,521
  Major Joint Local Government Bond  0.145%  2/25/31 JPY     684,200      5,210
  Major Joint Local Government Bond  0.204%  3/25/31 JPY   2,150,000     16,452
  Major Joint Local Government Bond  0.199%  4/25/31 JPY   2,163,500     16,543
  Major Joint Local Government Bond  0.145%  6/25/31 JPY     557,600      4,242
  Osaka Prefecture  1.453%  9/26/34 JPY     120,000      1,036
  Osaka Prefecture  0.366%  9/28/35 JPY   1,730,000     13,132
  Osaka Prefecture  1.203%  9/28/35 JPY     170,000      1,430
  Tokyo Metropolitan Government  0.700%  9/20/23 JPY     203,100      1,580
  Tokyo Metropolitan Government  0.720% 12/20/23 JPY      13,600        106
  Tokyo Metropolitan Government  0.730% 12/20/23 JPY     902,600      7,036
  Tokyo Metropolitan Government  0.635%  3/19/24 JPY     316,000      2,463
  Tokyo Metropolitan Government  0.690%  3/19/24 JPY      85,800        669
  Tokyo Metropolitan Government  0.505%  9/20/24 JPY     315,900      2,463
  Tokyo Metropolitan Government  0.426% 12/20/24 JPY      63,300        485
  Tokyo Metropolitan Government  0.386%  3/19/25 JPY     451,300      3,463
  Tokyo Metropolitan Government  0.435%  3/19/25 JPY   1,117,900      8,565
  Tokyo Metropolitan Government  0.499%  6/20/25 JPY     338,500      2,601
  Tokyo Metropolitan Government  0.533%  6/20/25 JPY     225,700      1,736
  Tokyo Metropolitan Government  0.456%  9/19/25 JPY     225,700      1,733
  Tokyo Metropolitan Government  0.475%  9/19/25 JPY     496,500      3,809
  Tokyo Metropolitan Government  0.444% 12/19/25 JPY     302,400      2,320
  Tokyo Metropolitan Government  0.075%  9/18/26 JPY      80,100        618
  Tokyo Metropolitan Government  0.210%  3/19/27 JPY     902,500      7,004
  Tokyo Metropolitan Government  0.040%  6/20/29 JPY   1,522,000     11,590
  Tokyo Metropolitan Government  0.095%  9/20/30 JPY   1,189,400      9,039
  Tokyo Metropolitan Government  0.150% 12/20/30 JPY     810,800      6,184
  Tokyo Metropolitan Government  0.080%  3/20/31 JPY      11,800         89
  Tokyo Metropolitan Government  1.980%  6/20/31 JPY      90,000        799
  Tokyo Metropolitan Government  1.293%  6/20/35 JPY      50,000        426
                   15,392,969
Jersey (0.0%)                           
  Bailiwick of Jersey  3.750%   6/9/54 GBP         682      1,003
Kazakhstan (0.0%)                           
3 Republic of Kazakhstan  1.550%  11/9/23 EUR       1,422      1,484
  Republic of Kazakhstan  1.550%  11/9/23 EUR         904        943
  Republic of Kazakhstan  0.600%  9/30/26 EUR         758        710
3 Republic of Kazakhstan  0.600%  9/30/26 EUR       2,844      2,664
  Republic of Kazakhstan  2.375%  11/9/28 EUR       4,513      4,374
123

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
3 Republic of Kazakhstan  1.500%  9/30/34 EUR       2,166      1,755
                   11,930
Latvia (0.0%)                           
  Republic of Latvia  2.875%  4/30/24 EUR         452        494
Lithuania (0.0%)                           
  Republic of Lithuania  2.125% 10/29/26 EUR       6,228      6,756
Luxembourg (0.0%)                           
  Grand Duchy of Luxembourg  2.250%  3/19/28 EUR       1,355      1,500
Malaysia (0.8%)                           
  Federation of Malaysia  3.757%  4/20/23 MYR      45,126     10,495
  Federation of Malaysia  3.800%  8/17/23 MYR      74,458     17,364
  Federation of Malaysia  3.478%  6/14/24 MYR     117,326     26,950
  Federation of Malaysia  4.181%  7/15/24 MYR      64,079     14,932
  Federation of Malaysia  4.059%  9/30/24 MYR      24,368      5,662
  Federation of Malaysia  3.882%  3/14/25 MYR      64,269     14,886
  Federation of Malaysia  3.955%  9/15/25 MYR     210,735     48,633
  Federation of Malaysia  4.392%  4/15/26 MYR      31,588      7,379
  Federation of Malaysia  3.906%  7/15/26 MYR     116,426     26,715
  Federation of Malaysia  3.900% 11/30/26 MYR     159,340     36,540
  Federation of Malaysia  3.892%  3/15/27 MYR          98         22
  Federation of Malaysia  3.899% 11/16/27 MYR      73,772     16,699
  Federation of Malaysia  3.733%  6/15/28 MYR     115,701     25,752
  Federation of Malaysia  3.885%  8/15/29 MYR     101,494     22,370
  Federation of Malaysia  4.498%  4/15/30 MYR      63,401     14,506
  Federation of Malaysia  2.632%  4/15/31 MYR      35,904      7,086
  Federation of Malaysia  4.232%  6/30/31 MYR       9,342      2,082
  Federation of Malaysia  4.127%  4/15/32 MYR      11,282      2,490
  Federation of Malaysia  4.193%  10/7/32 MYR      20,000      4,487
  Federation of Malaysia  3.844%  4/15/33 MYR      82,220     17,421
  Federation of Malaysia  4.642%  11/7/33 MYR      58,808     13,317
  Federation of Malaysia  3.828%   7/5/34 MYR     105,751     22,070
  Federation of Malaysia  4.254%  5/31/35 MYR      48,284     10,390
  Federation of Malaysia  4.762%   4/7/37 MYR      56,029     12,729
  Federation of Malaysia  4.893%   6/8/38 MYR      89,122     20,152
  Federation of Malaysia  3.757%  5/22/40 MYR      63,176     12,410
  Federation of Malaysia  4.696% 10/15/42 MYR      20,000      4,468
  Federation of Malaysia  4.935%  9/30/43 MYR       8,611      1,960
  Federation of Malaysia  4.736%  3/15/46 MYR      15,795      3,476
  Federation of Malaysia  4.921%   7/6/48 MYR      51,443     11,739
  Federation of Malaysia  4.065%  6/15/50 MYR      46,895      9,122
  Malaysia Government Investment Issue  3.151%  5/15/23 MYR      10,000      2,312
  Malaysia Government Investment Issue  4.444%  5/22/24 MYR       6,366      1,489
  Malaysia Government Investment Issue  3.655% 10/15/24 MYR     155,562     35,847
  Malaysia Government Investment Issue  3.726%  3/31/26 MYR     143,586     32,789
  Malaysia Government Investment Issue  3.422%  9/30/27 MYR     105,614     23,500
  Malaysia Government Investment Issue  4.369% 10/31/28 MYR      92,000     21,188
  Malaysia Government Investment Issue  4.130%   7/9/29 MYR      65,913     14,783
  Malaysia Government Investment Issue  3.465% 10/15/30 MYR     164,171     35,040
  Malaysia Government Investment Issue  4.724%  6/15/33 MYR      44,759     10,275
  Malaysia Government Investment Issue  4.582%  8/30/33 MYR      15,000      3,423
  Malaysia Government Investment Issue  4.119% 11/30/34 MYR      78,936     16,866
  Malaysia Government Investment Issue  4.786% 10/31/35 MYR      17,000      3,887
  Malaysia Government Investment Issue  3.447%  7/15/36 MYR      94,320     18,534
  Malaysia Government Investment Issue  4.755%   8/4/37 MYR      20,000      4,489
124

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Malaysia Government Investment Issue  4.467%  9/15/39 MYR      99,586     21,262
  Malaysia Government Investment Issue  4.417%  9/30/41 MYR      62,529     13,241
  Malaysia Government Investment Issue  4.638% 11/15/49 MYR     112,976     24,231
                   727,460
Mexico (0.7%)                           
  Mexican Bonos  8.000%  12/7/23 MXN     854,600     41,289
  Mexican Bonos  8.000%   9/5/24 MXN   1,381,800     66,216
  Mexican Bonos 10.000%  12/5/24 MXN   1,014,600     50,762
  Mexican Bonos  5.750%   3/5/26 MXN   1,839,800     80,515
  Mexican Bonos  5.500%   3/4/27 MXN     250,000     10,538
  Mexican Bonos  7.500%   6/3/27 MXN   1,085,100     49,849
  Mexican Bonos  8.500%  5/31/29 MXN     994,200     47,263
  Mexican Bonos  7.750%  5/29/31 MXN   1,414,400     63,551
  Mexican Bonos  7.750% 11/23/34 MXN     318,400     13,937
  Mexican Bonos 10.000% 11/20/36 MXN     261,800     13,680
  Mexican Bonos  8.500% 11/18/38 MXN     759,900     35,140
  Mexican Bonos  7.750% 11/13/42 MXN     936,500     39,713
  Mexican Bonos  8.000%  11/7/47 MXN     720,100     31,028
  United Mexican States  1.375%  1/15/25 EUR       4,861      5,033
  United Mexican States  1.625%   4/8/26 EUR       1,853      1,890
  United Mexican States  1.350%  9/18/27 EUR       2,740      2,676
  United Mexican States  1.750%  4/17/28 EUR       7,447      7,180
  United Mexican States  3.625%   4/9/29 EUR       4,152      4,420
  United Mexican States  1.125%  1/17/30 EUR       3,444      3,016
  United Mexican States  2.375%  2/11/30 EUR       5,000      4,779
  United Mexican States  3.375%  2/23/31 EUR       5,123      5,227
  United Mexican States  1.450% 10/25/33 EUR       3,484      2,791
  United Mexican States  2.250%  8/12/36 EUR       5,976      4,940
  United Mexican States  2.875%   4/8/39 EUR       4,461      3,804
  United Mexican States  3.000%   3/6/45 EUR       2,528      2,132
  United Mexican States  2.125% 10/25/51 EUR       9,932      6,620
  United Mexican States  5.625%  3/19/14 GBP       2,946      3,500
  United Mexican States  4.000%  3/15/15 EUR       1,535      1,307
                   602,796
Netherlands (1.8%)                           
  BNG Bank NV  3.875%  5/26/23 EUR      12,635     13,848
  BNG Bank NV  0.050%  7/11/23 EUR       8,000      8,413
  BNG Bank NV  5.250%  5/20/24 AUD       3,610      2,658
  BNG Bank NV  0.250%   6/7/24 EUR       2,708      2,822
  BNG Bank NV  0.050%  7/13/24 EUR      11,282     11,672
  BNG Bank NV  1.125%   9/4/24 EUR         633        672
  BNG Bank NV  0.200%  11/9/24 EUR       9,025      9,328
  BNG Bank NV  0.250%   5/7/25 EUR      12,884     13,268
  BNG Bank NV  3.250%  7/15/25 AUD       4,581      3,220
  BNG Bank NV  1.625%  8/26/25 GBP         100        123
  BNG Bank NV  1.000%  1/12/26 EUR       6,769      7,104
  BNG Bank NV  0.125%  4/11/26 EUR       3,295      3,333
  BNG Bank NV  3.250%  8/24/26 AUD          98         68
  BNG Bank NV  0.625%  6/19/27 EUR       6,679      6,812
  BNG Bank NV  3.500%  7/19/27 AUD       3,520      2,455
  BNG Bank NV  0.750%  1/11/28 EUR      10,424     10,614
  BNG Bank NV  3.300%  7/17/28 AUD      11,935      8,174
  BNG Bank NV  5.200%  12/7/28 GBP       1,500      2,229
  BNG Bank NV  0.100%  1/15/30 EUR       6,769      6,386
  BNG Bank NV  1.375% 10/21/30 EUR       2,708      2,803
125

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  BNG Bank NV  0.250%  1/12/32 EUR       6,800      6,265
  BNG Bank NV  2.450%  7/21/32 AUD      10,000      6,150
  BNG Bank NV  0.125%  4/19/33 EUR      21,952     19,418
  BNG Bank NV  0.125%   7/9/35 EUR      24,492     20,716
  BNG Bank NV  0.875% 10/17/35 EUR       2,257      2,100
  BNG Bank NV  0.875% 10/24/36 EUR       8,000      7,354
  BNG Bank NV  1.500%  3/29/38 EUR       1,355      1,350
  BNG Bank NV  1.500%  7/15/39 EUR       1,806      1,790
  BNG Bank NV  0.805%  6/28/49 EUR       4,000      3,395
3 Kingdom of Netherlands  1.750%  7/15/23 EUR      66,628     71,884
3 Kingdom of Netherlands  0.000%  1/15/24 EUR      35,827     37,652
3 Kingdom of Netherlands  2.000%  7/15/24 EUR      91,481     99,891
3 Kingdom of Netherlands  0.250%  7/15/25 EUR      98,372    102,610
3 Kingdom of Netherlands  0.500%  7/15/26 EUR      43,231     45,123
3 Kingdom of Netherlands  0.000%  1/15/27 EUR     133,977    136,065
3 Kingdom of Netherlands  0.750%  7/15/27 EUR      14,494     15,190
3 Kingdom of Netherlands  0.750%  7/15/28 EUR      45,389     47,268
  Kingdom of Netherlands  0.000%  1/15/29 EUR      90,000     88,671
3 Kingdom of Netherlands  0.250%  7/15/29 EUR      71,525     71,260
3 Kingdom of Netherlands  0.000%  7/15/30 EUR      97,020     93,427
3 Kingdom of Netherlands  0.000%  7/15/31 EUR      96,576     91,835
  Kingdom of Netherlands  0.500%  7/15/32 EUR      70,000     68,393
3 Kingdom of Netherlands  2.500%  1/15/33 EUR      18,277     21,630
3 Kingdom of Netherlands  4.000%  1/15/37 EUR      39,481     56,152
3 Kingdom of Netherlands  0.000%  1/15/38 EUR      96,681     82,062
3 Kingdom of Netherlands  0.500%  1/15/40 EUR      43,209     39,415
3 Kingdom of Netherlands  3.750%  1/15/42 EUR      49,129     73,114
3 Kingdom of Netherlands  2.750%  1/15/47 EUR      55,517     77,008
3 Kingdom of Netherlands  0.000%  1/15/52 EUR      46,185     33,313
  Nederlandse Waterschapsbank NV  0.125%  1/17/24 EUR      11,282     11,791
  Nederlandse Waterschapsbank NV  5.250%  4/18/24 AUD       3,850      2,831
  Nederlandse Waterschapsbank NV  5.200%  3/31/25 CAD         460        378
  Nederlandse Waterschapsbank NV  3.400%  7/22/25 AUD       1,590      1,123
  Nederlandse Waterschapsbank NV  0.250% 12/15/25 GBP       7,202      8,448
  Nederlandse Waterschapsbank NV  3.150%   9/2/26 AUD       4,070      2,811
  Nederlandse Waterschapsbank NV  0.000% 11/16/26 EUR      11,318     11,263
  Nederlandse Waterschapsbank NV  3.250%   3/9/27 EUR       4,513      5,143
  Nederlandse Waterschapsbank NV  1.000%   3/1/28 EUR       2,708      2,786
  Nederlandse Waterschapsbank NV  3.450%  7/17/28 AUD       1,810      1,250
  Nederlandse Waterschapsbank NV  3.300%   5/2/29 AUD       2,030      1,382
  Nederlandse Waterschapsbank NV  0.050%  1/28/30 EUR       1,500      1,411
  Nederlandse Waterschapsbank NV  0.500%  4/29/30 EUR       2,600      2,518
  Nederlandse Waterschapsbank NV  3.000%  9/11/31 EUR       2,800      3,289
  Nederlandse Waterschapsbank NV  5.375%   6/7/32 GBP       4,513      7,169
  Nederlandse Waterschapsbank NV  1.250%  5/27/36 EUR       8,213      7,936
  Nederlandse Waterschapsbank NV  0.000%  2/16/37 EUR      16,000     12,752
  Nederlandse Waterschapsbank NV  1.500%  6/15/39 EUR       2,257      2,232
  Nederlandse Waterschapsbank NV  0.750%  10/4/41 EUR      19,088     16,352
                   1,639,368
New Zealand (0.3%)                           
  Auckland Council  0.625% 11/13/24 EUR       4,513      4,706
  Auckland Council  3.500%   3/9/26 AUD         100         69
  Auckland Council  0.125%  9/26/29 EUR       1,399      1,311
  Housing New Zealand Ltd.  3.360%  6/12/25 NZD       4,810      3,030
  Housing New Zealand Ltd.  2.247%  10/5/26 NZD      11,990      7,112
126

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Housing New Zealand Ltd.  2.183%  4/24/30 NZD         980        538
  Housing New Zealand Ltd.  1.534%  9/10/35 NZD       8,980      4,007
  New Zealand  0.500%  5/15/24 NZD      44,040     26,854
  New Zealand  2.750%  4/15/25 NZD      67,399     42,614
  New Zealand  0.500%  5/15/26 NZD      46,370     26,515
  New Zealand  4.500%  4/15/27 NZD      44,090     29,646
  New Zealand  0.250%  5/15/28 NZD      28,079     14,841
  New Zealand  3.000%  4/20/29 NZD      47,285     29,362
  New Zealand  1.500%  5/15/31 NZD      45,126     24,375
  New Zealand  2.000%  5/15/32 NZD      15,704      8,736
  New Zealand  3.500%  4/14/33 NZD      31,712     20,143
  New Zealand  2.750%  4/15/37 NZD      39,409     22,560
  New Zealand  1.750%  5/15/41 NZD      24,108     11,270
  New Zealand  2.750%  5/15/51 NZD      15,733      8,206
  New Zealand Local Government Funding Agency Bond  5.500%  4/15/23 NZD       2,257      1,487
  New Zealand Local Government Funding Agency Bond  2.250%  4/15/24 NZD       5,055      3,164
  New Zealand Local Government Funding Agency Bond  2.750%  4/15/25 NZD       4,061      2,524
  New Zealand Local Government Funding Agency Bond  1.500%  4/15/26 NZD       4,513      2,626
  New Zealand Local Government Funding Agency Bond  4.500%  4/15/27 NZD         904        589
  New Zealand Local Government Funding Agency Bond  1.500%  4/20/29 NZD       9,025      4,829
  New Zealand Local Government Funding Agency Bond  2.250%  5/15/31 NZD      10,000      5,417
  New Zealand Local Government Funding Agency Bond  3.500%  4/14/33 NZD       6,531      3,858
  New Zealand Local Government Funding Agency Bond  2.000%  4/15/37 NZD       5,000      2,313
                   312,702
Norway (0.2%)                           
3 Kingdom of Norway  2.000%  5/24/23 NOK     177,305     18,945
3 Kingdom of Norway  3.000%  3/14/24 NOK     506,132     54,625
3 Kingdom of Norway  1.750%  3/13/25 NOK      78,970      8,237
3 Kingdom of Norway  1.500%  2/19/26 NOK      58,663      6,001
3 Kingdom of Norway  1.750%  2/17/27 NOK      69,043      7,058
3 Kingdom of Norway  2.000%  4/26/28 NOK      90,251      9,245
3 Kingdom of Norway  1.750%   9/6/29 NOK     261,054     25,990
3 Kingdom of Norway  1.375%  8/19/30 NOK     269,514     25,766
3 Kingdom of Norway  1.250%  9/17/31 NOK     211,387     19,675
  Kommunalbanken A/S  2.700%   9/5/23 AUD         282        199
  Kommunalbanken A/S  1.500% 12/15/23 GBP       6,769      8,442
  Kommunalbanken A/S  5.250%  7/15/24 AUD       2,832      2,089
  Kommunalbanken A/S  4.250%  7/16/25 AUD         320        232
  Kommunalbanken A/S  0.250% 12/15/25 GBP       5,000      5,864
  Kommunalbanken A/S  0.625%  4/20/26 EUR       3,610      3,696
  Kommunalbanken A/S  3.000%  12/9/26 AUD       4,062      2,784
  Kommunalbanken A/S  0.875%  5/24/27 EUR      12,952     13,235
  Kommunalbanken A/S  3.400%  7/24/28 AUD       3,612      2,486
  Kommunalbanken A/S  0.050% 10/24/29 EUR       4,242      3,968
                   218,537
127

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
Peru (0.1%)                           
  Republic of Peru  5.700%  8/12/24 PEN      10,000      2,572
  Republic of Peru  2.750%  1/30/26 EUR       6,318      6,731
  Republic of Peru  8.200%  8/12/26 PEN      27,500      7,461
  Republic of Peru  6.350%  8/12/28 PEN      56,000     13,651
  Republic of Peru  5.940%  2/12/29 PEN      37,875      8,929
  Republic of Peru  3.750%   3/1/30 EUR         904      1,005
  Republic of Peru  6.950%  8/12/31 PEN      76,500     18,604
  Republic of Peru  6.150%  8/12/32 PEN      25,724      5,792
  Republic of Peru  1.250%  3/11/33 EUR       4,381      3,694
  Republic of Peru  5.400%  8/12/34 PEN      23,307      4,835
  Republic of Peru  1.950% 11/17/36 EUR       4,721      3,930
  Republic of Peru  6.900%  8/12/37 PEN      49,900     11,442
  Republic of Peru  5.350%  8/12/40 PEN      36,001      6,863
  Republic of Peru  6.850%  2/12/42 PEN      35,500      7,863
                   103,372
Philippines (0.0%)                           
  Republic of Philippines  0.250%  4/28/25 EUR       2,469      2,474
  Republic of Philippines  0.875%  5/17/27 EUR       3,547      3,495
  Republic of Philippines  0.700%   2/3/29 EUR       2,301      2,149
  Republic of Philippines  1.200%  4/28/33 EUR       3,537      3,147
                   11,265
Poland (0.4%)                           
  Bank Gospodarstwa Krajowego  1.375%   6/1/25 EUR       2,340      2,450
  Bank Gospodarstwa Krajowego  1.750%   5/6/26 EUR       1,806      1,902
  Bank Gospodarstwa Krajowego  1.625%  4/30/28 EUR       4,315      4,409
  Bank Gospodarstwa Krajowego  2.000%   6/1/30 EUR         406        413
  Republic of Poland  2.500%  1/25/23 PLN      19,162      4,213
  Republic of Poland  4.000% 10/25/23 PLN     115,336     25,148
  Republic of Poland  3.000%  1/15/24 EUR          79         86
  Republic of Poland  2.500%  4/25/24 PLN      49,611     10,346
  Republic of Poland  3.375%   7/9/24 EUR       2,708      2,980
  Republic of Poland  2.250% 10/25/24 PLN      22,563      4,568
  Republic of Poland  5.250%  1/20/25 EUR       3,339      3,869
  Republic of Poland  0.000%  2/10/25 EUR       6,769      6,848
  Republic of Poland  0.750%  4/25/25 PLN     202,734     38,446
  Republic of Poland  3.250%  7/25/25 PLN      59,115     11,933
  Republic of Poland  1.500%   9/9/25 EUR       2,257      2,361
  Republic of Poland  1.500%  1/19/26 EUR      21,569     22,627
  Republic of Poland  2.500%  7/25/26 PLN      72,876     13,826
  Republic of Poland  1.125%   8/7/26 EUR       1,579      1,626
  Republic of Poland  0.250% 10/25/26 PLN     235,365     39,811
  Republic of Poland  0.875%  5/10/27 EUR      14,802     14,879
  Republic of Poland  3.750%  5/25/27 PLN     100,000     19,567
  Republic of Poland  2.500%  7/25/27 PLN      69,945     12,868
  Republic of Poland  1.375% 10/22/27 EUR       1,828      1,888
  Republic of Poland  2.750%  4/25/28 PLN     118,811     21,679
  Republic of Poland  1.000% 10/25/28 EUR       1,309      1,309
  Republic of Poland  1.000%   3/7/29 EUR       2,000      1,987
  Republic of Poland  5.750%  4/25/29 PLN      11,665      2,528
  Republic of Poland  2.750% 10/25/29 PLN     107,787     19,021
  Republic of Poland  1.250% 10/25/30 PLN     123,789     18,859
  Republic of Poland  1.750%  4/25/32 PLN     121,000     18,043
  Republic of Poland  2.375%  1/18/36 EUR       8,008      8,125
  Republic of Poland  2.000% 10/25/46 EUR          59         57
128

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Republic of Poland  4.000%  4/25/47 PLN      28,861      4,506
                   343,178
Portugal (0.5%)                           
3 Portugal Obrigacoes do Tesouro OT  4.950% 10/25/23 EUR      41,903     47,328
3 Portugal Obrigacoes do Tesouro OT  5.650%  2/15/24 EUR      36,101     41,617
3 Portugal Obrigacoes do Tesouro OT  2.875%  7/21/26 EUR      30,787     34,839
3 Portugal Obrigacoes do Tesouro OT  4.125%  4/14/27 EUR      14,896     17,909
3 Portugal Obrigacoes do Tesouro OT  0.700% 10/15/27 EUR      75,587     77,040
3 Portugal Obrigacoes do Tesouro OT  1.950%  6/15/29 EUR      51,501     55,611
3 Portugal Obrigacoes do Tesouro OT  3.875%  2/15/30 EUR      18,050     22,163
3 Portugal Obrigacoes do Tesouro OT  0.475% 10/18/30 EUR      33,845     32,023
3 Portugal Obrigacoes do Tesouro OT  0.300% 10/17/31 EUR      32,807     29,726
3 Portugal Obrigacoes do Tesouro OT  2.250%  4/18/34 EUR      31,588     33,929
3 Portugal Obrigacoes do Tesouro OT  0.900% 10/12/35 EUR      38,512     34,501
3 Portugal Obrigacoes do Tesouro OT  4.100%  4/15/37 EUR       7,537      9,830
3 Portugal Obrigacoes do Tesouro OT  1.150%  4/11/42 EUR      25,000     21,246
3 Portugal Obrigacoes do Tesouro OT  4.100%  2/15/45 EUR      19,856     27,148
3 Portugal Obrigacoes do Tesouro OT  1.000%  4/12/52 EUR       5,000      3,511
                   488,421
Romania (0.2%)                           
  Romania  3.625%  4/24/24 EUR       2,347      2,551
  Romania  2.750% 10/29/25 EUR       7,620      8,132
  Romania  3.500% 11/25/25 RON      54,760     10,551
  Romania  2.750%  2/26/26 EUR      10,000     10,481
3 Romania  2.750%  2/26/26 EUR       1,679      1,760
  Romania  3.250%  6/24/26 RON      49,260      9,198
3 Romania  2.000%  12/8/26 EUR       1,648      1,664
  Romania  2.375%  4/19/27 EUR      10,154     10,118
  Romania  2.500% 10/25/27 RON     150,000     25,651
3 Romania  2.125%   3/7/28 EUR       1,700      1,617
  Romania  2.875%  5/26/28 EUR      15,129     14,978
  Romania  4.850%  7/25/29 RON      50,000      9,337
3 Romania  1.375%  12/2/29 EUR       1,458      1,240
  Romania  2.500%   2/8/30 EUR       3,159      2,882
3 Romania  3.624%  5/26/30 EUR       1,409      1,357
  Romania  3.624%  5/26/30 EUR       7,161      6,898
3 Romania  1.750%  7/13/30 EUR       4,284      3,565
  Romania  2.124%  7/16/31 EUR       1,377      1,146
3 Romania  2.124%  7/16/31 EUR       1,945      1,618
  Romania  2.000%  1/28/32 EUR       4,000      3,202
3 Romania  2.000%  1/28/32 EUR       2,031      1,626
3 Romania  2.000%  4/14/33 EUR       3,297      2,527
3 Romania  3.750%   2/7/34 EUR       1,150      1,027
  Romania  3.750%   2/7/34 EUR       5,500      4,913
  Romania  3.875% 10/29/35 EUR       5,610      4,996
  Romania  3.375%   2/8/38 EUR       2,500      2,033
  Romania  4.125%  3/11/39 EUR       3,355      2,972
3 Romania  2.625%  12/2/40 EUR         904        630
3 Romania  2.750%  4/14/41 EUR       4,387      3,087
  Romania  2.750%  4/14/41 EUR       5,592      3,917
3 Romania  2.875%  4/13/42 EUR       2,819      1,982
  Romania  2.875%  4/13/42 EUR       1,470      1,034
3 Romania  4.625%   4/3/49 EUR       3,830      3,339
  Romania  4.625%   4/3/49 EUR       4,513      3,935
129

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
3 Romania  3.375%  1/28/50 EUR       4,513      3,192
                   169,156
Russia (0.0%)                           
10,11 Russian Federation  7.150% 11/12/25 RUB     766,006         —
10,11 Russian Federation  7.700%  3/23/33 RUB   1,635,138         —
10,11 Russian Federation  6.100%  7/18/35 RUB     507,567         —
                   —
Saudi Arabia (0.0%)                           
3 Kingdom of Saudi Arabia  0.000%   3/3/24 EUR      16,150     16,680
3 Kingdom of Saudi Arabia  0.750%   7/9/27 EUR       4,513      4,454
3 Kingdom of Saudi Arabia  0.625%   3/3/30 EUR       6,868      6,364
  Kingdom of Saudi Arabia  2.000%   7/9/39 EUR       6,589      6,002
                   33,500
Singapore (0.5%)                           
  Housing & Development Board  2.505%  6/27/24 SGD       1,000        724
  Housing & Development Board  3.100%  7/24/24 SGD       4,250      3,116
  Housing & Development Board  2.495%  3/11/26 SGD       1,000        720
  Housing & Development Board  2.035%  9/16/26 SGD       4,750      3,348
  Housing & Development Board  2.675%  1/22/29 SGD       2,250      1,618
  Housing & Development Board  2.598% 10/30/29 SGD       3,000      2,142
  Housing & Development Board  3.080%  5/31/30 SGD       7,000      5,165
  Housing & Development Board  2.545%   7/4/31 SGD       1,250        881
  Housing & Development Board  1.865%  7/21/33 SGD      15,000      9,723
  Republic of Singapore  2.750%   7/1/23 SGD      30,946     22,614
  Republic of Singapore  2.000%   2/1/24 SGD      52,270     37,762
  Republic of Singapore  3.000%   9/1/24 SGD      25,447     18,747
  Republic of Singapore  2.375%   6/1/25 SGD      22,559     16,408
  Republic of Singapore  0.500%  11/1/25 SGD      33,807     23,014
  Republic of Singapore  2.125%   6/1/26 SGD      58,820     42,223
  Republic of Singapore  1.250%  11/1/26 SGD      28,491     19,598
  Republic of Singapore  3.500%   3/1/27 SGD      30,428     23,073
  Republic of Singapore  2.625%   5/1/28 SGD      43,149     31,461
  Republic of Singapore  2.875%   7/1/29 SGD      26,068     19,279
  Republic of Singapore  2.875%   9/1/30 SGD      33,607     24,904
  Republic of Singapore  3.375%   9/1/33 SGD      36,880     28,500
  Republic of Singapore  2.250%   8/1/36 SGD      43,807     29,906
  Republic of Singapore  2.375%   7/1/39 SGD      17,870     12,238
  Republic of Singapore  2.750%   4/1/42 SGD      24,695     17,740
  Republic of Singapore  2.750%   3/1/46 SGD      30,914     22,428
  Republic of Singapore  1.875%   3/1/50 SGD      24,324     14,845
  Republic of Singapore  1.875%  10/1/51 SGD      16,247      9,864
                   442,041
Slovakia (0.2%)                           
  Slovak Republic  0.000% 11/13/23 EUR      28,339     29,742
  Slovak Republic  0.000%  6/17/24 EUR      10,283     10,713
  Slovak Republic  0.250%  5/14/25 EUR      15,682     16,109
  Slovak Republic  0.625%  5/22/26 EUR       5,867      6,090
  Slovak Republic  1.375%  1/21/27 EUR       9,567     10,240
  Slovak Republic  1.000%  6/12/28 EUR      15,239     15,725
  Slovak Republic  0.750%   4/9/30 EUR      11,141     10,970
  Slovak Republic  1.000%  5/14/32 EUR      25,056     24,447
  Slovak Republic  1.875%   3/9/37 EUR       4,581      4,589
  Slovak Republic  2.000% 10/17/47 EUR       6,992      6,959
130

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Slovak Republic  2.250%  6/12/68 EUR       1,128      1,135
                   136,719
Slovenia (0.1%)                           
  Republic of Slovenia  4.625%   9/9/24 EUR       1,806      2,091
  Republic of Slovenia  2.125%  7/28/25 EUR       2,257      2,494
  Republic of Slovenia  5.125%  3/30/26 EUR       3,610      4,429
  Republic of Slovenia  1.250%  3/22/27 EUR       6,318      6,724
  Republic of Slovenia  1.000%   3/6/28 EUR      15,795     16,388
  Republic of Slovenia  1.188%  3/14/29 EUR       4,513      4,625
  Republic of Slovenia  0.275%  1/14/30 EUR       6,769      6,364
  Republic of Slovenia  0.000%  2/12/31 EUR      22,140     19,781
  Republic of Slovenia  1.500%  3/25/35 EUR       5,419      5,278
  Republic of Slovenia  1.750%  11/3/40 EUR       7,013      6,805
  Republic of Slovenia  3.125%   8/7/45 EUR       4,513      5,551
  Republic of Slovenia  0.488% 10/20/50 EUR       8,144      5,404
                   85,934
South Africa (0.0%)                           
  Kingdom of Saudi Arabia  0.625%   3/3/30 EUR       3,000      2,780
South Korea (2.8%)                           
  Export-Import Bank of Korea  0.625%  7/11/23 EUR         452        478
  Export-Import Bank of Korea  0.375%  3/26/24 EUR       4,513      4,712
  Export-Import Bank of Korea  4.000%   6/7/27 AUD         280        194
  Korea Development Bank  0.625%  7/17/23 EUR       6,081      6,422
  Korea Gas Corp.  0.000% 11/28/23 CHF       1,810      1,848
3 Korea Housing Finance Corp.  0.750% 10/30/23 EUR       2,166      2,283
3 Korea Housing Finance Corp.  0.010%   2/5/25 EUR       2,257      2,292
  Korea Housing Finance Corp.  0.010%   2/5/25 EUR      32,021     32,512
3 Korea Housing Finance Corp.  0.010%   7/7/25 EUR       6,543      6,583
  Korea Housing Finance Corp.  0.010%  6/29/26 EUR      37,958     37,585
  Korea Monetary Stabilization Bond  1.800%   1/2/24 KRW  80,000,000     62,740
  Korea Treasury Bond  1.750% 12/10/23 KRW  65,000,000     51,086
  Korea Treasury Bond  3.500%  3/10/24 KRW  40,000,000     32,279
  Korea Treasury Bond  1.875% 12/10/24 KRW 120,000,000     92,958
  Korea Treasury Bond  1.750%  9/10/26 KRW  90,000,000     67,564
  Korea Treasury Bond  2.375% 12/10/31 KRW  90,000,000     66,970
  Korea Treasury Bond  1.875%  9/10/41 KRW  60,400,000     39,056
  Republic of Korea  1.000%  6/10/23 KRW 100,000,000     78,558
  Republic of Korea  3.375%  9/10/23 KRW  55,000,000     44,356
  Republic of Korea  0.875% 12/10/23 KRW 123,000,000     95,331
  Republic of Korea  1.875%  3/10/24 KRW  65,000,000     50,943
  Republic of Korea  1.125%  6/10/24 KRW  50,000,000     38,394
  Republic of Korea  1.375%  9/10/24 KRW  60,000,000     46,100
  Republic of Korea  3.000%  9/10/24 KRW  15,000,000     11,963
  Republic of Korea  1.500%  3/10/25 KRW 130,000,000     99,270
  Republic of Korea  2.250%  6/10/25 KRW  15,000,000     11,661
  Republic of Korea  3.125%  6/10/25 KRW   5,000,000      3,980
  Republic of Korea  1.125%  9/10/25 KRW 100,000,000     74,723
  Republic of Korea  0.000%  9/16/25 EUR       5,592      5,657
  Republic of Korea  2.250% 12/10/25 KRW  20,000,000     15,467
  Republic of Korea  1.250%  3/10/26 KRW 120,000,000     89,060
  Republic of Korea  1.875%  6/10/26 KRW  55,000,000     41,665
  Republic of Korea  1.500% 12/10/26 KRW  30,000,000     22,178
  Republic of Korea  2.375%  3/10/27 KRW 100,000,000     76,708
  Republic of Korea  2.125%  6/10/27 KRW  60,000,000     45,357
131

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Republic of Korea  2.375% 12/10/27 KRW  25,000,000     19,076
  Republic of Korea  5.500%  3/10/28 KRW  25,000,000     22,336
  Republic of Korea  2.625%  6/10/28 KRW  55,000,000     42,428
  Republic of Korea  2.375% 12/10/28 KRW  40,000,000     30,296
  Republic of Korea  1.875%  6/10/29 KRW  40,000,000     29,175
  Republic of Korea  1.375% 12/10/29 KRW  70,000,000     49,346
  Republic of Korea  5.500% 12/10/29 KRW  43,000,000     39,513
  Republic of Korea  1.375%  6/10/30 KRW 100,000,000     69,345
  Republic of Korea  1.500% 12/10/30 KRW  80,000,000     55,585
  Republic of Korea  4.750% 12/10/30 KRW  20,000,000     17,755
  Republic of Korea  2.000%  6/10/31 KRW  97,709,350     70,395
  Republic of Korea  4.000% 12/10/31 KRW  30,000,000     25,449
  Republic of Korea  3.750% 12/10/33 KRW  60,000,000     50,309
  Republic of Korea  2.625%  9/10/35 KRW  45,000,000     33,624
  Republic of Korea  1.500%  9/10/36 KRW  40,000,000     25,676
  Republic of Korea  2.250%  9/10/37 KRW  35,000,000     24,697
  Republic of Korea  2.375%  9/10/38 KRW  31,000,000     22,132
  Republic of Korea  1.125%  9/10/39 KRW  27,000,000     15,643
  Republic of Korea  1.500%  9/10/40 KRW  51,000,000     31,150
  Republic of Korea  3.000% 12/10/42 KRW  55,000,000     42,648
  Republic of Korea  2.750% 12/10/44 KRW  45,000,000     33,532
  Republic of Korea  2.000%  3/10/46 KRW  52,000,000     33,543
  Republic of Korea  2.125%  3/10/47 KRW  75,000,000     49,470
  Republic of Korea  2.625%  3/10/48 KRW  84,950,000     61,406
  Republic of Korea  2.000%  3/10/49 KRW  99,000,000     62,117
  Republic of Korea  1.500%  3/10/50 KRW 150,000,000     82,125
  Republic of Korea  1.875%  3/10/51 KRW 190,454,410    115,687
  Republic of Korea  2.500%  3/10/52 KRW  30,000,000     20,461
  Republic of Korea  1.500%  9/10/66 KRW   3,000,000      1,460
  Republic of Korea  2.000%  9/10/68 KRW   9,000,000      5,196
  Republic of Korea  1.625%  9/10/70 KRW  31,968,000     15,956
                   2,556,464
Spain (4.5%)                           
  Adif Alta Velocidad  3.500%  5/27/24 EUR       5,500      6,127
  Adif Alta Velocidad  1.875%  1/28/25 EUR       6,900      7,447
  Autonomous Community of Andalusia Spain  0.500%  4/30/31 EUR      20,855     19,179
  Autonomous Community of Madrid Spain  2.875%  7/17/23 EUR       4,039      4,395
  Autonomous Community of Madrid Spain  4.125%  5/21/24 EUR       9,702     10,944
  Autonomous Community of Madrid Spain  0.997%  9/30/24 EUR         776        821
  Autonomous Community of Madrid Spain  1.826%  4/30/25 EUR       6,318      6,813
  Autonomous Community of Madrid Spain  4.300%  9/15/26 EUR       9,600     11,386
  Autonomous Community of Madrid Spain  2.146%  4/30/27 EUR       7,672      8,356
  Autonomous Community of Madrid Spain  1.773%  4/30/28 EUR       6,149      6,564
  Autonomous Community of Madrid Spain  1.571%  4/30/29 EUR       9,025      9,458
  Autonomous Community of Madrid Spain  2.080%  3/12/30 EUR       2,257      2,428
  Autonomous Community of Madrid Spain  0.419%  4/30/30 EUR       1,780      1,685
  Autonomous Community of Madrid Spain  0.420%  4/30/31 EUR      21,952     20,189
  Basque Government  0.850%  4/30/30 EUR       7,129      7,006
  Basque Government  0.450%  4/30/32 EUR       3,988      3,610
  Fondo De Titulizacion Del Deficit Del Sistema Electrico FTA  0.850% 12/17/23 EUR      11,700     12,413
  Instituto de Credito Oficial  0.750% 10/31/23 EUR       1,355      1,437
  Instituto de Credito Oficial  0.000%  4/30/26 EUR      15,835     15,907
  Kingdom of Spain  0.350%  7/30/23 EUR      26,328     27,868
132

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Kingdom of Spain  0.000%  5/31/24 EUR     814,385    849,042
  Kingdom of Spain  0.000%  5/31/25 EUR      40,951     41,906
  Kingdom of Spain  0.000%  1/31/26 EUR     296,822    300,062
3 Kingdom of Spain  1.950%  4/30/26 EUR      46,436     50,508
  Kingdom of Spain  0.000%  1/31/27 EUR     217,485    215,464
3 Kingdom of Spain  0.800%  7/30/27 EUR     112,813    115,518
  Kingdom of Spain  0.000%  1/31/28 EUR     432,015    419,911
3 Kingdom of Spain  1.400%  4/30/28 EUR      55,098     58,013
3 Kingdom of Spain  1.400%  7/30/28 EUR     106,750    112,227
3 Kingdom of Spain  5.150% 10/31/28 EUR      93,902    121,513
3 Kingdom of Spain  1.450%  4/30/29 EUR      65,268     68,405
  Kingdom of Spain  0.800%  7/30/29 EUR     190,000    189,364
3 Kingdom of Spain  1.250% 10/31/30 EUR     150,165    152,344
3 Kingdom of Spain  0.100%  4/30/31 EUR      40,000     36,116
3 Kingdom of Spain  0.500% 10/31/31 EUR      79,879     74,061
3 Kingdom of Spain  0.700%  4/30/32 EUR     308,690    288,694
3 Kingdom of Spain  2.350%  7/30/33 EUR      41,306     44,887
3 Kingdom of Spain  1.850%  7/30/35 EUR      21,846     22,171
3 Kingdom of Spain  4.200%  1/31/37 EUR      52,847     69,910
3 Kingdom of Spain  0.850%  7/30/37 EUR     193,728    165,832
3 Kingdom of Spain  1.200% 10/31/40 EUR      97,174     84,671
3 Kingdom of Spain  4.700%  7/30/41 EUR      82,309    119,047
3 Kingdom of Spain  5.150% 10/31/44 EUR      32,161     50,408
3 Kingdom of Spain  2.900% 10/31/46 EUR      82,032     94,112
3 Kingdom of Spain  2.700% 10/31/48 EUR      11,502     12,662
3 Kingdom of Spain  1.000% 10/31/50 EUR      36,712     27,110
3 Kingdom of Spain  1.900% 10/31/52 EUR     134,089    119,790
3 Kingdom of Spain  3.450%  7/30/66 EUR      32,942     39,741
3 Kingdom of Spain  1.450% 10/31/71 EUR      64,154     42,652
                   4,170,174
Supranational (4.0%)                           
  African Development Bank  0.250%  1/24/24 EUR       3,656      3,822
  African Development Bank  4.750%   3/6/24 AUD       2,979      2,169
  African Development Bank  0.250% 11/21/24 EUR      10,199     10,542
  African Development Bank  0.875% 12/16/24 GBP       2,976      3,625
  African Development Bank  4.000%  1/10/25 AUD       6,467      4,652
  African Development Bank  4.500%   6/2/26 AUD       2,812      2,059
  African Development Bank  0.500%  6/22/26 GBP      18,536     21,812
  African Development Bank  0.125%  10/7/26 EUR       1,806      1,805
  African Development Bank  0.500%  3/22/27 EUR      26,300     26,633
  African Development Bank  3.300%  7/27/27 AUD         452        312
  African Development Bank  3.350%   8/8/28 AUD          98         67
  African Development Bank  0.500%  3/21/29 EUR      16,707     16,402
  Asian Development Bank  0.200%  5/25/23 EUR       6,385      6,737
  Asian Development Bank  4.500%   9/5/23 AUD         400        289
  Asian Development Bank  2.450%  1/17/24 AUD         815        571
  Asian Development Bank  3.500%  5/30/24 NZD       9,025      5,776
  Asian Development Bank  1.625%  1/28/25 CAD       5,000      3,759
  Asian Development Bank  3.750%  3/12/25 AUD       5,070      3,628
  Asian Development Bank  1.125%  6/10/25 GBP      15,420     18,836
  Asian Development Bank  0.750%  2/10/26 CAD       4,718      3,373
  Asian Development Bank  1.342%  6/18/26 NOK      56,000      5,621
  Asian Development Bank  0.625%  9/15/26 GBP       3,339      3,938
  Asian Development Bank  3.000% 10/14/26 AUD         830        569
  Asian Development Bank  0.125% 12/15/26 GBP       7,221      8,283
133

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Asian Development Bank  4.650%  2/16/27 CAD       1,260      1,046
  Asian Development Bank  3.400%  9/10/27 AUD       2,195      1,532
  Asian Development Bank  0.250% 10/28/27 GBP       6,092      6,915
  Asian Development Bank  0.750%  12/7/27 GBP      10,184     11,838
  Asian Development Bank  1.100%   3/2/28 AUD       8,535      5,192
  Asian Development Bank  1.500%   5/4/28 CAD       2,600      1,836
  Asian Development Bank  3.300%   8/8/28 AUD       1,180        813
  Asian Development Bank  3.100%  6/15/29 AUD       4,500      3,039
  Asian Development Bank  0.000% 10/24/29 EUR       6,860      6,448
  Asian Development Bank  0.025%  1/31/30 EUR      13,011     12,154
  Asian Infrastructure Investment Bank  1.000%   5/6/26 AUD       5,976      3,816
  Corp. Andina de Fomento  0.750%  6/13/23 EUR       2,257      2,384
  Corp. Andina de Fomento  1.125%  2/13/25 EUR       6,769      7,066
  Corp. Andina de Fomento  1.625%   6/3/25 EUR       5,035      5,313
  Corp. Andina de Fomento  0.250%   2/4/26 EUR         300        299
  Corp. Andina de Fomento  0.500%  2/26/26 CHF       3,930      3,944
  Corp. Andina de Fomento  4.500%  9/14/27 AUD         722        491
  Council of Europe Development Bank  0.125%  5/25/23 EUR       7,096      7,475
  Council of Europe Development Bank  1.000% 10/21/24 CAD         994        735
  Council of Europe Development Bank  0.750%   6/9/25 EUR      23,154     24,140
  Council of Europe Development Bank  0.375%   6/8/26 EUR      49,191     50,082
  Council of Europe Development Bank  0.000%   4/9/27 EUR       4,193      4,146
  Council of Europe Development Bank  0.250%  1/19/32 EUR      10,000      9,305
  EUROFIMA  3.000%  5/22/24 CHF       2,260      2,447
  EUROFIMA  3.900% 12/19/25 AUD         455        325
  EUROFIMA  3.000%  5/15/26 CHF       2,935      3,283
  EUROFIMA  2.600%  1/13/27 AUD      11,205      7,495
  EUROFIMA  4.550%  3/30/27 CAD       1,220        997
  EUROFIMA  3.350%  5/21/29 AUD       1,960      1,328
  European Bank for Reconstruction & Development  0.000% 10/17/24 EUR       4,513      4,637
  European Bank for Reconstruction & Development  5.625%  12/7/28 GBP         452        690
5 European Financial Stability Facility  1.875%  5/23/23 EUR      16,246     17,457
5 European Financial Stability Facility  0.000%  7/17/23 EUR       5,867      6,171
5 European Financial Stability Facility  0.125% 10/17/23 EUR       6,904      7,253
5 European Financial Stability Facility  0.200%  1/17/24 EUR         857        899
5 European Financial Stability Facility  2.125%  2/19/24 EUR       8,800      9,534
5 European Financial Stability Facility  0.000%  4/19/24 EUR     126,081    131,362
5 European Financial Stability Facility  1.750%  6/27/24 EUR       7,672      8,270
5 European Financial Stability Facility  0.400%  2/17/25 EUR      29,811     30,991
5 European Financial Stability Facility  0.200%  4/28/25 EUR       7,221      7,444
5 European Financial Stability Facility  0.500%  7/11/25 EUR      13,538     14,058
5 European Financial Stability Facility  0.000% 10/15/25 EUR      23,562     23,990
5 European Financial Stability Facility  0.400%  5/31/26 EUR      36,877     37,776
5 European Financial Stability Facility  0.000%  7/20/26 EUR      28,441     28,609
5 European Financial Stability Facility  0.750%   5/3/27 EUR      20,272     20,882
5 European Financial Stability Facility  0.875%  7/26/27 EUR      11,282     11,663
5 European Financial Stability Facility  0.000% 10/13/27 EUR      15,000     14,750
5 European Financial Stability Facility  0.950%  2/14/28 EUR       9,025      9,322
5 European Financial Stability Facility  0.050% 10/17/29 EUR       2,641      2,509
5 European Financial Stability Facility  2.750%  12/3/29 EUR       2,483      2,862
5 European Financial Stability Facility  0.125%  3/18/30 EUR      35,000     33,194
5 European Financial Stability Facility  0.000%  1/20/31 EUR      62,896     58,054
5 European Financial Stability Facility  3.875%  3/30/32 EUR       9,025     11,454
5 European Financial Stability Facility  3.000%   9/4/34 EUR       2,347      2,808
134

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
5 European Financial Stability Facility  0.875%  4/10/35 EUR      31,588     29,664
5 European Financial Stability Facility  3.375%   4/3/37 EUR      18,650     23,490
5 European Financial Stability Facility  1.450%   9/5/40 EUR      11,305     11,111
5 European Financial Stability Facility  1.700%  2/13/43 EUR      16,766     17,221
5 European Financial Stability Facility  2.350%  7/29/44 EUR       8,138      9,363
5 European Financial Stability Facility  1.200%  2/17/45 EUR      18,471     17,153
5 European Financial Stability Facility  1.375%  5/31/47 EUR      15,287     14,693
5 European Financial Stability Facility  1.800%  7/10/48 EUR      20,510     21,705
5 European Financial Stability Facility  0.700%  1/20/50 EUR      16,145     12,996
5 European Financial Stability Facility  0.050%  1/18/52 EUR      13,184      8,350
5 European Financial Stability Facility  1.750%  7/17/53 EUR       8,543      8,893
5 European Financial Stability Facility  2.000%  2/28/56 EUR      10,845     11,984
  European Investment Bank  1.625%  3/15/23 EUR      25,338     27,106
  European Investment Bank  2.375%   7/6/23 CAD       3,747      2,901
  European Investment Bank  0.000% 10/16/23 EUR      13,538     14,195
  European Investment Bank  0.500% 11/15/23 EUR       9,025      9,524
  European Investment Bank  0.050% 12/15/23 EUR      24,820     25,979
  European Investment Bank  0.875% 12/15/23 GBP       4,987      6,170
  European Investment Bank  2.125%  1/15/24 EUR       7,672      8,303
  European Investment Bank  0.000%  3/15/24 EUR      61,371     63,937
  European Investment Bank  0.050%  5/24/24 EUR      29,025     30,195
  European Investment Bank  0.200%  7/15/24 EUR      18,050     18,808
  European Investment Bank  1.750%  7/30/24 CAD       6,318      4,804
  European Investment Bank  4.750%   8/7/24 AUD       1,468      1,074
  European Investment Bank  0.875%  9/13/24 EUR      14,893     15,742
  European Investment Bank  0.750% 11/15/24 GBP         452        550
  European Investment Bank  1.625%   2/4/25 CHF       1,135      1,202
  European Investment Bank  0.000%  3/25/25 EUR      11,355     11,653
  European Investment Bank  0.125%  4/15/25 EUR      13,538     13,941
  European Investment Bank  5.500%  4/15/25 GBP       1,537      2,116
  European Investment Bank  0.375%  7/16/25 EUR      10,424     10,783
  European Investment Bank  2.750%  9/15/25 EUR      18,050     20,125
  European Investment Bank  4.500% 10/15/25 EUR       6,769      7,981
  European Investment Bank  2.900% 10/17/25 AUD       1,355        942
  European Investment Bank  0.000%  3/13/26 EUR       4,513      4,567
  European Investment Bank  0.375%  4/14/26 EUR      12,634     12,962
  European Investment Bank  3.100%  8/17/26 AUD      15,890     11,031
  European Investment Bank  2.750%  8/25/26 PLN       4,513        862
  European Investment Bank  1.000%  9/21/26 GBP       1,444      1,730
  European Investment Bank  0.100% 10/15/26 EUR       6,995      7,046
  European Investment Bank  1.250% 11/13/26 EUR       2,708      2,872
  European Investment Bank  0.125% 12/14/26 GBP      15,000     17,163
  European Investment Bank  0.000% 12/22/26 EUR      30,000     30,021
  European Investment Bank  0.500%  1/15/27 EUR      24,233     24,777
  European Investment Bank  3.500%  4/15/27 EUR       2,257      2,643
  European Investment Bank  0.000%  6/17/27 EUR      10,000      9,915
  European Investment Bank  0.375%  9/15/27 EUR      20,000     20,214
  European Investment Bank  3.750%  12/7/27 GBP       1,715      2,332
  European Investment Bank  0.875%  1/14/28 EUR      20,983     21,701
  European Investment Bank  1.000%  1/28/28 CAD       4,045      2,790
  European Investment Bank  3.300%   2/3/28 AUD       1,016        703
  European Investment Bank  0.000%  3/28/28 EUR      42,298     41,380
  European Investment Bank  1.375%  5/12/28 SEK      33,850      3,243
  European Investment Bank  0.000%  5/15/28 EUR       4,513      4,398
  European Investment Bank  0.000%  12/7/28 GBP       1,174      1,279
135

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  European Investment Bank  6.000%  12/7/28 GBP       7,221     11,235
  European Investment Bank  0.625%  1/22/29 EUR      23,538     23,672
  European Investment Bank  3.300%  5/25/29 AUD      10,976      7,507
  European Investment Bank  0.125%  6/20/29 EUR       5,188      5,009
  European Investment Bank  0.250%  9/14/29 EUR      13,179     12,798
  European Investment Bank  0.050%  1/16/30 EUR      69,545     65,935
  European Investment Bank  4.000%  4/15/30 EUR       3,216      4,047
  European Investment Bank  0.000%   9/9/30 EUR       6,366      5,949
  European Investment Bank  2.750%  9/13/30 EUR      13,537     15,691
  European Investment Bank  0.000%  1/14/31 EUR      47,458     43,970
  European Investment Bank  1.300%  1/27/31 AUD       5,000      2,849
  European Investment Bank  1.000%  3/14/31 EUR      24,456     24,646
  European Investment Bank  1.000%  4/14/32 EUR      14,441     14,364
  European Investment Bank  1.125% 11/15/32 EUR       9,025      9,022
  European Investment Bank  1.125%  4/13/33 EUR      13,538     13,453
  European Investment Bank  3.000% 10/14/33 EUR       4,513      5,373
  European Investment Bank  0.050% 10/13/34 EUR      13,088     11,143
  European Investment Bank  2.625%  3/15/35 EUR       3,204      3,684
  European Investment Bank  0.200%  3/17/36 EUR      20,000     16,851
  European Investment Bank  3.125%  6/30/36 CHF         455        569
  European Investment Bank  1.125%  9/15/36 EUR      21,663     20,738
  European Investment Bank  3.875%   6/8/37 GBP       2,437      3,637
  European Investment Bank  0.500% 11/13/37 EUR         631        547
  European Investment Bank  5.000%  4/15/39 GBP       3,162      5,392
  European Investment Bank  2.750%  3/15/40 EUR       8,371     10,029
  European Investment Bank  0.250%  6/15/40 EUR      10,174      8,143
  European Investment Bank  0.010%  5/15/41 EUR      11,952      8,953
  European Investment Bank  3.625%  3/14/42 EUR       2,528      3,461
  European Investment Bank  1.000% 11/14/42 EUR       4,513      4,124
  European Investment Bank  4.500%   3/7/44 GBP       3,836      6,531
  European Investment Bank  1.750%  9/15/45 EUR       6,340      6,600
  European Investment Bank  0.875%  9/13/47 EUR       4,513      3,895
  European Investment Bank  1.500% 11/15/47 EUR       2,257      2,249
  European Investment Bank  1.500% 10/16/48 EUR       1,388      1,389
  European Investment Bank  0.050%  1/27/51 EUR      11,621      7,530
  European Investment Bank  4.625% 10/12/54 GBP       3,475      6,508
  European Stability Mechanism  0.100%  7/31/23 EUR      23,014     24,199
  European Stability Mechanism  2.125% 11/20/23 EUR       1,454      1,572
  European Stability Mechanism  0.125%  4/22/24 EUR      28,881     30,108
  European Stability Mechanism  0.000% 12/16/24 EUR      26,901     27,727
  European Stability Mechanism  0.000%  3/14/25 EUR      48,536     49,782
  European Stability Mechanism  1.000%  9/23/25 EUR      18,050     19,002
  European Stability Mechanism  0.500%   3/2/26 EUR      21,074     21,716
  European Stability Mechanism  0.000% 12/15/26 EUR      42,500     42,417
  European Stability Mechanism  0.750%  3/15/27 EUR      19,782     20,379
  European Stability Mechanism  0.750%   9/5/28 EUR      11,928     12,094
  European Stability Mechanism  0.500%   3/5/29 EUR      18,952     18,774
  European Stability Mechanism  0.010%   3/4/30 EUR      31,246     29,331
  European Stability Mechanism  0.010% 10/15/31 EUR      19,075     17,331
  European Stability Mechanism  1.125%   5/3/32 EUR       2,360      2,368
  European Stability Mechanism  1.200%  5/23/33 EUR       5,416      5,400
  European Stability Mechanism  1.625% 11/17/36 EUR      18,028     18,453
  European Stability Mechanism  1.750% 10/20/45 EUR       4,513      4,722
  European Stability Mechanism  1.800%  11/2/46 EUR      18,365     19,336
  European Stability Mechanism  1.850%  12/1/55 EUR       6,769      7,316
136

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  European Union  0.625%  11/4/23 EUR      12,184     12,903
  European Union  0.500%   4/4/25 EUR      27,076     28,230
  European Union  0.000%  11/4/25 EUR      48,222     49,290
  European Union  0.000%   3/4/26 EUR      43,662     44,305
  European Union  0.000%   7/6/26 EUR      31,050     31,359
  European Union  3.000%   9/4/26 EUR       3,216      3,666
  European Union  2.500%  11/4/27 EUR       8,574      9,647
  European Union  2.875%   4/4/28 EUR       2,257      2,600
  European Union  0.000%   6/2/28 EUR      60,204     58,702
  European Union  0.000%  10/4/28 EUR      52,695     51,081
  European Union  0.000%   7/4/29 EUR      30,457     29,103
  European Union  1.375%  10/4/29 EUR       7,221      7,586
  European Union  0.000%  10/4/30 EUR      32,307     30,168
  European Union  0.750%   4/4/31 EUR      24,779     24,426
  European Union  0.000%  4/22/31 EUR      16,428     15,101
  European Union  0.000%   7/4/31 EUR      85,114     78,138
  European Union  1.000%   7/6/32 EUR      36,500     36,416
  European Union  1.250%   4/4/33 EUR      11,282     11,378
  European Union  0.000%   7/4/35 EUR      21,399     17,866
  European Union  1.125%   4/4/36 EUR       9,025      8,697
  European Union  0.250%  4/22/36 EUR      24,110     20,528
  European Union  0.200%   6/4/36 EUR      48,499     40,995
  European Union  0.400%   2/4/37 EUR      53,530     46,526
  European Union  0.875%  3/11/37 EUR       3,000      2,768
  European Union  1.125%   6/4/37 EUR       4,850      4,660
  European Union  3.375%   4/4/38 EUR       3,654      4,633
  European Union  0.100%  10/4/40 EUR      26,758     20,604
  European Union  0.450%   7/4/41 EUR      33,967     27,762
  European Union  3.750%   4/4/42 EUR       4,513      6,211
  European Union  1.250%   2/4/43 EUR      30,120     28,935
  European Union  0.450%   5/2/46 EUR      16,929     13,247
  European Union  0.750%   1/4/47 EUR      31,141     26,189
  European Union  0.300%  11/4/50 EUR      40,130     28,466
  European Union  0.700%   7/6/51 EUR      27,594     22,192
  Inter-American Development Bank  1.950%  4/23/24 AUD       1,444        999
  Inter-American Development Bank  4.750%  8/27/24 AUD       9,666      7,073
  Inter-American Development Bank  1.700% 10/10/24 CAD       5,587      4,192
  Inter-American Development Bank  1.375% 12/15/24 GBP      12,411     15,320
  Inter-American Development Bank  0.750% 10/15/25 CAD       2,132      1,536
  Inter-American Development Bank  2.750% 10/30/25 AUD       4,919      3,402
  Inter-American Development Bank  1.250% 12/15/25 GBP      11,056     13,486
  Inter-American Development Bank  4.400%  1/26/26 CAD          10          8
  Inter-American Development Bank  4.250%  6/11/26 AUD         587        426
  Inter-American Development Bank  1.000%  6/29/26 CAD       3,300      2,361
  Inter-American Development Bank  0.500%  9/15/26 GBP       4,513      5,290
  Inter-American Development Bank  0.875%  8/27/27 CAD       2,848      1,965
  Inter-American Development Bank  2.125% 12/15/28 GBP       5,000      6,236
  Inter-American Development Bank  3.290%  6/28/32 AUD       1,367        918
  International Bank for Reconstruction & Development  3.000%   2/2/23 NZD       4,513      2,911
  International Bank for Reconstruction & Development  0.500%  7/24/23 GBP       9,386     11,614
  International Bank for Reconstruction & Development  2.500%   8/3/23 CAD       3,879      3,005
  International Bank for Reconstruction & Development  0.500% 10/10/23 SEK      90,260      9,077
137

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  International Bank for Reconstruction & Development  2.200%  2/27/24 AUD      10,109      7,045
  International Bank for Reconstruction & Development  1.800%  7/26/24 CAD       5,226      3,974
  International Bank for Reconstruction & Development  1.900%  1/16/25 CAD       3,464      2,620
  International Bank for Reconstruction & Development  4.250%  6/24/25 AUD       5,686      4,131
  International Bank for Reconstruction & Development  0.750%   7/2/25 CAD       7,763      5,646
  International Bank for Reconstruction & Development  2.900% 11/26/25 AUD       4,693      3,260
  International Bank for Reconstruction & Development  0.625%  1/14/26 CAD       2,812      2,008
  International Bank for Reconstruction & Development  0.750%  6/10/26 NZD         781        440
  International Bank for Reconstruction & Development  0.250%  7/22/26 GBP       2,257      2,625
  International Bank for Reconstruction & Development  1.200%  7/22/26 CAD       1,757      1,268
  International Bank for Reconstruction & Development  3.000% 10/19/26 AUD       7,447      5,139
  International Bank for Reconstruction & Development  0.750% 12/15/26 GBP       6,259      7,390
  International Bank for Reconstruction & Development  0.000%  1/15/27 EUR      20,837     20,666
  International Bank for Reconstruction & Development  1.800%  1/19/27 CAD       5,062      3,705
  International Bank for Reconstruction & Development  0.250%  9/23/27 GBP       9,025     10,242
  International Bank for Reconstruction & Development  0.625%  9/24/27 NZD       1,171        626
  International Bank for Reconstruction & Development  0.875%  9/28/27 CAD       2,441      1,687
  International Bank for Reconstruction & Development  0.625% 11/22/27 EUR       4,965      5,024
  International Bank for Reconstruction & Development  0.010%  4/24/28 EUR       6,769      6,564
  International Bank for Reconstruction & Development  1.625%  5/10/28 NZD      11,757      6,534
  International Bank for Reconstruction & Development  0.625%  7/14/28 GBP      18,289     20,898
  International Bank for Reconstruction & Development  3.300%  8/14/28 AUD       1,490      1,026
  International Bank for Reconstruction & Development  4.875%  12/7/28 GBP          79        116
  International Bank for Reconstruction & Development  1.250% 12/13/28 GBP      14,062     16,692
  International Bank for Reconstruction & Development  0.250%  5/21/29 EUR      10,300      9,967
  International Bank for Reconstruction & Development  1.950%  9/20/29 CAD         816        579
  International Bank for Reconstruction & Development  1.000% 12/21/29 GBP       2,008      2,312
  International Bank for Reconstruction & Development  0.000%  2/21/30 EUR       5,156      4,816
  International Bank for Reconstruction & Development  0.500%  4/16/30 EUR       2,437      2,360
138

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  International Bank for Reconstruction & Development  5.750%   6/7/32 GBP       2,708      4,448
  International Bank for Reconstruction & Development  0.625%  1/12/33 EUR      23,574     22,111
  International Bank for Reconstruction & Development  1.200%   8/8/34 EUR       4,353      4,263
  International Bank for Reconstruction & Development  0.500%  6/21/35 EUR       9,025      8,020
  International Bank for Reconstruction & Development  0.100%  9/17/35 EUR       3,500      2,943
  International Bank for Reconstruction & Development  0.700% 10/22/46 EUR       8,467      6,964
  International Bank for Reconstruction & Development  0.125%   1/3/51 EUR      19,900     13,035
  International Bank for Reconstruction & Development  0.200%  1/21/61 EUR       2,437      1,466
  International Development Assn.  0.750%  9/21/28 GBP       2,391      2,754
  International Development Assn.  0.350%  4/22/36 EUR      10,000      8,519
  International Development Assn.  0.700%  1/17/42 EUR      22,350     18,783
  International Finance Corp.  2.375%  7/19/23 CAD         867        671
  International Finance Corp.  4.250%  8/21/23 AUD         904        652
  International Finance Corp.  1.250% 12/15/23 GBP       6,228      7,746
  International Finance Corp.  1.450%  7/22/24 AUD       1,558      1,062
  International Finance Corp.  1.375%  9/13/24 CAD       1,519      1,139
  International Finance Corp.  1.375%   3/7/25 GBP       4,432      5,453
  International Finance Corp.  4.000%   4/3/25 AUD       2,031      1,464
  International Finance Corp.  0.625%  9/16/25 CAD       2,400      1,725
  International Finance Corp.  0.250% 12/15/25 GBP       4,603      5,422
  International Finance Corp.  3.200%  7/22/26 AUD      10,000      6,979
  International Finance Corp.  0.875%  9/15/26 GBP       6,777      8,085
  International Finance Corp.  1.850%  1/28/27 CAD       1,825      1,339
  International Finance Corp.  0.750%  7/22/27 GBP       4,513      5,294
  International Finance Corp.  3.200% 10/18/27 AUD         542        374
  International Finance Corp.  0.750%  5/24/28 AUD      10,000      5,917
  International Finance Corp.  3.150%  6/26/29 AUD       1,969      1,334
  International Finance Corp.  1.250%   2/6/31 AUD      10,000      5,652
  International Finance Corp.  1.500%  4/15/35 AUD       5,342      2,789
  Nordic Investment Bank  1.125% 12/15/23 GBP       8,643     10,730
  Nordic Investment Bank  4.750%  2/28/24 AUD       2,366      1,724
  Nordic Investment Bank  1.875%  4/10/24 NOK     150,000     15,827
  Nordic Investment Bank  0.125%  6/10/24 EUR      11,146     11,566
  Nordic Investment Bank  0.500%  11/3/25 EUR       8,845      9,108
  Nordic Investment Bank  0.125% 12/15/26 GBP      16,684     19,145
  Nordic Investment Bank  1.375%  1/27/28 SEK       8,000        771
                   3,634,437
Sweden (0.3%)                           
3 Kingdom of Sweden  1.500% 11/13/23 SEK     717,045     73,383
  Kingdom of Sweden  2.500%  5/12/25 SEK      58,350      6,113
  Kingdom of Sweden  1.000% 11/12/26 SEK     156,005     15,462
  Kingdom of Sweden  0.750%  5/12/28 SEK       3,160        305
3 Kingdom of Sweden  0.750% 11/12/29 SEK     175,540     16,641
3 Kingdom of Sweden  0.125%  5/12/31 SEK     524,105     46,240
  Kingdom of Sweden  2.250%   6/1/32 SEK      78,975      8,415
  Kingdom of Sweden  1.375%  6/23/71 SEK     193,910     13,033
  Kommuninvest I Sverige AB  1.000% 11/13/23 SEK     257,220     25,992
  Kommuninvest I Sverige AB  1.000%  10/2/24 SEK      90,260      9,070
139

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Kommuninvest I Sverige AB  1.000%  5/12/25 SEK     177,820     17,534
  Kommuninvest I Sverige AB  0.750%   2/4/26 SEK     135,380     13,090
  Kommuninvest I Sverige AB  1.000% 11/12/26 SEK     270,760     25,975
  Kommuninvest I Sverige AB  0.875%  5/16/29 SEK      50,000      4,520
  Region Stockholm  0.750%  2/26/25 EUR       2,257      2,339
                   278,112
Switzerland (0.5%)                           
  Canton of Basel-Landschaft  1.375%  9/29/34 CHF       7,495      7,630
  Canton of Geneva Switzerland  1.625%  7/30/29 CHF       1,605      1,706
  Canton of Geneva Switzerland  0.030%  6/28/30 CHF      13,000     12,171
  Canton of Geneva Switzerland  1.500%   3/5/32 CHF         725        757
  Canton of Geneva Switzerland  0.400%  4/28/36 CHF       2,260      1,994
  Canton of Geneva Switzerland  0.600%   7/4/46 CHF       1,355      1,122
  Canton of Vaud  2.000% 10/24/33 CHF       4,020      4,403
  Canton of Zurich  0.000%  6/27/25 CHF       4,515      4,556
  Canton of Zurich  1.250%  12/3/32 CHF       1,355      1,387
  Canton of Zurich  2.000%  7/29/38 CHF       4,515      4,967
  Canton of Zurich  0.250%  7/12/39 CHF       5,645      4,669
  Swiss Confederation  4.000%  2/11/23 CHF       1,086      1,155
  Swiss Confederation  1.250%  6/11/24 CHF       9,567     10,084
  Swiss Confederation  1.500%  7/24/25 CHF       7,875      8,419
  Swiss Confederation  1.250%  5/28/26 CHF      85,899     91,447
  Swiss Confederation  3.250%  6/27/27 CHF      24,061     28,230
  Swiss Confederation  4.000%   4/8/28 CHF          79         97
  Swiss Confederation  0.000%  6/22/29 CHF      21,733     21,368
  Swiss Confederation  0.500%  5/27/30 CHF      47,013     47,423
  Swiss Confederation  2.250%  6/22/31 CHF      15,898     18,386
  Swiss Confederation  0.500%  6/27/32 CHF       6,408      6,350
  Swiss Confederation  3.500%   4/8/33 CHF       9,296     12,077
  Swiss Confederation  0.000%  6/26/34 CHF      24,548     22,454
  Swiss Confederation  0.250%  6/23/35 CHF       4,880      4,563
  Swiss Confederation  2.500%   3/8/36 CHF       2,776      3,376
  Swiss Confederation  1.250%  6/27/37 CHF      13,651     14,368
  Swiss Confederation  0.000%  7/24/39 CHF       8,123      7,017
  Swiss Confederation  1.500%  4/30/42 CHF      18,547     20,640
  Swiss Confederation  0.500%  6/28/45 CHF      24,282     22,526
  Swiss Confederation  4.000%   1/6/49 CHF       3,836      6,726
  Swiss Confederation  0.500%  5/24/55 CHF       9,821      8,895
  Swiss Confederation  0.500%  5/30/58 CHF      10,005      8,972
  Swiss Confederation  2.000%  6/25/64 CHF       2,166      3,061
                   412,996
Thailand (0.7%)                           
  Bank of Thailand Bond  0.920%  3/23/23 THB     435,377     12,743
  Bank of Thailand Bond  0.650%  9/28/23 THB      50,000      1,453
  Kingdom of Thailand  3.625%  6/16/23 THB     319,776      9,638
  Kingdom of Thailand  2.400% 12/17/23 THB     858,282     25,580
  Kingdom of Thailand  0.750%  6/17/24 THB   1,557,384     44,812
  Kingdom of Thailand  1.450% 12/17/24 THB   1,023,997     29,725
  Kingdom of Thailand  0.950%  6/17/25 THB   1,596,371     45,302
  Kingdom of Thailand  3.850% 12/12/25 THB     564,066     17,538
  Kingdom of Thailand  2.125% 12/17/26 THB     666,227     19,391
  Kingdom of Thailand  1.000%  6/17/27 THB     806,858     22,085
  Kingdom of Thailand  3.580% 12/17/27 THB     435,629     13,531
  Kingdom of Thailand  5.670%  3/13/28 THB      54,151      1,860
  Kingdom of Thailand  2.875% 12/17/28 THB   1,004,698     29,981
140

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  Kingdom of Thailand  4.875%  6/22/29 THB     785,180     26,318
  Kingdom of Thailand  1.600% 12/17/29 THB   1,050,789     28,467
  Kingdom of Thailand  3.650%  6/20/31 THB     555,041     17,346
  Kingdom of Thailand  2.000% 12/17/31 THB   1,161,658     31,674
  Kingdom of Thailand  3.775%  6/25/32 THB     680,489     21,538
  Kingdom of Thailand  1.600%  6/17/35 THB     185,377      4,455
  Kingdom of Thailand  1.585% 12/17/35 THB     964,942     22,889
  Kingdom of Thailand  3.400%  6/17/36 THB   1,336,250     38,916
  Kingdom of Thailand  4.260% 12/12/37 THB     124,997      3,999
  Kingdom of Thailand  3.300%  6/17/38 THB   1,208,282     33,695
  Kingdom of Thailand  3.800%  6/14/41 THB      67,689      1,986
  Kingdom of Thailand  2.000%  6/17/42 THB     676,862     14,756
  Kingdom of Thailand  4.675%  6/29/44 THB     418,891     13,613
  Kingdom of Thailand  2.875%  6/17/46 THB     509,702     12,310
  Kingdom of Thailand  1.875%  6/17/49 THB     620,465     11,727
  Kingdom of Thailand  2.750%  6/17/52 THB      50,000      1,138
  Kingdom of Thailand  4.850%  6/17/61 THB         976         33
  Kingdom of Thailand  4.000%  6/17/66 THB     432,077     12,228
  Kingdom of Thailand  3.600%  6/17/67 THB   1,057,060     27,255
  Kingdom of Thailand  2.500%  6/17/71 THB     210,737      4,014
                   601,996
United Kingdom (4.3%)                           
1 Community Finance Co. 1 plc  5.017%  7/31/34 GBP         247        365
7 LCR Finance plc  4.500%  12/7/28 GBP       3,385      4,861
7 LCR Finance plc  4.500%  12/7/38 GBP         722      1,162
7 LCR Finance plc  5.100%   3/7/51 GBP       3,024      5,925
  Transport for London  2.125%  4/24/25 GBP       2,257      2,774
  Transport for London  3.875%  7/23/42 GBP         282        365
  Transport for London  3.625%  5/15/45 GBP       2,612      3,265
  Transport for London  4.000%   4/7/64 GBP       2,154      2,910
  United Kingdom Gilt  0.125%  1/31/23 GBP      50,000     62,255
  United Kingdom Gilt  0.125%  1/31/24 GBP     234,687    287,179
  United Kingdom Gilt  0.250%  1/31/25 GBP     175,334    211,573
  United Kingdom Gilt  5.000%   3/7/25 GBP      56,726     77,677
  United Kingdom Gilt  0.125%  1/30/26 GBP      41,733     49,530
  United Kingdom Gilt  0.375% 10/22/26 GBP     110,315    130,378
  United Kingdom Gilt  4.250%  12/7/27 GBP      21,033     29,913
  United Kingdom Gilt  0.125%  1/31/28 GBP     125,047    143,219
  United Kingdom Gilt  0.500%  1/31/29 GBP      86,845     99,909
  United Kingdom Gilt  0.875% 10/22/29 GBP      24,924     29,253
  United Kingdom Gilt  0.375% 10/22/30 GBP      32,477     36,110
  United Kingdom Gilt  4.750%  12/7/30 GBP     191,447    295,819
  United Kingdom Gilt  0.250%  7/31/31 GBP      81,302     87,560
  United Kingdom Gilt  4.250%   6/7/32 GBP     171,237    260,122
  United Kingdom Gilt  4.500%   9/7/34 GBP      34,761     55,205
  United Kingdom Gilt  0.625%  7/31/35 GBP     118,853    123,432
  United Kingdom Gilt  1.750%   9/7/37 GBP     214,267    257,120
  United Kingdom Gilt  1.125%  1/31/39 GBP      42,541     46,139
  United Kingdom Gilt  4.250%   9/7/39 GBP      30,594     50,198
  United Kingdom Gilt  4.250%  12/7/40 GBP      28,929     48,004
  United Kingdom Gilt  1.250% 10/22/41 GBP     153,932    165,983
  United Kingdom Gilt  4.500%  12/7/42 GBP      42,915     74,935
  United Kingdom Gilt  3.250%  1/22/44 GBP     109,340    164,438
  United Kingdom Gilt  3.500%  1/22/45 GBP       1,367      2,131
  United Kingdom Gilt  0.875%  1/31/46 GBP      89,860     86,452
141

 

Total International Bond II Index Fund
    Coupon Maturity
Date 		Currency Face
Amount
(000) 		Market
Value•

($000)
  United Kingdom Gilt  4.250%  12/7/46 GBP      47,652     83,911
  United Kingdom Gilt  1.500%  7/22/47 GBP      84,041     92,980
  United Kingdom Gilt  1.750%  1/22/49 GBP      54,963     64,139
  United Kingdom Gilt  4.250%  12/7/49 GBP      28,326     51,483
  United Kingdom Gilt  0.625% 10/22/50 GBP      52,288     45,442
  United Kingdom Gilt  1.250%  7/31/51 GBP      90,224     92,649
  United Kingdom Gilt  3.750%  7/22/52 GBP      33,298     57,542
  United Kingdom Gilt  1.500%  7/31/53 GBP      16,427     18,409
  United Kingdom Gilt  1.625% 10/22/54 GBP      46,273     52,531
  United Kingdom Gilt  4.250%  12/7/55 GBP      34,084     66,092
  United Kingdom Gilt  1.750%  7/22/57 GBP      58,553     69,073
  United Kingdom Gilt  4.000%  1/22/60 GBP      48,510     95,461
  United Kingdom Gilt  0.500% 10/22/61 GBP      75,516     58,065
  United Kingdom Gilt  2.500%  7/22/65 GBP      56,606     83,464
  United Kingdom Gilt  3.500%  7/22/68 GBP      38,080     71,238
  United Kingdom Gilt  1.625% 10/22/71 GBP      41,000     47,938
  United Kingdom Gilt  1.125% 10/22/73 GBP      22,117     22,060
                   3,968,638
Total Sovereign Bonds (Cost $85,800,917)     72,170,284
142

 

Total International Bond II Index Fund
    Coupon     Shares Market
Value•

($000)
Temporary Cash Investments (0.8%)      
Money Market Fund (0.8%)                           
12 Vanguard Market Liquidity Fund (Cost $715,941)  0.409%                7,160,125           715,941
Total Investments (99.1%) (Cost $108,215,947)     91,024,775
Other Assets and Liabilities—Net (0.9%)     822,057
Net Assets (100.0%)     91,846,832
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 Guaranteed by the Republic of Austria.
3 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2022, the aggregate value was $11,160,923,000, representing 12.2% of net assets.
4 Guaranteed by the Republic of France.
5 Guaranteed by multiple countries.
6 Guaranteed by the Government of Japan.
7 Guaranteed by the Government of the United Kingdom.
8 Securities with a value of $22,555,000 have been segregated as initial margin for open futures contracts.
9 Guaranteed by the Federal Republic of Germany.
10 Non-income-producing security—security in default.
11 Security value determined using significant unobservable inputs.
12 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
REIT—Real Estate Investment Trust.
AUD—Australian dollar.
CAD—Canadian dollar.
CHF—Swiss franc.
CLP—Chilean peso.
CNY—Chinese renminbi.
COP—Colombia peso.
CZK—Czech koruna.
DKK—Danish krone.
EUR—euro.
GBP—British pound.
HKD—Hong Kong dollar.
HUF—Hungarian forint.
IDR—Indonesian rupiah.
ILS—Israeli shekel.
JPY—Japanese yen.
KRW—Korean won.
MXN—Mexican peso.
MYR—Malaysian ringgit.
NOK—Norwegian krone.
NZD—New Zealand dollar.
PEN—Peruvian sol.
PLN—Polish zloty.
RON—Romania new leu.
RUB—Russian ruble.
SEK—Swedish krona.
SGD—Singapore dollar.
THB—Thai baht.
USD—U.S. dollar.
143

 

Total International Bond II 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        
KRW 3-Year Treasury Bond June 2022 843 70,695 (1,384)
    
Forward Currency Contracts
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
State Street Bank & Trust Co. 5/3/22 AUD 90,000 USD 67,610 — (4,018)
Morgan Stanley Capital Services Inc. 5/3/22 AUD 78,791 USD 59,154 — (3,481)
State Street Bank & Trust Co. 6/2/22 AUD 59,305 USD 42,167 — (241)
Bank of New York 5/3/22 AUD 7,782 USD 5,845 — (347)
Royal Bank of Canada 5/3/22 CAD 230,027 USD 184,013 — (4,958)
Royal Bank of Canada 6/2/22 CAD 161,395 USD 126,279 — (651)
JPMorgan Chase Bank, N.A. 6/2/22 CAD 28,482 USD 22,284 — (115)
BNP Paribas 5/3/22 CHF 36,599 USD 39,811 — (2,181)
JPMorgan Chase Bank, N.A. 6/2/22 CHF 21,459 USD 22,140 — (44)
JPMorgan Chase Bank, N.A. 5/3/22 CLP 95,175,750 USD 111,929 — (367)
Citibank, N.A. 5/3/22 CLP 33,983,250 USD 39,746 87 —
Deutsche Bank AG 5/3/22 CLP 29,429,500 USD 34,591 — (95)
HSBC Bank plc 5/3/22 CLP 22,655,500 USD 26,575 — (19)
State Street Bank & Trust Co. 5/6/22 CNY 3,272,600 USD 495,473 1,276 —
Standard Chartered Bank 5/6/22 CNY 3,272,551 USD 492,113 4,629 —
State Street Bank & Trust Co. 5/3/22 COP 321,537,587 USD 81,196 2 —
State Street Bank & Trust Co. 5/3/22 COP 263,356,904 USD 66,762 — (256)
Toronto-Dominion Bank 5/3/22 COP 182,879,692 USD 46,109 74 —
Citibank, N.A. 5/3/22 COP 100,000,000 USD 25,213 41 —
HSBC Bank plc 5/3/22 COP 100,000,000 USD 25,213 41 —
BNP Paribas 5/3/22 CZK 5,667,101 USD 244,166 — (1,309)
Deutsche Bank AG 5/3/22 CZK 1,500,000 USD 64,461 — (180)
JPMorgan Chase Bank, N.A. 5/3/22 CZK 177,120 USD 8,041 — (451)
State Street Bank & Trust Co. 6/2/22 CZK 131,782 USD 5,631 — (3)
144

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
BNP Paribas 5/3/22 DKK 127,959 USD 19,157 — (1,008)
JPMorgan Chase Bank, N.A. 6/2/22 DKK 65,620 USD 9,318 1 —
Morgan Stanley Capital Services Inc. 5/3/22 EUR 2,500,000 USD 2,628,955 8,725 —
Morgan Stanley Capital Services Inc. 5/3/22 EUR 2,000,000 USD 2,126,730 — (16,586)
Toronto-Dominion Bank 5/3/22 EUR 2,000,000 USD 2,102,500 7,644 —
Commonwealth Bank of Australia 5/3/22 EUR 1,500,000 USD 1,595,550 — (12,942)
BNP Paribas 5/3/22 EUR 1,000,000 USD 1,069,560 — (14,488)
HSBC Bank plc 5/3/22 EUR 1,000,000 USD 1,068,550 — (13,478)
Bank of America, N.A. 5/3/22 EUR 1,000,000 USD 1,058,400 — (3,328)
Deutsche Bank AG 5/3/22 EUR 500,000 USD 534,731 — (7,195)
Toronto-Dominion Bank 5/3/22 EUR 500,000 USD 534,300 — (6,764)
State Street Bank & Trust Co. 5/3/22 EUR 500,000 USD 533,925 — (6,389)
Royal Bank of Canada 5/3/22 EUR 500,000 USD 527,750 — (214)
Barclays Bank plc 5/3/22 EUR 500,000 USD 525,545 1,991 —
Royal Bank of Canada 5/3/22 EUR 500,000 USD 525,400 2,136 —
Commonwealth Bank of Australia 5/3/22 EUR 500,000 USD 524,900 2,636 —
HSBC Bank plc 5/4/22 GBP 2,620,411 USD 3,289,926 5,084 —
Toronto-Dominion Bank 5/4/22 GBP 2,620,411 USD 3,289,926 5,084 —
State Street Bank & Trust Co. 6/6/22 GBP 133,131 USD 167,142 266 —
State Street Bank & Trust Co. 5/4/22 GBP 112,193 USD 147,687 — (6,612)
HSBC Bank plc 5/4/22 HKD 325,000 USD 41,417 4 —
BNP Paribas 5/3/22 HUF 30,526,849 USD 85,507 — (390)
BNP Paribas 5/3/22 HUF 10,175,616 USD 28,286 86 —
JPMorgan Chase Bank, N.A. 5/3/22 HUF 1,901,408 USD 5,739 — (437)
Deutsche Bank AG 5/9/22 IDR 8,411,129,600 USD 582,364 — (2,504)
Standard Chartered Bank 5/9/22 IDR 4,731,260,400 USD 328,332 — (2,160)
Deutsche Bank AG 5/3/22 ILS 250,000 USD 75,529 — (644)
BNP Paribas 5/3/22 ILS 166,000 USD 50,026 — (302)
JPMorgan Chase Bank, N.A. 5/3/22 ILS 25,481 USD 7,989 — (357)
Standard Chartered Bank 5/6/22 JPY 520,000,000 USD 4,013,584 — (5,895)
BNP Paribas 5/6/22 JPY 481,696,242 USD 3,723,991 — (11,512)
Bank of New York 5/6/22 JPY 187,881,408 USD 1,441,814 6,206 —
Toronto-Dominion Bank 5/6/22 JPY 124,716,846 USD 967,746 — (6,541)
Royal Bank of Canada 5/6/22 JPY 125,000,000 USD 964,804 — (1,417)
145

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Commonwealth Bank of Australia 5/6/22 JPY 88,145,000 USD 692,909 — (13,567)
UBS AG 5/6/22 JPY 65,000,000 USD 510,685 — (9,724)
Barclays Bank plc 5/6/22 JPY 65,000,000 USD 509,624 — (8,663)
Bank of America, N.A. 5/6/22 JPY 64,872,228 USD 498,902 1,074 —
Toronto-Dominion Bank 5/6/22 JPY 64,716,846 USD 497,807 972 —
HSBC Bank plc 5/6/22 JPY 64,652,129 USD 494,736 3,544 —
Deutsche Bank AG 5/6/22 JPY 58,617,000 USD 450,969 797 —
JPMorgan Chase Bank, N.A. 5/6/22 JPY 6,136,408 USD 47,367 — (73)
State Street Bank & Trust Co. 5/6/22 JPY 2,450,000 USD 20,197 — (1,316)
JPMorgan Chase Bank, N.A. 5/3/22 KRW 1,075,400,808 USD 850,671 5,531 —
HSBC Bank plc 5/3/22 KRW 1,059,279,120 USD 837,346 6,019 —
BNP Paribas 5/3/22 KRW 914,077,700 USD 722,362 5,399 —
JPMorgan Chase Bank, N.A. 5/3/22 KRW 654,162,308 USD 526,588 — (5,762)
Deutsche Bank AG 5/3/22 KRW 540,892,660 USD 427,448 3,195 —
BNP Paribas 5/3/22 KRW 381,681,758 USD 307,199 — (3,316)
Deutsche Bank AG 5/3/22 KRW 328,607,155 USD 264,637 — (3,009)
State Street Bank & Trust Co. 5/3/22 KRW 308,165,600 USD 247,066 — (1,714)
HSBC Bank plc 5/3/22 KRW 244,515,257 USD 195,926 — (1,250)
Standard Chartered Bank 5/3/22 KRW 235,592,880 USD 186,181 1,391 —
State Street Bank & Trust Co. 6/2/22 MXN 304,843 USD 14,851 — (7)
State Street Bank & Trust Co. 5/3/22 MXN 168,740 USD 8,419 — (156)
BNP Paribas 5/6/22 MYR 1,713,300 USD 393,223 280 —
BNP Paribas 5/6/22 MYR 1,683,367 USD 387,877 — (1,249)
Barclays Bank plc 5/3/22 NOK 198,052 USD 21,015 101 —
State Street Bank & Trust Co. 5/3/22 NOK 71,948 USD 8,226 — (555)
JPMorgan Chase Bank, N.A. 5/3/22 NZD 19,265 USD 13,394 — (956)
State Street Bank & Trust Co. 6/2/22 NZD 8,499 USD 5,516 — (29)
Citibank, N.A. 5/3/22 PEN 460,884 USD 120,509 — (455)
Toronto-Dominion Bank 5/3/22 PEN 193,649 USD 50,516 — (73)
Toronto-Dominion Bank 5/3/22 PEN 120,062 USD 31,064 211 —
BNP Paribas 5/4/22 PLN 886,330 USD 201,001 — (1,110)
BNP Paribas 5/4/22 PLN 400,000 USD 89,823 388 —
JPMorgan Chase Bank, N.A. 5/4/22 PLN 60,358 USD 14,443 — (831)
146

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
State Street Bank & Trust Co. 6/2/22 PLN 56,368 USD 12,656 6 —
Barclays Bank plc 5/3/22 RON 220,000 USD 46,684 209 —
Barclays Bank plc 5/3/22 RON 55,000 USD 11,732 — (9)
Barclays Bank plc 5/3/22 SEK 1,000,000 USD 101,719 127 —
State Street Bank & Trust Co. 5/3/22 SEK 223,252 USD 23,969 — (1,232)
JPMorgan Chase Bank, N.A. 6/2/22 SEK 79,274 USD 8,101 — (21)
Toronto-Dominion Bank 5/5/22 SGD 457,479 USD 331,651 — (858)
Morgan Stanley Capital Services Inc. 5/5/22 SGD 150,000 USD 108,274 188 —
State Street Bank & Trust Co. 5/5/22 SGD 18,755 USD 13,857 — (296)
Standard Chartered Bank 5/5/22 THB 10,319,277 USD 300,373 930 —
Standard Chartered Bank 5/5/22 THB 5,417,500 USD 159,219 — (1,039)
JPMorgan Chase Bank, N.A. 5/5/22 THB 5,198,400 USD 151,061 722 —
State Street Bank & Trust Co. 5/5/22 THB 824,500 USD 24,105 — (31)
Commonwealth Bank of Australia 5/3/22 USD 2,326,985 AUD 3,097,644 138,249 —
JPMorgan Chase Bank, N.A. 6/2/22 USD 1,540,813 AUD 2,166,999 8,808 —
Commonwealth Bank of Australia 6/2/22 USD 1,336,574 AUD 1,879,745 7,650 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 588,950 AUD 784,000 34,991 —
State Street Bank & Trust Co. 5/3/22 USD 228,373 AUD 304,000 13,573 —
State Street Bank & Trust Co. 6/2/22 USD 159,736 AUD 225,000 668 —
UBS AG 5/3/22 USD 168,924 AUD 224,774 10,103 —
UBS AG 6/2/22 USD 139,606 AUD 196,350 793 —
BNP Paribas 6/2/22 USD 83,723 AUD 117,750 477 —
BNP Paribas 5/3/22 USD 67,608 AUD 90,000 4,015 —
Standard Chartered Bank 5/3/22 USD 27,516 AUD 37,000 1,373 —
Toronto-Dominion Bank 5/3/22 USD 2,636,830 CAD 3,294,000 72,749 —
Toronto-Dominion Bank 6/2/22 USD 1,983,429 CAD 2,535,000 10,215 —
State Street Bank & Trust Co. 5/3/22 USD 1,916,581 CAD 2,399,463 48,815 —
Royal Bank of Canada 6/2/22 USD 1,559,874 CAD 1,993,436 8,206 —
Bank of New York 6/2/22 USD 1,176,459 CAD 1,500,000 8,877 —
Royal Bank of Canada 5/3/22 USD 749,214 CAD 937,000 19,845 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 399,842 CAD 500,000 10,637 —
147

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
JPMorgan Chase Bank, N.A. 6/2/22 USD 392,666 CAD 500,000 3,472 —
State Street Bank & Trust Co. 6/2/22 USD 392,167 CAD 500,000 2,973 —
BNP Paribas 6/2/22 USD 311,180 CAD 400,000 — (175)
Bank of Montreal 5/3/22 USD 55,446 CAD 70,000 958 —
Bank of New York 5/3/22 USD 46,124 CAD 58,000 976 —
BNP Paribas 5/3/22 USD 1,019,742 CHF 937,500 55,856 —
Toronto-Dominion Bank 6/2/22 USD 809,873 CHF 785,000 1,608 —
State Street Bank & Trust Co. 6/2/22 USD 260,761 CHF 252,884 382 —
Commonwealth Bank of Australia 5/3/22 USD 152,329 CHF 140,765 7,602 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 55,464 CHF 52,000 2,000 —
UBS AG 6/2/22 USD 46,424 CHF 45,000 91 —
BNP Paribas 6/2/22 USD 20,634 CHF 20,000 41 —
Commonwealth Bank of Australia 6/2/22 USD 18,758 CHF 18,000 224 —
Bank of America, N.A. 5/3/22 USD 9,957 CHF 9,218 479 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 118,156 CLP 95,175,750 6,595 —
Citibank, N.A. 5/3/22 USD 39,944 CLP 33,983,250 110 —
JPMorgan Chase Bank, N.A. 6/3/22 USD 39,766 CLP 33,983,250 195 —
Citibank, N.A. 6/3/22 USD 39,492 CLP 33,983,250 — (79)
Deutsche Bank AG 5/3/22 USD 37,724 CLP 29,429,500 3,228 —
HSBC Bank plc 5/3/22 USD 26,629 CLP 22,655,500 73 —
HSBC Bank plc 6/3/22 USD 26,422 CLP 22,655,500 41 —
State Street Bank & Trust Co. 5/6/22 USD 748,700 CNY 4,764,820 25,444 —
Standard Chartered Bank 6/2/22 USD 528,604 CNY 3,516,551 — (4,713)
State Street Bank & Trust Co. 6/2/22 USD 494,956 CNY 3,272,600 — (1,364)
Standard Chartered Bank 5/6/22 USD 280,125 CNY 1,780,331 9,888 —
State Street Bank & Trust Co. 6/3/22 USD 147,264 COP 584,894,491 356 —
State Street Bank & Trust Co. 5/3/22 USD 101,114 COP 382,879,692 4,425 —
Toronto-Dominion Bank 5/3/22 USD 48,691 COP 182,879,692 2,508 —
State Street Bank & Trust Co. 6/3/22 USD 45,179 COP 180,864,893 — (249)
Citibank, N.A. 5/3/22 USD 26,485 COP 100,000,000 1,232 —
HSBC Bank plc 5/3/22 USD 26,461 COP 100,000,000 1,207 —
BNP Paribas 5/3/22 USD 332,696 CZK 7,344,221 17,969 —
BNP Paribas 6/2/22 USD 243,313 CZK 5,667,101 1,308 —
148

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Deutsche Bank AG 6/2/22 USD 64,238 CZK 1,500,000 183 —
Deutsche Bank AG 5/3/22 USD 564,264 DKK 3,772,965 29,129 —
Barclays Bank plc 6/2/22 USD 518,430 DKK 3,645,005 779 —
State Street Bank & Trust Co. 6/2/22 USD 11,902,104 EUR 11,280,000 — (14,671)
State Street Bank & Trust Co. 5/3/22 USD 10,997,037 EUR 9,876,790 576,306 —
Toronto-Dominion Bank 6/2/22 USD 8,182,272 EUR 7,760,000 — (15,794)
Morgan Stanley Capital Services Inc. 5/3/22 USD 7,242,760 EUR 6,541,000 341,529 —
Toronto-Dominion Bank 5/3/22 USD 6,506,936 EUR 5,857,000 327,377 —
HSBC Bank plc 5/3/22 USD 4,994,608 EUR 4,495,000 252,058 —
Royal Bank of Canada 5/3/22 USD 4,112,240 EUR 3,702,775 205,543 —
Morgan Stanley Capital Services Inc. 6/2/22 USD 3,423,151 EUR 3,250,000 — (10,317)
Bank of America, N.A. 5/3/22 USD 2,977,417 EUR 2,700,000 128,718 —
Bank of New York 5/3/22 USD 2,792,220 EUR 2,510,000 143,986 —
Deutsche Bank AG 5/3/22 USD 2,793,279 EUR 2,500,000 155,599 —
HSBC Bank plc 6/2/22 USD 2,657,559 EUR 2,500,000 16,429 —
Deutsche Bank AG 6/2/22 USD 2,652,678 EUR 2,500,000 11,548 —
Morgan Stanley Capital Services Inc. 6/2/22 USD 2,129,444 EUR 2,000,000 16,540 —
BNP Paribas 5/3/22 USD 1,948,881 EUR 1,750,000 102,504 —
UBS AG 5/3/22 USD 1,805,192 EUR 1,627,000 88,589 —
HSBC Bank plc 6/2/22 USD 1,589,701 EUR 1,505,000 — (258)
Commonwealth Bank of Australia 5/3/22 USD 1,669,394 EUR 1,500,000 86,783 —
Bank of America, N.A. 6/2/22 USD 1,588,616 EUR 1,500,000 3,938 —
Bank of New York 6/2/22 USD 1,580,501 EUR 1,500,000 — (4,177)
Barclays Bank plc 5/3/22 USD 1,493,822 EUR 1,350,000 69,474 —
BNP Paribas 6/2/22 USD 1,406,077 EUR 1,331,165 — (235)
Royal Bank of Canada 6/2/22 USD 1,318,264 EUR 1,250,000 — (2,301)
Barclays Bank plc 6/2/22 USD 1,318,038 EUR 1,250,000 — (2,527)
BNP Paribas 6/2/22 USD 1,070,920 EUR 1,000,000 14,468 —
Commonwealth Bank of Australia 6/2/22 USD 1,069,364 EUR 1,000,000 12,912 —
Toronto-Dominion Bank 6/2/22 USD 1,063,896 EUR 1,000,000 7,444 —
Bank of New York 6/2/22 USD 1,057,881 EUR 1,000,000 1,429 —
Deutsche Bank AG 6/2/22 USD 1,054,584 EUR 1,000,000 — (1,868)
Commonwealth Bank of Australia 6/2/22 USD 1,053,784 EUR 1,000,000 — (2,668)
Credit Agricole CIB 6/2/22 USD 767,294 EUR 725,000 1,366 —
Standard Chartered Bank 5/3/22 USD 556,798 EUR 500,000 29,262 —
Credit Agricole CIB 5/3/22 USD 556,486 EUR 500,000 28,950 —
149

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
JPMorgan Chase Bank, N.A. 5/3/22 USD 555,978 EUR 500,000 28,441 —
State Street Bank & Trust Co. 6/2/22 USD 534,607 EUR 500,000 6,381 —
UBS AG 6/2/22 USD 529,515 EUR 500,000 1,289 —
Royal Bank of Canada 6/2/22 USD 528,413 EUR 500,000 187 —
Standard Chartered Bank 6/2/22 USD 264,069 EUR 250,000 — (44)
UBS AG 6/2/22 USD 95,065 EUR 90,000 — (15)
Toronto-Dominion Bank 6/6/22 USD 3,289,863 GBP 2,620,411 — (5,222)
HSBC Bank plc 6/6/22 USD 3,289,858 GBP 2,620,411 — (5,228)
Toronto-Dominion Bank 5/4/22 USD 2,771,235 GBP 2,105,146 124,140 —
HSBC Bank plc 5/4/22 USD 2,659,970 GBP 2,021,232 118,392 —
JPMorgan Chase Bank, N.A. 5/4/22 USD 1,359,199 GBP 1,032,857 60,442 —
HSBC Bank plc 6/6/22 USD 346,631 GBP 275,000 827 —
State Street Bank & Trust Co. 5/4/22 USD 205,866 GBP 156,386 9,221 —
Bank of New York 5/4/22 USD 27,431 GBP 21,000 1,025 —
Royal Bank of Canada 5/4/22 USD 21,466 GBP 16,393 853 —
State Street Bank & Trust Co. 6/6/22 USD 11,201 GBP 9,000 — (116)
UBS AG 5/4/22 USD 41,521 HKD 325,000 101 —
HSBC Bank plc 6/2/22 USD 41,442 HKD 325,000 — (6)
Deutsche Bank AG 5/3/22 USD 127,767 HUF 42,603,874 8,976 —
BNP Paribas 6/2/22 USD 85,150 HUF 30,526,849 391 —
BNP Paribas 6/2/22 USD 28,170 HUF 10,175,616 — (83)
Standard Chartered Bank 5/9/22 USD 642,312 IDR 9,235,780,000 5,600 —
Deutsche Bank AG 6/3/22 USD 581,428 IDR 8,411,129,600 2,468 —
Standard Chartered Bank 6/3/22 USD 327,788 IDR 4,731,260,400 2,124 —
HSBC Bank plc 5/9/22 USD 255,032 IDR 3,665,767,000 2,316 —
HSBC Bank plc 6/3/22 USD 53,008 IDR 770,000,000 8 —
Deutsche Bank AG 5/9/22 USD 2,840 IDR 40,843,000 24 —
BNP Paribas 5/3/22 USD 314,009 ILS 999,528 14,612 —
BNP Paribas 6/2/22 USD 218,308 ILS 724,047 1,070 —
Deutsche Bank AG 6/2/22 USD 75,658 ILS 250,000 649 —
Standard Chartered Bank 6/2/22 USD 4,017,024 JPY 520,000,000 5,773 —
BNP Paribas 6/2/22 USD 3,630,772 JPY 470,000,000 5,218 —
Standard Chartered Bank 5/6/22 USD 3,659,232 JPY 444,955,000 229,921 —
BNP Paribas 5/6/22 USD 2,844,074 JPY 345,000,000 185,126 —
HSBC Bank plc 5/6/22 USD 2,543,314 JPY 310,040,127 153,808 —
Royal Bank of Canada 5/6/22 USD 2,075,250 JPY 252,040,200 132,752 —
National Australia Bank Ltd. 5/6/22 USD 1,813,613 JPY 220,000,000 118,052 —
150

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Toronto-Dominion Bank 5/6/22 USD 1,718,299 JPY 208,903,552 108,258 —
Bank of New York 6/2/22 USD 1,443,053 JPY 187,881,408 — (6,253)
Bank of New York 5/6/22 USD 1,042,981 JPY 127,050,000 63,796 —
Royal Bank of Canada 6/2/22 USD 965,631 JPY 125,000,000 1,388 —
Toronto-Dominion Bank 6/2/22 USD 968,576 JPY 124,716,846 6,517 —
Commonwealth Bank of Australia 6/2/22 USD 693,511 JPY 88,145,000 13,566 —
UBS AG 6/2/22 USD 511,131 JPY 65,000,000 9,724 —
Barclays Bank plc 6/2/22 USD 510,066 JPY 65,000,000 8,660 —
Bank of America, N.A. 6/2/22 USD 499,329 JPY 64,872,228 — (1,092)
Toronto-Dominion Bank 6/2/22 USD 498,233 JPY 64,716,846 — (989)
HSBC Bank plc 6/2/22 USD 495,159 JPY 64,652,129 — (3,564)
Deutsche Bank AG 6/2/22 USD 451,357 JPY 58,617,000 — (811)
Morgan Stanley Capital Services Inc. 5/6/22 USD 55,797 JPY 6,770,000 3,620 —
Commonwealth Bank of Australia 5/6/22 USD 37,118 JPY 4,783,000 255 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 1,010,556 KRW 1,278,757,608 — (7,553)
BNP Paribas 5/3/22 USD 751,302 KRW 914,077,700 23,540 —
HSBC Bank plc 5/3/22 USD 525,738 KRW 665,267,747 — (3,929)
JPMorgan Chase Bank, N.A. 6/3/22 USD 526,567 KRW 654,162,308 5,741 —
JPMorgan Chase Bank, N.A. 6/3/22 USD 514,229 KRW 649,595,300 — (2,961)
HSBC Bank plc 5/3/22 USD 524,117 KRW 638,526,630 15,741 —
Deutsche Bank AG 5/3/22 USD 442,267 KRW 540,892,660 11,624 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 369,315 KRW 450,805,508 10,397 —
HSBC Bank plc 6/3/22 USD 332,755 KRW 420,752,490 — (2,236)
BNP Paribas 5/3/22 USD 301,629 KRW 381,681,758 — (2,254)
Deutsche Bank AG 6/3/22 USD 264,617 KRW 328,607,155 2,989 —
Deutsche Bank AG 5/3/22 USD 259,687 KRW 328,607,155 — (1,941)
HSBC Bank plc 6/3/22 USD 257,309 KRW 320,515,257 2,124 —
BNP Paribas 6/3/22 USD 249,983 KRW 312,246,800 1,381 —
State Street Bank & Trust Co. 6/3/22 USD 247,054 KRW 308,165,600 1,701 —
Standard Chartered Bank 5/3/22 USD 194,100 KRW 235,592,880 6,528 —
State Street Bank & Trust Co. 5/3/22 USD 149,881 KRW 182,584,490 4,512 —
Citibank, N.A. 6/3/22 USD 39,661 KRW 50,000,000 — (147)
Morgan Stanley Capital Services Inc. 6/3/22 USD 32,506 KRW 41,000,000 — (138)
BNP Paribas 6/3/22 USD 31,720 KRW 40,000,000 — (128)
151

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
State Street Bank & Trust Co. 6/2/22 USD 577,597 MXN 11,836,242 1,251 —
State Street Bank & Trust Co. 5/3/22 USD 538,473 MXN 10,785,000 10,289 —
BNP Paribas 5/3/22 USD 28,434 MXN 569,982 520 —
BNP Paribas 5/6/22 USD 459,308 MYR 1,938,470 14,089 —
BNP Paribas 6/2/22 USD 393,126 MYR 1,713,300 — (190)
BNP Paribas 6/2/22 USD 345,558 MYR 1,503,367 435 —
Standard Chartered Bank 5/6/22 USD 277,616 MYR 1,168,197 9,310 —
Barclays Bank plc 5/3/22 USD 194,916 NOK 1,705,000 13,135 —
Barclays Bank plc 6/2/22 USD 183,014 NOK 1,705,000 1,223 —
Toronto-Dominion Bank 5/3/22 USD 30,956 NOK 270,000 2,169 —
Barclays Bank plc 6/2/22 USD 21,016 NOK 198,052 — (101)
Commonwealth Bank of Australia 6/2/22 USD 200,403 NZD 308,754 1,067 —
JPMorgan Chase Bank, N.A. 6/2/22 USD 133,601 NZD 205,836 711 —
Commonwealth Bank of Australia 5/3/22 USD 120,970 NZD 174,000 8,635 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 120,275 NZD 173,000 8,585 —
State Street Bank & Trust Co. 5/3/22 USD 120,173 NZD 172,855 8,577 —
HSBC Bank plc 5/3/22 USD 9,424 NZD 14,000 385 —
Bank of America, N.A. 6/2/22 USD 4,856 NZD 7,500 14 —
Citibank, N.A. 5/3/22 USD 121,688 PEN 460,884 1,634 —
Toronto-Dominion Bank 5/3/22 USD 82,975 PEN 313,711 1,257 —
Citibank, N.A. 6/3/22 USD 69,740 PEN 267,235 399 —
Toronto-Dominion Bank 6/3/22 USD 30,948 PEN 120,062 — (205)
BNP Paribas 5/4/22 USD 303,896 PLN 1,269,688 17,547 —
BNP Paribas 6/2/22 USD 200,274 PLN 886,330 1,176 —
BNP Paribas 6/2/22 USD 89,503 PLN 400,000 — (350)
State Street Bank & Trust Co. 5/4/22 USD 18,287 PLN 77,000 922 —
Barclays Bank plc 5/3/22 USD 61,562 RON 275,000 2,945 —
Barclays Bank plc 6/3/22 USD 58,035 RON 275,000 — (320)
Barclays Bank plc 6/2/22 USD 444,107 SEK 4,341,147 1,646 —
Barclays Bank plc 5/3/22 USD 418,128 SEK 3,877,536 23,219 —
Royal Bank of Canada 5/3/22 USD 402,595 SEK 3,750,000 20,675 —
Royal Bank of Canada 6/2/22 USD 332,097 SEK 3,250,000 848 —
Deutsche Bank AG 5/3/22 USD 180,204 SEK 1,686,863 8,404 —
Barclays Bank plc 6/2/22 USD 101,791 SEK 1,000,000 — (132)
Bank of America, N.A. 6/2/22 USD 51,092 SEK 500,000 130 —
HSBC Bank plc 5/5/22 USD 462,404 SGD 626,234 9,589 —
152

 

Total International Bond II Index Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
Depreciation
($000)
Counterparty Receive Deliver
Toronto-Dominion Bank 6/2/22 USD 331,627 SGD 457,479 851 —
Morgan Stanley Capital Services Inc. 6/2/22 USD 108,268 SGD 150,000 — (188)
Standard Chartered Bank 6/2/22 USD 300,314 THB 10,319,277 — (1,103)
Standard Chartered Bank 5/5/22 USD 298,368 THB 10,034,700 5,375 —
JPMorgan Chase Bank, N.A. 5/5/22 USD 197,529 THB 6,636,167 3,766 —
JPMorgan Chase Bank, N.A. 6/2/22 USD 151,050 THB 5,198,400 — (791)
Standard Chartered Bank 6/2/22 USD 151,842 THB 5,172,500 758 —
Deutsche Bank AG 5/5/22 USD 76,137 THB 2,570,710 1,077 —
BNP Paribas 5/5/22 USD 50,888 THB 1,693,600 1,438 —
State Street Bank & Trust Co. 6/2/22 USD 1,507 THB 50,455 33 —
            4,987,558 (306,666)
At April 30, 2022, the counterparties had deposited in segregated accounts securities with a value of $2,908,560,000 and cash of $2,194,544,000 in connection with open forward currency contracts.
See accompanying Notes, which are an integral part of the Financial Statements.
153

 

Total International Bond II Index Fund
Statement of Assets and Liabilities
As of April 30, 2022
($000s, except shares and per-share amounts) Amount
Assets  
Investments in Securities, at Value  
Unaffiliated Issuers (Cost $107,500,006) 90,308,834
Affiliated Issuers (Cost $715,941) 715,941
Total Investments in Securities 91,024,775
Investment in Vanguard 3,122
Foreign Currency, at Value (Cost $560,013) 506,860
Receivables for Investment Securities Sold 229,636
Receivables for Accrued Income 477,534
Receivables for Capital Shares Issued 51,612
Variation Margin Receivable—Futures Contracts 4,472
Unrealized Appreciation—Forward Currency Contracts 4,987,558
Other Assets 9,105
Total Assets 97,294,674
Liabilities  
Due to Custodian 7,243
Payables for Investment Securities Purchased 4,679,610
Payables for Capital Shares Redeemed 451,654
Payables to Vanguard 2,669
Unrealized Depreciation—Forward Currency Contracts 306,666
Total Liabilities 5,447,842
Net Assets 91,846,832
At April 30, 2022, net assets consisted of:  
   
Paid-in Capital 99,964,037
Total Distributable Earnings (Loss) (8,117,205)
Net Assets 91,846,832
 
Investor Shares—Net Assets  
Applicable to 90,837,221 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		834,294
Net Asset Value Per Share—Investor Shares $9.18
 
Institutional Shares—Net Assets  
Applicable to 3,339,206,998 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		91,012,538
Net Asset Value Per Share—Institutional Shares $27.26
  
See accompanying Notes, which are an integral part of the Financial Statements.
154

 

Total International Bond II Index Fund
Statement of Operations
  Six Months Ended
April 30, 2022
  ($000)
Investment Income  
Income  
Interest1,2 248,035
Total Income 248,035
Expenses  
The Vanguard Group—Note B  
Investment Advisory Services 1,081
Management and Administrative—Investor Shares 1,715
Management and Administrative—Admiral Shares 8,440
Management and Administrative—Institutional Shares 19,155
Marketing and Distribution—Investor Shares 150
Marketing and Distribution—Admiral Shares 531
Marketing and Distribution—Institutional Shares 912
Custodian Fees 1,216
Shareholders’ Reports—Investor Shares 3
Shareholders’ Reports—Admiral Shares 101
Shareholders’ Reports—Institutional Shares 136
Trustees’ Fees and Expenses 22
Other Expenses 20
Total Expenses 33,482
Net Investment Income 214,553
Realized Net Gain (Loss)  
Investment Securities Sold1 (1,161,964)
Futures Contracts 8,685
Forward Currency Contracts 4,186,008
Foreign Currencies (651,948)
Realized Net Gain (Loss) 2,380,781
Change in Unrealized Appreciation (Depreciation)  
Investment Securities1 (13,938,632)
Futures Contracts (161)
Forward Currency Contracts 4,477,798
Foreign Currencies 6,941
Change in Unrealized Appreciation (Depreciation) (9,454,054)
Net Increase (Decrease) in Net Assets Resulting from Operations (6,858,720)
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 $417,000, ($206,000), $6,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes.
2 Interest is net of foreign withholding taxes of $6,147,000.
  
See accompanying Notes, which are an integral part of the Financial Statements.
155

 

Total International Bond II Index Fund
Statement of Changes in Net Assets
  Six Months Ended
April 30,
2022 		  February 17, 20211 to
October 31, 2021
  ($000)   ($000)
Increase (Decrease) in Net Assets      
Operations      
Net Investment Income 214,553   144,837
Realized Net Gain (Loss) 2,380,781   2,320,020
Change in Unrealized Appreciation (Depreciation) (9,454,054)   (3,145,962)
Net Increase (Decrease) in Net Assets Resulting from Operations (6,858,720)   (681,105)
Distributions      
Investor Shares (15,186)   (2,106)
Admiral Shares (121,120)   (47,157)
Institutional Shares (296,340)   (95,471)
Total Distributions (432,646)   (144,734)
Capital Share Transactions      
Investor Shares 185,641   1,336,360
Admiral Shares (29,572,155)   30,841,795
Institutional Shares 57,456,352   39,716,044
Net Increase (Decrease) from Capital Share Transactions 28,069,838   71,894,199
Total Increase (Decrease) 20,778,472   71,068,360
Net Assets      
Beginning of Period 71,068,360   —
End of Period 91,846,832   71,068,360
1 Inception.
  
See accompanying Notes, which are an integral part of the Financial Statements.
156

 

Total International Bond II Index Fund
Financial Highlights
Investor Shares    
For a Share Outstanding
Throughout Each Period  		Six Months
Ended
April 30,
2022 		February 26,
20211 to
October 31,
2021
   
Net Asset Value, Beginning of Period $9.95 $10.00
Investment Operations    
Net Investment Income2 .022 .023
Net Realized and Unrealized Gain (Loss) on Investments (.740) (.051)
Total from Investment Operations (.718) (.028)
Distributions    
Dividends from Net Investment Income (.052) (.022)
Distributions from Realized Capital Gains — —
Total Distributions (.052) (.022)
Net Asset Value, End of Period $9.18 $9.95
Total Return3 -7.25% -0.28%
Ratios/Supplemental Data    
Net Assets, End of Period (Millions) $834 $1,326
Ratio of Total Expenses to Average Net Assets 0.13% 0.13%4
Ratio of Net Investment Income to Average Net Assets 0.46% 0.34%4
Portfolio Turnover Rate 13% 19%5
The expense ratio and net investment income ratio for the current period have been annualized.
1 Inception.
2 Calculated based on average shares outstanding.
3 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.
4 Annualized.
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.
  
See accompanying Notes, which are an integral part of the Financial Statements.
157

 

Total International Bond II Index Fund
Financial Highlights
Admiral Shares    
For a Share Outstanding
Throughout Each Period  		November 1,
2021 to
February 10,
20222 		February 26,
20211 to
October 31,
2021
   
Net Asset Value, Beginning of Period $19.90 $20.00
Investment Operations    
Net Investment Income3 .024 .051
Net Realized and Unrealized Gain (Loss) on Investments (.626) (.104)
Total from Investment Operations (.602) (.053)
Distributions    
Dividends from Net Investment Income (.078) (.047)
Distributions from Realized Capital Gains — —
Total Distributions (.078) (.047)
Net Asset Value, End of Period $19.222 $19.90
Total Return4 -3.04% -0.27%
Ratios/Supplemental Data    
Net Assets, End of Period (Millions) $— $30,595
Ratio of Total Expenses to Average Net Assets 0.11% 0.11%5
Ratio of Net Investment Income to Average Net Assets 0.44% 0.38%5
Portfolio Turnover Rate 13%6 19%7
The expense ratio and net investment income ratio for the current period have been annualized.
1 Inception.
2 Net asset value as of February 10, 2022, on which date the Admiral Shares were closed and converted to Institutional Shares.
3 Calculated based on average shares outstanding.
4 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.
5 Annualized.
6 Reflects the fund’s portfolio turnover for the six months ended April 30, 2022.
7 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares.
  
See accompanying Notes, which are an integral part of the Financial Statements.
158

 

Total International Bond II Index Fund
Financial Highlights
Institutional Shares    
For a Share Outstanding
Throughout Each Period  		Six Months
Ended
April 30,
2022 		February 17
20211 to
October 31,
2021
   
Net Asset Value, Beginning of Period $29.53 $30.00
Investment Operations    
Net Investment Income2 .077 .080
Net Realized and Unrealized Gain (Loss) on Investments (2.187) (.472)
Total from Investment Operations (2.110) (.392)
Distributions    
Dividends from Net Investment Income (.160) (.078)
Distributions from Realized Capital Gains — —
Total Distributions (.160) (.078)
Net Asset Value, End of Period $27.26 $29.53
Total Return -7.18% -1.31%
Ratios/Supplemental Data    
Net Assets, End of Period (Millions) $91,013 $39,147
Ratio of Total Expenses to Average Net Assets 0.07% 0.07%3
Ratio of Net Investment Income to Average Net Assets 0.54% 0.38%3
Portfolio Turnover Rate 13% 19%4
The expense ratio and net investment income ratio for the current period have been annualized.
1 Inception.
2 Calculated based on average shares outstanding.
3 Annualized.
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.
  
See accompanying Notes, which are an integral part of the Financial Statements.
159

 

Total International Bond II Index Fund
Notes to Financial Statements
Vanguard Total International Bond II Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund has been established by Vanguard as an investment vehicle for Vanguard funds of funds as well as certain similar trusts and accounts ("eligible investors"). The fund is not available to other investors. The fund offers two classes of shares: Investor Shares and Institutional Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. Prior to February 10, 2022, the fund offered Admiral Shares. Effective at the close of business on February 10, 2022, the Admiral Shares were closed and converted to Institutional Shares.
Certain of the fund’s investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries. The fund invests in securities of foreign issuers, which may subject it to investment risks not normally associated with investing in securities of U.S. corporations. To minimize the currency risk associated with investment in securities denominated in currencies other than the U.S. dollar, the fund attempts to hedge its currency exposure. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), 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.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund’s pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).
160

 

Total International Bond II Index Fund
3. 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 April 30, 2022, the fund’s average investments in long and short futures contracts represented less than 1% of net assets, based on the average of the notional amounts at each quarter-end during the period.
4. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund’s risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty’s default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency 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 forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset
161

 

Total International Bond II Index Fund
(liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.
During the six months ended April 30, 2022, the fund’s average investment in forward currency contracts represented 161% of net assets, based on the average of the notional amounts at each quarter-end during the period.
The following table summarizes the fund’s derivative assets and liabilities by counterparty for derivatives subject to arrangements that provide for offsetting assets and liabilities. Exchange-traded and centrally cleared derivatives are listed separately.
  Assets
Reflected in
Statement of
Assets and
Liabilities1
($000) 		Liabilities
Reflected in
Statement of
Assets and
Liabilities1
($000) 		Net Amount
Receivable
(Payable)
($000) 		Amounts Not Offset in
the
Statement of Assets
and Liabilities 		Net
Exposure3
(Not Less
Than $0)
($000)
  Collateral
Pledged2
($000) 		Collateral
Received2
($000)
Derivatives Subject to
Offsetting Arrangements, by Counterparty 		           
Bank of America, N.A. 134,353 (4,420) 129,933 — 143,833 —
Bank of Montreal 958 — 958 — 949 9
Bank of New York 226,295 (10,777) 215,518 — 227,640 —
Barclays Bank plc 123,509 (11,752) 111,757 — 114,699 —
BNP Paribas 469,334 (40,280) 429,054 — 482,811 —
Citibank, N.A. 3,503 (681) 2,822 — 2,830 —
Commonwealth Bank of Australia 279,579 (29,177) 250,402 — 245,418 4,984
Credit Agricole CIB 30,316 — 30,316 — 30,600 —
Deutsche Bank AG 239,890 (18,247) 221,643 — 238,027 —
HSBC Bank plc 587,690 (29,968) 557,722 — 657,232 —
JPMorgan Chase Bank, N.A. 191,035 (20,719) 170,316 — 174,842 —
Morgan Stanley Capital Services Inc. 370,602 (30,710) 339,892 — 364,452 —
National Australia Bank Ltd. 118,052 — 118,052 — 134,420 —
Royal Bank of Canada 392,433 (9,541) 382,892 — 401,266 —
Standard Chartered Bank 312,862 (14,954) 297,908 — 339,882 —
State Street Bank & Trust Co. 717,379 (39,255) 678,124 — 743,459 —
Toronto-Dominion Bank 679,078 (36,446) 642,632 — 695,545 —
UBS AG 110,690 (9,739) 100,951 — 105,199 —
Exchange-Traded
Futures Contracts 		4,472 — 4,472 22,555 — —
Total 4,992,030 (306,666) 4,685,364 22,555 5,103,104 4,993
1  Absent an event of default or early termination, derivative assets and liabilities are presented gross and not offset in the Statement of Assets and Liabilities.
162

 

Total International Bond II Index Fund
2  Securities or other assets pledged as collateral are noted in the Schedule of Investments and Statement of Assets and Liabilities. Securities or other assets received as collateral are held in a segregated account and not included in the fund’s security holdings in the Schedule of Investments.
3  Net Exposure represents the net amount receivable from the counterparty in the event of default. Counterparties are not required to exchange collateral if amount is below a specified minimum transfer amount.
5. Federal Income Taxes: The fund intends to qualify as a regulated investment company and distribute all of its 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 the open federal and state income tax year, and has concluded that no provision for income tax is required in the fund’s financial statements.
6. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
7. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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.
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 April 30, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.
8. Other: Interest income includes income distributions received from Vanguard Market Liquidity Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on
163

 

Total International Bond II Index Fund
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 April 30, 2022, the fund had contributed to Vanguard capital in the amount of $3,122,000, representing less than 0.01% of the fund’s net assets and 1.25% 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.
164

 

Total International Bond II Index Fund
The following table summarizes the market value of the fund’s investments and derivatives as of April 30, 2022, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments         
Assets        
U.S. Government and Agency Obligations — 1,006 — 1,006
Asset-Backed/Commercial Mortgage-Backed Securities — 965 — 965
Corporate Bonds — 18,136,579 — 18,136,579
Sovereign Bonds — 72,170,284 — 72,170,284
Temporary Cash Investments 715,941 — — 715,941
Total 715,941 90,308,834 — 91,024,775
Derivative Financial Instruments         
Assets        
Forward Currency Contracts — 4,987,558 — 4,987,558
Liabilities        
Futures Contracts1 1,384 — — 1,384
Forward Currency Contracts — 306,666 — 306,666
Total 1,384 306,666 — 308,050
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 April 30, 2022, 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) 		Foreign
Exchange
Contracts
($000) 		Total
($000)
Unrealized Appreciation—Forward Currency Contracts — 4,987,558 4,987,558
Total Assets — 4,987,558 4,987,558
       
Unrealized Depreciation—Futures Contracts1 1,384 — 1,384
Unrealized Depreciation—Forward Currency Contracts — 306,666 306,666
Total Liabilities 1,384 306,666 308,050
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.
165

 

Total International Bond II Index Fund
Realized net gain (loss) and the change in unrealized appreciation (depreciation) on derivatives for the six months ended April 30, 2022, were:
Realized Net Gain (Loss) on Derivatives Interest Rate
Contracts
($000) 		Foreign
Exchange
Contracts
($000) 		Total
($000)
Futures Contracts 8,685 — 8,685
Forward Currency Contracts — 4,186,008 4,186,008
Realized Net Gain (Loss) on Derivatives 8,685 4,186,008 4,194,693
Change in Unrealized Appreciation (Depreciation) on Derivatives
Futures Contracts (161) — (161)
Forward Currency Contracts — 4,477,798 4,477,798
Change in Unrealized Appreciation (Depreciation) on Derivatives (161) 4,477,798 4,477,637
E. As of April 30, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:
  Amount
($000)
Tax Cost 105,951,097
Gross Unrealized Appreciation 7,331,251
Gross Unrealized Depreciation (17,578,065)
Net Unrealized Appreciation (Depreciation) (10,246,814)
The fund’s tax-basis capital gains and losses are determined only at the end of each fiscal year. For tax purposes, at October 31, 2021, the fund had available capital losses totaling $4,682,000 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 October 31, 2022; 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 April 30, 2022, the fund purchased $24,969,163,000 of investment securities and sold $10,446,136,000 of investment securities, other than temporary cash investments.
The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended April 30, 2022, such purchases were $13,665,000 and sales were $4,714,000, resulting in net realized loss of $13,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.
166

 

Total International Bond II Index Fund
G. Capital share transactions for each class of shares were:
    
  Six Months Ended to April 30, 2022   February 17, 20211 to October 31, 2021
  Amount
($000) 		Shares
(000) 		  Amount
($000) 		Shares
(000)
Investor Shares          
Issued 24,080,501 2,442,821   1,334,255 132,981
Issued in Lieu of Cash Distributions 15,186 1,543   2,106 210
Redeemed (23,910,046) (2,486,718)   (1) —
Net Increase (Decrease)—Investor Shares 185,641 (42,354)   1,336,360 133,191
Admiral Shares          
Issued 1,077,211 54,717   30,794,638 1,535,052
Issued in Lieu of Cash Distributions 121,120 6,059   47,157 2,348
Redeemed2 (30,770,486) (1,598,176)   — —
Net Increase (Decrease)—Admiral Shares (29,572,155) (1,537,400)   30,841,795 1,537,400
Institutional Shares          
Issued2 58,869,244 2,063,965   39,949,299 1,333,258
Issued in Lieu of Cash Distributions 296,340 10,279   95,471 3,208
Redeemed (1,709,232) (60,583)   (328,726) (10,920)
Net Increase (Decrease)—Institutional Shares 57,456,352 2,013,661   39,716,044 1,325,546
1 Inception date for the Institutional Shares, Investor Shares and Admiral Shares inception date was February 26, 2021.
2 In February 2022, the fund closed Admiral shares. All the outstanding Admiral Shares automatically converted to Institutional Shares on February 10, 2022. Admiral Shares—Redeemed and Institutional Shares—Issued include 1,463,403,000 and 986,206,000 shares, respectively, in the amount of $28,126,605,000.
H. Management has determined that no events or transactions occurred subsequent to April 30, 2022, that would require recognition or disclosure in these financial statements.
167

 

Trustees Approve Advisory Arrangement
The board of trustees of Vanguard Total International Bond II Index Fund has renewed the fund’s investment advisory arrangement with the Vanguard Group Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received periodic reports, which included information about the fund’s performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Portfolio Review Department’s ongoing assessment of the advisor.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the investment management services provided to the fund since its inception in 2021, and also took into account the organizational depth and stability of the advisor. The board noted that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to sound, disciplined investment management processes; the group’s management team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the fund’s performance since its inception, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.
168

 

Cost
The board concluded that, while the fund had not yet been in existence for a full fiscal year, the fund’s expense ratio was below the average expense ratio charged by funds in its peer group, and that the fund’s annualized advisory fee rate was also below the peer-group average.
The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
The benefit of economies of scale
The board concluded that Vanguard’s arrangement with the fund ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangement after a one-year period.
169

 

Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Charlotte Funds approved the appointment of liquidity risk management program administrators responsible for administering Vanguard Total International Bond II Index Fund's Program and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from January 1, 2021, through December 31, 2021 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the fund’s liquidity risk.
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You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
© 2022 The Vanguard Group, Inc.
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Q44382 062022

 

 

Semiannual Report  |  April 30, 2022
Vanguard Global Credit Bond Fund
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 April 30, 2022      
  Beginning
Account Value
10/31/2021 		Ending
Account Value
4/30/2022 		Expenses
Paid During
Period
Based on Actual Fund Return      
Global Credit Bond Fund      
Investor Shares $1,000.00 $ 897.90 $1.65
Admiral™ Shares 1,000.00 898.40 1.18
Based on Hypothetical 5% Yearly Return      
Global Credit Bond Fund      
Investor Shares $1,000.00 $1,023.06 $1.76
Admiral Shares 1,000.00 1,023.56 1.25
The calculations are based on expenses incurred in the most recent six-month period. The fund's annualized six-month expense ratios for that period are 0.35% for Investor Shares and 0.25% for Admiral Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (181/365).
2
Global Credit Bond Fund
Fund Allocation
As of April 30, 2022
 
United States 53.9%
Germany 13.9
United Kingdom 6.0
Canada 4.3
Australia 2.6
Japan 1.9
Netherlands 1.9
Mexico 1.2
France 1.1
Belgium 1.1
Other 12.1
The table reflects the fund’s investments, except for short-term investments and derivatives.
3
Global Credit Bond Fund
Financial Statements (unaudited)
Schedule of Investments
As of April 30, 2022
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
U.S. Government and Agency Obligations (6.6%)
1,2,3 United States Treasury Note/Bond  0.125% 2/28/23–1/15/24  3,365   3,243
  2 United States Treasury Note/Bond  1.000%        12/15/24    215     205
    United States Treasury Note/Bond  1.125% 1/15/25–2/15/31  2,800   2,599
    United States Treasury Note/Bond  1.500%         2/15/25  6,100   5,872
    United States Treasury Note/Bond  1.750%         8/15/41    250     198
    United States Treasury Note/Bond  1.875%         2/15/32    150     137
    United States Treasury Note/Bond  2.125%         3/31/24  1,600   1,583
    United States Treasury Note/Bond  2.375%         2/15/42    200     177
    United States Treasury Note/Bond  2.500%         3/31/27    200     196
    United States Treasury Note/Bond  4.375%         2/15/38  1,350   1,594
Total U.S. Government and Agency Obligations (Cost $16,031) 15,804
Asset-Backed/Commercial Mortgage-Backed Securities (0.3%)
United States (0.3%)
 4,5 BAMLL Commercial Mortgage Securities Trust Series 2019-BPR  3.112%         11/5/32    100      97
  5 COMM Mortgage Trust Series 2015-CR27  4.597%        10/10/48    135     135
 4,5 EDvestinU Private Education Loan Issue No. 1 LLC Series 2019-A  3.580%        11/25/38     42      42
  5 GM Financial Automobile Leasing Trust Series 2020-1  2.280%         6/20/24     10      10
 4,5 Navient Private Education Loan Trust Series 2018-BA  3.610%        12/15/59    354     350
 4,5 Santander Retail Auto Lease Trust Series 2020-A  2.520%        11/20/24     20      20
 4,5 Santander Retail Auto Lease Trust Series 2020-B  1.980%        10/20/25    100      96
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $758) 750
Corporate Bonds (68.2%)
Australia (2.4%)
 5,6 Aurizon Finance Pty. Ltd.  3.000%          3/9/28  1,000     612
  4 Australia & New Zealand Banking Group Ltd.  2.950%         7/22/30    550     523
 5,7 BHP Billiton Finance Ltd.  4.300%         9/25/42    300     405
  4 CSL UK Holdings Ltd.  4.750%         4/27/52    370     364
 6,8 Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 2.900%  2.980%         5/28/30  1,250     904
  4 Macquarie Group Ltd.  1.340%         1/12/27    350     311
 5,6 Pacific National Finance Pty. Ltd.  5.400%         5/12/27  1,190     838
 5,6 Qantas Airways Ltd.  4.750%        10/12/26  1,100     765
    Westpac Banking Corp.  1.953%        11/20/28    200     177
 5,6 Westpac Banking Corp.  4.334%         8/16/29    500     353
4
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  5 Westpac Banking Corp.  2.894%          2/4/30    500     478
    Westpac Banking Corp.  2.963%        11/16/40     75      57
                                             5,787
Austria (0.0%)
  9 JAB Holdings BV  2.250%        12/19/39    100      84
Belgium (1.0%)
  9 Aliaxis Finance SA  0.875%         11/8/28    700     636
  5 Anheuser-Busch Cos. LLC  4.700%          2/1/36    230     228
  5 Anheuser-Busch Cos. LLC  4.900%          2/1/46     25      25
    Anheuser-Busch InBev Worldwide Inc.  5.450%         1/23/39    244     259
    Anheuser-Busch InBev Worldwide Inc.  3.750%         7/15/42     89      75
    Anheuser-Busch InBev Worldwide Inc.  4.600%         4/15/48    250     235
    Anheuser-Busch InBev Worldwide Inc.  5.550%         1/23/49    178     190
    Anheuser-Busch InBev Worldwide Inc.  4.750%         4/15/58     89      83
 5,9 Elia Transmission Belgium SA  0.875%         4/28/30    800     756
                                             2,487
Bermuda (0.5%)
    Triton Container International Ltd.  3.250%         3/15/32    260     222
  9 XLIT Ltd.  3.250%         6/29/47    900     944
                                             1,166
Brazil (0.1%)
    Embraer SA  5.150%         6/15/22    300     300
Canada (2.9%)
  4 1011778 BC ULC  3.875%         1/15/28     32      29
  4 1011778 BC ULC  4.375%         1/15/28     38      35
  4 Air Canada  3.875%         8/15/26     20      18
    Bank of Nova Scotia  3.450%         4/11/25    800     791
    Bank of Nova Scotia  2.951%         3/11/27    411     391
    Bank of Nova Scotia  2.450%          2/2/32    302     257
    Canadian Imperial Bank of Commerce  3.450%          4/7/27    400     387
    Canadian Imperial Bank of Commerce  3.600%          4/7/32    300     278
    Canadian Natural Resources Ltd.  3.850%          6/1/27    180     176
    Canadian Natural Resources Ltd.  2.950%         7/15/30    100      89
    Canadian Natural Resources Ltd.  6.250%         3/15/38    120     132
    Canadian Pacific Railway Co.  1.750%         12/2/26     80      73
    Canadian Pacific Railway Co.  3.000%         12/2/41     70      57
    Canadian Pacific Railway Co.  4.800%          8/1/45    190     193
    Cenovus Energy Inc.  5.375%         7/15/25    462     480
    Cenovus Energy Inc.  6.750%        11/15/39     50      57
    Cenovus Energy Inc.  5.400%         6/15/47    100     101
    Enbridge Inc.  3.125%        11/15/29     42      39
  4 Great-West Lifeco US Finance 2020 LP  0.904%         8/12/25    285     262
  4 Hudbay Minerals Inc.  4.500%          4/1/26     35      32
  4 MEG Energy Corp.  5.875%          2/1/29      5       5
    Nutrien Ltd.  4.200%          4/1/29    125     125
    Nutrien Ltd.  4.125%         3/15/35     70      67
  4 Parkland Corp.  4.500%         10/1/29     20      18
    Suncor Energy Inc.  6.500%         6/15/38     60      69
    Suncor Energy Inc.  3.750%          3/4/51     90      76
 10 Toronto-Dominion Bank  2.850%          3/8/24  1,650   1,265
  5 Toronto-Dominion Bank  3.200%         3/10/32  1,100   1,004
    TransCanada PipeLines Ltd.  2.500%        10/12/31    150     128
5
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    TransCanada PipeLines Ltd.  4.625%          3/1/34    100      99
    TransCanada PipeLines Ltd.  6.200%        10/15/37    120     135
                                             6,868
China (0.1%)
  4 NXP BV  3.250%         5/11/41    250     196
Denmark (0.2%)
 5,9 Carlsberg Breweries A/S  0.625%          3/9/30    291     267
  4 Danske Bank A/S  1.171%         12/8/23    300     296
                                               563
France (1.1%)
 5,9 Airbus SE  2.375%          6/9/40    200     188
  4 BNP Paribas SA  2.819%        11/19/25    380     366
 5,9 Engie SA  1.375%         6/21/39    400     330
  7 Westfield America Management Ltd.  2.125%         3/30/25  1,437   1,716
                                             2,600
Germany (3.4%)
  4 Daimler Finance North America LLC  0.750%          3/1/24    465     445
  5 Deutsche Bank AG  0.962%         11/8/23  1,700   1,638
  5 Deutsche Bank AG  2.222%         9/18/24    150     146
    Deutsche Bank AG  2.129%        11/24/26    165     150
    Deutsche Bank AG  3.035%         5/28/32    250     209
  4 Siemens Financieringsmaatschappij NV  1.200%         3/11/26    520     474
 5,6 Volkswagen Financial Services Australia Pty. Ltd.  3.100%         4/17/23    500     353
 5,7 Volkswagen Financial Services NV  1.125%         9/18/23  2,700   3,311
 5,7 Volkswagen Financial Services NV  1.375%         9/14/28    400     436
  4 Volkswagen Group of America Finance LLC  1.625%        11/24/27    150     131
 5,9 Volkswagen Leasing GmbH  0.375%         7/20/26    575     557
 5,9 Vonovia Finance BV  1.625%         10/7/39    400     304
                                             8,154
India (0.2%)
  4 JSW Infrastructure Ltd.  4.950%         1/21/29    585     524
Indonesia (0.2%)
  4 Freeport Indonesia PT  4.763%         4/14/27    150     149
  4 Freeport Indonesia PT  6.200%         4/14/52    300     291
                                               440
Ireland (0.8%)
    AerCap Ireland Capital DAC  4.500%         9/15/23    455     456
    AerCap Ireland Capital DAC  1.150%        10/29/23    300     287
    AerCap Ireland Capital DAC  4.450%          4/3/26    275     269
    AerCap Ireland Capital DAC  3.000%        10/29/28    300     261
    AerCap Ireland Capital DAC  3.300%         1/30/32    200     166
    AerCap Ireland Capital DAC  3.850%        10/29/41    150     116
  4 Avolon Holdings Funding Ltd.  2.125%         2/21/26    200     179
  4 Avolon Holdings Funding Ltd.  4.250%         4/15/26    225     216
                                             1,950
Italy (0.2%)
 5,9 Enel Finance International NV  0.875%         6/17/36    700     561
Japan (1.4%)
    Honda Motor Co. Ltd.  2.967%         3/10/32    160     145
    Mitsubishi UFJ Financial Group Inc.  2.309%         7/20/32    600     500
    Mizuho Financial Group Inc.  1.234%         5/22/27    260     230
  4 Nissan Motor Co. Ltd.  3.043%         9/15/23    450     446
6
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  4 Nissan Motor Co. Ltd.  4.345%         9/17/27    500     478
 5,9 Nissan Motor Co. Ltd.  3.201%         9/17/28    600     598
    Nomura Holdings Inc.  2.710%         1/22/29    250     223
  4 NTT Finance Corp.  2.065%          4/3/31     40      34
    Sumitomo Mitsui Financial Group Inc.  3.544%         1/17/28    130     125
  4 Sumitomo Mitsui Trust Bank Ltd.  2.550%         3/10/25    200     194
    Takeda Pharmaceutical Co. Ltd.  4.400%        11/26/23    250     254
    Takeda Pharmaceutical Co. Ltd.  3.025%          7/9/40    100      79
    Takeda Pharmaceutical Co. Ltd.  3.175%          7/9/50    100      77
                                             3,383
Kazakhstan (0.2%)
  5 Development Bank of Kazakhstan JSC  4.125%        12/10/22    275     273
  4 Development Bank of Kazakhstan JSC  2.950%          5/6/31    200     163
                                               436
Luxembourg (0.3%)
 5,9 Prologis International Funding II SA  1.625%         6/17/32    776     718
Macao (0.0%)
  4 Studio City Co. Ltd.  7.000%         2/15/27     10       9
Malaysia (0.4%)
  5 Petronas Capital Ltd.  3.404%         4/28/61    200     158
  5 Petronas Energy Canada Ltd.  2.112%         3/23/28    800     727
                                               885
Netherlands (1.8%)
  4 ABN AMRO Bank NV  2.470%        12/13/29    300     264
    Cooperatieve Rabobank UA  5.250%          8/4/45    250     260
  9 Louis Dreyfus Co. Finance BV  2.375%        11/27/25  1,364   1,410
 5,7 NIBC Bank NV  3.125%        11/15/23  1,400   1,754
    Shell International Finance BV  2.375%         11/7/29    190     171
    Shell International Finance BV  2.750%          4/6/30    170     156
    Shell International Finance BV  4.375%         5/11/45     70      68
    Shell International Finance BV  3.750%         9/12/46    141     127
  4 VZ Secured Financing BV  5.000%         1/15/32     15      13
                                             4,223
New Zealand (0.8%)
 5,9 ASB Finance Ltd.  0.250%          9/8/28  1,400   1,287
 5,9 ASB Finance Ltd.  0.500%         9/24/29    570     519
                                             1,806
Poland (0.0%)
  4 Canpack SA  3.875%        11/15/29     35      30
Portugal (0.1%)
  9 Cia de Seguros Fidelidade SA  4.250%          9/4/31    200     208
Russia (0.1%)
  5 Gazprom PJSC Via Gaz Capital SA  5.150%         2/11/26    433     119
South Korea (0.0%)
  4 Clark Equipment Co.  5.875%          6/1/25     13      13
Spain (0.3%)
    Banco Santander SA  2.749%         12/3/30    270     223
    Telefonica Emisiones SA  4.103%          3/8/27    235     233
    Telefonica Emisiones SA  4.665%          3/6/38    250     233
                                               689
7
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Sweden (0.2%)
 5,9 SBB Treasury OYJ  1.125%        11/26/29    600     477
Switzerland (0.9%)
  4 Credit Suisse Group AG  3.091%         5/14/32    400     336
    Novartis Capital Corp.  2.000%         2/14/27    150     141
    Novartis Capital Corp.  2.750%         8/14/50     60      47
  4 Roche Holdings Inc.  1.930%        12/13/28    300     269
  4 Roche Holdings Inc.  2.076%        12/13/31    215     185
    Tyco Electronics Group SA  2.500%          2/4/32    150     133
  4 UBS Group AG  4.125%         9/24/25    300     300
 5,9 Wizz Air Finance Co. BV  1.350%         1/19/24    600     601
                                             2,012
Thailand (0.2%)
  4 GC Treasury Center Co. Ltd.  4.400%         3/30/32    590     558
United Kingdom (4.6%)
    AstraZeneca Finance LLC  1.200%         5/28/26     75      68
    AstraZeneca Finance LLC  1.750%         5/28/28     75      67
    AstraZeneca plc  4.000%         1/17/29    225     226
    AstraZeneca plc  1.375%          8/6/30    100      82
    Barclays plc  4.375%         9/11/24    250     251
    Barclays plc  1.007%        12/10/24    440     420
  5 Barclays plc  3.932%          5/7/25    300     299
    Barclays plc  5.200%         5/12/26    200     203
  5 Barclays plc  5.088%         6/20/30    200     196
 5,7 Barclays plc  3.250%         1/17/33    400     467
    BAT Capital Corp.  3.557%         8/15/27    300     280
    BAT Capital Corp.  4.390%         8/15/37    125     106
    BAT Capital Corp.  4.540%         8/15/47    135     107
 5,9 BP Capital Markets BV  0.933%         12/4/40    200     149
    BP Capital Markets plc  3.506%         3/17/25     50      50
    BP Capital Markets plc  3.279%         9/19/27     23      22
 5,7 Centrica plc  4.375%         3/13/29    400     528
  9 CK Hutchison Europe Finance 18 Ltd.  2.000%         4/13/30    900     887
  7 CK Hutchison Group Telecom Finance SA  2.625%        10/17/34    200     207
    HSBC Holdings plc  0.976%         5/24/25    500     470
    HSBC Holdings plc  2.999%         3/10/26    400     386
  5 HSBC Holdings plc  2.099%          6/4/26    255     238
    HSBC Holdings plc  1.589%         5/24/27    210     187
  5 HSBC Holdings plc  2.013%         9/22/28    300     262
    HSBC Holdings plc  2.804%         5/24/32    100      84
    HSBC Holdings plc  6.500%         9/15/37    125     140
    HSBC Holdings plc  5.250%         3/14/44    200     194
  4 INEOS Quattro Finance 2 plc  3.375%         1/15/26     10       9
    Lloyds Banking Group plc  0.695%         5/11/24    405     393
  5 Lloyds Banking Group plc  3.870%          7/9/25    275     275
    NatWest Group plc  3.875%         9/12/23    200     201
  5 NatWest Group plc  4.269%         3/22/25    270     270
  5 NatWest Group plc  3.073%         5/22/28    225     209
  7 NatWest Group plc  2.057%         11/9/28    800     919
    RELX Capital Inc.  3.000%         5/22/30    100      90
  4 Rolls-Royce plc  5.750%        10/15/27     35      34
  7 Rothesay Life plc  8.000%        10/30/25    600     840
  4 Standard Chartered plc  1.319%        10/14/23    250     248
    Vodafone Group plc  4.125%         5/30/25    260     263
8
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
 5,9 Vodafone Group plc  2.500%         5/24/39    400     381
    Vodafone Group plc  5.250%         5/30/48    270     270
    Vodafone Group plc  4.125%          6/4/81    115      99
                                            11,077
United States (43.8%)
  4 7-Eleven Inc.  1.300%         2/10/28    150     127
  4 7-Eleven Inc.  1.800%         2/10/31    100      81
  4 7-Eleven Inc.  2.500%         2/10/41    175     127
    Abbott Laboratories  4.900%        11/30/46    125     137
    AbbVie Inc.  2.600%        11/21/24    125     122
    AbbVie Inc.  3.800%         3/15/25     20      20
    AbbVie Inc.  2.950%        11/21/26     10      10
    AbbVie Inc.  4.050%        11/21/39    508     466
    AbbVie Inc.  4.250%        11/21/49    155     142
    Activision Blizzard Inc.  2.500%         9/15/50    189     135
  5 AdventHealth Obligated Group  2.795%        11/15/51    300     229
    AEP Transmission Co. LLC  4.250%         9/15/48    200     190
  5 AEP Transmission Co. LLC  2.750%         8/15/51    100      73
    Aflac Inc.  1.125%         3/15/26     55      50
    Agree LP  2.000%         6/15/28     50      44
    Agree LP  2.600%         6/15/33     60      50
  5 Air Lease Corp.  2.875%         1/15/26    125     117
  5 Air Lease Corp.  3.750%          6/1/26    100      96
    Air Lease Corp.  3.125%         12/1/30    150     129
    Air Products and Chemicals Inc.  2.700%         5/15/40    125     101
  5 Alabama Power Co.  1.450%         9/15/30    200     165
    Alabama Power Co.  4.150%         8/15/44     50      46
    Alexandria Real Estate Equities Inc.  3.000%         5/18/51    130      95
  4 Alliant Holdings Intermediate LLC  6.750%        10/15/27     12      11
  5 Allina Health System  3.887%         4/15/49    130     120
  4 Allison Transmission Inc.  4.750%         10/1/27     34      33
    Ally Financial Inc.  1.450%         10/2/23    120     117
    Altria Group Inc.  4.400%         2/14/26    101     102
    Altria Group Inc.  4.800%         2/14/29    160     159
    Altria Group Inc.  3.400%          2/4/41     70      51
    Altria Group Inc.  5.950%         2/14/49    100      97
    Altria Group Inc.  4.450%          5/6/50     40      32
    Amazon.com Inc.  2.500%          6/3/50    115      85
    Amazon.com Inc.  3.950%         4/13/52     85      81
    Ameren Corp.  2.500%         9/15/24    100      98
    Ameren Corp.  1.950%         3/15/27    100      91
    Ameren Corp.  3.500%         1/15/31    120     112
    Ameren Illinois Co.  1.550%        11/15/30     70      58
    Ameren Illinois Co.  4.150%         3/15/46     75      72
  4 American Airlines Inc. 11.750%         7/15/25      5       6
  4 American Airlines Inc.  5.500%         4/20/26     25      25
  4 American Airlines Inc.  5.750%         4/20/29     60      58
  4 American Builders & Contractors Supply Co. Inc.  4.000%         1/15/28     25      23
  4 American Builders & Contractors Supply Co. Inc.  3.875%        11/15/29     10       9
    American Electric Power Co. Inc.  2.031%         3/15/24    100      97
    American Express Co.  3.000%        10/30/24    375     372
    American Express Co.  2.550%          3/4/27    200     188
  5 American Honda Finance Corp.  1.200%          7/8/25     66      61
    American International Group Inc.  4.800%         7/10/45     32      32
    American International Group Inc.  4.375%         6/30/50    105     102
9
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  9 American Medical Systems Europe BV  0.750%          3/8/25  1,199   1,235
  9 American Medical Systems Europe BV  1.875%          3/8/34    500     480
    American Tower Corp.  3.375%        10/15/26    170     164
    American Tower Corp.  3.600%         1/15/28    100      95
    AmerisourceBergen Corp.  4.300%        12/15/47    200     184
    Amgen Inc.  2.200%         2/21/27    125     116
    Amgen Inc.  3.150%         2/21/40    155     125
    Amgen Inc.  5.150%        11/15/41     61      63
    Amgen Inc.  4.663%         6/15/51     70      67
    Amgen Inc.  2.770%          9/1/53    147     102
    Amgen Inc.  4.400%         2/22/62    140     125
  4 Antero Resources Corp.  5.375%          3/1/30     31      30
    Anthem Inc.  3.125%         5/15/50    190     147
    Aon Global Ltd.  4.600%         6/14/44     35      33
    Aon Global Ltd.  4.750%         5/15/45     70      68
  5 Appalachian Power Co.  4.500%          3/1/49     30      28
    Apple Inc.  1.250%         8/20/30     20      17
    Apple Inc.  1.650%          2/8/31    330     279
    Apple Inc.  2.375%          2/8/41    175     137
    Apple Inc.  3.850%          8/4/46    196     185
    Apple Inc.  2.650%         5/11/50     70      53
    Apple Inc.  2.700%          8/5/51    225     172
  4 Aramark Services Inc.  6.375%          5/1/25     10      10
  4 Arconic Corp.  6.000%         5/15/25      7       7
  4 Arconic Corp.  6.125%         2/15/28     15      15
  4 Ardagh Metal Packaging Finance USA LLC  3.250%          9/1/28     25      22
  4 Ardagh Packaging Finance plc  5.250%         4/30/25     14      14
  4 Ardagh Packaging Finance plc  4.125%         8/15/26     20      19
    Asbury Automotive Group Inc.  4.500%          3/1/28     46      43
    Asbury Automotive Group Inc.  4.750%          3/1/30     24      22
  4 Asbury Automotive Group Inc.  5.000%         2/15/32      5       4
  4 ASP Unifrax Holdings Inc.  5.250%         9/30/28     15      13
    AT&T Inc.  1.700%         3/25/26    365     337
    AT&T Inc.  3.800%         2/15/27    140     140
    AT&T Inc.  4.350%          3/1/29    273     276
  5 AT&T Inc.  4.300%         2/15/30     56      56
    AT&T Inc.  4.500%         5/15/35    130     128
    AT&T Inc.  4.900%         8/15/37     55      56
    AT&T Inc.  5.150%         2/15/50    100     104
    AT&T Inc.  3.500%         9/15/53    235     184
    AT&T Inc.  3.550%         9/15/55    213     165
    AT&T Inc.  3.800%         12/1/57    111      89
    AT&T Inc.  3.650%         9/15/59    130     100
  4 Athene Global Funding  0.950%          1/8/24    195     186
 5,9 Athene Global Funding  1.125%          9/2/25  2,670   2,728
 5,7 Athene Global Funding  1.875%        11/30/28  1,000   1,122
    AutoZone Inc.  3.625%         4/15/25    375     375
  4 Axalta Coating Systems LLC  4.750%         6/15/27     20      19
    Ball Corp.  2.875%         8/15/30     37      31
    Ball Corp.  3.125%         9/15/31     15      13
  5 Bank of America Corp.  3.864%         7/23/24    115     115
  5 Bank of America Corp.  0.810%        10/24/24    285     274
  5 Bank of America Corp.  4.000%         1/22/25     75      75
  5 Bank of America Corp.  0.981%         9/25/25    295     275
  5 Bank of America Corp.  3.366%         1/23/26    239     234
10
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  5 Bank of America Corp.  3.384%          4/2/26    800     783
  5 Bank of America Corp.  1.319%         6/19/26    135     124
    Bank of America Corp.  1.734%         7/22/27    365     328
  5 Bank of America Corp.  3.419%        12/20/28    235     222
  5 Bank of America Corp.  3.194%         7/23/30    105      96
  5 Bank of America Corp.  2.496%         2/13/31    150     129
  5 Bank of America Corp.  1.898%         7/23/31    115      94
 5,9 Bank of America Corp.  0.654%        10/26/31    500     444
    Bank of America Corp.  2.687%         4/22/32    200     172
    Bank of America Corp.  2.299%         7/21/32    400     331
  5 Bank of America Corp.  2.676%         6/19/41    170     127
    Bank of America Corp.  3.311%         4/22/42     60      49
  5 Bank of America Corp.  4.875%          4/1/44     75      75
  5 Bank of America Corp.  3.946%         1/23/49     35      31
  5 Bank of America Corp.  4.083%         3/20/51    125     113
  5 Bank of America Corp.  2.831%        10/24/51     70      51
  4 Bausch Health Cos. Inc.  6.125%         4/15/25      5       5
  4 Bausch Health Cos. Inc.  5.500%         11/1/25      6       6
  4 Bausch Health Cos. Inc.  5.250%         2/15/31     10       7
  4 Baxter International Inc.  3.132%         12/1/51    165     123
    Becton Dickinson & Co.  3.700%          6/6/27    100      98
    Becton Dickinson & Co.  4.685%        12/15/44     40      39
    Becton Dickinson & Co.  4.669%          6/6/47     40      39
    Berkshire Hathaway Energy Co.  2.850%         5/15/51    100      73
    Berkshire Hathaway Finance Corp.  2.875%         3/15/32    100      91
    Berkshire Hathaway Finance Corp.  4.200%         8/15/48     45      43
    Berkshire Hathaway Finance Corp.  2.500%         1/15/51    120      85
    Berkshire Hathaway Finance Corp.  3.850%         3/15/52    250     223
  4 Berry Global Inc.  4.875%         7/15/26     28      28
  4 Berry Global Inc.  5.625%         7/15/27     48      48
  5 Beth Israel Lahey Health Inc.  3.080%          7/1/51    180     140
  4 Big River Steel LLC  6.625%         1/31/29     22      22
  4 Blackstone Mortgage Trust Inc.  3.750%         1/15/27     15      14
    Block Financial LLC  3.875%         8/15/30     90      84
    Boeing Co.  2.800%          3/1/24     30      30
    Boeing Co.  4.875%          5/1/25    265     268
    Boeing Co.  2.750%          2/1/26    125     118
    Boeing Co.  2.250%         6/15/26     10       9
    Boeing Co.  5.150%          5/1/30     76      76
    Boeing Co.  5.705%          5/1/40    160     160
    Boeing Co.  5.805%          5/1/50    175     175
    BorgWarner Inc.  2.650%          7/1/27    570     530
    Boston Properties LP  3.250%         1/30/31    300     272
  4 Boyd Gaming Corp.  8.625%          6/1/25     13      14
    Boyd Gaming Corp.  4.750%         12/1/27     30      28
  5 BP Capital Markets America Inc.  3.017%         1/16/27    120     116
    BP Capital Markets America Inc.  4.234%         11/6/28    695     698
    BP Capital Markets America Inc.  2.721%         1/12/32    110      97
    BP Capital Markets America Inc.  2.939%          6/4/51    120      89
    BP Capital Markets America Inc.  3.001%         3/17/52     50      38
    Bristol-Myers Squibb Co.  3.900%         2/20/28     35      35
    Bristol-Myers Squibb Co.  1.450%        11/13/30     15      12
    Bristol-Myers Squibb Co.  2.550%        11/13/50     70      51
  4 Broadcom Inc.  1.950%         2/15/28     50      43
    Broadcom Inc.  5.000%         4/15/30    120     121
11
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  4 Broadcom Inc.  3.187%        11/15/36    145     115
  4 Broadcom Inc.  3.500%         2/15/41     60      47
  4 Broadcom Inc.  3.750%         2/15/51     80      62
    Brunswick Corp.  2.400%         8/18/31    100      79
    Burlington Northern Santa Fe LLC  5.750%          5/1/40    175     199
  4 Cable One Inc.  4.000%        11/15/30     32      28
  4 Caesars Resort Collection LLC  5.750%          7/1/25      2       2
  4 Calpine Corp.  5.125%         3/15/28     25      23
    Camden Property Trust  3.350%         11/1/49    110      92
  4 Cameron LNG LLC  3.701%         1/15/39    180     160
  5 Capital One Bank USA NA  2.280%         1/28/26    300     288
    Capital One Financial Corp.  3.750%          3/9/27    275     268
    Capital One Financial Corp.  2.618%         11/2/32    175     147
  4 Cargo Aircraft Management Inc.  4.750%          2/1/28     20      19
  4 Carnival Corp.  5.750%          3/1/27     45      41
  4 Carnival Corp.  4.000%          8/1/28     25      23
    Carrier Global Corp.  2.700%         2/15/31    350     305
    Cboe Global Markets Inc.  1.625%        12/15/30     92      76
  4 CCO Holdings LLC  5.000%          2/1/28     20      19
  4 CCO Holdings LLC  4.750%          3/1/30     45      40
    CDW LLC  4.125%          5/1/25     15      15
  4 Cedar Fair LP  5.500%          5/1/25     52      52
    Centene Corp.  2.450%         7/15/28    145     127
    Centene Corp.  3.000%        10/15/30     13      11
    Centene Corp.  2.625%          8/1/31     60      50
  5 CenterPoint Energy Houston Electric LLC  2.350%          4/1/31     70      62
  5 CenterPoint Energy Houston Electric LLC  3.000%          3/1/32     88      81
    CenterPoint Energy Inc.  4.250%         11/1/28     21      21
    CenterPoint Energy Inc.  2.950%          3/1/30     10       9
    CenterPoint Energy Inc.  2.650%          6/1/31    190     165
    CenterPoint Energy Resources Corp.  1.750%         10/1/30    200     165
    CenterPoint Energy Resources Corp.  4.100%          9/1/47     50      46
  4 Charles River Laboratories International Inc.  4.250%          5/1/28     25      24
    Charles Schwab Corp.  2.450%          3/3/27    130     122
    Charter Communications Operating LLC  3.750%         2/15/28     70      66
    Charter Communications Operating LLC  4.200%         3/15/28     70      68
    Charter Communications Operating LLC  5.050%         3/30/29     80      80
    Charter Communications Operating LLC  3.500%          3/1/42    330     240
    Charter Communications Operating LLC  6.484%        10/23/45     85      86
    Charter Communications Operating LLC  5.375%          5/1/47     30      27
    Charter Communications Operating LLC  4.800%          3/1/50    200     166
  4 Chemours Co.  5.750%        11/15/28     15      14
  4 Chemours Co.  4.625%        11/15/29     35      30
    Cheniere Energy Inc.  4.625%        10/15/28     25      24
    Cheniere Energy Partners LP  4.000%          3/1/31     25      23
  4 Cheniere Energy Partners LP  3.250%         1/31/32     10       9
    Chevron Corp.  2.236%         5/11/30     75      67
  4 Chevron Phillips Chemical Co. LLC  3.400%         12/1/26    275     269
    Chevron USA Inc.  3.250%        10/15/29     50      48
  5 Children's Hospital of Philadelphia  2.704%          7/1/50    150     111
  4 Churchill Downs Inc.  5.500%          4/1/27     58      57
  4 Churchill Downs Inc.  4.750%         1/15/28     41      38
    Cigna Corp.  4.800%         8/15/38    155     155
    Citigroup Inc.  0.981%          5/1/25    210     198
    Citigroup Inc.  3.200%        10/21/26    246     237
12
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Citigroup Inc.  4.300%        11/20/26    150     150
    Citigroup Inc.  4.450%         9/29/27    125     124
  5 Citigroup Inc.  3.668%         7/24/28    115     111
  5 Citigroup Inc.  2.976%         11/5/30    140     125
    Citigroup Inc.  2.561%          5/1/32    165     139
    Citigroup Inc.  4.650%         7/23/48     55      54
  5 City of Hope  4.378%         8/15/48     80      78
  4 Civitas Resources Inc.  5.000%        10/15/26     10      10
  4 Clarios Global LP  6.750%         5/15/25      5       5
  4 Clarios Global LP  8.500%         5/15/27     45      45
  4 Clarivate Science Holdings Corp.  4.875%          7/1/29     25      22
  4 Clean Harbors Inc.  4.875%         7/15/27     30      30
    CME Group Inc.  2.650%         3/15/32    200     178
    CMS Energy Corp.  3.450%         8/15/27    260     254
    CMS Energy Corp.  4.875%          3/1/44     50      50
    CNH Industrial Capital LLC  1.950%          7/2/23    200     197
  4 CNX Resources Corp.  6.000%         1/15/29     25      25
    Coca-Cola Co.  1.000%         3/15/28    150     130
    Coca-Cola Co.  3.000%          3/5/51     50      41
  4 Colgate Energy Partners III LLC  5.875%          7/1/29     25      25
    Comcast Corp.  3.150%         2/15/28    225     217
    Comcast Corp.  4.150%        10/15/28     70      71
    Comcast Corp.  2.650%          2/1/30    275     249
    Comcast Corp.  4.400%         8/15/35     90      89
    Comcast Corp.  3.250%         11/1/39    145     123
    Comcast Corp.  4.500%         1/15/43    140     136
    Comcast Corp.  4.700%        10/15/48    134     134
    Comcast Corp.  4.950%        10/15/58     65      68
    Comcast Corp.  2.650%         8/15/62    100      66
  4 Comcast Corp.  2.987%         11/1/63    250     177
    Commonwealth Edison Co.  3.800%         10/1/42    115     103
  4 CommScope Inc.  6.000%          3/1/26      8       8
  4 CommScope Inc.  7.125%          7/1/28     21      17
  4 Comstock Resources Inc.  5.875%         1/15/30     35      34
  4 Condor Merger Sub Inc.  7.375%         2/15/30     35      31
    ConocoPhillips Co.  2.400%          3/7/25    210     204
    ConocoPhillips Co.  4.950%         3/15/26     90      95
    ConocoPhillips Co.  4.300%        11/15/44     65      63
    ConocoPhillips Co.  3.800%         3/15/52    230     207
  5 Consolidated Edison Co. of New York Inc.  3.950%          4/1/50    100      91
    Constellation Brands Inc.  3.200%         2/15/23     25      25
    Constellation Brands Inc.  2.250%          8/1/31    290     241
  4 Continental Resources Inc.  2.268%        11/15/26    100      91
  4 Continental Resources Inc.  2.875%          4/1/32    150     124
  4 Corebridge Financial Inc.  3.500%          4/4/25    100      99
  4 Corebridge Financial Inc.  3.650%          4/5/27     90      87
  4 Corebridge Financial Inc.  3.850%          4/5/29    170     163
  4 Corebridge Financial Inc.  3.900%          4/5/32    100      94
  4 Corebridge Financial Inc.  4.350%          4/5/42    100      90
  4 Corebridge Financial Inc.  4.400%          4/5/52    150     134
    Corporate Office Properties LP  2.250%         3/15/26    175     162
    Corporate Office Properties LP  2.750%         4/15/31    105      88
  4 Coterra Energy Inc.  3.900%         5/15/27     40      39
  4 Coterra Energy Inc.  4.375%         3/15/29    130     130
    Crown Castle International Corp.  3.800%         2/15/28     68      65
13
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Crown Castle International Corp.  4.750%         5/15/47     65      61
    Crown Castle International Corp.  5.200%         2/15/49     85      85
  4 CrownRock LP  5.625%        10/15/25     10      10
  4 CrownRock LP  5.000%          5/1/29     10      10
  4 CSC Holdings LLC  5.375%          2/1/28     40      37
  4 CSC Holdings LLC  4.625%         12/1/30     16      12
  4 CSC Holdings LLC  3.375%         2/15/31     10       8
    CSX Corp.  4.750%        11/15/48    190     191
    CubeSmart LP  2.250%        12/15/28    225     198
    CVS Health Corp.  4.780%         3/25/38    169     167
    CVS Health Corp.  4.125%          4/1/40    210     191
    CVS Health Corp.  5.125%         7/20/45     75      75
    Dana Inc.  4.500%         2/15/32     25      21
    Danaher Corp.  2.600%         10/1/50     70      50
    DCP Midstream Operating LP  5.625%         7/15/27      6       6
    DCP Midstream Operating LP  5.125%         5/15/29     21      21
    Dell International LLC  6.020%         6/15/26     80      85
    Dell International LLC  6.100%         7/15/27    120     128
    Dell International LLC  5.300%         10/1/29    278     285
    Dell International LLC  6.200%         7/15/30    125     135
    Delta Air Lines Inc.  2.900%        10/28/24     12      11
  4 Delta Air Lines Inc.  7.000%          5/1/25     40      43
  4 Delta Air Lines Inc.  4.500%        10/20/25    165     164
  4 Delta Air Lines Inc.  4.750%        10/20/28    256     254
    Delta Air Lines Inc.  3.750%        10/28/29     15      13
    Devon Energy Corp.  5.850%        12/15/25     40      42
    Devon Energy Corp.  5.250%        10/15/27     29      30
    Devon Energy Corp.  5.875%         6/15/28      9       9
    Devon Energy Corp.  4.500%         1/15/30     81      80
    Devon Energy Corp.  5.600%         7/15/41     30      31
    DH Europe Finance II Sarl  2.600%        11/15/29    125     113
    DH Europe Finance II Sarl  3.400%        11/15/49     48      40
    Diamondback Energy Inc.  4.250%         3/15/52    205     179
  4 Directv Financing LLC  5.875%         8/15/27     15      14
    Discovery Communications LLC  4.900%         3/11/26     82      84
    Discovery Communications LLC  6.350%          6/1/40     50      53
    Discovery Communications LLC  4.000%         9/15/55     62      46
  4 DISH DBS Corp.  5.250%         12/1/26     15      14
    DISH DBS Corp.  5.125%          6/1/29     15      12
  5 Dominion Energy Inc.  3.300%         3/15/25     70      69
    Dominion Energy Inc.  4.250%          6/1/28     65      65
  5 Dominion Energy Inc.  4.050%         9/15/42    170     152
    Dominion Energy South Carolina Inc.  4.600%         6/15/43    240     233
    Dow Chemical Co.  2.100%        11/15/30    100      85
    Dow Chemical Co.  4.375%        11/15/42    180     169
  4 DT Midstream Inc.  4.125%         6/15/29     26      24
  4 DT Midstream Inc.  4.375%         6/15/31     20      18
    DTE Electric Co.  4.300%          7/1/44    120     115
    DTE Electric Co.  3.700%          6/1/46     75      67
  5 DTE Energy Co.  1.050%          6/1/25    165     152
    Duke Energy Carolinas LLC  2.450%          2/1/30     20      18
    Duke Energy Carolinas LLC  2.550%         4/15/31     45      40
    Duke Energy Carolinas LLC  5.300%         2/15/40     20      22
    Duke Energy Carolinas LLC  4.250%        12/15/41    125     119
    Duke Energy Corp.  3.500%         6/15/51    150     118
14
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Duke Energy Florida LLC  1.750%         6/15/30     50      42
    Duke Energy Florida LLC  3.400%         10/1/46     35      29
    Duke Energy Indiana LLC  2.750%          4/1/50     75      55
    Duke Energy Progress LLC  3.400%          4/1/32    100      95
    Duke Energy Progress LLC  4.100%         5/15/42    100      94
    Duke Energy Progress LLC  2.500%         8/15/50    170     121
    Duke Energy Progress LLC  4.000%          4/1/52    100      93
    DuPont de Nemours Inc.  4.493%        11/15/25    100     102
    DuPont de Nemours Inc.  5.319%        11/15/38     40      42
    DXC Technology Co.  1.800%         9/15/26    400     358
    Electronic Arts Inc.  2.950%         2/15/51    135     101
  4 Element Solutions Inc.  3.875%          9/1/28     32      29
    Eli Lilly & Co.  2.500%         9/15/60    100      70
    Emerson Electric Co.  2.000%        12/21/28    870     779
    Emerson Electric Co.  2.200%        12/21/31    180     156
    Encompass Health Corp.  4.500%          2/1/28     26      24
  4 Endeavor Energy Resources LP  6.625%         7/15/25      4       4
  4 Endeavor Energy Resources LP  5.750%         1/30/28     15      15
    Energy Transfer LP  4.500%         11/1/23    310     312
    Energy Transfer LP  4.250%          4/1/24    150     151
    Energy Transfer LP  3.900%         5/15/24     15      15
    Energy Transfer LP  4.950%         5/15/28    188     188
    Energy Transfer LP  3.750%         5/15/30    180     166
    Energy Transfer LP  6.050%          6/1/41     65      66
    Energy Transfer LP  6.500%          2/1/42    100     105
    Energy Transfer LP  5.300%          4/1/44     75      68
    Energy Transfer LP  6.250%         4/15/49     70      71
  4 EnLink Midstream LLC  5.625%         1/15/28      7       7
    EnLink Midstream LLC  5.375%          6/1/29     15      15
    Enstar Group Ltd.  4.950%          6/1/29    140     141
  4 Entegris Escrow Corp.  4.750%         4/15/29    200     192
    Entergy Arkansas LLC  2.650%         6/15/51    100      72
    Entergy Corp.  1.900%         6/15/28     95      83
    Entergy Corp.  2.800%         6/15/30     90      79
    Entergy Louisiana LLC  3.250%          4/1/28    300     288
    Entergy Louisiana LLC  2.900%         3/15/51    105      81
    Enterprise Products Operating LLC  4.850%         3/15/44    215     206
    Enterprise Products Operating LLC  4.900%         5/15/46     30      29
    Enterprise Products Operating LLC  4.250%         2/15/48     50      44
    Enterprise Products Operating LLC  3.700%         1/31/51     70      57
    EOG Resources Inc.  3.900%          4/1/35     20      19
  4 EQM Midstream Partners LP  6.500%          7/1/27     16      16
  4 EQT Corp.  3.125%         5/15/26      7       7
    EQT Corp.  3.900%         10/1/27     96      92
    EQT Corp.  5.000%         1/15/29     25      25
  4 EQT Corp.  3.625%         5/15/31     55      50
    Equitable Holdings Inc.  5.000%         4/20/48    115     112
    Essex Portfolio LP  4.500%         3/15/48     60      58
    Everest Reinsurance Holdings Inc.  3.500%        10/15/50     96      77
    Evergy Kansas Central Inc.  3.250%          9/1/49    150     120
  5 Eversource Energy  1.400%         8/15/26    300     272
    Eversource Energy  2.900%          3/1/27    240     228
    Exelon Corp.  3.400%         4/15/26     40      39
  4 Exelon Corp.  3.350%         3/15/32    200     182
    Exelon Corp.  4.450%         4/15/46    165     155
15
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  4 Exelon Corp.  4.100%         3/15/52    100      89
  4 Expedia Group Inc.  6.250%          5/1/25      6       6
    Expedia Group Inc.  2.950%         3/15/31    139     119
    Exxon Mobil Corp.  2.440%         8/16/29    155     142
    Exxon Mobil Corp.  3.482%         3/19/30    445     432
    Exxon Mobil Corp.  4.227%         3/19/40    155     152
    Exxon Mobil Corp.  4.114%          3/1/46     55      52
    FedEx Corp.  3.250%         5/15/41    320     257
    FedEx Corp.  3.875%          8/1/42     30      26
    Fidelity National Financial Inc.  3.200%         9/17/51    475     334
  5 FirstEnergy Corp.  4.400%         7/15/27     25      24
    FirstEnergy Corp.  2.650%          3/1/30    175     149
  5 FirstEnergy Corp.  2.250%          9/1/30     15      13
  5 FirstEnergy Corp.  3.400%          3/1/50     10       7
    Florida Power & Light Co.  3.800%        12/15/42    150     138
    FMC Corp.  4.100%          2/1/24    200     201
    FMC Corp.  4.500%         10/1/49     30      28
    Ford Motor Co.  3.250%         2/12/32     12      10
    Ford Motor Credit Co. LLC  3.087%          1/9/23     13      13
    Ford Motor Credit Co. LLC  3.375%        11/13/25     20      19
    Ford Motor Credit Co. LLC  2.700%         8/10/26     20      18
    Ford Motor Credit Co. LLC  4.950%         5/28/27     60      58
    Ford Motor Credit Co. LLC  4.125%         8/17/27      5       5
    Ford Motor Credit Co. LLC  3.815%         11/2/27     22      20
    Ford Motor Credit Co. LLC  2.900%         2/10/29     10       8
    Ford Motor Credit Co. LLC  4.000%        11/13/30     35      30
    Freeport-McMoRan Inc.  4.125%          3/1/28     62      60
    Freeport-McMoRan Inc.  4.375%          8/1/28     30      29
    Freeport-McMoRan Inc.  5.250%          9/1/29     50      50
    Freeport-McMoRan Inc.  4.250%          3/1/30     10       9
    Freeport-McMoRan Inc.  4.625%          8/1/30     40      39
    Freeport-McMoRan Inc.  5.450%         3/15/43     10      10
  4 Frontier Communications Holdings LLC  5.875%        10/15/27      7       7
  4 Frontier Communications Holdings LLC  5.000%          5/1/28     31      28
  4 Frontier Communications Holdings LLC  6.000%         1/15/30     30      26
    FS KKR Capital Corp.  3.400%         1/15/26    220     207
    GATX Corp.  3.500%          6/1/32    100      91
    General Dynamics Corp.  3.250%          4/1/25     40      40
    General Dynamics Corp.  3.750%         5/15/28    280     279
    General Dynamics Corp.  4.250%          4/1/40     95      94
  5 General Electric Co.  6.750%         3/15/32     61      71
    General Mills Inc.  3.000%          2/1/51     70      54
    General Motors Co.  5.400%         10/2/23    146     150
    General Motors Co.  6.125%         10/1/25    150     158
    General Motors Co.  5.200%          4/1/45     88      80
    General Motors Financial Co. Inc.  3.150%         6/30/22    150     150
    General Motors Financial Co. Inc.  3.500%         11/7/24    400     397
    General Motors Financial Co. Inc.  2.750%         6/20/25    135     129
    General Motors Financial Co. Inc.  1.250%          1/8/26    200     179
    Genuine Parts Co.  1.750%          2/1/25    220     209
  4 Georgia-Pacific LLC  1.750%         9/30/25    245     230
    Gilead Sciences Inc.  4.150%          3/1/47    120     109
    Global Payments Inc.  1.500%        11/15/24    120     113
  5 Goldman Sachs Group Inc.  2.905%         7/24/23    420     420
    Goldman Sachs Group Inc.  1.757%         1/24/25    165     159
16
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Goldman Sachs Group Inc.  3.750%         5/22/25    624     621
 5,7 Goldman Sachs Group Inc.  1.000%        12/16/25  2,350   2,772
    Goldman Sachs Group Inc.  1.431%          3/9/27    265     237
    Goldman Sachs Group Inc.  2.640%         2/24/28    170     156
 5,7 Goldman Sachs Group Inc.  7.250%         4/10/28    700   1,049
  5 Goldman Sachs Group Inc.  4.223%          5/1/29    135     132
    Goldman Sachs Group Inc.  1.992%         1/27/32    180     145
    Goldman Sachs Group Inc.  2.615%         4/22/32    100      85
    Goldman Sachs Group Inc.  2.650%        10/21/32    150     127
    Goldman Sachs Group Inc.  3.102%         2/24/33    480     420
 5,9 Goldman Sachs Group Inc.  1.000%         3/18/33    500     433
  5 Goldman Sachs Group Inc.  4.411%         4/23/39     85      81
    Goldman Sachs Group Inc.  3.210%         4/22/42    100      81
5,6,8 Goldman Sachs Group Inc., 3M Australian Bank Bill Rate + 1.550%  1.620%          5/2/24    300     214
    Goodyear Tire & Rubber Co.  5.000%         7/15/29     20      18
  4 Graham Packaging Co. Inc.  7.125%         8/15/28     15      14
  4 Graphic Packaging International LLC  3.500%         3/15/28      5       5
  4 Graphic Packaging International LLC  3.500%          3/1/29      7       6
  4 Group 1 Automotive Inc.  4.000%         8/15/28     15      13
  4 GSK Consumer Healthcare Capital US LLC  3.625%         3/24/32    190     179
  4 GSK Consumer Healthcare Capital US LLC  4.000%         3/24/52    160     144
  4 Harley-Davidson Financial Services Inc.  3.050%         2/14/27    320     297
  4 HAT Holdings I LLC  3.375%         6/15/26     15      14
    HCA Inc.  5.375%          2/1/25     25      26
    HCA Inc.  5.875%         2/15/26     15      16
    HCA Inc.  5.250%         6/15/49    105     100
  4 Helmerich & Payne Inc.  2.900%         9/29/31    130     113
  4 Hess Midstream Operations LP  5.500%        10/15/30      6       6
  4 Hilcorp Energy I LP  5.750%          2/1/29      5       5
  4 Hilcorp Energy I LP  6.000%          2/1/31      6       6
  4 Hilton Domestic Operating Co. Inc.  5.375%          5/1/25     72      73
  4 Hilton Domestic Operating Co. Inc.  5.750%          5/1/28     10      10
    Home Depot Inc.  2.950%         6/15/29     85      80
    Home Depot Inc.  2.700%         4/15/30     15      14
    Home Depot Inc.  1.375%         3/15/31    150     121
    Home Depot Inc.  3.250%         4/15/32    130     122
    Home Depot Inc.  4.250%          4/1/46     30      29
    Home Depot Inc.  3.900%         6/15/47    125     115
    Home Depot Inc.  4.500%         12/6/48     75      75
    Home Depot Inc.  2.750%         9/15/51    200     150
    Home Depot Inc.  3.500%         9/15/56     70      59
    Hormel Foods Corp.  1.700%          6/3/28     80      71
    Hormel Foods Corp.  1.800%         6/11/30     20      17
  5 Host Hotels & Resorts LP  2.900%        12/15/31    250     211
    HP Inc.  4.000%         4/15/29    220     209
    HP Inc.  2.650%         6/17/31     86      71
    HP Inc.  4.200%         4/15/32    160     147
  4 Ingevity Corp.  3.875%         11/1/28     15      14
    Intel Corp.  2.000%         8/12/31    250     213
    Intel Corp.  3.050%         8/12/51    200     155
    Intercontinental Exchange Inc.  0.700%         6/15/23     60      59
    Intercontinental Exchange Inc.  3.000%         9/15/60     70      51
    International Business Machines Corp.  3.300%         5/15/26    160     158
  4 International Game Technology plc  4.125%         4/15/26      5       5
17
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  4 International Game Technology plc  6.250%         1/15/27      3       3
    International Paper Co.  4.800%         6/15/44     45      44
    Interpublic Group of Cos. Inc.  3.375%          3/1/41    100      80
    Invesco Finance plc  5.375%        11/30/43     55      57
    ITC Holdings Corp.  3.350%        11/15/27    150     145
  4 ITC Holdings Corp.  2.950%         5/14/30    150     135
  5 John Deere Capital Corp.  2.125%          3/7/25     70      68
    Johnson & Johnson  2.450%          9/1/60    100      70
  5 JPMorgan Chase & Co.  4.023%         12/5/24    270     271
    JPMorgan Chase & Co.  4.080%         4/26/26    200     200
    JPMorgan Chase & Co.  1.578%         4/22/27    250     226
    JPMorgan Chase & Co.  4.323%         4/26/28    270     269
  5 JPMorgan Chase & Co.  3.540%          5/1/28    399     383
  5 JPMorgan Chase & Co.  3.509%         1/23/29     30      29
  5 JPMorgan Chase & Co.  4.005%         4/23/29    212     207
    JPMorgan Chase & Co.  2.580%         4/22/32    300     258
    JPMorgan Chase & Co.  2.963%         1/25/33    120     106
    JPMorgan Chase & Co.  4.586%         4/26/33    100     101
  5 JPMorgan Chase & Co.  3.882%         7/24/38    130     119
    JPMorgan Chase & Co.  2.525%        11/19/41    190     141
  5 JPMorgan Chase & Co.  3.964%        11/15/48     70      62
  5 JPMorgan Chase & Co.  3.109%         4/22/51     70      54
    JPMorgan Chase & Co.  3.328%         4/22/52    170     136
  4 Kaiser Aluminum Corp.  4.500%          6/1/31     15      13
    Kaiser Foundation Hospitals  3.150%          5/1/27    347     337
    Kellogg Co.  4.500%          4/1/46    115     111
    Keurig Dr Pepper Inc.  4.500%        11/15/45    160     151
    Kimco Realty Corp.  4.250%          4/1/45     75      68
    Kimco Realty Corp.  3.700%         10/1/49     70      58
    Kinder Morgan Energy Partners LP  5.800%         3/15/35    385     402
    Kraft Heinz Foods Co.  3.875%         5/15/27    236     231
    Kraft Heinz Foods Co.  3.750%          4/1/30     80      76
    Kraft Heinz Foods Co.  4.875%         10/1/49     27      25
    Kroger Co.  2.200%          5/1/30    100      86
    Kroger Co.  3.875%        10/15/46    125     108
    Kroger Co.  4.450%          2/1/47    107     101
  5 L3Harris Technologies Inc.  4.400%         6/15/28    210     211
    L3Harris Technologies Inc.  5.054%         4/27/45     30      31
  4 Ladder Capital Finance Holdings LLLP  5.250%         10/1/25      5       5
  4 Lamb Weston Holdings Inc.  4.875%         5/15/28     31      30
  4 Lamb Weston Holdings Inc.  4.125%         1/31/30     30      27
    Lennar Corp.  5.250%          6/1/26    340     351
    Lennar Corp.  4.750%        11/29/27     50      50
  4 Level 3 Financing Inc.  4.625%         9/15/27     42      38
  4 Level 3 Financing Inc.  3.625%         1/15/29     20      16
  4 Lithia Motors Inc.  4.625%        12/15/27     15      14
  4 Lithia Motors Inc.  3.875%          6/1/29     20      18
  4 Lithia Motors Inc.  4.375%         1/15/31      2       2
  4 Live Nation Entertainment Inc.  5.625%         3/15/26      3       3
  4 Live Nation Entertainment Inc.  6.500%         5/15/27     31      32
  4 Live Nation Entertainment Inc.  3.750%         1/15/28      9       8
    Lockheed Martin Corp.  1.850%         6/15/30    149     129
    Lockheed Martin Corp.  4.700%         5/15/46     70      74
 11 Lockheed Martin Corp.  4.300%         6/15/62    230     225
    Lowe's Cos. Inc.  3.350%          4/1/27     60      59
18
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Lowe's Cos. Inc.  3.100%          5/3/27    305     296
    Lowe's Cos. Inc.  1.300%         4/15/28    100      86
    Lowe's Cos. Inc.  1.700%         9/15/28     90      78
    Lowe's Cos. Inc.  4.050%          5/3/47     55      48
    Lowe's Cos. Inc.  4.450%          4/1/62    105      94
    LYB International Finance III LLC  3.375%         10/1/40     50      41
  4 Magallanes Inc.  3.428%         3/15/24    280     278
  4 Magallanes Inc.  3.755%         3/15/27    180     174
  4 Magallanes Inc.  5.050%         3/15/42     34      31
  4 Magallanes Inc.  5.141%         3/15/52    160     143
  4 Magallanes Inc.  5.391%         3/15/62    190     169
  5 Marriott International Inc.  4.625%         6/15/30    300     295
    Marsh & McLennan Cos. Inc.  2.900%        12/15/51    150     113
  4 Mattel Inc.  3.375%          4/1/26     10      10
  4 Mattel Inc.  5.875%        12/15/27     10      10
  5 McDonald's Corp.  3.625%          9/1/49     75      63
  5 McDonald's Corp.  4.200%          4/1/50    125     115
    Merck & Co. Inc.  1.700%         6/10/27    125     114
    Merck & Co. Inc.  3.400%          3/7/29     45      44
    Merck & Co. Inc.  1.450%         6/24/30     90      75
    Merck & Co. Inc.  2.150%        12/10/31    270     235
  4 Meritage Homes Corp.  3.875%         4/15/29     60      54
    MetLife Inc.  4.125%         8/13/42     75      70
    MGM Growth Properties Operating Partnership LP  5.625%          5/1/24      8       8
  4 MGM Growth Properties Operating Partnership LP  4.625%         6/15/25     35      35
    MGM Growth Properties Operating Partnership LP  4.500%          9/1/26     27      27
    Microsoft Corp.  2.921%         3/17/52    350     285
  4 Midcap Financial Issuer Trust  5.625%         1/15/30     17      14
  4 Mileage Plus Holdings LLC  6.500%         6/20/27    865     890
  4 MIWD Holdco II LLC  5.500%          2/1/30     10       9
    Mondelez International Inc.  1.500%          2/4/31    200     160
    Mondelez International Inc.  2.625%          9/4/50     70      49
  5 Morgan Stanley  2.720%         7/22/25    480     467
  5 Morgan Stanley  2.188%         4/28/26    170     161
    Morgan Stanley  3.950%         4/23/27    270     265
    Morgan Stanley  1.593%          5/4/27    195     176
    Morgan Stanley  2.475%         1/21/28    200     184
  5 Morgan Stanley  3.591%         7/22/28    275     264
  5 Morgan Stanley  2.699%         1/22/31    135     119
  5 Morgan Stanley  3.971%         7/22/38     90      83
  5 Morgan Stanley  4.457%         4/22/39     75      74
    Morgan Stanley  3.217%         4/22/42    135     111
    Morgan Stanley  4.300%         1/27/45     30      28
  5 Morgan Stanley  2.802%         1/25/52     90      65
    Mosaic Co.  4.875%        11/15/41     30      29
  5 Mount Sinai Hospitals Group Inc.  3.737%          7/1/49    200     176
    MPLX LP  1.750%          3/1/26    225     205
    MPLX LP  4.500%         4/15/38    120     110
    MPLX LP  4.950%         3/14/52    160     146
    MPT Operating Partnership LP  5.000%        10/15/27     25      24
  4 MSCI Inc.  3.625%          9/1/30     15      13
  4 MSCI Inc.  3.625%         11/1/31     20      18
19
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  4 MSCI Inc.  3.250%         8/15/33     12      10
  4 Mueller Water Products Inc.  4.000%         6/15/29     42      38
    Nasdaq Inc.  2.500%        12/21/40    100      73
    Nasdaq Inc.  3.950%          3/7/52     30      26
  4 Nationwide Financial Services Inc.  3.900%        11/30/49     65      58
  4 Nationwide Mutual Insurance Co.  4.350%         4/30/50    125     111
  4 NCL Corp. Ltd.  5.875%         2/15/27     14      13
  4 NCL Corp. Ltd.  7.750%         2/15/29     10      10
  4 Nestle Holdings Inc.  1.000%         9/15/27    325     286
  4 Nestle Holdings Inc.  4.000%         9/24/48    150     145
  4 Netflix Inc.  3.625%         6/15/25     40      39
    Netflix Inc.  4.875%         4/15/28    175     172
    Netflix Inc.  5.875%        11/15/28     40      41
    Netflix Inc.  6.375%         5/15/29     90      96
    Newmont Corp.  2.800%         10/1/29    130     118
    Newmont Corp.  2.250%         10/1/30    160     137
  4 News Corp.  3.875%         5/15/29     33      30
  4 News Corp.  5.125%         2/15/32     10      10
  4 Nexstar Media Inc.  5.625%         7/15/27      5       5
  4 Nexstar Media Inc.  4.750%         11/1/28     22      20
    NextEra Energy Capital Holdings Inc.  2.250%          6/1/30    120     103
  4 NextEra Energy Operating Partners LP  4.500%         9/15/27     45      43
  4 Nielsen Finance LLC  5.625%         10/1/28     11      11
    NiSource Inc.  0.950%         8/15/25    150     136
    NiSource Inc.  3.950%         3/30/48     50      42
  4 Nissan Motor Acceptance Co. LLC  2.450%         9/15/28     55      46
    Norfolk Southern Corp.  3.050%         5/15/50    100      77
    Northern States Power Co.  6.250%          6/1/36    144     171
    Northrop Grumman Corp.  4.030%        10/15/47    150     138
    Northrop Grumman Corp.  5.250%          5/1/50    125     137
    NRG Energy Inc.  6.625%         1/15/27      4       4
  4 NRG Energy Inc.  2.450%         12/2/27    117     104
  4 NRG Energy Inc.  3.375%         2/15/29     35      30
    Nucor Corp.  3.125%          4/1/32    155     139
    Nucor Corp.  4.400%          5/1/48     70      67
    Nucor Corp.  3.850%          4/1/52    150     132
    NuStar Logistics LP  5.750%         10/1/25      5       5
    NuStar Logistics LP  6.375%         10/1/30     20      20
    Occidental Petroleum Corp.  5.550%         3/15/26     16      16
    Omega Healthcare Investors Inc.  5.250%         1/15/26    708     721
    Omega Healthcare Investors Inc.  3.375%          2/1/31    330     276
    Oncor Electric Delivery Co. LLC  3.800%         9/30/47    120     110
    OneMain Finance Corp.  3.500%         1/15/27     15      13
    ONEOK Inc.  4.000%         7/13/27    100      98
    ONEOK Inc.  3.400%          9/1/29     90      82
    ONEOK Inc.  4.950%         7/13/47     50      46
    Oracle Corp.  2.400%         9/15/23    440     436
    Oracle Corp.  2.500%          4/1/25    520     497
    Oracle Corp.  2.800%          4/1/27    200     185
    Oracle Corp.  2.300%         3/25/28     61      53
    Oracle Corp.  2.950%          4/1/30     40      35
    Oracle Corp.  2.875%         3/25/31    100      85
    Oracle Corp.  3.600%          4/1/40    175     135
    Oracle Corp.  3.650%         3/25/41    150     116
    Oracle Corp.  3.950%         3/25/51    115      87
20
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Oracle Corp.  4.375%         5/15/55    100      79
  4 Organon & Co.  4.125%         4/30/28     50      46
    Ovintiv Exploration Inc.  5.625%          7/1/24    100     104
    Ovintiv Exploration Inc.  5.375%          1/1/26    240     249
    PACCAR Financial Corp.  2.850%          4/7/25  1,050   1,038
    Pacific Gas & Electric Co.  3.150%          1/1/26    150     141
    Pacific Gas & Electric Co.  3.000%         6/15/28    100      89
    Pacific Gas & Electric Co.  2.500%          2/1/31    140     111
    Pacific Gas & Electric Co.  4.500%          7/1/40    100      82
    Pacific Gas & Electric Co.  3.500%          8/1/50    100      70
    PacifiCorp  4.150%         2/15/50    200     184
    Packaging Corp. of America  3.400%        12/15/27     20      19
    Packaging Corp. of America  4.050%        12/15/49     50      45
  4 Pactiv Evergreen Group Issuer Inc.  4.000%        10/15/27     12      10
    Paramount Global  4.750%         5/15/25    158     162
    Paramount Global  4.200%          6/1/29     60      58
    Paramount Global  4.375%         3/15/43    275     228
  4 Pattern Energy Operations LP  4.500%         8/15/28      7       7
    PECO Energy Co.  4.150%         10/1/44    130     122
  4 Penn National Gaming Inc.  5.625%         1/15/27      5       5
    PepsiCo Inc.  3.450%         10/6/46     75      67
  4 Performance Food Group Inc.  6.875%          5/1/25     10      10
  4 Performance Food Group Inc.  5.500%        10/15/27     49      48
  4 Performance Food Group Inc.  4.250%          8/1/29     30      27
    Pfizer Inc.  2.550%         5/28/40    225     180
  9 Philip Morris International Inc.  2.000%          5/9/36    250     214
    Philip Morris International Inc.  4.250%        11/10/44    165     145
    Phillips 66  3.900%         3/15/28     34      33
    Phillips 66  4.650%        11/15/34     80      80
    Phillips 66 Partners LP  3.150%        12/15/29    207     191
    Pioneer Natural Resources Co.  1.900%         8/15/30    150     124
    Plains All American Pipeline LP  4.900%         2/15/45     30      26
  4 Post Holdings Inc.  5.750%          3/1/27      4       4
  4 Post Holdings Inc.  5.625%         1/15/28     10       9
  4 Post Holdings Inc.  4.500%         9/15/31     10       8
    Progressive Corp.  2.500%         3/15/27    100      95
    Prudential Financial Inc.  3.935%         12/7/49    260     236
  5 Prudential Financial Inc.  4.350%         2/25/50     65      63
  5 Prudential Financial Inc.  3.700%         3/13/51     70      61
  5 Public Service Co. of Colorado  6.250%          9/1/37     60      72
  5 Public Service Electric & Gas Co.  3.600%         12/1/47    100      89
    Public Storage  1.950%         11/9/28    200     177
    PulteGroup Inc.  5.000%         1/15/27     15      15
    Ralph Lauren Corp.  2.950%         6/15/30    200     182
  4 Range Resources Corp.  4.750%         2/15/30      5       5
    Raytheon Technologies Corp.  4.625%        11/16/48    160     161
    Realty Income Corp.  2.200%         6/15/28    160     143
    Republic Services Inc.  1.750%         2/15/32     58      47
    Rockwell Automation Inc.  2.800%         8/15/61    100      70
  4 Roller Bearing Co. of America Inc.  4.375%        10/15/29     10       9
    Roper Technologies Inc.  2.000%         6/30/30     91      76
  4 Royal Caribbean Cruises Ltd. 10.875%          6/1/23      3       3
  4 Royal Caribbean Cruises Ltd.  9.125%         6/15/23      2       2
  4 Royal Caribbean Cruises Ltd. 11.500%          6/1/25      3       3
    RPM International Inc.  4.550%          3/1/29    115     115
21
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  4 S&P Global Inc.  2.700%          3/1/29    330     305
  4 S&P Global Inc.  2.900%          3/1/32    110      99
  4 S&P Global Inc.  3.700%          3/1/52     45      39
    Sabine Pass Liquefaction LLC  5.875%         6/30/26    110     116
    Sabine Pass Liquefaction LLC  4.200%         3/15/28    210     206
    Sabine Pass Liquefaction LLC  4.500%         5/15/30    250     248
    Sabra Health Care LP  5.125%         8/15/26    610     611
  4 Sabre GLBL Inc.  7.375%          9/1/25     11      11
    Salesforce Inc.  1.950%         7/15/31    113      97
    Salesforce Inc.  2.700%         7/15/41    400     317
    Santander Holdings USA Inc.  4.400%         7/13/27    250     247
    SBA Communications Corp.  3.125%          2/1/29     32      27
    Schlumberger Finance Canada Ltd.  1.400%         9/17/25     35      33
    Sempra Energy  3.300%          4/1/25    150     148
    Sempra Energy  3.250%         6/15/27    170     163
    Sempra Energy  3.700%          4/1/29    200     192
    Sherwin-Williams Co.  4.500%          6/1/47     80      76
    Simon Property Group LP  3.500%          9/1/25    270     268
    Simon Property Group LP  2.200%          2/1/31    200     169
    Simon Property Group LP  3.250%         9/13/49    135     106
  4 Sirius XM Radio Inc.  3.125%          9/1/26      5       5
  4 Sirius XM Radio Inc.  5.000%          8/1/27     10      10
    Skyworks Solutions Inc.  1.800%          6/1/26     60      55
    Skyworks Solutions Inc.  3.000%          6/1/31    230     192
  5 Southern California Edison Co.  4.200%          3/1/29    125     123
    Southern California Edison Co.  4.500%          9/1/40     50      46
  5 Southern California Edison Co.  3.900%         3/15/43     50      42
    Southern California Edison Co.  4.000%          4/1/47     70      60
  5 Southern California Edison Co.  4.875%          3/1/49     20      19
    Southern California Edison Co.  3.450%          2/1/52    100      79
  5 Southern California Gas Co.  2.550%          2/1/30    200     178
    Southern California Gas Co.  3.750%         9/15/42     50      45
  5 Southern Co.  3.700%         4/30/30     30      28
    Southern Co.  4.400%          7/1/46     30      27
    Southwest Airlines Co.  5.250%          5/4/25     70      72
    Southwest Airlines Co.  5.125%         6/15/27     80      83
    Southwest Airlines Co.  2.625%         2/10/30    250     217
    Southwestern Energy Co.  4.750%          2/1/32     10       9
    Sprint Corp.  7.125%         6/15/24     50      53
    Sprint Corp.  7.625%          3/1/26     40      44
  4 SS&C Technologies Inc.  5.500%         9/30/27      9       9
    Stanley Black & Decker Inc.  2.300%         3/15/30    125     109
    Starbucks Corp.  3.500%          3/1/28     25      24
    Starbucks Corp.  3.500%        11/15/50    125     100
    Steel Dynamics Inc.  2.400%         6/15/25     35      33
    Steel Dynamics Inc.  3.450%         4/15/30    100      93
    SVB Financial Group  2.100%         5/15/28    230     202
    Synchrony Financial  3.950%         12/1/27    270     258
    Take-Two Interactive Software Inc.  4.000%         4/14/32    125     119
  4 Tap Rock Resources LLC  7.000%         10/1/26     20      20
    Targa Resources Partners LP  6.500%         7/15/27     50      52
    Targa Resources Partners LP  5.000%         1/15/28    110     108
    Targa Resources Partners LP  6.875%         1/15/29     30      32
    Targa Resources Partners LP  4.875%          2/1/31    110     106
    Targa Resources Partners LP  4.000%         1/15/32     40      36
22
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Teledyne Technologies Inc.  2.750%          4/1/31    400     347
  4 Tenet Healthcare Corp.  4.625%          9/1/24      5       5
  4 Tenet Healthcare Corp.  4.875%          1/1/26     40      39
  4 Tenet Healthcare Corp.  6.250%          2/1/27     10      10
  4 Tenet Healthcare Corp.  4.250%          6/1/29     28      25
    Thermo Fisher Scientific Inc.  1.750%        10/15/28     50      44
    Thermo Fisher Scientific Inc.  2.000%        10/15/31    100      84
    Thermo Fisher Scientific Inc.  2.800%        10/15/41    170     136
  4 Thor Industries Inc.  4.000%        10/15/29     15      13
    Time Warner Cable LLC  5.875%        11/15/40    225     220
    Time Warner Cable LLC  4.500%         9/15/42     55      45
    TJX Cos. Inc.  2.250%         9/15/26    200     189
    T-Mobile USA Inc.  2.625%         2/15/29    105      91
  4 T-Mobile USA Inc.  3.375%         4/15/29     15      14
    T-Mobile USA Inc.  3.375%         4/15/29     15      14
    T-Mobile USA Inc.  3.875%         4/15/30    170     161
    T-Mobile USA Inc.  3.000%         2/15/41     45      34
    T-Mobile USA Inc.  3.600%        11/15/60    175     131
    Toll Brothers Finance Corp.  4.350%         2/15/28    227     216
    Toll Brothers Finance Corp.  3.800%         11/1/29    130     118
  4 TopBuild Corp.  3.625%         3/15/29      5       4
  4 TopBuild Corp.  4.125%         2/15/32     25      22
  5 Toyota Motor Credit Corp.  1.900%         1/13/27    270     251
    Toyota Motor Credit Corp.  3.050%         3/22/27    300     292
    Transcontinental Gas Pipe Line Co. LLC  4.000%         3/15/28      5       5
    Transcontinental Gas Pipe Line Co. LLC  3.250%         5/15/30     90      83
    Transcontinental Gas Pipe Line Co. LLC  4.600%         3/15/48     40      38
  4 TransDigm Inc.  8.000%        12/15/25     30      31
  4 TransDigm Inc.  6.250%         3/15/26     49      49
    TransDigm Inc.  5.500%        11/15/27     37      34
    TransDigm Inc.  4.875%          5/1/29     35      31
    TWDC Enterprises 18 Corp.  3.000%         2/13/26    165     162
  5 UDR Inc.  2.950%          9/1/26     15      14
    Union Electric Co.  4.000%          4/1/48     65      61
    Union Electric Co.  3.250%         10/1/49     75      62
    Union Electric Co.  3.900%          4/1/52    150     137
    Union Pacific Corp.  3.950%         9/10/28    150     150
    Union Pacific Corp.  3.250%          2/5/50    107      87
    Union Pacific Corp.  3.839%         3/20/60     35      31
    Union Pacific Corp.  3.850%         2/14/72    120     102
  4 United Airlines Inc.  4.375%         4/15/26     42      40
  4 United Airlines Inc.  4.625%         4/15/29     35      32
  5 United Airlines Pass-Through Trust Class A Series 2020-1  5.875%        10/15/27     51      51
    United States Steel Corp.  6.875%          3/1/29     14      14
    UnitedHealth Group Inc.  2.750%         5/15/40    100      80
    UnitedHealth Group Inc.  4.375%         3/15/42    215     214
    UnitedHealth Group Inc.  3.250%         5/15/51    100      83
  4 Uniti Group LP  7.875%         2/15/25     12      12
  4 Vail Resorts Inc.  6.250%         5/15/25     66      68
    Valero Energy Corp.  4.350%          6/1/28     70      70
    Valero Energy Corp.  3.650%         12/1/51    250     195
    Valero Energy Corp.  4.000%          6/1/52    120     100
  4 Venture Global Calcasieu Pass LLC  3.875%         8/15/29     20      18
    Verizon Communications Inc.  2.100%         3/22/28    250     224
23
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Verizon Communications Inc.  4.400%         11/1/34    140     138
  7 Verizon Communications Inc.  1.875%         11/3/38    200     195
    Verizon Communications Inc.  4.812%         3/15/39    150     154
    Verizon Communications Inc.  2.650%        11/20/40     75      57
    Verizon Communications Inc.  3.850%         11/1/42    125     111
    Verizon Communications Inc.  4.862%         8/21/46    225     227
    Verizon Communications Inc.  3.875%          3/1/52    150     131
    Verizon Communications Inc.  3.000%        11/20/60     70      49
    Verizon Communications Inc.  3.700%         3/22/61    105      84
  4 Vertiv Group Corp.  4.125%        11/15/28     10       9
  5 Virginia Electric & Power Co.  3.150%         1/15/26     75      74
  5 Virginia Electric & Power Co.  2.950%        11/15/26    240     231
  5 Virginia Electric & Power Co.  4.200%         5/15/45     50      47
  4 Vistra Operations Co. LLC  5.625%         2/15/27     20      20
  4 Vistra Operations Co. LLC  5.000%         7/31/27      8       7
    VMware Inc.  1.800%         8/15/28    190     162
    VMware Inc.  4.700%         5/15/30    130     129
  4 Wabash National Corp.  4.500%        10/15/28      5       4
    Walmart Inc.  1.500%         9/22/28     90      80
    Walmart Inc.  1.800%         9/22/31    100      85
    Walmart Inc.  2.650%         9/22/51    100      78
    Walt Disney Co.  6.650%        11/15/37     70      86
    Walt Disney Co.  3.500%         5/13/40    125     110
    Walt Disney Co.  2.750%          9/1/49     45      34
    Walt Disney Co.  3.600%         1/13/51     45      39
    Waste Management Inc.  1.150%         3/15/28    100      86
    WEC Energy Group Inc.  1.800%        10/15/30    150     123
  5 Wells Fargo & Co.  2.164%         2/11/26    450     427
  5 Wells Fargo & Co.  2.188%         4/30/26    475     449
  5 Wells Fargo & Co.  4.300%         7/22/27    375     374
  5 Wells Fargo & Co.  3.526%         3/24/28    450     433
  5 Wells Fargo & Co.  2.879%        10/30/30    270     242
  5 Wells Fargo & Co.  3.068%         4/30/41    320     259
  5 Wells Fargo & Co.  4.650%         11/4/44     75      72
  5 Wells Fargo & Co.  4.400%         6/14/46     60      56
  5 Wells Fargo & Co.  5.013%          4/4/51     80      83
  5 Wells Fargo & Co.  4.611%         4/25/53     75      74
 5,7 Wells Fargo Bank NA  5.250%          8/1/23  2,000   2,577
    Welltower Inc.  4.250%          4/1/26     50      50
  4 WESCO Distribution Inc.  7.250%         6/15/28     31      32
    Western Digital Corp.  4.750%         2/15/26     44      44
    Western Midstream Operating LP  4.550%          2/1/30     30      28
    Westlake Corp.  3.125%         8/15/51    150     109
    Weyerhaeuser Co.  4.000%        11/15/29    131     127
    Weyerhaeuser Co.  3.375%          3/9/33    130     117
    Williams Cos. Inc.  6.300%         4/15/40     65      72
  4 Williams Scotsman International Inc.  4.625%         8/15/28      9       9
    Willis North America Inc.  4.500%         9/15/28     75      75
    Willis North America Inc.  2.950%         9/15/29     85      76
    Willis North America Inc.  3.875%         9/15/49     70      58
  4 WMG Acquisition Corp.  3.750%         12/1/29     70      63
    Workday Inc.  3.700%          4/1/29    140     134
  4 Wyndham Hotels & Resorts Inc.  4.375%         8/15/28     30      28
    Xcel Energy Inc.  2.350%        11/15/31    160     135
    Xcel Energy Inc.  3.500%         12/1/49    150     123
24
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
    Yum! Brands Inc.  5.375%          4/1/32     85      81
  4 Zayo Group Holdings Inc.  4.000%          3/1/27     27      24
    Zoetis Inc.  4.700%          2/1/43     99      99
    Zoetis Inc.  3.950%         9/12/47     70      63
                                           105,013
Total Corporate Bonds (Cost $184,774) 163,336
Floating Rate Loan Interests (0.1%)
Ireland (0.0%)
  8 Setanta Aircraft Leasing DAC Term Loan, 3M USD LIBOR + 2.000%  3.006%         11/5/28     85      84
United States (0.1%)
  8 AAdvantage Loyalty IP Ltd. Initial Term Loan, 3M USD LIBOR + 4.750%  5.813%         4/20/28      5       5
  8 Bausch Health Cos. Inc. Term Loan B, SOFR + 5.250%  5.790%         1/27/27     45      44
  8 Directv Financing LLC Term Loan, 1M USD LIBOR + 5.000%  5.764%          8/2/27     10      10
  8 McAfee Corp. Tranche B-1 Term Loan, SOFR + 4.000%  4.500%          3/1/29     10      10
  8 Medline Borrower LP Initial Dollar Term Loan, 1M USD LIBOR + 3.250%  4.014%        10/23/28     20      20
  8 SS&C Technologies Holdings Inc. Term Loan B-6, SOFR + 2.250%  3.050%         3/22/29      6       6
  8 SS&C Technologies Holdings Inc. Term Loan B-7, SOFR + 2.250%  3.050%         3/22/29      9       8
                                               103
Total Floating Rate Loan Interests (Cost $189) 187
Sovereign Bonds (19.1%)
Azerbaijan (0.2%)
  5 Republic of Azerbaijan  4.750%         3/18/24    600     600
Canada (1.2%)
 10 Canadian Government Bond  1.000%          9/1/22  1,400   1,087
 10 Canadian Government Bond  4.000%          6/1/41    385     347
 10 Canadian Government Bond  2.750%         12/1/48    300     230
 4,5 Ontario Teachers' Cadillac Fairview Properties Trust  3.875%         3/20/27    800     793
 4,5 Ontario Teachers' Cadillac Fairview Properties Trust  4.125%          2/1/29    350     347
                                             2,804
Chile (0.7%)
    Republic of Chile  3.125%         1/21/26    980     959
  5 Republic of Chile  2.750%         1/31/27    474     449
  5 Republic of Chile  4.340%          3/7/42    250     229
                                             1,637
Colombia (0.3%)
  5 Republic of Colombia  5.000%         6/15/45    200     150
  5 Republic of Colombia  5.200%         5/15/49    500     378
  5 Republic of Colombia  4.125%         5/15/51    400     268
                                               796
Croatia (0.7%)
  5 Republic of Croatia  5.500%          4/4/23    460     470
25
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  9 Republic of Croatia  2.750%         1/27/30    900     933
  9 Republic of Croatia  1.500%         6/17/31    350     322
                                             1,725
Dominican Republic (0.4%)
 4,5 Dominican Republic  5.500%         2/22/29    655     611
 4,5 Dominican Republic  6.000%         2/22/33    265     240
                                               851
El Salvador (0.1%)
  5 Republic of El Salvador  8.625%         2/28/29    300     120
  5 Republic of El Salvador  9.500%         7/15/52    200      81
                                               201
Germany (9.7%)
  9 Federal Republic of Germany  0.000%        12/15/23  8,600   9,055
  9 Federal Republic of Germany  0.000%         3/15/24    449     471
 5,9 Federal Republic of Germany  0.000%         4/11/25  4,679   4,860
 5,9 Federal Republic of Germany  0.000%        10/10/25  2,000   2,069
 5,9 Federal Republic of Germany  0.000%         10/9/26    400     409
 5,9 Federal Republic of Germany  0.000%         4/16/27    506     516
  9 Federal Republic of Germany  0.500%         2/15/28  1,000   1,038
  9 Federal Republic of Germany  0.000%        11/15/28  2,073   2,076
  9 Federal Republic of Germany  0.000%         2/15/32  1,190   1,146
  9 Federal Republic of Germany  0.000%         5/15/36    299     273
  9 Federal Republic of Germany  2.500%         8/15/46    600     837
  9 Federal Republic of Germany  0.000%         8/15/52    733     556
                                            23,306
Hungary (0.3%)
  9 Republic of Hungary  1.625%         4/28/32    700     631
Indonesia (0.3%)
  5 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara  4.125%         5/15/27    200     196
4,5,9 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara  1.875%         11/5/31    370     327
  5 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara  5.250%        10/24/42    200     179
                                               702
Israel (0.1%)
    State of Israel  4.500%          4/3/20    325     319
Japan (0.4%)
5,12 Japan  0.100%         6/20/24 65,000     503
5,12 Japan  0.100%        12/20/26 30,000     232
5,12 Japan  0.100%         6/20/29 10,000      77
5,12 Japan  1.700%         9/20/33  6,000      53
                                               865
Kazakhstan (0.2%)
  5 Republic of Kazakhstan  4.875%        10/14/44    570     539
Mexico (1.1%)
    Petroleos Mexicanos  6.750%         9/21/47  1,262     915
5,13 United Mexican States 10.000%        11/20/36 12,000     627
5,13 United Mexican States  8.500%        11/18/38 26,500   1,225
                                             2,767
Nigeria (0.1%)
 4,5 Federal Republic of Nigeria  8.250%         9/28/51    280     212
26
Global Credit Bond Fund
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Panama (0.5%)
  5 Republic of Panama  3.362%         6/30/31    702     623
  5 Republic of Panama  3.870%         7/23/60    200     150
  5 Republic of Panama  4.500%         1/19/63    424     351
                                             1,124
Peru (0.4%)
  5 Petroleos del Peru SA  5.625%         6/19/47    350     254
  5 Republic of Peru  2.392%         1/23/26    700     655
                                               909
Philippines (0.3%)
  9 Republic of the Philippines  1.750%         4/28/41    786     645
Republic of North Macedonia (0.1%)
4,5,9 Republic of North Macedonia  1.625%         3/10/28    207     183
Romania (0.3%)
4,5,9 Republic of Romania  1.750%         7/13/30    830     691
 5,9 Republic of Romania  2.875%         4/13/42    155     109
                                               800
Serbia (0.5%)
 5,9 Republic of Serbia  3.125%         5/15/27    611     580
 5,9 Republic of Serbia  1.650%          3/3/33    281     202
4,5,9 Republic of Serbia  2.050%         9/23/36    719     492
                                             1,274
South Africa (0.1%)
  5 Eskom Holdings SOC Ltd.  6.750%          8/6/23    200     194
United Arab Emirates (0.1%)
 4,5 Finance Department Government of Sharjah  4.000%         7/28/50    350     260
United Kingdom (1.0%)
  7 United Kingdom  1.250%         7/22/27    345     423
  7 United Kingdom  0.250%         7/31/31    532     573
  7 United Kingdom  1.750%          9/7/37    300     360
  7 United Kingdom  4.500%         12/7/42    180     314
  7 United Kingdom  3.250%         1/22/44    150     226
  7 United Kingdom  1.500%         7/22/47    250     277
  7 United Kingdom  0.625%        10/22/50    108      94
  7 United Kingdom  3.500%         7/22/68     90     168
                                             2,435
Total Sovereign Bonds (Cost $52,154) 45,779
Taxable Municipal Bonds (0.1%)
United States (0.1%)
    New York Metropolitan Transportation Authority Revenue (Build America Bonds) (Cost $319)  5.871%        11/15/39    300         337
          Shares  
Temporary Cash Investments (2.8%)
Money Market Fund (2.8%)
 14 Vanguard Market Liquidity Fund
(Cost $6,707) 		 0.409%                 67,073         6,707
27
Global Credit Bond Fund
    Counterparty Expiration
Date 		Exercise
Rate 		Notional
Amount on
Underlying
Swap
($000) 		Market
Value•

($000)
Options Purchased (0.0%)
Over-the-Counter Swaptions (0.0%)
Call Swaptions
    2-Year Interest Rate Swap, Pays 3M USD LIBOR Quarterly, Receives 0.603% Semiannually  NGFP 1/13/23          0.603%  2,422      —
    2-Year Interest Rate Swap, Pays 3M USD LIBOR Quarterly, Receives 0.608% Semiannually CITNA 1/17/23          0.608%  2,429      —
    2-Year Interest Rate Swap, Pays 3M USD LIBOR Quarterly, Receives 0.603% Semiannually BNPSW  2/3/23          0.603%  2,432      —
    2-Year Interest Rate Swap, Pays 3M USD LIBOR Quarterly, Receives 0.630% Semiannually  MSCS  2/3/23          0.630%  2,432      —
Total Options Purchased (Cost $43) —
Total Investments (97.2%) (Cost $260,975)   232,900
Other Assets and Liabilities—Net (2.8%)   6,745
Net Assets (100%)   239,645
Cost is in $000.
• See Note A in Notes to Financial Statements.
1 Securities with a value of $60,000 have been segregated as initial margin for open centrally cleared swap contracts.
2 Securities with a value of $81,000 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts.
3 Securities with a value of $438,000 have been segregated as initial margin for open futures contracts.
4 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 April 30, 2022, the aggregate value was $23,782,000, representing 9.9% of net assets.
5 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.
6 Face amount denominated in Australian dollars.
7 Face amount denominated in British pounds.
8 Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions.
9 Face amount denominated in euro.
10 Face amount denominated in Canadian dollars.
11 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of April 30, 2022.
12 Face amount denominated in Japanese yen.
13 Face amount denominated in Mexican pesos.
14 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
  1M—1-month.
  3M—3-month.
  BNPSW—BNP Paribas.
  CITNA—Citibank, N.A.
  LIBOR—London Interbank Offered Rate.
  MSCS—Morgan Stanley Capital Services LLC.
  NGFP—Nomura Global Financial Products Inc.
  SOFR—Secured Overnight Financing Rate.
  USD—U.S. dollar.
28
Global Credit Bond 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 Government of Canada Bond June 2022 10 901 (37)
5-Year U.S. Treasury Note June 2022 81 9,126 (17)
10-Year Government of Canada Bond June 2022 28 2,754 (208)
10-Year U.S. Treasury Note June 2022 30 3,575 (47)
Euro-Bobl June 2022 63 8,453 (170)
Euro-Bund June 2022 30 4,861 (159)
Euro-Buxl June 2022 2 361 (32)
Euro-Schatz June 2022 13 1,511 (2)
Long U.S. Treasury Bond June 2022 11 1,547 6
Mini 10-Year Japanese Government Bond June 2022 5 576 (5)
Ultra Long U.S. Treasury Bond June 2022 6 963 (2)
        (673)
 
Short Futures Contracts
2-Year U.S. Treasury Note June 2022 (87) (18,341) 55
AUD 10-Year Treasury Bond June 2022 (8) (702) 41
Euro-BTP June 2022 (9) (1,238) 130
Long Gilt June 2022 (2) (298) (2)
Ultra 10-Year U.S. Treasury Note June 2022 (29) (3,741) 42
        266
        (407)
    
Forward Currency Contracts
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
(Depreciation)
($000)
Counterparty   Receive   Deliver
Standard Chartered Bank 5/3/22 AUD 6,019 USD 4,297 — (44)
Standard Chartered Bank 6/2/22 AUD 200 USD 141 — —
Morgan Stanley Capital Services LLC 5/3/22 AUD 27 USD 20 — (1)
UBS AG 5/3/22 AUD 20 USD 15 — (1)
Bank of America, N.A. 5/3/22 CAD 3,981 USD 3,104 — (5)
HSBC Bank plc 5/3/22 CAD 450 USD 360 — (10)
Morgan Stanley Capital Services LLC 6/2/22 CAD 148 USD 115 — —
29
Global Credit Bond Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
(Depreciation)
($000)
Counterparty   Receive   Deliver
Morgan Stanley Capital Services LLC 5/3/22 CAD 35 USD 28 — —
UBS AG 5/3/22 CAD 24 USD 19 — —
State Street Bank & Trust Co. 6/2/22 CAD 16 USD 12 — —
Barclays Bank plc 5/3/22 EUR 45,505 USD 47,830 176 —
UBS AG 5/3/22 EUR 1,472 USD 1,632 — (79)
Bank of America, N.A. 6/2/22 EUR 1,379 USD 1,458 — (1)
Goldman Sachs Bank USA 5/3/22 EUR 1,226 USD 1,360 — (67)
State Street Bank & Trust Co. 5/3/22 EUR 868 USD 947 — (30)
Morgan Stanley Capital Services LLC 5/3/22 EUR 791 USD 848 — (14)
Credit Agricole CIB 5/3/22 EUR 150 USD 165 — (7)
Credit Agricole CIB 6/2/22 EUR 130 USD 137 — —
UBS AG 5/4/22 GBP 17,062 USD 21,349 105 —
UBS AG 5/4/22 GBP 545 USD 693 — (8)
BNP Paribas 5/4/22 GBP 394 USD 516 — (21)
Bank of America, N.A. 6/6/22 GBP 212 USD 266 — —
JPMorgan Chase Bank, N.A. 5/4/22 GBP 116 USD 153 — (7)
State Street Bank & Trust Co. 5/4/22 GBP 61 USD 80 — (3)
Morgan Stanley Capital Services LLC 5/4/22 GBP 24 USD 31 — (1)
BNP Paribas 7/22/22 JPY 248,426 USD 2,485 — (565)
State Street Bank & Trust Co. 5/6/22 JPY 65,432 USD 500 4 —
HSBC Bank plc 5/3/22 MXN 43,583 USD 2,141 — (5)
Standard Chartered Bank 5/3/22 SEK 21 USD 2 — —
Morgan Stanley Capital Services LLC 5/4/22 ZAR 1 USD — — —
Toronto-Dominion Bank 6/2/22 ZAR 1 USD — — —
State Street Bank & Trust Co. 5/3/22 USD 4,559 AUD 6,066 273 —
Standard Chartered Bank 6/2/22 USD 4,299 AUD 6,019 44 —
State Street Bank & Trust Co. 5/3/22 USD 3,475 CAD 4,336 100 —
Bank of America, N.A. 6/2/22 USD 3,104 CAD 3,981 5 —
Morgan Stanley Capital Services LLC 5/3/22 USD 41 CAD 52 — —
HSBC Bank plc 5/3/22 USD 28 CAD 35 — —
30
Global Credit Bond Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
(Depreciation)
($000)
Counterparty   Receive   Deliver
Toronto-Dominion Bank 5/3/22 USD 25 CAD 32 — —
JPMorgan Chase Bank, N.A. 5/3/22 USD 24 CAD 29 — —
Morgan Stanley Capital Services LLC 6/2/22 USD 11 CAD 14 — —
BNP Paribas 5/3/22 USD 5 CAD 7 — —
BNP Paribas 5/3/22 USD 51,642 EUR 46,217 2,886 —
Barclays Bank plc 6/2/22 USD 47,890 EUR 45,505 — (178)
State Street Bank & Trust Co. 5/3/22 USD 3,293 EUR 3,023 105 —
Morgan Stanley Capital Services LLC 5/3/22 USD 410 EUR 381 9 —
UBS AG 5/3/22 USD 252 EUR 230 9 —
JPMorgan Chase Bank, N.A. 5/3/22 USD 152 EUR 140 4 —
State Street Bank & Trust Co. 6/2/22 USD 45 EUR 43 — —
HSBC Bank plc 5/3/22 USD 25 EUR 23 1 —
Bank of America, N.A. 5/4/22 USD 21,516 GBP 16,353 953 —
UBS AG 6/6/22 USD 21,348 GBP 17,062 — (106)
JPMorgan Chase Bank, N.A. 5/4/22 USD 1,401 GBP 1,068 58 —
Morgan Stanley Capital Services LLC 5/4/22 USD 1,022 GBP 781 40 —
BNP Paribas 7/22/22 USD 2,485 JPY 249,482 556 —
HSBC Bank plc 5/6/22 USD 537 JPY 65,432 33 —
State Street Bank & Trust Co. 6/2/22 USD 501 JPY 65,432 — (4)
Barclays Bank plc 7/22/22 USD 483 JPY 49,480 100 —
HSBC Bank plc 6/2/22 USD 2,120 MXN 43,428 5 —
Standard Chartered Bank 5/3/22 USD 1,819 MXN 36,317 40 —
State Street Bank & Trust Co. 5/3/22 USD 364 MXN 7,265 8 —
HSBC Bank plc 5/3/22 USD 2 SEK 21 — —
31
Global Credit Bond Fund
Forward Currency Contracts (continued)
  Contract
Settlement
Date 		Contract Amount (000) Unrealized
Appreciation
($000) 		Unrealized
(Depreciation)
($000)
Counterparty   Receive   Deliver
Standard Chartered Bank 6/2/22 USD 2 SEK 21 — —
Toronto-Dominion Bank 5/4/22 USD — ZAR 1 — —
            5,514 (1,157)
AUD—Australian dollar.
CAD—Canadian dollar.
EUR—euro.
GBP—British pound.
JPY—Japanese yen.
MXN—Mexican peso.
SEK—Swedish krona.
USD—U.S. dollar.
ZAR—South African rand.
    
Over-the-Counter Credit Default Swaps
Reference
Entity 		Termination
Date 		Counterparty Notional
Amount
($000) 		Periodic
Premium
Received
(Paid)1
(%) 		Value
($000) 		Remaining
Up-Front
Premium
Paid
(Received)
($000) 		Unrealized
Appreciation
($000) 		Unrealized
(Depreciation)
($000)
Credit Protection Sold/Moody's Rating
AT&T Inc./Baa2 12/20/23 BARC 800 1.000 5 8 — (3)
Credit Suisse Group Finance Guernsey Ltd./WR 6/20/27 JPMC 500 2 1.000 (8) (6) — (2)
Credit Suisse Group Finance Guernsey Ltd./WR 6/20/27 JPMC 300 2 1.000 (5) (5) — —
Republic of Chile/A1 6/20/27 MSCS 780 1.000 (1) 9 — (10)
Volkswagen International Finance NV/A3 6/20/27 GSI 1,100 2 1.000 (19) (8) — (11)
          (28) (2) — (26)
Credit Protection Purchased
Standard Chartered plc 6/20/27 JPMC 950 2 (1.000) (3) (4) 1 —
          (31) (6) 1 (26)
1 Periodic premium received/paid quarterly.
2 Notional amount denominated in euro.
BARC—Barclays Bank plc.
GSI—Goldman Sachs International.
JPMC—JPMorgan Chase Bank, N.A.
MSCS—Morgan Stanley Capital Services LLC.
The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.
32
Global Credit Bond Fund
At April 30, 2022, the counterparties had deposited in segregated accounts securities with a value of $4,201,000 in connection with open forward currency contracts and over-the-counter swap contracts.
Centrally Cleared Interest Rate Swaps
Termination Date Future
Effective
Date1 		Notional
Amount
(000)2 		Interest
Rate
Received3
(%) 		Interest
Rate
(Paid)4
(%) 		Value
($000) 		Unrealized
Appreciation
(Depreciation)
($000)
6/15/24 6/15/22 2,600 0.000 (2.000) 20 14
6/15/25 6/15/22 1,500 0.000 (2.000) 15 13
          35 27
1 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date.
2 Notional amount denominated in British pound.
3 Based on 1-Day Sterling Overnight Index Average Rate (SONIA) as of the most recent payment date. Interest payment received/paid annually.
4 Interest payment received/paid annually.
See accompanying Notes, which are an integral part of the Financial Statements.
33
Global Credit Bond Fund
Statement of Assets and Liabilities
As of April 30, 2022
($000s, except shares and per-share amounts) Amount
Assets  
Investments in Securities, at Value  
Unaffiliated Issuers (Cost $254,268) 226,193
Affiliated Issuers (Cost $6,707) 6,707
Total Investments in Securities 232,900
Investment in Vanguard 9
Foreign Currency, at Value (Cost $146) 144
Receivables for Investment Securities Sold 2,939
Receivables for Accrued Income 1,858
Receivables for Capital Shares Issued 210
Swap Premiums Paid 17
Variation Margin Receivable—Centrally Cleared Swap Contracts 5
Unrealized Appreciation—Forward Currency Contracts 5,514
Unrealized Appreciation—Over-the-Counter Swap Contracts 1
Total Assets 243,597
Liabilities  
Due to Custodian 165
Payables for Investment Securities Purchased 2,351
Payables for Capital Shares Redeemed 180
Payables to Vanguard 27
Swap Premiums Received 23
Variation Margin Payable—Futures Contracts 23
Unrealized Depreciation—Forward Currency Contracts 1,157
Unrealized Depreciation—Over-the-Counter Swap Contracts 26
Total Liabilities 3,952
Net Assets 239,645
34
Global Credit Bond Fund
Statement of Assets and Liabilities (continued)
At April 30, 2022, net assets consisted of:  
($000s, except shares and per-share amounts) Amount
Paid-in Capital 267,847
Total Distributable Earnings (Loss) (28,202)
Net Assets 239,645
 
Investor Shares—Net Assets  
Applicable to 4,142,669 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		40,105
Net Asset Value Per Share—Investor Shares $9.68
 
Admiral Shares—Net Assets  
Applicable to 10,304,397 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		199,540
Net Asset Value Per Share—Admiral Shares $19.36
See accompanying Notes, which are an integral part of the Financial Statements.
35
Global Credit Bond Fund
Statement of Operations
  Six Months Ended
April 30, 2022
  ($000)
Investment Income  
Income  
Interest 1 2,792
Total Income 2,792
Expenses  
The Vanguard Group—Note B  
Investment Advisory Services 9
Management and Administrative—Investor Shares 59
Management and Administrative—Admiral Shares 234
Marketing and Distribution—Investor Shares 3
Marketing and Distribution—Admiral Shares 7
Custodian Fees 19
Shareholders’ Reports—Investor Shares 9
Shareholders’ Reports—Admiral Shares 5
Trustees’ Fees and Expenses —
Other Expenses 13
Total Expenses 358
Net Investment Income 2,434
Realized Net Gain (Loss)  
Investment Securities Sold1 (7,334)
Futures Contracts (1,247)
Options Purchased (28)
Options Written 57
Swap Contracts (76)
Forward Currency Contracts 2,992
Foreign Currencies 700
Realized Net Gain (Loss) (4,936)
36
Global Credit Bond Fund
Statement of Operations (continued)
  Six Months Ended
April 30, 2022
  ($000)
Change in Unrealized Appreciation (Depreciation)  
Investment Securities1 (29,226)
Futures Contracts (289)
Options Purchased (9)
Options Written (4)
Swap Contracts 31
Forward Currency Contracts 3,921
Foreign Currencies (29)
Change in Unrealized Appreciation (Depreciation) (25,605)
Net Increase (Decrease) in Net Assets Resulting from Operations (28,107)
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 $7,000, ($4,000), $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes.
See accompanying Notes, which are an integral part of the Financial Statements.
37
Global Credit Bond Fund
Statement of Changes in Net Assets
  Six Months Ended
April 30,
2022 		  Year Ended
October 31,
2021
  ($000)   ($000)
Increase (Decrease) in Net Assets      
Operations      
Net Investment Income 2,434   4,601
Realized Net Gain (Loss) (4,936)   5,628
Change in Unrealized Appreciation (Depreciation) (25,605)   (4,920)
Net Increase (Decrease) in Net Assets Resulting from Operations (28,107)   5,309
Distributions      
Investor Shares (1,001)   (1,802)
Admiral Shares (5,232)   (10,060)
Total Distributions (6,233)   (11,862)
Capital Share Transactions      
Investor Shares (433)   6,448
Admiral Shares (4,624)   17,406
Net Increase (Decrease) from Capital Share Transactions (5,057)   23,854
Total Increase (Decrease) (39,397)   17,301
Net Assets      
Beginning of Period 279,042   261,741
End of Period 239,645   279,042
See accompanying Notes, which are an integral part of the Financial Statements.
38
Global Credit Bond Fund
Financial Highlights
Investor Shares        
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
April 30,
2022 		Year Ended October 31, November 15,
20181 to
October 31,
2019
2021 2020
Net Asset Value, Beginning of Period $11.02 $11.26 $11.09 $10.00
Investment Operations        
Net Investment Income2 .090 .176 .231 .287
Net Realized and Unrealized Gain (Loss) on Investments (1.193) .059 .619 1.045
Total from Investment Operations (1.103) .235 .850 1.332
Distributions        
Dividends from Net Investment Income (.071) (.217) (.338) (.242)
Distributions from Realized Capital Gains (.166) (.258) (.342) —
Total Distributions (.237) (.475) (.680) (.242)
Net Asset Value, End of Period $9.68 $11.02 $11.26 $11.09
Total Return3 -10.21% 2.07% 8.10% 13.46%
Ratios/Supplemental Data        
Net Assets, End of Period (Millions) $40 $46 $41 $31
Ratio of Total Expenses to Average Net Assets 0.35% 0.35% 0.35% 0.35% 4
Ratio of Net Investment Income to Average Net Assets 1.73% 1.59% 2.11% 2.78% 4
Portfolio Turnover Rate 67% 128% 5 264% 284%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Inception.
2 Calculated based on average shares outstanding.
3 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.
4 Annualized.
5 Includes 13% attributable to mortgage-dollar-roll activity.
See accompanying Notes, which are an integral part of the Financial Statements.
39
Global Credit Bond Fund
Financial Highlights
Admiral Shares        
For a Share Outstanding
Throughout Each Period 		Six Months
Ended
April 30,
2022 		Year Ended October 31, November 15,
20181 to
October 31,
2019
2021 2020
Net Asset Value, Beginning of Period $22.04 $22.52 $22.19 $20.00
Investment Operations        
Net Investment Income2 .191 .375 .485 .591
Net Realized and Unrealized Gain (Loss) on Investments (2.385) .117 1.228 2.101
Total from Investment Operations (2.194) .492 1.713 2.692
Distributions        
Dividends from Net Investment Income (.153) (.456) (.699) (.502)
Distributions from Realized Capital Gains (.333) (.516) (.684) —
Total Distributions (.486) (.972) (1.383) (.502)
Net Asset Value, End of Period $19.36 $22.04 $22.52 $22.19
Total Return3 -10.16% 2.18% 8.16% 13.60%
Ratios/Supplemental Data        
Net Assets, End of Period (Millions) $200 $233 $221 $177
Ratio of Total Expenses to Average Net Assets 0.25% 0.25% 0.25% 0.25% 4
Ratio of Net Investment Income to Average Net Assets 1.83% 1.69% 2.21% 2.88% 4
Portfolio Turnover Rate 67% 128% 5 264% 284%
The expense ratio and net investment income ratio for the current period have been annualized.
1 Inception.
2 Calculated based on average shares outstanding.
3 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.
4 Annualized.
5 Includes 13% attributable to mortgage-dollar-roll activity.
See accompanying Notes, which are an integral part of the Financial Statements.
40
Global Credit Bond Fund
Notes to Financial Statements
Vanguard Global Credit Bond Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers two classes of shares: Investor Shares and Admiral Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors.
Certain of the fund's investments are in corporate debt instruments; the issuers' abilities to meet their obligations may be affected by economic developments in their respective industries. The fund invests in securities of foreign issuers, which may subject it to investment risks not normally associated with investing in securities of U.S. corporations. To minimize the currency risk associated with investment in securities denominated in currencies other than the U.S. dollar, the fund attempts to hedge its currency exposures. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia's invasion of Ukraine), 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.
A.  The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
2. Foreign Currency: Securities and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars using exchange rates obtained from an independent third party as of the fund’s pricing time on the valuation date. Realized gains (losses) and unrealized appreciation (depreciation) on investment securities include the effects of changes in exchange rates since the securities were purchased, combined with the effects of changes in security prices. Fluctuations in the value of other assets and liabilities resulting from changes in exchange rates are recorded as unrealized foreign currency gains (losses) until the assets or liabilities are settled in cash, at which time they are recorded as realized foreign currency gains (losses).
3. Futures Contracts: The 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
41
Global Credit Bond Fund
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 April 30, 2022, the fund’s average investments in long and short futures contracts represented 14% and 6% of net assets, respectively, based on the average of the notional amounts at each quarter-end during the period.
4. Forward Currency Contracts: The fund enters into forward currency contracts to protect the value of securities and related receivables and payables against changes in future foreign exchange rates. The fund’s risks in using these contracts include movement in the values of the foreign currencies relative to the U.S. dollar and the ability of the counterparties to fulfill their obligations under the contracts. The fund mitigates its counterparty risk by entering into forward currency contracts only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. The master netting arrangements provide that, in the event of a counterparty’s default (including bankruptcy), the fund may terminate the forward currency contracts, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The forward currency 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 forward currency contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.
Forward currency contracts are valued at their quoted daily prices obtained from an independent third party, adjusted for currency risk based on the expiration date of each contract. The notional amounts of the contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of the contracts are recorded in the Statement of Assets and Liabilities as an asset (liability) and in the Statement of Operations as unrealized appreciation (depreciation) until the contracts are closed, when they are recorded as realized gains (losses) on forward currency contracts.
During the six months ended April 30, 2022, the fund’s average investment in forward currency contracts represented 64% of net assets, based on the average of the notional amounts at each quarter-end during the period.
42
Global Credit Bond Fund
5. Swaptions: The fund invests in options on swaps, which are transacted over-the-counter (OTC) and not on an exchange. The fund enters into swaptions to adjust the fund's sensitivity to interest rates or to adjust its exposure to the underlying investments. The fund may purchase a swaption from a counterparty whereby the fund has the right to enter into a swap in which the fund will pay either a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rate, and receive a different floating rate, each applied to a notional amount. The fund may also sell a swaption to a counterparty whereby the fund grants the counterparty the right to enter into a swap in which the fund will pay a floating rate and receive a fixed rate, each applied to a notional amount. Swaptions also include options that allow an existing swap to be terminated or extended by one of the counterparties. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into swaptions with a diverse group of prequalified counterparties and monitoring their financial strength.
The primary risk associated with purchasing swaptions is that interest rates or the value of the underlying investments move in such a way that the swaption is out-of-the money, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling swaptions is that interest rates or the value of the underlying investments move in such a way that the swaption is in-the-money, the counterparty exercises the swaption, and the resulting interest rate swap results in a negative cash flow to the fund in an amount greater than the premium received. A risk associated with all types of swaptions is the possibility that a counterparty may default on its obligations under the swaption contract.
Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded in the Statement of Assets and Liabilities as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded in the Statement of Assets and Liabilities as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. The notional amounts of option contracts are not recorded in the Statement of Assets and Liabilities. Fluctuations in the value of swaptions are recorded in the Statement of Operations as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.
During the six months ended April 30, 2022, the fund’s average value of investments in swaptions purchased and swaptions written each less than 1% of net assets, based on the average market values at each quarter-end during the period.
6. 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
43
Global Credit Bond Fund
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 interest rate swap transactions to adjust the fund’s sensitivity to changes in interest rates and maintain the ability to generate income at prevailing market rates. Under the terms of the swaps, one party pays the other either an amount that is a fixed percentage rate or a floating rate, which is reset periodically based on short-term interest rates, applied to a notional amount. In return, the counterparty agrees to pay a different floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount.
The fund enters into centrally cleared interest rate and 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 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.
44
Global Credit Bond Fund
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 April 30, 2022, the fund's average amounts of investments in credit protection sold and credit protection purchased represented 2% and 1% of net assets, respectively, based on the average of notional amounts at each quarter-end during the period. The average amount of investments in interest rate swaps represented 1% of net assets, based on the average of notional amounts at each quarter-end during the period.
45
Global Credit Bond Fund
The following table summarizes the fund’s derivative assets and liabilities by counterparty for derivatives subject to arrangements that provide for offsetting assets and liabilities. Exchange-traded and centrally cleared derivatives are listed separately.
  Assets
Reflected in
Statement of
Assets
and Liabilities1
($000) 		Liabilities
Reflected in
Statement of
Assets and
Liabilities1
($000) 		Net Amount
Receivable
(Payable)
($000) 		Amounts Not Offset in the
Statement of Assets
and Liabilities 		Net
Exposure3
(Not Less
Than $0)
($000)
  Collateral
Pledged2
($000) 		Collateral
Received2
($000)
Derivatives Subject to
Offsettings Arrangements,
by Counterparty
Bank of America, N.A. 958 6 952 — 1,084 —
Barclays Bank plc 276 181 95 — 80 15
BNP Paribas 3,442 586 2,856 — 3,037 —
Citibank, N.A. — — — 20 — —
Credit Agricole CIB — 7 (7) — — —
Goldman Sachs Bank USA — 67 (67) 61 — —
Goldman Sachs International — 11 (11) — — —
HSBC Bank plc 39 15 24 — — 24
JPMorgan Chase Bank, N.A. 63 9 54 — — 54
Morgan Stanley Capital Services LLC 49 26 23 — — 23
Standard Chartered Bank 84 44 40 — — 40
State Street Bank & Trust Co. 490 37 453 — — 453
UBS AG 114 194 (80) — — —
Centrally Cleared Swap Contracts 5 — 5 60 — —
Exchange-Traded Futures Contracts — 23 (23) 438 — —
Total 5,520 1,206 4,314 579 4,201 614
1 Absent an event of default or early termination, derivative assets and liabilities are presented gross and not offset in the Statement of Assets and Liabilities.
2 Securities or other assets pledged as collateral are noted in the Schedule of Investments and Statement of Assets and Liabilities. Securities or other assets received as collateral are held in a segregated account and not included in the fund's security holdings in the Schedule of Investments.
3 Net exposure represents the net amount receivable from the counterparty in the event of default. Counterparties are not required to exchange collateral if amount is below a specified minimum transfer amount.
7. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously
46
Global Credit Bond Fund
agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund’s portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased in the Statement of Assets and Liabilities.
8. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower’s compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies when the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.
9. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute all of its taxable income. The fund’s tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund’s tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund’s financial statements.
10. 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.
11. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.4 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
47
Global Credit Bond Fund
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 April 30, 2022, the fund did not utilize the credit facilities or the Interfund Lending Program.
12. 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 April 30, 2022, the fund had contributed to Vanguard capital in the amount of $9,000, representing less than 0.01% of the fund’s net assets and less than 0.01% 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.).
48
Global Credit Bond Fund
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.
The following table summarizes the market value of the fund's investments and derivatives as of April 30, 2022, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments        
Assets        
U.S. Government and Agency Obligations — 15,804 — 15,804
Asset-Backed/Commercial Mortgage-Backed Securities — 750 — 750
Corporate Bonds — 163,336 — 163,336
Floating Rate Loan Interests — 187 — 187
Sovereign Bonds — 45,779 — 45,779
Taxable Municipal Bonds — 337 — 337
Temporary Cash Investments 6,707 — — 6,707
Options Purchased — — — —
Total 6,707 226,193 — 232,900
Derivative Financial Instruments        
Assets        
Futures Contracts1 274 — — 274
Forward Currency Contracts — 5,514 — 5,514
Swap Contracts 27 1 1 — 28
Total 301 5,515 — 5,816
Liabilities        
Futures Contracts1 681 — — 681
Forward Currency Contracts — 1,157 — 1,157
Swap Contracts — 26 — 26
Total 681 1,183 — 1,864
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.
49
Global Credit Bond Fund
D.  At April 30, 2022, 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) 		Foreign
Exchange
Contracts
($000) 		Credit
Contracts
($000) 		Total
($000)
Swap Premiums Paid — — 17 17
Unrealized Appreciation—Futures Contracts1 274 — — 274
Unrealized Appreciation—Centrally Cleared Swap Contracts1 27 — — 27
Unrealized Appreciation—Forward Currency Contracts — 5,514 — 5,514
Unrealized Appreciation—Over-the-Counter Swap Contracts — — 1 1
Total Assets 301 5,514 18 5,833
         
Swap Premiums Received — — 23 23
Unrealized Depreciation—Futures Contracts1 681 — — 681
Unrealized Depreciation—Forward Currency Contracts — 1,157 — 1,157
Unrealized Depreciation—Over-the-Counter Swap Contracts — — 26 26
Total Liabilities 681 1,157 49 1,887
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 April 30, 2022, were:
Realized Net Gain (Loss) on Derivatives Interest
Rate
Contracts
($000) 		Foreign
Exchange
Contracts
($000) 		Credit
Contracts
($000) 		Total
($000)
Futures Contracts (1,247) — — (1,247)
Options Purchased — — (28) (28)
Options Written — — 57 57
Swap Contracts (4) — (72) (76)
Forward Currency Contracts — 2,992 — 2,992
Realized Net Gain (Loss) on Derivatives (1,251) 2,992 (43) 1,698
 
Change in Unrealized Appreciation (Depreciation) on Derivatives
Futures Contracts (289) — — (289)
Options Purchased (14) — 5 (9)
Options Written — — (4) (4)
Swap Contracts 78 — (47) 31
Forward Currency Contracts — 3,921 — 3,921
Change in Unrealized Appreciation (Depreciation) on Derivatives (225) 3,921 (46) 3,650
50
Global Credit Bond Fund
E.  As of April 30, 2022, gross unrealized appreciation and depreciation for investments and derivatives based on cost for U.S. federal income tax purposes were as follows:
  Amount
($000)
Tax Cost 260,718
Gross Unrealized Appreciation 6,551
Gross Unrealized Depreciation (30,423)
Net Unrealized Appreciation (Depreciation) (23,872)
F.  During the six months ended April 30, 2022, the fund purchased $131,243,000 of investment securities and sold $128,649,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $37,635,000 and $39,235,000, respectively.
The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the six months ended April 30, 2022, such purchases were $0 and sales were $5,833,000, resulting in net realized loss of $72,000; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.
G.  Capital share transactions for each class of shares were:
  Six Months Ended
April 30, 2022 		  Year Ended
October 31, 2021
  Amount
($000) 		Shares
(000) 		  Amount
($000) 		Shares
(000)
Investor Shares          
Issued 10,346 972   32,478 2,913
Issued in Lieu of Cash Distributions 862 80   1,530 138
Redeemed (11,641) (1,102)   (27,560) (2,477)
Net Increase (Decrease)—Investor Shares (433) (50)   6,448 574
Admiral Shares          
Issued 42,176 1,978   95,639 4,281
Issued in Lieu of Cash Distributions 4,264 199   8,185 367
Redeemed (51,064) (2,437)   (86,418) (3,898)
Net Increase (Decrease)—Admiral Shares (4,624) (260)   17,406 750
H.  Management has determined that no events or transactions occurred subsequent to April 30, 2022, that would require recognition or disclosure in these financial statements.
51
Trustees Approve Advisory Arrangement
The board of trustees of Vanguard Global Credit Bond Fund has renewed the fund’s investment advisory arrangement with The Vanguard Group, Inc. (Vanguard), through its Fixed Income Group. The board determined that continuing the fund’s internalized management structure was in the best interests of the fund and its shareholders.
The board based its decision upon an evaluation of the advisor’s investment staff, portfolio management process, and performance. This evaluation included information provided to the board by Vanguard’s Portfolio Review Department, which is responsible for fund and advisor oversight and product management. The Portfolio Review Department met regularly with the advisor and made monthly presentations to the board during the fiscal year that directed the board’s focus to relevant information and topics.
The board, or an investment committee made up of board members, also received information throughout the year during advisor presentations. For each advisor presentation, the board was provided with letters and reports that included information about, among other things, the advisory firm and the advisor’s assessment of the investment environment, portfolio performance, and portfolio characteristics.
In addition, the board received periodic reports throughout the year, which included information about the fund’s performance relative to its peers and benchmark, as applicable, and updates, as needed, on the Portfolio Review Department’s ongoing assessment of the advisor.
Prior to their meeting, the trustees were provided with a memo and materials that summarized the information they received over the course of the year. They also considered the factors discussed below, among others. However, no single factor determined whether the board approved the arrangement. Rather, it was the totality of the circumstances that drove the board’s decision.
Nature, extent, and quality of services
The board reviewed the quality of the investment management services provided to the fund since its inception in 2018, and also took into account the organizational depth and stability of the advisor. The board considered that Vanguard has been managing investments for more than four decades. The Fixed Income Group adheres to a sound, disciplined investment management process; the team has considerable experience, stability, and depth.
The board concluded that Vanguard’s experience, stability, depth, and performance, among other factors, warranted continuation of the advisory arrangement.
Investment performance
The board considered the fund’s performance since its inception, including any periods of outperformance or underperformance compared with a relevant benchmark index and peer group. The board concluded that the performance was such that the advisory arrangement should continue.
52
Cost
The board concluded that the fund’s expense ratio was below the average expense ratio charged by funds in its peer group and that the fund’s advisory expenses were also below the peer-group average.
The board does not conduct a profitability analysis of Vanguard because of Vanguard’s unique structure. Unlike most other mutual fund management companies, Vanguard is owned by the funds it oversees.
The benefit of economies of scale
The board concluded that the fund’s arrangement with Vanguard ensures that the fund will realize economies of scale as it grows, with the cost to shareholders declining as fund assets increase.
The board will consider whether to renew the advisory arrangement again after a one-year period.
53
Liquidity Risk Management
Vanguard funds (except for the money market funds) have adopted and implemented a written liquidity risk management program (the “Program”) as required by Rule 22e-4 under the Investment Company Act of 1940. Rule 22e-4 requires that each fund adopt a program that is reasonably designed to assess and manage the fund’s liquidity risk, which is the risk that the fund could not meet redemption requests without significant dilution of remaining investors’ interests in the fund.
Assessment and management of a fund’s liquidity risk under the Program take into consideration certain factors, such as the fund’s investment strategy and the liquidity of its portfolio investments during normal and reasonably foreseeable stressed conditions, its short- and long-term cash-flow projections during both normal and reasonably foreseeable stressed conditions, and its cash and cash-equivalent holdings and access to other funding sources. As required by the rule, the Program includes policies and procedures for classification of fund portfolio holdings in four liquidity categories, maintaining certain levels of highly liquid investments, and limiting holdings of illiquid investments.
The board of trustees of Vanguard Charlotte Funds approved the appointment of liquidity risk management program administrators responsible for administering Vanguard Global Credit Bond Fund’s Program and for carrying out the specific responsibilities set forth in the Program, including reporting to the board on at least an annual basis regarding the Program’s operation, its adequacy, and the effectiveness of its implementation for the past year (the “Program Administrator Report”). The board has reviewed the Program Administrator Report covering the period from January 1, 2021, through December 31, 2021 (the “Review Period”). The Program Administrator Report stated that during the Review Period the Program operated and was implemented effectively to manage the fund’s liquidity risk.
54
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This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund’s current prospectus.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to publicinfo@sec.gov.
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All rights reserved.
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Q20252 062022

 

 

 

Item 2: Code of Ethics.

 

Not applicable.

 

Item 3: Audit Committee Financial Expert.

 

Not applicable.

 

Item 4: Principal Accountant Fees and Services.

 

Not applicable.

 

Item 5: Audit Committee of Listed Registrants.

 

Not applicable.

 

   

 

 

Item 6: Investments.

 

Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.

 

Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

 

Not applicable.

 

Item 8: Portfolio Managers of Closed-End Management Investment Companies.

 

Not applicable.

 

Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

 

Not applicable.

 

Item 10: Submission of Matters to a Vote of Security Holders.

 

Not applicable.

 

Item 11: Controls and Procedures.

 

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

 

(b) Internal Control Over Financial Reporting. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.

 

Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

 

Not applicable.

 

Item 13: Exhibits.

 

(a)(1) Not applicable.
(a)(2) Certifications filed herewith.
(b) Certifications filed herewith.

 

   

 

 

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

 

  VANGUARD Charlotte FUNDS  
     
BY: /s/ MORTIMER J. BUCKLEY*  
  MORTIMER J. BUCKLEY  
  CHIEF EXECUTIVE OFFICER  

 

Date: June 17, 2022

 

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

 

VANGUARD charlotte FUNDS  
     
BY: /s/ MORTIMER J. BUCKLEY*  
  MORTIMER J. BUCKLEY  
  CHIEF EXECUTIVE OFFICER  

 

Date: June 17, 2022

 

VANGUARD charlotte FUNDS  
     
BY: /s/ CHRISTINE BUCHANAN*  
  CHRISTINE BUCHANAN  
  CHIEF FINANCIAL OFFICER  

 

Date: June 17, 2022

 

* By: /s/ Anne E. Robinson

 

Anne E. Robinson, pursuant to a Power of Attorney filed on November 29, 2021 (see File Number 33-64845), a Power of Attorney filed on October 12, 2021 (see File Number 33-23444), and a Power of Attorney filed on August 26, 2021 (see file Number 811-02652), Incorporated by Reference.