Contents

Your Fund’s Performance at a Glance	1
About Your Fund’s Expenses	2
Performance Summary	4
Financial Statements	7

Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.

Your Fund’s Performance at a Glance

•	The 12 months ended October 31, 2022, were a volatile, challenging period for financial markets. In this environment, Vanguard Total International Bond Index Fund returns ranged from –12.20% for Admiral Shares to –12.16% for ETF and Investor Shares, roughly in line with the –12.08% return of its expense-free benchmark index. (Returns for ETF Shares are based on net asset value.)
•	The economic backdrop deteriorated as inflation soared to multidecade highs, fueled in part by higher energy and food prices in the wake of Russia’s invasion of Ukraine. Then price increases broadened to other categories of goods and services, adding to concerns that inflation would remain stubbornly high. That prompted aggressive tightening by many central banks to bring inflation back in check, which weighed on bond prices and increased fears of recession.
•	Bond yields moved higher across much of the developed world during the fiscal year amid concerns about inflation and central bank tightening. In general, bonds in eastern Europe produced the worst results. Bonds in Great Britain and the European Union also lagged. Japanese issues, the largest in the benchmark by weight, held up somewhat better.
•	The fund regularly uses derivatives to hedge portfolio risks. Its holdings of forward currency contracts helped performance for the period.
•	At the end of the 12-month period, the fund’s 30-day SEC yield—a proxy for its income-generating potential over 12 months—ranged from 2.88% for Investor Shares to 2.94% for ETF and Institutional Shares.

Market Barometer

Average Annual Total Returns Periods Ended October 31, 2022
	One Year	Three Years	Five Years
Stocks
Russell 1000 Index (Large-caps)	-16.38%	9.99%	10.19%
Russell 2000 Index (Small-caps)	-18.54	7.05	5.56
Russell 3000 Index (Broad U.S. market)	-16.52	9.79	9.87
FTSE All-World ex US Index (International)	-24.20	-1.16	-0.18
Bonds
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market)	-15.69%	-3.73%	-0.50%
Bloomberg Municipal Bond Index (Broad tax-exempt market)	-11.98	-2.18	0.37
FTSE Three-Month U.S. Treasury Bill Index	0.88	0.59	1.15
CPI
Consumer Price Index	7.75%	5.01%	3.85%

1

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.

Six Months Ended October 31, 2022
	Beginning Account Value 4/30/2022	Ending Account Value 10/31/2022	Expenses Paid During Period
Based on Actual Fund Return
Total International Bond Index Fund
Investor Shares	$1,000.00	$945.30	$0.64
ETF Shares	1,000.00	945.40	0.34
Admiral™ Shares	1,000.00	945.40	0.54
Institutional Shares	1,000.00	945.60	0.34

2

Six Months Ended October 31, 2022
	Beginning Account Value 4/30/2022	Ending Account Value 10/31/2022	Expenses Paid During Period
Based on Hypothetical 5% Yearly Return
Total International Bond Index Fund
Investor Shares	$1,000.00	$1,024.55	$0.66
ETF Shares	1,000.00	1,024.85	0.36
Admiral Shares	1,000.00	1,024.65	0.56
Institutional Shares	1,000.00	1,024.85	0.36

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 (184/365).

3

Total International Bond Index Fund

Performance Summary

All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.

Cumulative Performance: May 31, 2013, Through October 31, 2022

Initial Investment of $10,000

			Average Annual Total Returns Periods Ended October 31, 2022
		One Year	Five Years	Since Inception (5/31/2013)	Final Value of a $10,000 Investment
	Total International Bond Index Fund Investor Shares	-12.16%	-0.08%	1.65%	$11,671
	Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged	-12.08	0.09	1.89	11,925

“Since Inception” performance is calculated from the Investor Shares’ inception date for both the fund and its comparative standard(s).

		One Year	Five Years	Since Inception (5/31/2013)	Final Value of a $10,000 Investment
Total International Bond Index Fund ETF Shares Net Asset Value		-12.16%	-0.03%	1.69%	$11,712
Total International Bond Index Fund ETF Shares Market Price		-12.16	-0.04	1.71	11,731
Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged		-12.08	0.09	1.89	11,925

“Since Inception” performance is calculated from the ETF Shares’ inception date for both the fund and its comparative standard(s).

		One Year	Five Years	Since Inception (5/31/2013)	Final Value of a $10,000 Investment
Total International Bond Index Fund Admiral Shares		-12.20%	-0.06%	1.68%	$11,694
Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged		-12.08	0.09	1.89	11,925

“Since Inception” performance is calculated from the Admiral Shares’ inception date for both the fund and its comparative standard(s).

		One Year	Five Years	Since Inception (5/31/2013)	Final Value of a $5,000,000 Investment
Total International Bond Index Fund Institutional Shares		-12.17%	-0.02%	1.73%	$5,874,153
Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged		-12.08	0.09	1.89	5,962,444

“Since Inception” performance is calculated from the Institutional Shares’ inception date for both the fund and its comparative standard(s).

See Financial Highlights for dividend and capital gains information.

4

Total International Bond Index Fund

Cumulative Returns of ETF Shares: May 31, 2013, Through October 31, 2022

	One Year	Five Years	Since Inception (5/31/2013)
Total International Bond Index Fund ETF Shares Market Price	-12.16%	-0.22%	17.31%
Total International Bond Index Fund ETF Shares Net Asset Value	-12.16	-0.13	17.12
Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged	-12.08	0.45	19.25

“Since Inception” performance is calculated from the ETF Shares’ inception date for both the fund and its comparative standard(s).

For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares’ market prices have compared with their net asset value, visit vanguard.com, select your ETF, click on Price, and then scroll down to the Premium/Discount chart. The ETF premium/discount chart there shows the percentage and days on which the ETF Shares’ market price was above or below the NAV.

5

Total International Bond Index Fund

Fund Allocation

As of October 31, 2022

Japan	16.6%
France	11.9
Germany	11.0
Italy	7.3
Canada	6.8
United Kingdom	6.5
Spain	5.3
Supranational	4.1
Australia	3.7
United States	3.0
Netherlands	2.8
South Korea	2.7
Belgium	2.1
Switzerland	1.5
Austria	1.3
Sweden	1.3
Indonesia	1.2
China	1.1
Other	9.8

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.

6

Total International Bond Index Fund

Financial Statements

Schedule of Investments

As of October 31, 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 $1,267)	5.625%	6/7/32	GBP	716	894
Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)
United Kingdom (0.0%)
1	Canary Wharf Finance II plc (Cost $907)	5.952%	10/22/37	GBP	570	664
Corporate Bonds (19.6%)
Australia (0.5%)
	Amcor UK Finance plc	1.125%	6/23/27	EUR	2,543	2,148
	Ampol Ltd.	4.000%	4/17/25	AUD	7,180	4,470
	APA Infrastructure Ltd.	2.000%	7/15/30	EUR	5,000	4,024
	APA Infrastructure Ltd.	3.125%	7/18/31	GBP	1,000	890
	APT Pipelines Ltd.	4.250%	11/26/24	GBP	448	496
	APT Pipelines Ltd.	2.000%	3/22/27	EUR	4,309	3,818
	APT Pipelines Ltd.	0.750%	3/15/29	EUR	5,600	4,326
	APT Pipelines Ltd.	1.250%	3/15/33	EUR	3,108	2,138
	APT Pipelines Ltd.	2.500%	3/15/36	GBP	5,176	3,685
	Aurizon Network Pty Ltd.	4.000%	6/21/24	AUD	950	598
	Aurizon Network Pty Ltd.	2.000%	9/18/24	EUR	1,545	1,464
	Aurizon Network Pty Ltd.	3.125%	6/1/26	EUR	18,919	17,834
	Ausgrid Finance Pty Ltd.	3.750%	10/30/24	AUD	7,280	4,551
	Ausgrid Finance Pty Ltd.	1.250%	7/30/25	EUR	1,710	1,579
	Ausgrid Finance Pty Ltd.	1.814%	2/5/27	AUD	1,010	551
	AusNet Services Holdings Pty Ltd.	3.000%	2/13/24	EUR	2,094	2,052
	AusNet Services Holdings Pty Ltd.	1.500%	2/26/27	EUR	2,269	2,020
	AusNet Services Holdings Pty Ltd.	4.400%	8/16/27	AUD	650	393
	AusNet Services Holdings Pty Ltd.	4.200%	8/21/28	AUD	1,410	814
	AusNet Services Holdings Pty Ltd.	2.600%	7/31/29	AUD	3,160	1,600
	AusNet Services Holdings Pty Ltd.	1.625%	3/11/81	EUR	1,500	1,158
	Australia & New Zealand Banking Group Ltd.	5.000%	8/16/23	AUD	2,750	1,770
	Australia & New Zealand Banking Group Ltd.	0.450%	11/22/23	EUR	8,179	7,902
	Australia & New Zealand Banking Group Ltd.	2.500%	1/16/24	EUR	2,543	2,505
	Australia & New Zealand Banking Group Ltd.	3.100%	2/8/24	AUD	7,050	4,432
	Australia & New Zealand Banking Group Ltd.	0.669%	5/5/31	EUR	5,600	4,634
	Australia Pacific Airports Melbourne Pty Ltd.	3.125%	9/26/23	EUR	2,543	2,504
	Australia Pacific Airports Melbourne Pty Ltd.	1.750%	10/15/24	EUR	7,182	6,778
	BHP Billiton Finance Ltd.	3.250%	9/24/27	EUR	4,653	4,497
	BHP Billiton Finance Ltd.	1.500%	4/29/30	EUR	7,299	5,957
	BHP Billiton Finance Ltd.	3.125%	4/29/33	EUR	1,545	1,367
	BHP Billiton Finance Ltd.	4.300%	9/25/42	GBP	2,859	2,764
	Brambles Finance Ltd.	2.375%	6/12/24	EUR	200	193
	Brisbane Airport Corp. Pty Ltd.	3.900%	4/24/25	AUD	1,930	1,196
	CIMIC Finance Ltd.	1.500%	5/28/29	EUR	2,800	2,006
	Coles Group Treasury Pty Ltd.	2.650%	11/6/29	AUD	2,610	1,352
	Coles Group Treasury Pty Ltd.	2.100%	8/27/30	AUD	1,860	888
	Commonwealth Bank of Australia	3.000%	1/11/24	AUD	8,800	5,533
	Commonwealth Bank of Australia	0.375%	4/11/24	EUR	6,140	5,859
	Commonwealth Bank of Australia	0.500%	7/27/26	EUR	3,269	2,938
	Commonwealth Bank of Australia	3.000%	9/4/26	GBP	3,376	3,623
	Commonwealth Bank of Australia	0.875%	2/19/29	EUR	5,087	4,360
	Commonwealth Bank of Australia	1.936%	10/3/29	EUR	10,432	9,674
	Commonwealth Bank of Australia	1.625%	2/10/31	EUR	100	87
	CPIF Finance Pty Ltd.	2.485%	10/28/30	AUD	2,700	1,295
	DBNGP Finance Co. Pty Ltd.	4.225%	5/28/25	AUD	1,460	910
	DEXUS Finance Pty Ltd.	3.000%	2/3/32	AUD	3,720	1,798
	ETSA Utilities Finance Pty Ltd.	3.500%	8/29/24	AUD	580	362
	GAIF Bond Issuer Pty Ltd.	2.584%	11/18/27	AUD	1,800	1,005
	GAIF Bond Issuer Pty Ltd.	1.900%	12/14/28	AUD	2,490	1,269
	Glencore Capital Finance DAC	1.125%	3/10/28	EUR	8,070	6,484

7

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	Glencore Capital Finance DAC	1.250%	3/1/33	EUR	4,429	2,876
	Glencore Finance Europe Ltd.	1.875%	9/13/23	EUR	100	97
	Glencore Finance Europe Ltd.	3.125%	3/26/26	GBP	3,524	3,607
	Glencore Finance Europe Ltd.	3.750%	4/1/26	EUR	100	96
	Glencore Finance Europe Ltd.	1.500%	10/15/26	EUR	200	175
	Goodman Australia Finance Pty Ltd.	1.375%	9/27/25	EUR	2,094	1,891
	GTA Finance Co Pty Ltd.	2.200%	8/26/27	AUD	2,810	1,513
	Lendlease Finance Ltd.	3.400%	10/27/27	AUD	930	522
	Lendlease Finance Ltd.	3.700%	3/31/31	AUD	2,980	1,495
	Lonsdale Finance Pty Ltd.	3.900%	10/15/25	AUD	2,550	1,573
	Lonsdale Finance Pty Ltd.	2.100%	10/15/27	AUD	1,490	803
	Macquarie Group Ltd.	1.250%	3/5/25	EUR	8,179	7,787
	Macquarie Group Ltd.	0.350%	3/3/28	EUR	11,316	8,875
	Macquarie Group Ltd.	4.080%	5/31/29	GBP	3,700	3,675
	Macquarie Group Ltd.	2.723%	8/21/29	CAD	1,495	916
	Macquarie Group Ltd.	0.950%	5/21/31	EUR	2,214	1,573
	National Australia Bank Ltd.	2.900%	2/26/24	AUD	8,144	5,104
	National Australia Bank Ltd.	5.000%	3/11/24	AUD	3,250	2,091
	National Australia Bank Ltd.	0.250%	5/20/24	EUR	5,087	4,797
	National Australia Bank Ltd.	0.300%	10/31/25	CHF	5,045	4,779
	National Australia Bank Ltd.	3.000%	9/4/26	GBP	400	431
	National Australia Bank Ltd.	0.875%	2/19/27	EUR	6,087	5,475
	National Australia Bank Ltd.	2.900%	2/25/27	AUD	9,086	5,318
	National Australia Bank Ltd.	0.010%	1/6/29	EUR	20,000	16,236
	National Australia Bank Ltd.	3.515%	6/12/30	CAD	4,098	2,806
	National Australia Bank Ltd.	1.699%	9/15/31	GBP	2,214	2,056
	NBN Co. Ltd.	2.150%	6/2/28	AUD	4,650	2,504
	NBN Co. Ltd.	2.200%	12/16/30	AUD	3,730	1,802
	NSW Electricity Networks Finance Pty Ltd.	2.732%	4/23/29	AUD	2,240	1,159
	Origin Energy Finance Ltd.	1.000%	9/17/29	EUR	2,599	1,910
	Pacific National Finance Pty Ltd.	5.000%	9/19/23	GBP	300	337
	Qantas Airways Ltd.	3.150%	9/27/28	AUD	4,430	2,367
	Qantas Airways Ltd.	2.950%	11/27/29	AUD	740	366
	Qantas Airways Ltd.	5.250%	9/9/30	AUD	2,530	1,437
	Scentre Group Trust 1	2.250%	7/16/24	EUR	2,039	1,946
	Scentre Group Trust 1	3.875%	7/16/26	GBP	2,591	2,750
	Scentre Group Trust 1 / Scentre Group Trust 2	1.750%	4/11/28	EUR	4,539	3,774
	Scentre Group Trust 1 / Scentre Group Trust 2	1.450%	3/28/29	EUR	1,958	1,517
	Stockland Trust	1.625%	4/27/26	EUR	4,785	4,176
	Suncorp-Metway Ltd.	3.000%	9/13/23	AUD	1,000	626
	Suncorp-Metway Ltd.	3.250%	8/24/26	AUD	400	241
	Telstra Corp. Ltd.	1.125%	4/14/26	EUR	5,910	5,439
	Telstra Corp. Ltd.	4.000%	4/19/27	AUD	890	544
	Telstra Corp. Ltd.	1.375%	3/26/29	EUR	1,263	1,095
	Telstra Corp. Ltd.	1.000%	4/23/30	EUR	2,543	2,094
	Toyota Finance Australia Ltd.	3.300%	11/22/23	AUD	331	209
	Toyota Finance Australia Ltd.	2.280%	10/21/27	EUR	7,631	7,091
	Transurban Finance Co. Pty Ltd.	1.875%	9/16/24	EUR	1,545	1,471
	Transurban Finance Co. Pty Ltd.	4.555%	11/14/28	CAD	1,213	851
	Transurban Finance Co. Pty Ltd.	3.000%	4/8/30	EUR	4,539	3,981
	Transurban Queensland Finance Pty Ltd.	3.250%	8/5/31	AUD	2,160	1,078
	United Energy Distribution Pty Ltd.	3.850%	10/23/24	AUD	1,540	966
	University of Technology Sydney	3.750%	7/20/27	AUD	220	134
	Vicinity Centres Trust	3.375%	4/7/26	GBP	590	613
	Vicinity Centres Trust	1.125%	11/7/29	EUR	3,012	2,179
	Wesfarmers Ltd.	0.954%	10/21/33	EUR	8,836	6,169
	WestConnex Finance Co. Pty Ltd.	3.150%	3/31/31	AUD	3,360	1,671
	Westpac Banking Corp.	3.250%	11/16/23	AUD	300	190
	Westpac Banking Corp.	5.250%	11/21/23	AUD	1,700	1,097
	Westpac Banking Corp.	0.500%	12/4/23	EUR	10,632	10,263
	Westpac Banking Corp.	3.000%	4/24/24	AUD	400	250
	Westpac Banking Corp.	0.500%	5/17/24	EUR	1,272	1,213
	Westpac Banking Corp.	0.625%	11/22/24	EUR	2,543	2,375
	Westpac Banking Corp.	4.125%	6/4/26	AUD	700	436
	Westpac Banking Corp.	1.079%	4/5/27	EUR	6,921	6,261
	Westpac Banking Corp.	0.875%	4/17/27	EUR	100	87
	Westpac Banking Corp.	1.125%	9/5/27	EUR	5,690	5,017
	Westpac Banking Corp.	1.450%	7/17/28	EUR	418	364
	Westpac Banking Corp.	0.010%	9/22/28	EUR	19,280	15,758

8

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	Westpac Banking Corp.	1.375%	5/17/32	EUR	5,087	4,218
	Woolworths Group Ltd.	1.850%	11/15/27	AUD	2,980	1,617
	Woolworths Group Ltd.	0.375%	11/15/28	EUR	9,300	7,233
	Woolworths Group Ltd.	2.800%	5/20/30	AUD	7,340	3,780
	WSO Finance Pty Ltd.	4.500%	3/31/27	AUD	2,180	1,349
						367,123
Austria (0.3%)
	BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG	1.125%	7/31/28	EUR	23,300	20,723
	BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG	0.010%	10/2/29	EUR	5,700	4,558
	BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG	1.750%	3/8/30	EUR	15,000	13,497
	Borealis AG	1.750%	12/10/25	EUR	225	212
	Erste Group Bank AG	0.750%	2/5/25	EUR	1,200	1,131
	Erste Group Bank AG	1.500%	4/7/26	EUR	5,000	4,572
	Erste Group Bank AG	0.625%	4/17/26	EUR	7,600	6,939
	Erste Group Bank AG	0.750%	1/17/28	EUR	8,100	7,129
	Erste Group Bank AG	0.250%	9/14/29	EUR	2,200	1,652
	Erste Group Bank AG	0.875%	5/15/34	EUR	7,600	5,791
	HYPO NOE Landesbank fuer Niederoesterreich und Wien AG	0.375%	6/25/24	EUR	3,700	3,481
	HYPO NOE Landesbank fuer Niederoesterreich und Wien AG	0.500%	9/4/25	EUR	2,500	2,308
	HYPO NOE Landesbank fuer Niederoesterreich und Wien AG	1.625%	5/11/29	EUR	18,200	16,417
	JAB Holdings BV	1.250%	5/22/24	EUR	5,100	4,817
	JAB Holdings BV	1.750%	6/25/26	EUR	7,100	6,396
	JAB Holdings BV	2.500%	4/17/27	EUR	2,500	2,272
	JAB Holdings BV	2.500%	6/25/29	EUR	9,400	7,901
	JAB Holdings BV	2.250%	12/19/39	EUR	7,900	4,665
	Mondi Finance plc	1.500%	4/15/24	EUR	5,938	5,647
2	OeBB-Infrastruktur AG	1.000%	11/18/24	EUR	6,148	5,862
2	OeBB-Infrastruktur AG	3.875%	6/30/25	EUR	5,124	5,198
2	OeBB-Infrastruktur AG	3.500%	10/19/26	EUR	922	933
2	OeBB-Infrastruktur AG	2.250%	5/28/29	EUR	1,536	1,455
2	OeBB-Infrastruktur AG	3.375%	5/18/32	EUR	3,587	3,636
2	OeBB-Infrastruktur AG	3.000%	10/24/33	EUR	112	110
	OMV AG	0.750%	12/4/23	EUR	1,281	1,232
	OMV AG	1.000%	12/14/26	EUR	1,767	1,592
	OMV AG	3.500%	9/27/27	EUR	1,400	1,393
	OMV AG	1.875%	12/4/28	EUR	2,327	2,093
	OMV AG	2.375%	4/9/32	EUR	7,683	6,634
	OMV AG	6.250%	12/29/49	EUR	1,690	1,696
	OMV AG	2.875%	Perpetual	EUR	5,300	4,118
	Raiffeisen Bank International AG	0.250%	1/22/25	EUR	2,800	2,484
	Raiffeisen Bank International AG	4.125%	9/8/25	EUR	5,500	5,295
	Raiffeisen Bank International AG	0.050%	9/1/27	EUR	400	307
	Raiffeisen Bank International AG	2.875%	6/18/32	EUR	2,500	1,876
	Raiffeisenlandesbank Niederoesterreich-Wien AG	0.625%	3/3/25	EUR	200	188
	Raiffeisenlandesbank Niederoesterreich-Wien AG	0.625%	8/28/26	EUR	2,500	2,260
	Raiffeisenlandesbank Niederoesterreich-Wien AG	1.250%	4/21/27	EUR	37,400	34,198
	Raiffeisenlandesbank Niederoesterreich-Wien AG	0.875%	1/24/28	EUR	1,500	1,325
	Raiffeisenlandesbank Niederoesterreich-Wien AG	0.875%	1/30/29	EUR	6,000	5,174
	Raiffeisen-Landesbank Steiermark AG	2.375%	6/14/28	EUR	200	190
	Raiffeisen-Landesbank Steiermark AG	1.375%	5/11/33	EUR	2,500	2,054
	Raiffeisenlandesbank Vorarlberg Waren-und Revisionsverband registrierte GenmbH	0.500%	9/17/25	EUR	2,500	2,305
	UniCredit Bank Austria AG	2.375%	1/22/24	EUR	2,600	2,557
	UniCredit Bank Austria AG	0.750%	2/25/25	EUR	300	282
	UniCredit Bank Austria AG	0.250%	6/4/27	EUR	5,000	4,357
	UNIQA Insurance Group AG	6.875%	7/31/43	EUR	1,900	1,847
	UNIQA Insurance Group AG	6.000%	7/27/46	EUR	700	686
	Vienna Insurance Group AG Wiener Versicherung Gruppe	5.500%	10/9/43	EUR	300	293
						223,738
Belgium (0.3%)
	AG Insurance SA	3.500%	6/30/47	EUR	3,400	2,984
	Ageas SA NV	3.250%	7/2/49	EUR	5,100	4,220
	Anheuser-Busch InBev Finance Inc.	4.320%	5/15/47	CAD	4,571	2,667
	Anheuser-Busch InBev SA NV	9.750%	7/30/24	GBP	968	1,191
	Anheuser-Busch InBev SA NV	2.875%	9/25/24	EUR	2,306	2,271
	Anheuser-Busch InBev SA NV	4.000%	9/24/25	GBP	5,745	6,361
	Anheuser-Busch InBev SA NV	2.700%	3/31/26	EUR	100	96
	Anheuser-Busch InBev SA NV	1.150%	1/22/27	EUR	8,911	8,049
	Anheuser-Busch InBev SA NV	1.125%	7/1/27	EUR	10,638	9,491

9

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	Anheuser-Busch InBev SA NV	2.125%	12/2/27	EUR	5,087	4,717
	Anheuser-Busch InBev SA NV	2.000%	3/17/28	EUR	11,734	10,745
	Anheuser-Busch InBev SA NV	1.500%	4/18/30	EUR	461	392
	Anheuser-Busch InBev SA NV	1.650%	3/28/31	EUR	10,558	8,871
	Anheuser-Busch InBev SA NV	2.875%	4/2/32	EUR	5,087	4,635
	Anheuser-Busch InBev SA NV	3.250%	1/24/33	EUR	2,599	2,413
	Anheuser-Busch InBev SA NV	2.000%	1/23/35	EUR	3,541	2,805
	Anheuser-Busch InBev SA NV	2.750%	3/17/36	EUR	9,995	8,472
	Anheuser-Busch InBev SA NV	2.850%	5/25/37	GBP	6,574	5,555
	Anheuser-Busch InBev SA NV	3.700%	4/2/40	EUR	9,527	8,618
	Anheuser-Busch InBev Worldwide Inc.	4.100%	9/6/27	AUD	1,210	742
	Argenta Spaarbank NV	1.000%	2/6/24	EUR	11,800	11,266
	Argenta Spaarbank NV	1.000%	10/13/26	EUR	7,100	6,155
	Barry Callebaut Services NV	2.375%	5/24/24	EUR	1,875	1,816
	Belfius Bank SA	1.750%	6/24/24	EUR	300	292
	Belfius Bank SA	1.000%	10/26/24	EUR	5,000	4,706
	Belfius Bank SA	0.750%	2/10/25	EUR	100	94
	Belfius Bank SA	0.375%	9/2/25	EUR	5,000	4,467
	Belfius Bank SA	0.375%	2/13/26	EUR	3,000	2,631
	Belfius Bank SA	3.125%	5/11/26	EUR	6,000	5,572
	Belfius Bank SA	0.125%	9/14/26	EUR	5,000	4,436
	Belfius Bank SA	0.125%	2/8/28	EUR	6,300	5,149
	Belgium ING SA	1.500%	5/19/29	EUR	5,800	5,207
	BNP Paribas Fortis SA	0.625%	10/4/25	EUR	300	278
	BNP Paribas Fortis SA	0.875%	3/22/28	EUR	5,000	4,424
	Brussels Airport Co. NV SA	1.000%	5/3/24	EUR	4,700	4,409
	Cofinimmo SA	0.875%	12/2/30	EUR	1,500	1,024
	Elia Group SA NV	1.500%	9/5/28	EUR	1,200	1,053
	Elia Group SA NV	2.750%	12/31/49	EUR	1,500	1,417
	Elia Transmission Belgium SA	1.375%	5/27/24	EUR	100	96
	Elia Transmission Belgium SA	1.375%	1/14/26	EUR	9,300	8,595
	Elia Transmission Belgium SA	3.250%	4/4/28	EUR	200	193
	Elia Transmission Belgium SA	3.000%	4/7/29	EUR	300	277
	Elia Transmission Belgium SA	0.875%	4/28/30	EUR	7,200	5,708
	Ethias SA	5.000%	1/14/26	EUR	4,400	4,146
	Euroclear Bank SA	1.250%	9/30/24	GBP	124	132
	Euroclear Bank SA	0.125%	7/7/25	EUR	4,600	4,178
	Euroclear Investments SA	1.125%	12/7/26	EUR	3,000	2,709
	FLUVIUS System Operator CVBA	1.750%	12/4/26	EUR	3,000	2,752
	FLUVIUS System Operator CVBA	0.250%	6/14/28	EUR	1,400	1,146
	FLUVIUS System Operator CVBA	2.875%	5/7/29	EUR	100	94
	FLUVIUS System Operator CVBA	0.250%	12/2/30	EUR	6,700	5,034
	FLUVIUS System Operator CVBA	0.625%	11/24/31	EUR	4,500	3,330
	Groupe Bruxelles Lambert NV	1.875%	6/19/25	EUR	3,000	2,839
	Groupe Bruxelles Lambert SA	1.375%	5/23/24	EUR	800	765
	ING Belgium SA	0.625%	5/30/25	EUR	6,700	6,254
	KBC Bank NV	0.750%	10/24/27	EUR	3,600	3,194
	KBC Group NV	1.125%	1/25/24	EUR	15,100	14,470
	KBC Group NV	1.500%	3/29/26	EUR	4,600	4,265
	KBC Group NV	0.750%	1/21/28	EUR	21,400	18,085
	KBC Group NV	0.125%	1/14/29	EUR	15,100	11,882
	Proximus SADP	2.375%	4/4/24	EUR	1,500	1,467
	Solvay SA	2.750%	12/2/27	EUR	4,100	3,779
	VGP NV	1.625%	1/17/27	EUR	1,900	1,342
	VGP NV	1.500%	4/8/29	EUR	3,300	1,934
						268,357
Canada (1.7%)
	407 International Inc.	3.350%	5/16/24	CAD	1,100	790
3	407 International Inc.	1.800%	5/22/25	CAD	1,377	939
	407 International Inc.	2.430%	5/4/27	CAD	1,096	736
	407 International Inc.	3.140%	3/6/30	CAD	2,791	1,856
3	407 International Inc.	2.590%	5/25/32	CAD	1,529	937
	407 International Inc.	5.750%	2/14/36	CAD	1,017	761
	407 International Inc.	4.450%	11/15/41	CAD	2,550	1,689
	407 International Inc.	4.190%	4/25/42	CAD	2,805	1,792
	407 International Inc.	3.650%	9/8/44	CAD	5,102	2,970
	407 International Inc.	3.830%	5/11/46	CAD	5,102	3,046
	407 International Inc.	3.600%	5/21/47	CAD	3,507	2,001
	407 International Inc.	3.720%	5/11/48	CAD	26	15

10

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	407 International Inc.	3.670%	3/8/49	CAD	1,019	587
	407 International Inc.	2.840%	3/7/50	CAD	2,092	1,017
	55 Ontario School Board Trust	5.900%	6/2/33	CAD	2,623	2,166
	Aeroports de Montreal	5.170%	9/17/35	CAD	1,848	1,348
	Aeroports de Montreal	5.670%	10/16/37	CAD	946	728
	Aeroports de Montreal	3.030%	4/21/50	CAD	3,962	2,026
	Aeroports de Montreal	3.441%	4/26/51	CAD	2,000	1,106
	AIMCo Realty Investors LP	2.266%	6/26/24	CAD	2,537	1,781
	AIMCo Realty Investors LP	3.367%	6/1/27	CAD	961	662
	AIMCo Realty Investors LP	3.043%	6/1/28	CAD	1,019	681
	AIMCo Realty Investors LP	2.712%	6/1/29	CAD	5,714	3,675
	Alberta Powerline LP	4.065%	12/1/53	CAD	2,445	1,460
	Alberta Powerline LP	4.065%	3/1/54	CAD	529	316
	Alectra Inc.	2.488%	5/17/27	CAD	5,585	3,756
	Alectra Inc.	1.751%	2/11/31	CAD	500	294
	Alectra Inc.	3.958%	7/30/42	CAD	800	508
	Alectra Inc.	3.458%	4/12/49	CAD	1,118	640
	Algonquin Power Co.	4.090%	2/17/27	CAD	1,100	770
3	Algonquin Power Co.	4.090%	2/17/27	CAD	481	337
	Algonquin Power Co.	4.600%	1/29/29	CAD	1,155	818
	Algonquin Power Co.	2.850%	7/15/31	CAD	1,196	722
	Alimentation Couche-Tard Inc.	3.056%	7/26/24	CAD	2,209	1,563
	Alimentation Couche-Tard Inc.	3.600%	6/2/25	CAD	3,484	2,449
	Alimentation Couche-Tard Inc.	1.875%	5/6/26	EUR	100	91
	Allied Properties REIT	3.636%	4/21/25	CAD	2,550	1,771
	Allied Properties REIT	1.726%	2/12/26	CAD	1,496	959
	Allied Properties REIT	3.113%	4/8/27	CAD	2,550	1,662
	Allied Properties REIT	3.394%	8/15/29	CAD	1,267	786
	Allied Properties REIT	3.117%	2/21/30	CAD	1,465	879
	Allied Properties REIT	3.095%	2/6/32	CAD	1,496	844
	AltaGas Canada Inc.	3.150%	4/6/26	CAD	925	634
	AltaGas Canada Inc.	4.260%	12/5/28	CAD	1,062	738
	AltaGas Ltd.	1.227%	3/18/24	CAD	3,271	2,270
	AltaGas Ltd.	3.840%	1/15/25	CAD	4,676	3,311
	AltaGas Ltd.	3.980%	10/4/27	CAD	1,525	1,048
	AltaGas Ltd.	2.075%	5/30/28	CAD	1,520	935
	AltaGas Ltd.	4.500%	8/15/44	CAD	1,574	917
	AltaGas Ltd.	4.990%	10/4/47	CAD	863	536
	AltaLink LP	3.668%	11/6/23	CAD	148	107
	AltaLink LP	3.399%	6/6/24	CAD	5,075	3,626
	AltaLink LP	4.872%	11/15/40	CAD	2,604	1,857
	AltaLink LP	4.462%	11/8/41	CAD	1,223	827
	AltaLink LP	3.990%	6/30/42	CAD	1,491	943
	AltaLink LP	4.922%	9/17/43	CAD	1,529	1,097
	AltaLink LP	4.054%	11/21/44	CAD	911	577
	AltaLink LP	4.090%	6/30/45	CAD	813	517
	AltaLink LP	3.717%	12/3/46	CAD	1,648	984
	AltaLink LP	4.446%	7/11/53	CAD	500	333
	ARC Resources Ltd.	2.354%	3/10/26	CAD	1,300	868
	ARC Resources Ltd.	3.465%	3/10/31	CAD	2,153	1,356
	Artis REIT	5.600%	4/29/25	CAD	700	495
	Atco Ltd.	5.500%	11/1/78	CAD	520	357
	Bank of Montreal	2.850%	3/6/24	CAD	7,352	5,235
	Bank of Montreal	2.280%	7/29/24	CAD	8,713	6,094
	Bank of Montreal	2.700%	9/11/24	CAD	7,124	5,025
	Bank of Montreal	2.370%	2/3/25	CAD	6,123	4,229
	Bank of Montreal	4.609%	9/10/25	CAD	2,550	1,857
	Bank of Montreal	1.758%	3/10/26	CAD	3,485	2,293
	Bank of Montreal	1.000%	4/5/26	EUR	13,440	12,395
	Bank of Montreal	1.551%	5/28/26	CAD	3,742	2,426
	Bank of Montreal	1.000%	9/9/26	GBP	2,800	2,697
	Bank of Montreal	2.700%	12/9/26	CAD	5,102	3,448
	Bank of Montreal	3.650%	4/1/27	CAD	6,236	4,297
	Bank of Montreal	4.309%	6/1/27	CAD	7,533	5,332
	Bank of Montreal	3.190%	3/1/28	CAD	8,939	6,058
	Bank of Montreal	0.050%	6/8/29	EUR	14,781	11,903
	Bank of Montreal	2.880%	9/17/29	CAD	950	662
	Bank of Montreal	2.077%	6/17/30	CAD	4,184	2,795
	Bank of Montreal	1.928%	7/22/31	CAD	5,613	3,576

11

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	Bank of Nova Scotia	0.250%	1/11/24	EUR	5,087	4,880
	Bank of Nova Scotia	2.290%	6/28/24	CAD	7,492	5,271
	Bank of Nova Scotia	2.490%	9/23/24	CAD	8,933	6,245
	Bank of Nova Scotia	1.950%	1/10/25	CAD	4,464	3,058
	Bank of Nova Scotia	2.160%	2/3/25	CAD	5,612	3,855
	Bank of Nova Scotia	0.010%	3/18/25	EUR	6,539	6,021
	Bank of Nova Scotia	0.125%	9/4/26	EUR	5,938	5,047
	Bank of Nova Scotia	1.850%	11/2/26	CAD	9,206	5,949
	Bank of Nova Scotia	2.620%	12/2/26	CAD	7,654	5,157
	Bank of Nova Scotia	0.010%	1/14/27	EUR	5,087	4,421
	Bank of Nova Scotia	2.950%	3/8/27	CAD	13,397	8,971
	Bank of Nova Scotia	1.400%	11/1/27	CAD	6,029	3,696
	Bank of Nova Scotia	0.010%	12/15/27	EUR	28,903	24,306
	Bank of Nova Scotia	3.100%	2/2/28	CAD	7,109	4,804
	Bank of Nova Scotia	3.890%	1/18/29	CAD	2,476	1,778
	Bank of Nova Scotia	2.836%	7/3/29	CAD	4,816	3,371
	Bank of Nova Scotia	3.934%	5/3/32	CAD	7,280	4,913
	Bankers Hall LP	4.377%	11/20/23	CAD	84	61
	BCI QuadReal Realty	1.680%	3/3/25	CAD	1,019	697
	BCI QuadReal Realty	1.747%	7/24/30	CAD	2,274	1,326
	bcIMC Realty Corp.	2.840%	6/3/25	CAD	3,573	2,484
	bcIMC Realty Corp.	3.000%	3/31/27	CAD	1,701	1,140
	Bell Telephone Co. of Canada or Bell Canada	2.700%	2/27/24	CAD	10,088	7,172
	Bell Telephone Co. of Canada or Bell Canada	2.750%	1/29/25	CAD	5,487	3,832
	Bell Telephone Co. of Canada or Bell Canada	3.350%	3/12/25	CAD	6,735	4,738
	Bell Telephone Co. of Canada or Bell Canada	3.550%	3/2/26	CAD	1,529	1,072
	Bell Telephone Co. of Canada or Bell Canada	2.900%	8/12/26	CAD	1,529	1,036
	Bell Telephone Co. of Canada or Bell Canada	3.800%	8/21/28	CAD	1,529	1,043
	Bell Telephone Co. of Canada or Bell Canada	2.900%	9/10/29	CAD	2,550	1,621
	Bell Telephone Co. of Canada or Bell Canada	2.500%	5/14/30	CAD	7,484	4,540
	Bell Telephone Co. of Canada or Bell Canada	3.000%	3/17/31	CAD	3,800	2,345
	Bell Telephone Co. of Canada or Bell Canada	7.850%	4/2/31	CAD	2,550	2,129
	Bell Telephone Co. of Canada or Bell Canada	4.750%	9/29/44	CAD	2,086	1,315
	Bell Telephone Co. of Canada or Bell Canada	4.350%	12/18/45	CAD	2,434	1,438
	Bell Telephone Co. of Canada or Bell Canada	4.450%	2/27/47	CAD	4,132	2,470
	Bell Telephone Co. of Canada or Bell Canada	3.500%	9/30/50	CAD	6,357	3,161
	Bell Telephone Co. of Canada or Bell Canada	4.050%	3/17/51	CAD	3,106	1,725
	Bridging North America GP	4.341%	8/31/53	CAD	1,045	585
	British Columbia Ferry Services Inc.	4.702%	10/23/43	CAD	2,859	1,988
	British Columbia Ferry Services Inc.	2.794%	10/15/49	CAD	2,550	1,253
	Brookfield Asset Management Inc.	5.040%	3/8/24	CAD	761	558
	Brookfield Asset Management Inc.	4.820%	1/28/26	CAD	6,855	4,938
	Brookfield Asset Management Inc.	3.800%	3/16/27	CAD	2,160	1,491
	Brookfield Asset Management Inc.	5.950%	6/14/35	CAD	600	445
	Brookfield Infrastructure Finance ULC	3.315%	2/22/24	CAD	2,537	1,811
	Brookfield Infrastructure Finance ULC	4.193%	9/11/28	CAD	2,166	1,495
	Brookfield Infrastructure Finance ULC	3.410%	10/9/29	CAD	2,499	1,619
	Brookfield Infrastructure Finance ULC	2.855%	9/1/32	CAD	1,819	1,054
	Brookfield Infrastructure Finance ULC	5.439%	4/25/34	CAD	1,402	992
	Brookfield Infrastructure Finance ULC	5.789%	4/25/52	CAD	930	644
	Brookfield Renewable Partners ULC	3.752%	6/2/25	CAD	2,704	1,912
	Brookfield Renewable Partners ULC	3.630%	1/15/27	CAD	1,990	1,371
	Brookfield Renewable Partners ULC	4.250%	1/15/29	CAD	500	349
	Brookfield Renewable Partners ULC	3.380%	1/15/30	CAD	2,805	1,827
	Brookfield Renewable Partners ULC	4.290%	11/5/49	CAD	1,990	1,182
	Brookfield Renewable Partners ULC	3.330%	8/13/50	CAD	896	443
	Bruce Power LP	3.000%	6/21/24	CAD	1,013	719
	Bruce Power LP	3.969%	6/23/26	CAD	2,550	1,805
	Bruce Power LP	2.680%	12/21/28	CAD	1,200	772
	Bruce Power LP	4.010%	6/21/29	CAD	1,403	967
	Bruce Power LP	4.000%	6/21/30	CAD	2,021	1,369
	Bruce Power LP	4.132%	6/21/33	CAD	2,245	1,479
	Bruce Power LP	4.746%	6/21/49	CAD	2,005	1,274
	Calgary Airport Authority	3.199%	10/7/36	CAD	6,901	4,077
	Calgary Airport Authority	3.341%	10/7/38	CAD	2,452	1,439
	Cameco Corp.	4.190%	6/24/24	CAD	1,396	1,004
	Cameco Corp.	2.950%	10/21/27	CAD	1,622	1,066
	Canadian Imperial Bank of Commerce	3.290%	1/15/24	CAD	3,298	2,367
	Canadian Imperial Bank of Commerce	0.375%	5/3/24	EUR	9,726	9,152

12

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	Canadian Imperial Bank of Commerce	2.350%	8/28/24	CAD	4,314	3,012
	Canadian Imperial Bank of Commerce	2.750%	3/7/25	CAD	13,299	9,232
	Canadian Imperial Bank of Commerce	2.000%	4/17/25	CAD	5,102	3,468
	Canadian Imperial Bank of Commerce	3.300%	5/26/25	CAD	13,217	9,339
	Canadian Imperial Bank of Commerce	1.100%	1/19/26	CAD	3,742	2,413
	Canadian Imperial Bank of Commerce	1.700%	7/15/26	CAD	5,301	3,432
	Canadian Imperial Bank of Commerce	2.250%	1/7/27	CAD	6,603	4,303
	Canadian Imperial Bank of Commerce	4.950%	6/29/27	CAD	4,900	3,552
	Canadian Imperial Bank of Commerce	0.010%	4/30/29	EUR	27,476	22,128
	Canadian Imperial Bank of Commerce	2.010%	7/21/30	CAD	10,650	7,062
	Canadian Imperial Bank of Commerce	1.960%	4/21/31	CAD	6,511	4,186
	Canadian Imperial Bank of Commerce	4.200%	4/7/32	CAD	3,348	2,285
	Canadian National Railway Co.	2.800%	9/22/25	CAD	2,549	1,775
	Canadian National Railway Co.	3.200%	7/31/28	CAD	1,403	955
	Canadian National Railway Co.	3.600%	8/1/47	CAD	5,098	2,911
	Canadian National Railway Co.	3.600%	7/31/48	CAD	800	454
	Canadian National Railway Co.	3.600%	2/8/49	CAD	1,432	813
	Canadian National Railway Co.	3.050%	2/8/50	CAD	1,195	605
	Canadian Natural Resources Ltd.	3.550%	6/3/24	CAD	5,075	3,662
	Canadian Natural Resources Ltd.	2.500%	1/17/28	CAD	2,471	1,623
	Canadian Natural Resources Ltd.	4.850%	5/30/47	CAD	1,166	726
	Canadian Pacific Railway Co.	1.589%	11/24/23	CAD	1,116	790
	Canadian Pacific Railway Co.	2.540%	2/28/28	CAD	6,865	4,463
	Canadian Pacific Railway Co.	3.150%	3/13/29	CAD	2,618	1,723
	Canadian Pacific Railway Co.	6.450%	11/17/39	CAD	892	726
	Canadian Pacific Railway Co.	3.050%	3/9/50	CAD	887	435
	Canadian Tire Corp. Ltd.	6.570%	2/24/34	CAD	441	333
	Canadian Tire Corp. Ltd.	5.610%	9/4/35	CAD	1,016	703
	Canadian Utilities Ltd.	4.851%	6/3/52	CAD	1,380	940
	Canadian Western Bank	2.597%	9/6/24	CAD	2,029	1,414
	Canadian Western Bank	2.606%	1/30/25	CAD	3,367	2,319
	Canadian Western Bank	3.859%	4/21/25	CAD	2,200	1,552
	Canadian Western Bank	1.926%	4/16/26	CAD	1,860	1,212
	Canadian Western Bank	5.146%	9/2/27	CAD	1,500	1,081
	Canadian Western Bank	1.818%	12/16/27	CAD	1,496	919
	Capital City Link General Partnership	4.386%	3/31/46	CAD	329	213
	Capital Power Corp.	4.284%	9/18/24	CAD	1,269	912
	Capital Power Corp.	4.986%	1/23/26	CAD	854	617
	Capital Power Corp.	4.424%	2/8/30	CAD	1,069	731
	Capital Power Corp.	3.147%	10/1/32	CAD	1,434	841
	CCL Industries Inc.	3.864%	4/13/28	CAD	825	564
	Cenovus Energy Inc.	3.600%	3/10/27	CAD	3,125	2,175
	Cenovus Energy Inc.	3.500%	2/7/28	CAD	4,349	2,972
	Central 1 Credit Union	2.584%	12/6/23	CAD	2,971	2,112
	Central 1 Credit Union	2.391%	6/30/31	CAD	1,496	965
	CGI Inc.	2.100%	9/18/28	CAD	6,361	3,948
	Chartwell Retirement Residences	4.211%	4/28/25	CAD	509	356
	Choice Properties REIT	3.556%	9/9/24	CAD	2,046	1,449
	Choice Properties REIT	3.546%	1/10/25	CAD	4,082	2,868
	Choice Properties REIT	2.848%	5/21/27	CAD	3,551	2,319
	Choice Properties REIT	4.178%	3/8/28	CAD	2,550	1,742
	Choice Properties REIT	3.532%	6/11/29	CAD	3,623	2,340
	Choice Properties REIT	2.981%	3/4/30	CAD	1,496	917
	Choice Properties REIT	6.003%	6/24/32	CAD	900	663
	CI Financial Corp.	3.215%	7/22/24	CAD	1,488	1,046
	CI Financial Corp.	3.759%	5/26/25	CAD	1,529	1,061
	CI Financial Corp.	3.904%	9/27/27	CAD	839	554
	Clover LP	4.216%	3/31/34	CAD	922	645
	Clover LP	4.216%	6/30/34	CAD	878	617
	Cogeco Communications Inc.	2.991%	9/22/31	CAD	1,796	1,073
	Concordia University	6.550%	9/2/42	CAD	1,529	1,333
	Co-operators Financial Services Ltd.	3.327%	5/13/30	CAD	835	514
1	Cordelio Amalco GP I	4.087%	6/30/34	CAD	2,101	1,442
	Crombie REIT	3.677%	8/26/26	CAD	1,529	1,038
	Crombie REIT	3.917%	6/21/27	CAD	917	621
	Crombie REIT	2.686%	3/31/28	CAD	892	558
	Crombie REIT	3.211%	10/9/30	CAD	481	288
	Crosslinx Transit Solutions GP	4.651%	9/30/46	CAD	1,552	992
	CSS FSCC Partnership	6.915%	7/31/42	CAD	19	16

13

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	CT REIT	3.527%	6/9/25	CAD	2,346	1,632
	CT REIT	3.469%	6/16/27	CAD	678	453
	CT REIT	3.029%	2/5/29	CAD	700	440
	CT REIT	2.371%	1/6/31	CAD	1,019	575
	CU Inc.	4.543%	10/24/41	CAD	1,019	686
	CU Inc.	3.805%	9/10/42	CAD	3,591	2,175
	CU Inc.	4.722%	9/9/43	CAD	3,529	2,423
	CU Inc.	4.085%	9/2/44	CAD	4,055	2,534
	CU Inc.	3.964%	7/27/45	CAD	1,529	936
	CU Inc.	3.763%	11/19/46	CAD	765	451
	CU Inc.	3.548%	11/22/47	CAD	1,267	716
	CU Inc.	3.950%	11/23/48	CAD	493	300
	CU Inc.	2.963%	9/7/49	CAD	2,296	1,160
	CU Inc.	3.174%	9/5/51	CAD	823	424
	CU Inc.	4.558%	11/7/53	CAD	300	199
	CU Inc.	4.211%	10/29/55	CAD	7,654	4,741
	CU Inc.	4.593%	10/24/61	CAD	330	216
	Dollarama Inc.	3.550%	11/6/23	CAD	2,268	1,640
	Dollarama Inc.	1.871%	7/8/26	CAD	1,496	979
	Dollarama Inc.	1.505%	9/20/27	CAD	1,019	632
	Dollarama Inc.	2.443%	7/9/29	CAD	2,189	1,357
	Dream Industrial REIT	1.662%	12/22/25	CAD	1,496	967
	Dream Industrial REIT	2.539%	12/7/26	CAD	900	583
	Dream Industrial REIT	2.057%	6/17/27	CAD	2,095	1,311
	Edmonton Regional Airports Authority	7.214%	11/1/30	CAD	601	461
	Enbridge Gas Inc.	3.150%	8/22/24	CAD	3,288	2,343
	Enbridge Gas Inc.	3.310%	9/11/25	CAD	1,652	1,162
	Enbridge Gas Inc.	2.810%	6/1/26	CAD	1,047	720
	Enbridge Gas Inc.	2.500%	8/5/26	CAD	1,016	689
	Enbridge Gas Inc.	2.900%	4/1/30	CAD	2,550	1,652
	Enbridge Gas Inc.	2.350%	9/15/31	CAD	3,000	1,797
	Enbridge Gas Inc.	4.150%	8/17/32	CAD	2,200	1,515
	Enbridge Gas Inc.	4.880%	6/21/41	CAD	1,759	1,229
	Enbridge Gas Inc.	4.200%	6/2/44	CAD	2,153	1,364
	Enbridge Gas Inc.	4.000%	8/22/44	CAD	1,916	1,177
	Enbridge Gas Inc.	3.800%	6/1/46	CAD	1,529	903
	Enbridge Gas Inc.	3.590%	11/22/47	CAD	917	519
	Enbridge Gas Inc.	3.510%	11/29/47	CAD	2,391	1,333
	Enbridge Gas Inc.	3.010%	8/9/49	CAD	1,529	768
	Enbridge Gas Inc.	3.650%	4/1/50	CAD	2,172	1,235
	Enbridge Gas Inc.	4.950%	11/22/50	CAD	1,377	973
	Enbridge Gas Inc.	3.200%	9/15/51	CAD	1,871	966
	Enbridge Gas Inc.	4.550%	8/17/52	CAD	1,200	793
	Enbridge Inc.	3.950%	11/19/24	CAD	1,521	1,087
	Enbridge Inc.	2.440%	6/2/25	CAD	1,496	1,023
	Enbridge Inc.	3.200%	6/8/27	CAD	7,547	5,063
	Enbridge Inc.	2.990%	10/3/29	CAD	3,666	2,309
	Enbridge Inc.	3.100%	9/21/33	CAD	4,490	2,602
	Enbridge Inc.	4.240%	8/27/42	CAD	2,322	1,319
	Enbridge Inc.	4.570%	3/11/44	CAD	3,107	1,834
	Enbridge Inc.	4.870%	11/21/44	CAD	2,142	1,316
	Enbridge Inc.	4.100%	9/21/51	CAD	1,497	795
	Enbridge Pipelines Inc.	3.450%	9/29/25	CAD	2,669	1,867
	Enbridge Pipelines Inc.	3.000%	8/10/26	CAD	1,800	1,223
	Enbridge Pipelines Inc.	3.520%	2/22/29	CAD	2,369	1,580
	Enbridge Pipelines Inc.	2.820%	5/12/31	CAD	2,093	1,264
	Enbridge Pipelines Inc.	4.550%	8/17/43	CAD	508	304
	Enbridge Pipelines Inc.	4.550%	9/29/45	CAD	2,856	1,696
	Enbridge Pipelines Inc.	4.130%	8/9/46	CAD	2,548	1,410
	Enbridge Pipelines Inc.	4.330%	2/22/49	CAD	2,079	1,175
	Enbridge Pipelines Inc.	4.200%	5/12/51	CAD	1,651	906
	Energir Inc.	2.100%	4/16/27	CAD	737	484
	Energir Inc.	3.530%	5/16/47	CAD	1,085	621
	Energir LP	3.040%	2/9/32	CAD	2,516	1,602
	ENMAX Corp.	3.836%	6/5/28	CAD	946	639
	ENMAX Corp.	3.876%	10/18/29	CAD	2,443	1,616
	EPCOR Utilities Inc.	4.550%	2/28/42	CAD	1,522	1,030
	EPCOR Utilities Inc.	3.554%	11/27/47	CAD	3,571	2,034
	EPCOR Utilities Inc.	3.949%	11/26/48	CAD	465	283

14

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	EPCOR Utilities Inc.	3.106%	7/8/49	CAD	1,272	661
	EPCOR Utilities Inc.	2.899%	5/19/50	CAD	961	477
	EPCOR Utilities Inc.	3.287%	6/28/51	CAD	747	398
	EPCOR Utilities Inc.	4.725%	9/2/52	CAD	2,000	1,375
	Equitable Bank	1.983%	5/9/24	CAD	2,960	2,049
	Equitable Bank	1.939%	3/10/25	CAD	1,496	1,001
	Equitable Bank	1.876%	11/26/25	CAD	1,019	663
	Fair Hydro Trust	3.357%	5/15/35	CAD	3,609	2,390
	Fairfax Financial Holdings Ltd.	4.950%	3/3/25	CAD	2,071	1,490
	Fairfax Financial Holdings Ltd.	4.700%	12/16/26	CAD	2,550	1,788
	Fairfax Financial Holdings Ltd.	4.250%	12/6/27	CAD	2,157	1,465
	Fairfax Financial Holdings Ltd.	4.230%	6/14/29	CAD	1,195	790
	Fairfax Financial Holdings Ltd.	3.950%	3/3/31	CAD	3,172	1,969
	Federated Co-Operatives Ltd.	3.917%	6/17/25	CAD	908	639
	Federation des Caisses Desjardins du Quebec	2.417%	10/4/24	CAD	6,580	4,585
	Federation des Caisses Desjardins du Quebec	0.010%	9/24/25	EUR	21,713	19,685
	Federation des Caisses Desjardins du Quebec	1.093%	1/21/26	CAD	2,325	1,497
	Federation des Caisses Desjardins du Quebec	1.587%	9/10/26	CAD	1,100	707
	Federation des Caisses Desjardins du Quebec	4.407%	5/19/27	CAD	3,900	2,759
	Federation des Caisses Desjardins du Quebec	2.856%	5/26/30	CAD	2,805	1,910
	Federation des Caisses Desjardins du Quebec	1.992%	5/28/31	CAD	4,341	2,777
	Federation des Caisses Desjardins du Quebec	5.035%	8/23/32	CAD	3,900	2,744
	First Capital REIT	4.790%	8/30/24	CAD	2,529	1,806
	First Capital REIT	4.323%	7/31/25	CAD	5,102	3,544
	First Capital REIT	3.753%	7/12/27	CAD	1,553	1,013
	First National Financial Corp.	2.961%	11/17/25	CAD	509	340
	Fortis Inc.	2.180%	5/15/28	CAD	3,068	1,951
	Fortis Inc.	4.431%	5/31/29	CAD	3,100	2,195
	FortisAlberta Inc.	6.220%	10/31/34	CAD	52	41
	FortisAlberta Inc.	3.672%	9/9/47	CAD	2,136	1,237
	FortisAlberta Inc.	3.734%	9/18/48	CAD	100	58
	FortisAlberta Inc.	2.632%	6/8/51	CAD	748	345
	FortisBC Energy Inc.	6.500%	5/1/34	CAD	5,102	4,164
	FortisBC Energy Inc.	6.050%	2/15/38	CAD	5,102	4,079
	FortisBC Inc.	4.000%	10/28/44	CAD	1,071	647
	Gibson Energy Inc.	2.450%	7/14/25	CAD	917	622
	Gibson Energy Inc.	2.850%	7/14/27	CAD	1,321	863
	Gibson Energy Inc.	3.600%	9/17/29	CAD	1,892	1,223
	Granite REIT Holdings LP	3.873%	11/30/23	CAD	1,612	1,161
	Granite REIT Holdings LP	3.062%	6/4/27	CAD	1,949	1,285
	Granite REIT Holdings LP	2.194%	8/30/28	CAD	1,496	912
	Granite REIT Holdings LP	2.378%	12/18/30	CAD	2,028	1,158
	Greater Toronto Airports Authority	1.540%	5/3/28	CAD	3,156	1,980
	Greater Toronto Airports Authority	2.730%	4/3/29	CAD	4,609	3,035
	Greater Toronto Airports Authority	3.260%	6/1/37	CAD	976	580
	Greater Toronto Airports Authority	2.750%	10/17/39	CAD	3,889	2,089
	Greater Toronto Airports Authority	5.300%	2/25/41	CAD	1,581	1,183
	Greater Toronto Airports Authority	5.300%	2/25/41	CAD	2,550	1,736
	Greater Toronto Airports Authority	3.150%	10/5/51	CAD	1,100	581
	Great-West Lifeco Inc.	1.750%	12/7/26	EUR	400	360
	Great-West Lifeco Inc.	2.379%	5/14/30	CAD	4,864	2,961
	Great-West Lifeco Inc.	6.670%	3/21/33	CAD	1,015	822
	Great-West Lifeco Inc.	5.998%	11/16/39	CAD	5,612	4,340
	H&R REIT	3.369%	1/30/24	CAD	766	544
	H&R REIT	4.071%	6/16/25	CAD	1,100	768
	H&R REIT	2.906%	6/2/26	CAD	2,550	1,684
	H&R REIT	2.633%	2/19/27	CAD	148	95
	Halifax International Airport Authority	5.503%	7/19/41	CAD	152	112
	Honda Canada Finance Inc.	2.500%	6/4/24	CAD	1,484	1,045
	Honda Canada Finance Inc.	3.444%	5/23/25	CAD	2,189	1,537
	Honda Canada Finance Inc.	1.337%	3/17/26	CAD	1,885	1,218
	Honda Canada Finance Inc.	1.711%	9/28/26	CAD	1,494	960
	Honda Canada Finance Inc.	1.646%	2/25/28	CAD	2,328	1,430
	Hospital for Sick Children	5.217%	12/16/49	CAD	550	429
	Hospital for Sick Children	3.416%	12/7/57	CAD	1,346	760
	Hospital Infrastructure Partners NOH Partnership	5.439%	1/31/45	CAD	2,897	2,127
	HSBC Bank Canada	3.403%	3/24/25	CAD	4,092	2,881
	HSBC Bank Canada	1.782%	5/20/26	CAD	5,791	3,781
	HSBC Bank Canada	0.010%	9/14/26	EUR	18,700	16,450

15

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	HSBC Bank Canada	1.500%	9/15/27	EUR	10,300	9,411
	Hydro One Inc.	2.540%	4/5/24	CAD	1,041	740
	Hydro One Inc.	2.970%	6/26/25	CAD	183	128
	Hydro One Inc.	2.770%	2/24/26	CAD	5,000	3,458
	Hydro One Inc.	3.020%	4/5/29	CAD	1,939	1,301
	Hydro One Inc.	7.350%	6/3/30	CAD	1,019	856
	Hydro One Inc.	1.690%	1/16/31	CAD	3,000	1,754
	Hydro One Inc.	2.230%	9/17/31	CAD	3,246	1,950
	Hydro One Inc.	6.930%	6/1/32	CAD	578	484
	Hydro One Inc.	5.360%	5/20/36	CAD	509	379
	Hydro One Inc.	4.890%	3/13/37	CAD	2,550	1,810
	Hydro One Inc.	5.490%	7/16/40	CAD	1,798	1,366
	Hydro One Inc.	4.390%	9/26/41	CAD	2,610	1,735
	Hydro One Inc.	4.590%	10/9/43	CAD	2,805	1,895
	Hydro One Inc.	3.910%	2/23/46	CAD	1,633	993
	Hydro One Inc.	5.000%	10/19/46	CAD	1,019	731
	Hydro One Inc.	3.720%	11/18/47	CAD	1,734	1,017
	Hydro One Inc.	3.630%	6/25/49	CAD	4,653	2,702
	Hydro One Inc.	2.710%	2/28/50	CAD	1,713	817
	Hydro One Inc.	3.640%	4/5/50	CAD	498	290
	Hydro One Inc.	3.100%	9/15/51	CAD	2,170	1,115
	Hydro One Inc.	4.000%	12/22/51	CAD	1,023	631
	Hydro One Inc.	3.790%	7/31/62	CAD	1,019	571
	Hydro One Ltd.	1.410%	10/15/27	CAD	5,859	3,684
	Hydro Ottawa Holding Inc.	3.991%	5/14/43	CAD	1,071	649
	Hyundai Capital Canada Inc.	2.008%	5/12/26	CAD	1,996	1,288
	Hyundai Capital Canada Inc.	3.196%	2/16/27	CAD	1,674	1,103
	iA Financial Corp Inc.	3.187%	2/25/32	CAD	1,700	1,129
	iA Financial Corp. Inc.	3.072%	9/24/31	CAD	1,529	1,020
	IGM Financial Inc.	3.440%	1/26/27	CAD	1,986	1,355
	IGM Financial Inc.	4.560%	1/25/47	CAD	459	291
	IGM Financial Inc.	4.115%	12/9/47	CAD	3,104	1,828
	IGM Financial Inc.	4.174%	7/13/48	CAD	500	297
	IGM Financial Inc.	4.206%	3/21/50	CAD	713	427
	Independent Order of Foresters	2.885%	10/15/35	CAD	483	286
	InPower BC General Partnership	4.471%	3/31/33	CAD	2,172	1,533
	Intact Financial Corp.	1.207%	5/21/24	CAD	1,041	720
	Intact Financial Corp.	3.770%	3/2/26	CAD	1,211	849
	Intact Financial Corp.	2.850%	6/7/27	CAD	1,179	787
	Intact Financial Corp.	2.179%	5/18/28	CAD	1,800	1,139
	Intact Financial Corp.	1.928%	12/16/30	CAD	3,776	2,179
	Intact Financial Corp.	6.400%	11/23/39	CAD	70	56
	Intact Financial Corp.	5.160%	6/16/42	CAD	1,520	1,063
	Intact Financial Corp.	2.954%	12/16/50	CAD	1,254	596
	Integrated Team Solutions SJHC Partnership	5.946%	11/30/42	CAD	68	52
	Inter Pipeline Ltd.	2.734%	4/18/24	CAD	1,390	980
	Inter Pipeline Ltd.	3.173%	3/24/25	CAD	844	587
	Inter Pipeline Ltd.	3.484%	12/16/26	CAD	1,675	1,129
	Inter Pipeline Ltd.	4.232%	6/1/27	CAD	3,286	2,266
	Inter Pipeline Ltd.	3.983%	11/25/31	CAD	2,818	1,756
	Inter Pipeline Ltd.	5.849%	5/18/32	CAD	2,060	1,470
	Inter Pipeline Ltd.	4.637%	5/30/44	CAD	1,792	992
	Inter Pipeline Ltd.	5.091%	11/27/51	CAD	847	487
	Ivanhoe Cambridge II Inc.	2.296%	12/12/24	CAD	1,488	1,039
	Keyera Corp.	3.934%	6/21/28	CAD	1,123	757
	Keyera Corp.	3.959%	5/29/30	CAD	1,622	1,054
	Keyera Corp.	5.022%	3/28/32	CAD	1,488	1,012
	Kingston Solar LP	3.571%	7/31/35	CAD	21	15
	Laurentian Bank of Canada	1.950%	3/17/25	CAD	3,800	2,563
	Loblaw Cos. Ltd.	4.488%	12/11/28	CAD	3,782	2,699
	Loblaw Cos. Ltd.	2.284%	5/7/30	CAD	2,833	1,709
	Loblaw Cos. Ltd.	5.008%	9/13/32	CAD	600	429
	Loblaw Cos. Ltd.	5.900%	1/18/36	CAD	1,272	936
	Loblaw Cos. Ltd.	5.336%	9/13/52	CAD	2,000	1,399
	Lower Mattagami Energy LP	3.416%	6/20/24	CAD	946	679
	Lower Mattagami Energy LP	2.433%	5/14/31	CAD	1,459	903
	Lower Mattagami Energy LP	5.139%	5/18/41	CAD	2,443	1,786
	Lower Mattagami Energy LP	4.944%	9/21/43	CAD	420	300
	Lower Mattagami Energy LP	4.175%	4/23/52	CAD	900	571

16

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	Manulife Bank of Canada	2.378%	11/19/24	CAD	1,471	1,021
	Manulife Bank of Canada	1.504%	6/25/25	CAD	1,900	1,269
	Manulife Bank of Canada	1.337%	2/26/26	CAD	2,471	1,604
	Manulife Bank of Canada	1.536%	9/14/26	CAD	1,496	959
	Manulife Bank of Canada	2.864%	2/16/27	CAD	2,418	1,616
	Manulife Finance Delaware LP	5.059%	12/15/41	CAD	1,933	1,289
	Manulife Financial Corp.	3.049%	8/20/29	CAD	2,550	1,787
	Manulife Financial Corp.	2.237%	5/12/30	CAD	6,853	4,620
	Manulife Financial Corp.	2.818%	5/13/35	CAD	5,204	3,135
	McGill University	6.150%	9/22/42	CAD	44	37
	McGill University	3.975%	1/29/56	CAD	112	70
	McGill University Health Centre	5.360%	12/31/43	CAD	288	226
	Metro Inc.	3.390%	12/6/27	CAD	5,414	3,689
	Metro Inc.	5.970%	10/15/35	CAD	2,575	1,926
	Metro Inc.	4.270%	12/4/47	CAD	1,334	795
	Metro Inc.	3.413%	2/28/50	CAD	1,224	616
	Mountain View Partners GP	3.974%	3/31/51	CAD	85	50
	National Bank of Canada	0.375%	1/15/24	EUR	2,543	2,442
	National Bank of Canada	2.983%	3/4/24	CAD	4,255	3,034
	National Bank of Canada	2.545%	7/12/24	CAD	4,669	3,282
	National Bank of Canada	2.580%	2/3/25	CAD	3,418	2,369
	National Bank of Canada	0.750%	3/13/25	EUR	4,539	4,261
	National Bank of Canada	1.534%	6/15/26	CAD	2,971	1,923
	National Bank of Canada	2.237%	11/4/26	CAD	3,367	2,206
	National Bank of Canada	5.426%	8/16/32	CAD	4,200	3,006
	NAV Canada	0.555%	2/9/24	CAD	1,057	737
	NAV Canada	2.063%	5/29/30	CAD	2,994	1,845
	NAV Canada	3.534%	2/23/46	CAD	509	300
	NAV Canada	3.293%	3/30/48	CAD	3,572	1,980
	NAV Canada	2.924%	9/29/51	CAD	577	291
	Nissan Canada Inc.	1.626%	3/18/24	CAD	2,919	2,012
	Nissan Canada Inc.	2.103%	9/22/25	CAD	4,379	2,848
	North Battleford Power LP	4.958%	12/31/32	CAD	1,702	1,236
	North West Redwater Partnership / NWR Financing Co. Ltd.	3.200%	7/22/24	CAD	946	674
	North West Redwater Partnership / NWR Financing Co. Ltd.	3.200%	4/24/26	CAD	2,618	1,811
	North West Redwater Partnership / NWR Financing Co. Ltd.	2.000%	12/1/26	CAD	2,095	1,368
	North West Redwater Partnership / NWR Financing Co. Ltd.	2.800%	6/1/27	CAD	3,870	2,594
	North West Redwater Partnership / NWR Financing Co. Ltd.	4.250%	6/1/29	CAD	2,524	1,776
	North West Redwater Partnership / NWR Financing Co. Ltd.	2.800%	6/1/31	CAD	4,201	2,591
	North West Redwater Partnership / NWR Financing Co. Ltd.	4.150%	6/1/33	CAD	2,805	1,875
	North West Redwater Partnership / NWR Financing Co. Ltd.	3.650%	6/1/35	CAD	2,593	1,611
	North West Redwater Partnership / NWR Financing Co. Ltd.	4.750%	6/1/37	CAD	1,529	1,047
	North West Redwater Partnership / NWR Financing Co. Ltd.	4.350%	1/10/39	CAD	1,144	734
	North West Redwater Partnership / NWR Financing Co. Ltd.	3.700%	2/23/43	CAD	1,950	1,115
	North West Redwater Partnership / NWR Financing Co. Ltd.	4.050%	7/22/44	CAD	2,522	1,509
	North West Redwater Partnership / NWR Financing Co. Ltd.	3.750%	6/1/51	CAD	2,244	1,250
	Northern Courier Pipeline LP	3.365%	6/30/42	CAD	854	547
3	Northern Courier Pipeline LP	3.365%	6/30/42	CAD	1,769	1,142
	Northwestern Hydro Acquisition Co. II LP	3.877%	12/31/36	CAD	730	449
	Northwestern Hydro Acquisition Co. III LP	3.940%	12/31/38	CAD	1,174	712
	Nouvelle Autoroute 30 Financement Inc.	4.114%	3/31/42	CAD	2,832	1,761
	Nouvelle Autoroute 30 Financement Inc.	4.115%	6/30/42	CAD	299	184
	Nova Scotia Power Inc.	5.610%	6/15/40	CAD	2,193	1,611
	Nova Scotia Power Inc.	4.500%	7/20/43	CAD	1,687	1,074
	Nova Scotia Power Inc.	3.612%	5/1/45	CAD	600	331
	Nova Scotia Power Inc.	3.571%	4/5/49	CAD	1,921	1,028
	Nova Scotia Power Inc.	3.307%	4/25/50	CAD	946	478
	OMERS Realty Corp.	2.858%	2/23/24	CAD	2,529	1,803
	OMERS Realty Corp.	3.328%	11/12/24	CAD	854	606
	OMERS Realty Corp.	3.331%	6/5/25	CAD	1,627	1,145
	OMERS Realty Corp.	3.244%	10/4/27	CAD	2,188	1,430
	OMERS Realty Corp.	3.628%	6/5/30	CAD	2,296	1,537
	Ontario Power Generation Inc.	1.170%	4/22/26	CAD	1,200	777
	Ontario Power Generation Inc.	3.315%	10/4/27	CAD	3,195	2,198
	Ontario Power Generation Inc.	2.977%	9/13/29	CAD	4,082	2,674
	Ontario Power Generation Inc.	3.215%	4/8/30	CAD	3,061	2,013
	Ontario Power Generation Inc.	3.838%	6/22/48	CAD	3,061	1,788
	Ontario Power Generation Inc.	4.248%	1/18/49	CAD	800	496
	Ontario Power Generation Inc.	3.651%	9/13/50	CAD	923	512

17

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	Ontario Power Generation Inc.	2.947%	2/21/51	CAD	1,457	704
	Original Wempi Inc.	4.056%	2/13/24	CAD	1,384	983
	Original Wempi Inc.	4.309%	2/13/24	CAD	793	559
	Ottawa MacDonald-Cartier International Airport Authority	3.933%	6/9/45	CAD	856	542
	Pembina Pipeline Corp.	2.990%	1/22/24	CAD	4,060	2,893
	Pembina Pipeline Corp.	3.710%	8/11/26	CAD	2,470	1,709
	Pembina Pipeline Corp.	4.240%	6/15/27	CAD	1,525	1,067
	Pembina Pipeline Corp.	4.020%	3/27/28	CAD	1,046	716
	Pembina Pipeline Corp.	3.620%	4/3/29	CAD	1,529	1,007
	Pembina Pipeline Corp.	3.310%	2/1/30	CAD	3,776	2,402
	Pembina Pipeline Corp.	3.530%	12/10/31	CAD	2,600	1,614
	Pembina Pipeline Corp.	4.750%	4/30/43	CAD	1,525	915
	Pembina Pipeline Corp.	4.810%	3/25/44	CAD	2,830	1,701
	Pembina Pipeline Corp.	4.740%	1/21/47	CAD	1,723	1,013
	Pembina Pipeline Corp.	4.750%	3/26/48	CAD	2,314	1,354
	Pembina Pipeline Corp.	4.540%	4/3/49	CAD	2,856	1,614
	Pembina Pipeline Corp.	4.670%	5/28/50	CAD	1,523	876
	Pembina Pipeline Corp.	4.490%	12/10/51	CAD	1,994	1,107
	Plenary Health Care Partnerships Humber LP	4.895%	5/31/39	CAD	1,138	819
	Plenary Properties LTAP LP	6.288%	1/31/44	CAD	3,344	2,644
	Power Corp. of Canada	4.455%	7/27/48	CAD	1,496	942
	Power Financial Corp.	6.900%	3/11/33	CAD	639	514
	Primaris REIT	4.727%	3/30/27	CAD	900	618
	Reliance LP	3.750%	3/15/26	CAD	949	653
	Reliance LP	2.680%	12/1/27	CAD	3,443	2,183
	Reliance LP	2.670%	8/1/28	CAD	1,496	927
	RioCan REIT	3.287%	2/12/24	CAD	1,488	1,056
	RioCan REIT	2.576%	2/12/25	CAD	2,193	1,496
	RioCan REIT	1.974%	6/15/26	CAD	1,529	978
	RioCan REIT	2.361%	3/10/27	CAD	917	579
	RioCan REIT	2.829%	11/8/28	CAD	2,424	1,490
	RioCan REIT	4.628%	5/1/29	CAD	500	337
	Rogers Communications Inc.	4.000%	3/13/24	CAD	4,212	3,034
	Rogers Communications Inc.	3.100%	4/15/25	CAD	2,139	1,487
	Rogers Communications Inc.	3.650%	3/31/27	CAD	4,783	3,272
	Rogers Communications Inc.	3.750%	4/15/29	CAD	3,162	2,128
	Rogers Communications Inc.	3.250%	5/1/29	CAD	4,024	2,595
	Rogers Communications Inc.	4.250%	4/15/32	CAD	4,262	2,827
	Rogers Communications Inc.	6.680%	11/4/39	CAD	1,553	1,180
	Rogers Communications Inc.	6.110%	8/25/40	CAD	3,150	2,255
	Rogers Communications Inc.	6.560%	3/22/41	CAD	1,652	1,240
	Rogers Communications Inc.	5.250%	4/15/52	CAD	3,720	2,385
	Royal Bank of Canada	2.333%	12/5/23	CAD	4,248	3,033
	Royal Bank of Canada	0.250%	1/29/24	EUR	5,635	5,402
	Royal Bank of Canada	2.352%	7/2/24	CAD	7,004	4,917
	Royal Bank of Canada	0.125%	7/23/24	EUR	1,545	1,439
	Royal Bank of Canada	2.609%	11/1/24	CAD	7,727	5,399
	Royal Bank of Canada	1.375%	12/9/24	GBP	1,445	1,530
	Royal Bank of Canada	1.936%	5/1/25	CAD	6,276	4,261
	Royal Bank of Canada	4.930%	7/16/25	CAD	2,900	2,132
	Royal Bank of Canada	3.369%	9/29/25	CAD	13,950	9,742
	Royal Bank of Canada	1.589%	5/4/26	CAD	4,490	2,922
	Royal Bank of Canada	0.050%	6/19/26	EUR	8,728	7,736
	Royal Bank of Canada	0.010%	1/21/27	EUR	7,631	6,629
	Royal Bank of Canada	2.328%	1/28/27	CAD	9,062	5,931
	Royal Bank of Canada	0.125%	4/26/27	EUR	15,000	12,988
	Royal Bank of Canada	3.625%	6/14/27	GBP	5,000	5,215
	Royal Bank of Canada	4.612%	7/26/27	CAD	8,600	6,161
	Royal Bank of Canada	1.833%	7/31/28	CAD	4,658	2,857
	Royal Bank of Canada	2.125%	4/26/29	EUR	9,600	8,331
	Royal Bank of Canada	2.740%	7/25/29	CAD	5,102	3,562
	Royal Bank of Canada	2.880%	12/23/29	CAD	4,918	3,399
	Royal Bank of Canada	2.088%	6/30/30	CAD	3,572	2,383
	Royal Bank of Canada	2.140%	11/3/31	CAD	4,415	2,807
	Royal Bank of Canada	2.940%	5/3/32	CAD	3,860	2,500
	Royal Bank of Canada	1.670%	1/28/33	CAD	3,367	2,002
	Sagen MI Canada Inc.	4.242%	4/1/24	CAD	518	372
	Sagen MI Canada Inc.	2.955%	3/1/27	CAD	943	611
	Saputo Inc.	2.876%	11/19/24	CAD	1,942	1,358

18

Total International Bond Index Fund

		Coupon	Maturity Date	Currency	Face Amount (000)	Market Value• ($000)
	Saputo Inc.	3.603%	8/14/25	CAD	3,627	2,543
	Saputo Inc.	1.415%	6/19/26	CAD	1,019	652
	Saputo Inc.	2.242%	6/16/27	CAD	1,990	1,282
	Saputo Inc.	2.297%	6/22/28	CAD	600	377
	Scotiabank Capital Trust	5.650%	12/31/56	CAD	2,013	1,502
	SEC LP and Arci Ltd.	5.188%	8/29/33	CAD	2,330	1,635
	Shaw Communications Inc.	4.350%	1/31/24	CAD	5,075	3,670
	Shaw Communications Inc.	4.400%	11/2/28	CAD	1,066	739
	Shaw Communications Inc.	3.300%	12/10/29	CAD	2,200	1,396
	Shaw Communications Inc.	2.900%	12/9/30	CAD	2,637	1,585
	Shaw Communications Inc.	6.750%	11/9/39	CAD	4,661	3,535
	Shaw Communications Inc.	4.250%	12/9/49	CAD	1,786	950
	SmartCentres REIT	3.444%	8/28/26	CAD	318	213
	SmartCentres REIT	3.834%	12/21/27	CAD	2,550	1,694
	SmartCentres REIT	2.307%	12/18/28	CAD	1,326	789
	SmartCentres REIT	3.526%	12/20/29	CAD	3,316	2,071
	SmartCentres REIT	3.648%	12/11/30	CAD	1,019	626
	SSL Finance Inc.	4.099%	10/31/45	CAD	1,479	936
	Stantec Inc.	2.048%	10/8/27	CAD	1,100	695
	Summit Industrial Income REIT	2.150%	9/17/25	CAD	663	439
	Summit Industrial Income REIT	1.820%	4/1/26	CAD	1,571	1,011
	Summit Industrial Income REIT	2.440%	7/14/28	CAD	1,496	922
	Sun Life Financial Inc.	2.380%	8/13/29	CAD	2,245	1,555
	Sun Life Financial Inc.	2.460%	11/18/31	CAD	2,000	1,296
	Sun Life Financial Inc.	2.580%	5/10/32	CAD	2,805	1,796
	Sun Life Financial Inc.	2.800%	11/21/33	CAD	4,019	2,510
	Sun Life Financial Inc.	4.780%	8/10/34	CAD	3,300	2,291
	Sun Life Financial Inc.	2.060%	10/1/35	CAD	5,023	2,830
	Sun Life Financial Inc.	5.400%	5/29/42	CAD	2,473	1,708
	Suncor Energy Inc.	4.340%	9/13/46	CAD	741	434
	Suncor Energy Inc.	3.950%	3/4/51	CAD	1,952	1,045
	TELUS Corp.	3.350%	4/1/24	CAD	5,430	3,891
	TELUS Corp.	3.750%	1/17/25	CAD	2,274	1,617
	TELUS Corp.	3.750%	3/10/26	CAD	3,518	2,467
	TELUS Corp.	2.350%	1/27/28	CAD	3,061	1,953
	TELUS Corp.	3.625%	3/1/28	CAD	4,899	3,326
	TELUS Corp.	3.300%	5/2/29	CAD	3,863	2,525
	TELUS Corp.	5.000%	9/13/29	CAD	2,200	1,582
	TELUS Corp.	2.050%	10/7/30	CAD	1,496	861
	TELUS Corp.	2.850%	11/13/31	CAD	1,600	956
	TELUS Corp.	5.250%	11/15/32	CAD	4,000	2,867
	TELUS Corp.	4.400%	4/1/43	CAD	1,490	881
	TELUS Corp.	4.850%	4/5/44	CAD	4,720	2,939
	TELUS Corp.	4.750%	1/17/45	CAD	1,403	864
	TELUS Corp.	4.400%	1/29/46	CAD	1,909	1,112
	TELUS Corp.	4.700%	3/6/48	CAD	2,307	1,398
	TELUS Corp.	3.950%	2/16/50	CAD	3,260	1,724
	TELUS Corp.	4.100%	4/5/51	CAD	2,028	1,104
	TELUS Corp.	5.650%	9/13/52	CAD	2,400	1,677
	Teranet Holdings LP	3.544%	6/11/25	CAD	3,999	2,791
	Teranet Holdings LP	5.754%	12/17/40	CAD	1,732	1,178
	Teranet Holdings LP	6.100%	6/17/41	CAD	298	209
	Thomson Reuters Corp.	2.239%	5/14/25	CAD	8,628	5,905
	THP Partnership	4.394%	10/31/46	CAD	101	68
	Toromont Industries Ltd.	3.842%	10/27/27	CAD	1,119	778
	Toronto Hydro Corp.	2.520%	8/25/26	CAD	2,805	1,912
	Toronto Hydro Corp.	2.430%	12/11/29	CAD	3,061	1,967
	Toronto Hydro Corp.	5.540%	5/21/40	CAD	148	115
	Toronto Hydro Corp.	3.550%	7/28/45	CAD	846	497
	Toronto Hydro Corp.	3.485%	2/28/48	CAD	2,603	1,496
	Toronto Hydro Corp.	2.990%	12/10/49	CAD	340	176
	Toronto Hydro Corp.	3.270%	10/18/51	CAD	897	489
	Toronto-Dominion Bank	0.000%	2/9/24	EUR	12,023	11,479
	Toronto-Dominion Bank	2.850%	3/8/24	CAD	13,520	9,627
	Toronto-Dominion Bank	0.500%	4/3/24	EUR	6,633	6,344
	Toronto-Dominion Bank	2.050%	7/10/24	AUD	1,370	833
	Toronto-Dominion Bank	3.226%	7/24/24	CAD	6,377	4,551
	Toronto-Dominion Bank	2.496%	12/2/24	CAD	7,872	5,476
	Toronto-Dominion Bank	1.943%	3/13/25	CAD	3,980	2,712