Semiannual
Report | April
30, 2022
Vanguard
Total International Stock Index 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 | |||
| Total International Stock Index Fund | |||
| Investor Shares | $1,000.00 | $875.60 | $0.79 |
| ETF Shares | 1,000.00 | 875.90 | 0.33 |
| Admiral™ Shares | 1,000.00 | 875.40 | 0.51 |
| Institutional Shares | 1,000.00 | 875.80 | 0.37 |
| Institutional Plus Shares | 1,000.00 | 875.80 | 0.33 |
| Institutional Select Shares | 1,000.00 | 875.90 | 0.23 |
| Based on Hypothetical 5% Yearly Return | |||
| Total International Stock Index Fund | |||
| Investor Shares | $1,000.00 | $1,023.95 | $0.85 |
| 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 | 1,024.40 | 0.40 |
| Institutional Plus Shares | 1,000.00 | 1,024.45 | 0.35 |
| Institutional Select Shares | 1,000.00 | 1,024.55 | 0.25 |
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: 0.17% for
Investor Shares, 0.07% for ETF Shares, 0.11% for Admiral Shares, 0.08% for
Institutional Shares, 0.07% for Institutional Plus Shares, and 0.045% for
Institutional Select 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 Stock Index Fund
Fund
Allocation
As
of April 30, 2022
| Japan | 14.7% |
| United Kingdom | 10.1 |
| China | 8.0 |
| Canada | 7.9 |
| France | 6.1 |
| Switzerland | 5.8 |
| Australia | 5.5 |
| Germany | 4.9 |
| Taiwan | 4.7 |
| India | 4.3 |
| South Korea | 3.6 |
| Netherlands | 2.4 |
| Sweden | 2.3 |
| Hong Kong | 1.9 |
| Brazil | 1.8 |
| Denmark | 1.6 |
| Italy | 1.6 |
| Spain | 1.5 |
| Saudi Arabia | 1.3 |
| South Africa | 1.1 |
| Other | 8.9 |
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 Stock 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.
| Shares | Market Value• ($000) | |||||
| Common Stocks (98.6%) | ||||||
| Argentina (0.0%) | ||||||
| * | Ternium Argentina SA | 390 | — | |||
| Australia (5.4%) | ||||||
| Commonwealth Bank of Australia | 22,120,821 | 1,607,819 | ||||
| BHP Group Ltd. (XASX) | 38,010,118 | 1,270,125 | ||||
| CSL Ltd. | 6,183,242 | 1,180,073 | ||||
| National Australia Bank Ltd. | 42,013,546 | 959,114 | ||||
| BHP Group Ltd. | 27,076,249 | 907,391 | ||||
| Westpac Banking Corp. | 45,380,863 | 759,675 | ||||
| Australia & New Zealand Banking Group Ltd. | 36,500,273 | 694,571 | ||||
| Macquarie Group Ltd. | 4,490,665 | 646,490 | ||||
| Wesfarmers Ltd. | 14,642,799 | 506,686 | ||||
| Woolworths Group Ltd. | 15,640,326 | 423,119 | ||||
| Transurban Group | 39,350,206 | 395,140 | ||||
| Goodman Group | 23,717,381 | 394,750 | ||||
| Rio Tinto Ltd. | 4,812,444 | 380,683 | ||||
| Fortescue Metals Group Ltd. | 20,579,646 | 311,022 | ||||
| Woodside Petroleum Ltd. | 12,492,844 | 271,795 | ||||
| Amcor plc | 19,953,650 | 236,570 | ||||
| Santos Ltd. | 39,782,108 | 222,305 | ||||
| Coles Group Ltd. | 16,415,715 | 215,845 | ||||
| Aristocrat Leisure Ltd. | 8,729,649 | 202,548 | ||||
| South32 Ltd. | 60,521,167 | 201,556 | ||||
| Newcrest Mining Ltd. | 10,685,348 | 200,664 | ||||
| James Hardie Industries plc | 5,761,891 | 166,105 | ||||
| QBE Insurance Group Ltd. | 19,095,095 | 164,739 | ||||
| Shares | Market Value• ($000) | |||||
| Sonic Healthcare Ltd. | 6,185,487 | 159,748 | ||||
| ASX Ltd. | 2,508,801 | 151,681 | ||||
| Telstra Corp. Ltd. | 53,164,717 | 150,916 | ||||
| Scentre Group | 67,471,466 | 140,578 | ||||
| Brambles Ltd. | 18,552,112 | 136,995 | ||||
| Cochlear Ltd. | 830,035 | 133,692 | ||||
| Suncorp Group Ltd. | 16,421,704 | 131,850 | ||||
| Ramsay Health Care Ltd. | 2,257,292 | 128,095 | ||||
| APA Group | 15,297,702 | 122,919 | ||||
| Computershare Ltd. | 6,958,595 | 122,681 | ||||
| Dexus | 13,952,453 | 109,088 | ||||
| Origin Energy Ltd. | 22,752,838 | 108,830 | ||||
| * | Xero Ltd. | 1,619,705 | 106,807 | |||
| Tabcorp Holdings Ltd. | 27,024,297 | 103,347 | ||||
| Insurance Australia Group Ltd. | 32,029,979 | 102,281 | ||||
| Northern Star Resources Ltd. | 14,749,411 | 101,384 | ||||
| BlueScope Steel Ltd. | 6,352,150 | 90,300 | ||||
| Endeavour Group Ltd. | 16,442,779 | 90,009 | ||||
| Stockland | 31,029,935 | 89,814 | ||||
| SEEK Ltd. | 4,554,556 | 89,248 | ||||
| GPT Group | 24,782,819 | 88,100 | ||||
| Mirvac Group | 51,152,412 | 86,452 | ||||
| Medibank Pvt Ltd. | 35,689,442 | 80,199 | ||||
| Lendlease Corp. Ltd. | 8,922,689 | 76,435 | ||||
| Treasury Wine Estates Ltd. | 9,434,010 | 74,639 | ||||
| OZ Minerals Ltd. | 4,230,934 | 73,440 | ||||
| * | Lynas Rare Earths Ltd. | 11,687,406 | 73,340 | |||
| IGO Ltd. | 8,060,355 | 73,288 | ||||
| Mineral Resources Ltd. | 1,801,595 | 73,205 | ||||
| Ampol Ltd. | 3,088,634 | 72,618 | ||||
4
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Incitec Pivot Ltd. | 25,169,770 | 67,883 | ||||
| 1 | Washington H Soul Pattinson & Co. Ltd. | 3,453,168 | 67,289 | |||
| * | Pilbara Minerals Ltd. | 34,254,421 | 66,443 | |||
| Charter Hall Group | 6,087,121 | 65,421 | ||||
| Aurizon Holdings Ltd. | 22,776,348 | 64,323 | ||||
| Vicinity Centres | 48,688,435 | 63,529 | ||||
| WiseTech Global Ltd. | 2,045,908 | 63,429 | ||||
| Evolution Mining Ltd. | 22,281,109 | 63,047 | ||||
| * | Allkem Ltd. | 7,491,486 | 62,436 | |||
| Orica Ltd. | 5,249,165 | 60,317 | ||||
| Atlas Arteria Ltd. | 12,401,388 | 60,247 | ||||
| REA Group Ltd. | 662,091 | 59,315 | ||||
| ALS Ltd. | 6,260,678 | 56,691 | ||||
| Bendigo & Adelaide Bank Ltd. | 7,262,728 | 54,150 | ||||
| JB Hi-Fi Ltd. | 1,455,866 | 53,920 | ||||
| carsales.com Ltd. | 3,510,193 | 51,821 | ||||
| AGL Energy Ltd. | 8,452,448 | 51,381 | ||||
| 1 | Bank of Queensland Ltd. | 8,326,324 | 47,240 | |||
| Worley Ltd. | 4,810,054 | 46,778 | ||||
| Steadfast Group Ltd. | 12,554,583 | 45,452 | ||||
| * | NEXTDC Ltd. | 5,841,900 | 45,356 | |||
| Challenger Ltd. | 8,678,285 | 43,908 | ||||
| IDP Education Ltd. | 2,328,650 | 43,200 | ||||
| Iluka Resources Ltd. | 5,458,789 | 42,758 | ||||
| Reece Ltd. | 3,499,642 | 42,519 | ||||
| Metcash Ltd. | 12,464,181 | 41,842 | ||||
| Domino's Pizza Enterprises Ltd. | 792,474 | 41,542 | ||||
| Alumina Ltd. | 32,770,245 | 41,258 | ||||
| * | Crown Resorts Ltd. | 4,511,459 | 40,847 | |||
| Qube Holdings Ltd. | 19,207,924 | 39,692 | ||||
| Cleanaway Waste Management Ltd. | 17,577,999 | 39,402 | ||||
| Whitehaven Coal Ltd. | 11,240,063 | 38,599 | ||||
| * | Qantas Airways Ltd. | 9,501,614 | 36,817 | |||
| Nine Entertainment Co. Holdings Ltd. | 18,890,472 | 35,406 | ||||
| Downer EDI Ltd. | 8,915,017 | 34,492 | ||||
| * | AMP Ltd. | 41,947,638 | 33,891 | |||
| Shares | Market Value• ($000) | |||||
| Charter Hall Long Wale REIT | 8,590,767 | 32,242 | ||||
| Altium Ltd. | 1,422,764 | 32,051 | ||||
| Ansell Ltd. | 1,665,804 | 31,906 | ||||
| Orora Ltd. | 11,280,784 | 31,613 | ||||
| Shopping Centres Australasia Property Group | 14,520,067 | 31,077 | ||||
| 1 | Breville Group Ltd. | 1,845,190 | 30,579 | |||
| Sims Ltd. | 2,109,465 | 30,501 | ||||
| nib holdings Ltd. | 5,978,103 | 29,767 | ||||
| * | Uniti Group Ltd. | 8,585,384 | 29,647 | |||
| Champion Iron Ltd. | 5,802,970 | 29,416 | ||||
| *,1 | Flight Centre Travel Group Ltd. | 1,842,105 | 28,768 | |||
| Reliance Worldwide Corp. Ltd. | 10,441,052 | 28,652 | ||||
| CSR Ltd. | 6,535,266 | 27,988 | ||||
| Harvey Norman Holdings Ltd. | 7,750,533 | 27,608 | ||||
| National Storage REIT | 14,788,340 | 26,785 | ||||
| Beach Energy Ltd. | 22,798,051 | 25,992 | ||||
| Seven Group Holdings Ltd. | 1,846,240 | 25,759 | ||||
| Technology One Ltd. | 3,564,194 | 25,720 | ||||
| * | Corporate Travel Management Ltd. | 1,410,423 | 25,448 | |||
| * | Star Entertainment Grp Ltd. | 11,270,107 | 24,892 | |||
| ARB Corp. Ltd. | 875,164 | 24,257 | ||||
| Healius Ltd. | 7,473,081 | 23,515 | ||||
| Eagers Automotive Ltd. | 2,514,188 | 23,240 | ||||
| Link Administration Holdings Ltd. | 6,444,541 | 22,818 | ||||
| *,1 | Liontown Resources Ltd. | 22,626,547 | 22,680 | |||
| *,1 | AVZ Minerals Ltd. | 33,112,515 | 22,245 | |||
| Perseus Mining Ltd. | 15,848,266 | 22,053 | ||||
| 2 | Viva Energy Group Ltd. | 11,079,006 | 21,737 | |||
| GrainCorp Ltd. Class A | 2,995,435 | 21,646 | ||||
| Sandfire Resources Ltd. | 5,253,690 | 20,823 | ||||
| *,1 | Lake Resources NL | 15,372,178 | 20,644 | |||
| Bapcor Ltd. | 4,354,617 | 20,642 | ||||
| 1 | Magellan Financial Group Ltd. | 1,795,638 | 20,314 | |||
| *,1 | Core Lithium Ltd. | 21,377,910 | 20,294 | |||
5
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,1 | Webjet Ltd. | 4,873,835 | 20,222 | |||
| Elders Ltd. | 2,006,240 | 20,169 | ||||
| Charter Hall Retail REIT | 6,441,757 | 20,123 | ||||
| Insignia Financial Ltd. | 8,312,260 | 19,981 | ||||
| * | Chalice Mining Ltd. | 4,090,351 | 19,637 | |||
| TPG Telecom Ltd. | 4,759,861 | 19,512 | ||||
| Centuria Industrial REIT | 6,866,397 | 19,135 | ||||
| Premier Investments Ltd. | 1,077,235 | 19,089 | ||||
| BWP Trust | 6,488,329 | 18,859 | ||||
| IRESS Ltd. | 2,436,963 | 18,746 | ||||
| Deterra Royalties Ltd. | 5,510,930 | 18,669 | ||||
| Nufarm Ltd. | 4,129,856 | 18,579 | ||||
| Waypoint REIT Ltd. | 9,622,204 | 18,139 | ||||
| Pendal Group Ltd. | 4,918,879 | 18,108 | ||||
| 1 | Pro Medicus Ltd. | 548,855 | 17,950 | |||
| Centuria Capital Group | 8,996,895 | 17,475 | ||||
| Perpetual Ltd. | 747,421 | 17,183 | ||||
| HomeCo Daily Needs REIT | 17,038,447 | 17,121 | ||||
| GUD Holdings Ltd. | 1,813,430 | 16,289 | ||||
| 1 | InvoCare Ltd. | 1,897,642 | 16,281 | |||
| Ingenia Communities Group | 4,905,461 | 16,149 | ||||
| Super Retail Group Ltd. | 2,125,703 | 15,728 | ||||
| 2 | Coronado Global Resources Inc. | 9,654,732 | 15,553 | |||
| *,1 | Paladin Energy Ltd. | 28,243,911 | 15,543 | |||
| 1 | Newcrest Mining Ltd. | 786,724 | 14,869 | |||
| AUB Group Ltd. | 913,304 | 14,787 | ||||
| Nickel Mines Ltd. | 16,098,332 | 14,755 | ||||
| * | De Grey Mining Ltd. | 17,359,260 | 14,606 | |||
| * | Silver Lake Resources Ltd. | 11,007,779 | 14,380 | |||
| Arena REIT | 4,245,951 | 14,369 | ||||
| Abacus Property Group | 6,176,034 | 14,174 | ||||
| * | EVENT Hospitality & Entertainment Ltd. | 1,384,026 | 14,173 | |||
| Credit Corp. Group Ltd. | 735,432 | 14,063 | ||||
| Johns Lyng Group Ltd. | 2,236,773 | 14,000 | ||||
| Bega Cheese Ltd. | 3,942,227 | 13,913 | ||||
| Shares | Market Value• ($000) | |||||
| Costa Group Holdings Ltd. | 5,768,549 | 13,491 | ||||
| Boral Ltd. | 5,289,161 | 13,195 | ||||
| Regis Resources Ltd. | 9,000,767 | 13,187 | ||||
| Brickworks Ltd. | 790,923 | 13,137 | ||||
| Lifestyle Communities Ltd. | 1,228,721 | 12,950 | ||||
| * | West African Resources Ltd. | 13,162,201 | 12,557 | |||
| Adbri Ltd. | 6,122,234 | 12,495 | ||||
| 1 | HUB24 Ltd. | 744,187 | 12,429 | |||
| * | ioneer Ltd. | 26,261,951 | 12,199 | |||
| Gold Road Resources Ltd. | 11,130,840 | 12,157 | ||||
| *,1 | Jervois Global Ltd. | 18,925,551 | 12,020 | |||
| Charter Hall Social Infrastructure REIT | 4,238,025 | 11,997 | ||||
| Cromwell Property Group | 19,763,456 | 11,861 | ||||
| Ramelius Resources Ltd. | 10,896,461 | 11,572 | ||||
| IPH Ltd. | 2,167,927 | 11,493 | ||||
| Genworth Mortgage Insurance Australia Ltd. | 5,438,878 | 11,435 | ||||
| Growthpoint Properties Australia Ltd. | 3,715,186 | 11,427 | ||||
| * | Capricorn Metals Ltd. | 3,900,316 | 11,347 | |||
| * | Western Areas Ltd. | 4,194,761 | 11,338 | |||
| * | Firefinch Ltd. | 14,282,202 | 11,001 | |||
| * | Calix Ltd. | 1,786,451 | 10,935 | |||
| *,1 | Imugene Ltd. | 71,808,676 | 10,746 | |||
| * | Mincor Resources NL | 6,098,286 | 10,725 | |||
| Rural Funds Group | 4,987,716 | 10,722 | ||||
| *,1 | Megaport Ltd. | 1,800,723 | 10,698 | |||
| United Malt Grp Ltd. | 3,659,099 | 10,691 | ||||
| *,1 | Novonix Ltd. | 2,970,456 | 10,524 | |||
| *,1 | Syrah Resources Ltd. | 7,591,316 | 10,340 | |||
| Collins Foods Ltd. | 1,423,462 | 10,193 | ||||
| Blackmores Ltd. | 194,190 | 9,833 | ||||
| Netwealth Group Ltd. | 1,084,818 | 9,823 | ||||
| St. Barbara Ltd. | 10,057,842 | 9,402 | ||||
| * | Karoon Energy Ltd. | 6,535,870 | 9,386 | |||
| Kelsian Group Ltd. | 1,671,715 | 9,262 | ||||
| *,1 | 5E Advanced Materials Inc. | 3,651,091 | 9,235 | |||
6
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Imdex Ltd. | 5,071,597 | 8,897 | ||||
| Platinum Asset Management Ltd. | 6,761,450 | 8,848 | ||||
| Centuria Office REIT | 5,665,062 | 8,734 | ||||
| 1 | Monadelphous Group Ltd. | 1,168,327 | 8,703 | |||
| Domain Holdings Australia Ltd. | 3,556,129 | 8,660 | ||||
| * | PEXA Group Ltd. | 684,167 | 8,580 | |||
| G8 Education Ltd. | 11,109,824 | 8,562 | ||||
| * | Bellevue Gold Ltd. | 12,609,377 | 8,487 | |||
| * | Aussie Broadband Ltd. | 2,166,529 | 8,425 | |||
| Hansen Technologies Ltd. | 2,171,116 | 8,403 | ||||
| *,1 | Nanosonics Ltd. | 3,018,453 | 8,341 | |||
| Home Consortium Ltd. | 1,753,690 | 8,268 | ||||
| 1 | Pinnacle Investment Management Group Ltd. | 1,250,389 | 8,172 | |||
| Lovisa Holdings Ltd. | 711,923 | 8,151 | ||||
| Jumbo Interactive Ltd. | 665,324 | 8,089 | ||||
| * | Eclipx Group Ltd. | 4,017,099 | 7,866 | |||
| Tassal Group Ltd. | 2,961,787 | 7,853 | ||||
| Codan Ltd. | 1,570,190 | 7,830 | ||||
| Data#3 Ltd. | 1,926,123 | 7,822 | ||||
| Hotel Property Investments | 2,681,278 | 7,672 | ||||
| NRW Holdings Ltd. | 5,542,463 | 7,556 | ||||
| * | Omni Bridgeway Ltd. | 3,155,502 | 7,414 | |||
| 1 | New Hope Corp. Ltd. | 3,000,171 | 7,389 | |||
| 1 | Irongate Group | 5,391,707 | 7,307 | |||
| *,1 | Vulcan Energy Resources Ltd. | 1,255,488 | 7,262 | |||
| SmartGroup Corp. Ltd. | 1,141,370 | 7,148 | ||||
| oOh!media Ltd. | 6,436,532 | 7,046 | ||||
| *,1 | Neometals Ltd. | 6,235,678 | 6,767 | |||
| * | Telix Pharmaceuticals Ltd. | 2,088,392 | 6,672 | |||
| *,1 | 29Metals Ltd. | 3,480,310 | 6,586 | |||
| Select Harvests Ltd. | 1,387,596 | 6,412 | ||||
| Appen Ltd. | 1,402,057 | 6,405 | ||||
| Dexus Industria REIT | 2,641,475 | 6,319 | ||||
| Integral Diagnostics Ltd. | 2,233,972 | 6,195 | ||||
| Shares | Market Value• ($000) | |||||
| Austal Ltd. | 4,292,925 | 6,110 | ||||
| *,1 | PointsBet Holdings Ltd. | 2,945,814 | 6,003 | |||
| Clinuvel Pharmaceuticals Ltd. | 516,095 | 5,936 | ||||
| 1 | Dicker Data Ltd. | 640,188 | 5,920 | |||
| *,1 | Australian Strategic Materials Ltd. | 1,333,510 | 5,903 | |||
| * | Seven West Media Ltd. | 11,987,411 | 5,857 | |||
| Australian Ethical Investment Ltd. | 1,437,942 | 5,843 | ||||
| McMillan Shakespeare Ltd. | 695,582 | 5,801 | ||||
| GDI Property Group Partnership | 7,272,983 | 5,784 | ||||
| GWA Group Ltd. | 3,548,785 | 5,669 | ||||
| Inghams Group Ltd. | 2,603,194 | 5,636 | ||||
| *,1 | Mesoblast Ltd. | 7,489,090 | 5,628 | |||
| *,1 | Temple & Webster Group Ltd. | 1,376,140 | 5,617 | |||
| Australian Clinical Labs Ltd. | 1,553,037 | 5,603 | ||||
| *,2 | Life360 Inc. | 2,016,348 | 5,533 | |||
| * | Australian Agricultural Co. Ltd. | 4,519,199 | 5,482 | |||
| Oceania Healthcare Ltd. | 7,728,743 | 5,129 | ||||
| * | Aurelia Metals Ltd. | 15,952,422 | 5,043 | |||
| *,1 | PolyNovo Ltd. | 7,677,938 | 5,027 | |||
| *,1 | Zip Co. Ltd. | 6,631,181 | 4,878 | |||
| Westgold Resources Ltd. | 4,170,348 | 4,815 | ||||
| *,1 | EML Payments Ltd. | 4,397,425 | 4,761 | |||
| MyState Ltd. | 1,350,282 | 4,729 | ||||
| * | OFX Group Ltd. | 2,613,388 | 4,691 | |||
| Sigma Healthcare Ltd. | 13,072,071 | 4,610 | ||||
| 1 | Mount Gibson Iron Ltd. | 9,325,729 | 4,576 | |||
| Estia Health Ltd. | 2,775,323 | 4,534 | ||||
| *,1 | Nearmap Ltd. | 5,328,177 | 4,511 | |||
| Perenti Global Ltd. | 9,028,397 | 4,486 | ||||
| Nick Scali Ltd. | 622,265 | 4,439 | ||||
| Infomedia Ltd. | 4,973,620 | 4,419 | ||||
| Accent Group Ltd. | 4,354,031 | 4,384 | ||||
| 3 | Virtus Health Ltd. | 755,196 | 4,368 | |||
| * | Incannex Healthcare Ltd. | 15,310,492 | 4,320 | |||
| Bravura Solutions Ltd. | 3,147,480 | 4,174 | ||||
7
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | Emeco Holdings Ltd. | 6,900,675 | 4,055 | |||
| *,1 | Tyro Payments Ltd. | 4,659,463 | 3,983 | |||
| *,1 | Mayne Pharma Group Ltd. | 19,671,543 | 3,931 | |||
| *,1 | City Chic Collective Ltd. | 1,840,023 | 3,830 | |||
| Pact Group Holdings Ltd. | 2,350,633 | 3,796 | ||||
| *,1 | Alkane Resources Ltd. | 5,201,385 | 3,723 | |||
| * | Cooper Energy Ltd. | 18,124,774 | 3,701 | |||
| *,1 | Resolute Mining Ltd. | 14,802,173 | 3,654 | |||
| * | Service Stream Ltd. | 5,817,701 | 3,590 | |||
| *,1 | Betmakers Technology Group Ltd. | 8,876,644 | 3,545 | |||
| * | Superloop Ltd. | 5,149,544 | 3,436 | |||
| Southern Cross Media Group Ltd. | 2,840,094 | 3,433 | ||||
| Money3 Corp. Ltd. | 1,780,497 | 3,272 | ||||
| Baby Bunting Group Ltd. | 990,474 | 3,235 | ||||
| *,1 | Carnarvon Energy Ltd. | 19,494,846 | 3,219 | |||
| 1 | Humm Group Ltd. | 5,286,874 | 3,061 | |||
| Myer Holdings Ltd. | 8,960,458 | 3,058 | ||||
| *,1 | Audinate Group Ltd. | 692,355 | 2,962 | |||
| *,1 | Opthea Ltd. | 3,978,449 | 2,850 | |||
| Australian Finance Group Ltd. | 1,981,821 | 2,819 | ||||
| *,1 | Andromeda Metals Ltd. | 38,614,346 | 2,697 | |||
| * | Starpharma Holdings Ltd. Class A | 4,492,557 | 2,692 | |||
| SG Fleet Group Ltd. | 1,501,305 | 2,597 | ||||
| *,1 | Dubber Corp. Ltd. | 3,548,759 | 2,559 | |||
| * | Fineos Corp. Ltd. | 1,613,490 | 2,558 | |||
| *,1 | Praemium Ltd. | 5,540,830 | 2,513 | |||
| *,1 | Kogan.com Ltd. | 891,112 | 2,422 | |||
| 1 | Regis Healthcare Ltd. | 1,637,087 | 2,420 | |||
| *,1 | Electro Optic Systems Holdings Ltd. | 1,552,501 | 2,385 | |||
| 1 | Cedar Woods Properties Ltd. | 718,939 | 2,353 | |||
| Jupiter Mines Ltd. | 13,500,043 | 2,330 | ||||
| Macmahon Holdings Ltd. | 18,834,785 | 2,238 | ||||
| Shares | Market Value• ($000) | |||||
| 1 | BWX Ltd. | 1,677,947 | 2,207 | |||
| * | Nuix Ltd. | 2,469,495 | 2,142 | |||
| *,1 | Paradigm Biopharmaceuticals Ltd. | 2,321,914 | 2,005 | |||
| *,1 | Bubs Australia Ltd. | 6,532,654 | 2,004 | |||
| MACA Ltd. | 3,495,010 | 1,986 | ||||
| *,1 | Redbubble Ltd. | 2,502,022 | 1,965 | |||
| * | Dacian Gold Ltd. | 10,202,041 | 1,655 | |||
| * | PPK Group Ltd. | 583,267 | 1,591 | |||
| Navigator Global Investments Ltd. | 1,314,925 | 1,503 | ||||
| *,1 | AMA Group Ltd. | 7,660,914 | 1,494 | |||
| *,1 | New Century Resources Ltd. | 870,805 | 1,390 | |||
| Irongate Group (XASX) | 682,008 | 922 | ||||
| *,1 | Marley Spoon AG | 2,644,943 | 861 | |||
| *,1 | Minerals 260 Ltd. | 1,281,299 | 425 | |||
| * | Falcon Metals Ltd. | 1,326,091 | 313 | |||
| Newcrest Mining Ltd. ADR | 1,365 | 26 | ||||
| * | Incannex Healthcare Ltd. Warrants | 383,745 | 15 | |||
| Sims Ltd. ADR | 57 | 1 | ||||
| 19,709,338 | ||||||
| Austria (0.2%) | ||||||
| Erste Group Bank AG | 4,011,245 | 124,893 | ||||
| OMV AG | 1,835,536 | 93,828 | ||||
| * | Verbund AG | 853,076 | 91,185 | |||
| *,2 | BAWAG Group AG | 1,139,343 | 54,100 | |||
| Wienerberger AG | 1,465,982 | 41,382 | ||||
| voestalpine AG | 1,518,112 | 39,506 | ||||
| ANDRITZ AG | 905,140 | 38,479 | ||||
| * | IMMOFINANZ AG | 869,406 | 21,033 | |||
| Raiffeisen Bank International AG | 1,733,506 | 19,733 | ||||
| Mayr Melnhof Karton AG | 102,116 | 17,969 | ||||
| AT&S Austria Technologie & Systemtechnik AG | 329,928 | 16,894 | ||||
| S IMMO AG | 686,331 | 16,474 | ||||
| Lenzing AG | 176,161 | 15,993 | ||||
| CA Immobilien Anlagen AG | 565,384 | 15,968 | ||||
| *,1 | Oesterreichische Post AG | 447,580 | 14,418 | |||
| UNIQA Insurance Group AG | 1,614,713 | 12,311 | ||||
| Vienna Insurance Group AG Wiener Versicherung Gruppe | 489,328 | 12,138 | ||||
8
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Telekom Austria AG Class A | 1,566,229 | 11,167 | |||
| EVN AG | 385,777 | 9,820 | ||||
| * | Schoeller-Bleckmann Oilfield Equipment AG | 149,997 | 8,583 | |||
| *,1 | DO & CO AG | 75,721 | 6,664 | |||
| Strabag SE | 166,413 | 6,504 | ||||
| * | Flughafen Wien AG | 101,520 | 2,859 | |||
| Palfinger AG | 109,698 | 2,780 | ||||
| * | Porr AG | 173,891 | 2,202 | |||
| Agrana Beteiligungs AG | 100,025 | 1,774 | ||||
| 698,657 | ||||||
| Belgium (0.7%) | ||||||
| Anheuser-Busch InBev SA/NV | 11,199,256 | 644,400 | ||||
| KBC Group NV | 3,565,941 | 242,598 | ||||
| * | Argenx SE | 660,275 | 190,231 | |||
| UCB SA | 1,561,463 | 177,496 | ||||
| Groupe Bruxelles Lambert SA | 1,310,685 | 123,677 | ||||
| Ageas SA/NV | 2,306,126 | 110,352 | ||||
| Umicore SA | 2,654,321 | 102,041 | ||||
| Solvay SA | 895,894 | 84,247 | ||||
| Elia Group SA/NV | 452,176 | 71,977 | ||||
| Warehouses De Pauw CVA | 1,832,057 | 70,480 | ||||
| Sofina SA | 198,483 | 60,827 | ||||
| Aedifica SA | 470,624 | 55,784 | ||||
| Cofinimmo SA | 410,521 | 55,127 | ||||
| Ackermans & van Haaren NV | 291,898 | 52,038 | ||||
| D'ieteren Group | 294,048 | 47,198 | ||||
| 1 | Proximus SADP | 1,816,065 | 31,742 | |||
| Euronav NV | 2,466,819 | 28,523 | ||||
| VGP NV | 103,660 | 26,962 | ||||
| Etablissements Franz Colruyt NV | 651,348 | 23,918 | ||||
| Melexis NV | 262,240 | 22,509 | ||||
| Barco NV | 892,336 | 20,095 | ||||
| KBC Ancora | 466,510 | 18,874 | ||||
| Montea NV | 157,505 | 18,805 | ||||
| Shurgard Self Storage SA | 313,316 | 18,131 | ||||
| Telenet Group Holding NV | 600,573 | 17,899 | ||||
| Bekaert SA | 458,610 | 17,000 | ||||
| Fagron | 777,457 | 14,583 | ||||
| Befimmo SA | 279,211 | 13,937 | ||||
| Gimv NV | 214,133 | 12,288 | ||||
| Cie d'Entreprises CFE | 89,156 | 11,648 | ||||
| Shares | Market Value• ($000) | |||||
| * | Tessenderlo Group SA | 323,251 | 11,317 | |||
| Xior Student Housing NV | 193,076 | 10,313 | ||||
| * | Kinepolis Group NV | 166,211 | 9,197 | |||
| * | AGFA-Gevaert NV | 2,145,771 | 8,590 | |||
| *,1 | bpost SA | 1,315,139 | 7,968 | |||
| Retail Estates NV | 101,732 | 7,749 | ||||
| *,1 | Ontex Group NV | 1,035,364 | 7,173 | |||
| Econocom Group SA/NV | 1,549,590 | 5,921 | ||||
| Orange Belgium SA | 249,958 | 4,845 | ||||
| Van de Velde NV | 61,621 | 2,533 | ||||
| *,1 | Mithra Pharmaceuticals SA | 219,562 | 2,140 | |||
| Wereldhave Belgium Comm VA | 16,921 | 975 | ||||
| 2,464,108 | ||||||
| Brazil (1.8%) | ||||||
| Vale SA | 53,084,667 | 894,310 | ||||
| UBS Group AG (Registered) | 41,138,702 | 698,397 | ||||
| Petroleo Brasileiro SA Preference Shares | 72,152,700 | 441,911 | ||||
| Petroleo Brasileiro SA | 48,142,963 | 325,630 | ||||
| * | Itau Unibanco Holding SA Preference Shares | 63,002,489 | 304,184 | |||
| Banco Bradesco SA Preference Shares | 66,210,470 | 240,792 | ||||
| B3 SA - Brasil Bolsa Balcao | 79,266,331 | 213,239 | ||||
| Ambev SA | 55,446,178 | 162,841 | ||||
| JBS SA | 18,721,553 | 143,329 | ||||
| WEG SA | 19,232,934 | 117,095 | ||||
| Itausa SA Preference Shares | 61,899,624 | 115,312 | ||||
| Suzano SA | 9,422,804 | 94,553 | ||||
| 2 | Hapvida Participacoes e Investimentos SA | 52,004,153 | 92,249 | |||
| Localiza Rent a Car SA | 7,721,477 | 82,682 | ||||
| Banco do Brasil SA | 11,132,598 | 74,804 | ||||
| Gerdau SA Preference Shares | 12,791,814 | 72,369 | ||||
| * | Banco BTG Pactual SA | 14,927,540 | 69,717 | |||
9
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Cosan SA | 15,522,761 | 65,935 | ||||
| Banco Bradesco SA | 21,345,242 | 64,373 | ||||
| Vibra Energia SA | 14,673,592 | 62,684 | ||||
| Centrais Eletricas Brasileiras SA | 7,595,998 | 62,194 | ||||
| Equatorial Energia SA | 11,754,965 | 60,963 | ||||
| * | Lojas Renner SA | 12,587,484 | 60,468 | |||
| * | Raia Drogasil SA | 13,914,590 | 58,907 | |||
| Rumo SA | 16,282,533 | 53,913 | ||||
| Telefonica Brasil SA | 4,989,626 | 53,681 | ||||
| Natura & Co. Holding SA | 12,562,550 | 47,237 | ||||
| * | Petro Rio SA | 8,596,380 | 46,425 | |||
| 2 | Rede D'Or Sao Luiz SA | 6,188,356 | 45,975 | |||
| BB Seguridade Participacoes SA | 8,772,260 | 45,122 | ||||
| Klabin SA | 10,366,823 | 43,489 | ||||
| * | Americanas SA | 8,619,782 | 41,844 | |||
| * | Hypera SA | 5,116,028 | 38,722 | |||
| * | Magazine Luiza SA | 39,225,536 | 38,718 | |||
| * | TOTVS SA | 5,716,555 | 36,966 | |||
| Cia Energetica de Minas Gerais Preference Shares | 12,375,443 | 36,721 | ||||
| CCR SA | 14,580,827 | 36,600 | ||||
| * | Eneva SA | 12,920,028 | 35,854 | |||
| * | Cia de Saneamento Basico do Estado de Sao Paulo | 3,600,261 | 32,427 | |||
| Banco Santander Brasil SA | 4,895,607 | 31,440 | ||||
| Energisa SA | 3,243,798 | 31,257 | ||||
| Ultrapar Participacoes SA | 11,491,535 | 30,379 | ||||
| * | BRF SA | 10,589,618 | 29,087 | |||
| * | Sul America SA | 5,291,762 | 28,429 | |||
| Cia Siderurgica Nacional SA | 6,493,133 | 27,672 | ||||
| Transmissora Alianca de Energia Eletrica SA | 2,862,975 | 25,468 | ||||
| * | TIM SA | 9,237,712 | 25,187 | |||
| Centrais Eletricas Brasileiras SA Preference Shares | 3,032,228 | 24,625 | ||||
| Sendas Distribuidora SA | 7,861,125 | 24,296 | ||||
| Shares | Market Value• ($000) | |||||
| Cia Paranaense de Energia Preference Shares | 15,176,410 | 22,839 | ||||
| Metalurgica Gerdau SA Preference Shares | 9,389,118 | 21,574 | ||||
| * | Cia de Locacao das Americas | 4,500,817 | 21,448 | |||
| * | Raizen SA Preference Shares | 15,292,854 | 21,343 | |||
| Bradespar SA Preference Shares | 3,590,113 | 21,269 | ||||
| * | Embraer SA | 7,362,839 | 21,162 | |||
| * | BR Malls Participacoes SA | 10,850,692 | 20,828 | |||
| Engie Brasil Energia SA | 2,423,533 | 20,539 | ||||
| * | 3R Petroleum Oleo E Gas SA | 2,179,249 | 20,378 | |||
| Sao Martinho SA | 2,169,017 | 20,361 | ||||
| * | Multiplan Empreendimentos Imobiliarios SA | 3,647,838 | 18,188 | |||
| CPFL Energia SA | 2,486,600 | 18,182 | ||||
| Usinas Siderurgicas de Minas Gerais SA Usiminas Preference Shares Class A | 7,531,495 | 17,229 | ||||
| Marfrig Global Foods SA | 4,464,584 | 16,932 | ||||
| 2 | GPS Participacoes e Empreendimentos SA | 5,571,300 | 16,881 | |||
| Braskem SA Preference Shares Class A | 2,009,383 | 16,347 | ||||
| * | Azul SA Preference Shares | 3,507,355 | 15,586 | |||
| *,2 | Banco Inter SA Preference Shares | 14,659,328 | 15,508 | |||
| EDP - Energias do Brasil SA | 3,524,129 | 15,097 | ||||
| Arezzo Industria e Comercio SA | 824,427 | 14,920 | ||||
| * | Grupo De Moda Soma SA | 5,717,557 | 13,970 | |||
| * | SLC Agricola SA | 1,279,425 | 13,692 | |||
| Cia de Saneamento do Parana | 3,316,539 | 13,262 | ||||
10
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Santos Brasil Participacoes SA | 9,135,547 | 13,101 | ||||
| Pet Center Comercio e Participacoes SA | 4,203,922 | 12,950 | ||||
| Cia de Transmissao de Energia Eletrica Paulista Preference Shares | 2,539,242 | 12,922 | ||||
| Itau Unibanco Holding SA ADR | 2,679,332 | 12,834 | ||||
| YDUQS Participacoes SA | 3,916,720 | 12,771 | ||||
| Kinea Indice de Precos FII | 603,816 | 12,503 | ||||
| CSHG Logistica FI Imobiliario | 372,228 | 12,349 | ||||
| Unipar Carbocloro SA Preference Shares Class B | 629,373 | 12,222 | ||||
| Neoenergia SA | 3,171,100 | 12,046 | ||||
| * | Via SA | 19,986,051 | 12,006 | |||
| * | Cogna Educacao | 23,443,085 | 11,617 | |||
| * | Auren Energia SA | 3,633,084 | 10,773 | |||
| Cyrela Brazil Realty SA Empreendimentos e Participacoes | 3,679,854 | 10,532 | ||||
| Dexco SA | 4,038,626 | 10,513 | ||||
| Porto Seguro SA | 2,462,458 | 10,136 | ||||
| * | Cielo SA | 14,522,957 | 9,988 | |||
| Caixa Seguridade Participacoes SA | 6,119,000 | 9,703 | ||||
| Minerva SA | 3,466,543 | 9,206 | ||||
| Fleury SA | 3,152,976 | 9,196 | ||||
| *,1 | BRF SA ADR | 3,234,045 | 9,055 | |||
| Alpargatas SA Preference Shares | 2,202,050 | 8,730 | ||||
| Light SA | 4,793,421 | 8,658 | ||||
| Alupar Investimento SA | 1,627,451 | 8,651 | ||||
| Grendene SA | 4,486,376 | 8,575 | ||||
| Kinea Rendimentos Imobiliarios FII | 412,007 | 8,499 | ||||
| * | M Dias Branco SA | 1,712,392 | 8,198 | |||
| Banco Pan SA Preference Shares | 4,316,900 | 8,173 | ||||
| 1 | Cia Energetica de Minas Gerais ADR | 2,691,920 | 8,157 | |||
| Odontoprev SA | 3,950,508 | 8,110 | ||||
| MRV Engenharia e Participacoes SA | 3,875,440 | 8,090 | ||||
| Shares | Market Value• ($000) | |||||
| 1 | Cia Siderurgica Nacional SA ADR | 1,901,661 | 8,006 | |||
| Omega Energia SA | 3,678,250 | 7,946 | ||||
| *,2 | Locaweb Servicos de Internet SA | 5,426,305 | 7,870 | |||
| 1 | Telefonica Brasil SA ADR | 713,866 | 7,567 | |||
| * | SIMPAR SA | 3,167,300 | 7,476 | |||
| CSN Mineracao SA | 7,093,400 | 7,461 | ||||
| Cia de Saneamento de Minas Gerais-COPASA | 2,698,903 | 7,457 | ||||
| Kinea Renda Imobiliaria FII | 267,784 | 7,415 | ||||
| * | Cia Brasileira de Aluminio | 2,082,589 | 7,220 | |||
| * | Aliansce Sonae Shopping Centers SA | 1,673,800 | 7,144 | |||
| * | Itau Unibanco Holding SA | 1,755,705 | 7,131 | |||
| * | Cia de Saneamento Basico do Estado de Sao Paulo ADR | 790,949 | 7,111 | |||
| Vamos Locacao de Caminhoes Maquinas e Equipamentos SA | 2,570,016 | 7,101 | ||||
| AES Brasil Energia SA | 3,128,847 | 6,993 | ||||
| * | Sendas Distribuidora SA ADR | 445,336 | 6,938 | |||
| * | CVC Brasil Operadora e Agencia de Viagens SA | 2,556,501 | 6,857 | |||
| Vivara Participacoes SA | 1,296,900 | 6,673 | ||||
| Qualicorp Consultoria e Corretora de Seguros SA | 2,423,045 | 6,504 | ||||
| Cia Brasileira de Distribuicao | 1,579,885 | 6,497 | ||||
| Cia Paranaense de Energia ADR | 863,702 | 6,270 | ||||
| * | Grupo SBF SA | 1,241,641 | 6,060 | |||
| * | Embraer SA ADR | 530,972 | 6,037 | |||
| Intelbras SA Industria de Telecomunicacao Eletronica Brasileira | 1,038,560 | 5,924 | ||||
11
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Gerdau SA ADR | 1,044,165 | 5,920 | ||||
| Banco do Estado do Rio Grande do Sul SA Preference Shares Class B | 2,759,374 | 5,883 | ||||
| BrasilAgro - Co. Brasileira de Propriedades Agricolas | 828,216 | 5,694 | ||||
| JHSF Participacoes SA | 4,259,500 | 5,652 | ||||
| Cia Energetica de Minas Gerais | 1,425,852 | 5,523 | ||||
| * | Smartfit Escola de Ginastica e Danca SA | 1,483,300 | 5,385 | |||
| * | Grupo Mateus SA | 5,566,780 | 5,326 | |||
| 1 | Centrais Eletricas Brasileiras SA ADR | 613,733 | 5,088 | |||
| Randon SA Implementos e Participacoes Preference Shares | 2,333,111 | 5,035 | ||||
| Cia Ferro Ligas da Bahia - FERBASA Preference Shares | 522,300 | 4,824 | ||||
| Petroreconcavo SA | 940,150 | 4,809 | ||||
| Iochpe Maxion SA | 1,743,071 | 4,700 | ||||
| * | Infracommerce CXAAS SA | 3,184,500 | 4,638 | |||
| * | Anima Holding SA | 4,099,155 | 4,602 | |||
| Ambipar Participacoes e Empreendimentos SA | 616,729 | 4,384 | ||||
| Ez Tec Empreendimentos e Participacoes SA | 1,372,902 | 4,349 | ||||
| BR Properties SA | 2,387,987 | 4,313 | ||||
| * | Marcopolo SA Preference Shares | 7,754,928 | 4,188 | |||
| *,1 | Gol Linhas Aereas Inteligentes SA ADR | 670,617 | 4,071 | |||
| * | Gol Linhas Aereas Inteligentes SA Preference Shares | 1,307,755 | 4,023 | |||
| Enauta Participacoes SA | 962,369 | 4,018 | ||||
| * | EcoRodovias Infraestrutura e Logistica SA | 2,869,871 | 4,011 | |||
| Shares | Market Value• ($000) | |||||
| * | Tupy SA | 968,960 | 4,010 | |||
| Taurus Armas SA Preference Shares | 812,400 | 3,908 | ||||
| * | BK Brasil Operacao e Assessoria a Restaurantes SA | 3,015,885 | 3,843 | |||
| * | TIM SA ADR | 265,459 | 3,621 | |||
| * | Lojas Quero Quero SA | 2,073,000 | 3,606 | |||
| * | Hidrovias do Brasil SA | 5,573,000 | 3,596 | |||
| 1 | Centrais Eletricas Brasileiras SA ADR (XNYS) | 422,051 | 3,571 | |||
| Braskem SA ADR | 209,943 | 3,435 | ||||
| * | Boa Vista Servicos SA | 1,960,500 | 3,184 | |||
| * | Empreendimentos Pague Menos SA | 1,877,750 | 3,084 | |||
| LOG Commercial Properties e Participacoes SA | 590,356 | 2,857 | ||||
| Ambev SA ADR | 981,502 | 2,856 | ||||
| * | Camil Alimentos SA | 1,594,226 | 2,767 | |||
| Vale SA Class B ADR | 163,086 | 2,755 | ||||
| Blau Farmaceutica SA | 513,900 | 2,588 | ||||
| Armac Locacao Logistica E Servicos SA | 861,600 | 2,583 | ||||
| * | CM Hospitalar SA | 844,100 | 2,510 | |||
| Mahle-Metal Leve SA | 477,564 | 2,391 | ||||
| * | Oncoclinicas do Brasil Servicos Medicos SA | 1,627,900 | 2,387 | |||
| * | Hospital Mater Dei SA | 978,800 | 2,376 | |||
| * | Multilaser Industrial SA | 2,218,400 | 2,329 | |||
| Aeris Industria E Comercio De Equipamentos Para Geracao De Energia SA | 2,353,000 | 2,323 | ||||
| * | Guararapes Confeccoes SA | 1,231,424 | 2,297 | |||
| Direcional Engenharia SA | 985,936 | 2,293 | ||||
| 2 | Meliuz SA | 5,998,853 | 2,281 | |||
| * | Iguatemi SA | 520,823 | 2,211 | |||
| * | Sequoia Logistica e Transportes SA | 972,340 | 2,106 | |||
| 1 | Cia Brasileira de Distribuicao ADR | 487,432 | 2,037 | |||
12
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Banco Inter SA | 631,682 | 1,938 | |||
| * | Instituto Hermes Pardini SA | 539,742 | 1,917 | |||
| Even Construtora e Incorporadora SA | 1,596,674 | 1,728 | ||||
| FII Iridium | 76,689 | 1,655 | ||||
| 2 | Ser Educacional SA | 862,162 | 1,632 | |||
| Cia Paranaense de Energia | 1,228,640 | 1,620 | ||||
| Fras-Le SA | 691,000 | 1,546 | ||||
| * | C&A Modas Ltda | 1,603,500 | 1,421 | |||
| MPM Corporeos SA | 1,674,700 | 1,416 | ||||
| Wiz Solucoes e Corretagem de Seguros SA | 930,516 | 1,410 | ||||
| Construtora Tenda SA | 1,071,083 | 1,261 | ||||
| * | Iguatemi SA | 2,091,940 | 1,121 | |||
| * | Getnet Adquirencia e Servicos para Meios de Pagamento SA | 1,218,276 | 821 | |||
| Usinas Siderurgicas de Minas Gerais SA Usiminas | 346,700 | 738 | ||||
| Petroleo Brasileiro SA ADR | 50,030 | 614 | ||||
| * | Banco Inter SA Ordinary Shares | 278,678 | 287 | |||
| * | Cshg Logistica-Fundo de Investimento Imobiliario-Fii Rights Exp. 5/2/22 | 67,175 | 48 | |||
| * | Getnet Adquirencia e Servicos para Meios de Pagamento SA ADR | 2,450 | 3 | |||
| * | Gol Linhas Aereas Inteligentes SA Rights Exp. 5/13/22 | 223,327 | 1 | |||
| 6,587,347 | ||||||
| Canada (7.8%) | ||||||
| 1 | Royal Bank of Canada | 18,445,433 | 1,862,994 | |||
| Toronto-Dominion Bank | 23,556,059 | 1,701,449 | ||||
| Enbridge Inc. | 26,169,212 | 1,141,981 | ||||
| Shares | Market Value• ($000) | |||||
| 1 | Bank of Nova Scotia | 15,705,002 | 994,514 | |||
| 1 | Canadian Natural Resources Ltd. | 15,034,705 | 930,533 | |||
| 1 | Bank of Montreal | 8,610,674 | 912,980 | |||
| Canadian National Railway Co. | 7,670,718 | 902,107 | ||||
| Canadian Pacific Railway Ltd. | 12,019,392 | 879,198 | ||||
| Brookfield Asset Management Inc. Class A | 17,258,923 | 860,897 | ||||
| Nutrien Ltd. | 7,384,636 | 725,674 | ||||
| TC Energy Corp. | 12,655,317 | 669,388 | ||||
| Suncor Energy Inc. | 18,593,895 | 668,405 | ||||
| Canadian Imperial Bank of Commerce | 5,674,508 | 627,325 | ||||
| * | Shopify Inc. Class A (XTSE) | 1,440,703 | 616,284 | |||
| Manulife Financial Corp. | 25,164,295 | 492,062 | ||||
| Waste Connections Inc. | 3,383,262 | 466,754 | ||||
| Alimentation Couche-Tard Inc. | 10,243,337 | 456,013 | ||||
| 1 | Constellation Software Inc. | 246,681 | 388,243 | |||
| Sun Life Financial Inc. | 7,581,932 | 377,193 | ||||
| Franco-Nevada Corp. | 2,458,220 | 371,761 | ||||
| Agnico Eagle Mines Ltd. | 5,857,016 | 340,939 | ||||
| 1 | National Bank of Canada | 4,354,204 | 304,098 | |||
| Cenovus Energy Inc. | 16,303,214 | 301,406 | ||||
| 1 | Fortis Inc. | 6,051,504 | 294,461 | |||
| Barrick Gold Corp. (XTSE) | 12,907,083 | 287,851 | ||||
| 1 | Pembina Pipeline Corp. | 7,104,054 | 268,811 | |||
| Wheaton Precious Metals Corp. | 5,823,429 | 261,015 | ||||
| Intact Financial Corp. | 1,845,901 | 258,238 | ||||
| Rogers Communications Inc. Class B | 4,518,402 | 246,135 | ||||
| 1 | Teck Resources Ltd. Class B | 5,978,228 | 235,844 | |||
| * | CGI Inc. | 2,812,236 | 224,252 | |||
| Restaurant Brands International Inc. | 3,923,367 | 224,136 | ||||
| Magna International Inc. | 3,631,010 | 218,824 | ||||
13
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Thomson Reuters Corp. | 2,135,709 | 213,529 | ||||
| Power Corp. of Canada | 7,010,746 | 206,287 | ||||
| First Quantum Minerals Ltd. | 7,186,521 | 206,032 | ||||
| BCE Inc. | 3,868,572 | 205,677 | ||||
| Barrick Gold Corp. (XLON) | 9,008,462 | 202,634 | ||||
| Dollarama Inc. | 3,639,805 | 202,355 | ||||
| Loblaw Cos. Ltd. | 2,039,664 | 186,573 | ||||
| Tourmaline Oil Corp. | 3,615,271 | 186,188 | ||||
| WSP Global Inc. | 1,512,011 | 176,336 | ||||
| Metro Inc. Class A | 3,116,460 | 171,294 | ||||
| 1 | Shaw Communications Inc. Class B | 5,522,563 | 164,475 | |||
| 1 | Emera Inc. | 3,319,265 | 160,272 | |||
| Fairfax Financial Holdings Ltd. | 278,974 | 153,286 | ||||
| TELUS Corp. | 5,810,213 | 145,363 | ||||
| Open Text Corp. | 3,471,503 | 139,033 | ||||
| Imperial Oil Ltd. | 2,740,135 | 137,961 | ||||
| Cameco Corp. | 5,132,411 | 132,520 | ||||
| 1 | Algonquin Power & Utilities Corp. | 8,694,177 | 125,880 | |||
| ARC Resources Ltd. | 8,265,347 | 114,588 | ||||
| George Weston Ltd. | 914,602 | 113,783 | ||||
| West Fraser Timber Co. Ltd. | 1,274,387 | 112,008 | ||||
| 2 | Hydro One Ltd. | 4,061,287 | 109,795 | |||
| 1 | Canadian Tire Corp. Ltd. Class A | 732,621 | 100,913 | |||
| Great-West Lifeco Inc. | 3,498,704 | 96,520 | ||||
| Toromont Industries Ltd. | 1,046,840 | 92,155 | ||||
| TFI International Inc. | 1,141,188 | 91,800 | ||||
| * | CAE Inc. | 3,817,018 | 90,772 | |||
| 1 | Northland Power Inc. | 2,924,812 | 88,269 | |||
| 1 | Canadian Apartment Properties REIT | 2,249,636 | 88,119 | |||
| Gildan Activewear Inc. | 2,472,240 | 83,771 | ||||
| CCL Industries Inc. Class B | 1,900,675 | 82,868 | ||||
| 1 | AltaGas Ltd. | 3,582,719 | 81,937 | |||
| Kinross Gold Corp. | 16,211,238 | 81,899 | ||||
| 1 | Ritchie Bros Auctioneers Inc. | 1,425,227 | 78,503 | |||
| Shares | Market Value• ($000) | |||||
| * | Bausch Health Cos. Inc. | 4,053,535 | 77,022 | |||
| 1 | RioCan REIT | 4,087,036 | 76,355 | |||
| Lundin Mining Corp. | 8,293,951 | 75,731 | ||||
| TMX Group Ltd. | 719,564 | 73,259 | ||||
| iA Financial Corp. Inc. | 1,395,477 | 72,965 | ||||
| 1 | Keyera Corp. | 2,851,567 | 70,743 | |||
| Empire Co. Ltd. Class A | 2,109,358 | 69,669 | ||||
| Yamana Gold Inc. | 12,453,542 | 68,731 | ||||
| * | Descartes Systems Group Inc. | 1,088,124 | 67,584 | |||
| Saputo Inc. | 3,123,514 | 66,767 | ||||
| Stantec Inc. | 1,448,027 | 66,470 | ||||
| Pan American Silver Corp. | 2,668,624 | 66,163 | ||||
| FirstService Corp. | 487,044 | 60,728 | ||||
| SSR Mining Inc. | 2,720,526 | 59,847 | ||||
| 1 | Brookfield Renewable Corp. | 1,651,514 | 59,304 | |||
| * | MEG Energy Corp. | 3,945,142 | 59,270 | |||
| 1 | Granite REIT | 795,191 | 58,891 | |||
| Finning International Inc. | 2,079,455 | 58,500 | ||||
| * | Ivanhoe Mines Ltd. Class A | 7,259,986 | 58,209 | |||
| 1 | Onex Corp. | 963,752 | 57,908 | |||
| 1 | Parkland Corp. | 2,006,498 | 56,994 | |||
| B2Gold Corp. | 13,383,827 | 56,780 | ||||
| 1 | Brookfield Infrastructure Corp. Class A (XTSE) | 773,619 | 54,891 | |||
| Allied Properties REIT | 1,650,357 | 53,610 | ||||
| 1 | SNC-Lavalin Group Inc. | 2,272,818 | 50,546 | |||
| Capital Power Corp. | 1,532,524 | 50,366 | ||||
| 1 | Quebecor Inc. Class B | 2,105,299 | 49,541 | |||
| *,2 | Nuvei Corp. | 856,356 | 47,889 | |||
| Crescent Point Energy Corp. | 6,888,228 | 47,721 | ||||
| 1 | Canadian Utilities Ltd. Class A | 1,574,817 | 47,343 | |||
| Element Fleet Management Corp. | 5,301,435 | 47,334 | ||||
| GFL Environmental Inc. (XTSE) | 1,567,918 | 47,233 | ||||
| Colliers International Group Inc. | 410,683 | 45,347 | ||||
14
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Tricon Residential Inc. | 3,126,768 | 45,247 | ||||
| 1 | SmartCentres REIT | 1,743,716 | 42,471 | |||
| 1 | Choice Properties REIT | 3,462,245 | 40,911 | |||
| Enerplus Corp. | 3,315,387 | 40,621 | ||||
| * | Aritzia Inc. | 1,130,492 | 40,260 | |||
| Vermilion Energy Inc. | 2,062,844 | 40,192 | ||||
| Alamos Gold Inc. Class A | 5,107,198 | 39,676 | ||||
| *,1 | Air Canada | 2,258,846 | 39,563 | |||
| Premium Brands Holdings Corp. Class A | 482,656 | 39,405 | ||||
| Methanex Corp. | 775,318 | 38,861 | ||||
| * | Kinaxis Inc. | 347,986 | 38,508 | |||
| 1 | BRP Inc. | 473,725 | 38,377 | |||
| *,1 | BlackBerry Ltd. | 6,612,604 | 37,833 | |||
| 1 | PrairieSky Royalty Ltd. | 2,753,580 | 37,789 | |||
| 1 | First Capital Realty Inc. | 2,817,275 | 37,545 | |||
| 1 | H&R REIT | 3,683,802 | 36,647 | |||
| Gibson Energy Inc. | 1,901,511 | 36,205 | ||||
| *,1 | Lightspeed Commerce Inc. (XTSE) | 1,614,734 | 36,087 | |||
| Atco Ltd. | 983,849 | 35,053 | ||||
| * | Turquoise Hill Resources Ltd. | 1,276,955 | 34,840 | |||
| 1 | Dream Industrial REIT | 2,917,793 | 33,978 | |||
| Boyd Group Services Inc. | 274,475 | 33,972 | ||||
| 1 | IGM Financial Inc. | 1,065,438 | 33,763 | |||
| TransAlta Corp. | 3,089,704 | 33,142 | ||||
| 1 | Summit Industrial Income REIT | 2,089,369 | 33,081 | |||
| 1 | Whitecap Resources Inc. | 3,943,110 | 32,321 | |||
| Boralex Inc. Class A | 1,052,040 | 31,537 | ||||
| CI Financial Corp. | 2,366,322 | 30,853 | ||||
| *,1 | Lithium Americas Corp. | 1,203,311 | 30,330 | |||
| Parex Resources Inc. | 1,549,039 | 30,193 | ||||
| 1 | First Majestic Silver Corp. | 2,860,972 | 29,553 | |||
| Primo Water Corp. | 2,016,324 | 29,492 | ||||
| 1 | Canadian Western Bank | 1,162,611 | 29,331 | |||
| 1 | Chartwell Retirement Residences | 3,031,124 | 28,786 | |||
| Shares | Market Value• ($000) | |||||
| Stelco Holdings Inc. | 767,739 | 28,023 | ||||
| * | ATS Automation Tooling Systems Inc. | 957,595 | 27,946 | |||
| *,1 | Ballard Power Systems Inc. | 3,310,663 | 27,498 | |||
| Osisko Gold Royalties Ltd. (XTSE) | 2,163,034 | 26,620 | ||||
| * | Bombardier Inc. Class B | 27,139,787 | 26,619 | |||
| Centerra Gold Inc. | 2,834,876 | 26,238 | ||||
| 1 | Cargojet Inc. | 216,798 | 25,329 | |||
| 1 | Paramount Resources Ltd. Class A | 980,040 | 23,695 | |||
| Stella-Jones Inc. | 851,880 | 23,541 | ||||
| *,1 | Equinox Gold Corp. | 3,263,217 | 23,268 | |||
| 1 | Innergex Renewable Energy Inc. | 1,727,812 | 23,133 | |||
| Linamar Corp. | 583,862 | 23,125 | ||||
| 1 | Boardwalk REIT | 519,551 | 22,798 | |||
| * | Eldorado Gold Corp. | 2,341,533 | 22,747 | |||
| * | OceanaGold Corp. | 9,081,178 | 22,621 | |||
| Barrick Gold Corp. | 998,659 | 22,280 | ||||
| 1 | Russel Metals Inc. | 821,232 | 21,888 | |||
| 1 | Maple Leaf Foods Inc. | 976,935 | 21,514 | |||
| 1 | TransAlta Renewables Inc. | 1,426,557 | 19,788 | |||
| * | Novagold Resources Inc. | 3,050,745 | 19,022 | |||
| *,1 | Canopy Growth Corp. | 3,254,013 | 18,770 | |||
| Hudbay Minerals Inc. | 2,844,161 | 18,221 | ||||
| Laurentian Bank of Canada | 577,305 | 17,558 | ||||
| 1 | North West Co. Inc. | 628,082 | 17,518 | |||
| * | IAMGOLD Corp. | 6,153,991 | 17,389 | |||
| 1 | Superior Plus Corp. | 1,922,592 | 16,956 | |||
| Home Capital Group Inc. Class B | 671,268 | 16,742 | ||||
| * | Canfor Corp. | 830,180 | 15,820 | |||
| Enghouse Systems Ltd. | 561,666 | 15,797 | ||||
| * | Celestica Inc. | 1,344,714 | 15,115 | |||
| *,1 | Canada Goose Holdings Inc. | 651,291 | 14,195 | |||
| 1 | Artis REIT | 1,388,147 | 14,166 | |||
15
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Shopify Inc. Class A | 32,146 | 13,721 | |||
| 1 | Westshore Terminals Investment Corp. | 511,636 | 13,712 | |||
| Winpak Ltd. | 414,394 | 13,706 | ||||
| ECN Capital Corp. | 2,963,156 | 13,424 | ||||
| 1 | Primaris REIT | 1,247,771 | 13,423 | |||
| * | Torex Gold Resources Inc. | 1,128,067 | 12,627 | |||
| Cascades Inc. | 1,255,114 | 12,340 | ||||
| Transcontinental Inc. Class A | 969,370 | 12,134 | ||||
| 1 | Mullen Group Ltd. | 1,191,918 | 11,403 | |||
| 1 | Dream Office REIT | 559,932 | 11,332 | |||
| 1 | Cogeco Communications Inc. | 134,171 | 11,019 | |||
| 1 | Aecon Group Inc. | 782,241 | 9,115 | |||
| 1 | Dye & Durham Ltd. | 512,652 | 8,464 | |||
| 1 | NFI Group Inc. | 921,717 | 8,459 | |||
| *,1 | Aurora Cannabis Inc. | 2,682,478 | 8,144 | |||
| *,1 | Cronos Group Inc. | 2,493,206 | 7,511 | |||
| 1 | First National Financial Corp. | 243,738 | 6,891 | |||
| 1 | Martinrea International Inc. | 1,065,839 | 6,364 | |||
| GFL Environmental Inc. | 169,514 | 5,107 | ||||
| Brookfield Infrastructure Corp. Class A | 52,736 | 3,740 | ||||
| Osisko Gold Royalties Ltd. | 242,000 | 2,977 | ||||
| * | Lightspeed Commerce Inc. | 47,890 | 1,070 | |||
| * | Poseidon Concepts Corp. | 320,721 | — | |||
| 28,213,917 | ||||||
| Chile (0.2%) | ||||||
| Sociedad Quimica y Minera de Chile SA Preference Shares Class B | 1,741,017 | 129,235 | ||||
| Banco de Chile | 567,650,467 | 56,681 | ||||
| Empresas Copec SA | 6,334,059 | 46,572 | ||||
| Falabella SA | 10,321,102 | 28,987 | ||||
| Cencosud SA | 17,454,308 | 27,939 | ||||
| Enel Americas SA | 253,577,719 | 26,554 | ||||
| Cia Sud Americana de Vapores SA | 229,089,087 | 25,897 | ||||
| Banco Santander Chile | 515,769,697 | 24,816 | ||||
| Shares | Market Value• ($000) | |||||
| Empresas CMPC SA | 15,664,946 | 23,348 | ||||
| Banco de Credito e Inversiones SA | 654,418 | 20,252 | ||||
| Sociedad Quimica y Minera de Chile SA Class A | 216,255 | 15,150 | ||||
| Banco Santander Chile ADR | 758,417 | 14,744 | ||||
| CAP SA | 982,770 | 12,190 | ||||
| Cia Cervecerias Unidas SA | 1,780,399 | 11,900 | ||||
| Quinenco SA | 3,483,727 | 9,565 | ||||
| Itau CorpBanca Chile SA | 4,382,803,590 | 8,943 | ||||
| Embotelladora Andina SA Preference Shares Class B | 4,831,065 | 8,781 | ||||
| Enel Chile SA | 327,583,698 | 8,639 | ||||
| Parque Arauco SA | 8,340,064 | 7,004 | ||||
| Colbun SA | 97,890,500 | 6,994 | ||||
| Cencosud Shopping SA | 6,264,838 | 6,391 | ||||
| Empresa Nacional de Telecomunicaciones SA | 1,685,399 | 6,156 | ||||
| Aguas Andinas SA Class A | 33,602,903 | 5,911 | ||||
| Vina Concha y Toro SA | 3,399,953 | 4,984 | ||||
| SMU SA | 32,379,210 | 3,017 | ||||
| Plaza SA | 2,755,300 | 2,557 | ||||
| Engie Energia Chile SA | 5,452,998 | 2,480 | ||||
| Inversiones Aguas Metropolitanas SA | 4,889,284 | 1,921 | ||||
| SONDA SA | 5,526,181 | 1,903 | ||||
| 1 | Sociedad Quimica y Minera de Chile SA ADR | 22,346 | 1,649 | |||
| Inversiones La Construccion SA | 300,994 | 1,221 | ||||
| * | Salfacorp SA | 3,438,667 | 1,049 | |||
| Ripley Corp. SA | 4,666,733 | 717 | ||||
| 1 | Enel Chile SA ADR | 220,539 | 296 | |||
| 554,443 | ||||||
| China (7.9%) | ||||||
| Tencent Holdings Ltd. | 77,590,249 | 3,656,432 | ||||
| * | Alibaba Group Holding Ltd. | 184,175,830 | 2,246,520 | |||
| *,2 | Meituan Class B | 50,346,272 | 1,078,740 | |||
| China Construction Bank Corp. Class H | 1,200,982,725 | 855,579 | ||||
16
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | JD.com Inc. Class A | 20,014,604 | 624,026 | |||
| Industrial & Commercial Bank of China Ltd. Class H | 1,027,454,740 | 619,357 | ||||
| Ping An Insurance Group Co. of China Ltd. Class H | 78,790,637 | 498,013 | ||||
| * | Baidu Inc. Class A | 28,674,138 | 457,172 | |||
| Bank of China Ltd. Class H | 968,224,254 | 379,914 | ||||
| NetEase Inc. | 19,503,108 | 373,587 | ||||
| BYD Co. Ltd. Class H | 10,821,080 | 314,912 | ||||
| *,2 | Wuxi Biologics Cayman Inc. | 42,433,661 | 313,195 | |||
| China Merchants Bank Co. Ltd. Class H | 51,605,391 | 311,039 | ||||
| Kweichow Moutai Co. Ltd. Class A | 1,089,791 | 301,739 | ||||
| * | NIO Inc. ADR | 16,828,438 | 281,035 | |||
| *,2 | Xiaomi Corp. Class B | 171,438,648 | 260,988 | |||
| Li Ning Co. Ltd. | 29,383,040 | 229,016 | ||||
| * | China Mengniu Dairy Co. Ltd. | 39,859,763 | 215,124 | |||
| * | Pinduoduo Inc. ADR | 4,806,476 | 207,111 | |||
| *,2 | Kuaishou Technology | 20,680,262 | 168,871 | |||
| ANTA Sports Products Ltd. | 14,650,771 | 168,374 | ||||
| China Petroleum & Chemical Corp. Class H | 343,588,764 | 168,177 | ||||
| * | Trip.com Group Ltd. ADR | 6,861,440 | 162,273 | |||
| China Resources Land Ltd. | 35,706,606 | 159,473 | ||||
| * | XPeng Inc. Class A ADR | 6,300,204 | 155,048 | |||
| China Overseas Land & Investment Ltd. | 49,657,388 | 153,406 | ||||
| China Shenhua Energy Co. Ltd. Class H | 46,692,210 | 149,175 | ||||
| Agricultural Bank of China Ltd. Class H | 373,508,867 | 140,089 | ||||
| Shenzhou International Group Holdings Ltd. | 9,763,485 | 132,480 | ||||
| ENN Energy Holdings Ltd. | 9,842,041 | 131,835 | ||||
| Shares | Market Value• ($000) | |||||
| China Life Insurance Co. Ltd. Class H | 88,084,954 | 128,003 | ||||
| PetroChina Co. Ltd. Class H | 269,604,049 | 127,979 | ||||
| Sunny Optical Technology Group Co. Ltd. | 8,421,728 | 122,737 | ||||
| China Resources Beer Holdings Co. Ltd. | 20,408,199 | 119,875 | ||||
| 1,2 | Nongfu Spring Co. Ltd. Class H | 22,527,200 | 119,212 | |||
| 2 | Longfor Group Holdings Ltd. | 23,853,283 | 118,135 | |||
| * | Li Auto Inc. ADR | 5,108,399 | 114,581 | |||
| Zijin Mining Group Co. Ltd. Class H | 78,509,005 | 114,318 | ||||
| CSPC Pharmaceutical Group Ltd. | 108,963,028 | 111,398 | ||||
| Geely Automobile Holdings Ltd. | 70,214,262 | 108,564 | ||||
| Haier Smart Home Co. Ltd. Class H | 29,924,701 | 105,718 | ||||
| Contemporary Amperex Technology Co. Ltd. Class A | 1,645,610 | 100,603 | ||||
| Country Garden Services Holdings Co. Ltd. | 23,686,628 | 99,834 | ||||
| 2 | Postal Savings Bank of China Co. Ltd. Class H | 122,332,699 | 92,750 | |||
| China Merchants Bank Co. Ltd. Class A (XSSC) | 15,287,529 | 92,146 | ||||
| * | SIG Group AG | 4,341,619 | 90,894 | |||
| Anhui Conch Cement Co. Ltd. Class H | 16,422,986 | 89,243 | ||||
| * | Kanzhun Ltd. ADR | 3,787,202 | 89,113 | |||
| PICC Property & Casualty Co. Ltd. Class H | 86,990,036 | 88,975 | ||||
| Huazhu Group Ltd. ADR (XNGS) | 2,808,415 | 84,926 | ||||
| China Longyuan Power Group Corp. Ltd. Class H | 43,208,738 | 83,342 | ||||
| Wuliangye Yibin Co. Ltd. Class A | 3,344,173 | 81,728 | ||||
| Xinyi Solar Holdings Ltd. | 54,440,701 | 80,922 | ||||
| China Pacific Insurance Group Co. Ltd. Class H | 35,709,676 | 79,167 | ||||
17
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Bilibili Inc. | 3,201,591 | 77,955 | |||
| CITIC Securities Co. Ltd. Class H | 34,851,714 | 76,574 | ||||
| Bank of Communications Co. Ltd. Class H | 109,556,744 | 76,239 | ||||
| Yankuang Energy Group Co. Ltd. Class H | 25,871,751 | 72,989 | ||||
| Country Garden Holdings Co. Ltd. | 102,135,407 | 70,645 | ||||
| 2 | China Tower Corp. Ltd. Class H | 600,560,158 | 70,091 | |||
| China Yangtze Power Co. Ltd. Class A | 19,644,100 | 67,524 | ||||
| * | Kingdee International Software Group Co. Ltd. | 33,088,916 | 67,521 | |||
| China National Building Material Co. Ltd. Class H | 49,911,002 | 66,422 | ||||
| Sino Biopharmaceutical Ltd. | 125,998,982 | 66,090 | ||||
| CITIC Ltd. | 63,400,633 | 65,589 | ||||
| * | COSCO SHIPPING Holdings Co. Ltd. Class H | 40,259,324 | 62,634 | |||
| 2 | WuXi AppTec Co. Ltd. Class H | 4,550,158 | 61,890 | |||
| China Vanke Co. Ltd. Class H | 26,039,784 | 61,402 | ||||
| * | DiDi Global Inc. ADR | 31,971,963 | 60,107 | |||
| *,2 | JD Health International Inc. | 9,456,786 | 58,954 | |||
| China CITIC Bank Corp. Ltd. Class H | 114,741,129 | 58,317 | ||||
| Great Wall Motor Co. Ltd. Class H | 41,435,785 | 58,028 | ||||
| Tsingtao Brewery Co. Ltd. | 7,136,701 | 57,780 | ||||
| Zhongsheng Group Holdings Ltd. | 8,562,177 | 56,577 | ||||
| China Conch Venture Holdings Ltd. | 21,249,581 | 55,180 | ||||
| Industrial Bank Co. Ltd. Class A | 17,765,979 | 54,792 | ||||
| BYD Co. Ltd. Class A (XSEC) | 1,485,874 | 54,072 | ||||
| Ping An Insurance Group Co. of China Ltd. Class A | 7,851,047 | 52,745 | ||||
| Shares | Market Value• ($000) | |||||
| *,2 | Innovent Biologics Inc. | 16,961,802 | 52,606 | |||
| Shenzhen Mindray Bio-Medical Electronics Co. Ltd. Class A | 1,058,210 | 50,034 | ||||
| Guangdong Investment Ltd. | 37,693,989 | 48,261 | ||||
| LONGi Green Energy Technology Co. Ltd. Class A | 4,678,020 | 47,449 | ||||
| 1,2 | Smoore International Holdings Ltd. | 22,630,893 | 47,328 | |||
| Agricultural Bank of China Ltd. Class A (XSSC) | 101,416,900 | 47,008 | ||||
| China Gas Holdings Ltd. | 38,453,201 | 46,873 | ||||
| China Tourism Group Duty Free Corp. Ltd. Class A | 1,685,692 | 45,877 | ||||
| China Resources Power Holdings Co. Ltd. | 24,363,482 | 45,811 | ||||
| *,2 | JD Logistics Inc. | 22,135,488 | 45,614 | |||
| * | GDS Holdings Ltd. Class A | 11,351,438 | 45,595 | |||
| ZTO Express Cayman Inc. | 1,629,920 | 44,862 | ||||
| * | Full Truck Alliance Co. Ltd. ADR | 7,401,421 | 44,631 | |||
| Foshan Haitian Flavouring & Food Co. Ltd. Class A | 3,550,198 | 43,660 | ||||
| China Resources Gas Group Ltd. | 11,582,944 | 43,522 | ||||
| Shanxi Xinghuacun Fen Wine Factory Co. Ltd. Class A | 1,055,478 | 43,463 | ||||
| * | Vipshop Holdings Ltd. ADR | 5,572,375 | 42,684 | |||
| * | KE Holdings Inc. ADR | 3,003,725 | 42,593 | |||
| Industrial & Commercial Bank of China Ltd. Class A (XSSC) | 58,857,098 | 42,586 | ||||
| 2 | China International Capital Corp. Ltd. Class H | 21,225,707 | 42,544 | |||
| Kingboard Holdings Ltd. | 9,406,757 | 42,350 | ||||
| Hengan International Group Co. Ltd. | 8,960,154 | 42,344 | ||||
18
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 2 | CGN Power Co. Ltd. Class H | 149,152,706 | 41,912 | |||
| *,1,2 | Pop Mart International Group Ltd. | 9,203,985 | 41,642 | |||
| Luzhou Laojiao Co. Ltd. Class A | 1,264,261 | 40,122 | ||||
| Lufax Holding Ltd. ADR | 7,205,091 | 39,988 | ||||
| Kunlun Energy Co. Ltd. | 47,852,002 | 39,712 | ||||
| Ping An Bank Co. Ltd. Class A | 16,721,413 | 38,655 | ||||
| Sinopharm Group Co. Ltd. Class H | 16,285,590 | 37,476 | ||||
| Weichai Power Co. Ltd. Class H | 26,583,193 | 37,134 | ||||
| Ganfeng Lithium Co. Ltd. Class A | 2,222,465 | 36,859 | ||||
| Guangzhou Automobile Group Co. Ltd. Class H | 42,940,495 | 36,409 | ||||
| China Minsheng Banking Corp. Ltd. Class H | 95,201,678 | 36,100 | ||||
| 2 | China Resources Mixc Lifestyle Services Ltd. | 7,489,899 | 35,984 | |||
| Muyuan Foods Co. Ltd. Class A | 4,518,253 | 35,456 | ||||
| East Money Information Co. Ltd. Class A | 10,393,286 | 35,440 | ||||
| * | Genscript Biotech Corp. | 12,496,779 | 35,298 | |||
| China Hongqiao Group Ltd. | 27,867,574 | 34,674 | ||||
| China State Construction Engineering Corp. Ltd. Class A | 36,357,238 | 34,520 | ||||
| China Power International Development Ltd. | 71,054,240 | 34,356 | ||||
| * | Alibaba Health Information Technology Ltd. | 60,882,153 | 34,303 | |||
| Haitong Securities Co. Ltd. Class H | 48,836,632 | 34,106 | ||||
| People's Insurance Co. Group of China Ltd. Class H | 105,057,481 | 33,466 | ||||
| 2 | Fuyao Glass Industry Group Co. Ltd. Class H | 8,173,669 | 33,395 | |||
| Shares | Market Value• ($000) | |||||
| Kingsoft Corp. Ltd. | 11,124,815 | 33,386 | ||||
| *,1,2 | ZhongAn Online P&C Insurance Co. Ltd. Class H | 9,695,450 | 33,336 | |||
| Shanghai Fosun Pharmaceutical Group Co. Ltd. Class H | 7,701,457 | 32,948 | ||||
| New China Life Insurance Co. Ltd. Class H | 12,958,616 | 32,833 | ||||
| * | SF Holding Co. Ltd. Class A | 4,203,581 | 32,513 | |||
| Inner Mongolia Yili Industrial Group Co. Ltd. Class A | 5,577,878 | 32,420 | ||||
| China Merchants Port Holdings Co. Ltd. | 18,511,361 | 32,317 | ||||
| Shandong Weigao Group Medical Polymer Co. Ltd. Class H | 30,125,997 | 32,095 | ||||
| 2 | China Feihe Ltd. | 33,679,480 | 32,021 | |||
| * | Tencent Music Entertainment Group ADR | 7,507,504 | 31,907 | |||
| Wanhua Chemical Group Co. Ltd. Class A | 2,707,683 | 31,773 | ||||
| China Railway Group Ltd. Class H | 45,329,817 | 31,747 | ||||
| Shanghai Pudong Development Bank Co. Ltd. Class A | 26,065,772 | 31,679 | ||||
| 2 | Huatai Securities Co. Ltd. Class H | 22,939,718 | 31,529 | |||
| WuXi AppTec Co. Ltd. Class A (XSSC) | 2,018,296 | 31,374 | ||||
| Bank of Ningbo Co. Ltd. Class A | 5,708,542 | 31,184 | ||||
| Jiangsu Yanghe Brewery Joint-Stock Co. Ltd. Class A | 1,290,547 | 30,894 | ||||
| * | Zai Lab Ltd. ADR | 762,801 | 30,482 | |||
| Fosun International Ltd. | 28,731,298 | 30,280 | ||||
| China State Construction International Holdings Ltd. | 23,253,999 | 30,013 | ||||
| * | Daqo New Energy Corp. ADR | 710,317 | 29,528 | |||
19
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| CITIC Securities Co. Ltd. Class A (XSSC) | 9,593,773 | 28,371 | ||||
| Huaneng Power International Inc. Class H | 56,062,930 | 28,163 | ||||
| Poly Developments & Holdings Group Co. Ltd. Class A | 10,211,025 | 28,117 | ||||
| Luxshare Precision Industry Co. Ltd. Class A | 6,027,302 | 27,952 | ||||
| China Everbright Environment Group Ltd. | 46,470,184 | 27,277 | ||||
| Dongfeng Motor Group Co. Ltd. Class H | 37,221,425 | 27,153 | ||||
| Zhuzhou CRRC Times Electric Co. Ltd. | 6,881,309 | 27,052 | ||||
| China Jinmao Holdings Group Ltd. | 82,140,948 | 26,996 | ||||
| JOYY Inc. ADR | 679,881 | 26,903 | ||||
| 1,2 | Haidilao International Holding Ltd. | 13,806,644 | 26,799 | |||
| * | COSCO SHIPPING Holdings Co. Ltd. Class A | 12,323,536 | 26,611 | |||
| China Molybdenum Co. Ltd. Class H | 53,248,464 | 26,480 | ||||
| Jiangxi Copper Co. Ltd. Class H | 16,826,348 | 26,320 | ||||
| * | Aluminum Corp. of China Ltd. Class H | 57,331,872 | 26,291 | |||
| GF Securities Co. Ltd. Class H | 21,027,887 | 26,282 | ||||
| China Galaxy Securities Co. Ltd. Class H | 48,158,553 | 26,195 | ||||
| China Oilfield Services Ltd. Class H | 25,487,615 | 26,093 | ||||
| Bank of China Ltd. Class A (XSSC) | 51,318,000 | 25,106 | ||||
| Aier Eye Hospital Group Co. Ltd. Class A | 4,651,101 | 25,103 | ||||
| 360 DigiTech Inc. ADR | 1,723,940 | 24,876 | ||||
| Jiangsu Hengrui Medicine Co. Ltd. Class A | 5,546,978 | 24,712 | ||||
| Shares | Market Value• ($000) | |||||
| Pharmaron Beijing Co. Ltd. Class A (XSEC) | 1,300,382 | 24,603 | ||||
| 1,3 | Sunac China Holdings Ltd. | 42,140,909 | 24,596 | |||
| ZTE Corp. Class H | 11,668,633 | 24,500 | ||||
| *,2 | Hua Hong Semiconductor Ltd. | 6,289,115 | 24,422 | |||
| * | Chinasoft International Ltd. | 30,105,488 | 24,360 | |||
| Far East Horizon Ltd. | 29,769,465 | 24,282 | ||||
| Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. Class A | 516,456 | 23,799 | ||||
| Tongwei Co. Ltd. Class A | 3,857,584 | 23,771 | ||||
| 1 | CIFI Holdings Group Co. Ltd. | 49,244,893 | 23,688 | |||
| China Resources Cement Holdings Ltd. | 28,319,675 | 23,498 | ||||
| *,1 | JinkoSolar Holding Co. Ltd. ADR | 454,686 | 23,307 | |||
| Zijin Mining Group Co. Ltd. Class A (XSSC) | 13,902,167 | 23,073 | ||||
| Beijing Enterprises Water Group Ltd. | 71,190,698 | 23,029 | ||||
| Anhui Gujing Distillery Co. Ltd. Class B | 1,725,480 | 22,958 | ||||
| NARI Technology Co. Ltd. Class A | 4,774,079 | 22,953 | ||||
| Beijing Enterprises Holdings Ltd. | 6,736,529 | 22,774 | ||||
| China Medical System Holdings Ltd. | 15,900,498 | 22,765 | ||||
| Shandong Gold Mining Co. Ltd. Class A (XSSC) | 7,689,985 | 22,407 | ||||
| Shanghai Baosight Software Co. Ltd. Class B | 5,989,540 | 21,976 | ||||
| *,1 | 51job Inc. ADR | 360,318 | 21,925 | |||
| Autohome Inc. ADR | 750,457 | 21,816 | ||||
| China Railway Group Ltd. Class A (XSSC) | 20,176,600 | 21,631 | ||||
| China Taiping Insurance Holdings Co. Ltd. | 18,919,574 | 21,630 | ||||
| *,2 | China Literature Ltd. | 5,145,826 | 21,623 | |||
20
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | New Oriental Education & Technology Group Inc. ADR | 1,703,196 | 21,375 | |||
| Xtep International Holdings Ltd. | 14,620,822 | 21,271 | ||||
| Kingboard Laminates Holdings Ltd. | 13,767,510 | 21,119 | ||||
| China Coal Energy Co. Ltd. Class H | 25,031,306 | 21,073 | ||||
| 2 | Hygeia Healthcare Holdings Co. Ltd. | 4,326,711 | 20,908 | |||
| * | Weibo Corp. ADR | 895,785 | 20,728 | |||
| 2 | Hansoh Pharmaceutical Group Co. Ltd. | 12,458,410 | 20,521 | |||
| Haier Smart Home Co. Ltd. Class A (XSSC) | 5,269,794 | 20,503 | ||||
| Hangzhou Tigermed Consulting Co. Ltd. Class A | 1,518,180 | 20,403 | ||||
| China Vanke Co. Ltd. Class A (XSEC) | 6,934,038 | 20,371 | ||||
| * | Yunnan Energy New Material Co. Ltd. | 668,180 | 20,351 | |||
| 1 | BYD Electronic International Co. Ltd. | 10,194,086 | 20,320 | |||
| * | Air China Ltd. Class H | 29,847,971 | 20,119 | |||
| SAIC Motor Corp. Ltd. Class A | 8,254,676 | 19,832 | ||||
| Chongqing Zhifei Biological Products Co. Ltd. Class A | 1,385,016 | 19,776 | ||||
| China Overseas Property Holdings Ltd. | 16,684,274 | 19,749 | ||||
| Shenzhen Inovance Technology Co. Ltd. Class A | 2,243,914 | 19,448 | ||||
| * | Tongcheng Travel Holdings Ltd. | 11,015,007 | 19,424 | |||
| * | TAL Education Group ADR | 5,674,911 | 19,238 | |||
| CRRC Corp. Ltd. Class H | 51,733,429 | 19,192 | ||||
| China Three Gorges Renewables Group Co. Ltd. Class A | 21,847,600 | 19,163 | ||||
| Shares | Market Value• ($000) | |||||
| China Cinda Asset Management Co. Ltd. Class H | 113,031,435 | 19,060 | ||||
| *,1 | RLX Technology Inc. ADR | 9,354,042 | 18,989 | |||
| 2 | Yadea Group Holdings Ltd. | 12,588,227 | 18,974 | |||
| China Meidong Auto Holdings Ltd. | 5,716,780 | 18,816 | ||||
| Shanghai Pharmaceuticals Holding Co. Ltd. Class H | 11,634,871 | 18,813 | ||||
| China Shenhua Energy Co. Ltd. Class A (XSSC) | 4,030,266 | 18,740 | ||||
| Greentown China Holdings Ltd. | 10,473,764 | 18,393 | ||||
| Nine Dragons Paper Holdings Ltd. | 20,738,026 | 18,314 | ||||
| Inner Mongolia Yitai Coal Co. Ltd. Class B | 13,585,366 | 18,217 | ||||
| Haitian International Holdings Ltd. | 7,379,818 | 18,165 | ||||
| * | China Conch Environment Protection Holdings Ltd. | 21,137,081 | 18,101 | |||
| TravelSky Technology Ltd. Class H | 11,937,887 | 18,028 | ||||
| Sany Heavy Industry Co. Ltd. Class A | 7,175,265 | 17,854 | ||||
| Yangzijiang Shipbuilding Holdings Ltd. | 27,256,588 | 17,783 | ||||
| 1,2 | Jiumaojiu International Holdings Ltd. | 8,013,660 | 17,631 | |||
| 2 | Topsports International Holdings Ltd. | 22,933,347 | 17,541 | |||
| COSCO SHIPPING Ports Ltd. | 24,553,067 | 17,507 | ||||
| Dongyue Group Ltd. | 14,859,172 | 17,493 | ||||
| China Everbright Bank Co. Ltd. Class A (XSSC) | 36,061,209 | 17,392 | ||||
| JA Solar Technology Co. Ltd. Class A | 1,420,960 | 17,344 | ||||
21
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Yuexiu Property Co. Ltd. | 16,591,127 | 17,263 | ||||
| *,1 | Yihai International Holding Ltd. | 6,063,056 | 17,068 | |||
| Bosideng International Holdings Ltd. | 34,116,200 | 17,016 | ||||
| AviChina Industry & Technology Co. Ltd. Class H | 30,994,780 | 16,817 | ||||
| 1 | Hopson Development Holdings Ltd. | 8,608,480 | 16,598 | |||
| * | Canadian Solar Inc. | 602,048 | 16,568 | |||
| Shenwan Hongyuan Group Co. Ltd. Class A | 26,797,232 | 16,519 | ||||
| Shougang Fushan Resources Group Ltd. | 44,188,095 | 16,512 | ||||
| Jiangsu Expressway Co. Ltd. Class H | 16,641,869 | 16,442 | ||||
| Beijing-Shanghai High Speed Railway Co. Ltd. Class A | 23,671,700 | 16,421 | ||||
| BOE Technology Group Co. Ltd. Class A (XSEC) | 28,439,700 | 16,295 | ||||
| 1 | Flat Glass Group Co. Ltd. Class H | 4,544,298 | 16,250 | |||
| CRRC Corp. Ltd. Class A | 21,261,800 | 16,227 | ||||
| NAURA Technology Group Co. Ltd. Class A | 453,960 | 16,189 | ||||
| Shaanxi Coal Industry Co. Ltd. Class A | 6,173,210 | 16,080 | ||||
| 2 | Guotai Junan Securities Co. Ltd. Class H | 12,455,300 | 16,072 | |||
| Tianjin Zhonghuan Semiconductor Co. Ltd. Class A | 2,745,400 | 16,057 | ||||
| Eve Energy Co. Ltd. Class A | 1,639,858 | 16,053 | ||||
| *,2,3 | Evergrande Property Services Group Ltd. | 54,518,500 | 15,980 | |||
| *,1,2 | Shanghai Junshi Biosciences Co. Ltd. Class H | 2,203,913 | 15,642 | |||
| Baoshan Iron & Steel Co. Ltd. Class A | 16,016,144 | 15,587 | ||||
| Shares | Market Value• ($000) | |||||
| China Lesso Group Holdings Ltd. | 12,327,805 | 15,416 | ||||
| * | Zhejiang Expressway Co. Ltd. Class H | 18,658,141 | 15,382 | |||
| China Traditional Chinese Medicine Holdings Co. Ltd. | 31,507,027 | 15,351 | ||||
| Anhui Conch Cement Co. Ltd. Class A (XSSC) | 2,499,100 | 15,101 | ||||
| GoerTek Inc. Class A | 2,866,186 | 15,081 | ||||
| China Merchants Shekou Industrial Zone Holdings Co. Ltd. Class A | 6,310,600 | 14,996 | ||||
| Foxconn Industrial Internet Co. Ltd. Class A | 10,367,592 | 14,902 | ||||
| Bank of Nanjing Co. Ltd. Class A | 8,487,248 | 14,859 | ||||
| Xinjiang Goldwind Science & Technology Co. Ltd. Class H | 10,422,811 | 14,814 | ||||
| China Northern Rare Earth Group High-Tech Co. Ltd. Class A | 3,115,000 | 14,793 | ||||
| *,1,2 | Weimob Inc. | 24,792,271 | 14,529 | |||
| China National Nuclear Power Co. Ltd. Class A | 13,531,431 | 14,505 | ||||
| China Communications Services Corp. Ltd. Class H | 31,552,404 | 14,370 | ||||
| Bank of Communications Co. Ltd. Class A (XSSC) | 18,632,591 | 14,314 | ||||
| * | Alibaba Pictures Group Ltd. | 169,249,081 | 14,281 | |||
| Unigroup Guoxin Microelectronics Co. Ltd. Class A | 515,074 | 14,231 | ||||
| China Everbright Bank Co. Ltd. Class H | 39,275,173 | 14,228 | ||||
| Trina Solar Co. Ltd. Class A | 1,842,464 | 13,974 | ||||
| *,1,2 | Haichang Ocean Park Holdings Ltd. | 20,675,000 | 13,842 | |||
| Postal Savings Bank of China Co. Ltd. Class A | 16,962,773 | 13,829 | ||||
22
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | iQIYI Inc. ADR | 3,876,858 | 13,802 | |||
| China Construction Bank Corp. Class A (XSSC) | 14,840,801 | 13,614 | ||||
| 2 | Dali Foods Group Co. Ltd. | 26,634,541 | 13,554 | |||
| China Merchants Securities Co. Ltd. Class A (XSSC) | 6,984,522 | 13,450 | ||||
| China Water Affairs Group Ltd. | 12,246,254 | 13,445 | ||||
| * | Brilliance China Automotive Holdings Ltd. | 17,741,481 | 13,254 | |||
| 1 | Jinke Smart Services Group Co. Ltd. Class H | 4,057,456 | 13,211 | |||
| China Pacific Insurance Group Co. Ltd. Class A (XSSC) | 4,211,572 | 13,204 | ||||
| AECC Aviation Power Co. Ltd. Class A | 2,318,306 | 13,200 | ||||
| China Suntien Green Energy Corp. Ltd. Class H | 23,216,729 | 13,106 | ||||
| Shenzhen International Holdings Ltd. | 12,201,377 | 13,068 | ||||
| Guangdong Haid Group Co. Ltd. Class A | 1,399,258 | 13,040 | ||||
| C&D International Investment Group Ltd. | 5,312,067 | 13,037 | ||||
| Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd. Class B | 14,092,118 | 12,883 | ||||
| CSC Financial Co. Ltd. Class A | 3,949,241 | 12,783 | ||||
| Zhejiang Huayou Cobalt Co. Ltd. Class A | 1,028,950 | 12,708 | ||||
| * | Beijing Capital International Airport Co. Ltd. Class H | 23,242,097 | 12,697 | |||
| China Life Insurance Co. Ltd. Class A | 3,308,778 | 12,689 | ||||
| China United Network Communications Ltd. Class A | 23,733,000 | 12,642 | ||||
| Shares | Market Value• ($000) | |||||
| Chongqing Rural Commercial Bank Co. Ltd. Class H | 32,507,373 | 12,623 | ||||
| Zhaojin Mining Industry Co. Ltd. Class H | 13,264,212 | 12,609 | ||||
| Bank of Shanghai Co. Ltd. Class A | 12,760,260 | 12,528 | ||||
| Zoomlion Heavy Industry Science & Technology Co. Ltd. Class H | 21,276,708 | 12,441 | ||||
| Bank of Beijing Co. Ltd. Class A | 17,982,114 | 12,431 | ||||
| China Minsheng Banking Corp. Ltd. Class A (XSSC) | 22,014,700 | 12,335 | ||||
| Henan Shuanghui Investment & Development Co. Ltd. Class A | 2,739,980 | 12,312 | ||||
| Daqin Railway Co. Ltd. Class A | 12,195,300 | 12,298 | ||||
| *,1,2 | Ping An Healthcare & Technology Co. Ltd. | 4,964,240 | 12,218 | |||
| Sungrow Power Supply Co. Ltd. Class A | 1,281,308 | 12,120 | ||||
| * | Shanghai International Airport Co. Ltd. Class A | 1,612,852 | 12,008 | |||
| Will Semiconductor Co. Ltd. Shanghai Class A | 529,031 | 11,930 | ||||
| * | Yihai Kerry Arawana Holdings Co. Ltd. Class A | 1,644,400 | 11,915 | |||
| Hollysys Automation Technologies Ltd. | 772,883 | 11,902 | ||||
| Poly Property Services Co. Ltd. Class H | 1,786,138 | 11,868 | ||||
| 2 | CSC Financial Co. Ltd. Class H | 12,880,096 | 11,858 | |||
| *,2 | Jinxin Fertility Group Ltd. | 18,915,290 | 11,856 | |||
| China Petroleum & Chemical Corp. Class A | 18,061,016 | 11,826 | ||||
| Citic Pacific Special Steel Group Co. Ltd. Class A | 4,343,547 | 11,800 | ||||
23
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Bank of Hangzhou Co. Ltd. Class A | 5,103,804 | 11,757 | ||||
| Greentown Service Group Co. Ltd. | 11,808,406 | 11,756 | ||||
| * | Seazen Group Ltd. | 27,797,400 | 11,741 | |||
| *,1 | China Eastern Airlines Corp. Ltd. Class H | 34,858,603 | 11,739 | |||
| Huaxia Bank Co. Ltd. Class A | 14,236,134 | 11,735 | ||||
| *,1,2 | Linklogis Inc. Class B | 12,175,000 | 11,617 | |||
| *,1,2 | Akeso Inc. | 6,159,948 | 11,492 | |||
| Iflytek Co. Ltd. Class A | 2,067,850 | 11,482 | ||||
| 2 | China Resources Pharmaceutical Group Ltd. | 21,705,081 | 11,438 | |||
| Imeik Technology Development Co. Ltd. Class A | 146,200 | 11,373 | ||||
| Beijing Kingsoft Office Software Inc. Class A | 400,050 | 11,367 | ||||
| China Datang Corp. Renewable Power Co. Ltd. Class H | 29,798,000 | 11,264 | ||||
| * | China Southern Airlines Co. Ltd. Class H | 20,124,639 | 11,239 | |||
| * | COFCO Joycome Foods Ltd. | 27,535,315 | 11,204 | |||
| China Yongda Automobiles Services Holdings Ltd. | 12,039,216 | 11,164 | ||||
| Lao Feng Xiang Co. Ltd. Class B | 3,471,953 | 11,161 | ||||
| Focus Media Information Technology Co. Ltd. Class A | 12,698,972 | 11,152 | ||||
| *,2 | 3SBio Inc. | 15,799,658 | 11,147 | |||
| Grand Pharmaceutical Group Ltd. | 18,157,148 | 11,122 | ||||
| Xinyi Energy Holdings Ltd. | 20,570,625 | 11,003 | ||||
| Yunnan Baiyao Group Co. Ltd. Class A | 953,597 | 10,988 | ||||
| Walvax Biotechnology Co. Ltd. Class A | 1,367,465 | 10,985 | ||||
| Shares | Market Value• ($000) | |||||
| * | Shanghai Fudan Microelectronics Group Co. Ltd. Class H | 3,740,072 | 10,934 | |||
| *,2 | InnoCare Pharma Ltd. | 7,824,009 | 10,831 | |||
| Xinte Energy Co. Ltd. Class H | 4,966,800 | 10,789 | ||||
| 1,3 | Shimao Group Holdings Ltd. | 19,108,207 | 10,763 | |||
| * | Yangzijiang Financial Holding Pte. Ltd. | 27,256,588 | 10,741 | |||
| Sany Heavy Equipment International Holdings Co. Ltd. | 11,311,918 | 10,657 | ||||
| Power Construction Corp. of China Ltd. Class A | 9,124,409 | 10,640 | ||||
| CIFI Ever Sunshine Services Group Ltd. | 7,995,752 | 10,590 | ||||
| China Everbright Ltd. | 11,045,509 | 10,584 | ||||
| GF Securities Co. Ltd. Class A (XSEC) | 4,382,575 | 10,550 | ||||
| Hello Group Inc. ADR | 1,978,362 | 10,525 | ||||
| Sinotruk Hong Kong Ltd. | 8,694,583 | 10,516 | ||||
| *,1,2 | CanSino Biologics Inc. Class H | 989,777 | 10,503 | |||
| * | Shanghai Putailai New Energy Technology Co. Ltd. Class A | 590,481 | 10,477 | |||
| Wingtech Technology Co. Ltd. Class A | 1,061,446 | 10,445 | ||||
| Gigadevice Semiconductor Beijing Inc. Class A | 559,474 | 10,412 | ||||
| * | China Energy Engineering Corp. Ltd. | 28,206,542 | 10,274 | |||
| Chongqing Changan Automobile Co. Ltd. Class B | 21,964,663 | 10,240 | ||||
| *,1 | Differ Group Holding Co. Ltd. | 39,032,000 | 10,202 | |||
24
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Guotai Junan Securities Co. Ltd. Class A (XSSC) | 4,641,900 | 10,196 | ||||
| Sinopec Engineering Group Co. Ltd. Class H | 18,991,468 | 9,924 | ||||
| Orient Securities Co. Ltd. Class A (XSSC) | 7,140,915 | 9,803 | ||||
| * | China Southern Airlines Co. Ltd. Class A | 9,950,500 | 9,775 | |||
| TBEA Co. Ltd. Class A | 3,341,407 | 9,707 | ||||
| China CITIC Bank Corp. Ltd. Class A (XSSC) | 12,601,084 | 9,584 | ||||
| * | Fufeng Group Ltd. | 18,940,759 | 9,489 | |||
| * | Guangzhou Tinci Materials Technology Co. Ltd. Class A | 840,226 | 9,426 | |||
| 1,3 | China Evergrande Group | 44,728,357 | 9,405 | |||
| *,1 | Ming Yuan Cloud Group Holdings Ltd. | 7,229,655 | 9,390 | |||
| * | Inner Mongolia BaoTou Steel Union Co. Ltd. Class A | 33,140,585 | 9,371 | |||
| Angang Steel Co. Ltd. Class H | 21,374,576 | 9,350 | ||||
| 2 | BAIC Motor Corp. Ltd. Class H | 29,897,118 | 9,336 | |||
| Yuexiu REIT | 23,320,319 | 9,315 | ||||
| SDIC Power Holdings Co. Ltd. Class A | 6,353,946 | 9,301 | ||||
| * | Skyworth Group Ltd. | 17,518,330 | 9,171 | |||
| COSCO SHIPPING Development Co. Ltd. Class H | 46,714,735 | 9,157 | ||||
| Sinopec Shanghai Petrochemical Co. Ltd. Class H | 48,902,159 | 9,149 | ||||
| *,1 | Golden Solar New Energy Technology Holdings Ltd. | 9,490,000 | 9,147 | |||
| * | Vnet Group Inc. ADR | 1,525,763 | 9,109 | |||
| China CSSC Holdings Ltd. Class A | 3,835,264 | 9,075 | ||||
| Shares | Market Value• ($000) | |||||
| Shenzhen Expressway Corp. Ltd. Class H | 8,805,005 | 9,055 | ||||
| SSY Group Ltd. | 18,359,409 | 9,019 | ||||
| Shanghai Industrial Holdings Ltd. | 6,108,605 | 8,998 | ||||
| China Overseas Grand Oceans Group Ltd. | 15,370,819 | 8,947 | ||||
| China Education Group Holdings Ltd. | 10,484,970 | 8,936 | ||||
| Huatai Securities Co. Ltd. Class A (XSSC) | 4,413,600 | 8,852 | ||||
| *,1,2 | Kintor Pharmaceutical Ltd. | 3,072,000 | 8,801 | |||
| China International Marine Containers Group Co. Ltd. Class H | 6,383,412 | 8,779 | ||||
| Zhejiang NHU Co. Ltd. Class A | 2,160,350 | 8,738 | ||||
| 1 | Agile Group Holdings Ltd. | 18,206,646 | 8,719 | |||
| Shenzhen Transsion Holdings Co. Ltd. Class A | 683,678 | 8,710 | ||||
| China Risun Group Ltd. | 17,208,000 | 8,663 | ||||
| *,1,2 | New Horizon Health Ltd. | 4,032,500 | 8,658 | |||
| 1,2 | Blue Moon Group Holdings Ltd. | 11,050,212 | 8,632 | |||
| Anhui Gujing Distillery Co. Ltd. Class A | 292,637 | 8,623 | ||||
| Mango Excellent Media Co. Ltd. Class A | 1,587,099 | 8,525 | ||||
| ZTE Corp. Class A (XSEC) | 2,345,564 | 8,518 | ||||
| SG Micro Corp. Class A | 203,011 | 8,510 | ||||
| Joinn Laboratories China Co. Ltd. Class A | 567,284 | 8,493 | ||||
| * | Advanced Micro-Fabrication Equipment Inc. China Class A | 538,796 | 8,484 | |||
| Montage Technology Co. Ltd. Class A | 970,014 | 8,480 | ||||
25
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Hengli Petrochemical Co. Ltd. Class A | 2,689,620 | 8,465 | ||||
| Gemdale Corp. Class A | 3,889,884 | 8,445 | ||||
| Ecovacs Robotics Co. Ltd. Class A | 515,840 | 8,377 | ||||
| Shanghai Fosun Pharmaceutical Group Co. Ltd. Class A (XSSC) | 1,291,799 | 8,354 | ||||
| Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. Class A | 1,100,325 | 8,328 | ||||
| * | Chongqing Brewery Co. Ltd. Class A | 440,789 | 8,326 | |||
| Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. Class H | 3,226,565 | 8,323 | ||||
| Yealink Network Technology Corp. Ltd. Class A | 707,915 | 8,305 | ||||
| Yonyou Network Technology Co. Ltd. Class A | 2,884,485 | 8,295 | ||||
| COSCO SHIPPING Energy Transportation Co. Ltd. Class H | 15,754,204 | 8,265 | ||||
| Haitong Securities Co. Ltd. Class A (XSSC) | 6,049,200 | 8,242 | ||||
| Metallurgical Corp. of China Ltd. Class A (XSSC) | 15,578,494 | 8,226 | ||||
| Changchun High & New Technology Industry Group Inc. Class A | 347,473 | 8,222 | ||||
| Shanghai International Port Group Co. Ltd. Class A | 9,178,900 | 8,219 | ||||
| 1 | Sihuan Pharmaceutical Holdings Group Ltd. | 52,038,627 | 8,214 | |||
| 2 | Legend Holdings Corp. Class H | 6,922,055 | 8,190 | |||
| Seazen Holdings Co. Ltd. Class A | 1,947,135 | 8,168 | ||||
| Satellite Chemical Co. Ltd. Class A | 1,487,820 | 8,096 | ||||
| Shares | Market Value• ($000) | |||||
| Shandong Hualu Hengsheng Chemical Co. Ltd. Class A | 1,780,446 | 8,090 | ||||
| CIMC Enric Holdings Ltd. | 7,707,940 | 8,087 | ||||
| Fu Shou Yuan International Group Ltd. | 11,701,144 | 8,081 | ||||
| Metallurgical Corp. of China Ltd. Class H | 31,331,874 | 8,022 | ||||
| China Oriental Group Co. Ltd. | 30,177,634 | 7,984 | ||||
| *,2 | Remegen Co. Ltd. Class H | 1,907,364 | 7,969 | |||
| * | Noah Holdings Ltd. ADR | 442,326 | 7,949 | |||
| * | New Hope Liuhe Co. Ltd. Class A | 3,737,099 | 7,909 | |||
| China Coal Energy Co. Ltd. Class A (XSSC) | 5,591,454 | 7,905 | ||||
| * | Guanghui Energy Co. Ltd. Class A | 5,873,900 | 7,882 | |||
| Huizhou Desay Sv Automotive Co. Ltd. Class A | 439,319 | 7,876 | ||||
| China BlueChemical Ltd. Class H | 22,820,021 | 7,844 | ||||
| China Zhenhua Group Science & Technology Co. Ltd. Class A | 492,000 | 7,828 | ||||
| China Jushi Co. Ltd. Class A | 3,294,388 | 7,797 | ||||
| * | Lifetech Scientific Corp. | 27,960,117 | 7,796 | |||
| *,2 | Alphamab Oncology | 7,693,090 | 7,773 | |||
| Shanghai Electric Group Co. Ltd. Class H | 31,802,808 | 7,744 | ||||
| Hangzhou Silan Microelectronics Co. Ltd. Class A | 1,235,028 | 7,719 | ||||
| Weichai Power Co. Ltd. Class A (XSEC) | 4,592,800 | 7,716 | ||||
| Huayu Automotive Systems Co. Ltd. Class A | 2,614,305 | 7,711 | ||||
| 2 | Ganfeng Lithium Co. Ltd. Class H | 640,695 | 7,669 | |||
| 1 | Guangzhou R&F Properties Co. Ltd. Class H | 20,597,108 | 7,646 | |||
26
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Fuyao Glass Industry Group Co. Ltd. Class A (XSSC) | 1,426,900 | 7,635 | ||||
| Huadong Medicine Co. Ltd. Class A | 1,481,763 | 7,606 | ||||
| Hangzhou Steam Turbine Co. Ltd. Class B | 4,434,453 | 7,592 | ||||
| Hundsun Technologies Inc. Class A | 1,309,347 | 7,528 | ||||
| Gemdale Properties & Investment Corp. Ltd. | 70,818,776 | 7,511 | ||||
| Suzhou Maxwell Technologies Co. Ltd. Class A | 148,691 | 7,484 | ||||
| Sinotrans Ltd. Class H | 24,685,965 | 7,460 | ||||
| *,1 | GOME Retail Holdings Ltd. | 153,640,715 | 7,442 | |||
| Flat Glass Group Co. Ltd. Class A | 1,214,265 | 7,384 | ||||
| * | 360 Security Technology Inc. Class A | 5,964,191 | 7,347 | |||
| * | Maxscend Microelectronics Co. Ltd. Class A | 263,941 | 7,336 | |||
| Yanlord Land Group Ltd. | 8,363,802 | 7,328 | ||||
| 2 | A-Living Smart City Services Co. Ltd. | 4,623,614 | 7,313 | |||
| 2 | China Railway Signal & Communication Corp. Ltd. Class H | 21,804,304 | 7,313 | |||
| FinVolution Group ADR | 1,940,561 | 7,297 | ||||
| Jiangsu King's Luck Brewery JSC Ltd. Class A | 1,070,369 | 7,234 | ||||
| Ninestar Corp. Class A | 1,172,864 | 7,223 | ||||
| *,2 | Luye Pharma Group Ltd. | 23,092,784 | 7,203 | |||
| 1 | Tianneng Power International Ltd. | 8,623,940 | 7,185 | |||
| Zhongyu Energy Holdings Ltd. | 8,163,297 | 7,170 | ||||
| GD Power Development Co. Ltd. Class A | 15,746,870 | 7,163 | ||||
| Shares | Market Value• ($000) | |||||
| TCL Technology Group Corp. Class A | 11,392,600 | 7,161 | ||||
| *,1 | China Ruyi Holdings Ltd. | 29,821,305 | 7,147 | |||
| Beijing Wantai Biological Pharmacy Enterprise Co. Ltd. Class A | 292,321 | 7,134 | ||||
| Shanxi Coking Coal Energy Group Co. Ltd. Class A | 3,357,006 | 7,102 | ||||
| *,1 | XD Inc. | 2,708,425 | 7,082 | |||
| Shenzhen Investment Ltd. | 32,629,394 | 7,039 | ||||
| China National Chemical Engineering Co. Ltd. Class A | 5,089,443 | 6,985 | ||||
| Jiangsu Zhongtian Technology Co. Ltd. Class A | 2,844,300 | 6,969 | ||||
| Sino-Ocean Group Holding Ltd. | 36,843,206 | 6,958 | ||||
| * | China Dili Group | 28,961,760 | 6,897 | |||
| China Reinsurance Group Corp. Class H | 79,026,513 | 6,890 | ||||
| Jiangsu Hengli Hydraulic Co. Ltd. Class A | 995,152 | 6,889 | ||||
| BOE Technology Group Co. Ltd. Class B (XSHE) | 14,446,955 | 6,860 | ||||
| PAX Global Technology Ltd. | 7,918,862 | 6,826 | ||||
| StarPower Semiconductor Ltd. Class A | 132,554 | 6,825 | ||||
| 3 | Shanghai Jin Jiang Capital Co. Ltd. Class H | 17,195,929 | 6,809 | |||
| Great Wall Motor Co. Ltd. Class A | 1,826,464 | 6,800 | ||||
| Tsingtao Brewery Co. Ltd. Class A (XSSC) | 522,758 | 6,794 | ||||
| 1 | Huadian Power International Corp. Ltd. Class H | 19,572,025 | 6,792 | |||
| Chaozhou Three-Circle Group Co. Ltd. Class A | 1,570,450 | 6,787 | ||||
| Digital China Holdings Ltd. | 14,420,111 | 6,784 | ||||
27
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| New China Life Insurance Co. Ltd. Class A (XSSC) | 1,499,391 | 6,745 | ||||
| Shenzhen Overseas Chinese Town Co. Ltd. Class A | 7,313,566 | 6,681 | ||||
| 1 | MINISO Group Holding Ltd. ADR | 906,938 | 6,666 | |||
| *,1,2 | Venus MedTech Hangzhou Inc. Class H | 3,621,134 | 6,648 | |||
| YTO Express Group Co. Ltd. Class A | 2,451,459 | 6,635 | ||||
| Lonking Holdings Ltd. | 23,975,026 | 6,619 | ||||
| Chongqing Changan Automobile Co. Ltd. Class A (XSEC) | 4,206,429 | 6,600 | ||||
| Everbright Securities Co. Ltd. Class A (XSSC) | 3,795,300 | 6,507 | ||||
| Founder Securities Co. Ltd. Class A | 7,050,700 | 6,500 | ||||
| 1,2 | Simcere Pharmaceutical Group Ltd. | 6,046,000 | 6,444 | |||
| Shanghai Jinjiang International Hotels Co. Ltd. Class B | 3,216,933 | 6,401 | ||||
| NetDragon Websoft Holdings Ltd. | 3,202,116 | 6,401 | ||||
| 2 | China Merchants Securities Co. Ltd. Class H | 6,174,268 | 6,386 | |||
| Ginlong Technologies Co. Ltd. Class A | 220,340 | 6,383 | ||||
| *,1 | Tuya Inc. ADR | 2,571,994 | 6,379 | |||
| Lens Technology Co. Ltd. Class A | 4,172,493 | 6,368 | ||||
| Sichuan Road & Bridge Co. Ltd. Class A | 4,028,150 | 6,353 | ||||
| CSG Holding Co. Ltd. Class B | 17,537,213 | 6,346 | ||||
| Ningbo Tuopu Group Co. Ltd. Class A | 806,887 | 6,307 | ||||
| Sun Art Retail Group Ltd. | 20,278,696 | 6,295 | ||||
| Shares | Market Value• ($000) | |||||
| Concord New Energy Group Ltd. | 68,121,231 | 6,270 | ||||
| Sichuan Chuantou Energy Co. Ltd. Class A | 3,754,376 | 6,261 | ||||
| * | Dada Nexus Ltd. ADR | 819,995 | 6,257 | |||
| Beijing New Building Materials plc Class A | 1,429,235 | 6,254 | ||||
| Hangzhou First Applied Material Co. Ltd. Class A | 447,960 | 6,223 | ||||
| China Resources Microelectronics Ltd. Class A | 852,624 | 6,220 | ||||
| JiuGui Liquor Co. Ltd. Class A | 275,000 | 6,209 | ||||
| CGN New Energy Holdings Co. Ltd. | 14,167,140 | 6,200 | ||||
| Jiangsu Eastern Shenghong Co. Ltd. Class A | 3,356,165 | 6,187 | ||||
| 1 | KWG Group Holdings Ltd. | 17,235,041 | 6,167 | |||
| China Resources Double Crane Pharmaceutical Co. Ltd. Class A | 1,359,654 | 6,160 | ||||
| Asymchem Laboratories Tianjin Co. Ltd. Class A | 152,640 | 6,140 | ||||
| *,1,2 | Zhou Hei Ya International Holdings Co. Ltd. | 11,898,504 | 6,124 | |||
| Shanxi Lu'an Environmental Energy Development Co. Ltd. Class A | 2,623,216 | 6,122 | ||||
| Poly Property Group Co. Ltd. | 24,291,084 | 6,103 | ||||
| Ningbo Shanshan Co. Ltd. Class A | 1,835,724 | 6,092 | ||||
| Huaneng Power International Inc. Class A (XSSC) | 5,500,576 | 6,023 | ||||
| 2 | Genertec Universal Medical Group Co. Ltd. | 9,333,181 | 5,996 | |||
| * | Shanxi Meijin Energy Co. Ltd. Class A | 3,805,900 | 5,961 | |||
| Guosen Securities Co. Ltd. Class A | 4,073,510 | 5,950 | ||||
28
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Livzon Pharmaceutical Group Inc. Class H | 1,759,809 | 5,922 | ||||
| Industrial Securities Co. Ltd. Class A | 6,020,700 | 5,894 | ||||
| Shenzhen Kangtai Biological Products Co. Ltd. Class A | 601,438 | 5,881 | ||||
| *,1 | Helens International Holdings Co. Ltd. | 4,262,000 | 5,865 | |||
| Zhejiang Dahua Technology Co. Ltd. Class A | 2,320,293 | 5,830 | ||||
| * | Gotion High-tech Co. Ltd. Class A | 1,440,600 | 5,797 | |||
| Tong Ren Tang Technologies Co. Ltd. Class H | 7,596,181 | 5,781 | ||||
| *,1 | Canaan Inc. ADR | 1,517,087 | 5,765 | |||
| * | Sohu.com Ltd. ADR | 371,427 | 5,750 | |||
| Ming Yang Smart Energy Group Ltd. Class A | 1,725,183 | 5,722 | ||||
| *,1 | Yeahka Ltd. | 2,196,927 | 5,715 | |||
| Datang International Power Generation Co. Ltd. Class H | 35,453,794 | 5,703 | ||||
| * | Amlogic Shanghai Co. Ltd. Class A | 347,362 | 5,647 | |||
| * | Topchoice Medical Corp. Class A | 286,179 | 5,533 | |||
| ENN Natural Gas Co. Ltd. Class A | 2,230,363 | 5,518 | ||||
| Hithink RoyalFlush Information Network Co. Ltd. Class A | 446,131 | 5,507 | ||||
| Bloomage Biotechnology Corp. Ltd. Class A | 270,250 | 5,490 | ||||
| *,1,2 | Yidu Tech Inc. | 5,281,698 | 5,489 | |||
| Beijing Jingneng Clean Energy Co. Ltd. Class H | 21,529,730 | 5,486 | ||||
| * | Hainan Meilan International Airport Co. Ltd. | 2,890,686 | 5,465 | |||
| 1,2 | Shimao Services Holdings Ltd. | 10,283,563 | 5,427 | |||
| Shares | Market Value• ($000) | |||||
| Jiangsu Yangnong Chemical Co. Ltd. Class A | 273,700 | 5,421 | ||||
| 1 | Tiangong International Co. Ltd. | 16,425,917 | 5,417 | |||
| LB Group Co. Ltd. Class A | 1,970,200 | 5,417 | ||||
| 2 | Orient Securities Co. Ltd. Class H | 8,962,155 | 5,403 | |||
| Ningbo Ronbay New Energy Technology Co. Ltd. Class A | 391,033 | 5,401 | ||||
| Hoshine Silicon Industry Co. Ltd. Class A | 450,880 | 5,384 | ||||
| Zhejiang Chint Electrics Co. Ltd. Class A | 1,094,902 | 5,363 | ||||
| * | Chengxin Lithium Group Co. Ltd. Class A | 804,870 | 5,348 | |||
| Shijiazhuang Yiling Pharmaceutical Co. Ltd. Class A | 1,407,946 | 5,327 | ||||
| * | Li Auto Inc. Class A | 455,181 | 5,320 | |||
| Shandong Chenming Paper Holdings Ltd. Class B | 14,771,945 | 5,306 | ||||
| * | Shenzhen Dynanonic Co. Ltd. Class A | 79,100 | 5,262 | |||
| Youngor Group Co. Ltd. Class A | 5,088,600 | 5,254 | ||||
| Shanghai Electric Group Co. Ltd. Class A (XSSC) | 9,064,035 | 5,253 | ||||
| Shanghai Yuyuan Tourist Mart Group Co. Ltd. | 3,861,168 | 5,250 | ||||
| Dongfang Electric Corp. Ltd. Class A (XSSC) | 2,748,300 | 5,197 | ||||
| AVIC Industry-Finance Holdings Co. Ltd. Class A | 8,920,695 | 5,180 | ||||
| Yonghui Superstores Co. Ltd. Class A | 7,723,581 | 5,167 | ||||
| 2 | Midea Real Estate Holding Ltd. | 2,701,735 | 5,145 | |||
| Rongsheng Petrochemical Co. Ltd. Class A | 2,493,564 | 5,141 | ||||
29
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Aluminum Corp. of China Ltd. Class A | 7,237,000 | 5,137 | |||
| Yuexiu Transport Infrastructure Ltd. | 8,016,863 | 5,116 | ||||
| BBMG Corp. Class H | 31,020,374 | 5,076 | ||||
| China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. Class A | 906,386 | 5,060 | ||||
| Guangdong Provincial Expressway Development Co. Ltd. Class B | 6,655,836 | 5,006 | ||||
| Zhejiang Sanhua Intelligent Controls Co. Ltd. Class A | 1,988,617 | 5,005 | ||||
| Shanghai Jinqiao Export Processing Zone Development Co. Ltd. Class B | 5,197,843 | 4,995 | ||||
| Yantai Changyu Pioneer Wine Co. Ltd. Class B | 3,483,537 | 4,985 | ||||
| Zhuguang Holdings Group Co. Ltd. | 27,194,993 | 4,958 | ||||
| * | Niu Technologies ADR | 519,110 | 4,957 | |||
| *,1 | Kingsoft Cloud Holdings Ltd. ADR | 1,366,254 | 4,946 | |||
| Hubei Xingfa Chemicals Group Co. Ltd. Class A | 1,025,800 | 4,932 | ||||
| YongXing Special Materials Technology Co. Ltd. Class A | 317,600 | 4,925 | ||||
| Suzhou TA&A Ultra Clean Technology Co. Ltd. Class A | 537,441 | 4,923 | ||||
| Western Superconducting Technologies Co. Ltd. Class A | 400,074 | 4,920 | ||||
| 1 | Maanshan Iron & Steel Co. Ltd. Class H | 12,514,000 | 4,893 | |||
| Xiamen C & D Inc. Class A | 2,237,200 | 4,889 | ||||
| * | Zhejiang Century Huatong Group Co. Ltd. Class A | 6,807,400 | 4,886 | |||
| Shares | Market Value• ($000) | |||||
| 2 | Sunac Services Holdings Ltd. | 8,960,777 | 4,884 | |||
| Shandong Nanshan Aluminum Co. Ltd. Class A | 9,985,735 | 4,869 | ||||
| Guangzhou Kingmed Diagnostics Group Co. Ltd. Class A | 393,957 | 4,845 | ||||
| By-health Co. Ltd. Class A | 1,585,200 | 4,803 | ||||
| Thunder Software Technology Co. Ltd. Class A | 341,928 | 4,797 | ||||
| Bank of Jiangsu Co. Ltd. Class A | 4,341,984 | 4,797 | ||||
| 1 | China Modern Dairy Holdings Ltd. | 32,817,606 | 4,776 | |||
| Shandong Sun Paper Industry JSC Ltd. Class A | 2,540,900 | 4,722 | ||||
| SooChow Securities Co. Ltd. Class A | 4,608,877 | 4,709 | ||||
| Xiamen Faratronic Co. Ltd. Class A | 214,020 | 4,708 | ||||
| XCMG Construction Machinery Co. Ltd. Class A | 6,259,700 | 4,687 | ||||
| Zhejiang Jiuzhou Pharmaceutical Co. Ltd. Class A | 655,665 | 4,650 | ||||
| AVIC Electromechanical Systems Co. Ltd. Class A | 3,107,700 | 4,637 | ||||
| * | SOHO China Ltd. | 25,371,205 | 4,636 | |||
| *,1,2 | Angelalign Technology Inc. | 329,006 | 4,629 | |||
| Wuhan Guide Infrared Co. Ltd. Class A | 1,987,279 | 4,613 | ||||
| Sinoma Science & Technology Co. Ltd. Class A | 1,513,872 | 4,612 | ||||
| Shengyi Technology Co. Ltd. Class A | 1,830,600 | 4,602 | ||||
| * | National Silicon Industry Group Co. Ltd. Class A | 1,467,999 | 4,586 | |||
| Tongkun Group Co. Ltd. Class A | 1,995,960 | 4,570 | ||||
30
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Ningxia Baofeng Energy Group Co. Ltd. Class A | 2,149,360 | 4,564 | ||||
| Sunwoda Electronic Co. Ltd. Class A | 1,375,504 | 4,550 | ||||
| Inner Mongolia Junzheng Energy & Chemical Industry Group Co. Ltd. Class A | 6,899,200 | 4,548 | ||||
| * | Yunnan Aluminium Co. Ltd. Class A | 2,906,900 | 4,546 | |||
| Yunnan Botanee Bio-Technology Group Co. Ltd. Class A | 152,600 | 4,543 | ||||
| West China Cement Ltd. | 28,882,756 | 4,542 | ||||
| *,2 | Peijia Medical Ltd. | 5,321,915 | 4,538 | |||
| * | Hongfa Technology Co. Ltd. Class A | 621,109 | 4,531 | |||
| * | Jiangxi Special Electric Motor Co. Ltd. Class A | 1,490,800 | 4,525 | |||
| JCET Group Co. Ltd. Class A | 1,395,781 | 4,521 | ||||
| Pingdingshan Tianan Coal Mining Co. Ltd. Class A | 2,063,100 | 4,507 | ||||
| Ningbo Deye Technology Co. Ltd. Class A | 134,250 | 4,460 | ||||
| * | CMGE Technology Group Ltd. | 16,946,000 | 4,447 | |||
| Beijing United Information Technology Co. Ltd. Class A | 305,012 | 4,439 | ||||
| Jason Furniture Hangzhou Co. Ltd. Class A | 504,884 | 4,428 | ||||
| Angel Yeast Co. Ltd. Class A | 762,500 | 4,425 | ||||
| 37 Interactive Entertainment Network Technology Group Co. Ltd. Class A | 1,218,600 | 4,413 | ||||
| Ningbo Zhoushan Port Co. Ltd. Class A | 7,467,746 | 4,408 | ||||
| Consun Pharmaceutical Group Ltd. | 7,539,994 | 4,394 | ||||
| Sichuan Swellfun Co. Ltd. Class A | 411,620 | 4,376 | ||||
| Shares | Market Value• ($000) | |||||
| Yangzhou Yangjie Electronic Technology Co. Ltd. Class A | 423,300 | 4,366 | ||||
| Hunan Valin Steel Co. Ltd. Class A | 4,963,640 | 4,352 | ||||
| * | Inner Mongolia Yuan Xing Energy Co. Ltd. Class A | 3,394,230 | 4,331 | |||
| * | Chifeng Jilong Gold Mining Co. Ltd. Class A | 1,555,200 | 4,320 | |||
| Changjiang Securities Co. Ltd. Class A | 5,169,432 | 4,315 | ||||
| Beijing Roborock Technology Co. Ltd. Class A | 49,727 | 4,310 | ||||
| Beijing Easpring Material Technology Co. Ltd. Class A | 430,000 | 4,309 | ||||
| Ovctek China Inc. Class A | 771,904 | 4,308 | ||||
| Inspur Electronic Information Industry Co. Ltd. Class A | 1,157,552 | 4,303 | ||||
| Shanghai RAAS Blood Products Co. Ltd. Class A | 5,258,579 | 4,295 | ||||
| * | HUYA Inc. ADR | 1,036,799 | 4,282 | |||
| Shanxi Taigang Stainless Steel Co. Ltd. Class A | 4,751,604 | 4,251 | ||||
| China SCE Group Holdings Ltd. | 23,690,345 | 4,239 | ||||
| Ningbo Orient Wires & Cables Co. Ltd. Class A | 595,600 | 4,229 | ||||
| Changzhou Xingyu Automotive Lighting Systems Co. Ltd. Class A | 218,360 | 4,214 | ||||
| Zoomlion Heavy Industry Science & Technology Co. Ltd. Class A (XSEC) | 4,815,979 | 4,210 | ||||
| Wens Foodstuffs Group Co. Ltd. Class A | 1,487,855 | 4,201 | ||||
| * | I-Mab ADR | 334,949 | 4,200 | |||
| Hangzhou Robam Appliances Co. Ltd. Class A | 900,362 | 4,193 | ||||
| GEM Co. Ltd. Class A | 4,123,920 | 4,181 | ||||
31
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Tongling Nonferrous Metals Group Co. Ltd. Class A | 7,994,606 | 4,179 | ||||
| *,3 | Luxi Chemical Group Co. Ltd. Class A | 1,529,900 | 4,159 | |||
| 1 | Logan Group Co. Ltd. | 13,304,195 | 4,139 | |||
| Songcheng Performance Development Co. Ltd. Class A | 2,193,570 | 4,136 | ||||
| Guoyuan Securities Co. Ltd. Class A | 4,548,540 | 4,134 | ||||
| Weifu High-Technology Group Co. Ltd. Class B | 2,019,242 | 4,121 | ||||
| COSCO SHIPPING Energy Transportation Co. Ltd. Class A (XSSC) | 3,458,000 | 4,120 | ||||
| Huaibei Mining Holdings Co. Ltd. Class A | 1,926,098 | 4,116 | ||||
| Hubei Energy Group Co. Ltd. Class A | 6,602,867 | 4,093 | ||||
| Suzhou Dongshan Precision Manufacturing Co. Ltd. Class A | 1,613,000 | 4,087 | ||||
| Inner Mongolia ERDOS Resources Co. Ltd. Class A | 951,449 | 4,087 | ||||
| Anjoy Foods Group Co. Ltd. Class A | 208,657 | 4,084 | ||||
| Guangdong Electric Power Development Co. Ltd. Class B | 15,855,512 | 4,079 | ||||
| * | Suning.com Co. Ltd. Class A | 8,350,048 | 4,079 | |||
| China Resources Medical Holdings Co. Ltd. | 7,337,335 | 4,071 | ||||
| Gongniu Group Co. Ltd. Class A | 188,496 | 4,070 | ||||
| Anhui Expressway Co. Ltd. Class A | 3,720,033 | 4,061 | ||||
| Shenzhen Energy Group Co. Ltd. Class A | 4,598,857 | 4,044 | ||||
| Shares | Market Value• ($000) | |||||
| China Molybdenum Co. Ltd. Class A (XSSC) | 5,727,400 | 4,017 | ||||
| Shanghai Mechanical & Electrical Industry Co. Ltd. Class B | 3,604,839 | 3,996 | ||||
| Wuxi Shangji Automation Co. Ltd. Class A | 216,400 | 3,970 | ||||
| Financial Street Holdings Co. Ltd. Class A | 4,058,405 | 3,963 | ||||
| *,2 | China Renaissance Holdings Ltd. | 3,145,000 | 3,960 | |||
| AECC Aero-Engine Control Co. Ltd. Class A | 1,098,400 | 3,958 | ||||
| Shanghai Jinjiang International Hotels Co. Ltd. Class A | 488,500 | 3,956 | ||||
| China Harmony Auto Holding Ltd. | 8,431,814 | 3,947 | ||||
| Zhejiang Juhua Co. Ltd. Class A | 2,308,646 | 3,945 | ||||
| COSCO SHIPPING Development Co. Ltd. Class A (XSSC) | 8,475,872 | 3,943 | ||||
| Huafon Chemical Co. Ltd. Class A | 3,361,005 | 3,941 | ||||
| Shanghai Lingang Holdings Corp. Ltd. Class A | 2,041,445 | 3,938 | ||||
| Guangzhou Baiyunshan Pharmaceutical Holdings Co. Ltd. Class A (XSSC) | 895,516 | 3,936 | ||||
| * | Bilibili Inc. ADR | 161,629 | 3,934 | |||
| Yifeng Pharmacy Chain Co. Ltd. Class A | 707,818 | 3,933 | ||||
| * | Sinofert Holdings Ltd. | 23,574,198 | 3,931 | |||
| 1 | Dongfang Electric Corp. Ltd. Class H | 3,643,592 | 3,919 | |||
| KWG Living Group Holdings Ltd. | 10,359,701 | 3,898 | ||||
| Sinopec Kantons Holdings Ltd. | 11,418,700 | 3,885 | ||||
| 3 | Henan Shenhuo Coal & Power Co. Ltd. Class A | 2,137,600 | 3,885 | |||
32
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Bank of Changsha Co. Ltd. Class A | 3,456,600 | 3,880 | ||||
| Hengyi Petrochemical Co. Ltd. Class A | 3,349,140 | 3,861 | ||||
| * | Yunnan Tin Co. Ltd. Class A | 1,429,273 | 3,850 | |||
| Greenland Holdings Corp. Ltd. Class A | 5,282,299 | 3,842 | ||||
| Hualan Biological Engineering Inc. Class A | 1,526,255 | 3,841 | ||||
| Shenzhen Salubris Pharmaceuticals Co. Ltd. Class A | 1,104,127 | 3,829 | ||||
| Jafron Biomedical Co. Ltd. Class A | 611,926 | 3,820 | ||||
| First Capital Securities Co. Ltd. Class A | 4,579,200 | 3,820 | ||||
| 2 | Hangzhou Tigermed Consulting Co. Ltd. Class H | 394,048 | 3,819 | |||
| SDIC Capital Co. Ltd. Class A | 3,945,860 | 3,815 | ||||
| *,1,2 | Mobvista Inc. | 5,913,000 | 3,792 | |||
| Yantai Jereh Oilfield Services Group Co. Ltd. Class A | 811,173 | 3,788 | ||||
| Chongqing Fuling Zhacai Group Co. Ltd. Class A | 717,079 | 3,776 | ||||
| Lepu Medical Technology Beijing Co. Ltd. Class A | 1,467,448 | 3,775 | ||||
| Zhejiang Weixing New Building Materials Co. Ltd. Class A | 1,312,840 | 3,764 | ||||
| Shoucheng Holdings Ltd. | 27,514,925 | 3,757 | ||||
| Sinomine Resource Group Co. Ltd. Class A | 303,184 | 3,757 | ||||
| * | Sichuan Hebang Biotechnology Co. Ltd. Class A | 7,881,700 | 3,753 | |||
| Zhejiang Longsheng Group Co. Ltd. Class A | 2,456,400 | 3,739 | ||||
| * | Youngy Co. Ltd. Class A | 239,400 | 3,739 | |||
| *,3 | China Zhongwang Holdings Ltd. | 17,459,813 | 3,738 | |||
| Shares | Market Value• ($000) | |||||
| Bank of Chongqing Co. Ltd. Class H | 6,595,603 | 3,734 | ||||
| Sailun Group Co. Ltd. Class A | 2,556,164 | 3,712 | ||||
| China Greatwall Technology Group Co. Ltd. Class A | 2,729,700 | 3,707 | ||||
| Zhejiang Supor Co. Ltd. Class A | 445,175 | 3,704 | ||||
| * | Shanghai Zhenhua Heavy Industries Co. Ltd. Class B | 14,924,161 | 3,701 | |||
| Beijing Dabeinong Technology Group Co. Ltd. Class A | 3,422,600 | 3,701 | ||||
| 1,2 | Shandong Gold Mining Co. Ltd. Class H | 2,000,703 | 3,695 | |||
| * | Beijing Yuanliu Hongyuan Electronic Technology Co. Ltd. Class A | 208,535 | 3,694 | |||
| * | Kuang-Chi Technologies Co. Ltd. Class A | 1,843,500 | 3,684 | |||
| * | Lingyi iTech Guangdong Co. Class A | 5,715,900 | 3,675 | |||
| China Zheshang Bank Co. Ltd. Class A | 7,332,100 | 3,675 | ||||
| Shanghai Chlor-Alkali Chemical Co. Ltd. Class B | 5,370,897 | 3,672 | ||||
| 2 | Pharmaron Beijing Co. Ltd. Class H | 292,300 | 3,672 | |||
| * | Shenzhen Kedali Industry Co. Ltd. Class A | 200,605 | 3,670 | |||
| * | Huangshan Tourism Development Co. Ltd. Class B | 5,057,178 | 3,669 | |||
| * | LexinFintech Holdings Ltd. ADR | 1,432,199 | 3,666 | |||
| Huaxin Cement Co. Ltd. Class A (XSSC) | 1,098,881 | 3,630 | ||||
| Hisense Home Appliances Group Co. Ltd. | 3,721,464 | 3,616 | ||||
| * | Huaxin Cement Co. Ltd. Class H | 1,942,533 | 3,614 | |||
33
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Oppein Home Group Inc. Class A | 205,000 | 3,612 | ||||
| Ingenic Semiconductor Co. Ltd. Class A | 323,446 | 3,601 | ||||
| Dongxing Securities Co. Ltd. Class A | 2,900,222 | 3,595 | ||||
| Wuchan Zhongda Group Co. Ltd. Class A | 4,822,385 | 3,595 | ||||
| Beijing Shiji Information Technology Co. Ltd. Class A | 1,317,680 | 3,572 | ||||
| Zhuhai Huafa Properties Co. Ltd. Class A | 3,082,200 | 3,568 | ||||
| Q Technology Group Co. Ltd. | 5,068,379 | 3,566 | ||||
| 1,2 | Shanghai Haohai Biological Technology Co. Ltd. Class H | 780,282 | 3,565 | |||
| * | NavInfo Co. Ltd. Class A | 1,898,919 | 3,553 | |||
| Huadian Power International Corp. Ltd. Class A (XSSC) | 6,238,600 | 3,518 | ||||
| 2 | China New Higher Education Group Ltd. | 10,036,112 | 3,517 | |||
| Greatview Aseptic Packaging Co. Ltd. | 12,929,754 | 3,515 | ||||
| Zhuzhou CRRC Times Electric Co. Ltd. Class A | 476,124 | 3,514 | ||||
| Skshu Paint Co. Ltd. Class A | 313,421 | 3,511 | ||||
| Hesteel Co. Ltd. Class A | 9,894,043 | 3,480 | ||||
| * | BTG Hotels Group Co. Ltd. Class A | 981,188 | 3,479 | |||
| * | TCL Electronics Holdings Ltd. | 7,655,732 | 3,463 | |||
| Xinhua Winshare Publishing & Media Co. Ltd. Class H | 4,867,892 | 3,463 | ||||
| China South Publishing & Media Group Co. Ltd. Class A | 2,364,461 | 3,441 | ||||
| Times China Holdings Ltd. | 9,678,559 | 3,432 | ||||
| Shares | Market Value• ($000) | |||||
| Tian Lun Gas Holdings Ltd. | 5,785,520 | 3,395 | ||||
| * | Pangang Group Vanadium Titanium & Resources Co. Ltd. Class A | 7,263,305 | 3,392 | |||
| Bethel Automotive Safety Systems Co. Ltd. Class A | 392,700 | 3,383 | ||||
| Westone Information Industry Inc. Class A | 707,989 | 3,378 | ||||
| Western Mining Co. Ltd. Class A | 1,893,667 | 3,377 | ||||
| 1 | Kangji Medical Holdings Ltd. | 3,668,782 | 3,377 | |||
| Tianshui Huatian Technology Co. Ltd. Class A | 2,627,745 | 3,374 | ||||
| Hangzhou Binjiang Real Estate Group Co. Ltd. Class A | 2,706,033 | 3,373 | ||||
| *,1,3 | Kaisa Group Holdings Ltd. | 31,448,882 | 3,367 | |||
| Shenzhen Capchem Technology Co. Ltd. Class A | 335,935 | 3,366 | ||||
| * | Asia - Potash International Investment Guangzhou Co. Ltd. Class A | 626,200 | 3,363 | |||
| Zhejiang China Commodities City Group Co. Ltd. Class A | 4,370,600 | 3,362 | ||||
| Beijing Tiantan Biological Products Corp. Ltd. Class A | 1,131,615 | 3,362 | ||||
| Tangshan Jidong Cement Co. Ltd. Class A | 2,062,700 | 3,352 | ||||
| Fangda Carbon New Material Co. Ltd. Class A | 3,147,945 | 3,349 | ||||
| Proya Cosmetics Co. Ltd. Class A | 109,632 | 3,346 | ||||
| Humanwell Healthcare Group Co. Ltd. Class A | 1,415,300 | 3,342 | ||||
| Shanghai Medicilon Inc. Class A | 57,784 | 3,340 | ||||
34
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Haohua Chemical Science & Technology Co. Ltd. | 678,900 | 3,339 | ||||
| AVICOPTER plc Class A | 517,991 | 3,333 | ||||
| 2 | Archosaur Games Inc. | 3,518,676 | 3,330 | |||
| Xinjiang Tianshan Cement Co. Ltd. Class A | 1,809,680 | 3,329 | ||||
| * | DouYu International Holdings Ltd. ADR | 1,878,388 | 3,325 | |||
| Sichuan Yahua Industrial Group Co. Ltd. Class A | 836,600 | 3,324 | ||||
| Keda Industrial Group Co. Ltd. | 1,549,041 | 3,322 | ||||
| Shenghe Resources Holding Co. Ltd. Class A | 1,403,500 | 3,315 | ||||
| *,1 | EHang Holdings Ltd. ADR | 392,847 | 3,304 | |||
| * | Sichuan New Energy Power Co. Ltd. | 1,309,607 | 3,275 | |||
| Hengtong Optic-electric Co. Ltd. Class A | 2,157,360 | 3,272 | ||||
| Western Securities Co. Ltd. Class A | 3,483,344 | 3,271 | ||||
| Tianjin Capital Environmental Protection Group Co. Ltd. Class A (XSSC) | 3,261,275 | 3,267 | ||||
| Zhefu Holding Group Co. Ltd. Class A | 4,826,150 | 3,260 | ||||
| Shanghai Huayi Group Co. Ltd. Class B | 4,479,735 | 3,252 | ||||
| Tofflon Science & Technology Group Co. Ltd. Class A | 617,400 | 3,252 | ||||
| Jizhong Energy Resources Co. Ltd. Class A | 2,849,376 | 3,246 | ||||
| Southwest Securities Co. Ltd. Class A | 5,775,609 | 3,244 | ||||
| *,1,2 | Ascentage Pharma Group International | 1,904,028 | 3,242 | |||
| Shares | Market Value• ($000) | |||||
| Bank of Chengdu Co. Ltd. Class A | 1,269,227 | 3,214 | ||||
| Jinke Properties Group Co. Ltd. Class A | 4,716,739 | 3,202 | ||||
| Wuxi Lead Intelligent Equipment Co. Ltd. Class A | 484,637 | 3,202 | ||||
| SPIC Dongfang New Energy Corp. Class A | 4,905,894 | 3,202 | ||||
| Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd. Class B | 3,176,313 | 3,197 | ||||
| * | Shanghai Junshi Biosciences Co. Ltd. Class A | 221,954 | 3,194 | |||
| G-bits Network Technology Xiamen Co. Ltd. Class A | 62,649 | 3,187 | ||||
| Weihai Guangwei Composites Co. Ltd. Class A | 423,740 | 3,185 | ||||
| *,2,3 | CStone Pharmaceuticals | 4,959,376 | 3,185 | |||
| Sichuan Kelun Pharmaceutical Co. Ltd. Class A | 1,236,731 | 3,175 | ||||
| Shanghai Electric Power Co. Ltd. Class A | 2,367,208 | 3,174 | ||||
| Shan Xi Hua Yang Group New Energy Co. Ltd. Class A | 2,022,400 | 3,172 | ||||
| Zhejiang Wolwo Bio-Pharmaceutical Co. Ltd. Class A | 511,952 | 3,170 | ||||
| Shanxi Securities Co. Ltd. Class A | 4,162,379 | 3,143 | ||||
| Joincare Pharmaceutical Group Industry Co. Ltd. Class A | 1,865,496 | 3,139 | ||||
| Bank of Guiyang Co. Ltd. Class A | 3,375,900 | 3,139 | ||||
| Shanghai M&G Stationery Inc. Class A | 433,200 | 3,138 | ||||
| 2 | Yangtze Optical Fibre & Cable Joint Stock Ltd. Co. Class H | 2,419,401 | 3,137 | |||
| * | Yintai Gold Co. Ltd. Class A | 2,218,400 | 3,128 | |||
35
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Liaoning Port Co. Ltd. Class A | 12,384,565 | 3,127 | ||||
| *,1 | Comba Telecom Systems Holdings Ltd. | 18,606,993 | 3,124 | |||
| *,1,2 | Ascletis Pharma Inc. | 5,828,704 | 3,124 | |||
| Sinolink Securities Co. Ltd. Class A | 2,512,146 | 3,119 | ||||
| Kingfa Sci & Tech Co. Ltd. Class A | 2,489,700 | 3,109 | ||||
| Livzon Pharmaceutical Group Inc. Class A (XSEC) | 617,543 | 3,108 | ||||
| Chacha Food Co. Ltd. Class A | 386,978 | 3,106 | ||||
| Nanjing King-Friend Biochemical Pharmaceutical Co. Ltd. Class A | 796,234 | 3,104 | ||||
| Guangxi Guiguan Electric Power Co. Ltd. Class A | 3,599,184 | 3,100 | ||||
| Hengdian Group DMEGC Magnetics Co. Ltd. Class A | 1,347,100 | 3,098 | ||||
| * | Longshine Technology Group Co. Ltd. Class A | 970,856 | 3,071 | |||
| Shenzhen Senior Technology Material Co. Ltd. Class A | 967,421 | 3,070 | ||||
| Apeloa Pharmaceutical Co. Ltd. Class A | 1,088,400 | 3,066 | ||||
| China Shineway Pharmaceutical Group Ltd. | 3,751,854 | 3,065 | ||||
| Shanghai Pharmaceuticals Holding Co. Ltd. Class A (XSSC) | 1,152,367 | 3,064 | ||||
| *,2 | Ocumension Therapeutics | 2,551,000 | 3,063 | |||
| Jointown Pharmaceutical Group Co. Ltd. Class A | 1,571,414 | 3,049 | ||||
| Sealand Securities Co. Ltd. Class A | 5,956,200 | 3,019 | ||||
| * | Dazhong Transportation Group Co. Ltd. Class B | 10,955,524 | 3,018 | |||
| Shares | Market Value• ($000) | |||||
| Daan Gene Co. Ltd. Class A | 1,104,270 | 3,009 | ||||
| Xiamen Tungsten Co. Ltd. Class A | 1,266,791 | 3,001 | ||||
| Shanghai Jahwa United Co. Ltd. Class A | 636,655 | 2,996 | ||||
| * | Youdao Inc. ADR | 416,089 | 2,996 | |||
| Hebei Hengshui Laobaigan Liquor Co. Ltd. Class A | 923,000 | 2,993 | ||||
| Avary Holding Shenzhen Co. Ltd. Class A | 675,240 | 2,991 | ||||
| TangShan Port Group Co. Ltd. Class A | 7,197,500 | 2,989 | ||||
| China Minmetals Rare Earth Co. Ltd. Class A | 856,600 | 2,985 | ||||
| Do-Fluoride New Materials Co. Ltd. Class A | 629,700 | 2,977 | ||||
| Anhui Expressway Co. Ltd. Class H | 3,374,239 | 2,974 | ||||
| *,2 | Meitu Inc. | 25,085,704 | 2,971 | |||
| Nanjing Securities Co. Ltd. Class A | 2,642,900 | 2,966 | ||||
| China Railway Signal & Communication Corp. Ltd. Class A | 4,522,910 | 2,955 | ||||
| China Meheco Co. Ltd. Class A | 922,364 | 2,947 | ||||
| Zhuzhou Kibing Group Co. Ltd. Class A | 1,769,000 | 2,946 | ||||
| Dian Diagnostics Group Co. Ltd. Class A | 594,000 | 2,935 | ||||
| Sieyuan Electric Co. Ltd. Class A | 648,200 | 2,934 | ||||
| WUS Printed Circuit Kunshan Co. Ltd. Class A | 1,495,450 | 2,922 | ||||
| Shanghai Bairun Investment Holding Group Co. Ltd. Class A | 621,857 | 2,918 | ||||
| * | Zhejiang Yongtai Technology Co. Ltd. Class A | 772,264 | 2,913 | |||
| Zhejiang Xinan Chemical Industrial Group Co. Ltd. Class A | 1,122,800 | 2,913 | ||||
| 1,2 | Redco Properties Group Ltd. | 10,424,787 | 2,900 | |||
36
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Tianjin Guangyu Development Co. Ltd. Class A | 1,727,490 | 2,893 | ||||
| * | Shanghai Friendess Electronic Technology Corp. Ltd. Class A | 77,282 | 2,877 | |||
| Jilin Aodong Pharmaceutical Group Co. Ltd. Class A | 1,309,087 | 2,871 | ||||
| Zhejiang Huahai Pharmaceutical Co. Ltd. Class A | 1,248,740 | 2,865 | ||||
| Hisense Home Appliances Group Co. Ltd. Class A (XSEC) | 1,606,957 | 2,857 | ||||
| China Baoan Group Co. Ltd. Class A | 2,113,864 | 2,854 | ||||
| China Foods Ltd. | 7,962,706 | 2,844 | ||||
| Fangda Special Steel Technology Co. Ltd. Class A | 2,242,839 | 2,842 | ||||
| Anhui Jinhe Industrial Co. Ltd. Class A | 494,773 | 2,831 | ||||
| *,2 | China East Education Holdings Ltd. | 5,553,127 | 2,827 | |||
| CECEP Solar Energy Co. Ltd. Class A | 2,808,200 | 2,826 | ||||
| CECEP Wind-Power Corp. Class A | 4,669,344 | 2,826 | ||||
| *,2 | Red Star Macalline Group Corp. Ltd. Class H | 6,661,764 | 2,815 | |||
| Shaanxi International Trust Co. Ltd. Class A | 6,349,200 | 2,805 | ||||
| Unisplendour Corp. Ltd. Class A | 1,093,352 | 2,804 | ||||
| Beijing Enlight Media Co. Ltd. Class A | 2,552,180 | 2,797 | ||||
| Heilongjiang Agriculture Co. Ltd. Class A | 1,313,700 | 2,796 | ||||
| Glarun Technology Co. Ltd. Class A | 1,290,100 | 2,791 | ||||
| Hubei Feilihua Quartz Glass Co. Ltd. Class A | 362,696 | 2,789 | ||||
| Shares | Market Value• ($000) | |||||
| * | Gaotu Techedu Inc. ADR | 1,753,767 | 2,788 | |||
| Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. Class A | 771,230 | 2,781 | ||||
| Milkyway Chemical Supply Chain Service Co. Ltd. Class A | 168,200 | 2,775 | ||||
| Beijing Shougang Co. Ltd. Class A | 3,849,095 | 2,770 | ||||
| JNBY Design Ltd. | 2,547,664 | 2,770 | ||||
| Qingdao Haier Biomedical Co. Ltd. Class A | 283,322 | 2,768 | ||||
| Zhejiang Cfmoto Power Co. Ltd. Class A | 156,300 | 2,757 | ||||
| Yantai Eddie Precision Machinery Co. Ltd. Class A | 950,684 | 2,751 | ||||
| * | Chongqing Iron & Steel Co. Ltd. Class A | 9,896,474 | 2,743 | |||
| Wuxi Taiji Industry Co. Ltd. Class A | 2,737,153 | 2,740 | ||||
| Shanghai Zhangjiang High-Tech Park Development Co. Ltd. Class A | 1,558,000 | 2,732 | ||||
| Anhui Honglu Steel Construction Group Co. Ltd. Class A | 498,701 | 2,727 | ||||
| Jiangsu Azure Corp. | 965,000 | 2,727 | ||||
| Northeast Securities Co. Ltd. Class A | 2,763,300 | 2,725 | ||||
| Shanghai Bailian Group Co. Ltd. Class B | 3,480,464 | 2,720 | ||||
| China National Medicines Corp. Ltd. Class A | 610,388 | 2,720 | ||||
| Beijing Capital Development Co. Ltd. Class A | 3,145,413 | 2,712 | ||||
| China South City Holdings Ltd. | 28,703,084 | 2,707 | ||||
| * | Grandjoy Holdings Group Co. Ltd. Class A | 4,543,046 | 2,703 | |||
37
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Luoyang Xinqianglian Slewing Bearing Co. Ltd. Class A | 148,055 | 2,696 | ||||
| Shanghai Construction Group Co. Ltd. Class A | 5,482,700 | 2,683 | ||||
| Zhejiang Orient Gene Biotech Co. Ltd. Class A | 97,310 | 2,682 | ||||
| Zhuzhou Hongda Electronics Corp. Ltd. Class A | 349,100 | 2,667 | ||||
| 1,2 | Viva Biotech Holdings | 8,471,158 | 2,665 | |||
| China Great Wall Securities Co. Ltd. Class A | 2,147,000 | 2,660 | ||||
| * | Hang Zhou Great Star Industrial Co. Ltd. Class A | 1,140,500 | 2,656 | |||
| Zibo Qixiang Tengda Chemical Co. Ltd. Class A | 2,479,820 | 2,652 | ||||
| Xinjiang Goldwind Science & Technology Co. Ltd. Class A (XSEC) | 1,561,558 | 2,644 | ||||
| 2 | AK Medical Holdings Ltd. | 4,875,598 | 2,640 | |||
| Xinxing Ductile Iron Pipes Co. Ltd. Class A | 3,607,800 | 2,622 | ||||
| Guangzhou Haige Communications Group Inc. Co. Class A | 1,915,959 | 2,622 | ||||
| Sinofibers Technology Co. Ltd. Class A | 372,623 | 2,618 | ||||
| Beijing Yanjing Brewery Co. Ltd. Class A | 2,523,610 | 2,612 | ||||
| * | Yuan Longping High-tech Agriculture Co. Ltd. Class A | 1,061,000 | 2,607 | |||
| Xinyangfeng Agricultural Technology Co. Ltd. Class A | 1,110,800 | 2,606 | ||||
| * | Sichuan Development Lomon Co. Ltd. Class A | 1,709,150 | 2,602 | |||
| Shares | Market Value• ($000) | |||||
| Guangzhou Shiyuan Electronic Technology Co. Ltd. Class A | 224,104 | 2,601 | ||||
| Guangdong Kinlong Hardware Products Co. Ltd. Class A | 221,400 | 2,598 | ||||
| Wuhan DR Laser Technology Corp. Ltd. Class A | 86,100 | 2,595 | ||||
| * | Guangshen Railway Co. Ltd. Class H | 15,465,193 | 2,583 | |||
| Bafang Electric Suzhou Co. Ltd. Class A | 110,800 | 2,581 | ||||
| 2 | Hope Education Group Co. Ltd. | 42,653,194 | 2,580 | |||
| Xinjiang Zhongtai Chemical Co. Ltd. Class A | 2,308,100 | 2,573 | ||||
| Jiangsu Yoke Technology Co. Ltd. Class A | 379,900 | 2,566 | ||||
| Han's Laser Technology Industry Group Co. Ltd. Class A | 615,300 | 2,562 | ||||
| China Merchants Property Operation & Service Co. Ltd. Class A | 926,700 | 2,558 | ||||
| Inner Mongolia Dian Tou Energy Corp. Ltd. Class A | 1,162,204 | 2,545 | ||||
| 1,3 | China Aoyuan Group Ltd. | 16,923,787 | 2,545 | |||
| * | Guangdong Golden Dragon Development Inc. Class A | 1,354,300 | 2,539 | |||
| BBMG Corp. Class A (XSSC) | 5,978,491 | 2,531 | ||||
| Datang International Power Generation Co. Ltd. Class A | 7,313,411 | 2,529 | ||||
| * | Jilin Electric Power Co. Ltd. Class A | 2,676,400 | 2,529 | |||
| Weifu High-Technology Group Co. Ltd. Class A | 826,241 | 2,528 | ||||
| Xiamen Xiangyu Co. Ltd. Class A | 1,911,701 | 2,527 | ||||
38
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Hangzhou Chang Chuan Technology Co. Ltd. Class A | 531,500 | 2,523 | ||||
| *,1,2 | Medlive Technology Co. Ltd. | 2,159,500 | 2,521 | |||
| Beijing Bei Mo Gao Ke Friction Material Co. Ltd. Class A | 242,010 | 2,520 | ||||
| * | Fujian Sunner Development Co. Ltd. Class A | 1,022,800 | 2,517 | |||
| * | Guangdong HEC Technology Holding Co. Ltd. Class A | 2,649,467 | 2,514 | |||
| Shandong Denghai Seeds Co. Ltd. Class A | 754,700 | 2,510 | ||||
| Zhejiang Hailiang Co. Ltd. Class A | 1,836,000 | 2,508 | ||||
| Yunnan Copper Co. Ltd. Class A | 1,599,700 | 2,508 | ||||
| Xi'an Triangle Defense Co. Ltd. Class A | 428,320 | 2,506 | ||||
| Zhongji Innolight Co. Ltd. Class A | 541,679 | 2,505 | ||||
| * | Shenzhen Properties & Resources Development Group Ltd. Class A | 1,389,110 | 2,504 | |||
| * | Jonjee Hi-Tech Industrial & Commercial Holding Co. Ltd. Class A | 663,343 | 2,502 | |||
| Dong-E-E-Jiao Co. Ltd. Class A | 545,380 | 2,494 | ||||
| Jiangxi Copper Co. Ltd. Class A | 948,901 | 2,494 | ||||
| Shenzhen Hepalink Pharmaceutical Group Co. Ltd. Class A | 1,399,207 | 2,485 | ||||
| Tianfeng Securities Co. Ltd. Class A | 5,491,326 | 2,485 | ||||
| Tianma Microelectronics Co. Ltd. Class A | 1,796,321 | 2,477 | ||||
| FAW Jiefang Group Co. Ltd. Class A | 2,022,485 | 2,477 | ||||
| Shares | Market Value• ($000) | |||||
| Shaanxi Construction Engineering Group Corp. Ltd. Class A | 2,997,900 | 2,474 | ||||
| Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd. Class A | 3,906,300 | 2,460 | ||||
| Nanjing Iron & Steel Co. Ltd. Class A | 4,548,246 | 2,460 | ||||
| Quectel Wireless Solutions Co. Ltd. Class A | 109,846 | 2,460 | ||||
| Shenzhen Sunlord Electronics Co. Ltd. Class A | 651,400 | 2,458 | ||||
| Perfect World Co. Ltd. Class A | 1,102,250 | 2,454 | ||||
| * | China High Speed Transmission Equipment Group Co. Ltd. | 4,393,236 | 2,453 | |||
| Sinoma International Engineering Co. Class A | 2,078,800 | 2,445 | ||||
| Risen Energy Co. Ltd. Class A | 751,059 | 2,445 | ||||
| * | Tongdao Liepin Group | 1,319,451 | 2,444 | |||
| * | Sinopec Oilfield Service Corp. Class H | 32,772,792 | 2,441 | |||
| Hangzhou Oxygen Plant Group Co. Ltd. | 618,100 | 2,436 | ||||
| * | C&D Property Management Group Co. Ltd. | 5,061,088 | 2,436 | |||
| *,1,2 | Maoyan Entertainment | 3,087,177 | 2,435 | |||
| * | China Eastern Airlines Corp. Ltd. Class A (XSSC) | 3,407,300 | 2,425 | |||
| China Dongxiang Group Co. Ltd. | 42,509,861 | 2,423 | ||||
| Lier Chemical Co. Ltd. Class A | 767,622 | 2,423 | ||||
| * | Hi Sun Technology China Ltd. | 20,092,456 | 2,421 | |||
| GRG Banking Equipment Co. Ltd. Class A | 1,876,043 | 2,414 | ||||
| Hangjin Technology Co. Ltd. Class A | 564,200 | 2,413 | ||||
39
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Fujian Funeng Co. Ltd. Class A | 1,266,642 | 2,409 | ||||
| Central China Securities Co. Ltd. Class A (XSSC) | 4,044,600 | 2,409 | ||||
| Titan Wind Energy Suzhou Co. Ltd. Class A | 1,592,800 | 2,396 | ||||
| Chengtun Mining Group Co. Ltd. Class A | 2,289,000 | 2,395 | ||||
| Shenzhen YUTO Packaging Technology Co. Ltd. Class A | 641,480 | 2,392 | ||||
| Guangzhou Restaurant Group Co. Ltd. Class A | 725,760 | 2,382 | ||||
| *,1,2 | YiChang HEC ChangJiang Pharmaceutical Co. Ltd. Class H | 3,726,664 | 2,382 | |||
| Beijing Sinnet Technology Co. Ltd. Class A | 1,636,900 | 2,380 | ||||
| Tianjin Chase Sun Pharmaceutical Co. Ltd. Class A | 2,715,377 | 2,374 | ||||
| Bank of Chongqing Co. Ltd. Class A | 2,031,359 | 2,366 | ||||
| Huali Industrial Group Co. Ltd. Class A | 227,558 | 2,364 | ||||
| Yunda Holding Co. Ltd. Class A | 1,016,885 | 2,359 | ||||
| 2 | China Yuhua Education Corp. Ltd. | 13,512,786 | 2,352 | |||
| Winning Health Technology Group Co. Ltd. Class A | 1,963,130 | 2,350 | ||||
| Health & Happiness H&H International Holdings Ltd. | 2,135,307 | 2,347 | ||||
| Red Avenue New Materials Group Co. Ltd. Class A | 618,700 | 2,336 | ||||
| INESA Intelligent Tech Inc. Class B | 4,838,246 | 2,332 | ||||
| Shanghai Lujiazui Finance & Trade Zone Development Co. Ltd. Class A (XSSC) | 1,452,983 | 2,326 | ||||
| Shares | Market Value• ($000) | |||||
| Chinese Universe Publishing & Media Group Co. Ltd. Class A | 1,507,580 | 2,320 | ||||
| Sanquan Food Co. Ltd. Class A | 782,125 | 2,315 | ||||
| * | China Common Rich Renewable Energy Investments Ltd. | 84,704,000 | 2,315 | |||
| Kunlun Tech Co. Ltd. Class A | 1,068,645 | 2,309 | ||||
| * | Pengdu Agriculture & Animal Husbandry Co. Ltd. Class A | 5,811,900 | 2,302 | |||
| * | Bank of Zhengzhou Co. Ltd. Class A | 5,740,623 | 2,301 | |||
| CTS International Logistics Corp. Ltd. Class A | 1,694,132 | 2,300 | ||||
| Shenzhen SC New Energy Technology Corp. Class A | 257,306 | 2,296 | ||||
| Kaishan Group Co. Ltd. Class A | 1,177,149 | 2,292 | ||||
| Zhengzhou Coal Mining Machinery Group Co. Ltd. Class A | 1,306,800 | 2,291 | ||||
| 1 | First Tractor Co. Ltd. Class H | 4,684,714 | 2,287 | |||
| Guolian Securities Co. Ltd. Class A | 1,625,200 | 2,285 | ||||
| Shandong Shida Shenghua Chemical Group Co. Ltd. Class A | 158,504 | 2,285 | ||||
| Shenzhen Tagen Group Co. Ltd. Class A | 2,271,945 | 2,284 | ||||
| Jiangxi Zhengbang Technology Co. Ltd. Class A | 2,597,802 | 2,284 | ||||
| China Galaxy Securities Co. Ltd. Class A | 1,620,500 | 2,260 | ||||
| * | PharmaBlock Sciences Nanjing Inc. Class A | 195,977 | 2,260 | |||
| Shanghai Haixin Group Co. Class B | 7,509,733 | 2,255 | ||||
| Harbin Electric Co. Ltd. Class H | 8,451,020 | 2,238 | ||||
40
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| State Grid Information & Communication Co. Ltd. | 1,205,122 | 2,233 | ||||
| *,3 | China Huiyuan Juice Group Ltd. | 8,667,863 | 2,231 | |||
| Shandong Himile Mechanical Science & Technology Co. Ltd. Class A | 771,541 | 2,218 | ||||
| * | OneConnect Financial Technology Co. Ltd. ADR | 1,618,435 | 2,217 | |||
| Jiangsu Provincial Agricultural Reclamation & Development Corp. | 1,047,900 | 2,214 | ||||
| Zhejiang JIULI Hi-tech Metals Co. Ltd. Class A | 963,350 | 2,202 | ||||
| * | OFILM Group Co. Ltd. Class A | 2,631,614 | 2,194 | |||
| Zhejiang Jingxin Pharmaceutical Co. Ltd. Class A | 1,675,960 | 2,194 | ||||
| Eastroc Beverage Group Co. Ltd. Class A | 117,900 | 2,194 | ||||
| Shanying International Holding Co. Ltd. Class A | 5,151,400 | 2,193 | ||||
| DHC Software Co. Ltd. Class A | 2,504,600 | 2,190 | ||||
| Sino Wealth Electronic Ltd. Class A | 253,869 | 2,188 | ||||
| * | Meinian Onehealth Healthcare Holdings Co. Ltd. Class A | 2,898,493 | 2,184 | |||
| Shanghai Tunnel Engineering Co. Ltd. Class A | 2,462,720 | 2,181 | ||||
| Guangzhou Wondfo Biotech Co. Ltd. Class A | 329,576 | 2,169 | ||||
| Sinotrans Ltd. Class A (XSSC) | 3,819,621 | 2,168 | ||||
| Xuji Electric Co. Ltd. Class A | 920,400 | 2,166 | ||||
| Zhejiang Weiming Environment Protection Co. Ltd. Class A | 584,981 | 2,166 | ||||
| * | Shenzhen Airport Co. Ltd. Class A | 2,236,800 | 2,155 | |||
| Shares | Market Value• ($000) | |||||
| Chongqing Three Gorges Water Conservancy & Electric Power Co. Ltd. Class A | 1,516,216 | 2,152 | ||||
| Beijing Capital Eco-Environment Protection Group Co. Ltd. Class A | 4,889,190 | 2,152 | ||||
| Hunan Zhongke Electric Co. Ltd. Class A | 552,797 | 2,152 | ||||
| Beijing Huafeng Test & Control Technology Co. Ltd. Class A | 44,233 | 2,147 | ||||
| Jiangsu Zhongnan Construction Group Co. Ltd. Class A | 3,591,330 | 2,141 | ||||
| Maanshan Iron & Steel Co. Ltd. Class A (XSSC) | 3,598,561 | 2,139 | ||||
| CNNC Hua Yuan Titanium Dioxide Co. Ltd. Class A | 1,932,600 | 2,137 | ||||
| Offshore Oil Engineering Co. Ltd. Class A | 3,454,900 | 2,136 | ||||
| 1,2 | China Everbright Greentech Ltd. | 8,276,713 | 2,135 | |||
| Gaona Aero Material Co. Ltd. Class A | 491,800 | 2,135 | ||||
| Shanghai Chinafortune Co. Ltd. Class A | 1,455,500 | 2,134 | ||||
| Chengdu Xingrong Environment Co. Ltd. Class A | 2,830,200 | 2,132 | ||||
| CPMC Holdings Ltd. | 4,288,018 | 2,130 | ||||
| Xiamen Kingdomway Group Co. Class A | 667,531 | 2,127 | ||||
| * | China Railway Materials Co. Ltd. Class A | 5,114,500 | 2,121 | |||
| Shanxi Coking Co. Ltd. Class A | 2,524,771 | 2,120 | ||||
| Fibocom Wireless Inc. Class A | 461,560 | 2,119 | ||||
| Huaxi Securities Co. Ltd. Class A | 2,013,739 | 2,118 | ||||
| Raytron Technology Co. Ltd. Class A | 390,556 | 2,112 | ||||
41
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,1 | XPeng Inc. Class A | 169,809 | 2,110 | |||
| * | North Industries Group Red Arrow Co. Ltd. Class A | 669,000 | 2,107 | |||
| Sichuan Expressway Co. Ltd. Class A (XSSC) | 3,352,992 | 2,104 | ||||
| Riyue Heavy Industry Co. Ltd. Class A | 856,833 | 2,100 | ||||
| Zhejiang Meida Industrial Co. Ltd. Class A | 984,480 | 2,094 | ||||
| Beijing North Star Co. Ltd. Class A | 6,093,681 | 2,094 | ||||
| China National Accord Medicines Corp. Ltd. Class B | 998,169 | 2,088 | ||||
| * | Shandong Longda Meishi Co. Ltd. Class A | 1,374,299 | 2,084 | |||
| Shennan Circuits Co. Ltd. Class A | 145,287 | 2,082 | ||||
| Shanghai Wanye Enterprises Co. Ltd. Class A | 898,000 | 2,080 | ||||
| GCL Energy Technology Co. Ltd. | 1,066,000 | 2,077 | ||||
| Shandong Publishing & Media Co. Ltd. Class A | 2,313,687 | 2,076 | ||||
| CNGR Advanced Material Co. Ltd. Class A | 164,700 | 2,076 | ||||
| * | Ronshine China Holdings Ltd. | 7,014,985 | 2,074 | |||
| * | Guangdong Create Century Intelligent Equipment Group Corp. Ltd. | 1,455,700 | 2,070 | |||
| Central China Management Co. Ltd. | 13,212,625 | 2,069 | ||||
| * | Shandong Head Group Co. Ltd. Class A | 312,967 | 2,066 | |||
| 1,3 | Fire Rock Holdings Ltd. | 28,888,300 | 2,062 | |||
| * | GDS Holdings Ltd. ADR | 65,452 | 2,056 | |||
| Guizhou Panjiang Refined Coal Co. Ltd. Class A | 1,651,900 | 2,056 | ||||
| Shares | Market Value• ($000) | |||||
| Sunflower Pharmaceutical Group Co. Ltd. Class A | 728,495 | 2,047 | ||||
| Wanxiang Qianchao Co. Ltd. Class A | 2,627,230 | 2,046 | ||||
| Jiangsu Jiangyin Rural Commercial Bank Co. Ltd. Class A | 3,398,415 | 2,043 | ||||
| TongFu Microelectronics Co. Ltd. Class A | 1,029,202 | 2,043 | ||||
| * | Jiangsu Jiejie Microelectronics Co. Ltd. Class A | 721,761 | 2,041 | |||
| Guangzhou Automobile Group Co. Ltd. Class A (XSSC) | 1,112,940 | 2,039 | ||||
| Jiangsu Guotai International Group Co. Ltd. | 1,469,884 | 2,032 | ||||
| East Group Co. Ltd. Class A | 2,114,600 | 2,032 | ||||
| * | Shanghai Milkground Food Tech Co. Ltd. Class A | 436,700 | 2,026 | |||
| * | Burning Rock Biotech Ltd. ADR | 367,487 | 2,025 | |||
| Wuxi NCE Power Co. Ltd. Class A | 148,534 | 2,019 | ||||
| Shenzhen Gas Corp. Ltd. Class A | 2,087,100 | 2,018 | ||||
| Hubei Dinglong Co. Ltd. Class A | 811,900 | 2,017 | ||||
| 5I5J Holding Group Co. Ltd. Class A | 4,654,981 | 2,015 | ||||
| * | Hubei Yihua Chemical Industry Co. Ltd. Class A | 766,600 | 2,012 | |||
| Qianhe Condiment & Food Co. Ltd. Class A | 755,102 | 2,011 | ||||
| Chongqing Department Store Co. Ltd. Class A | 477,000 | 2,008 | ||||
| * | Zhongtian Financial Group Co. Ltd. Class A | 6,203,600 | 2,008 | |||
| * | Shenzhen SED Industry Co. Ltd. Class A | 981,300 | 2,007 | |||
42
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| China Southern Power Grid Energy Efficiency&Clean Energy Co. Ltd. Class A | 2,315,615 | 2,007 | ||||
| * | Air China Ltd. Class A (XSSC) | 1,406,800 | 2,005 | |||
| Shanghai Shimao Co. Ltd. Class A | 4,285,304 | 2,004 | ||||
| Nantong Jianghai Capacitor Co. Ltd. Class A | 698,845 | 2,004 | ||||
| Anhui Construction Engineering Group Co. Ltd. Class A | 2,114,587 | 2,003 | ||||
| Zhejiang HangKe Technology Inc. Co. Class A | 304,704 | 2,001 | ||||
| Zhongtai Securities Co. Ltd. Class A | 1,835,600 | 2,000 | ||||
| Shandong Hi-Speed Road & Bridge Co. Ltd. Class A | 1,256,800 | 1,996 | ||||
| Hongta Securities Co. Ltd. Class A | 1,470,823 | 1,996 | ||||
| China Lilang Ltd. | 4,128,094 | 1,994 | ||||
| Anhui Yingjia Distillery Co. Ltd. Class A | 230,000 | 1,992 | ||||
| Guocheng Mining Co. Ltd. Class A | 935,164 | 1,987 | ||||
| Sunresin New Materials Co. Ltd. Class A | 196,619 | 1,986 | ||||
| Yifan Pharmaceutical Co. Ltd. Class A | 1,109,900 | 1,985 | ||||
| *,1,3 | National Agricultural Holdings Ltd. | 13,075,708 | 1,983 | |||
| Bluefocus Intelligent Communications Group Co. Ltd. Class A | 2,295,200 | 1,981 | ||||
| RiseSun Real Estate Development Co. Ltd. Class A | 3,487,556 | 1,981 | ||||
| Beijing GeoEnviron Engineering & Technology Inc. Class A | 914,546 | 1,978 | ||||
| Shares | Market Value• ($000) | |||||
| Shanghai Shibei Hi-Tech Co. Ltd. Class B | 7,357,725 | 1,976 | ||||
| Biem.L.Fdlkk Garment Co. Ltd. Class A | 583,540 | 1,974 | ||||
| CNSIG Inner Mongolia Chemical Industry Co. Ltd. | 729,700 | 1,967 | ||||
| CHN Energy Changyuan Electric Power Co. Ltd. Class A | 2,733,500 | 1,960 | ||||
| 1 | Yuzhou Group Holdings Co. Ltd. | 27,586,579 | 1,951 | |||
| Harbin Boshi Automation Co. Ltd. Class A | 1,241,125 | 1,941 | ||||
| *,1 | LVGEM China Real Estate Investment Co. Ltd. | 14,372,602 | 1,940 | |||
| Yankuang Energy Group Co. Ltd. Class A (XSSC) | 369,800 | 1,939 | ||||
| ORG Technology Co. Ltd. Class A | 2,629,700 | 1,935 | ||||
| Times Neighborhood Holdings Ltd. | 7,182,870 | 1,935 | ||||
| * | Guangdong Baolihua New Energy Stock Co. Ltd. Class A | 3,037,000 | 1,934 | |||
| Valiant Co. Ltd. Class A | 719,500 | 1,934 | ||||
| Guangdong Hongda Holdings Group Co. Ltd. Class A | 644,400 | 1,931 | ||||
| Fiberhome Telecommunication Technologies Co. Ltd. Class A | 952,080 | 1,929 | ||||
| Bright Dairy & Food Co. Ltd. Class A | 1,157,448 | 1,928 | ||||
| * | Shanghai Liangxin Electrical Co. Ltd. Class A | 1,196,692 | 1,923 | |||
| * | Beijing Enterprises Clean Energy Group Ltd. | 201,763,090 | 1,922 | |||
| Xianhe Co. Ltd. Class A | 642,800 | 1,920 | ||||
43
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| China Merchants Expressway Network & Technology Holdings Co. Ltd. Class A | 1,666,524 | 1,919 | ||||
| Vats Liquor Chain Store Management JSC Ltd. Class A | 349,500 | 1,916 | ||||
| * | Intco Medical Technology Co. Ltd. Class A | 440,250 | 1,914 | |||
| Wolong Electric Group Co. Ltd. Class A | 1,162,300 | 1,905 | ||||
| Newland Digital Technology Co. Ltd. Class A | 1,070,097 | 1,902 | ||||
| Huagong Tech Co. Ltd. Class A | 750,600 | 1,900 | ||||
| Beijing Shunxin Agriculture Co. Ltd. Class A | 615,429 | 1,898 | ||||
| C&S Paper Co. Ltd. Class A | 1,196,908 | 1,898 | ||||
| Nanjing Hanrui Cobalt Co. Ltd. Class A | 246,600 | 1,895 | ||||
| Eastern Communications Co. Ltd. Class B | 4,633,259 | 1,894 | ||||
| Keshun Waterproof Technologies Co. Ltd. Class A | 1,167,720 | 1,894 | ||||
| Victory Giant Technology Huizhou Co. Ltd. Class A | 747,962 | 1,892 | ||||
| Infore Environment Technology Group Co. Ltd. Class A | 2,812,088 | 1,891 | ||||
| Guangdong Xinbao Electrical Appliances Holdings Co. Ltd. Class A | 761,215 | 1,886 | ||||
| Shenzhen Sunway Communication Co. Ltd. Class A | 854,235 | 1,881 | ||||
| * | Shanghai Fudan Microelectronics Group Co. Ltd. Class A | 226,094 | 1,881 | |||
| COFCO Biotechnology Co. Ltd. Class A | 1,521,100 | 1,880 | ||||
| Shares | Market Value• ($000) | |||||
| Wuhu Token Science Co. Ltd. Class A | 2,045,128 | 1,878 | ||||
| * | Suning Universal Co. Ltd. Class A | 3,542,392 | 1,874 | |||
| * | Beijing BDStar Navigation Co. Ltd. Class A | 449,100 | 1,873 | |||
| Shandong Linglong Tyre Co. Ltd. Class A | 697,816 | 1,869 | ||||
| Sichuan Hexie Shuangma Co. Ltd. Class A | 706,900 | 1,867 | ||||
| Shandong Dongyue Organosilicon Material Co. Ltd. Class A | 922,000 | 1,867 | ||||
| Guangzhou Zhujiang Brewery Co. Ltd. Class A | 1,606,796 | 1,865 | ||||
| CNOOC Energy Technology & Services Ltd. Class A | 5,179,400 | 1,858 | ||||
| Grandblue Environment Co. Ltd. Class A | 664,636 | 1,857 | ||||
| Sansteel Minguang Co. Ltd. Fujian Class A | 1,782,300 | 1,852 | ||||
| Jingjin Equipment Inc. Class A | 340,686 | 1,851 | ||||
| * | Shenzhen MTC Co. Ltd. Class A | 3,810,500 | 1,850 | |||
| Lianhe Chemical Technology Co. Ltd. Class A | 926,552 | 1,849 | ||||
| Chengdu Fusen Noble-House Industrial Co. Ltd. Class A | 997,006 | 1,841 | ||||
| Shanghai Fullhan Microelectronics Co. Ltd. Class A | 106,900 | 1,839 | ||||
| Shandong Hi-speed Co. Ltd. Class A | 2,185,500 | 1,834 | ||||
| Addsino Co. Ltd. Class A | 1,350,000 | 1,832 | ||||
| Shandong Pharmaceutical Glass Co. Ltd. Class A | 580,080 | 1,829 | ||||
| Tian Di Science & Technology Co. Ltd. Class A | 2,695,445 | 1,828 | ||||
44
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Jiangsu Linyang Energy Co. Ltd. Class A | 1,763,000 | 1,828 | ||||
| Leyard Optoelectronic Co. Ltd. Class A | 2,029,000 | 1,827 | ||||
| Anhui Zhongding Sealing Parts Co. Ltd. Class A | 1,022,980 | 1,815 | ||||
| Greenland Hong Kong Holdings Ltd. | 8,732,362 | 1,815 | ||||
| * | GCL System Integration Technology Co. Ltd. Class A | 4,364,100 | 1,807 | |||
| * | Pacific Shuanglin Bio-pharmacy Co. Ltd. | 671,959 | 1,804 | |||
| 3 | Shanghai Weaver Network Co. Ltd. Class A | 283,604 | 1,803 | |||
| * | Guosheng Financial Holding Inc. Class A | 1,441,200 | 1,800 | |||
| Shenzhen Jinjia Group Co. Ltd. Class A | 1,360,968 | 1,797 | ||||
| Tangshan Sanyou Chemical Industries Co. Ltd. Class A | 1,820,900 | 1,793 | ||||
| Guangzhou Yuexiu Financial Holdings Group Co. Ltd. Class A | 1,610,194 | 1,786 | ||||
| Shenzhen Kaifa Technology Co. Ltd. Class A | 1,212,750 | 1,782 | ||||
| Zhejiang Dingli Machinery Co. Ltd. Class A | 317,685 | 1,781 | ||||
| Jiangsu Nata Opto-electronic Material Co. Ltd. Class A | 352,000 | 1,779 | ||||
| China Automotive Engineering Research Institute Co. Ltd. Class A | 939,790 | 1,778 | ||||
| Wuhan Raycus Fiber Laser Technologies Co. Ltd. Class A | 402,594 | 1,763 | ||||
| * | Hainan Strait Shipping Co. Ltd. Class A | 2,358,251 | 1,759 | |||
| Shares | Market Value• ($000) | |||||
| Juewei Food Co. Ltd. Class A | 265,364 | 1,757 | ||||
| Shanghai Flyco Electrical Appliance Co. Ltd. Class A | 193,146 | 1,754 | ||||
| Beibuwan Port Co. Ltd. Class A | 1,547,140 | 1,753 | ||||
| Beijing Originwater Technology Co. Ltd. Class A | 2,479,000 | 1,751 | ||||
| Guangzhou Great Power Energy & Technology Co. Ltd. Class A | 373,200 | 1,749 | ||||
| * | Gree Real Estate Co. Ltd. Class A | 2,252,569 | 1,746 | |||
| Hefei Meiya Optoelectronic Technology Inc. Class A | 509,920 | 1,743 | ||||
| Shenzhen H&T Intelligent Control Co. Ltd. Class A | 852,900 | 1,740 | ||||
| Shanghai Waigaoqiao Free Trade Zone Group Co. Ltd. Class A | 845,509 | 1,736 | ||||
| 1 | Zhongliang Holdings Group Co. Ltd. | 5,408,689 | 1,736 | |||
| Guangdong Zhongsheng Pharmaceutical Co. Ltd. Class A | 777,800 | 1,735 | ||||
| Laobaixing Pharmacy Chain JSC Class A | 356,613 | 1,734 | ||||
| Anhui Guangxin Agrochemical Co. Ltd. Class A | 321,800 | 1,734 | ||||
| Fujian Star-net Communication Co. Ltd. Class A | 529,433 | 1,731 | ||||
| * | Hainan Development Holdings Nanhai Co. Ltd. Class A | 1,007,800 | 1,730 | |||
| Luoxin Pharmaceuticals Group Stock Co. Ltd. Class A | 1,730,201 | 1,729 | ||||
| Anhui Kouzi Distillery Co. Ltd. Class A | 223,300 | 1,726 | ||||
| Guangxi Wuzhou Zhongheng Group Co. Ltd. Class A | 4,044,300 | 1,724 | ||||
45
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| China Resources Boya Bio-pharmaceutical Group Co. Ltd. Class A | 410,384 | 1,722 | ||||
| * | Guangshen Railway Co. Ltd. Class A (XSSC) | 5,495,100 | 1,721 | |||
| Jiayuan International Group Ltd. | 11,342,671 | 1,719 | ||||
| Jiangsu Nhwa Pharmaceutical Co. Ltd. Class A | 914,200 | 1,717 | ||||
| Sangfor Technologies Inc. Class A | 127,679 | 1,714 | ||||
| Zhejiang Starry Pharmaceutical Co. Ltd. Class A | 253,381 | 1,712 | ||||
| Shanxi Blue Flame Holding Co. Ltd. Class A | 1,037,643 | 1,698 | ||||
| Ningbo Joyson Electronic Corp. Class A | 1,034,900 | 1,697 | ||||
| Shanghai Environment Group Co. Ltd. Class A | 1,166,955 | 1,697 | ||||
| Shanghai Pudong Construction Co. Ltd. Class A | 1,680,539 | 1,694 | ||||
| Sichuan Expressway Co. Ltd. Class H | 6,093,253 | 1,692 | ||||
| Hangzhou Dptech Technologies Co. Ltd. Class A | 538,554 | 1,691 | ||||
| KBC Corp. Ltd. Class A | 52,836 | 1,690 | ||||
| GCI Science & Technology Co. Ltd. Class A | 593,000 | 1,689 | ||||
| * | Jiuzhitang Co. Ltd. Class A | 1,329,601 | 1,688 | |||
| Qingdao TGOOD Electric Co. Ltd. Class A | 809,618 | 1,687 | ||||
| Shenzhen New Industries Biomedical Engineering Co. Ltd. Class A | 277,430 | 1,685 | ||||
| 1 | Zhenro Properties Group Ltd. | 21,843,164 | 1,680 | |||
| Shares | Market Value• ($000) | |||||
| Tianjin ZhongXin Pharmaceutical Group Corp. Ltd. Class A | 568,168 | 1,678 | ||||
| Anhui Anke Biotechnology Group Co. Ltd. Class A | 1,310,617 | 1,677 | ||||
| Sinopec Shanghai Petrochemical Co. Ltd. Class A | 3,568,900 | 1,673 | ||||
| * | Haisco Pharmaceutical Group Co. Ltd. Class A | 752,163 | 1,672 | |||
| Anji Microelectronics Technology Shanghai Co. Ltd. Class A | 45,063 | 1,670 | ||||
| CGN Power Co. Ltd. Class A | 3,900,400 | 1,669 | ||||
| Joyoung Co. Ltd. Class A | 733,277 | 1,667 | ||||
| CQ Pharmaceutical Holding Co. Ltd. Class A | 2,277,401 | 1,665 | ||||
| Zhejiang Jiecang Linear Motion Technology Co. Ltd. Class A | 415,561 | 1,664 | ||||
| Tianjin 712 Communication & Broadcasting Co. Ltd. Class A | 399,500 | 1,663 | ||||
| Tianshan Aluminum Group Co. Ltd. Class A | 1,613,400 | 1,662 | ||||
| COFCO Capital Holdings Co. Ltd. Class A | 1,519,284 | 1,656 | ||||
| Nanjing Yunhai Special Metals Co. Ltd. Class A | 625,866 | 1,653 | ||||
| NanJi E-Commerce Co. Ltd. Class A | 2,289,093 | 1,652 | ||||
| Suofeiya Home Collection Co. Ltd. Class A | 535,400 | 1,649 | ||||
| CGN Nuclear Technology Development Co. Ltd. Class A | 1,314,728 | 1,649 | ||||
| Wasu Media Holding Co. Ltd. Class A | 1,460,700 | 1,644 | ||||
| * | Bohai Leasing Co. Ltd. Class A | 5,246,500 | 1,643 | |||
46
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Guangxi Wuzhou Communications Co. Ltd. Class A | 2,784,880 | 1,638 | ||||
| Yankershop Food Co. Ltd. Class A | 155,369 | 1,638 | ||||
| Mayinglong Pharmaceutical Group Co. Ltd. Class A | 544,725 | 1,636 | ||||
| China Publishing & Media Co. Ltd. Class A | 2,400,990 | 1,636 | ||||
| Xingda International Holdings Ltd. | 9,106,286 | 1,633 | ||||
| * | Beijing Jetsen Technology Co. Ltd. Class A | 2,250,400 | 1,633 | |||
| Dalian Huarui Heavy Industry Group Co. Ltd. Class A | 3,160,979 | 1,632 | ||||
| China International Marine Containers Group Co. Ltd. Class A (XSEC) | 865,500 | 1,631 | ||||
| Shanghai Huace Navigation Technology Ltd. Class A | 332,300 | 1,629 | ||||
| Hangcha Group Co. Ltd. Class A | 736,444 | 1,627 | ||||
| Chinalin Securities Co. Ltd. Class A | 782,500 | 1,627 | ||||
| China Kepei Education Group Ltd. | 5,845,574 | 1,623 | ||||
| * | Chengzhi Co. Ltd. Class A | 1,133,107 | 1,619 | |||
| * | Mianyang Fulin Precision Co. Ltd. | 541,047 | 1,617 | |||
| * | Guizhou Xinbang Pharmaceutical Co. Ltd. Class A | 2,291,700 | 1,615 | |||
| China Express Airlines Co. Ltd. Class A | 1,037,390 | 1,610 | ||||
| * | Jiangsu Akcome Science & Technology Co. Ltd. Class A | 3,917,400 | 1,609 | |||
| CMST Development Co. Ltd. Class A | 1,922,706 | 1,605 | ||||
| Zhejiang Medicine Co. Ltd. Class A | 841,500 | 1,603 | ||||
| Shares | Market Value• ($000) | |||||
| Shanghai Shyndec Pharmaceutical Co. Ltd. Class A | 1,177,773 | 1,603 | ||||
| Suplet Power Co. Ltd. Class A | 246,000 | 1,603 | ||||
| Shanghai Industrial Urban Development Group Ltd. | 18,382,739 | 1,601 | ||||
| Better Life Commercial Chain Share Co. Ltd. Class A | 1,193,400 | 1,598 | ||||
| Jiangsu GoodWe Power Supply Technology Co. Ltd. Class A | 62,222 | 1,597 | ||||
| Levima Advanced Materials Corp. Class A | 560,953 | 1,596 | ||||
| B-Soft Co. Ltd. Class A | 1,755,195 | 1,591 | ||||
| * | Shenzhen Huaqiang Industry Co. Ltd. Class A | 937,130 | 1,590 | |||
| * | Tibet Summit Resources Co. Ltd. Class A | 543,640 | 1,588 | |||
| Hainan Poly Pharm Co. Ltd. Class A | 396,876 | 1,581 | ||||
| KPC Pharmaceuticals Inc. Class A | 973,100 | 1,581 | ||||
| Jinhui Liquor Co. Ltd. Class A | 349,682 | 1,574 | ||||
| Xinyu Iron & Steel Co. Ltd. Class A | 1,822,100 | 1,572 | ||||
| * | China Tianying Inc. Class A | 2,447,700 | 1,571 | |||
| Shenzhen Fine Made Electronics Group Co. Ltd. Class A | 182,266 | 1,564 | ||||
| Hunan Aihua Group Co. Ltd. Class A | 392,897 | 1,563 | ||||
| Yango Group Co. Ltd. Class A | 3,984,593 | 1,561 | ||||
| Yixintang Pharmaceutical Group Co. Ltd. Class A | 509,579 | 1,559 | ||||
| Beijing Zhong Ke San Huan High-Tech Co. Ltd. Class A | 962,205 | 1,554 | ||||
47
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Lushang Health Industry Development Co. Ltd. Class A | 1,203,300 | 1,551 | ||||
| * | Roshow Technology Co. Ltd. Class A | 1,307,100 | 1,545 | |||
| Accelink Technologies Co. Ltd. Class A | 679,100 | 1,543 | ||||
| * | Digital China Group Co. Ltd. Class A | 743,500 | 1,536 | |||
| Shandong Bohui Paper Industrial Co. Ltd. Class A | 1,434,600 | 1,532 | ||||
| Suzhou Gold Mantis Construction Decoration Co. Ltd. Class A | 2,121,150 | 1,525 | ||||
| MLS Co. Ltd. Class A | 1,138,765 | 1,525 | ||||
| Lakala Payment Co. Ltd. Class A | 565,500 | 1,520 | ||||
| * | CITIC Guoan Information Industry Co. Ltd. Class A | 3,251,600 | 1,519 | |||
| PhiChem Corp. Class A | 472,160 | 1,515 | ||||
| * | China Fangda Group Co. Ltd. Class B | 5,854,721 | 1,509 | |||
| Wangsu Science & Technology Co. Ltd. Class A | 2,090,700 | 1,509 | ||||
| Caitong Securities Co. Ltd. Class A | 1,408,030 | 1,509 | ||||
| * | Huapont Life Sciences Co. Ltd. Class A | 1,996,100 | 1,503 | |||
| Zhejiang Orient Financial Holdings Group Co. Ltd. Class A | 2,718,627 | 1,503 | ||||
| Gan & Lee Pharmaceuticals Co. Ltd. Class A | 234,660 | 1,503 | ||||
| * | Beijing Jingyuntong Technology Co. Ltd. Class A | 1,842,380 | 1,501 | |||
| Beijing SL Pharmaceutical Co. Ltd. Class A | 980,900 | 1,500 | ||||
| Arcsoft Corp. Ltd. Class A | 440,820 | 1,499 | ||||
| Shares | Market Value• ($000) | |||||
| Xiamen ITG Group Corp. Ltd. Class A | 1,327,000 | 1,496 | ||||
| Eternal Asia Supply Chain Management Ltd. Class A | 2,012,797 | 1,495 | ||||
| Hangzhou Lion Electronics Co. Ltd. Class A | 191,808 | 1,495 | ||||
| Zhejiang Hisoar Pharmaceutical Co. Ltd. Class A | 1,569,000 | 1,493 | ||||
| Leo Group Co. Ltd. Class A | 5,903,800 | 1,492 | ||||
| An Hui Wenergy Co. Ltd. Class A | 2,584,021 | 1,492 | ||||
| Chengdu Wintrue Holding Co. Ltd. Class A | 715,900 | 1,488 | ||||
| * | China CAMC Engineering Co. Ltd. Class A | 1,140,800 | 1,482 | |||
| Goke Microelectronics Co. Ltd. Class A | 157,100 | 1,479 | ||||
| Chengdu Kanghua Biological Products Co. Ltd. Class A | 83,273 | 1,478 | ||||
| Shenzhen Fastprint Circuit Tech Co. Ltd. Class A | 1,164,000 | 1,477 | ||||
| *,1,2 | Koolearn Technology Holding Ltd. | 3,393,957 | 1,471 | |||
| Oriental Energy Co. Ltd. Class A | 1,355,200 | 1,468 | ||||
| Anhui Jiangnan Chemical Industry Co. Ltd. Class A | 1,898,000 | 1,467 | ||||
| Shenzhen Megmeet Electrical Co. Ltd. Class A | 519,225 | 1,466 | ||||
| Sinocare Inc. Class A | 649,049 | 1,465 | ||||
| Ningbo Huaxiang Electronic Co. Ltd. Class A | 727,600 | 1,464 | ||||
| Edifier Technology Co. Ltd. Class A | 1,324,600 | 1,464 | ||||
| Ningbo Sanxing Medical Electric Co. Ltd. Class A | 1,105,200 | 1,461 | ||||
48
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Jiangsu Hoperun Software Co. Ltd. Class A | 693,500 | 1,460 | |||
| * | Sonoscape Medical Corp. Class A | 380,861 | 1,459 | |||
| Shanghai AJ Group Co. Ltd. Class A | 1,631,100 | 1,456 | ||||
| * | STO Express Co. Ltd. Class A | 1,144,747 | 1,455 | |||
| Yusys Technologies Co. Ltd. Class A | 644,320 | 1,454 | ||||
| Zhongshan Public Utilities Group Co. Ltd. Class A | 1,257,430 | 1,453 | ||||
| Jiangsu Shuangxing Color Plastic New Materials Co. Ltd. Class A | 717,100 | 1,448 | ||||
| Zheshang Securities Co. Ltd. Class A | 1,044,547 | 1,446 | ||||
| Jinneng Science&Technology Co. Ltd. Class A | 986,880 | 1,446 | ||||
| Focused Photonics Hangzhou Inc. Class A | 528,600 | 1,440 | ||||
| Henan Yuguang Gold & Lead Co. Ltd. Class A | 2,026,300 | 1,440 | ||||
| Tech-Bank Food Co. Ltd. Class A | 1,439,660 | 1,434 | ||||
| Guangdong Hybribio Biotech Co. Ltd. Class A | 432,757 | 1,432 | ||||
| Zhejiang Tianyu Pharmaceutical Co. Ltd. Class A | 297,711 | 1,429 | ||||
| IKD Co. Ltd. Class A | 885,868 | 1,426 | ||||
| Zhejiang Crystal-Optech Co. Ltd. Class A | 1,000,383 | 1,418 | ||||
| Shandong Jincheng Pharmaceutical Group Co. Ltd. Class A | 325,400 | 1,416 | ||||
| Shanghai MicroPort Endovascular MedTech Group Co. Ltd. Class A | 58,874 | 1,416 | ||||
| Beijing E-Hualu Information Technology Co. Ltd. Class A | 639,723 | 1,409 | ||||
| Shares | Market Value• ($000) | |||||
| Taiji Computer Corp. Ltd. Class A | 542,591 | 1,407 | ||||
| * | Offcn Education Technology Co. Ltd. Class A | 2,041,662 | 1,406 | |||
| Shenzhen Yinghe Technology Co. Ltd. Class A | 525,774 | 1,404 | ||||
| * | Inner Mongolia Xingye Mining Co. Ltd. Class A | 1,386,600 | 1,403 | |||
| Shenzhen Changhong Technology Co. Ltd. Class A | 591,753 | 1,403 | ||||
| Bank of Qingdao Co. Ltd. Class A | 2,537,093 | 1,400 | ||||
| Shenzhen Kingdom Sci-Tech Co. Ltd. Class A | 998,465 | 1,400 | ||||
| BrightGene Bio-Medical Technology Co. Ltd. Class A | 453,047 | 1,398 | ||||
| Dongjiang Environmental Co. Ltd. Class A (XSEC) | 1,606,081 | 1,397 | ||||
| Amoy Diagnostics Co. Ltd. Class A | 201,650 | 1,391 | ||||
| QuakeSafe Technologies Co. Ltd. | 185,960 | 1,388 | ||||
| Grinm Advanced Materials Co. Ltd. Class A | 676,800 | 1,385 | ||||
| * | Jinneng Holding Shanxi Electric Power Co. Ltd. | 3,019,801 | 1,384 | |||
| Xiangcai Co. Ltd. Class A | 1,369,700 | 1,380 | ||||
| Jiangsu Boqian New Materials Stock Co. Ltd. Class A | 221,700 | 1,378 | ||||
| PCI Technology Group Co. Ltd. Class A | 1,547,000 | 1,374 | ||||
| LianChuang Electronic Technology Co. Ltd. Class A | 805,709 | 1,372 | ||||
| Qingling Motors Co. Ltd. Class H | 7,692,534 | 1,371 | ||||
| Lancy Co. Ltd. Class A | 396,400 | 1,371 | ||||
49
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Chongqing Water Group Co. Ltd. Class A | 1,660,200 | 1,370 | ||||
| * | Zhejiang Jinke Tom Culture Industry Co. Ltd. Class A | 2,717,949 | 1,370 | |||
| * | Yantai Zhenghai Magnetic Material Co. Ltd. Class A | 793,700 | 1,370 | |||
| North Huajin Chemical Industries Co. Ltd. Class A | 1,535,800 | 1,363 | ||||
| Xinjiang Communications Construction Group Co. Ltd. Class A | 497,700 | 1,361 | ||||
| Jade Bird Fire Co. Ltd. Class A | 275,100 | 1,361 | ||||
| Shanghai Belling Co. Ltd. Class A | 574,800 | 1,356 | ||||
| Guangdong Dowstone Technology Co. Ltd. Class A | 524,300 | 1,354 | ||||
| * | China Aluminum International Engineering Corp. Ltd. Class A | 2,092,700 | 1,354 | |||
| Winall Hi-Tech Seed Co. Ltd. Class A | 611,400 | 1,352 | ||||
| Tongyu Heavy Industry Co. Ltd. Class A | 3,654,500 | 1,351 | ||||
| * | Siasun Robot & Automation Co. Ltd. Class A | 1,165,640 | 1,345 | |||
| ADAMA Ltd. Class A | 933,088 | 1,345 | ||||
| Xinfengming Group Co. Ltd. Class A | 940,069 | 1,343 | ||||
| * | Sinopec Oilfield Service Corp. Class A (XSSC) | 4,928,000 | 1,339 | |||
| Inmyshow Digital Technology Group Co. Ltd. | 1,226,351 | 1,338 | ||||
| Shenzhen Agricultural Products Group Co. Ltd. Class A | 1,482,400 | 1,336 | ||||
| * | Guizhou Bailing Group Pharmaceutical Co. Ltd. Class A | 1,330,336 | 1,333 | |||
| Shares | Market Value• ($000) | |||||
| Autobio Diagnostics Co. Ltd. Class A | 192,732 | 1,333 | ||||
| * | Ourpalm Co. Ltd. Class A | 2,873,975 | 1,328 | |||
| People.cn Co. Ltd. Class A | 955,800 | 1,326 | ||||
| * | Red Star Macalline Group Corp. Ltd. Class A | 1,755,964 | 1,325 | |||
| Angang Steel Co. Ltd. Class A | 2,532,750 | 1,324 | ||||
| * | Beijing Chunlizhengda Medical Instruments Co. Ltd. Class H | 1,124,090 | 1,313 | |||
| Electric Connector Technology Co. Ltd. Class A | 317,622 | 1,310 | ||||
| Chow Tai Seng Jewellery Co. Ltd. Class A | 687,201 | 1,309 | ||||
| Sino-Platinum Metals Co. Ltd. Class A | 530,660 | 1,309 | ||||
| Yantai Dongcheng Pharmaceutical Co. Ltd. Class A | 809,419 | 1,306 | ||||
| YGSOFT Inc. Class A | 1,507,039 | 1,305 | ||||
| Skyworth Digital Co. Ltd. Class A | 701,757 | 1,300 | ||||
| SGIS Songshan Co. Ltd. Class A | 2,336,400 | 1,298 | ||||
| Hubei Biocause Pharmaceutical Co. Ltd. Class A | 3,029,791 | 1,297 | ||||
| Shenzhen Topband Co. Ltd. Class A | 1,084,300 | 1,295 | ||||
| Qinhuangdao Port Co. Ltd. Class A | 3,247,900 | 1,294 | ||||
| * | Beijing Sanju Environmental Protection & New Material Co. Ltd. Class A | 2,051,961 | 1,289 | |||
| Shanghai Tongji Science & Technology Industrial Co. Ltd. Class A | 1,144,700 | 1,288 | ||||
| Shandong Buchang Pharmaceuticals Co. Ltd. Class A | 467,994 | 1,286 | ||||
| Hubei Jumpcan Pharmaceutical Co. Ltd. Class A | 373,617 | 1,285 | ||||
50
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Universal Scientific Industrial Shanghai Co. Ltd. Class A | 704,700 | 1,283 | ||||
| Beijing Aosaikang Pharmaceutical Co. Ltd. Class A | 908,570 | 1,282 | ||||
| City Development Environment Co. Ltd. | 932,200 | 1,281 | ||||
| Zhejiang Xianju Pharmaceutical Co. Ltd. Class A | 951,400 | 1,277 | ||||
| Chongqing Fuling Electric Power Industrial Co. Ltd. Class A | 685,200 | 1,277 | ||||
| Zhejiang Jiemei Electronic & Technology Co. Ltd. Class A | 356,260 | 1,272 | ||||
| Camel Group Co. Ltd. Class A | 1,012,512 | 1,268 | ||||
| Shenyang Xingqi Pharmaceutical Co. Ltd. Class A | 80,300 | 1,267 | ||||
| Luolai Lifestyle Technology Co. Ltd. Class A | 669,540 | 1,266 | ||||
| China Merchants Port Group Co. Ltd. Class A | 581,974 | 1,266 | ||||
| Jiangsu Changshu Rural Commercial Bank Co. Ltd. Class A | 1,038,400 | 1,266 | ||||
| Beijing Dahao Technology Corp. Ltd. Class A | 482,400 | 1,261 | ||||
| Jiangsu Shagang Co. Ltd. Class A | 1,774,700 | 1,260 | ||||
| * | Anhui Genuine New Materials Co. Ltd. Class A | 370,245 | 1,252 | |||
| Topsec Technologies Group Inc. Class A | 899,100 | 1,250 | ||||
| * | Beijing Orient National Communication Science & Technology Co. Ltd. Class A | 1,008,100 | 1,248 | |||
| BOC International China Co. Ltd. Class A | 662,800 | 1,245 | ||||
| Zhejiang Huace Film & Television Co. Ltd. Class A | 1,902,400 | 1,244 | ||||
| Shares | Market Value• ($000) | |||||
| Zhejiang Runtu Co. Ltd. Class A | 1,053,712 | 1,239 | ||||
| Wushang Group Co. Ltd. Class A | 797,600 | 1,238 | ||||
| Easyhome New Retail Group Co. Ltd. Class A | 2,016,000 | 1,238 | ||||
| Yantai Tayho Advanced Materials Co. Ltd. Class A | 624,500 | 1,236 | ||||
| Shenzhen World Union Group Inc. Class A | 2,523,380 | 1,234 | ||||
| Shanghai Pret Composites Co. Ltd. Class A | 788,060 | 1,233 | ||||
| CNHTC Jinan Truck Co. Ltd. Class A | 829,119 | 1,230 | ||||
| CSSC Science & Technology Co. Ltd. Class A | 759,200 | 1,228 | ||||
| * | Markor International Home Furnishings Co. Ltd. Class A | 2,754,100 | 1,228 | |||
| Chongqing Rural Commercial Bank Co. Ltd. Class A | 2,096,300 | 1,226 | ||||
| Rockchip Electronics Co. Ltd. | 119,400 | 1,225 | ||||
| Zhejiang Communications Technology Co. Ltd. | 1,187,501 | 1,221 | ||||
| 1 | Shandong Chenming Paper Holdings Ltd. Class H | 3,104,406 | 1,220 | |||
| Suzhou TFC Optical Communication Co. Ltd. Class A | 369,723 | 1,219 | ||||
| Beijing Strong Biotechnologies Inc. Class A | 569,700 | 1,217 | ||||
| Shenzhen Goodix Technology Co. Ltd. Class A | 143,147 | 1,216 | ||||
| Hangzhou Onechance Tech Corp. Class A | 254,009 | 1,216 | ||||
| Shaanxi Construction Machinery Co. Ltd. Class A | 1,132,400 | 1,212 | ||||
51
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| YanTai Shuangta Food Co. Ltd. Class A | 1,114,400 | 1,211 | ||||
| Yantai Changyu Pioneer Wine Co. Ltd. Class A | 302,331 | 1,210 | ||||
| Ligao Foods Co. Ltd. Class A | 112,820 | 1,208 | ||||
| * | Shenzhen Neptunus Bioengineering Co. Ltd. Class A | 2,479,900 | 1,207 | |||
| Three's Co. Media Group Co. Ltd. Class A | 67,000 | 1,198 | ||||
| * | CanSino Biologics Inc. Class A | 51,999 | 1,197 | |||
| Zhejiang Yasha Decoration Co. Ltd. Class A | 1,699,592 | 1,196 | ||||
| Eoptolink Technology Inc. Ltd. Class A | 339,813 | 1,194 | ||||
| Anhui Truchum Advanced Materials & Technology Co. Ltd. Class A | 1,085,800 | 1,194 | ||||
| * | Hunan Gold Corp. Ltd. Class A | 855,220 | 1,193 | |||
| Zhejiang Wanfeng Auto Wheel Co. Ltd. Class A | 2,091,500 | 1,190 | ||||
| Bank of Suzhou Co. Ltd. Class A | 1,090,800 | 1,189 | ||||
| CETC Digital Technology Co. Ltd. Class A | 373,500 | 1,189 | ||||
| Hytera Communications Corp. Ltd. Class A | 1,706,400 | 1,185 | ||||
| Shenzhen Desay Battery Technology Co. Class A | 252,155 | 1,177 | ||||
| China Railway Tielong Container Logistics Co. Ltd. Class A | 1,656,230 | 1,175 | ||||
| Guangdong South New Media Co. Ltd. Class A | 222,495 | 1,175 | ||||
| Autohome Inc. Class A | 162,328 | 1,172 | ||||
| All Winner Technology Co. Ltd. Class A | 426,930 | 1,170 | ||||
| Shares | Market Value• ($000) | |||||
| Juneyao Airlines Co. Ltd. Class A | 632,430 | 1,165 | ||||
| Hebei Chengde Lulu Co. Ltd. Class A | 929,868 | 1,163 | ||||
| Shanghai Jin Jiang Online Network Service Co. Ltd. | 2,008,452 | 1,162 | ||||
| Opple Lighting Co. Ltd. Class A | 479,456 | 1,162 | ||||
| Kehua Data Co. Ltd. Class A | 390,480 | 1,156 | ||||
| Telling Telecommunication Holding Co. Ltd. Class A | 864,300 | 1,155 | ||||
| Shanghai Zijiang Enterprise Group Co. Ltd. Class A | 1,642,603 | 1,154 | ||||
| Anhui Huilong Agricultural Means of Production Co. Ltd. Class A | 748,552 | 1,152 | ||||
| Black Peony Group Co. Ltd. Class A | 854,300 | 1,151 | ||||
| Bear Electric Appliance Co. Ltd. Class A | 158,890 | 1,151 | ||||
| China World Trade Center Co. Ltd. Class A | 533,200 | 1,149 | ||||
| Winner Medical Co. Ltd. Class A | 133,664 | 1,147 | ||||
| * | Qinghai Huzhu TianYouDe Highland Barley Spirit Co. Ltd. Class A | 433,300 | 1,146 | |||
| * | Shandong Yisheng Livestock & Poultry Breeding Co. Ltd. Class A | 853,013 | 1,143 | |||
| Bluestar Adisseo Co. Class A | 845,412 | 1,143 | ||||
| Guangdong Great River Smarter Logistics Co. Ltd. Class A | 426,760 | 1,142 | ||||
| Lao Feng Xiang Co. Ltd. Class A | 192,928 | 1,142 | ||||
| China Wafer Level CSP Co. Ltd. Class A | 256,003 | 1,142 | ||||
| Beijing SuperMap Software Co. Ltd. Class A | 455,102 | 1,139 | ||||
52
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| NSFOCUS Technologies Group Co. Ltd. Class A | 830,084 | 1,138 | ||||
| * | Hangxiao Steel Structure Co. Ltd. Class A | 2,212,840 | 1,138 | |||
| Gansu Shangfeng Cement Co. Ltd. Class A | 360,100 | 1,137 | ||||
| Shenzhen Yan Tian Port Holding Co. Ltd. Class A | 1,584,655 | 1,132 | ||||
| * | Orient Group Inc. Class A | 2,806,200 | 1,130 | |||
| Luenmei Quantum Co. Ltd. Class A | 1,097,170 | 1,124 | ||||
| Hexing Electrical Co. Ltd. Class A | 655,820 | 1,124 | ||||
| Dongguan Development Holdings Co. Ltd. Class A | 805,100 | 1,123 | ||||
| Jiajiayue Group Co. Ltd. Class A | 610,605 | 1,122 | ||||
| Zhende Medical Co. Ltd. Class A | 226,438 | 1,122 | ||||
| * | Oceanwide Holdings Co. Ltd. Class A | 4,993,346 | 1,118 | |||
| Jointo Energy Investment Co. Ltd. Hebei Class A | 1,779,400 | 1,116 | ||||
| Ningbo Peacebird Fashion Co. Ltd. Class A | 401,800 | 1,113 | ||||
| Konfoong Materials International Co. Ltd. Class A | 150,800 | 1,111 | ||||
| Wellhope Foods Co. Ltd. Class A | 921,083 | 1,107 | ||||
| Zhejiang Wanliyang Co. Ltd. Class A | 1,102,725 | 1,103 | ||||
| Shenzhen Leaguer Co. Ltd. Class A | 965,100 | 1,102 | ||||
| Shenzhen Expressway Corp. Ltd. (XSSC) | 783,148 | 1,101 | ||||
| Xinjiang Xintai Natural Gas Co. Ltd. Class A | 347,960 | 1,101 | ||||
| Central China Securities Co. Ltd. Class H | 6,774,945 | 1,098 | ||||
| Shares | Market Value• ($000) | |||||
| * | Chengdu CORPRO Technology Co. Ltd. Class A | 465,900 | 1,097 | |||
| *,1 | Zhihu Inc. Class A ADR | 707,773 | 1,097 | |||
| Zhongshan Broad Ocean Motor Co. Ltd. Class A | 1,457,100 | 1,095 | ||||
| Suzhou Anjie Technology Co. Ltd. Class A | 559,721 | 1,094 | ||||
| Hongda Xingye Co. Ltd. Class A | 2,094,100 | 1,092 | ||||
| Zhejiang Narada Power Source Co. Ltd. Class A | 671,600 | 1,090 | ||||
| Edan Instruments Inc. Class A | 839,800 | 1,090 | ||||
| * | Henan Yuneng Holdings Co. Ltd. Class A | 1,485,524 | 1,090 | |||
| Shandong Humon Smelting Co. Ltd. Class A | 759,800 | 1,089 | ||||
| Advanced Technology & Materials Co. Ltd. Class A | 1,038,800 | 1,088 | ||||
| Shandong Xinhua Pharmaceutical Co. Ltd. Class A | 524,300 | 1,084 | ||||
| Shenzhen Suntak Circuit Technology Co. Ltd. Class A | 675,400 | 1,083 | ||||
| * | Chongyi Zhangyuan Tungsten Industry Co. Ltd. Class A | 1,070,400 | 1,080 | |||
| BGI Genomics Co. Ltd. Class A | 113,290 | 1,078 | ||||
| Shanghai Sinyang Semiconductor Materials Co. Ltd. Class A | 264,700 | 1,075 | ||||
| Xinhua Winshare Publishing & Media Co. Ltd. Class A (XSSC) | 800,952 | 1,073 | ||||
| Guangdong Tapai Group Co. Ltd. Class A | 803,509 | 1,065 | ||||
| * | Talkweb Information System Co. Ltd. Class A | 1,338,583 | 1,064 | |||
53
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Sunward Intelligent Equipment Co. Ltd. Class A | 1,073,708 | 1,061 | ||||
| Wuhan Jingce Electronic Group Co. Ltd. Class A | 198,761 | 1,061 | ||||
| * | China Tungsten & Hightech Materials Co. Ltd. Class A | 714,600 | 1,059 | |||
| Transfar Zhilian Co. Ltd. Class A | 1,103,868 | 1,049 | ||||
| * | Genetron Holdings Ltd. ADR | 610,122 | 1,049 | |||
| * | Visionox Technology Inc. Class A | 1,176,672 | 1,047 | |||
| Sai Micro Electronics Inc. Class A | 521,574 | 1,041 | ||||
| Goldenmax International Technology Ltd. Class A | 858,300 | 1,038 | ||||
| IReader Technology Co. Ltd. Class A | 505,493 | 1,037 | ||||
| * | HyUnion Holding Co. Ltd. Class A | 943,800 | 1,036 | |||
| * | YaGuang Technology Group Co. Ltd. | 1,311,300 | 1,035 | |||
| * | Guangzhou GRG Metrology & Test Co. Ltd. Class A | 444,960 | 1,034 | |||
| * | Foran Energy Group Co. Ltd. | 769,187 | 1,033 | |||
| Renhe Pharmacy Co. Ltd. Class A | 1,128,600 | 1,031 | ||||
| Beijing Water Business Doctor Co. Ltd. Class A | 813,300 | 1,031 | ||||
| Shenzhen Infogem Technologies Co. Ltd. Class A | 770,500 | 1,027 | ||||
| * | Genimous Technology Co. Ltd. Class A | 1,322,640 | 1,027 | |||
| Qingdao Rural Commercial Bank Corp. Class A | 2,000,025 | 1,026 | ||||
| China TransInfo Technology Co. Ltd. Class A | 795,500 | 1,025 | ||||
| Shenzhen Everwin Precision Technology Co. Ltd. Class A | 882,304 | 1,025 | ||||
| Shares | Market Value• ($000) | |||||
| Xinhuanet Co. Ltd. Class A | 450,435 | 1,020 | ||||
| * | Sumavision Technologies Co. Ltd. Class A | 1,459,200 | 1,014 | |||
| Huafu Fashion Co. Ltd. | 1,846,024 | 1,012 | ||||
| 3 | Gansu Qilianshan Cement Group Co. Ltd. Class A | 622,200 | 1,012 | |||
| Shanghai Fudan-Zhangjiang Bio-Pharmaceutical Co. Ltd. Class H | 2,434,774 | 1,011 | ||||
| * | Shanghai 2345 Network Holding Group Co. Ltd. Class A | 3,404,121 | 1,007 | |||
| Shanghai Bright Power Semiconductor Co. Ltd. Class A | 47,668 | 1,006 | ||||
| China National Accord Medicines Corp. Ltd. Class A | 231,918 | 1,005 | ||||
| DBG Technology Co. Ltd. Class A | 748,242 | 1,002 | ||||
| 1,2 | Everbright Securities Co. Ltd. Class H | 1,617,632 | 999 | |||
| Guangdong Huatie Tongda High-speed Railway Equipment Corp. Class A | 1,537,944 | 997 | ||||
| Chongqing Sanfeng Environment Group Corp. Ltd. Class A | 957,100 | 994 | ||||
| Zhejiang Windey Co. Ltd. Class A | 452,000 | 994 | ||||
| Hand Enterprise Solutions Co. Ltd. Class A | 845,500 | 991 | ||||
| Truking Technology Ltd. Class A | 424,100 | 991 | ||||
| Beijing Tongtech Co. Ltd. Class A | 426,422 | 990 | ||||
| * | Xiamen Intretech Inc. Class A | 319,260 | 989 | |||
| * | Anker Innovations Technology Co. Ltd. Class A | 115,400 | 989 | |||
54
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Montnets Cloud Technology Group Co. Ltd. Class A | 738,900 | 987 | |||
| Shenzhen Ysstech Info-tech Co. Ltd. Class A | 794,000 | 973 | ||||
| * | Shijiazhuang Changshan BeiMing Technology Co. Ltd. Class A | 1,235,186 | 972 | |||
| Foryou Corp. | 203,990 | 972 | ||||
| * | Holitech Technology Co. Ltd. Class A | 2,159,500 | 970 | |||
| * | Sichuan Haite High-tech Co. Ltd. Class A | 723,100 | 969 | |||
| * | Zhejiang Qianjiang Motorcycle Co. Ltd. Class A | 646,900 | 969 | |||
| Guangzhou Shangpin Home Collection Co. Ltd. Class A | 255,081 | 964 | ||||
| * | Beijing Ultrapower Software Co. Ltd. Class A | 1,702,000 | 963 | |||
| Shenzhen Kstar Science & Technology Co. Ltd. Class A | 446,850 | 962 | ||||
| Shanghai AtHub Co. Ltd. Class A | 274,170 | 952 | ||||
| Changchun Faway Automobile Components Co. Ltd. Class A | 764,150 | 950 | ||||
| Shenzhen Sunline Tech Co. Ltd. Class A | 694,400 | 946 | ||||
| Sinosteel Engineering & Technology Co. Ltd. Class A | 1,105,300 | 944 | ||||
| Xilinmen Furniture Co. Ltd. Class A | 265,300 | 944 | ||||
| Xinxiang Richful Lube Additive Co. Ltd. Class A | 147,600 | 943 | ||||
| DaShenLin Pharmaceutical Group Co. Ltd. Class A | 236,229 | 942 | ||||
| * | Tongling Jingda Special Magnet Wire Co. Ltd. Class A | 1,475,000 | 939 | |||
| Shares | Market Value• ($000) | |||||
| * | Aotecar New Energy Technology Co. Ltd. Class A | 2,748,200 | 936 | |||
| Tibet Rhodiola Pharmaceutical Holding Co. Class A | 174,900 | 926 | ||||
| 3 | Fujian Longking Co. Ltd. Class A | 710,193 | 923 | |||
| Hangzhou Shunwang Technology Co. Ltd. Class A | 613,800 | 922 | ||||
| * | Yunnan Lincang Xinyuan Germanium Industrial Co. Ltd. Class A | 607,489 | 920 | |||
| Liuzhou Iron & Steel Co. Ltd. Class A | 1,379,661 | 918 | ||||
| Zhejiang Garden Bio-Chemical High-tech Co. Ltd. Class A | 483,991 | 916 | ||||
| Jenkem Technology Co. Ltd. Class A | 37,841 | 916 | ||||
| FAWER Automotive Parts Co. Ltd. Class A | 1,276,410 | 915 | ||||
| Konka Group Co. Ltd. Class A | 1,345,700 | 911 | ||||
| Toly Bread Co. Ltd. Class A | 439,677 | 909 | ||||
| Visual China Group Co. Ltd. Class A | 505,597 | 908 | ||||
| * | Betta Pharmaceuticals Co. Ltd. Class A | 140,100 | 908 | |||
| * | Jinmao Property Services Co. Ltd. | 1,217,446 | 908 | |||
| First Tractor Co. Ltd. Class A (XSSC) | 590,200 | 904 | ||||
| * | Aerospace Hi-Tech Holdings Grp Ltd. Class A | 772,084 | 903 | |||
| Hangzhou Electronic Soul Network Technology Co. Ltd. Class A | 276,297 | 903 | ||||
| JSTI Group Class A | 760,180 | 901 | ||||
| Tangrenshen Group Co. Ltd. Class A | 793,600 | 900 | ||||
55
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Yijiahe Technology Co. Ltd. Class A | 143,360 | 897 | ||||
| ChemPartner PharmaTech Co. Ltd. Class A | 636,046 | 896 | ||||
| Maccura Biotechnology Co. Ltd. Class A | 310,315 | 896 | ||||
| * | China Nonferrous Metal Industry's Foreign Engineering & Construction Co. Ltd. Class A | 1,439,200 | 893 | |||
| Blue Sail Medical Co. Ltd. Class A | 663,503 | 893 | ||||
| Jiangxi Lianchuang Optoelectronic Science & Technology Co. Ltd. Class A | 329,500 | 893 | ||||
| Beijing Compass Technology Development Co. Ltd. Class A | 126,500 | 892 | ||||
| Jiangsu Expressway Co. Ltd. Class A (XSSC) | 717,873 | 887 | ||||
| Shanghai Mechanical & Electrical Industry Co. Ltd. Class A (XSSC) | 513,916 | 885 | ||||
| 2 | Cathay Media & Education Group Inc. | 5,430,903 | 881 | |||
| Jiangling Motors Corp. Ltd. Class A | 501,178 | 878 | ||||
| Monalisa Group Co. Ltd. Class A | 440,285 | 876 | ||||
| Chengdu Hongqi Chain Co. Ltd. Class A | 1,167,833 | 875 | ||||
| Qingdao Eastsoft Communication Technology Co. Ltd. Class A | 511,800 | 872 | ||||
| Guangxi Liugong Machinery Co. Ltd. Class A | 942,500 | 872 | ||||
| JL Mag Rare-Earth Co. Ltd. Class A | 220,040 | 872 | ||||
| Shenzhen Kinwong Electronic Co. Ltd. Class A | 278,960 | 865 | ||||
| Yotrio Group Co. Ltd. Class A | 1,733,900 | 864 | ||||
| Shares | Market Value• ($000) | |||||
| Shanghai Hanbell Precise Machinery Co. Ltd. Class A | 377,800 | 863 | ||||
| * | Shengda Resources Co. Ltd. Class A | 493,300 | 849 | |||
| * | Guangdong Dongfang Precision Science & Technology Co. Ltd. Class A | 1,490,000 | 848 | |||
| * | Tus Environmental Science & Technology Development Co. Ltd. Class A | 1,808,193 | 847 | |||
| Archermind Technology Nanjing Co. Ltd. Class A | 156,995 | 843 | ||||
| *,1 | BEST Inc. ADR | 2,031,144 | 837 | |||
| Sinosoft Co. Ltd. Class A | 263,300 | 836 | ||||
| * | Ningxia Zhongyin Cashmere Co. Ltd. Class A | 3,153,500 | 834 | |||
| Jiangyin Hengrun Heavy Industries Co. Ltd. Class A | 288,500 | 834 | ||||
| Luyang Energy-Saving Materials Co. Ltd. | 345,760 | 832 | ||||
| Beijing Thunisoft Corp. Ltd. Class A | 810,273 | 831 | ||||
| Shanghai Maling Aquarius Co. Ltd. Class A | 778,100 | 829 | ||||
| * | Guizhou Gas Group Corp. Ltd. Class A | 786,060 | 828 | |||
| KingClean Electric Co. Ltd. Class A | 265,519 | 821 | ||||
| Guangzhou Zhiguang Electric Co. Ltd. Class A | 786,900 | 816 | ||||
| Xiamen Jihong Technology Co. Ltd. Class A | 496,984 | 816 | ||||
| * | Guangdong Advertising Group Co. Ltd. Class A | 1,290,000 | 811 | |||
| China Oilfield Services Ltd. Class A | 430,400 | 810 | ||||
| 2 | Joinn Laboratories China Co. Ltd. Class H | 109,700 | 803 | |||
56
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Innuovo Technology Co. Ltd. Class A | 889,700 | 801 | |||
| * | China High Speed Railway Technology Co. Ltd. Class A | 2,362,313 | 799 | |||
| * | Anhui Tatfook Technology Co. Ltd. Class A | 764,216 | 791 | |||
| * | Huafon Microfibre Shanghai Technology Co. Ltd. | 1,458,963 | 790 | |||
| Digital China Information Service Co. Ltd. Class A | 496,802 | 789 | ||||
| DeHua TB New Decoration Materials Co. Ltd. Class A | 550,554 | 788 | ||||
| * | Grand Industrial Holding Group Co. Ltd. | 430,400 | 788 | |||
| * | Guangdong Aofei Data Technology Co. Ltd. Class A | 315,357 | 785 | |||
| Wuxi Boton Technology Co. Ltd. Class A | 369,100 | 782 | ||||
| Chongqing Zongshen Power Machinery Co. Ltd. Class A | 958,095 | 781 | ||||
| Client Service International Inc. Class A | 412,050 | 780 | ||||
| Deppon Logistics Co. Ltd. Class A | 375,100 | 779 | ||||
| Chongqing Dima Industry Co. Ltd. Class A | 2,361,340 | 779 | ||||
| * | Shenzhen Microgate Technology Co. Ltd. Class A | 688,200 | 779 | |||
| Hunan Er-Kang Pharmaceutical Co. Ltd. Class A | 1,599,400 | 778 | ||||
| Chengdu Leejun Industrial Co. Ltd. Class A | 838,700 | 778 | ||||
| * | Kama Co. Ltd. Class B | 2,542,356 | 773 | |||
| Rainbow Digital Commercial Co. Ltd. Class A | 759,992 | 772 | ||||
| Shares | Market Value• ($000) | |||||
| Zhejiang Semir Garment Co. Ltd. Class A | 778,119 | 765 | ||||
| * | Kingnet Network Co. Ltd. Class A | 1,121,800 | 763 | |||
| Shanghai Runda Medical Technology Co. Ltd. Class A | 557,000 | 763 | ||||
| * | Luoniushan Co. Ltd. Class A | 869,300 | 761 | |||
| Shanghai Ganglian E-Commerce Holdings Co. Ltd. Class A | 178,240 | 760 | ||||
| Wuhan Fingu Electronic Technology Co. Ltd. Class A | 601,800 | 757 | ||||
| Greattown Holdings Ltd. Class A | 1,564,400 | 752 | ||||
| Xizi Clean Energy Equipment Manufacturing Co. Ltd. Class A | 370,440 | 747 | ||||
| Realcan Pharmaceutical Group Co. Ltd. Class A | 1,363,100 | 744 | ||||
| * | Luoyang Glass Co. Ltd. Class A | 277,000 | 742 | |||
| Jiangxi Huangshanghuang Group Food Co. Ltd. Class A | 458,100 | 740 | ||||
| Shanghai Dazhong Public Utilities Group Co. Ltd. Class A | 1,512,000 | 732 | ||||
| Jiangxi Wannianqing Cement Co. Ltd. Class A | 433,690 | 732 | ||||
| Cangzhou Mingzhu Plastic Co. Ltd. Class A | 1,076,600 | 731 | ||||
| * | Jinlei Technology Co. Ltd. | 208,000 | 730 | |||
| Sichuan Teway Food Group Co. Ltd. Class A | 229,802 | 729 | ||||
| Beijing VRV Software Corp. Ltd. Class A | 1,199,400 | 727 | ||||
| * | Dare Power Dekor Home Co. Ltd. Class A | 563,966 | 725 | |||
57
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Shenzhen Woer Heat-Shrinkable Material Co. Ltd. Class A | 913,300 | 716 | |||
| Moon Environment Technology Co. Ltd. Class A | 525,700 | 713 | ||||
| Foshan Nationstar Optoelectronics Co. Ltd. Class A | 726,700 | 709 | ||||
| Unilumin Group Co. Ltd. Class A | 842,477 | 708 | ||||
| * | Yibin Tianyuan Group Co. Ltd. Class A | 528,600 | 706 | |||
| Shenzhen New Nanshan Holding Group Co. Ltd. Class A | 987,100 | 702 | ||||
| Jiangxi Bank Co. Ltd. Class H | 4,171,882 | 692 | ||||
| Kunming Yunnei Power Co. Ltd. Class A | 1,827,000 | 692 | ||||
| ZheJiang Dali Technology Co. Ltd. Class A | 431,140 | 691 | ||||
| Changying Xinzhi Technology Co. Ltd. Class A | 409,300 | 681 | ||||
| * | Shang Gong Group Co. Ltd. Class B | 1,936,049 | 680 | |||
| Hangzhou Haoyue Personal Care Co. Ltd. Class A | 126,853 | 678 | ||||
| * | Shenzhen SDG Information Co. Ltd. Class A | 966,740 | 676 | |||
| Huabao Flavours & Fragrances Co. Ltd. Class A | 204,344 | 676 | ||||
| Dongjiang Environmental Co. Ltd. Class H | 1,853,159 | 673 | ||||
| Jiangsu Zhangjiagang Rural Commercial Bank Co. Ltd. Class A | 716,800 | 673 | ||||
| Sino GeoPhysical Co. Ltd. Class A | 228,363 | 672 | ||||
| CSG Holding Co. Ltd. Class A | 791,732 | 668 | ||||
| Longhua Technology Group Luoyang Co. Ltd. Class A | 684,800 | 668 | ||||
| Shares | Market Value• ($000) | |||||
| Chengdu Kanghong Pharmaceutical Group Co. Ltd. Class A | 332,643 | 665 | ||||
| Yangtze Optical Fibre & Cable Joint Stock Ltd. Co. Class A | 193,203 | 661 | ||||
| Keboda Technology Co. Ltd. Class A | 105,300 | 661 | ||||
| * | Shandong Airlines Co. Ltd. Class B | 1,835,790 | 656 | |||
| Guomai Technologies Inc. Class A | 850,700 | 656 | ||||
| Lu Thai Textile Co. Ltd. Class B | 1,319,254 | 653 | ||||
| * | Suzhou Good-Ark Electronics Co. Ltd. Class A | 500,100 | 649 | |||
| Zhejiang Wanma Co. Ltd. Class A | 659,118 | 648 | ||||
| Shenzhen FRD Science & Technology Co. Ltd. | 418,601 | 641 | ||||
| China Harzone Industry Corp. Ltd. Class A | 614,775 | 638 | ||||
| Weihai Guangtai Airport Equipment Co. Ltd. Class A | 522,100 | 630 | ||||
| * | Autel Intelligent Technology Corp. Ltd. Class A | 148,007 | 629 | |||
| * | Berry Genomics Co. Ltd. Class A | 321,450 | 627 | |||
| Shandong WIT Dyne Health Co. Ltd. Class A | 124,700 | 626 | ||||
| Beijing Ctrowell Technology Corp. Ltd. Class A | 551,700 | 623 | ||||
| Shenzhen Fortune Trend Technology Co. Ltd. Class A | 38,779 | 618 | ||||
| Streamax Technology Co. Ltd. Class A | 184,700 | 617 | ||||
| Shenzhen Jieshun Science & Technology Industry Co. Ltd. Class A | 601,900 | 616 | ||||
| Tibet Tianlu Co. Ltd. Class A | 734,904 | 615 | ||||
58
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Era Co. Ltd. Class A | 974,000 | 610 | ||||
| * | Zhejiang Hailide New Material Co. Ltd. Class A | 858,900 | 609 | |||
| * | Youzu Interactive Co. Ltd. Class A | 441,400 | 607 | |||
| Shenzhen Das Intellitech Co. Ltd. Class A | 1,483,800 | 602 | ||||
| Shanghai Yaoji Technology Co. Ltd. Class A | 273,100 | 601 | ||||
| Canny Elevator Co. Ltd. Class A | 560,800 | 600 | ||||
| * | Kunshan Kersen Science & Technology Co. Ltd. Class A | 572,200 | 599 | |||
| *,3 | Boshiwa International Holding Ltd. | 2,777,000 | 595 | |||
| Qingdao Hanhe Cable Co. Ltd. Class A | 1,110,930 | 594 | ||||
| * | Sichuan Languang Development Co. Ltd. Class A | 2,280,500 | 592 | |||
| Eastern Communications Co. Ltd. Class A (XSSC) | 470,100 | 592 | ||||
| Shanghai Kinetic Medical Co. Ltd. Class A | 560,300 | 591 | ||||
| Shenzhen Center Power Tech Co. Ltd. Class A | 357,461 | 590 | ||||
| Shenzhen Gongjin Electronics Co. Ltd. Class A | 582,100 | 587 | ||||
| * | Zhejiang Jingu Co. Ltd. Class A | 755,112 | 585 | |||
| * | Xi'an Tian He Defense Technology Co. Ltd. Class A | 413,600 | 585 | |||
| * | Hongli Zhihui Group Co. Ltd. Class A | 551,485 | 584 | |||
| Zhongfu Information Inc. Class A | 222,364 | 583 | ||||
| * | Xiamen Comfort Science & Technology Group Co. Ltd. Class A | 465,800 | 581 | |||
| Shares | Market Value• ($000) | |||||
| Vatti Corp. Ltd. Class A | 763,400 | 581 | ||||
| Jiangsu Guoxin Corp. Ltd. Class A | 691,900 | 579 | ||||
| * | Beijing Philisense Technology Co. Ltd. Class A | 1,040,900 | 573 | |||
| * | Beijing Watertek Information Technology Co. Ltd. Class A | 1,368,500 | 573 | |||
| M-Grass Ecology & Environment Group Co. Ltd. Class A | 1,030,900 | 572 | ||||
| * | Trip.com Group Ltd. | 24,215 | 572 | |||
| * | Bestway Marine & Energy Technology Co. Ltd. Class A | 1,012,900 | 564 | |||
| Zhuhai Bojay Electronics Co. Ltd. Class A | 115,100 | 561 | ||||
| * | Zhuhai Orbita Aerospace Science & Technology Co. Ltd. Class A | 493,500 | 560 | |||
| EIT Environmental Development Group Co. Ltd. Class A | 189,603 | 558 | ||||
| * | Alpha Group Class A | 989,100 | 553 | |||
| *,1 | Yatsen Holding Ltd. ADR | 897,806 | 552 | |||
| Sichuan Jiuzhou Electric Co. Ltd. Class A | 651,900 | 551 | ||||
| * | Jiangsu Lihua Animal Husbandry Stock Co. Ltd. Class A | 129,400 | 546 | |||
| Suzhou Electrical Apparatus Science Academy Co. Ltd. Class A | 618,500 | 543 | ||||
| Sansure Biotech Inc. Class A | 86,833 | 543 | ||||
| Tianjin Capital Environmental Protection Group Co. Ltd. Class H | 1,356,000 | 540 | ||||
| * | Hunan TV & Broadcast Intermediary Co. Ltd. Class A | 758,600 | 540 | |||
59
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Beijing Bohui Innovation Biotechnology Group Co. Ltd. Class A | 594,600 | 530 | |||
| Shandong Chenming Paper Holdings Ltd. Class A (XSEC) | 659,200 | 525 | ||||
| * | Jiaozuo Wanfang Aluminum Manufacturing Co. Ltd. Class A | 657,976 | 524 | |||
| Shanghai Kehua Bio-Engineering Co. Ltd. Class A | 384,100 | 521 | ||||
| Changzhou Tronly New Electronic Materials Co. Ltd. Class A | 423,300 | 515 | ||||
| Wondershare Technology Group Co. Ltd. Class A | 121,085 | 508 | ||||
| * | INKON Life Technology Co. Ltd. Class A | 425,000 | 506 | |||
| * | Guangdong Guanghua Sci-Tech Co. Ltd. Class A | 231,700 | 498 | |||
| *,1,3 | China Fishery Group Ltd. | 9,033,000 | 496 | |||
| Double Medical Technology Inc. Class A | 95,425 | 494 | ||||
| Huazhu Group Ltd. | 154,750 | 487 | ||||
| Beken Corp. Class A | 107,100 | 486 | ||||
| Shanghai Kelai Mechatronics Engineering Co. Ltd. Class A | 219,608 | 484 | ||||
| Jiangsu Huaxicun Co. Ltd. Class A | 698,300 | 483 | ||||
| Qingdao Port International Co. Ltd. Class A | 592,220 | 480 | ||||
| 2 | Qingdao Port International Co. Ltd. Class H | 951,832 | 479 | |||
| Shandong Dawn Polymer Co. Ltd. Class A | 208,800 | 479 | ||||
| Beijing Sanlian Hope Shin-Gosen Technical Service Co. Ltd. Class A | 205,000 | 479 | ||||
| Shares | Market Value• ($000) | |||||
| Western Region Gold Co. Ltd. Class A | 274,900 | 470 | ||||
| * | Zhejiang Zhongcheng Packing Material Co. Ltd. Class A | 621,700 | 464 | |||
| * | CSG Smart Science&Technology Co. Ltd. Class A | 483,700 | 458 | |||
| China West Construction Group Co. Ltd. Class A | 382,477 | 456 | ||||
| Shenzhen Anche Technologies Co. Ltd. Class A | 233,410 | 455 | ||||
| Chongqing Zaisheng Technology Corp. Ltd. Class A | 534,324 | 452 | ||||
| * | Beijing Orient Landscape & Environment Co. Ltd. Class A | 1,354,600 | 452 | |||
| Jin Tong Ling Technology Group Co. Ltd. Class A | 827,700 | 442 | ||||
| Guangdong Topstar Technology Co. Ltd. Class A | 299,460 | 437 | ||||
| Zhejiang Shuanghuan Driveline Co. Ltd. Class A | 151,000 | 436 | ||||
| * | New Oriental Education & Technology Group Inc. | 347,070 | 427 | |||
| Shenzhen Aisidi Co. Ltd. Class A | 389,000 | 423 | ||||
| Shanghai Jinqiao Export Processing Zone Development Co. Ltd. Class A | 179,187 | 417 | ||||
| Hwa Create Co. Ltd. Class A | 406,400 | 416 | ||||
| Fulongma Group Co. Ltd. Class A | 297,940 | 412 | ||||
| * | Gohigh Data Networks Technology Co. Ltd. Class A | 646,145 | 409 | |||
| Feitian Technologies Co. Ltd. Class A | 276,200 | 408 | ||||
60
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Wuhan P&S Information Technology Co. Ltd. Class A | 582,400 | 407 | |||
| Hangzhou Century Co. Ltd. Class A | 548,259 | 385 | ||||
| Shenzhen Laibao Hi-tech Co. Ltd. Class A | 344,556 | 372 | ||||
| Guangzhou Pearl River Piano Group Co. Ltd. Class A | 458,100 | 371 | ||||
| Xinxiang Chemical Fiber Co. Ltd. Class A | 689,600 | 370 | ||||
| Tianjin Teda Co. Ltd. Class A | 674,400 | 364 | ||||
| Hanwei Electronics Group Corp. Class A | 156,800 | 352 | ||||
| Tibet Cheezheng Tibetan Medicine Co. Ltd. Class A | 94,700 | 350 | ||||
| Skyfame Realty Holdings Ltd. | 30,098,382 | 326 | ||||
| China International Capital Corp. Ltd. Class A | 56,800 | 320 | ||||
| CITIC Press Corp. Class A | 113,160 | 309 | ||||
| Guangdong Provincial Expressway Development Co. Ltd. Class A | 256,500 | 308 | ||||
| Contec Medical Systems Co. Ltd. Class A | 72,500 | 290 | ||||
| Shenzhen Sinovatio Technology Co. Ltd. Class A | 89,469 | 289 | ||||
| Three Squirrels Inc. Class A | 75,800 | 253 | ||||
| Bengang Steel Plates Co. Ltd. Class A | 396,500 | 245 | ||||
| Shanghai Haohai Biological Technology Co. Ltd. Class A | 20,132 | 238 | ||||
| * | Nanfang Zhongjin Environment Co. Ltd. Class A | 574,600 | 223 | |||
| *,3 | Colour Life Services Group Co. Ltd. | 2,729,102 | 216 | |||
| Shares | Market Value• ($000) | |||||
| Guangdong Electric Power Development Co. Ltd. Class A | 307,800 | 199 | ||||
| Shenzhen Comix Group Co. Ltd. Class A | 225,600 | 185 | ||||
| Chaowei Power Holdings Ltd. | 845,474 | 181 | ||||
| Fujian Green Pine Co. Ltd. Class A | 177,800 | 160 | ||||
| Hebei Construction Group Corp. Ltd. Class H | 1,306,578 | 157 | ||||
| Hebei Huijin Group Co. Ltd. Class A | 157,300 | 145 | ||||
| *,3 | Real Gold Mining Ltd. | 1,345,000 | 143 | |||
| Shanghai Highly Group Co. Ltd. Class B | 207,749 | 100 | ||||
| *,3 | Fantasia Holdings Group Co. Ltd. | 3,086,715 | 79 | |||
| Wisdom Education International Holdings Co. Ltd. | 1,230,554 | 43 | ||||
| Shanghai Phoenix Enterprise Group Co. Ltd. Class B | 7,761 | 3 | ||||
| *,3 | China Forestry Holdings Co. Ltd. | 3,050,000 | — | |||
| *,1,3 | Midas Holdings Ltd. | 16,595,800 | — | |||
| *,3 | China Lumena New Materials Corp. | 337,200 | — | |||
| *,2,3 | Tianhe Chemicals Group Ltd. | 20,635,827 | — | |||
| *,3 | China Huishan Dairy Holdings Co. Ltd. | 45,054,011 | — | |||
| *,3 | Qunxing Paper Holdings Co. Ltd. | 1,573,000 | — | |||
| *,3 | China Animal Healthcare Ltd. | 4,917,000 | — | |||
| *,3 | Trony Solar Holdings Co. Ltd. | 1,562,000 | — | |||
| *,3 | China Fiber Optic Network System Group Ltd. | 14,959,600 | — | |||
| * | China Lumena New Materials Corp. Rights | 337,200 | — | |||
| *,3 | Hua Han Health Industry Holdings Ltd. | 13,393,764 | — | |||
61
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,3 | CT Environmental Group Ltd. | 28,987,223 | — | |||
| * | Orient Securities Co. Ltd. Rights Exp. 5/20/22 | 2,509,403 | — | |||
| 28,703,870 | ||||||
| Colombia (0.1%) | ||||||
| Ecopetrol SA | 62,904,048 | 50,953 | ||||
| Bancolombia SA ADR | 1,166,691 | 45,233 | ||||
| Bancolombia SA Preference Shares | 3,224,241 | 31,281 | ||||
| Interconexion Electrica SA ESP | 5,489,854 | 30,182 | ||||
| Grupo de Inversiones Suramericana SA | 2,080,487 | 21,078 | ||||
| Bancolombia SA | 1,810,767 | 17,760 | ||||
| Grupo Aval Acciones y Valores SA Preference Shares | 50,888,201 | 10,928 | ||||
| Banco Davivienda SA Preference Shares | 1,191,384 | 9,993 | ||||
| Cementos Argos SA | 6,289,689 | 9,543 | ||||
| Grupo de Inversiones Suramericana SA Preference Shares | 763,739 | 4,228 | ||||
| * | BAC Holding International Corp. | 50,888,201 | 3,695 | |||
| Grupo Aval Acciones y Valores SA ADR | 158,187 | 661 | ||||
| 235,535 | ||||||
| Cyprus (0.0%) | ||||||
| *,3 | Cyprus Popular Bank PCL | 12,597,118 | — | |||
| Czech Republic (0.0%) | ||||||
| CEZ A/S | 2,036,815 | 87,309 | ||||
| Komercni Banka A/S | 990,416 | 32,525 | ||||
| 2 | Moneta Money Bank A/S | 4,558,925 | 17,070 | |||
| * | Philip Morris CR A/S | 7,019 | 5,289 | |||
| 142,193 | ||||||
| Denmark (1.6%) | ||||||
| Novo Nordisk A/S Class B | 20,541,380 | 2,346,366 | ||||
| DSV A/S | 2,514,857 | 412,315 | ||||
| Shares | Market Value• ($000) | |||||
| Vestas Wind Systems A/S | 13,054,766 | 332,910 | ||||
| 2 | Orsted A/S | 2,437,687 | 269,682 | |||
| * | Genmab A/S | 766,093 | 269,390 | |||
| 1 | Coloplast A/S Class B | 1,721,055 | 231,875 | |||
| AP Moller - Maersk A/S Class B | 72,075 | 208,601 | ||||
| Novozymes A/S Class B | 2,568,272 | 179,033 | ||||
| Carlsberg A/S Class B | 1,243,483 | 157,964 | ||||
| AP Moller - Maersk A/S Class A | 52,247 | 147,892 | ||||
| Danske Bank A/S | 8,539,737 | 130,990 | ||||
| Pandora A/S | 1,205,642 | 105,863 | ||||
| Chr Hansen Holding A/S | 1,331,387 | 103,728 | ||||
| Tryg A/S | 3,981,003 | 94,657 | ||||
| GN Store Nord A/S | 1,658,761 | 62,253 | ||||
| * | Demant A/S | 1,306,920 | 57,431 | |||
| Royal Unibrew A/S | 622,442 | 53,649 | ||||
| Ringkjoebing Landbobank A/S | 370,305 | 45,410 | ||||
| * | Jyske Bank A/S (Registered) | 719,064 | 39,760 | |||
| * | ISS A/S | 2,390,351 | 39,235 | |||
| * | ALK-Abello A/S Class B | 1,687,915 | 36,820 | |||
| SimCorp A/S | 511,069 | 35,778 | ||||
| Topdanmark A/S | 550,215 | 30,876 | ||||
| 1 | Ambu A/S Class B | 2,205,948 | 29,036 | |||
| Sydbank A/S | 776,358 | 26,686 | ||||
| * | NKT A/S | 559,856 | 26,682 | |||
| *,2 | Netcompany Group A/S | 421,158 | 23,421 | |||
| ROCKWOOL A/S Class B | 82,290 | 23,015 | ||||
| Chemometec A/S | 200,799 | 22,699 | ||||
| FLSmidth & Co. A/S | 735,610 | 20,165 | ||||
| Alm Brand A/S | 11,004,782 | 18,994 | ||||
| 1 | H Lundbeck A/S | 766,645 | 17,570 | |||
| *,1 | Bavarian Nordic A/S | 909,469 | 17,253 | |||
| 2 | Scandinavian Tobacco Group A/S | 782,719 | 16,316 | |||
| Dfds A/S | 394,534 | 15,279 | ||||
| * | Drilling Co. of 1972 A/S | 278,312 | 13,879 | |||
| Schouw & Co. A/S | 163,667 | 12,513 | ||||
| Spar Nord Bank A/S | 980,057 | 12,443 | ||||
| D/S Norden A/S | 331,986 | 12,335 | ||||
62
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,1 | NTG Nordic Transport Group A/S | 184,955 | 10,043 | |||
| * | Nilfisk Holding A/S | 352,794 | 9,876 | |||
| *,1 | Zealand Pharma A/S | 573,284 | 6,464 | |||
| 5,727,147 | ||||||
| Egypt (0.0%) | ||||||
| Commercial International Bank Egypt SAE | 21,962,275 | 53,026 | ||||
| * | Egypt Kuwait Holding Co. SAE | 9,884,107 | 12,582 | |||
| * | Egyptian Financial Group-Hermes Holding Co. | 10,785,534 | 9,908 | |||
| Eastern Co. SAE | 12,010,090 | 6,990 | ||||
| Talaat Moustafa Group | 11,451,015 | 5,397 | ||||
| ElSewedy Electric Co. | 9,153,110 | 3,866 | ||||
| Telecom Egypt Co. | 3,596,565 | 3,178 | ||||
| Oriental Weavers | 4,962,658 | 2,064 | ||||
| * | Fawry for Banking & Payment Technology Services SAE | 7,973,141 | 1,998 | |||
| Egypt Kuwait Holding Co. SAE (XCAI) | 1,501,968 | 1,931 | ||||
| * | Palm Hills Developments SAE | 20,964,312 | 1,881 | |||
| * | Fawry for Banking & Payment Technology Services SAE Rights Exp. 5/11/22 | 7,472,028 | 1,552 | |||
| Medinet Nasr Housing | 9,676,318 | 1,260 | ||||
| * | Pioneers Properties | 4,549,802 | 490 | |||
| * | Gadwa for Industrial Development | 4,549,802 | 179 | |||
| * | Aspire Capital Holding for Financial Investments | 3,654,762 | 48 | |||
| 106,350 | ||||||
| Finland (0.8%) | ||||||
| Nordea Bank Abp | 47,209,012 | 471,000 | ||||
| * | Nokia OYJ | 72,977,121 | 369,999 | |||
| Sampo OYJ Class A | 6,534,681 | 317,308 | ||||
| Kone OYJ Class B | 5,086,810 | 244,562 | ||||
| Shares | Market Value• ($000) | |||||
| UPM-Kymmene OYJ | 6,894,924 | 238,511 | ||||
| Neste OYJ | 5,381,068 | 230,895 | ||||
| Stora Enso OYJ | 7,437,102 | 146,358 | ||||
| Elisa OYJ | 1,851,562 | 108,541 | ||||
| Fortum OYJ | 5,572,999 | 92,656 | ||||
| Kesko OYJ Class B | 3,504,010 | 88,219 | ||||
| Metso Outotec OYJ | 7,813,821 | 66,534 | ||||
| Valmet OYJ | 2,181,029 | 58,410 | ||||
| Orion OYJ Class B | 1,339,774 | 52,549 | ||||
| Wartsila OYJ Abp | 6,313,605 | 50,697 | ||||
| Kojamo OYJ | 2,546,897 | 50,666 | ||||
| Huhtamaki OYJ | 1,205,474 | 45,567 | ||||
| TietoEVRY OYJ | 1,224,064 | 30,708 | ||||
| * | Konecranes OYJ Class A | 937,586 | 26,350 | |||
| Metsa Board OYJ Class B | 2,247,394 | 24,220 | ||||
| Nokian Renkaat OYJ | 1,742,967 | 23,406 | ||||
| Cargotec OYJ Class B | 628,100 | 21,748 | ||||
| Outokumpu OYJ | 4,351,858 | 21,364 | ||||
| * | QT Group OYJ | 245,154 | 21,359 | |||
| Kemira OYJ | 1,196,421 | 15,694 | ||||
| Uponor OYJ | 707,321 | 12,428 | ||||
| Revenio Group OYJ | 248,773 | 11,837 | ||||
| Sanoma OYJ | 860,232 | 10,866 | ||||
| 2 | Terveystalo OYJ | 861,251 | 9,647 | |||
| Tokmanni Group Corp. | 655,159 | 8,514 | ||||
| YIT OYJ | 1,960,642 | 7,892 | ||||
| * | WithSecure OYJ | 1,319,904 | 7,210 | |||
| * | Citycon OYJ | 1,006,708 | 7,155 | |||
| *,1 | Finnair OYJ | 8,031,910 | 3,959 | |||
| Raisio OYJ | 1,395,180 | 3,269 | ||||
| Oriola OYJ Class B | 1,313,643 | 2,854 | ||||
| *,1,3 | Ahlstrom-Munksjo OYJ | 147,156 | 2,770 | |||
| 2,905,722 | ||||||
| France (6.0%) | ||||||
| LVMH Moet Hennessy Louis Vuitton SE | 3,230,311 | 2,090,448 | ||||
| TotalEnergies SE | 30,760,295 | 1,510,422 | ||||
| Sanofi | 14,063,189 | 1,486,408 | ||||
| * | L'Oreal SA Loyalty Shares | 2,718,112 | 988,876 | |||
| Schneider Electric SE | 6,851,505 | 982,979 | ||||
| * | Air Liquide SA Loyalty Shares | 5,230,422 | 904,907 | |||
| 1 | Airbus SE | 7,199,877 | 788,184 | |||
| BNP Paribas SA | 13,871,739 | 719,269 | ||||
63
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| AXA SA | 24,916,473 | 659,166 | ||||
| EssilorLuxottica SA | 3,819,582 | 650,276 | ||||
| Vinci SA | 6,486,434 | 629,404 | ||||
| Pernod Ricard SA | 2,702,841 | 557,824 | ||||
| Kering SA | 951,434 | 506,232 | ||||
| Hermes International | 400,795 | 494,203 | ||||
| Safran SA | 4,509,546 | 484,318 | ||||
| Danone SA | 7,766,764 | 469,666 | ||||
| Capgemini SE | 2,070,286 | 421,467 | ||||
| Dassault Systemes SE | 8,609,219 | 380,737 | ||||
| Cie de Saint-Gobain | 6,060,871 | 353,580 | ||||
| Legrand SA | 3,460,028 | 306,608 | ||||
| STMicroelectronics NV | 8,203,028 | 303,079 | ||||
| Orange SA | 24,802,420 | 295,283 | ||||
| Cie Generale des Etablissements Michelin SCA | 2,265,034 | 280,547 | ||||
| Teleperformance | 752,188 | 269,969 | ||||
| Societe Generale SA | 9,913,863 | 238,270 | ||||
| Veolia Environnement SA | 8,089,208 | 236,015 | ||||
| * | Engie SA | 18,708,154 | 220,765 | |||
| Publicis Groupe SA | 2,963,350 | 177,910 | ||||
| L'Oreal SA | 473,339 | 172,205 | ||||
| Credit Agricole SA | 15,818,103 | 170,805 | ||||
| Carrefour SA | 8,032,527 | 170,350 | ||||
| Thales SA | 1,299,963 | 166,428 | ||||
| Edenred | 3,223,474 | 161,890 | ||||
| Eurofins Scientific SE | 1,571,255 | 146,029 | ||||
| Air Liquide SA | 774,236 | 133,949 | ||||
| *,2 | Worldline SA | 3,139,321 | 123,514 | |||
| Getlink SE | 5,890,849 | 107,797 | ||||
| Vivendi SE | 9,294,603 | 106,754 | ||||
| Bureau Veritas SA | 3,684,525 | 105,844 | ||||
| Sartorius Stedim Biotech | 312,961 | 102,410 | ||||
| Arkema SA | 843,430 | 96,104 | ||||
| Eiffage SA | 972,865 | 96,069 | ||||
| Bouygues SA | 2,771,589 | 95,296 | ||||
| 2 | Euronext NV | 1,063,022 | 85,172 | |||
| Alstom SA | 3,810,219 | 83,750 | ||||
| * | Rexel SA | 3,943,919 | 80,790 | |||
| * | Accor SA | 2,384,071 | 78,325 | |||
| Gecina SA | 668,823 | 75,342 | ||||
| Remy Cointreau SA | 317,472 | 62,934 | ||||
| Bollore SE | 12,831,514 | 59,877 | ||||
| * | Renault SA | 2,407,895 | 58,834 | |||
| SCOR SE | 2,052,581 | 58,034 | ||||
| Shares | Market Value• ($000) | |||||
| * | Klepierre SA | 2,386,281 | 57,117 | |||
| Valeo | 3,092,855 | 56,232 | ||||
| * | Ubisoft Entertainment SA | 1,227,959 | 55,520 | |||
| BioMerieux | 550,962 | 52,453 | ||||
| * | Aeroports de Paris | 366,854 | 51,891 | |||
| * | SOITEC | 285,663 | 51,172 | |||
| Dassault Aviation SA | 300,886 | 50,490 | ||||
| Alten SA | 373,142 | 50,079 | ||||
| * | Eurazeo SE | 631,760 | 48,544 | |||
| * | Electricite de France SA Loyalty Shares | 5,229,788 | 47,544 | |||
| Covivio | 649,129 | 46,229 | ||||
| Ipsen SA | 445,255 | 46,157 | ||||
| 2 | Amundi SA | 745,197 | 44,809 | |||
| Gaztransport Et Technigaz SA | 372,889 | 44,403 | ||||
| 1 | SES SA Class A FDR | 4,899,172 | 43,835 | |||
| CNP Assurances | 1,940,976 | 42,652 | ||||
| 2 | La Francaise des Jeux SAEM | 1,138,482 | 42,512 | |||
| * | Sodexo SA ACT Loyalty Shares | 560,589 | 42,171 | |||
| *,1 | Elis SA (XLON) | 2,828,361 | 40,711 | |||
| * | SEB SA Loyalty Shares | 336,600 | 40,421 | |||
| SPIE SA | 1,649,592 | 38,825 | ||||
| * | Sodexo SA | 474,865 | 35,722 | |||
| Wendel SE | 357,751 | 35,644 | ||||
| Nexans SA | 383,802 | 34,960 | ||||
| Engie SA | 2,801,317 | 33,057 | ||||
| Sopra Steria Group SACA | 185,851 | 32,938 | ||||
| Rubis SCA | 1,215,453 | 32,328 | ||||
| Atos SE | 1,236,227 | 30,116 | ||||
| Eutelsat Communications SA | 2,382,346 | 26,476 | ||||
| 1 | Electricite de France SA | 2,857,635 | 25,979 | |||
| 2 | Verallia SA | 927,943 | 25,509 | |||
| ICADE | 424,983 | 25,374 | ||||
| Faurecia SE | 1,151,863 | 25,039 | ||||
| IPSOS | 503,042 | 24,217 | ||||
| *,1 | Vallourec SA | 1,968,299 | 23,193 | |||
| 1 | Orpea SA | 639,234 | 22,860 | |||
| Virbac SA | 56,134 | 22,664 | ||||
| * | Technip Energies NV | 1,774,843 | 21,568 | |||
| Imerys SA | 524,315 | 20,627 | ||||
| * | JCDecaux SA | 943,042 | 19,769 | |||
| Societe BIC SA | 319,007 | 19,035 | ||||
| Nexity SA | 581,238 | 17,650 | ||||
| Korian SA | 840,217 | 17,645 | ||||
64
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Coface SA | 1,379,124 | 16,533 | ||||
| *,1 | Air France-KLM | 3,683,693 | 15,174 | |||
| * | Eramet SA | 113,811 | 15,169 | |||
| * | Albioma Prime Fidelite | 283,658 | 15,078 | |||
| *,1 | Valneva SE | 1,114,542 | 14,269 | |||
| Metropole Television SA | 764,588 | 14,189 | ||||
| *,1,2 | Neoen SA | 351,873 | 14,059 | |||
| 1,2 | ALD SA | 1,016,361 | 13,820 | |||
| Trigano SA | 106,807 | 13,761 | ||||
| Lagardere SA | 503,825 | 13,196 | ||||
| Rothschild & Co. | 330,054 | 12,931 | ||||
| *,1 | Casino Guichard Perrachon SA | 714,019 | 12,510 | |||
| Cie Plastic Omnium SA | 733,212 | 11,869 | ||||
| Television Francaise 1 | 1,393,688 | 11,803 | ||||
| Fnac Darty SA | 231,025 | 11,439 | ||||
| Interparfums SA | 205,427 | 11,398 | ||||
| Derichebourg SA | 1,258,658 | 11,359 | ||||
| Somfy SA | 82,896 | 11,049 | ||||
| * | CGG SA | 9,210,790 | 10,596 | |||
| 2 | Maisons du Monde SA | 585,379 | 9,984 | |||
| * | ID Logistics Group | 28,891 | 9,201 | |||
| Faurecia SE (MTAA) | 380,259 | 8,335 | ||||
| * | Mercialys SA | 829,286 | 8,008 | |||
| Quadient SA | 415,113 | 7,763 | ||||
| * | Voltalia SA (Registered) | 356,664 | 7,533 | |||
| Sodexo SA | 96,437 | 7,255 | ||||
| Carmila SA | 464,450 | 7,225 | ||||
| SEB SA | 58,905 | 7,074 | ||||
| Peugeot Invest | 57,472 | 6,423 | ||||
| Mersen SA | 192,964 | 6,382 | ||||
| *,1 | Solutions 30 SE | 1,066,206 | 6,183 | |||
| * | Beneteau SA | 477,760 | 5,998 | |||
| * | SES-imagotag SA | 61,307 | 5,639 | |||
| Vetoquinol SA | 42,479 | 5,531 | ||||
| *,1,2 | X-Fab Silicon Foundries SE | 740,015 | 5,239 | |||
| Vicat SA | 173,210 | 5,209 | ||||
| Altarea SCA | 32,920 | 5,039 | ||||
| *,1,2 | Elior Group SA | 1,607,964 | 4,910 | |||
| Cie de L'Odet SE | 4,183 | 4,826 | ||||
| Pharmagest Interactive | 54,344 | 4,365 | ||||
| * | Lisi SA | 193,050 | 4,365 | |||
| Albioma SA | 76,327 | 4,057 | ||||
| Manitou BF SA | 160,242 | 3,636 | ||||
| Bonduelle SCA | 204,510 | 3,448 | ||||
| Vilmorin & Cie SA | 64,378 | 3,059 | ||||
| Shares | Market Value• ($000) | |||||
| * | Etablissements Maurel et Prom SA | 664,758 | 3,031 | |||
| Jacquet Metals SACA | 140,524 | 3,027 | ||||
| * | GL Events | 139,100 | 2,585 | |||
| *,2 | SMCP SA | 307,995 | 2,001 | |||
| Boiron SA | 41,898 | 1,840 | ||||
| AKWEL | 96,802 | 1,777 | ||||
| * | Tarkett SA | 112,265 | 1,574 | |||
| Guerbet | 58,338 | 1,522 | ||||
| * | Believe SA | 73,421 | 896 | |||
| * | Elis SA (XPAR) | 49,373 | 708 | |||
| *,1,2 | Aramis Group SAS | 48,259 | 281 | |||
| LISI | 10,792 | 244 | ||||
| *,1,3 | Bourbon Corp. | 75,188 | — | |||
| *,3 | Bourbon Corp. | 174,098 | — | |||
| *,3 | Bourbon Corp. Loyalty Shares 2022 | 1,339 | — | |||
| 21,997,826 | ||||||
| Germany (4.8%) | ||||||
| SAP SE | 14,342,014 | 1,453,506 | ||||
| Allianz SE (Registered) | 5,313,642 | 1,198,939 | ||||
| Siemens AG (Registered) | 9,747,761 | 1,198,536 | ||||
| * | Bayer AG (Registered) | 12,712,351 | 837,376 | |||
| Deutsche Telekom AG (Registered) | 43,702,533 | 805,051 | ||||
| *,1 | Mercedes-Benz Group AG | 10,883,320 | 759,669 | |||
| * | BASF SE | 11,837,983 | 623,423 | |||
| Deutsche Post AG (Registered) | 12,668,733 | 541,240 | ||||
| adidas AG | 2,376,121 | 479,167 | ||||
| Infineon Technologies AG | 16,860,173 | 478,546 | ||||
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (Registered) | 1,813,824 | 431,945 | ||||
| Deutsche Boerse AG | 2,374,886 | 413,455 | ||||
| * | Vonovia SE | 10,061,171 | 400,847 | |||
| Volkswagen AG Preference Shares | 2,369,201 | 366,910 | ||||
| Bayerische Motoren Werke AG | 4,163,823 | 340,042 | ||||
| RWE AG | 8,149,525 | 338,363 | ||||
| Merck KGaA | 1,672,791 | 310,349 | ||||
| E.ON SE | 28,085,185 | 292,281 | ||||
65
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Deutsche Bank AG (Registered) | 26,507,380 | 265,056 | |||
| Symrise AG Class A | 1,687,222 | 200,770 | ||||
| 2 | Siemens Healthineers AG | 3,584,975 | 191,688 | |||
| Fresenius SE & Co. KGaA | 5,279,416 | 186,617 | ||||
| Porsche Automobil Holding SE Preference Shares | 1,991,443 | 164,254 | ||||
| Fresenius Medical Care AG & Co. KGaA | 2,630,681 | 163,594 | ||||
| Brenntag SE | 2,009,385 | 155,051 | ||||
| * | Daimler Truck Holding AG | 5,441,443 | 146,346 | |||
| Henkel AG & Co. KGaA Preference Shares | 2,177,675 | 139,831 | ||||
| * | MTU Aero Engines AG | 691,178 | 139,387 | |||
| * | QIAGEN NV | 2,856,267 | 131,723 | |||
| Beiersdorf AG | 1,292,708 | 129,840 | ||||
| Rheinmetall AG | 558,148 | 125,820 | ||||
| Hannover Rueck SE | 777,039 | 120,776 | ||||
| Sartorius AG Preference Shares | 319,944 | 119,956 | ||||
| *,2 | Zalando SE | 2,823,076 | 111,077 | |||
| HeidelbergCement AG | 1,878,918 | 108,240 | ||||
| 1 | Siemens Energy AG | 5,536,162 | 106,639 | |||
| 2 | Covestro AG | 2,334,814 | 100,527 | |||
| LEG Immobilien SE | 946,110 | 97,005 | ||||
| * | Continental AG | 1,401,196 | 96,040 | |||
| Puma SE | 1,298,096 | 95,512 | ||||
| 1 | Volkswagen AG | 415,689 | 90,147 | |||
| * | HelloFresh SE | 2,118,662 | 89,311 | |||
| * | Commerzbank AG | 13,626,737 | 88,960 | |||
| Henkel AG & Co. KGaA | 1,392,283 | 88,356 | ||||
| *,2 | Delivery Hero SE | 2,441,809 | 85,837 | |||
| GEA Group AG | 2,161,915 | 84,156 | ||||
| * | K+S AG (Registered) | 2,481,248 | 83,340 | |||
| Aroundtown SA | 14,907,724 | 74,964 | ||||
| Evonik Industries AG | 2,482,308 | 64,928 | ||||
| Knorr-Bremse AG | 863,211 | 61,560 | ||||
| 2 | Scout24 SE | 969,988 | 61,350 | |||
| Carl Zeiss Meditec AG | 474,660 | 59,619 | ||||
| Shares | Market Value• ($000) | |||||
| *,1 | Deutsche Lufthansa AG (Registered) | 7,729,605 | 57,505 | |||
| KION Group AG | 1,014,211 | 56,416 | ||||
| Nemetschek SE | 699,385 | 55,499 | ||||
| Bayerische Motoren Werke AG Preference Shares | 748,446 | 55,137 | ||||
| * | CTS Eventim AG & Co. KGaA | 760,026 | 52,165 | |||
| Aurubis AG | 455,919 | 51,810 | ||||
| * | Evotec SE | 2,031,003 | 49,452 | |||
| Bechtle AG | 1,059,910 | 48,978 | ||||
| * | thyssenkrupp AG | 6,379,025 | 48,921 | |||
| United Internet AG (Registered) | 1,410,216 | 45,368 | ||||
| Freenet AG | 1,637,664 | 45,311 | ||||
| LANXESS AG | 1,113,952 | 43,061 | ||||
| Vantage Towers AG | 1,196,107 | 40,670 | ||||
| 1 | HUGO BOSS AG | 668,300 | 37,480 | |||
| AIXTRON SE | 1,367,542 | 35,059 | ||||
| FUCHS PETROLUB SE Preference Shares | 1,065,496 | 33,607 | ||||
| TAG Immobilien AG | 1,656,334 | 33,103 | ||||
| 2 | Befesa SA | 525,338 | 32,808 | |||
| 1 | Encavis AG | 1,415,862 | 30,909 | |||
| Wacker Chemie AG | 193,211 | 30,656 | ||||
| Talanx AG | 706,865 | 29,391 | ||||
| Uniper SE | 1,132,748 | 29,117 | ||||
| 1 | Gerresheimer AG | 412,376 | 28,645 | |||
| *,1 | Sixt SE | 210,868 | 27,415 | |||
| Rational AG | 43,364 | 26,454 | ||||
| 1 | Aareal Bank AG | 775,279 | 26,417 | |||
| 1 | RTL Group SA | 504,324 | 26,224 | |||
| Telefonica Deutschland Holding AG | 8,700,225 | 26,166 | ||||
| * | Siltronic AG | 271,979 | 25,541 | |||
| *,1,2 | TeamViewer AG | 2,046,339 | 24,554 | |||
| *,1 | Fraport AG Frankfurt Airport Services Worldwide | 458,446 | 24,499 | |||
| 1 | ProSiebenSat.1 Media SE | 2,034,170 | 23,405 | |||
| CANCOM SE | 476,256 | 22,997 | ||||
| Grand City Properties SA | 1,278,310 | 22,569 | ||||
| *,1 | Salzgitter AG | 495,581 | 20,571 | |||
| 2 | Deutsche Pfandbriefbank AG | 1,607,784 | 20,235 | |||
66
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Stroeer SE & Co. KGaA | 330,856 | 19,794 | ||||
| Software AG | 634,651 | 19,534 | ||||
| *,1 | Nordex SE | 1,329,594 | 19,189 | |||
| Jenoptik AG | 669,230 | 18,811 | ||||
| 1 | Hella GmbH & Co. KGaA | 295,881 | 18,680 | |||
| Deutsche Wohnen SE | 648,027 | 18,559 | ||||
| * | flatexDEGIRO AG | 1,086,057 | 18,549 | |||
| VERBIO Vereinigte BioEnergie AG | 256,583 | 18,183 | ||||
| CompuGroup Medical SE & Co. KGaA | 325,087 | 17,377 | ||||
| 1 | Varta AG | 181,626 | 16,994 | |||
| Duerr AG | 644,003 | 16,737 | ||||
| Fielmann AG | 323,291 | 16,343 | ||||
| HOCHTIEF AG | 262,819 | 15,905 | ||||
| 2 | DWS Group GmbH & Co. KGaA | 476,101 | 15,668 | |||
| Jungheinrich AG Preference Shares | 629,657 | 15,400 | ||||
| Krones AG | 195,701 | 15,111 | ||||
| * | METRO AG | 1,706,016 | 14,986 | |||
| *,1 | SUSE SA | 459,606 | 14,894 | |||
| * | Hypoport SE | 52,933 | 14,634 | |||
| Pfeiffer Vacuum Technology AG | 80,435 | 14,319 | ||||
| Atacadao SA | 3,438,665 | 14,307 | ||||
| Stabilus SE | 298,658 | 14,067 | ||||
| * | Bilfinger SE | 341,777 | 13,756 | |||
| Suedzucker AG | 1,041,324 | 13,562 | ||||
| * | Nagarro SE | 93,945 | 13,209 | |||
| Hornbach Holding AG & Co. KGaA | 109,600 | 13,120 | ||||
| Dermapharm Holding SE | 223,197 | 12,620 | ||||
| 1&1 AG | 595,153 | 12,542 | ||||
| *,1,2 | Auto1 Group SE | 1,188,129 | 12,440 | |||
| * | Kloeckner & Co. SE | 958,492 | 12,347 | |||
| * | Vitesco Technologies Group AG | 282,711 | 11,361 | |||
| 1 | Traton SE | 679,171 | 11,319 | |||
| 1 | Deutsche EuroShop AG | 680,973 | 11,283 | |||
| * | Synlab AG | 717,062 | 10,701 | |||
| Hensoldt AG | 382,508 | 10,652 | ||||
| 1 | S&T AG | 628,785 | 10,630 | |||
| 1 | STRATEC SE | 93,773 | 10,614 | |||
| Sixt SE Preference Shares | 146,396 | 10,581 | ||||
| Norma Group SE | 419,237 | 10,343 | ||||
| Shares | Market Value• ($000) | |||||
| *,1 | MorphoSys AG | 449,283 | 9,472 | |||
| Sartorius AG | 28,397 | 9,423 | ||||
| 1,2 | ADLER Group SA | 1,227,569 | 9,351 | |||
| Eckert & Ziegler Strahlen- und Medizintechnik AG | 182,908 | 9,179 | ||||
| 1 | GRENKE AG | 347,912 | 9,178 | |||
| Adesso SE | 46,486 | 9,111 | ||||
| PATRIZIA AG | 519,762 | 8,891 | ||||
| DIC Asset AG | 621,649 | 8,697 | ||||
| GFT Technologies SE | 218,488 | 8,678 | ||||
| KWS Saat SE & Co. KGaA | 111,936 | 8,260 | ||||
| CECONOMY AG | 2,370,069 | 8,120 | ||||
| *,1,2 | Shop Apotheke Europe NV | 95,936 | 7,912 | |||
| 2 | Instone Real Estate Group SE | 505,955 | 7,767 | |||
| Atoss Software AG | 51,887 | 7,539 | ||||
| Secunet Security Networks AG | 17,346 | 7,344 | ||||
| Deutz AG | 1,633,932 | 7,242 | ||||
| Wacker Neuson SE | 341,932 | 7,099 | ||||
| Washtec AG | 126,486 | 6,900 | ||||
| FUCHS PETROLUB SE | 257,967 | 6,876 | ||||
| BayWa AG | 142,057 | 6,774 | ||||
| Indus Holding AG | 222,679 | 6,335 | ||||
| 1 | Zeal Network SE | 151,661 | 5,899 | |||
| 1 | Takkt AG | 348,326 | 5,628 | |||
| 1 | Schaeffler AG Preference Shares | 1,027,184 | 5,516 | |||
| Deutsche Beteiligungs AG | 166,727 | 5,181 | ||||
| 1 | SMA Solar Technology AG | 113,560 | 5,168 | |||
| Basler AG | 44,715 | 5,003 | ||||
| Hamburger Hafen und Logistik AG | 301,750 | 4,911 | ||||
| Draegerwerk AG & Co. KGaA Preference Shares | 97,699 | 4,835 | ||||
| New Work SE | 27,702 | 4,719 | ||||
| *,1 | About You Holding SE | 431,535 | 4,663 | |||
| Vossloh AG | 119,464 | 4,557 | ||||
| Wuestenrot & Wuerttembergische AG | 236,343 | 4,458 | ||||
| *,1 | SGL Carbon SE | 642,560 | 3,528 | |||
| * | Koenig & Bauer AG | 165,028 | 3,221 | |||
| CropEnergies AG | 243,752 | 3,162 | ||||
67
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,1 | ElringKlinger AG | 369,808 | 3,066 | |||
| *,1 | Global Fashion Group SA | 1,433,201 | 2,729 | |||
| Bertrandt AG | 50,895 | 2,364 | ||||
| Draegerwerk AG & Co. KGaA | 46,714 | 2,142 | ||||
| 17,406,056 | ||||||
| Greece (0.1%) | ||||||
| Hellenic Telecommunications Organization SA | 2,171,298 | 41,772 | ||||
| OPAP SA | 2,730,454 | 40,472 | ||||
| * | Eurobank Ergasias Services & Holdings SA | 33,552,291 | 34,678 | |||
| * | Alpha Services & Holdings SA | 28,133,337 | 31,668 | |||
| * | National Bank of Greece SA | 7,202,721 | 28,569 | |||
| Mytilineos SA | 1,356,063 | 25,111 | ||||
| JUMBO SA | 1,428,251 | 23,149 | ||||
| * | Public Power Corp. SA | 2,826,489 | 22,630 | |||
| Hellenic Telecommunications Organization SA ADR | 1,473,703 | 13,897 | ||||
| Motor Oil Hellas Corinth Refineries SA | 752,839 | 11,910 | ||||
| * | Piraeus Financial Holdings SA | 7,857,586 | 11,344 | |||
| Terna Energy SA | 592,316 | 11,070 | ||||
| * | GEK Terna Holding Real Estate Construction SA | 811,544 | 8,326 | |||
| * | LAMDA Development SA | 754,732 | 5,137 | |||
| Hellenic Petroleum Holdings SA | 578,986 | 4,375 | ||||
| * | Ellaktor SA | 2,581,045 | 3,700 | |||
| Holding Co. ADMIE IPTO SA | 1,500,090 | 3,598 | ||||
| * | Fourlis Holdings SA | 848,850 | 3,309 | |||
| Sarantis SA | 375,383 | 2,870 | ||||
| *,3 | FF Group | 554,339 | 2,807 | |||
| Viohalco SA | 638,923 | 2,802 | ||||
| Hellenic Exchanges - Athens Stock Exchange SA | 690,883 | 2,712 | ||||
| Athens Water Supply & Sewage Co. SA | 282,328 | 2,106 | ||||
| * | Aegean Airlines SA | 300,788 | 1,681 | |||
| Shares | Market Value• ($000) | |||||
| Autohellas Tourist & Trading SA | 23,739 | 233 | ||||
| Quest Holdings SA | 35,667 | 218 | ||||
| 340,144 | ||||||
| Hong Kong (1.9%) | ||||||
| AIA Group Ltd. | 156,672,654 | 1,539,115 | ||||
| Hong Kong Exchanges & Clearing Ltd. | 16,416,851 | 696,386 | ||||
| CK Hutchison Holdings Ltd. | 34,679,770 | 243,380 | ||||
| Link REIT | 27,240,384 | 235,297 | ||||
| Techtronic Industries Co. Ltd. | 16,178,290 | 215,950 | ||||
| Sun Hung Kai Properties Ltd. | 18,397,211 | 211,882 | ||||
| CLP Holdings Ltd. | 21,210,849 | 206,984 | ||||
| CK Asset Holdings Ltd. | 25,553,966 | 173,234 | ||||
| BOC Hong Kong Holdings Ltd. | 46,390,475 | 167,927 | ||||
| Hang Seng Bank Ltd. | 9,376,491 | 166,015 | ||||
| Galaxy Entertainment Group Ltd. | 27,869,547 | 159,028 | ||||
| Hong Kong & China Gas Co. Ltd. | 140,623,179 | 155,096 | ||||
| Jardine Matheson Holdings Ltd. | 2,664,234 | 141,121 | ||||
| Power Assets Holdings Ltd. | 17,710,051 | 119,167 | ||||
| *,1 | BeiGene Ltd. | 8,628,100 | 108,198 | |||
| Wharf Real Estate Investment Co. Ltd. | 21,164,226 | 99,738 | ||||
| MTR Corp. Ltd. | 18,552,432 | 98,571 | ||||
| Lenovo Group Ltd. | 96,445,021 | 93,648 | ||||
| New World Development Co. Ltd. | 18,498,352 | 70,752 | ||||
| Hongkong Land Holdings Ltd. | 15,138,988 | 70,623 | ||||
| 1,2 | WH Group Ltd. | 100,610,695 | 69,482 | |||
| * | Sands China Ltd. | 31,150,441 | 68,661 | |||
| Henderson Land Development Co. Ltd. | 16,858,492 | 68,176 | ||||
| *,2 | ESR Cayman Ltd. | 21,382,974 | 64,910 | |||
| Sino Land Co. Ltd. | 46,348,150 | 61,262 | ||||
| Want Want China Holdings Ltd. | 67,851,471 | 61,247 | ||||
| Xinyi Glass Holdings Ltd. | 26,370,742 | 58,354 | ||||
68
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 2 | Budweiser Brewing Co. APAC Ltd. | 21,897,283 | 54,485 | |||
| Wharf Holdings Ltd. | 17,590,167 | 51,537 | ||||
| CK Infrastructure Holdings Ltd. | 7,600,348 | 51,100 | ||||
| SITC International Holdings Co. Ltd. | 15,268,931 | 50,761 | ||||
| Hang Lung Properties Ltd. | 26,294,428 | 50,290 | ||||
| Swire Pacific Ltd. Class A | 8,482,568 | 48,316 | ||||
| Orient Overseas International Ltd. | 1,694,000 | 46,744 | ||||
| Tingyi Cayman Islands Holding Corp. | 24,147,258 | 44,073 | ||||
| PRADA SpA | 6,609,134 | 41,123 | ||||
| ASM Pacific Technology Ltd. | 4,018,273 | 40,495 | ||||
| * | Chow Tai Fook Jewellery Group Ltd. | 22,493,985 | 37,716 | |||
| *,2 | Samsonite International SA | 16,681,066 | 36,558 | |||
| Swire Properties Ltd. | 13,639,170 | 32,687 | ||||
| PCCW Ltd. | 54,672,079 | 30,975 | ||||
| Pacific Basin Shipping Ltd. | 55,633,947 | 25,525 | ||||
| Bank of East Asia Ltd. | 16,640,997 | 24,624 | ||||
| Hysan Development Co. Ltd. | 8,017,151 | 23,588 | ||||
| Hang Lung Group Ltd. | 11,373,342 | 22,206 | ||||
| Kerry Properties Ltd. | 7,886,427 | 21,326 | ||||
| Minth Group Ltd. | 9,033,686 | 21,285 | ||||
| 2 | BOC Aviation Ltd. | 2,692,667 | 21,122 | |||
| 1 | AAC Technologies Holdings Inc. | 8,778,310 | 20,504 | |||
| 1 | Vitasoy International Holdings Ltd. | 10,476,523 | 18,995 | |||
| Man Wah Holdings Ltd. | 19,899,015 | 18,624 | ||||
| L'Occitane International SA | 5,616,016 | 17,604 | ||||
| NagaCorp Ltd. | 19,362,576 | 17,305 | ||||
| *,1,2,3 | Razer Inc. | 46,816,618 | 17,048 | |||
| NWS Holdings Ltd. | 18,703,216 | 16,932 | ||||
| Fortune REIT | 19,086,032 | 16,676 | ||||
| VTech Holdings Ltd. | 2,114,369 | 14,957 | ||||
| Shares | Market Value• ($000) | |||||
| * | Yue Yuen Industrial Holdings Ltd. | 9,147,297 | 13,455 | |||
| * | MMG Ltd. | 31,594,957 | 13,323 | |||
| *,1 | Cathay Pacific Airways Ltd. | 13,031,009 | 13,020 | |||
| Uni-President China Holdings Ltd. | 14,738,381 | 12,915 | ||||
| Microport Scientific Corp. | 6,323,536 | 12,429 | ||||
| HKBN Ltd. | 10,345,549 | 12,087 | ||||
| *,1 | Wynn Macau Ltd. | 19,404,470 | 11,919 | |||
| First Pacific Co. Ltd. | 28,869,409 | 11,640 | ||||
| Champion REIT | 26,379,546 | 11,552 | ||||
| 1 | United Energy Group Ltd. | 97,120,894 | 11,422 | |||
| Dairy Farm International Holdings Ltd. | 3,920,687 | 10,589 | ||||
| * | Shangri-La Asia Ltd. | 13,762,009 | 10,420 | |||
| *,1 | SJM Holdings Ltd. | 24,134,290 | 10,138 | |||
| 2 | JS Global Lifestyle Co. Ltd. | 8,428,910 | 9,999 | |||
| *,1,3 | Vobile Group Ltd. | 18,447,057 | 9,329 | |||
| Luk Fook Holdings International Ltd. | 4,001,580 | 9,159 | ||||
| Lee & Man Paper Manufacturing Ltd. | 18,853,135 | 9,018 | ||||
| *,1 | Theme International Holdings Ltd. | 63,432,509 | 8,816 | |||
| Kerry Logistics Network Ltd. | 3,569,308 | 8,208 | ||||
| *,1 | Realord Group Holdings Ltd. | 4,746,000 | 8,200 | |||
| 1,2 | AsiaInfo Technologies Ltd. | 4,828,561 | 8,141 | |||
| * | Melco International Development Ltd. | 10,192,185 | 8,047 | |||
| Vinda International Holdings Ltd. | 3,326,080 | 8,020 | ||||
| 1 | Jinchuan Group International Resources Co. Ltd. | 61,769,101 | 7,930 | |||
| * | Towngas Smart Energy Co. Ltd. | 15,183,526 | 7,498 | |||
| 1 | Huabao International Holdings Ltd. | 12,440,529 | 6,787 | |||
| VSTECS Holdings Ltd. | 7,630,400 | 6,569 | ||||
69
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | Powerlong Real Estate Holdings Ltd. | 18,795,942 | 6,374 | |||
| CITIC Telecom International Holdings Ltd. | 17,521,989 | 6,288 | ||||
| Cafe de Coral Holdings Ltd. | 4,003,680 | 6,286 | ||||
| *,1 | Esprit Holdings Ltd. | 35,073,097 | 6,179 | |||
| 1 | Hong Kong Technology Venture Co. Ltd. | 7,056,884 | 5,981 | |||
| *,1,3 | Superb Summit International Group Ltd. | 32,112,957 | 5,975 | |||
| Nexteer Automotive Group Ltd. | 10,503,477 | 5,932 | ||||
| 1 | LK Technology Holdings Ltd. | 4,738,158 | 5,874 | |||
| SUNeVision Holdings Ltd. | 7,044,691 | 5,853 | ||||
| Sunlight REIT | 11,733,377 | 5,732 | ||||
| 1 | Haitong International Securities Group Ltd. | 36,028,964 | 5,704 | |||
| * | OCI International Holdings Ltd. | 11,584,000 | 5,692 | |||
| Dah Sing Financial Holdings Ltd. | 1,955,213 | 5,690 | ||||
| *,1 | MGM China Holdings Ltd. | 9,771,438 | 5,593 | |||
| Truly International Holdings Ltd. | 20,454,333 | 5,571 | ||||
| Stella International Holdings Ltd. | 5,098,546 | 5,392 | ||||
| Shui On Land Ltd. | 37,996,469 | 5,377 | ||||
| * | China Travel International Investment Hong Kong Ltd. | 29,246,225 | 5,277 | |||
| *,3 | SMI Holdings Group Ltd. | 17,016,452 | 5,074 | |||
| K Wah International Holdings Ltd. | 13,502,956 | 5,060 | ||||
| Johnson Electric Holdings Ltd. | 4,370,063 | 4,962 | ||||
| *,1,2 | Jacobio Pharmaceuticals Group Co. Ltd. | 4,861,500 | 4,905 | |||
| *,1 | FIH Mobile Ltd. | 38,588,957 | 4,790 | |||
| EC Healthcare | 4,657,000 | 4,681 | ||||
| Prosperity REIT | 13,492,960 | 4,626 | ||||
| IGG Inc. | 10,783,631 | 4,442 | ||||
| * | Cowell e Holdings Inc. | 3,882,000 | 4,345 | |||
| Shares | Market Value• ($000) | |||||
| Value Partners Group Ltd. | 11,146,030 | 4,218 | ||||
| *,2 | Hua Medicine | 10,489,500 | 4,162 | |||
| 1 | Beijing Tong Ren Tang Chinese Medicine Co. Ltd. | 2,871,282 | 4,142 | |||
| Texhong Textile Group Ltd. | 3,313,066 | 3,984 | ||||
| Guotai Junan International Holdings Ltd. | 36,143,952 | 3,927 | ||||
| *,1 | Cosmopolitan International Holdings Ltd. | 20,899,556 | 3,876 | |||
| 1 | China Tobacco International HK Co. Ltd. | 2,253,123 | 3,576 | |||
| 1 | Vesync Co. Ltd. | 4,956,000 | 3,574 | |||
| Far East Consortium International Ltd. | 11,410,690 | 3,556 | ||||
| Dah Sing Banking Group Ltd. | 4,217,847 | 3,545 | ||||
| * | Shun Tak Holdings Ltd. | 17,080,391 | 3,460 | |||
| United Laboratories International Holdings Ltd. | 7,027,797 | 3,444 | ||||
| Asia Cement China Holdings Corp. | 5,217,727 | 3,366 | ||||
| Chow Sang Sang Holdings International Ltd. | 2,907,782 | 3,219 | ||||
| *,3 | Convoy Global Holdings Ltd. | 147,589,460 | 3,141 | |||
| 1 | C-Mer Eye Care Holdings Ltd. | 5,558,736 | 3,013 | |||
| 1 | Giordano International Ltd. | 14,198,259 | 2,964 | |||
| * | Pou Sheng International Holdings Ltd. | 25,574,343 | 2,959 | |||
| Canvest Environmental Protection Group Co. Ltd. | 6,880,203 | 2,889 | ||||
| *,1,2 | Antengene Corp. Ltd. | 3,627,000 | 2,853 | |||
| *,2 | Everest Medicines Ltd. | 1,234,612 | 2,827 | |||
| *,2 | Xiabuxiabu Catering Management China Holdings Co. Ltd. | 6,379,938 | 2,806 | |||
70
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Lifestyle International Holdings Ltd. | 5,779,715 | 2,779 | |||
| Sun Hung Kai & Co. Ltd. | 5,758,047 | 2,730 | ||||
| 2 | Crystal International Group Ltd. | 6,955,685 | 2,713 | |||
| Hutchison Telecommunications Hong Kong Holdings Ltd. | 15,952,764 | 2,660 | ||||
| Pacific Textiles Holdings Ltd. | 5,618,123 | 2,474 | ||||
| *,1,2 | Frontage Holdings Corp. | 8,376,225 | 2,474 | |||
| Powerlong Commercial Management Holdings Ltd. | 2,325,239 | 2,415 | ||||
| Dynam Japan Holdings Co. Ltd. | 2,764,302 | 2,362 | ||||
| *,1 | Apollo Future Mobility Group Ltd. | 52,746,499 | 2,361 | |||
| Singamas Container Holdings Ltd. | 16,192,193 | 2,240 | ||||
| *,1,2 | JW Cayman Therapeutics Co. Ltd. | 2,420,493 | 2,215 | |||
| SmarTone Telecommunications Holdings Ltd. | 4,125,137 | 2,154 | ||||
| Road King Infrastructure Ltd. | 2,573,041 | 2,103 | ||||
| *,1 | Glory Sun Financial Group Ltd. | 216,119,667 | 2,093 | |||
| *,1 | Sa Sa International Holdings Ltd. | 11,572,275 | 2,068 | |||
| *,1 | Digital Domain Holdings Ltd. | 26,226,724 | 1,913 | |||
| * | CITIC Resources Holdings Ltd. | 27,142,497 | 1,902 | |||
| *,1 | Television Broadcasts Ltd. | 2,781,006 | 1,714 | |||
| *,1,2 | FIT Hon Teng Ltd. | 13,342,576 | 1,699 | |||
| *,1 | GCL New Energy Holdings Ltd. | 96,599,573 | 1,682 | |||
| Chinese Estates Holdings Ltd. | 5,206,442 | 1,513 | ||||
| 2 | IMAX China Holding Inc. | 1,267,318 | 1,423 | |||
| 1 | CMBC Capital Holdings Ltd. | 5,676,723 | 1,296 | |||
| Shares | Market Value• ($000) | |||||
| 1,2 | VPower Group International Holdings Ltd. | 9,684,000 | 1,113 | |||
| Texwinca Holdings Ltd. | 5,603,365 | 963 | ||||
| *,3 | MH Development Ltd. | 5,979,097 | 884 | |||
| *,3 | BRIGHTOIL | 25,187,768 | 642 | |||
| 1 | Lee's Pharmaceutical Holdings Ltd. | 2,414,153 | 608 | |||
| *,1,3 | Macau Legend Development Ltd. | 7,360,000 | 427 | |||
| Swire Pacific Ltd. Class B | 437,626 | 413 | ||||
| * | China LNG Group Ltd. | 10,311,314 | 346 | |||
| * | Suncity Group Holdings Ltd. | 4,501,869 | 39 | |||
| * | Glory Sun Land Group Ltd. | 25,352 | 4 | |||
| *,3 | China Longevity Group Co. Ltd. | 1,027,000 | — | |||
| *,3 | Tech Pro Technology Development Ltd. | 87,171,600 | — | |||
| *,3 | Agritrade Resources Ltd. | 42,522,625 | — | |||
| 6,907,593 | ||||||
| Hungary (0.0%) | ||||||
| * | OTP Bank Nyrt. | 2,972,263 | 88,661 | |||
| MOL Hungarian Oil & Gas plc | 4,676,079 | 39,649 | ||||
| Richter Gedeon Nyrt. | 1,822,755 | 36,368 | ||||
| Magyar Telekom Telecommunications plc | 3,826,442 | 4,141 | ||||
| * | Opus Global Nyrt. | 2,529,927 | 1,411 | |||
| 170,230 | ||||||
| India (4.2%) | ||||||
| Reliance Industries Ltd. | 42,424,736 | 1,537,152 | ||||
| Infosys Ltd. | 46,005,971 | 932,412 | ||||
| Housing Development Finance Corp. Ltd. | 22,636,469 | 653,106 | ||||
| Tata Consultancy Services Ltd. | 13,013,618 | 599,776 | ||||
| Hindustan Unilever Ltd. | 11,473,285 | 333,341 | ||||
| * | Bharti Airtel Ltd. | 29,545,543 | 283,558 | |||
| * | Axis Bank Ltd. | 29,333,209 | 276,511 | |||
| Bajaj Finance Ltd. | 3,044,318 | 262,426 | ||||
71
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Asian Paints Ltd. | 5,837,347 | 246,057 | ||||
| HCL Technologies Ltd. | 14,030,252 | 196,515 | ||||
| Larsen & Toubro Ltd. | 8,933,176 | 196,329 | ||||
| ICICI Bank Ltd. | 20,170,181 | 193,897 | ||||
| * | Adani Green Energy Ltd. | 5,078,794 | 190,057 | |||
| Titan Co. Ltd. | 5,402,963 | 172,401 | ||||
| Tata Steel Ltd. | 10,472,708 | 171,953 | ||||
| Maruti Suzuki India Ltd. | 1,715,131 | 171,781 | ||||
| Sun Pharmaceutical Industries Ltd. | 14,067,508 | 170,048 | ||||
| Mahindra & Mahindra Ltd. | 11,869,691 | 142,202 | ||||
| ITC Ltd. | 38,234,321 | 128,866 | ||||
| Tech Mahindra Ltd. | 7,830,362 | 127,887 | ||||
| UltraTech Cement Ltd. | 1,482,546 | 127,682 | ||||
| JSW Steel Ltd. | 12,957,635 | 121,957 | ||||
| Power Grid Corp. of India Ltd. | 40,722,106 | 120,674 | ||||
| NTPC Ltd. | 57,642,333 | 116,997 | ||||
| * | Adani Transmission Ltd. | 3,230,737 | 116,829 | |||
| State Bank of India | 18,113,591 | 116,337 | ||||
| Hindalco Industries Ltd. | 18,321,779 | 114,067 | ||||
| Adani Total Gas Ltd. | 3,588,549 | 114,009 | ||||
| Nestle India Ltd. | 465,129 | 110,899 | ||||
| Adani Ports & Special Economic Zone Ltd. | 9,859,736 | 109,535 | ||||
| Grasim Industries Ltd. | 4,963,052 | 109,057 | ||||
| * | Tata Motors Ltd. | 19,247,289 | 108,919 | |||
| Adani Enterprises Ltd. | 3,393,383 | 102,730 | ||||
| Oil & Natural Gas Corp. Ltd. | 48,063,735 | 99,608 | ||||
| *,2 | Avenue Supermarts Ltd. | 1,923,024 | 98,507 | |||
| Divi's Laboratories Ltd. | 1,645,256 | 96,310 | ||||
| Bajaj Finserv Ltd. | 494,811 | 95,364 | ||||
| 2 | HDFC Life Insurance Co. Ltd. | 12,556,961 | 95,212 | |||
| Cipla Ltd. | 6,629,962 | 84,619 | ||||
| Tata Consumer Products Ltd. | 7,839,466 | 84,000 | ||||
| Vedanta Ltd. | 15,873,651 | 83,500 | ||||
| Tata Power Co. Ltd. | 25,992,358 | 81,440 | ||||
| Shares | Market Value• ($000) | |||||
| 2 | SBI Life Insurance Co. Ltd. | 5,458,958 | 78,405 | |||
| UPL Ltd. | 6,962,354 | 74,337 | ||||
| Apollo Hospitals Enterprise Ltd. | 1,278,648 | 74,042 | ||||
| Dr Reddy's Laboratories Ltd. | 1,327,760 | 71,509 | ||||
| Wipro Ltd. | 10,589,169 | 69,575 | ||||
| Britannia Industries Ltd. | 1,551,875 | 66,231 | ||||
| Pidilite Industries Ltd. | 1,969,293 | 62,249 | ||||
| Bharat Petroleum Corp. Ltd. | 12,955,172 | 60,967 | ||||
| Info Edge India Ltd. | 990,153 | 59,667 | ||||
| SRF Ltd. | 1,834,213 | 59,653 | ||||
| Eicher Motors Ltd. | 1,735,025 | 59,189 | ||||
| Shree Cement Ltd. | 175,488 | 59,045 | ||||
| Coal India Ltd. | 24,565,887 | 58,253 | ||||
| Indian Oil Corp. Ltd. | 35,507,437 | 57,926 | ||||
| Hero MotoCorp Ltd. | 1,705,166 | 55,391 | ||||
| Havells India Ltd. | 3,096,722 | 52,795 | ||||
| 2 | ICICI Lombard General Insurance Co. Ltd. | 3,135,572 | 52,119 | |||
| Cholamandalam Investment & Finance Co. Ltd. | 5,223,875 | 50,030 | ||||
| Dabur India Ltd. | 6,897,767 | 49,936 | ||||
| Voltas Ltd. | 2,994,651 | 49,080 | ||||
| * | Godrej Consumer Products Ltd. | 4,710,036 | 47,764 | |||
| GAIL India Ltd. | 22,907,736 | 47,358 | ||||
| Piramal Enterprises Ltd. | 1,644,886 | 46,072 | ||||
| Marico Ltd. | 6,770,579 | 46,018 | ||||
| Page Industries Ltd. | 74,924 | 44,428 | ||||
| * | Indus Towers Ltd. | 16,325,733 | 44,383 | |||
| 2 | Bandhan Bank Ltd. | 10,151,929 | 44,022 | |||
| Tata Elxsi Ltd. | 439,178 | 43,987 | ||||
| SBI Cards & Payment Services Ltd. | 4,075,632 | 43,962 | ||||
| Bajaj Auto Ltd. | 903,864 | 43,870 | ||||
| Bharat Electronics Ltd. | 14,097,450 | 43,632 | ||||
| * | Adani Power Ltd. | 11,987,418 | 43,243 | |||
| Ambuja Cements Ltd. | 8,907,990 | 43,102 | ||||
| Mphasis Ltd. | 1,168,474 | 42,907 | ||||
| * | United Spirits Ltd. | 3,779,676 | 42,376 | |||
| Shriram Transport Finance Co. Ltd. | 2,560,674 | 39,776 | ||||
72
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Wipro Ltd. ADR | 5,871,528 | 37,813 | ||||
| Colgate-Palmolive India Ltd. | 1,735,593 | 37,454 | ||||
| Trent Ltd. | 2,339,970 | 37,206 | ||||
| DLF Ltd. | 7,680,250 | 37,004 | ||||
| 2 | Larsen & Toubro Infotech Ltd. | 582,551 | 36,466 | |||
| Persistent Systems Ltd. | 641,257 | 35,941 | ||||
| *,2 | AU Small Finance Bank Ltd. | 1,974,211 | 35,556 | |||
| Jindal Steel & Power Ltd. | 5,093,609 | 35,518 | ||||
| 2 | Laurus Labs Ltd. | 4,662,027 | 35,291 | |||
| PI Industries Ltd. | 941,107 | 34,819 | ||||
| Embassy Office Parks REIT | 6,925,417 | 34,765 | ||||
| Zee Entertainment Enterprises Ltd. | 10,655,264 | 34,210 | ||||
| ACC Ltd. | 1,112,524 | 33,654 | ||||
| MRF Ltd. | 35,420 | 33,502 | ||||
| Motherson Sumi Systems Ltd. | 18,555,823 | 33,145 | ||||
| Jubilant Foodworks Ltd. | 4,660,025 | 32,908 | ||||
| Indian Hotels Co. Ltd. Class A | 9,926,411 | 32,875 | ||||
| Indian Railway Catering & Tourism Corp. Ltd. | 3,396,088 | 32,688 | ||||
| Siemens Ltd. | 1,108,998 | 32,680 | ||||
| * | Max Healthcare Institute Ltd. | 6,027,843 | 32,442 | |||
| Astral Ltd. | 1,146,912 | 32,064 | ||||
| State Bank of India GDR | 502,424 | 31,931 | ||||
| 2 | ICICI Prudential Life Insurance Co. Ltd. | 4,657,441 | 31,805 | |||
| Hindustan Petroleum Corp. Ltd. | 8,945,204 | 31,439 | ||||
| * | Max Financial Services Ltd. | 3,139,586 | 30,958 | |||
| *,2 | InterGlobe Aviation Ltd. | 1,269,684 | 30,578 | |||
| Tube Investments of India Ltd. | 1,261,193 | 30,571 | ||||
| Ashok Leyland Ltd. | 18,415,638 | 30,301 | ||||
| Crompton Greaves Consumer Electricals Ltd. | 6,002,946 | 30,051 | ||||
| Lupin Ltd. | 3,089,861 | 29,948 | ||||
| Bharat Forge Ltd. | 3,281,499 | 29,838 | ||||
| Container Corp. of India Ltd. | 3,542,255 | 29,685 | ||||
| Shares | Market Value• ($000) | |||||
| Balkrishna Industries Ltd. | 1,047,185 | 29,160 | ||||
| Deepak Nitrite Ltd. | 957,388 | 28,778 | ||||
| Berger Paints India Ltd. | 3,038,723 | 28,492 | ||||
| * | Yes Bank Ltd. | 160,638,794 | 28,443 | |||
| * | Biocon Ltd. | 5,856,867 | 28,093 | |||
| Aarti Industries Ltd. | 2,436,627 | 28,091 | ||||
| Aurobindo Pharma Ltd. | 3,420,816 | 27,971 | ||||
| * | APL Apollo Tubes Ltd. | 1,998,960 | 26,658 | |||
| Dixon Technologies India Ltd. | 459,417 | 26,201 | ||||
| Petronet LNG Ltd. | 9,822,391 | 26,036 | ||||
| Mindtree Ltd. | 566,011 | 25,900 | ||||
| *,1 | Tata Motors Ltd. ADR | 901,401 | 25,429 | |||
| Tata Chemicals Ltd. | 2,076,577 | 25,312 | ||||
| Federal Bank Ltd. | 20,075,435 | 24,919 | ||||
| Atul Ltd. | 214,097 | 24,894 | ||||
| Varun Beverages Ltd. | 1,743,287 | 24,613 | ||||
| Cummins India Ltd. | 1,785,514 | 23,804 | ||||
| Power Finance Corp. Ltd. | 15,344,287 | 23,475 | ||||
| Bajaj Holdings & Investment Ltd. | 349,039 | 23,448 | ||||
| Ipca Laboratories Ltd. | 1,770,250 | 23,352 | ||||
| * | Godrej Properties Ltd. | 1,137,928 | 23,144 | |||
| Torrent Pharmaceuticals Ltd. | 628,237 | 22,997 | ||||
| Navin Fluorine International Ltd. | 445,486 | 22,767 | ||||
| * | Fortis Healthcare Ltd. | 6,381,113 | 22,127 | |||
| TVS Motor Co. Ltd. | 2,599,634 | 22,058 | ||||
| Dalmia Bharat Ltd. | 1,086,042 | 21,453 | ||||
| Bosch Ltd. | 113,593 | 21,408 | ||||
| Tata Communications Ltd. | 1,485,599 | 21,127 | ||||
| Supreme Industries Ltd. | 831,482 | 21,083 | ||||
| Indraprastha Gas Ltd. | 4,543,061 | 20,839 | ||||
| LIC Housing Finance Ltd. | 4,240,198 | 20,779 | ||||
| JSW Energy Ltd. | 4,974,690 | 20,671 | ||||
73
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | CG Power & Industrial Solutions Ltd. | 8,039,288 | 20,641 | |||
| Muthoot Finance Ltd. | 1,246,315 | 20,438 | ||||
| REC Ltd. | 12,302,163 | 20,316 | ||||
| * | IDFC First Bank Ltd. | 39,624,156 | 20,242 | |||
| NMDC Ltd. | 9,729,860 | 20,185 | ||||
| Bata India Ltd. | 791,660 | 20,069 | ||||
| * | Bank of Baroda | 13,494,116 | 19,701 | |||
| Torrent Power Ltd. | 2,816,758 | 19,544 | ||||
| 2 | Sona Blw Precision Forgings Ltd. | 2,330,515 | 19,144 | |||
| 2 | HDFC Asset Management Co. Ltd. | 718,694 | 19,030 | |||
| * | Oberoi Realty Ltd. | 1,526,977 | 19,023 | |||
| United Breweries Ltd. | 897,530 | 18,581 | ||||
| * | Aditya Birla Fashion & Retail Ltd. | 5,002,383 | 18,503 | |||
| Mahindra & Mahindra Financial Services Ltd. | 7,664,413 | 18,151 | ||||
| ABB India Ltd. | 663,340 | 18,087 | ||||
| 2 | L&T Technology Services Ltd. | 335,672 | 17,754 | |||
| Emami Ltd. | 2,757,467 | 17,623 | ||||
| * | Ramco Cements Ltd. | 1,680,103 | 17,360 | |||
| Coforge Ltd. | 307,844 | 16,732 | ||||
| Coromandel International Ltd. | 1,432,902 | 16,689 | ||||
| Gujarat Gas Ltd. | 2,600,451 | 16,327 | ||||
| Gujarat Fluorochemicals Ltd. | 447,291 | 16,314 | ||||
| IIFL Finance Ltd. | 3,620,098 | 16,250 | ||||
| BSE Ltd. | 1,383,216 | 16,151 | ||||
| * | Zomato Ltd. | 17,404,687 | 16,140 | |||
| Schaeffler India Ltd. | 530,637 | 15,933 | ||||
| Steel Authority of India Ltd. | 12,706,643 | 15,837 | ||||
| 2 | Indian Energy Exchange Ltd. | 5,668,044 | 15,714 | |||
| * | GMR Infrastructure Ltd. | 32,029,502 | 15,614 | |||
| National Aluminium Co. Ltd. | 11,496,000 | 15,525 | ||||
| 2 | Dr Lal PathLabs Ltd. | 458,967 | 15,485 | |||
| Shares | Market Value• ($000) | |||||
| Angel One Ltd. | 600,767 | 15,115 | ||||
| * | PVR Ltd. | 638,701 | 15,101 | |||
| JK Cement Ltd. | 432,965 | 14,932 | ||||
| Honeywell Automation India Ltd. | 28,494 | 14,875 | ||||
| KPIT Technologies Ltd. | 2,081,378 | 14,868 | ||||
| Computer Age Management Services Ltd. | 458,573 | 14,725 | ||||
| Zydus Lifesciences Ltd. | 3,190,782 | 14,634 | ||||
| Kajaria Ceramics Ltd. | 1,087,464 | 14,627 | ||||
| Rajesh Exports Ltd. | 1,758,069 | 14,428 | ||||
| Carborundum Universal Ltd. | 1,434,913 | 14,337 | ||||
| * | Tata Motors Ltd. Class A | 5,048,673 | 14,143 | |||
| * | Canara Bank | 4,676,669 | 13,914 | |||
| Thermax Ltd. | 498,363 | 13,713 | ||||
| Alkem Laboratories Ltd. | 322,579 | 13,678 | ||||
| Tanla Platforms Ltd. | 744,753 | 13,604 | ||||
| Sundram Fasteners Ltd. | 1,293,101 | 13,517 | ||||
| Relaxo Footwears Ltd. | 959,293 | 13,475 | ||||
| Oracle Financial Services Software Ltd. | 289,050 | 13,381 | ||||
| Phoenix Mills Ltd. | 940,718 | 13,277 | ||||
| Redington India Ltd. | 6,621,365 | 13,121 | ||||
| NHPC Ltd. | 30,329,462 | 13,095 | ||||
| SKF India Ltd. | 297,444 | 13,047 | ||||
| * | L&T Finance Holdings Ltd. | 11,474,026 | 13,032 | |||
| Apollo Tyres Ltd. | 4,868,339 | 12,904 | ||||
| Minda Industries Ltd. | 1,082,875 | 12,861 | ||||
| Chambal Fertilisers & Chemicals Ltd. | 2,169,147 | 12,859 | ||||
| IDFC Ltd. | 17,388,776 | 12,851 | ||||
| Oil India Ltd. | 4,332,371 | 12,793 | ||||
| Linde India Ltd. | 274,430 | 12,767 | ||||
| Grindwell Norton Ltd. | 571,872 | 12,737 | ||||
| Hindustan Zinc Ltd. | 3,041,943 | 12,707 | ||||
| Cyient Ltd. | 1,106,549 | 12,705 | ||||
| * | Vodafone Idea Ltd. | 102,914,978 | 12,625 | |||
| Gujarat State Petronet Ltd. | 3,711,518 | 12,622 | ||||
74
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| AIA Engineering Ltd. | 497,920 | 12,577 | ||||
| Dr Reddy's Laboratories Ltd. ADR | 232,242 | 12,467 | ||||
| Gujarat Narmada Valley Fertilizers & Chemicals Ltd. | 1,158,620 | 12,441 | ||||
| * | Tata Teleservices Maharashtra Ltd. | 6,648,539 | 12,361 | |||
| Pfizer Ltd. | 212,533 | 12,139 | ||||
| *,2 | Syngene International Ltd. | 1,490,093 | 12,127 | |||
| Radico Khaitan Ltd. | 1,037,218 | 12,120 | ||||
| * | Suzlon Energy Ltd. | 93,382,705 | 12,064 | |||
| Central Depository Services India Ltd. | 674,598 | 12,050 | ||||
| Exide Industries Ltd. | 6,011,467 | 11,940 | ||||
| * | Amber Enterprises India Ltd. | 244,868 | 11,812 | |||
| * | Intellect Design Arena Ltd. | 1,146,993 | 11,777 | |||
| Natco Pharma Ltd. | 1,147,295 | 11,758 | ||||
| Amara Raja Batteries Ltd. | 1,597,840 | 11,665 | ||||
| Blue Star Ltd. | 771,550 | 11,429 | ||||
| GlaxoSmithKline Pharmaceuticals Ltd. | 559,064 | 11,425 | ||||
| * | Bharat Heavy Electricals Ltd. | 16,394,423 | 11,173 | |||
| Glenmark Pharmaceuticals Ltd. | 1,925,778 | 11,021 | ||||
| KEI Industries Ltd. | 696,941 | 10,905 | ||||
| Birlasoft Ltd. | 2,040,611 | 10,873 | ||||
| Sanofi India Ltd. | 118,975 | 10,831 | ||||
| IIFL Wealth Management Ltd. | 481,672 | 10,812 | ||||
| Cholamandalam Financial Holdings Ltd. | 1,274,238 | 10,780 | ||||
| * | Aavas Financiers Ltd. | 363,118 | 10,772 | |||
| Suven Pharmaceuticals Ltd. | 1,370,613 | 10,754 | ||||
| Polycab India Ltd. | 333,032 | 10,752 | ||||
| UTI Asset Management Co. Ltd. | 1,041,563 | 10,706 | ||||
| CRISIL Ltd. | 221,726 | 10,638 | ||||
| Manappuram Finance Ltd. | 7,080,544 | 10,557 | ||||
| Shares | Market Value• ($000) | |||||
| * | Poonawalla Fincorp Ltd. | 2,628,022 | 10,401 | |||
| Kansai Nerolac Paints Ltd. | 1,694,573 | 10,376 | ||||
| JB Chemicals & Pharmaceuticals Ltd. | 456,540 | 10,235 | ||||
| Escorts Ltd. | 480,488 | 10,213 | ||||
| 2 | Metropolis Healthcare Ltd. | 328,054 | 10,189 | |||
| Solar Industries India Ltd. | 278,978 | 9,990 | ||||
| Hindustan Aeronautics Ltd. | 469,883 | 9,738 | ||||
| DCM Shriram Ltd. | 631,611 | 9,705 | ||||
| *,2 | Macrotech Developers Ltd. | 732,186 | 9,595 | |||
| Happiest Minds Technologies Ltd. | 743,457 | 9,593 | ||||
| Hatsun Agro Product Ltd. | 695,424 | 9,585 | ||||
| * | Aditya Birla Capital Ltd. | 6,057,058 | 9,483 | |||
| Brigade Enterprises Ltd. | 1,601,447 | 9,439 | ||||
| Trident Ltd. | 13,968,227 | 9,431 | ||||
| HFCL Ltd. | 9,871,161 | 9,429 | ||||
| * | IRB Infrastructure Developers Ltd. | 3,068,429 | 9,392 | |||
| Sonata Software Ltd. | 962,729 | 9,387 | ||||
| Can Fin Homes Ltd. | 1,208,006 | 9,262 | ||||
| CESC Ltd. | 8,247,099 | 9,187 | ||||
| Bayer CropScience Ltd. | 151,117 | 9,161 | ||||
| EID Parry India Ltd. | 1,324,175 | 9,157 | ||||
| Castrol India Ltd. | 6,407,984 | 9,031 | ||||
| Balrampur Chini Mills Ltd. | 1,565,042 | 9,014 | ||||
| * | 3M India Ltd. | 34,007 | 8,840 | |||
| KPR Mill Ltd. | 1,077,509 | 8,828 | ||||
| *,2 | RBL Bank Ltd. | 5,674,140 | 8,814 | |||
| City Union Bank Ltd. | 4,943,236 | 8,806 | ||||
| Prestige Estates Projects Ltd. | 1,426,725 | 8,773 | ||||
| Indiabulls Housing Finance Ltd. | 4,390,705 | 8,713 | ||||
| * | Affle India Ltd. | 548,208 | 8,611 | |||
| Whirlpool of India Ltd. | 405,551 | 8,565 | ||||
| Vinati Organics Ltd. | 312,817 | 8,562 | ||||
| Praj Industries Ltd. | 1,605,624 | 8,489 | ||||
| * | Narayana Hrudayalaya Ltd. | 927,837 | 8,472 | |||
75
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,2 | Aster DM Healthcare Ltd. | 3,331,637 | 8,307 | |||
| 2 | Nippon Life India Asset Management Ltd. | 2,015,034 | 8,288 | |||
| Sun TV Network Ltd. | 1,319,150 | 8,276 | ||||
| NIIT Ltd. | 1,109,020 | 8,256 | ||||
| Vardhman Textiles Ltd. | 1,452,622 | 8,232 | ||||
| Balaji Amines Ltd. | 195,250 | 8,184 | ||||
| * | EIH Ltd. | 3,931,471 | 8,171 | |||
| 2 | Quess Corp. Ltd. | 885,344 | 8,161 | |||
| KEC International Ltd. | 1,554,242 | 8,044 | ||||
| Mastek Ltd. | 219,207 | 7,985 | ||||
| Lakshmi Machine Works Ltd. | 65,715 | 7,969 | ||||
| VIP Industries Ltd. | 907,725 | 7,850 | ||||
| * | Bajaj Electricals Ltd. | 546,974 | 7,808 | |||
| 2 | Mindspace Business Parks REIT | 1,713,348 | 7,801 | |||
| Mahanagar Gas Ltd. | 767,256 | 7,678 | ||||
| India Cements Ltd. | 2,867,852 | 7,676 | ||||
| Sumitomo Chemical India Ltd. | 1,350,998 | 7,565 | ||||
| * | Clean Science & Technology Ltd. | 296,990 | 7,467 | |||
| Finolex Industries Ltd. | 3,650,045 | 7,391 | ||||
| Timken India Ltd. | 284,998 | 7,377 | ||||
| Century Textiles & Industries Ltd. | 680,757 | 7,375 | ||||
| Orient Electric Ltd. | 1,707,530 | 7,331 | ||||
| Ajanta Pharma Ltd. | 320,217 | 7,191 | ||||
| * | CreditAccess Grameen Ltd. | 530,709 | 7,141 | |||
| 2 | Indian Railway Finance Corp. Ltd. | 24,340,247 | 7,068 | |||
| Alkyl Amines Chemicals | 171,194 | 7,059 | ||||
| * | Chemplast Sanmar Ltd. | 916,221 | 7,052 | |||
| * | Godrej Industries Ltd. | 1,087,149 | 6,979 | |||
| 2 | Eris Lifesciences Ltd. | 786,837 | 6,955 | |||
| Brightcom Group Ltd. | 6,389,194 | 6,933 | ||||
| 2 | IndiaMart InterMesh Ltd. | 108,048 | 6,876 | |||
| Shares | Market Value• ($000) | |||||
| Jubilant Ingrevia Ltd. | 1,053,364 | 6,841 | ||||
| 2 | Endurance Technologies Ltd. | 427,147 | 6,771 | |||
| Shriram City Union Finance Ltd. | 301,326 | 6,687 | ||||
| * | Punjab National Bank | 14,567,079 | 6,624 | |||
| Granules India Ltd. | 1,807,355 | 6,615 | ||||
| Route Mobile Ltd. | 309,936 | 6,577 | ||||
| Century Plyboards India Ltd. | 792,803 | 6,555 | ||||
| Procter & Gamble Health Ltd. | 112,992 | 6,554 | ||||
| Motilal Oswal Financial Services Ltd. | 548,671 | 6,435 | ||||
| 2 | ICICI Securities Ltd. | 877,113 | 6,387 | |||
| Great Eastern Shipping Co. Ltd. | 1,263,900 | 6,381 | ||||
| Sterlite Technologies Ltd. | 2,533,496 | 6,356 | ||||
| Ratnamani Metals & Tubes Ltd. | 206,371 | 6,333 | ||||
| * | TeamLease Services Ltd. | 125,159 | 6,310 | |||
| * | Reliance Power Ltd. | 34,063,528 | 6,288 | |||
| Firstsource Solutions Ltd. | 3,883,750 | 6,272 | ||||
| Jubilant Pharmova Ltd. Class A | 1,020,482 | 6,250 | ||||
| Alembic Pharmaceuticals Ltd. | 614,881 | 6,246 | ||||
| Zensar Technologies Ltd. | 1,489,762 | 6,207 | ||||
| * | Nuvoco Vistas Corp. Ltd. | 1,333,499 | 6,099 | |||
| Rain Industries Ltd. | 2,754,331 | 6,087 | ||||
| NCC Ltd. | 6,824,547 | 6,060 | ||||
| Graphite India Ltd. | 872,083 | 5,979 | ||||
| 2 | Brookfield India Real Estate Trust | 1,380,153 | 5,973 | |||
| TTK Prestige Ltd. | 527,851 | 5,811 | ||||
| Gillette India Ltd. | 83,439 | 5,739 | ||||
| eClerx Services Ltd. | 182,198 | 5,714 | ||||
| Edelweiss Financial Services Ltd. | 7,203,742 | 5,622 | ||||
| * | Westlife Development Ltd. | 902,532 | 5,591 | |||
| Vaibhav Global Ltd. | 900,779 | 5,462 | ||||
| Indian Bank | 2,556,657 | 5,404 | ||||
76
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Alok Industries Ltd. | 16,154,565 | 5,367 | |||
| Zydus Wellnes Ltd. | 234,960 | 5,245 | ||||
| Aegis Logistics Ltd. | 1,804,415 | 5,176 | ||||
| Saregama India Ltd. | 924,196 | 5,117 | ||||
| V-Guard Industries Ltd. | 1,852,600 | 5,099 | ||||
| Sobha Ltd. | 604,786 | 5,062 | ||||
| 2 | Godrej Agrovet Ltd. | 703,386 | 4,997 | |||
| Finolex Cables Ltd. | 941,928 | 4,914 | ||||
| * | Sheela Foam Ltd. | 106,778 | 4,883 | |||
| * | V-Mart Retail Ltd. | 116,012 | 4,867 | |||
| Birla Corp. Ltd. | 340,417 | 4,813 | ||||
| * | Raymond Ltd. | 444,636 | 4,799 | |||
| BASF India Ltd. | 134,281 | 4,712 | ||||
| PNC Infratech Ltd. | 1,413,030 | 4,694 | ||||
| Infibeam Avenues Ltd. | 19,597,058 | 4,592 | ||||
| JK Lakshmi Cement Ltd. | 794,843 | 4,580 | ||||
| * | Gateway Distriparks Ltd. | 4,661,460 | 4,546 | |||
| Welspun India Ltd. | 4,153,707 | 4,478 | ||||
| Poly Medicure Ltd. | 389,222 | 4,435 | ||||
| Welspun Corp. Ltd. | 1,670,194 | 4,426 | ||||
| JM Financial Ltd. | 4,424,316 | 4,409 | ||||
| KNR Constructions Ltd. | 1,212,020 | 4,261 | ||||
| Rallis India Ltd. | 1,385,487 | 4,228 | ||||
| NBCC India Ltd. | 8,520,410 | 4,173 | ||||
| Mahindra CIE Automotive Ltd. | 1,441,266 | 4,135 | ||||
| * | Bank of India | 6,588,548 | 4,103 | |||
| PTC India Ltd. | 3,429,991 | 4,102 | ||||
| *,2 | New India Assurance Co. Ltd. | 2,612,918 | 4,010 | |||
| Ceat Ltd. | 272,600 | 3,993 | ||||
| Avanti Feeds Ltd. | 691,349 | 3,914 | ||||
| * | TV18 Broadcast Ltd. | 5,607,071 | 3,910 | |||
| *,2 | PNB Housing Finance Ltd. | 794,055 | 3,902 | |||
| KRBL Ltd. | 1,235,812 | 3,838 | ||||
| *,2 | Krishna Institute of Medical Sciences Ltd. | 214,855 | 3,733 | |||
| EPL Ltd. | 1,654,738 | 3,637 | ||||
| * | Dhani Services Ltd. | 5,084,195 | 3,636 | |||
| Vakrangee Ltd. | 7,877,089 | 3,558 | ||||
| * | Indiabulls Real Estate Ltd. | 3,030,447 | 3,500 | |||
| Shares | Market Value• ($000) | |||||
| * | Sun Pharma Advanced Research Co. Ltd. | 1,009,226 | 3,469 | |||
| Strides Pharma Science Ltd. | 796,166 | 3,400 | ||||
| * | Equitas Holdings Ltd. | 2,302,850 | 3,319 | |||
| * | Union Bank of India Ltd. | 6,706,830 | 3,309 | |||
| Gujarat Pipavav Port Ltd. | 2,910,673 | 3,297 | ||||
| HEG Ltd. | 200,557 | 3,187 | ||||
| Multi Commodity Exchange of India Ltd. | 168,803 | 3,135 | ||||
| AstraZeneca Pharma India Ltd. | 85,841 | 3,086 | ||||
| Bombay Burmah Trading Co. | 235,952 | 3,075 | ||||
| Karur Vysya Bank Ltd. | 4,694,336 | 2,972 | ||||
| Bajaj Consumer Care Ltd. | 1,315,007 | 2,866 | ||||
| * | Just Dial Ltd. | 233,466 | 2,600 | |||
| *,2 | General Insurance Corp. of India | 1,453,314 | 2,459 | |||
| * | Mangalore Refinery & Petrochemicals Ltd. | 2,571,733 | 2,452 | |||
| Symphony Ltd. | 159,867 | 2,341 | ||||
| Kaveri Seed Co. Ltd. | 314,312 | 2,206 | ||||
| * | DCB Bank Ltd. | 2,099,942 | 2,183 | |||
| * | Hindustan Construction Co. Ltd. | 10,541,092 | 2,148 | |||
| Jindal Saw Ltd. | 1,775,290 | 2,127 | ||||
| * | Wockhardt Ltd. | 593,010 | 2,119 | |||
| Engineers India Ltd. | 2,440,077 | 2,039 | ||||
| Care Ratings Ltd. | 316,616 | 1,895 | ||||
| Karnataka Bank Ltd. | 2,143,634 | 1,746 | ||||
| * | IFCI Ltd. | 11,662,080 | 1,702 | |||
| 2 | Dilip Buildcon Ltd. | 470,620 | 1,610 | |||
| * | Future Retail Ltd. | 3,771,594 | 1,115 | |||
| * | South Indian Bank Ltd. | 10,628,757 | 1,098 | |||
| Akzo Nobel India Ltd. | 40,933 | 1,003 | ||||
| * | Future Consumer Ltd. | 16,252,546 | 476 | |||
77
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| ZF Commercial Vehicle Control Systems India Ltd. | 3,062 | 312 | ||||
| *,3 | Chennai Super Kings Cricket Ltd. | 951,110 | — | |||
| 15,401,085 | ||||||
| Indonesia (0.5%) | ||||||
| Bank Central Asia Tbk. PT | 623,008,955 | 349,428 | ||||
| Bank Rakyat Indonesia Persero Tbk. PT | 841,124,369 | 280,252 | ||||
| Telkom Indonesia Persero Tbk. PT | 598,604,709 | 190,572 | ||||
| Bank Mandiri Persero Tbk. PT | 239,800,792 | 147,246 | ||||
| Astra International Tbk. PT | 261,968,163 | 136,784 | ||||
| Bank Negara Indonesia Persero Tbk. PT | 95,591,699 | 60,380 | ||||
| * | Elang Mahkota Teknologi Tbk. PT | 284,431,200 | 58,566 | |||
| United Tractors Tbk. PT | 19,599,437 | 40,898 | ||||
| Adaro Energy Indonesia Tbk. PT | 163,660,505 | 37,392 | ||||
| Charoen Pokphand Indonesia Tbk. PT | 95,353,017 | 33,804 | ||||
| Kalbe Farma Tbk. PT | 243,133,989 | 27,512 | ||||
| * | Tower Bersama Infrastructure Tbk. PT | 128,594,623 | 26,700 | |||
| Indofood Sukses Makmur Tbk. PT | 57,653,769 | 25,088 | ||||
| Sarana Menara Nusantara Tbk. PT | 333,188,955 | 23,198 | ||||
| Unilever Indonesia Tbk. PT | 74,020,263 | 19,813 | ||||
| * | Aneka Tambang Tbk. | 107,757,678 | 19,257 | |||
| Barito Pacific Tbk. PT | 323,225,765 | 18,887 | ||||
| Indah Kiat Pulp & Paper Tbk. PT | 34,269,896 | 17,861 | ||||
| Semen Indonesia Persero Tbk. PT | 38,147,186 | 16,833 | ||||
| Indocement Tunggal Prakarsa Tbk. PT | 23,008,481 | 16,582 | ||||
| Indofood CBP Sukses Makmur Tbk. PT | 29,851,764 | 15,704 | ||||
| * | Bukit Asam Tbk. PT | 53,148,307 | 13,911 | |||
| Shares | Market Value• ($000) | |||||
| * | Perusahaan Gas Negara Tbk. PT | 136,812,762 | 13,620 | |||
| Ciputra Development Tbk. PT | 180,541,184 | 13,227 | ||||
| Mitra Keluarga Karyasehat Tbk. PT | 74,144,114 | 12,962 | ||||
| Gudang Garam Tbk. PT | 6,090,304 | 12,887 | ||||
| Vale Indonesia Tbk. PT | 25,625,120 | 12,853 | ||||
| * | Pakuwon Jati Tbk. PT | 283,068,764 | 10,919 | |||
| Matahari Department Store Tbk. PT | 26,761,507 | 10,709 | ||||
| XL Axiata Tbk. PT | 48,247,483 | 10,620 | ||||
| * | Bank Neo Commerce Tbk. PT | 90,982,000 | 10,505 | |||
| Indo Tambangraya Megah Tbk. PT | 5,257,870 | 10,189 | ||||
| BFI Finance Indonesia Tbk. PT | 107,415,300 | 9,478 | ||||
| Japfa Comfeed Indonesia Tbk. PT | 91,937,502 | 9,181 | ||||
| * | Summarecon Agung Tbk. PT | 161,684,937 | 7,918 | |||
| AKR Corporindo Tbk. PT | 107,042,600 | 7,859 | ||||
| Hanjaya Mandala Sampoerna Tbk. PT | 115,293,199 | 7,708 | ||||
| * | Jasa Marga Persero Tbk. PT | 27,481,316 | 7,624 | |||
| * | Bumi Serpong Damai Tbk. PT | 113,229,365 | 7,504 | |||
| Pabrik Kertas Tjiwi Kimia Tbk. PT | 15,934,391 | 7,263 | ||||
| * | Smartfren Telecom Tbk. PT | 1,234,716,343 | 7,062 | |||
| Indosat Tbk. PT | 14,206,627 | 6,864 | ||||
| * | Surya Citra Media Tbk. PT | 377,750,405 | 6,625 | |||
| * | Bank BTPN Syariah Tbk. PT | 26,911,368 | 6,390 | |||
| Ace Hardware Indonesia Tbk. PT | 87,792,728 | 6,310 | ||||
| Bank Tabungan Negara Persero Tbk. PT | 48,813,788 | 6,195 | ||||
| * | Lippo Karawaci Tbk. PT | 724,070,348 | 6,183 | |||
| Mayora Indah Tbk. PT | 45,419,700 | 5,474 | ||||
| * | Mitra Adiperkasa Tbk. PT | 83,099,385 | 5,172 | |||
78
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Bank Bukopin Tbk. PT | 347,659,540 | 5,171 | |||
| Media Nusantara Citra Tbk. PT | 72,969,114 | 5,054 | ||||
| * | Medco Energi Internasional Tbk. PT | 133,046,015 | 5,047 | |||
| * | Waskita Karya Persero Tbk. PT | 133,433,303 | 4,878 | |||
| * | Timah Tbk. PT | 36,538,201 | 4,664 | |||
| Astra Agro Lestari Tbk. PT | 5,228,592 | 4,476 | ||||
| * | Bank Raya Indonesia Tbk. PT | 56,436,433 | 4,096 | |||
| * | Bank Syariah Indonesia Tbk. PT | 36,876,117 | 4,009 | |||
| Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT | 36,278,257 | 3,443 | ||||
| Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk. PT | 31,216,783 | 3,168 | ||||
| * | Bank Pan Indonesia Tbk. PT | 42,001,933 | 2,922 | |||
| * | Panin Financial Tbk. PT | 176,391,118 | 2,867 | |||
| * | Wijaya Karya Persero Tbk. PT | 40,948,276 | 2,676 | |||
| * | PP Persero Tbk. PT | 30,610,782 | 1,965 | |||
| *,3 | Trada Alam Minera Tbk. PT | 537,807,334 | 1,855 | |||
| * | Global Mediacom Tbk. PT | 90,169,733 | 1,644 | |||
| * | Ramayana Lestari Sentosa Tbk. PT | 29,933,684 | 1,383 | |||
| * | Surya Semesta Internusa Tbk. PT | 46,066,856 | 1,198 | |||
| Bank Danamon Indonesia Tbk. PT | 6,946,150 | 1,173 | ||||
| * | Alam Sutera Realty Tbk. PT | 106,913,619 | 1,171 | |||
| * | Krakatau Steel Persero Tbk. PT | 38,672,460 | 1,010 | |||
| * | Adhi Karya Persero Tbk. PT | 20,208,026 | 1,003 | |||
| * | Kresna Graha Investama Tbk. PT | 87,544,358 | 300 | |||
| * | Berlian Laju Tanker Tbk. PT | 18,444,700 | 64 | |||
| 1,881,206 | ||||||
| Ireland (0.2%) | ||||||
| Kerry Group plc Class A | 1,995,345 | 220,216 | ||||
| Shares | Market Value• ($000) | |||||
| Kingspan Group plc | 1,960,556 | 182,497 | ||||
| * | Bank of Ireland Group plc | 11,920,809 | 72,249 | |||
| Glanbia plc | 2,449,994 | 29,210 | ||||
| AIB Group plc | 10,388,943 | 22,566 | ||||
| Hibernia REIT plc | 8,552,835 | 14,672 | ||||
| * | Dalata Hotel Group plc | 2,798,395 | 12,782 | |||
| Glanbia plc | 8,754 | 106 | ||||
| *,3 | Irish Bank Resolution Corp. Ltd. | 698,992 | — | |||
| 554,298 | ||||||
| Israel (0.5%) | ||||||
| Bank Leumi Le-Israel BM | 18,717,013 | 196,430 | ||||
| * | Nice Ltd. | 817,919 | 170,069 | |||
| Bank Hapoalim BM | 17,313,216 | 160,514 | ||||
| * | Teva Pharmaceutical Industries Ltd. | 12,757,755 | 112,396 | |||
| ICL Group Ltd. | 8,961,775 | 97,184 | ||||
| Israel Discount Bank Ltd. Class A | 15,171,407 | 89,609 | ||||
| Elbit Systems Ltd. | 317,675 | 68,957 | ||||
| * | Tower Semiconductor Ltd. | 1,398,672 | 67,262 | |||
| Mizrahi Tefahot Bank Ltd. | 1,778,766 | 65,796 | ||||
| * | Bezeq The Israeli Telecommunication Corp. Ltd. | 26,500,965 | 42,012 | |||
| Azrieli Group Ltd. | 478,995 | 41,145 | ||||
| * | Nova Ltd. | 364,046 | 34,910 | |||
| Mivne Real Estate KD Ltd. | 8,703,331 | 32,610 | ||||
| First International Bank of Israel Ltd. | 693,706 | 29,130 | ||||
| * | Israel Corp. Ltd. | 47,764 | 26,837 | |||
| * | Enlight Renewable Energy Ltd. | 11,940,479 | 25,618 | |||
| Alony Hetz Properties & Investments Ltd. | 1,427,128 | 23,357 | ||||
| * | Airport City Ltd. | 931,189 | 20,731 | |||
| Big Shopping Centers Ltd. | 133,812 | 20,222 | ||||
| * | Paz Oil Co. Ltd. | 128,715 | 19,949 | |||
| Phoenix Holdings Ltd. | 1,571,359 | 19,768 | ||||
| * | Melisron Ltd. | 231,371 | 18,768 | |||
79
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Clal Insurance Enterprises Holdings Ltd. | 820,532 | 18,188 | |||
| Harel Insurance Investments & Financial Services Ltd. | 1,476,037 | 18,092 | ||||
| * | Shikun & Binui Ltd. | 2,788,460 | 16,439 | |||
| * | Delek Group Ltd. | 98,675 | 16,316 | |||
| Amot Investments Ltd. | 2,145,307 | 16,285 | ||||
| Electra Ltd. | 23,257 | 15,959 | ||||
| Reit 1 Ltd. | 2,310,039 | 14,986 | ||||
| Strauss Group Ltd. | 557,050 | 14,891 | ||||
| Shapir Engineering & Industry Ltd. | 1,508,112 | 14,110 | ||||
| Ashtrom Group Ltd. | 489,707 | 13,656 | ||||
| Shufersal Ltd. | 1,609,902 | 13,545 | ||||
| Fox Wizel Ltd. | 88,861 | 13,065 | ||||
| Isracard Ltd. | 2,566,904 | 12,918 | ||||
| Kenon Holdings Ltd. | 215,621 | 12,315 | ||||
| AFI Properties Ltd. | 203,468 | 12,270 | ||||
| Matrix IT Ltd. | 436,961 | 11,011 | ||||
| Summit Real Estate Holdings Ltd. | 460,403 | 10,816 | ||||
| Hilan Ltd. | 185,132 | 10,761 | ||||
| * | Perion Network Ltd. | 497,705 | 10,641 | |||
| Maytronics Ltd. | 579,817 | 10,295 | ||||
| * | Camtek Ltd. | 342,661 | 10,085 | |||
| FIBI Holdings Ltd. | 212,699 | 9,996 | ||||
| * | Partner Communications Co. Ltd. | 1,255,070 | 9,956 | |||
| * | OPC Energy Ltd. | 878,800 | 9,666 | |||
| Elco Ltd. | 124,490 | 9,650 | ||||
| * | Fattal Holdings 1998 Ltd. | 65,889 | 9,503 | |||
| Danel Adir Yeoshua Ltd. | 59,377 | 9,361 | ||||
| Energix-Renewable Energies Ltd. | 2,657,954 | 9,005 | ||||
| * | Oil Refineries Ltd. | 19,548,075 | 8,700 | |||
| One Software Technologies Ltd. | 524,765 | 8,646 | ||||
| Israel Canada T.R Ltd. | 1,743,698 | 8,621 | ||||
| * | Sapiens International Corp. NV | 361,779 | 8,455 | |||
| Gazit-Globe Ltd. | 899,396 | 8,432 | ||||
| Formula Systems 1985 Ltd. | 83,922 | 8,121 | ||||
| Shares | Market Value• ($000) | |||||
| Delek Automotive Systems Ltd. | 563,281 | 8,016 | ||||
| Delta Galil Industries Ltd. | 117,744 | 7,847 | ||||
| Mega Or Holdings Ltd. | 206,090 | 7,847 | ||||
| * | Menora Mivtachim Holdings Ltd. | 309,124 | 7,716 | |||
| * | Equital Ltd. | 186,735 | 7,616 | |||
| Gav-Yam Lands Corp. Ltd. | 685,786 | 7,548 | ||||
| Migdal Insurance & Financial Holdings Ltd. | 4,284,414 | 7,229 | ||||
| Sella Capital Real Estate Ltd. | 2,085,542 | 7,063 | ||||
| AudioCodes Ltd. | 265,372 | 6,175 | ||||
| Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. | 77,719 | 5,892 | ||||
| * | Cellcom Israel Ltd. | 1,010,113 | 5,860 | |||
| * | Naphtha Israel Petroleum Corp. Ltd. | 393,612 | 3,128 | |||
| IDI Insurance Co. Ltd. | 87,344 | 2,891 | ||||
| * | Allot Ltd. | 443,724 | 2,585 | |||
| * | Gilat Satellite Networks Ltd. | 350,581 | 2,563 | |||
| * | Compugen Ltd. | 968,824 | 2,182 | |||
| * | Kamada Ltd. | 313,047 | 1,680 | |||
| 1,881,868 | ||||||
| Italy (1.5%) | ||||||
| Enel SpA | 100,387,322 | 652,808 | ||||
| Eni SpA | 32,029,516 | 447,734 | ||||
| Intesa Sanpaolo SpA | 215,501,569 | 439,131 | ||||
| 1 | Stellantis NV | 26,282,583 | 352,861 | |||
| Ferrari NV | 1,605,785 | 338,106 | ||||
| 1 | Assicurazioni Generali SpA | 16,808,065 | 318,229 | |||
| UniCredit SpA | 27,765,496 | 256,972 | ||||
| 1 | CNH Industrial NV | 12,713,692 | 180,106 | |||
| Snam SpA | 28,845,235 | 158,205 | ||||
| * | Atlantia SpA | 6,336,339 | 151,157 | |||
| Terna - Rete Elettrica Nazionale | 18,213,307 | 148,549 | ||||
| Moncler SpA | 2,786,497 | 145,159 | ||||
| Prysmian SpA | 3,417,060 | 111,140 | ||||
| FinecoBank Banca Fineco SpA | 7,925,814 | 110,180 | ||||
| *,2 | Nexi SpA | 9,625,592 | 94,407 | |||
| EXOR NV | 1,332,024 | 92,436 | ||||
80
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Mediobanca Banca di Credito Finanziario SpA | 8,974,724 | 89,952 | ||||
| Tenaris SA | 5,749,264 | 87,861 | ||||
| 1 | Davide Campari-Milano NV | 6,399,204 | 72,203 | |||
| Amplifon SpA | 1,670,809 | 66,657 | ||||
| 1 | Banco BPM SpA | 19,339,368 | 60,933 | |||
| Recordati Industria Chimica e Farmaceutica SpA | 1,247,604 | 60,120 | ||||
| 2 | Poste Italiane SpA | 6,058,210 | 59,365 | |||
| * | Leonardo SpA | 5,153,157 | 53,033 | |||
| 2 | Infrastrutture Wireless Italiane SpA | 4,571,152 | 48,776 | |||
| Reply SpA | 291,869 | 42,968 | ||||
| Interpump Group SpA | 1,042,206 | 42,136 | ||||
| Italgas SpA | 6,341,522 | 41,059 | ||||
| 1 | Telecom Italia SpA (Registered) | 134,309,779 | 39,221 | |||
| Hera SpA | 10,201,727 | 38,048 | ||||
| DiaSorin SpA | 290,230 | 38,018 | ||||
| Unipol Gruppo SpA | 6,221,776 | 33,925 | ||||
| A2A SpA | 19,531,865 | 33,371 | ||||
| 2 | Pirelli & C SpA | 6,332,830 | 31,386 | |||
| Azimut Holding SpA | 1,401,193 | 29,742 | ||||
| ERG SpA | 861,988 | 29,700 | ||||
| Banca Generali SpA | 730,124 | 24,139 | ||||
| Telecom Italia SpA (Bearer) | 83,690,253 | 23,296 | ||||
| BPER Banca | 13,693,486 | 22,876 | ||||
| Buzzi Unicem SpA | 1,220,447 | 22,601 | ||||
| Banca Mediolanum SpA | 3,105,452 | 22,544 | ||||
| De' Longhi SpA | 917,550 | 22,250 | ||||
| * | Brunello Cucinelli SpA | 432,988 | 22,162 | |||
| Iren SpA | 8,234,015 | 21,284 | ||||
| Banca Popolare di Sondrio SPA | 5,087,424 | 20,204 | ||||
| Brembo SpA | 1,899,134 | 19,008 | ||||
| * | Autogrill SpA | 2,474,990 | 18,379 | |||
| 2 | Anima Holding SpA | 3,426,254 | 16,695 | |||
| 1 | UnipolSai Assicurazioni SpA | 5,716,212 | 16,079 | |||
| *,2 | Enav SpA | 3,311,003 | 15,285 | |||
| * | Salvatore Ferragamo SpA | 876,744 | 15,238 | |||
| * | Iveco Group NV | 2,525,200 | 14,857 | |||
| Shares | Market Value• ($000) | |||||
| 2 | BFF Bank SpA | 2,375,253 | 14,811 | |||
| Falck Renewables SpA | 1,570,841 | 14,624 | ||||
| Sesa SpA | 93,542 | 13,523 | ||||
| 2 | Technogym SpA | 1,722,250 | 12,999 | |||
| 2 | Carel Industries SpA | 529,140 | 12,732 | |||
| Tamburi Investment Partners SpA | 1,272,628 | 11,594 | ||||
| El.En. SpA | 676,551 | 9,430 | ||||
| ACEA SpA | 545,362 | 9,355 | ||||
| SOL SpA | 473,575 | 8,322 | ||||
| *,1 | Saipem SpA | 7,039,354 | 7,967 | |||
| 1 | Webuild SpA | 4,485,587 | 7,626 | |||
| 2 | GVS SpA | 906,387 | 7,549 | |||
| 1 | Danieli & C Officine Meccaniche SpA Saving Shares | 346,497 | 7,377 | |||
| MARR SpA | 451,248 | 7,308 | ||||
| Gruppo MutuiOnline SpA | 219,285 | 6,715 | ||||
| * | Saras SpA | 7,145,528 | 6,650 | |||
| Banca IFIS SpA | 359,819 | 6,534 | ||||
| Tinexta Spa | 258,612 | 6,470 | ||||
| 2 | RAI Way SpA | 1,098,186 | 6,457 | |||
| 1 | Maire Tecnimont SpA | 2,114,844 | 6,195 | |||
| Credito Emiliano SpA | 1,011,469 | 6,179 | ||||
| * | Sanlorenzo SpA | 162,307 | 5,739 | |||
| Italmobiliare SpA | 174,154 | 5,517 | ||||
| Piaggio & C SpA | 2,151,235 | 5,364 | ||||
| 2 | doValue SpA | 608,762 | 5,176 | |||
| * | CIR SpA-Compagnie Industriali | 10,683,272 | 4,629 | |||
| *,1 | Tod's SpA | 116,377 | 4,600 | |||
| Tenaris SA ADR | 138,645 | 4,184 | ||||
| * | Immobiliare Grande Distribuzione SIIQ SpA | 879,073 | 4,168 | |||
| Zignago Vetro SpA | 327,452 | 4,015 | ||||
| Cementir Holding NV | 565,076 | 3,934 | ||||
| *,1 | Fincantieri SpA | 6,279,402 | 3,830 | |||
| *,1 | Banca Monte dei Paschi di Siena SpA | 4,245,649 | 3,577 | |||
| Danieli & C Officine Meccaniche SpA | 219,121 | 3,428 | ||||
| 1 | MFE-MediaForEurope NV Class B | 3,664,790 | 3,375 | |||
81
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,1 | Societa Cattolica Di Assicurazione SpA | 445,426 | 2,888 | |||
| * | Arnoldo Mondadori Editore SpA | 1,396,755 | 2,861 | |||
| * | Biesse SpA | 175,271 | 2,734 | |||
| Datalogic SpA | 258,107 | 2,508 | ||||
| *,1 | Juventus Football Club SpA | 7,105,610 | 2,306 | |||
| *,1 | MFE-MediaForEurope NV Class A | 3,484,965 | 2,128 | |||
| Rizzoli Corriere Della Sera Mediagroup SpA | 1,156,245 | 898 | ||||
| DeA Capital SpA | 219,690 | 297 | ||||
| *,1 | Webuild SpA Warrants Exp. 8/2/30 | 374,482 | 196 | |||
| *,3 | Gemina SpA | 315,232 | — | |||
| 5,581,320 | ||||||
| Japan (14.5%) | ||||||
| Toyota Motor Corp. | 157,269,320 | 2,694,607 | ||||
| Sony Group Corp. | 16,027,792 | 1,383,216 | ||||
| Keyence Corp. | 2,329,256 | 936,371 | ||||
| Mitsubishi UFJ Financial Group Inc. | 158,172,539 | 919,517 | ||||
| Tokyo Electron Ltd. | 1,909,798 | 805,833 | ||||
| KDDI Corp. | 21,381,704 | 708,049 | ||||
| Shin-Etsu Chemical Co. Ltd. | 5,131,112 | 705,192 | ||||
| SoftBank Group Corp. | 17,052,366 | 701,368 | ||||
| Recruit Holdings Co. Ltd. | 18,460,246 | 669,768 | ||||
| Nintendo Co. Ltd. | 1,356,555 | 619,119 | ||||
| Daiichi Sankyo Co. Ltd. | 24,301,100 | 611,875 | ||||
| Honda Motor Co. Ltd. | 22,092,682 | 581,116 | ||||
| Takeda Pharmaceutical Co. Ltd. | 19,721,852 | 572,260 | ||||
| Hitachi Ltd. | 11,970,857 | 567,735 | ||||
| ITOCHU Corp. | 17,493,251 | 527,963 | ||||
| Daikin Industries Ltd. | 3,429,165 | 524,037 | ||||
| Mitsubishi Corp. | 15,476,179 | 519,621 | ||||
| Sumitomo Mitsui Financial Group Inc. | 16,777,240 | 506,907 | ||||
| Mitsui & Co. Ltd. | 20,358,127 | 492,988 | ||||
| Hoya Corp. | 4,616,584 | 458,160 | ||||
| Shares | Market Value• ($000) | |||||
| Nippon Telegraph & Telephone Corp. | 15,407,774 | 454,057 | ||||
| Tokio Marine Holdings Inc. | 8,234,647 | 445,237 | ||||
| Seven & i Holdings Co. Ltd. | 9,944,919 | 439,734 | ||||
| Murata Manufacturing Co. Ltd. | 7,363,419 | 438,915 | ||||
| SoftBank Corp. | 35,193,626 | 409,579 | ||||
| Mizuho Financial Group Inc. | 32,827,154 | 398,611 | ||||
| Nidec Corp. | 5,994,093 | 387,513 | ||||
| FANUC Corp. | 2,482,308 | 380,359 | ||||
| Oriental Land Co. Ltd. | 2,423,922 | 366,667 | ||||
| Astellas Pharma Inc. | 23,978,261 | 365,086 | ||||
| Fujitsu Ltd. | 2,398,455 | 362,524 | ||||
| SMC Corp. | 736,515 | 356,636 | ||||
| Denso Corp. | 5,789,291 | 352,830 | ||||
| Fast Retailing Co. Ltd. | 663,788 | 305,612 | ||||
| Canon Inc. | 12,859,084 | 295,877 | ||||
| Central Japan Railway Co. | 2,343,391 | 294,998 | ||||
| ORIX Corp. | 15,532,837 | 283,303 | ||||
| Bridgestone Corp. | 7,453,266 | 273,190 | ||||
| Komatsu Ltd. | 11,836,230 | 266,392 | ||||
| Mitsubishi Electric Corp. | 25,239,622 | 264,367 | ||||
| Japan Tobacco Inc. | 15,271,948 | 259,803 | ||||
| Dai-ichi Life Holdings Inc. | 12,854,780 | 257,404 | ||||
| Terumo Corp. | 8,507,286 | 253,221 | ||||
| Mitsui Fudosan Co. Ltd. | 11,901,590 | 252,239 | ||||
| Chugai Pharmaceutical Co. Ltd. | 8,402,558 | 251,784 | ||||
| FUJIFILM Holdings Corp. | 4,566,282 | 251,014 | ||||
| Panasonic Holdings Corp. | 27,593,937 | 245,950 | ||||
| East Japan Railway Co. | 4,673,185 | 243,692 | ||||
| Olympus Corp. | 13,649,260 | 240,242 | ||||
| Kao Corp. | 5,990,882 | 240,105 | ||||
| Kubota Corp. | 14,088,225 | 239,340 | ||||
| Shiseido Co. Ltd. | 5,026,647 | 237,617 | ||||
| Sumitomo Corp. | 14,496,768 | 229,392 | ||||
| Toshiba Corp. | 5,443,885 | 226,075 | ||||
| Marubeni Corp. | 20,237,497 | 220,905 | ||||
| Mitsubishi Estate Co. Ltd. | 14,732,614 | 214,604 | ||||
| Kyocera Corp. | 3,977,488 | 208,846 | ||||
82
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Asahi Group Holdings Ltd. | 5,445,604 | 205,260 | ||||
| Japan Post Holdings Co. Ltd. | 28,709,161 | 201,305 | ||||
| Daiwa House Industry Co. Ltd. | 8,284,677 | 199,165 | ||||
| Shionogi & Co. Ltd. | 3,514,963 | 195,523 | ||||
| Otsuka Holdings Co. Ltd. | 5,416,691 | 182,014 | ||||
| Shimano Inc. | 1,010,254 | 179,001 | ||||
| MS&AD Insurance Group Holdings Inc. | 5,989,417 | 178,289 | ||||
| Suzuki Motor Corp. | 5,856,659 | 176,550 | ||||
| Secom Co. Ltd. | 2,503,725 | 176,148 | ||||
| Unicharm Corp. | 5,047,465 | 175,611 | ||||
| M3 Inc. | 5,454,336 | 174,178 | ||||
| Aeon Co. Ltd. | 9,106,027 | 173,062 | ||||
| Bandai Namco Holdings Inc. | 2,521,096 | 170,686 | ||||
| Sompo Holdings Inc. | 4,155,085 | 169,153 | ||||
| Nippon Steel Corp. | 10,540,376 | 167,366 | ||||
| Advantest Corp. | 2,451,666 | 167,322 | ||||
| Ajinomoto Co. Inc. | 6,246,624 | 162,297 | ||||
| Sysmex Corp. | 2,453,031 | 160,913 | ||||
| NTT Data Corp. | 8,108,845 | 149,510 | ||||
| Nomura Holdings Inc. | 38,819,348 | 149,472 | ||||
| Nippon Yusen KK | 2,066,782 | 149,106 | ||||
| Eisai Co. Ltd. | 3,420,491 | 148,966 | ||||
| Sumitomo Mitsui Trust Holdings Inc. | 4,734,201 | 146,938 | ||||
| Kirin Holdings Co. Ltd. | 9,898,096 | 144,292 | ||||
| TDK Corp. | 4,640,712 | 143,360 | ||||
| Omron Corp. | 2,377,915 | 140,188 | ||||
| Ono Pharmaceutical Co. Ltd. | 5,453,334 | 140,099 | ||||
| * | Renesas Electronics Corp. | 12,846,677 | 137,176 | |||
| ENEOS Holdings Inc. | 38,652,480 | 136,003 | ||||
| Sumitomo Realty & Development Co. Ltd. | 5,119,073 | 135,801 | ||||
| Sumitomo Metal Mining Co. Ltd. | 3,055,301 | 133,996 | ||||
| Inpex Corp. | 11,210,565 | 133,385 | ||||
| Kikkoman Corp. | 2,365,322 | 132,934 | ||||
| Z Holdings Corp. | 33,763,717 | 132,551 | ||||
| NEC Corp. | 3,384,301 | 131,297 | ||||
| Asahi Kasei Corp. | 15,971,907 | 131,045 | ||||
| Shares | Market Value• ($000) | |||||
| Lasertec Corp. | 976,314 | 130,437 | ||||
| Sekisui House Ltd. | 7,393,006 | 128,401 | ||||
| Obic Co. Ltd. | 863,311 | 127,545 | ||||
| Nitto Denko Corp. | 1,896,835 | 127,317 | ||||
| Mitsubishi Heavy Industries Ltd. | 3,698,038 | 126,436 | ||||
| Toyota Industries Corp. | 2,073,357 | 124,353 | ||||
| Resona Holdings Inc. | 28,137,457 | 122,354 | ||||
| Nexon Co. Ltd. | 5,304,412 | 120,787 | ||||
| Subaru Corp. | 7,899,022 | 119,865 | ||||
| Shimadzu Corp. | 3,470,789 | 113,468 | ||||
| Yaskawa Electric Corp. | 3,319,804 | 112,726 | ||||
| West Japan Railway Co. | 2,982,751 | 110,717 | ||||
| Tokyo Gas Co. Ltd. | 5,475,702 | 104,884 | ||||
| Sumitomo Electric Industries Ltd. | 9,733,979 | 104,648 | ||||
| Toyota Tsusho Corp. | 2,892,508 | 103,920 | ||||
| Nippon Paint Holdings Co. Ltd. | 13,086,283 | 103,661 | ||||
| Nippon Building Fund Inc. | 19,752 | 102,539 | ||||
| Japan Exchange Group Inc. | 6,859,886 | 102,147 | ||||
| MINEBEA MITSUMI Inc. | 5,265,838 | 101,031 | ||||
| Mitsubishi Chemical Holdings Corp. | 16,531,362 | 100,802 | ||||
| * | Nissan Motor Co. Ltd. | 24,944,107 | 99,865 | |||
| Mitsui OSK Lines Ltd. | 4,264,134 | 99,828 | ||||
| Nomura Research Institute Ltd. | 3,518,490 | 99,490 | ||||
| Dentsu Group Inc. | 2,755,263 | 99,304 | ||||
| Nitori Holdings Co. Ltd. | 964,814 | 99,259 | ||||
| SG Holdings Co. Ltd. | 5,481,949 | 96,607 | ||||
| Makita Corp. | 3,162,910 | 93,486 | ||||
| Toray Industries Inc. | 19,586,684 | 92,827 | ||||
| Daiwa Securities Group Inc. | 18,890,518 | 92,585 | ||||
| Osaka Gas Co. Ltd. | 5,124,399 | 92,359 | ||||
| Nissan Chemical Corp. | 1,725,573 | 91,149 | ||||
| Chubu Electric Power Co. Inc. | 8,998,323 | 90,839 | ||||
| MISUMI Group Inc. | 3,607,218 | 90,449 | ||||
| AGC Inc. | 2,387,255 | 89,497 | ||||
83
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Yakult Honsha Co. Ltd. | 1,724,430 | 89,292 | ||||
| Disco Corp. | 358,130 | 87,652 | ||||
| T&D Holdings Inc. | 6,690,347 | 85,974 | ||||
| MEIJI Holdings Co. Ltd. | 1,711,906 | 85,333 | ||||
| Trend Micro Inc. | 1,493,025 | 83,246 | ||||
| Yamaha Motor Co. Ltd. | 4,031,179 | 83,227 | ||||
| Sumitomo Chemical Co. Ltd. | 19,554,591 | 83,150 | ||||
| Nippon Prologis REIT Inc. | 29,893 | 82,737 | ||||
| Kansai Electric Power Co. Inc. | 9,421,046 | 82,585 | ||||
| Japan Real Estate Investment Corp. | 16,810 | 81,358 | ||||
| JFE Holdings Inc. | 6,612,291 | 80,860 | ||||
| Yamato Holdings Co. Ltd. | 4,316,943 | 80,779 | ||||
| Idemitsu Kosan Co. Ltd. | 3,041,447 | 80,158 | ||||
| Daito Trust Construction Co. Ltd. | 832,154 | 80,146 | ||||
| Pan Pacific International Holdings Corp. | 5,155,721 | 78,951 | ||||
| Isuzu Motors Ltd. | 6,668,408 | 77,792 | ||||
| Tokyu Corp. | 6,353,439 | 77,695 | ||||
| Daifuku Co. Ltd. | 1,248,331 | 76,758 | ||||
| Yamaha Corp. | 1,983,099 | 75,768 | ||||
| Hankyu Hanshin Holdings Inc. | 2,832,742 | 74,761 | ||||
| Hamamatsu Photonics KK | 1,659,300 | 74,242 | ||||
| GLP J-REIT | 54,975 | 74,182 | ||||
| Rohm Co. Ltd. | 1,057,698 | 73,892 | ||||
| Konami Holdings Corp. | 1,200,269 | 73,809 | ||||
| Rakuten Group Inc. | 10,468,153 | 73,590 | ||||
| Nomura Real Estate Master Fund Inc. | 58,083 | 72,926 | ||||
| Fuji Electric Co. Ltd. | 1,626,859 | 71,339 | ||||
| Dai Nippon Printing Co. Ltd. | 3,401,731 | 71,089 | ||||
| Japan Metropolitan Fund Investment Corp. | 88,527 | 70,364 | ||||
| SBI Holdings Inc. | 3,102,686 | 69,398 | ||||
| * | Tokyo Electric Power Co. Holdings Inc. | 20,006,028 | 69,056 | |||
| TIS Inc. | 3,060,182 | 68,730 | ||||
| Shares | Market Value• ($000) | |||||
| Kyowa Kirin Co. Ltd. | 3,214,347 | 67,748 | ||||
| Daiwa House REIT Investment Corp. | 27,446 | 66,804 | ||||
| Kintetsu Group Holdings Co. Ltd. | 2,325,503 | 66,675 | ||||
| Aisin Corp. | 2,237,526 | 65,001 | ||||
| Kajima Corp. | 5,734,112 | 63,904 | ||||
| Suntory Beverage & Food Ltd. | 1,617,744 | 63,741 | ||||
| TOTO Ltd. | 1,881,002 | 63,388 | ||||
| JSR Corp. | 2,330,727 | 63,291 | ||||
| Taiyo Yuden Co. Ltd. | 1,591,103 | 62,510 | ||||
| Nissin Foods Holdings Co. Ltd. | 887,999 | 61,772 | ||||
| Capcom Co. Ltd. | 2,335,044 | 61,615 | ||||
| Obayashi Corp. | 8,770,714 | 60,317 | ||||
| Odakyu Electric Railway Co. Ltd. | 3,971,227 | 60,137 | ||||
| Lixil Corp. | 3,404,014 | 59,871 | ||||
| Sekisui Chemical Co. Ltd. | 4,416,913 | 59,810 | ||||
| Tobu Railway Co. Ltd. | 2,652,552 | 59,625 | ||||
| Toppan Inc. | 3,555,051 | 58,764 | ||||
| Taisei Corp. | 2,120,685 | 57,445 | ||||
| Keio Corp. | 1,487,333 | 57,043 | ||||
| BayCurrent Consulting Inc. | 173,051 | 56,738 | ||||
| 1 | Ricoh Co. Ltd. | 7,732,318 | 56,461 | |||
| Kawasaki Kisen Kaisha Ltd. | 1,058,870 | 55,360 | ||||
| Ebara Corp. | 1,188,420 | 54,581 | ||||
| Oji Holdings Corp. | 11,443,736 | 54,209 | ||||
| Kobayashi Pharmaceutical Co. Ltd. | 794,364 | 54,171 | ||||
| Koito Manufacturing Co. Ltd. | 1,473,702 | 54,077 | ||||
| Hirose Electric Co. Ltd. | 424,738 | 53,888 | ||||
| Toho Co. Ltd. (Tokyo) | 1,449,184 | 53,776 | ||||
| Brother Industries Ltd. | 3,064,442 | 53,259 | ||||
| MatsukiyoCocokara & Co. | 1,600,281 | 52,898 | ||||
| Concordia Financial Group Ltd. | 14,483,021 | 52,705 | ||||
| 1 | Mazda Motor Corp. | 7,404,716 | 52,579 | |||
| Nippon Express Holdings Inc. | 891,866 | 52,291 | ||||
| CyberAgent Inc. | 4,946,067 | 52,255 | ||||
84
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| MonotaRO Co. Ltd. | 3,028,446 | 52,023 | ||||
| SUMCO Corp. | 3,603,619 | 51,898 | ||||
| Ibiden Co. Ltd. | 1,386,903 | 51,831 | ||||
| Mitsui Chemicals Inc. | 2,235,430 | 51,075 | ||||
| Azbil Corp. | 1,680,109 | 51,012 | ||||
| Yokogawa Electric Corp. | 3,119,955 | 49,740 | ||||
| Tosoh Corp. | 3,601,105 | 49,726 | ||||
| Seiko Epson Corp. | 3,491,744 | 49,190 | ||||
| Asahi Intecc Co. Ltd. | 2,509,319 | 48,490 | ||||
| Kurita Water Industries Ltd. | 1,413,989 | 48,240 | ||||
| Nikon Corp. | 4,152,337 | 46,659 | ||||
| Orix JREIT Inc. | 34,115 | 46,114 | ||||
| Hulic Co. Ltd. | 5,422,240 | 45,782 | ||||
| Sojitz Corp. | 2,998,310 | 45,719 | ||||
| Advance Residence Investment Corp. | 16,675 | 45,663 | ||||
| Chiba Bank Ltd. | 7,878,565 | 45,406 | ||||
| USS Co. Ltd. | 2,693,008 | 44,833 | ||||
| Nippon Shinyaku Co. Ltd. | 661,155 | 44,716 | ||||
| NGK Insulators Ltd. | 3,323,418 | 44,705 | ||||
| Nisshin Seifun Group Inc. | 3,342,741 | 44,562 | ||||
| Showa Denko KK | 2,288,340 | 44,527 | ||||
| Sega Sammy Holdings Inc. | 2,502,586 | 44,345 | ||||
| 1 | Keisei Electric Railway Co. Ltd. | 1,805,613 | 44,273 | |||
| GMO Payment Gateway Inc. | 526,701 | 44,190 | ||||
| Kobe Bussan Co. Ltd. | 1,789,019 | 43,615 | ||||
| Hoshizaki Corp. | 681,292 | 43,155 | ||||
| Otsuka Corp. | 1,314,823 | 43,090 | ||||
| Marui Group Co. Ltd. | 2,501,527 | 43,070 | ||||
| Persol Holdings Co. Ltd. | 2,139,161 | 42,440 | ||||
| United Urban Investment Corp. | 38,337 | 41,946 | ||||
| Nihon M&A Center Holdings Inc. | 3,364,114 | 41,425 | ||||
| Shizuoka Bank Ltd. | 6,397,108 | 41,390 | ||||
| Japan Post Insurance Co. Ltd. | 2,557,329 | 41,351 | ||||
| Bank of Kyoto Ltd. | 942,372 | 41,057 | ||||
| Tokyu Fudosan Holdings Corp. | 7,873,891 | 40,973 | ||||
| Shares | Market Value• ($000) | |||||
| Nagoya Railroad Co. Ltd. | 2,535,418 | 40,722 | ||||
| NH Foods Ltd. | 1,288,120 | 40,679 | ||||
| SCREEN Holdings Co. Ltd. | 497,585 | 40,667 | ||||
| Kyushu Railway Co. | 2,045,982 | 40,103 | ||||
| Japan Post Bank Co. Ltd. | 5,304,644 | 40,020 | ||||
| * | Hitachi Metals Ltd. | 2,550,221 | 39,795 | |||
| Square Enix Holdings Co. Ltd. | 990,219 | 39,535 | ||||
| Fukuoka Financial Group Inc. | 2,105,489 | 38,470 | ||||
| NGK Spark Plug Co. Ltd. | 2,506,110 | 38,457 | ||||
| * | ANA Holdings Inc. | 2,028,640 | 38,241 | |||
| Kose Corp. | 370,243 | 38,010 | ||||
| Kyushu Electric Power Co. Inc. | 5,998,260 | 37,647 | ||||
| Santen Pharmaceutical Co. Ltd. | 4,611,091 | 37,510 | ||||
| Haseko Corp. | 3,404,599 | 37,304 | ||||
| IHI Corp. | 1,633,128 | 37,031 | ||||
| Open House Group Co. Ltd. | 956,867 | 37,026 | ||||
| Mitsubishi HC Capital Inc. | 8,216,170 | 36,968 | ||||
| Tokyo Tatemono Co. Ltd. | 2,615,001 | 36,869 | ||||
| Hakuhodo DY Holdings Inc. | 3,100,233 | 36,588 | ||||
| 1 | Shimizu Corp. | 6,947,902 | 36,432 | |||
| Toyo Suisan Kaisha Ltd. | 1,175,367 | 36,291 | ||||
| Shinko Electric Industries Co. Ltd. | 841,892 | 36,290 | ||||
| Japan Prime Realty Investment Corp. | 11,937 | 36,214 | ||||
| Nomura Real Estate Holdings Inc. | 1,470,317 | 35,825 | ||||
| Kuraray Co. Ltd. | 4,473,496 | 35,778 | ||||
| TechnoPro Holdings Inc. | 1,402,783 | 35,726 | ||||
| Industrial & Infrastructure Fund Investment Corp. | 24,801 | 35,587 | ||||
| Kakaku.com Inc. | 1,688,074 | 35,351 | ||||
| Asics Corp. | 2,211,420 | 34,889 | ||||
| Kansai Paint Co. Ltd. | 2,524,442 | 34,766 | ||||
| Tohoku Electric Power Co. Inc. | 6,174,240 | 34,344 | ||||
85
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Rohto Pharmaceutical Co. Ltd. | 1,281,065 | 34,210 | ||||
| *,1 | Skylark Holdings Co. Ltd. | 2,858,096 | 33,913 | |||
| Lion Corp. | 3,287,606 | 33,874 | ||||
| Mitsubishi Gas Chemical Co. Inc. | 2,319,223 | 33,868 | ||||
| Nabtesco Corp. | 1,473,951 | 33,617 | ||||
| Nippon Sanso Holdings Corp. | 1,858,700 | 33,448 | ||||
| Isetan Mitsukoshi Holdings Ltd. | 4,494,216 | 33,354 | ||||
| Kawasaki Heavy Industries Ltd. | 1,875,241 | 33,347 | ||||
| 1 | Hikari Tsushin Inc. | 282,375 | 33,064 | |||
| NOF Corp. | 874,375 | 32,819 | ||||
| Keikyu Corp. | 3,219,711 | 32,431 | ||||
| Stanley Electric Co. Ltd. | 1,868,578 | 32,220 | ||||
| 1 | Sekisui House Reit Inc. | 54,544 | 31,917 | |||
| Sumitomo Heavy Industries Ltd. | 1,492,993 | 31,594 | ||||
| NSK Ltd. | 5,687,967 | 31,476 | ||||
| LaSalle Logiport REIT | 23,193 | 31,378 | ||||
| JGC Holdings Corp. | 2,767,716 | 31,320 | ||||
| Medipal Holdings Corp. | 1,901,850 | 31,320 | ||||
| Amada Co. Ltd. | 4,033,066 | 31,317 | ||||
| Air Water Inc. | 2,345,349 | 31,130 | ||||
| Aozora Bank Ltd. | 1,545,438 | 30,940 | ||||
| Hitachi Construction Machinery Co. Ltd. | 1,366,200 | 30,933 | ||||
| Food & Life Cos. Ltd. | 1,300,709 | 30,867 | ||||
| * | Japan Airlines Co. Ltd. | 1,869,099 | 30,858 | |||
| Activia Properties Inc. | 9,598 | 30,671 | ||||
| 1 | Ito En Ltd. | 739,397 | 30,386 | |||
| Alfresa Holdings Corp. | 2,209,278 | 30,043 | ||||
| Denka Co. Ltd. | 1,117,826 | 29,967 | ||||
| Yamada Holdings Co. Ltd. | 10,010,996 | 29,894 | ||||
| COMSYS Holdings Corp. | 1,438,322 | 29,863 | ||||
| Zensho Holdings Co. Ltd. | 1,262,360 | 29,769 | ||||
| Japan Hotel REIT Investment Corp. | 58,397 | 29,659 | ||||
| Shares | Market Value• ($000) | |||||
| Nippon Accommodations Fund Inc. | 6,018 | 29,641 | ||||
| Mitsui Fudosan Logistics Park Inc. | 6,894 | 29,558 | ||||
| Rinnai Corp. | 459,914 | 29,397 | ||||
| Electric Power Development Co. Ltd. | 2,142,425 | 29,357 | ||||
| Kadokawa Corp. | 1,170,368 | 29,339 | ||||
| ZOZO Inc. | 1,392,658 | 29,159 | ||||
| Iida Group Holdings Co. Ltd. | 1,830,689 | 29,116 | ||||
| Itochu Techno-Solutions Corp. | 1,239,547 | 29,025 | ||||
| THK Co. Ltd. | 1,453,096 | 28,795 | ||||
| Koei Tecmo Holdings Co. Ltd. | 933,524 | 28,627 | ||||
| Casio Computer Co. Ltd. | 2,757,918 | 28,599 | ||||
| * | Japan Airport Terminal Co. Ltd. | 687,273 | 28,478 | |||
| Suzuken Co. Ltd. | 950,101 | 28,044 | ||||
| Japan Logistics Fund Inc. | 11,313 | 27,609 | ||||
| 1 | Hitachi Transport System Ltd. | 418,653 | 27,480 | |||
| Toho Gas Co. Ltd. | 1,155,545 | 27,108 | ||||
| Sumitomo Forestry Co. Ltd. | 1,769,888 | 27,077 | ||||
| Ryohin Keikaku Co. Ltd. | 3,008,226 | 27,035 | ||||
| Keihan Holdings Co. Ltd. | 1,265,323 | 26,989 | ||||
| Oracle Corp. Japan | 418,505 | 26,894 | ||||
| Iwatani Corp. | 669,084 | 26,621 | ||||
| Welcia Holdings Co. Ltd. | 1,297,992 | 26,608 | ||||
| Miura Co. Ltd. | 1,273,176 | 26,594 | ||||
| Seibu Holdings Inc. | 2,657,548 | 26,403 | ||||
| * | SHIFT Inc. | 137,804 | 26,114 | |||
| Teijin Ltd. | 2,428,974 | 25,957 | ||||
| SCSK Corp. | 1,626,571 | 25,860 | ||||
| Kenedix Office Investment Corp. | 4,929 | 25,762 | ||||
| Nankai Electric Railway Co. Ltd. | 1,442,478 | 25,752 | ||||
| Chugoku Electric Power Co. Inc. | 3,902,804 | 25,706 | ||||
| Kagome Co. Ltd. | 1,025,407 | 25,662 | ||||
| Mitsubishi Materials Corp. | 1,639,316 | 25,644 | ||||
| SHO-BOND Holdings Co. Ltd. | 609,281 | 25,608 | ||||
| Nichirei Corp. | 1,389,487 | 25,512 | ||||
86
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Tokyo Ohka Kogyo Co. Ltd. | 469,327 | 25,501 | ||||
| AEON REIT Investment Corp. | 22,174 | 25,458 | ||||
| Mitsui High-Tec Inc. | 292,408 | 25,260 | ||||
| Mebuki Financial Group Inc. | 12,405,138 | 24,978 | ||||
| Shimamura Co. Ltd. | 281,294 | 24,948 | ||||
| NET One Systems Co. Ltd. | 1,043,335 | 24,897 | ||||
| Dowa Holdings Co. Ltd. | 584,093 | 24,848 | ||||
| ADEKA Corp. | 1,293,688 | 24,811 | ||||
| Tokyo Century Corp. | 803,114 | 24,738 | ||||
| Cosmo Energy Holdings Co. Ltd. | 993,332 | 24,679 | ||||
| Sohgo Security Services Co. Ltd. | 879,313 | 24,426 | ||||
| Ulvac Inc. | 622,951 | 24,410 | ||||
| Hisamitsu Pharmaceutical Co. Inc. | 886,405 | 24,285 | ||||
| Horiba Ltd. | 497,883 | 24,224 | ||||
| Taiheiyo Cement Corp. | 1,495,827 | 24,202 | ||||
| Pigeon Corp. | 1,417,563 | 24,177 | ||||
| Frontier Real Estate Investment Corp. | 6,231 | 24,142 | ||||
| Tsuruha Holdings Inc. | 471,702 | 24,108 | ||||
| Jeol Ltd. | 535,852 | 24,064 | ||||
| Mori Hills REIT Investment Corp. | 21,141 | 23,977 | ||||
| INFRONEER Holdings Inc. | 3,255,803 | 23,715 | ||||
| J Front Retailing Co. Ltd. | 3,154,091 | 23,636 | ||||
| Kewpie Corp. | 1,389,965 | 23,409 | ||||
| Goldwin Inc. | 465,993 | 23,373 | ||||
| Sanwa Holdings Corp. | 2,561,389 | 23,335 | ||||
| Nihon Kohden Corp. | 968,268 | 23,244 | ||||
| Daiwa Securities Living Investments Corp. | 26,385 | 23,221 | ||||
| Taisho Pharmaceutical Holdings Co. Ltd. | 586,069 | 23,084 | ||||
| Zenkoku Hosho Co. Ltd. | 655,157 | 22,993 | ||||
| Lawson Inc. | 623,530 | 22,934 | ||||
| Kamigumi Co. Ltd. | 1,338,201 | 22,721 | ||||
| Shares | Market Value• ($000) | |||||
| EXEO Group Inc. | 1,363,880 | 22,706 | ||||
| Japan Steel Works Ltd. | 806,607 | 22,702 | ||||
| Alps Alpine Co. Ltd. | 2,554,753 | 22,616 | ||||
| Nifco Inc. | 1,068,539 | 22,561 | ||||
| Credit Saison Co. Ltd. | 1,999,700 | 22,524 | ||||
| House Foods Group Inc. | 960,824 | 22,487 | ||||
| Internet Initiative Japan Inc. | 704,344 | 21,983 | ||||
| Fujitec Co. Ltd. | 1,010,534 | 21,779 | ||||
| Anritsu Corp. | 1,721,277 | 21,644 | ||||
| Sharp Corp. | 2,541,697 | 21,506 | ||||
| Daiseki Co. Ltd. | 593,536 | 21,347 | ||||
| Morinaga Milk Industry Co. Ltd. | 528,045 | 21,265 | ||||
| Tsumura & Co. | 861,690 | 21,202 | ||||
| 1 | BIPROGY Inc. | 835,944 | 21,120 | |||
| K's Holdings Corp. | 2,124,230 | 21,036 | ||||
| Cosmos Pharmaceutical Corp. | 227,845 | 21,004 | ||||
| JTEKT Corp. | 2,997,231 | 20,896 | ||||
| Comforia Residential REIT Inc. | 8,382 | 20,886 | ||||
| Invincible Investment Corp. | 63,939 | 20,849 | ||||
| Tokai Carbon Co. Ltd. | 2,519,756 | 20,836 | ||||
| Kenedix Residential Next Investment Corp. | 12,947 | 20,827 | ||||
| Hulic Reit Inc. | 16,703 | 20,749 | ||||
| Daicel Corp. | 3,373,028 | 20,619 | ||||
| Coca-Cola Bottlers Japan Holdings Inc. | 1,836,212 | 20,585 | ||||
| Nagase & Co. Ltd. | 1,433,547 | 20,543 | ||||
| Nippon Electric Glass Co. Ltd. | 1,016,499 | 20,463 | ||||
| Daiwa Office Investment Corp. | 3,614 | 20,460 | ||||
| Toyo Seikan Group Holdings Ltd. | 1,881,663 | 20,353 | ||||
| Nishi-Nippon Railroad Co. Ltd. | 1,016,571 | 20,336 | ||||
| 1 | NTT UD REIT Investment Corp. | 17,603 | 20,333 | |||
| DIC Corp. | 1,064,916 | 20,307 | ||||
| Sumitomo Rubber Industries Ltd. | 2,338,385 | 20,269 | ||||
| Kinden Corp. | 1,709,258 | 20,254 | ||||
| * | Park24 Co. Ltd. | 1,421,750 | 20,246 | |||
| Konica Minolta Inc. | 5,764,803 | 20,063 | ||||
| Zeon Corp. | 1,884,087 | 20,063 | ||||
87
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Kaneka Corp. | 747,249 | 19,995 | ||||
| * | Mitsubishi Motors Corp. | 7,983,114 | 19,966 | |||
| Sundrug Co. Ltd. | 855,883 | 19,927 | ||||
| Sugi Holdings Co. Ltd. | 462,084 | 19,805 | ||||
| Yamazaki Baking Co. Ltd. | 1,600,741 | 19,789 | ||||
| Ezaki Glico Co. Ltd. | 689,631 | 19,771 | ||||
| Hachijuni Bank Ltd. | 5,988,782 | 19,749 | ||||
| Relo Group Inc. | 1,376,660 | 19,665 | ||||
| UBE Corp. | 1,266,422 | 19,636 | ||||
| Nippon Gas Co. Ltd. | 1,362,228 | 19,331 | ||||
| Hirogin Holdings Inc. | 3,920,876 | 19,319 | ||||
| Aeon Mall Co. Ltd. | 1,583,113 | 19,263 | ||||
| Takara Holdings Inc. | 2,280,998 | 19,213 | ||||
| Sumitomo Pharma Co. Ltd. | 2,156,113 | 19,206 | ||||
| Sankyu Inc. | 629,907 | 19,205 | ||||
| * | Money Forward Inc. | 563,786 | 19,170 | |||
| Mitsubishi Logistics Corp. | 830,607 | 19,143 | ||||
| Nippon Kayaku Co. Ltd. | 2,176,546 | 18,969 | ||||
| Ushio Inc. | 1,453,328 | 18,843 | ||||
| 1 | Justsystems Corp. | 432,257 | 18,787 | |||
| * | PeptiDream Inc. | 1,157,094 | 18,663 | |||
| Kobe Steel Ltd. | 4,283,455 | 18,570 | ||||
| Pilot Corp. | 456,637 | 18,553 | ||||
| Penta-Ocean Construction Co. Ltd. | 3,782,719 | 18,509 | ||||
| Yokohama Rubber Co. Ltd. | 1,358,386 | 18,187 | ||||
| Mitsui Mining & Smelting Co. Ltd. | 718,175 | 18,160 | ||||
| Fuji Corp. | 1,088,030 | 18,153 | ||||
| Toda Corp. | 3,139,495 | 18,038 | ||||
| Hino Motors Ltd. | 3,450,759 | 17,813 | ||||
| Iyo Bank Ltd. | 3,657,628 | 17,735 | ||||
| Mitsubishi Estate Logistics REIT Investment Corp. | 4,942 | 17,731 | ||||
| Sotetsu Holdings Inc. | 1,025,645 | 17,583 | ||||
| Kureha Corp. | 233,668 | 17,556 | ||||
| Mabuchi Motor Co. Ltd. | 656,063 | 17,522 | ||||
| Amano Corp. | 901,833 | 17,361 | ||||
| Sapporo Holdings Ltd. | 829,237 | 17,260 | ||||
| Shares | Market Value• ($000) | |||||
| Calbee Inc. | 963,044 | 17,250 | ||||
| Fancl Corp. | 894,492 | 17,123 | ||||
| Topcon Corp. | 1,331,124 | 17,037 | ||||
| As One Corp. | 320,728 | 17,028 | ||||
| GS Yuasa Corp. | 981,325 | 17,017 | ||||
| Ship Healthcare Holdings Inc. | 1,017,570 | 16,997 | ||||
| 1 | DeNA Co. Ltd. | 1,169,809 | 16,955 | |||
| Meitec Corp. | 319,202 | 16,943 | ||||
| Sawai Group Holdings Co. Ltd. | 502,433 | 16,854 | ||||
| Maruichi Steel Tube Ltd. | 786,244 | 16,780 | ||||
| Nippon Shokubai Co. Ltd. | 415,972 | 16,735 | ||||
| Tokyo Seimitsu Co. Ltd. | 485,910 | 16,716 | ||||
| DMG Mori Co. Ltd. | 1,330,618 | 16,700 | ||||
| Chugoku Bank Ltd. | 2,244,166 | 16,503 | ||||
| Rengo Co. Ltd. | 2,781,055 | 16,465 | ||||
| Takashimaya Co. Ltd. | 1,799,323 | 16,412 | ||||
| Mirait Holdings Corp. | 1,169,724 | 16,392 | ||||
| NIPPON REIT Investment Corp. | 5,699 | 16,336 | ||||
| 1 | Ain Holdings Inc. | 363,020 | 16,283 | |||
| Sankyo Co. Ltd. | 565,131 | 16,262 | ||||
| 1 | Bic Camera Inc. | 1,925,625 | 16,253 | |||
| Kenedix Retail REIT Corp. | 7,711 | 16,234 | ||||
| Morinaga & Co. Ltd. | 523,514 | 16,233 | ||||
| Tokyu REIT Inc. | 11,580 | 16,233 | ||||
| Yamaguchi Financial Group Inc. | 2,959,902 | 16,230 | ||||
| Benesse Holdings Inc. | 925,717 | 16,197 | ||||
| Japan Excellent Inc. | 16,460 | 16,150 | ||||
| 1 | Hoshino Resorts REIT Inc. | 3,120 | 16,095 | |||
| NSD Co. Ltd. | 906,340 | 16,089 | ||||
| Aica Kogyo Co. Ltd. | 693,316 | 16,049 | ||||
| Seven Bank Ltd. | 8,579,649 | 16,038 | ||||
| Fujikura Ltd. | 3,389,121 | 16,032 | ||||
| Hazama Ando Corp. | 2,218,975 | 15,417 | ||||
| Yoshinoya Holdings Co. Ltd. | 844,793 | 15,370 | ||||
| Gunma Bank Ltd. | 5,313,362 | 15,274 | ||||
| Seino Holdings Co. Ltd. | 1,867,980 | 15,259 | ||||
88
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Daiwabo Holdings Co. Ltd. | 1,179,227 | 15,259 | ||||
| Kyushu Financial Group Inc. | 4,971,776 | 15,258 | ||||
| Asahi Holdings Inc. | 960,510 | 15,247 | ||||
| Sanrio Co. Ltd. | 726,175 | 15,232 | ||||
| Toyo Tire Corp. | 1,327,558 | 15,227 | ||||
| H.U. Group Holdings Inc. | 682,656 | 15,211 | ||||
| Nippon Suisan Kaisha Ltd. | 3,431,362 | 15,151 | ||||
| GMO internet Inc. | 757,945 | 15,148 | ||||
| SMS Co. Ltd. | 644,602 | 15,128 | ||||
| Katitas Co. Ltd. | 642,005 | 14,976 | ||||
| PALTAC Corp. | 410,148 | 14,949 | ||||
| Rakus Co. Ltd. | 1,211,408 | 14,847 | ||||
| Yaoko Co. Ltd. | 280,397 | 14,834 | ||||
| Resorttrust Inc. | 871,012 | 14,654 | ||||
| Mori Trust Sogo Reit Inc. | 13,357 | 14,544 | ||||
| Fuji Soft Inc. | 272,329 | 14,514 | ||||
| Sakata Seed Corp. | 427,296 | 14,388 | ||||
| Daiichikosho Co. Ltd. | 524,579 | 14,308 | ||||
| Kokuyo Co. Ltd. | 1,097,050 | 14,288 | ||||
| 1 | Shinsei Bank Ltd. | 807,765 | 14,165 | |||
| Yamato Kogyo Co. Ltd. | 436,730 | 14,095 | ||||
| Toyoda Gosei Co. Ltd. | 966,049 | 14,068 | ||||
| ABC-Mart Inc. | 336,446 | 13,952 | ||||
| Nisshinbo Holdings Inc. | 1,862,608 | 13,936 | ||||
| Menicon Co. Ltd. | 649,806 | 13,879 | ||||
| TS Tech Co. Ltd. | 1,329,654 | 13,876 | ||||
| Digital Garage Inc. | 419,009 | 13,867 | ||||
| Fuyo General Lease Co. Ltd. | 254,593 | 13,775 | ||||
| OKUMA Corp. | 384,924 | 13,758 | ||||
| Sumitomo Bakelite Co. Ltd. | 419,211 | 13,755 | ||||
| AEON Financial Service Co. Ltd. | 1,492,874 | 13,725 | ||||
| Heiwa Real Estate REIT Inc. | 11,976 | 13,719 | ||||
| FP Corp. | 605,412 | 13,693 | ||||
| * | Shochiku Co. Ltd. | 133,853 | 13,661 | |||
| Wacom Co. Ltd. | 1,855,185 | 13,413 | ||||
| Inaba Denki Sangyo Co. Ltd. | 683,805 | 13,411 | ||||
| Dexerials Corp. | 611,593 | 13,411 | ||||
| JCR Pharmaceuticals Co. Ltd. | 720,302 | 13,387 | ||||
| Nichias Corp. | 743,413 | 13,351 | ||||
| Shares | Market Value• ($000) | |||||
| NHK Spring Co. Ltd. | 2,066,267 | 13,346 | ||||
| Infomart Corp. | 2,673,297 | 13,314 | ||||
| Daido Steel Co. Ltd. | 464,651 | 13,254 | ||||
| Toagosei Co. Ltd. | 1,613,292 | 13,252 | ||||
| OBIC Business Consultants Co. Ltd. | 367,220 | 13,199 | ||||
| Heiwa Real Estate Co. Ltd. | 418,325 | 13,196 | ||||
| Kaken Pharmaceutical Co. Ltd. | 432,435 | 13,104 | ||||
| Fujitsu General Ltd. | 736,908 | 13,098 | ||||
| Citizen Watch Co. Ltd. | 3,468,383 | 13,090 | ||||
| Macnica Fuji Electronics Holdings Inc. | 629,061 | 13,042 | ||||
| Furukawa Electric Co. Ltd. | 802,696 | 13,035 | ||||
| NOK Corp. | 1,526,915 | 12,991 | ||||
| Canon Marketing Japan Inc. | 595,938 | 12,968 | ||||
| Acom Co. Ltd. | 5,037,626 | 12,955 | ||||
| Outsourcing Inc. | 1,300,225 | 12,895 | ||||
| Toyota Boshoku Corp. | 806,573 | 12,855 | ||||
| Daio Paper Corp. | 1,077,860 | 12,853 | ||||
| OSG Corp. | 1,017,899 | 12,787 | ||||
| Kotobuki Spirits Co. Ltd. | 242,448 | 12,762 | ||||
| Mizuho Leasing Co. Ltd. | 547,272 | 12,686 | ||||
| NEC Networks & System Integration Corp. | 873,722 | 12,406 | ||||
| Nipro Corp. | 1,567,523 | 12,351 | ||||
| NS Solutions Corp. | 412,918 | 12,319 | ||||
| Tokuyama Corp. | 924,583 | 12,297 | ||||
| Maruwa Co. Ltd. | 104,876 | 12,228 | ||||
| Lintec Corp. | 651,663 | 12,139 | ||||
| Sumitomo Osaka Cement Co. Ltd. | 432,741 | 12,101 | ||||
| Hanwa Co. Ltd. | 492,271 | 12,033 | ||||
| Nishi-Nippon Financial Holdings Inc. | 1,997,053 | 12,003 | ||||
| JAFCO Group Co. Ltd. | 992,173 | 11,962 | ||||
| Japan Elevator Service Holdings Co. Ltd. | 914,340 | 11,949 | ||||
| Duskin Co. Ltd. | 558,968 | 11,924 | ||||
| Shiga Bank Ltd. | 633,010 | 11,903 | ||||
| 1 | Colowide Co. Ltd. | 923,227 | 11,816 | |||
89
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| DTS Corp. | 534,022 | 11,717 | ||||
| 77 Bank Ltd. | 942,402 | 11,685 | ||||
| Kyoritsu Maintenance Co. Ltd. | 320,421 | 11,668 | ||||
| Hokuhoku Financial Group Inc. | 1,721,035 | 11,646 | ||||
| Kyudenko Corp. | 512,455 | 11,621 | ||||
| Shikoku Electric Power Co. Inc. | 2,016,034 | 11,591 | ||||
| Sumitomo Warehouse Co. Ltd. | 690,354 | 11,585 | ||||
| Kanematsu Corp. | 1,117,149 | 11,546 | ||||
| Benefit One Inc. | 758,901 | 11,507 | ||||
| Shoei Co. Ltd. | 309,770 | 11,492 | ||||
| Toho Holdings Co. Ltd. | 707,574 | 11,486 | ||||
| Izumi Co. Ltd. | 527,281 | 11,460 | ||||
| Glory Ltd. | 712,228 | 11,456 | ||||
| Hitachi Zosen Corp. | 2,115,879 | 11,418 | ||||
| Toei Co. Ltd. | 85,751 | 11,373 | ||||
| Japan Material Co. Ltd. | 752,684 | 11,372 | ||||
| Pola Orbis Holdings Inc. | 985,619 | 11,363 | ||||
| Systena Corp. | 3,592,344 | 11,292 | ||||
| Tomy Co. Ltd. | 1,182,283 | 11,217 | ||||
| Fujimi Inc. | 257,283 | 11,217 | ||||
| DCM Holdings Co. Ltd. | 1,351,900 | 11,162 | ||||
| Kintetsu World Express Inc. | 466,302 | 11,108 | ||||
| Toshiba TEC Corp. | 318,477 | 10,796 | ||||
| Nishimatsu Construction Co. Ltd. | 366,106 | 10,779 | ||||
| Heiwa Corp. | 716,495 | 10,773 | ||||
| Takuma Co. Ltd. | 959,600 | 10,754 | ||||
| Global One Real Estate Investment Corp. | 12,521 | 10,733 | ||||
| Fukuyama Transporting Co. Ltd. | 382,528 | 10,707 | ||||
| Rorze Corp. | 122,485 | 10,700 | ||||
| Tadano Ltd. | 1,505,856 | 10,697 | ||||
| Taiyo Holdings Co. Ltd. | 447,916 | 10,686 | ||||
| CRE Logistics REIT Inc. | 6,959 | 10,642 | ||||
| Okumura Corp. | 450,634 | 10,638 | ||||
| Tokyo Steel Manufacturing Co. Ltd. | 1,026,821 | 10,628 | ||||
| Shares | Market Value• ($000) | |||||
| Wacoal Holdings Corp. | 744,830 | 10,609 | ||||
| Aiful Corp. | 3,721,414 | 10,607 | ||||
| Daishi Hokuetsu Financial Group Inc. | 544,460 | 10,531 | ||||
| Monex Group Inc. | 2,300,076 | 10,490 | ||||
| SOSiLA Logistics REIT Inc. | 8,501 | 10,333 | ||||
| EDION Corp. | 1,134,369 | 10,208 | ||||
| Tsubakimoto Chain Co. | 444,604 | 10,152 | ||||
| CKD Corp. | 782,635 | 10,135 | ||||
| Nippon Light Metal Holdings Co. Ltd. | 786,349 | 10,075 | ||||
| Kumagai Gumi Co. Ltd. | 482,066 | 10,060 | ||||
| Milbon Co. Ltd. | 240,114 | 10,054 | ||||
| Takasago Thermal Engineering Co. Ltd. | 768,048 | 10,047 | ||||
| 1 | Ichigo Office REIT Investment Corp. | 15,623 | 10,029 | |||
| 1 | Toridoll Holdings Corp. | 549,919 | 9,973 | |||
| Nikkon Holdings Co. Ltd. | 655,558 | 9,929 | ||||
| Star Asia Investment Corp. | 21,680 | 9,893 | ||||
| Toyobo Co. Ltd. | 1,200,356 | 9,869 | ||||
| TOKAI Holdings Corp. | 1,467,644 | 9,865 | ||||
| Central Glass Co. Ltd. | 535,385 | 9,859 | ||||
| Nippon Paper Industries Co. Ltd. | 1,239,557 | 9,846 | ||||
| Fuji Kyuko Co. Ltd. | 308,220 | 9,753 | ||||
| Ariake Japan Co. Ltd. | 242,475 | 9,728 | ||||
| Takara Bio Inc. | 599,117 | 9,636 | ||||
| Itoham Yonekyu Holdings Inc. | 1,907,781 | 9,602 | ||||
| Meidensha Corp. | 529,958 | 9,597 | ||||
| Sanken Electric Co. Ltd. | 258,135 | 9,533 | ||||
| Mochida Pharmaceutical Co. Ltd. | 333,771 | 9,507 | ||||
| Descente Ltd. | 494,537 | 9,497 | ||||
| Kohnan Shoji Co. Ltd. | 327,876 | 9,495 | ||||
| Senko Group Holdings Co. Ltd. | 1,399,751 | 9,466 | ||||
| San-In Godo Bank Ltd. | 1,904,434 | 9,455 | ||||
90
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Maruha Nichiro Corp. | 513,696 | 9,454 | ||||
| * | Sansan Inc. | 987,076 | 9,417 | |||
| Nippon Soda Co. Ltd. | 354,221 | 9,368 | ||||
| Fukuoka REIT Corp. | 7,482 | 9,357 | ||||
| Joyful Honda Co. Ltd. | 776,823 | 9,317 | ||||
| en Japan Inc. | 395,988 | 9,304 | ||||
| Mani Inc. | 813,807 | 9,294 | ||||
| 1 | Kusuri no Aoki Holdings Co. Ltd. | 209,427 | 9,278 | |||
| Round One Corp. | 831,313 | 9,253 | ||||
| Matsui Securities Co. Ltd. | 1,495,309 | 9,248 | ||||
| Raito Kogyo Co. Ltd. | 618,806 | 9,239 | ||||
| Hokuetsu Corp. | 1,783,760 | 9,138 | ||||
| Kandenko Co. Ltd. | 1,430,796 | 9,074 | ||||
| 1 | Atom Corp. | 1,584,318 | 9,028 | |||
| Okamura Corp. | 979,744 | 9,004 | ||||
| Hankyu Hanshin REIT Inc. | 7,905 | 8,983 | ||||
| Fuji Oil Holdings Inc. | 630,404 | 8,947 | ||||
| Inabata & Co. Ltd. | 545,636 | 8,929 | ||||
| GungHo Online Entertainment Inc. | 437,467 | 8,925 | ||||
| Hokuriku Electric Power Co. | 2,246,378 | 8,911 | ||||
| Tokai Tokyo Financial Holdings Inc. | 2,985,284 | 8,856 | ||||
| KH Neochem Co. Ltd. | 467,584 | 8,845 | ||||
| Mixi Inc. | 513,097 | 8,827 | ||||
| Itochu Advance Logistics Investment Corp. | 7,138 | 8,818 | ||||
| 1 | Seiren Co. Ltd. | 555,572 | 8,805 | |||
| Hokkoku Financial Holdings Inc. | 304,904 | 8,796 | ||||
| 1 | BeNext-Yumeshin Group Co. | 760,860 | 8,762 | |||
| Hokkaido Electric Power Co. Inc. | 2,343,026 | 8,698 | ||||
| *,1 | HIS Co. Ltd. | 509,245 | 8,683 | |||
| Information Services International-Dentsu Ltd. | 301,716 | 8,665 | ||||
| Jaccs Co. Ltd. | 341,083 | 8,625 | ||||
| Trusco Nakayama Corp. | 550,666 | 8,587 | ||||
| * | NTN Corp. | 5,364,367 | 8,569 | |||
| Taikisha Ltd. | 346,251 | 8,544 | ||||
| Shares | Market Value• ($000) | |||||
| Nihon Parkerizing Co. Ltd. | 1,203,429 | 8,512 | ||||
| Dip Corp. | 260,608 | 8,497 | ||||
| TKC Corp. | 322,832 | 8,480 | ||||
| Makino Milling Machine Co. Ltd. | 274,231 | 8,450 | ||||
| Sangetsu Corp. | 700,980 | 8,398 | ||||
| Autobacs Seven Co. Ltd. | 796,147 | 8,383 | ||||
| Paramount Bed Holdings Co. Ltd. | 502,228 | 8,365 | ||||
| Nippon Steel Trading Corp. | 205,270 | 8,354 | ||||
| Kumiai Chemical Industry Co. Ltd. | 1,230,738 | 8,326 | ||||
| Japan Aviation Electronics Industry Ltd. | 595,378 | 8,325 | ||||
| Kiyo Bank Ltd. | 757,127 | 8,305 | ||||
| Noevir Holdings Co. Ltd. | 211,811 | 8,305 | ||||
| Nojima Corp. | 409,268 | 8,231 | ||||
| 1 | Nagawa Co. Ltd. | 116,700 | 8,226 | |||
| Komeri Co. Ltd. | 389,343 | 8,224 | ||||
| Takeuchi Manufacturing Co. Ltd. | 448,345 | 8,222 | ||||
| 1 | Create Restaurants Holdings Inc. | 1,308,112 | 8,181 | |||
| KYORIN Holdings Inc. | 559,866 | 8,142 | ||||
| Megmilk Snow Brand Co. Ltd. | 543,169 | 8,096 | ||||
| Transcosmos Inc. | 343,045 | 8,088 | ||||
| Toyo Ink SC Holdings Co. Ltd. | 542,277 | 8,075 | ||||
| UT Group Co. Ltd. | 356,429 | 8,015 | ||||
| Nippn Corp. | 615,267 | 8,002 | ||||
| KOMEDA Holdings Co. Ltd. | 459,609 | 7,918 | ||||
| Ichibanya Co. Ltd. | 213,015 | 7,915 | ||||
| Japan Petroleum Exploration Co. Ltd. | 391,461 | 7,803 | ||||
| 1 | Mirai Corp. | 20,046 | 7,787 | |||
| Valor Holdings Co. Ltd. | 491,055 | 7,736 | ||||
| MOS Food Services Inc. | 335,393 | 7,685 | ||||
| Daihen Corp. | 266,778 | 7,632 | ||||
| Earth Corp. | 180,472 | 7,627 | ||||
| *,1 | Royal Holdings Co. Ltd. | 476,092 | 7,625 | |||
| ZERIA Pharmaceutical Co. Ltd. | 495,857 | 7,587 | ||||
| Suruga Bank Ltd. | 2,410,421 | 7,562 | ||||
91
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| S-Pool Inc. | 756,707 | 7,561 | ||||
| Awa Bank Ltd. | 457,527 | 7,552 | ||||
| Hogy Medical Co. Ltd. | 302,124 | 7,545 | ||||
| H2O Retailing Corp. | 1,146,152 | 7,497 | ||||
| Fuso Chemical Co. Ltd. | 253,205 | 7,453 | ||||
| Kissei Pharmaceutical Co. Ltd. | 374,433 | 7,409 | ||||
| Towa Pharmaceutical Co. Ltd. | 347,971 | 7,402 | ||||
| Japan Securities Finance Co. Ltd. | 1,021,383 | 7,378 | ||||
| Nichicon Corp. | 809,434 | 7,329 | ||||
| Nishimatsuya Chain Co. Ltd. | 596,663 | 7,323 | ||||
| Arcs Co. Ltd. | 461,814 | 7,311 | ||||
| Japan Lifeline Co. Ltd. | 873,974 | 7,285 | ||||
| Orient Corp. | 7,562,877 | 7,260 | ||||
| Fuji Seal International Inc. | 543,563 | 7,219 | ||||
| Tokai Rika Co. Ltd. | 684,612 | 7,213 | ||||
| JCU Corp. | 282,154 | 7,187 | ||||
| Oki Electric Industry Co. Ltd. | 1,106,248 | 7,166 | ||||
| Starts Corp. Inc. | 386,550 | 7,164 | ||||
| Ohsho Food Service Corp. | 152,263 | 7,150 | ||||
| *,1 | RENOVA Inc. | 580,231 | 7,149 | |||
| Shibaura Machine Co. Ltd. | 299,121 | 7,145 | ||||
| Create SD Holdings Co. Ltd. | 310,956 | 7,113 | ||||
| Nitto Boseki Co. Ltd. | 366,315 | 7,103 | ||||
| Juroku Financial Group Inc. | 420,859 | 7,069 | ||||
| 1 | Gree Inc. | 926,538 | 7,060 | |||
| Ogaki Kyoritsu Bank Ltd. | 480,705 | 7,045 | ||||
| Nisshin Oillio Group Ltd. | 310,812 | 7,034 | ||||
| Nomura Co. Ltd. | 1,022,557 | 7,032 | ||||
| Daiho Corp. | 205,005 | 7,018 | ||||
| San-A Co. Ltd. | 223,433 | 7,014 | ||||
| Riken Keiki Co. Ltd. | 222,417 | 7,001 | ||||
| Nachi-Fujikoshi Corp. | 239,269 | 6,959 | ||||
| * | Management Solutions Co. Ltd. | 196,290 | 6,953 | |||
| Hyakugo Bank Ltd. | 2,626,949 | 6,952 | ||||
| Nextage Co. Ltd. | 452,393 | 6,914 | ||||
| Hosiden Corp. | 723,145 | 6,896 | ||||
| Shares | Market Value• ($000) | |||||
| Digital Arts Inc. | 123,172 | 6,882 | ||||
| 1 | eRex Co. Ltd. | 454,339 | 6,877 | |||
| Elecom Co. Ltd. | 570,272 | 6,838 | ||||
| *,1 | euglena Co. Ltd. | 1,033,091 | 6,835 | |||
| 1 | Snow Peak Inc. | 372,700 | 6,832 | |||
| Funai Soken Holdings Inc. | 405,929 | 6,808 | ||||
| Future Corp. | 463,344 | 6,789 | ||||
| BML Inc. | 262,128 | 6,746 | ||||
| Sanki Engineering Co. Ltd. | 593,893 | 6,727 | ||||
| Hioki EE Corp. | 111,805 | 6,707 | ||||
| One REIT Inc. | 3,158 | 6,704 | ||||
| 1 | SAMTY Co. Ltd. | 414,937 | 6,702 | |||
| North Pacific Bank Ltd. | 3,522,551 | 6,679 | ||||
| Tocalo Co. Ltd. | 667,644 | 6,666 | ||||
| eGuarantee Inc. | 401,065 | 6,658 | ||||
| Seiko Holdings Corp. | 388,582 | 6,653 | ||||
| TBS Holdings Inc. | 504,848 | 6,625 | ||||
| Tokyotokeiba Co. Ltd. | 193,662 | 6,590 | ||||
| Meiko Electronics Co. Ltd. | 248,512 | 6,572 | ||||
| 1 | ASKUL Corp. | 535,606 | 6,559 | |||
| * | Chiyoda Corp. | 1,981,198 | 6,551 | |||
| Nissin Electric Co. Ltd. | 610,776 | 6,513 | ||||
| Tri Chemical Laboratories Inc. | 346,534 | 6,508 | ||||
| * | Toyo Construction Co. Ltd. | 903,002 | 6,497 | |||
| TRE Holdings Corp. | 405,700 | 6,491 | ||||
| JINS Holdings Inc. | 195,239 | 6,435 | ||||
| Sumitomo Mitsui Construction Co. Ltd. | 1,981,503 | 6,429 | ||||
| Kato Sangyo Co. Ltd. | 247,102 | 6,412 | ||||
| Takara Leben Real Estate Investment Corp. | 6,873 | 6,406 | ||||
| Comture Corp. | 296,144 | 6,397 | ||||
| 1 | Token Corp. | 95,538 | 6,360 | |||
| 1 | Zojirushi Corp. | 601,235 | 6,358 | |||
| United Super Markets Holdings Inc. | 746,105 | 6,313 | ||||
| KYB Corp. | 278,861 | 6,312 | ||||
| Yodogawa Steel Works Ltd. | 333,191 | 6,307 | ||||
| *,1 | Raksul Inc. | 301,703 | 6,234 | |||
| Nippon Kanzai Co. Ltd. | 290,003 | 6,232 | ||||
| Saizeriya Co. Ltd. | 339,604 | 6,228 | ||||
92
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Idec Corp. | 352,806 | 6,227 | ||||
| Prima Meat Packers Ltd. | 379,504 | 6,223 | ||||
| Okinawa Electric Power Co. Inc. | 622,933 | 6,201 | ||||
| Showa Sangyo Co. Ltd. | 306,541 | 6,201 | ||||
| 1 | Kura Sushi Inc. | 249,955 | 6,190 | |||
| *,1 | Oisix ra daichi Inc. | 301,166 | 6,189 | |||
| Life Corp. | 270,616 | 6,173 | ||||
| UACJ Corp. | 368,538 | 6,166 | ||||
| Maruwa Unyu Kikan Co. Ltd. | 526,886 | 6,151 | ||||
| Kanamoto Co. Ltd. | 409,693 | 6,122 | ||||
| Eizo Corp. | 234,185 | 6,104 | ||||
| Iino Kaiun Kaisha Ltd. | 1,078,213 | 6,104 | ||||
| Nichiha Corp. | 335,935 | 6,074 | ||||
| ValueCommerce Co. Ltd. | 207,007 | 6,049 | ||||
| Organo Corp. | 87,962 | 6,036 | ||||
| Toa Corp. | 461,990 | 6,028 | ||||
| Iriso Electronics Co. Ltd. | 257,547 | 6,018 | ||||
| Maeda Kosen Co. Ltd. | 262,897 | 6,011 | ||||
| Ichigo Inc. | 2,661,291 | 5,968 | ||||
| Musashi Seimitsu Industry Co. Ltd. | 576,565 | 5,859 | ||||
| Nissha Co. Ltd. | 550,332 | 5,808 | ||||
| Nanto Bank Ltd. | 369,916 | 5,788 | ||||
| Ai Holdings Corp. | 439,731 | 5,773 | ||||
| Heiwado Co. Ltd. | 380,968 | 5,747 | ||||
| 1 | Change Inc. | 412,071 | 5,744 | |||
| Totetsu Kogyo Co. Ltd. | 317,532 | 5,740 | ||||
| Gunze Ltd. | 199,341 | 5,739 | ||||
| Adastria Co. Ltd. | 343,310 | 5,690 | ||||
| Strike Co. Ltd. | 186,829 | 5,689 | ||||
| S Foods Inc. | 244,494 | 5,688 | ||||
| Japan Wool Textile Co. Ltd. | 759,312 | 5,676 | ||||
| SKY Perfect JSAT Holdings Inc. | 1,746,180 | 5,657 | ||||
| 1 | Yokowo Co. Ltd. | 287,630 | 5,644 | |||
| Ringer Hut Co. Ltd. | 326,038 | 5,640 | ||||
| Roland Corp. | 162,510 | 5,608 | ||||
| Max Co. Ltd. | 457,919 | 5,586 | ||||
| Yokogawa Bridge Holdings Corp. | 380,704 | 5,583 | ||||
| MCJ Co. Ltd. | 848,457 | 5,550 | ||||
| Eiken Chemical Co. Ltd. | 415,899 | 5,508 | ||||
| Megachips Corp. | 214,621 | 5,498 | ||||
| Giken Ltd. | 199,350 | 5,470 | ||||
| Shares | Market Value• ($000) | |||||
| Osaka Soda Co. Ltd. | 222,506 | 5,467 | ||||
| Nippon Densetsu Kogyo Co. Ltd. | 439,086 | 5,459 | ||||
| Sanyo Chemical Industries Ltd. | 142,747 | 5,459 | ||||
| Fuji Media Holdings Inc. | 627,666 | 5,421 | ||||
| Shima Seiki Manufacturing Ltd. | 378,937 | 5,406 | ||||
| Aeon Delight Co. Ltd. | 250,952 | 5,364 | ||||
| Mitsui-Soko Holdings Co. Ltd. | 287,276 | 5,341 | ||||
| Takara Standard Co. Ltd. | 533,151 | 5,327 | ||||
| Tsugami Corp. | 571,919 | 5,326 | ||||
| Monogatari Corp. | 127,594 | 5,321 | ||||
| SBS Holdings Inc. | 228,753 | 5,308 | ||||
| Maxell Ltd. | 590,365 | 5,264 | ||||
| Yamazen Corp. | 711,209 | 5,252 | ||||
| GLOBERIDE Inc. | 260,122 | 5,249 | ||||
| Nippon Signal Co. Ltd. | 755,395 | 5,244 | ||||
| Okasan Securities Group Inc. | 1,933,593 | 5,177 | ||||
| * | M&A Capital Partners Co. Ltd. | 166,669 | 5,177 | |||
| Shinmaywa Industries Ltd. | 733,914 | 5,148 | ||||
| Keiyo Bank Ltd. | 1,349,342 | 5,142 | ||||
| Aida Engineering Ltd. | 691,969 | 5,126 | ||||
| Optex Group Co. Ltd. | 389,229 | 5,121 | ||||
| Noritake Co. Ltd. | 161,074 | 5,115 | ||||
| DyDo Group Holdings Inc. | 131,655 | 5,104 | ||||
| T Hasegawa Co. Ltd. | 261,971 | 5,102 | ||||
| 1 | Pacific Metals Co. Ltd. | 182,078 | 5,080 | |||
| Exedy Corp. | 425,167 | 5,063 | ||||
| Star Micronics Co. Ltd. | 451,574 | 5,062 | ||||
| Bell System24 Holdings Inc. | 437,304 | 5,057 | ||||
| Noritz Corp. | 435,973 | 5,049 | ||||
| 1 | Mitani Sekisan Co. Ltd. | 126,200 | 5,030 | |||
| FULLCAST Holdings Co. Ltd. | 261,673 | 5,007 | ||||
| San-Ai Obbli Co. Ltd. | 679,938 | 4,991 | ||||
| Kaga Electronics Co. Ltd. | 211,380 | 4,981 | ||||
| Mandom Corp. | 500,561 | 4,977 | ||||
93
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Prestige International Inc. | 1,035,176 | 4,975 | ||||
| Kitz Corp. | 976,788 | 4,965 | ||||
| METAWATER Co. Ltd. | 300,291 | 4,965 | ||||
| Riso Kagaku Corp. | 263,767 | 4,953 | ||||
| Nikkiso Co. Ltd. | 793,739 | 4,947 | ||||
| Ryosan Co. Ltd. | 276,999 | 4,928 | ||||
| Musashino Bank Ltd. | 358,712 | 4,907 | ||||
| 1 | Kisoji Co. Ltd. | 306,895 | 4,883 | |||
| Fujimori Kogyo Co. Ltd. | 176,966 | 4,881 | ||||
| Bank of Nagoya Ltd. | 202,067 | 4,877 | ||||
| Toho Titanium Co. Ltd. | 426,674 | 4,876 | ||||
| Micronics Japan Co. Ltd. | 416,484 | 4,874 | ||||
| Ricoh Leasing Co. Ltd. | 185,926 | 4,870 | ||||
| Mitsubishi Logisnext Co. Ltd. | 828,434 | 4,861 | ||||
| Chugoku Marine Paints Ltd. | 658,082 | 4,826 | ||||
| Sekisui Jushi Corp. | 352,647 | 4,822 | ||||
| Senshu Ikeda Holdings Inc. | 3,521,641 | 4,818 | ||||
| Okamoto Industries Inc. | 163,490 | 4,814 | ||||
| Bunka Shutter Co. Ltd. | 635,837 | 4,779 | ||||
| Mitsubishi Pencil Co. Ltd. | 489,546 | 4,753 | ||||
| Itochu Enex Co. Ltd. | 572,274 | 4,738 | ||||
| Sanyo Special Steel Co. Ltd. | 309,264 | 4,731 | ||||
| Anicom Holdings Inc. | 1,002,040 | 4,727 | ||||
| 1 | Shoei Foods Corp. | 157,337 | 4,725 | |||
| Nippon Carbon Co. Ltd. | 146,625 | 4,711 | ||||
| 1 | Aeon Hokkaido Corp. | 584,413 | 4,686 | |||
| Infocom Corp. | 274,381 | 4,677 | ||||
| Shizuoka Gas Co. Ltd. | 652,309 | 4,676 | ||||
| Morita Holdings Corp. | 486,822 | 4,672 | ||||
| Sanyo Denki Co. Ltd. | 108,248 | 4,650 | ||||
| 1 | Hiday Hidaka Corp. | 324,830 | 4,648 | |||
| Towa Corp. | 299,258 | 4,644 | ||||
| Topre Corp. | 547,098 | 4,639 | ||||
| United Arrows Ltd. | 344,934 | 4,637 | ||||
| LITALICO Inc. | 224,444 | 4,630 | ||||
| Shares | Market Value• ($000) | |||||
| FCC Co. Ltd. | 462,909 | 4,624 | ||||
| Yellow Hat Ltd. | 367,984 | 4,597 | ||||
| Mitsubishi Shokuhin Co. Ltd. | 185,324 | 4,593 | ||||
| Insource Co. Ltd. | 269,496 | 4,590 | ||||
| TechMatrix Corp. | 297,281 | 4,587 | ||||
| Shibuya Corp. | 253,452 | 4,565 | ||||
| Kameda Seika Co. Ltd. | 140,036 | 4,558 | ||||
| Kanto Denka Kogyo Co. Ltd. | 604,137 | 4,558 | ||||
| Torishima Pump Manufacturing Co. Ltd. | 459,555 | 4,521 | ||||
| Nippon Ceramic Co. Ltd. | 247,340 | 4,516 | ||||
| *,1 | Leopalace21 Corp. | 2,997,587 | 4,509 | |||
| *,1 | W-Scope Corp. | 610,712 | 4,504 | |||
| Tokyo Kiraboshi Financial Group Inc. | 332,468 | 4,492 | ||||
| Avex Inc. | 416,497 | 4,477 | ||||
| Chudenko Corp. | 278,216 | 4,472 | ||||
| TOMONY Holdings Inc. | 1,768,038 | 4,472 | ||||
| Intage Holdings Inc. | 367,274 | 4,469 | ||||
| Restar Holdings Corp. | 289,277 | 4,467 | ||||
| * | MedPeer Inc. | 194,933 | 4,462 | |||
| Carta Holdings Inc. | 234,400 | 4,451 | ||||
| Nitta Corp. | 209,222 | 4,442 | ||||
| Katakura Industries Co. Ltd. | 228,466 | 4,436 | ||||
| Arata Corp. | 160,412 | 4,432 | ||||
| Sankei Real Estate Inc. | 5,809 | 4,428 | ||||
| Fuji Co. Ltd. | 256,937 | 4,417 | ||||
| Belc Co. Ltd. | 103,296 | 4,399 | ||||
| Financial Products Group Co. Ltd. | 718,885 | 4,399 | ||||
| RS Technologies Co. Ltd. | 95,534 | 4,399 | ||||
| Noritsu Koki Co. Ltd. | 264,430 | 4,385 | ||||
| Nishio Rent All Co. Ltd. | 201,934 | 4,358 | ||||
| YAMABIKO Corp. | 399,848 | 4,341 | ||||
| Macromill Inc. | 471,948 | 4,341 | ||||
| Simplex Holdings Inc. | 330,500 | 4,333 | ||||
| Okinawa Financial Group Inc. | 252,307 | 4,319 | ||||
| Osaka Organic Chemical Industry Ltd. | 200,255 | 4,318 | ||||
94
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Pacific Industrial Co. Ltd. | 556,608 | 4,316 | ||||
| Koa Corp. | 370,066 | 4,313 | ||||
| Tokyu Construction Co. Ltd. | 928,116 | 4,304 | ||||
| Relia Inc. | 522,157 | 4,292 | ||||
| Yuasa Trading Co. Ltd. | 192,166 | 4,288 | ||||
| Saibu Gas Holdings Co. Ltd. | 260,297 | 4,272 | ||||
| Keihanshin Building Co. Ltd. | 408,811 | 4,255 | ||||
| Uchida Yoko Co. Ltd. | 111,903 | 4,223 | ||||
| Nippon Pillar Packing Co. Ltd. | 208,500 | 4,193 | ||||
| Maruzen Showa Unyu Co. Ltd. | 171,250 | 4,180 | ||||
| KFC Holdings Japan Ltd. | 190,506 | 4,174 | ||||
| Raiznext Corp. | 502,533 | 4,166 | ||||
| Arcland Sakamoto Co. Ltd. | 347,070 | 4,154 | ||||
| *,1 | Japan Display Inc. | 8,054,253 | 4,144 | |||
| Sakai Moving Service Co. Ltd. | 121,322 | 4,140 | ||||
| 1 | Tamura Corp. | 976,920 | 4,129 | |||
| Axial Retailing Inc. | 157,333 | 4,120 | ||||
| Nippon Seiki Co. Ltd. | 569,026 | 4,119 | ||||
| 1 | Base Co. Ltd. | 84,145 | 4,095 | |||
| Nitto Kogyo Corp. | 347,474 | 4,091 | ||||
| 1 | Pharma Foods International Co. Ltd. | 311,948 | 4,090 | |||
| Wakita & Co. Ltd. | 489,562 | 4,074 | ||||
| Plenus Co. Ltd. | 277,095 | 4,070 | ||||
| Mitsuuroko Group Holdings Co. Ltd. | 524,256 | 4,055 | ||||
| Sato Holdings Corp. | 294,891 | 4,055 | ||||
| MARUKA FURUSATO Corp. | 152,500 | 4,014 | ||||
| * | Nichi-iko Pharmaceutical Co. Ltd. | 666,955 | 4,010 | |||
| Keiyo Co. Ltd. | 566,641 | 3,999 | ||||
| Nagaileben Co. Ltd. | 268,383 | 3,996 | ||||
| Fukushima Galilei Co. Ltd. | 137,809 | 3,991 | ||||
| Toyo Tanso Co. Ltd. | 183,543 | 3,988 | ||||
| Hamakyorex Co. Ltd. | 177,346 | 3,977 | ||||
| Solasto Corp. | 574,455 | 3,973 | ||||
| Shares | Market Value• ($000) | |||||
| Ki-Star Real Estate Co. Ltd. | 95,200 | 3,927 | ||||
| Argo Graphics Inc. | 165,330 | 3,924 | ||||
| Pasona Group Inc. | 246,541 | 3,909 | ||||
| Hirata Corp. | 106,366 | 3,908 | ||||
| Doutor Nichires Holdings Co. Ltd. | 339,101 | 3,897 | ||||
| Daiki Aluminium Industry Co. Ltd. | 351,552 | 3,896 | ||||
| Furukawa Co. Ltd. | 397,217 | 3,878 | ||||
| Kanematsu Electronics Ltd. | 129,703 | 3,876 | ||||
| SWCC Showa Holdings Co. Ltd. | 289,328 | 3,869 | ||||
| Oiles Corp. | 336,689 | 3,868 | ||||
| Nittetsu Mining Co. Ltd. | 77,664 | 3,866 | ||||
| Elan Corp. | 494,080 | 3,858 | ||||
| ARTERIA Networks Corp. | 376,190 | 3,853 | ||||
| VT Holdings Co. Ltd. | 1,088,028 | 3,852 | ||||
| 1 | Weathernews Inc. | 73,562 | 3,836 | |||
| Shikoku Chemicals Corp. | 384,185 | 3,830 | ||||
| Starts Proceed Investment Corp. | 2,124 | 3,805 | ||||
| Torii Pharmaceutical Co. Ltd. | 150,494 | 3,782 | ||||
| Nohmi Bosai Ltd. | 256,173 | 3,773 | ||||
| Sakata INX Corp. | 498,741 | 3,772 | ||||
| Trancom Co. Ltd. | 71,976 | 3,750 | ||||
| Zuken Inc. | 161,895 | 3,748 | ||||
| Tsubaki Nakashima Co. Ltd. | 518,205 | 3,724 | ||||
| Nippon Denko Co. Ltd. | 1,529,667 | 3,719 | ||||
| Alconix Corp. | 343,118 | 3,707 | ||||
| Mizuno Corp. | 223,594 | 3,680 | ||||
| * | Nippon Sheet Glass Co. Ltd. | 1,196,575 | 3,619 | |||
| IR Japan Holdings Ltd. | 114,150 | 3,615 | ||||
| Toho Zinc Co. Ltd. | 169,343 | 3,614 | ||||
| Aichi Bank Ltd. | 102,051 | 3,609 | ||||
| Koshidaka Holdings Co. Ltd. | 603,831 | 3,604 | ||||
| Toho Bank Ltd. | 2,312,923 | 3,603 | ||||
| 1 | Airtrip Corp. | 146,312 | 3,566 | |||
| Mimasu Semiconductor Industry Co. Ltd. | 198,981 | 3,565 | ||||
| Taihei Dengyo Kaisha Ltd. | 171,571 | 3,564 | ||||
| * | Nippon Chemi-Con Corp. | 256,335 | 3,558 | |||
95
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | Matsuyafoods Holdings Co. Ltd. | 121,843 | 3,557 | |||
| Konoike Transport Co. Ltd. | 399,532 | 3,546 | ||||
| * | Vision Inc. | 355,185 | 3,541 | |||
| Curves Holdings Co. Ltd. | 603,585 | 3,538 | ||||
| IDOM Inc. | 705,517 | 3,535 | ||||
| Nippon Koei Co. Ltd. | 157,148 | 3,508 | ||||
| Geo Holdings Corp. | 361,120 | 3,502 | ||||
| Shin-Etsu Polymer Co. Ltd. | 444,401 | 3,495 | ||||
| Hyakujushi Bank Ltd. | 267,564 | 3,472 | ||||
| Usen-Next Holdings Co. Ltd. | 211,342 | 3,469 | ||||
| T-Gaia Corp. | 273,037 | 3,461 | ||||
| Nippon Yakin Kogyo Co. Ltd. | 177,495 | 3,458 | ||||
| Tsurumi Manufacturing Co. Ltd. | 241,605 | 3,458 | ||||
| Press Kogyo Co. Ltd. | 1,146,469 | 3,444 | ||||
| 1 | Aruhi Corp. | 445,927 | 3,432 | |||
| Oyo Corp. | 225,820 | 3,427 | ||||
| Ishihara Sangyo Kaisha Ltd. | 437,286 | 3,426 | ||||
| Kurabo Industries Ltd. | 249,534 | 3,424 | ||||
| Chofu Seisakusho Co. Ltd. | 230,681 | 3,396 | ||||
| Sodick Co. Ltd. | 606,843 | 3,396 | ||||
| Yondoshi Holdings Inc. | 260,544 | 3,384 | ||||
| Mitsuboshi Belting Ltd. | 220,261 | 3,374 | ||||
| 1 | Obara Group Inc. | 150,618 | 3,371 | |||
| Valqua Ltd. | 166,822 | 3,355 | ||||
| Kyokuto Kaihatsu Kogyo Co. Ltd. | 332,455 | 3,352 | ||||
| Tamron Co. Ltd. | 189,853 | 3,347 | ||||
| TV Asahi Holdings Corp. | 292,209 | 3,338 | ||||
| Siix Corp. | 436,335 | 3,333 | ||||
| Yokorei Co. Ltd. | 497,664 | 3,326 | ||||
| NS United Kaiun Kaisha Ltd. | 119,959 | 3,297 | ||||
| 1 | Shin Nippon Air Technologies Co. Ltd. | 238,214 | 3,292 | |||
| Fujicco Co. Ltd. | 210,597 | 3,291 | ||||
| Riso Kyoiku Co. Ltd. | 1,104,682 | 3,280 | ||||
| Japan Pulp & Paper Co. Ltd. | 111,636 | 3,270 | ||||
| Shares | Market Value• ($000) | |||||
| Hokuto Corp. | 207,214 | 3,255 | ||||
| 1 | YA-MAN Ltd. | 341,488 | 3,255 | |||
| 1 | Tama Home Co. Ltd. | 166,152 | 3,242 | |||
| Nippon Road Co. Ltd. | 58,138 | 3,241 | ||||
| Arcland Service Holdings Co. Ltd. | 187,534 | 3,241 | ||||
| MEC Co. Ltd. | 169,870 | 3,238 | ||||
| Nissan Shatai Co. Ltd. | 737,994 | 3,218 | ||||
| Alpen Co. Ltd. | 211,802 | 3,211 | ||||
| Takasago International Corp. | 158,805 | 3,203 | ||||
| Komatsu Matere Co. Ltd. | 275,972 | 3,198 | ||||
| Nippon Thompson Co. Ltd. | 821,199 | 3,188 | ||||
| Tokyo Electron Device Ltd. | 76,684 | 3,187 | ||||
| Belluna Co. Ltd. | 567,197 | 3,186 | ||||
| Tsukishima Kikai Co. Ltd. | 402,477 | 3,179 | ||||
| Cybozu Inc. | 321,617 | 3,178 | ||||
| Konishi Co. Ltd. | 270,186 | 3,172 | ||||
| Broadleaf Co. Ltd. | 1,117,268 | 3,157 | ||||
| Nippon Television Holdings Inc. | 326,766 | 3,136 | ||||
| Ines Corp. | 265,665 | 3,131 | ||||
| 1 | Sagami Holdings Corp. | 364,041 | 3,131 | |||
| Joshin Denki Co. Ltd. | 202,914 | 3,129 | ||||
| Pressance Corp. | 260,431 | 3,126 | ||||
| KeePer Technical Laboratory Co. Ltd. | 154,784 | 3,126 | ||||
| Fujibo Holdings Inc. | 126,085 | 3,104 | ||||
| TPR Co. Ltd. | 322,944 | 3,095 | ||||
| TOC Co. Ltd. | 600,791 | 3,094 | ||||
| Union Tool Co. | 107,420 | 3,086 | ||||
| COLOPL Inc. | 624,774 | 3,079 | ||||
| Piolax Inc. | 263,488 | 3,074 | ||||
| Tosei Corp. | 365,033 | 3,072 | ||||
| Marudai Food Co. Ltd. | 261,757 | 3,058 | ||||
| EM Systems Co. Ltd. | 428,991 | 3,050 | ||||
| JVCKenwood Corp. | 2,145,056 | 3,046 | ||||
| 1 | Yonex Co. Ltd. | 467,423 | 3,045 | |||
| Marvelous Inc. | 515,289 | 3,029 | ||||
| ESPEC Corp. | 227,946 | 3,026 | ||||
| Hosokawa Micron Corp. | 159,548 | 3,025 | ||||
96
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Aoyama Trading Co. Ltd. | 592,137 | 3,011 | ||||
| Bando Chemical Industries Ltd. | 458,207 | 3,003 | ||||
| Sun Frontier Fudousan Co. Ltd. | 358,327 | 2,994 | ||||
| 1 | Vector Inc. | 312,389 | 2,987 | |||
| Komori Corp. | 523,894 | 2,973 | ||||
| Computer Engineering & Consulting Ltd. | 324,364 | 2,968 | ||||
| Sinfonia Technology Co. Ltd. | 303,814 | 2,947 | ||||
| Mitsui DM Sugar Holdings Co. Ltd. | 197,954 | 2,944 | ||||
| 1 | Genky DrugStores Co. Ltd. | 104,273 | 2,925 | |||
| PAL GROUP Holdings Co. Ltd. | 262,041 | 2,924 | ||||
| Matsuda Sangyo Co. Ltd. | 166,151 | 2,918 | ||||
| Yamagata Bank Ltd. | 438,100 | 2,918 | ||||
| Tokushu Tokai Paper Co. Ltd. | 109,688 | 2,913 | ||||
| Roland DG Corp. | 116,545 | 2,909 | ||||
| 1 | Fujio Food Group Inc. | 280,380 | 2,904 | |||
| 1 | Ryoyo Electro Corp. | 184,891 | 2,901 | |||
| GMO GlobalSign Holdings KK | 68,742 | 2,898 | ||||
| Ehime Bank Ltd. | 407,256 | 2,890 | ||||
| Teikoku Sen-I Co. Ltd. | 236,431 | 2,884 | ||||
| Procrea Holdings Inc. | 207,513 | 2,867 | ||||
| Sintokogio Ltd. | 541,153 | 2,848 | ||||
| SRA Holdings | 130,431 | 2,840 | ||||
| * | Atrae Inc. | 205,534 | 2,838 | |||
| Miyazaki Bank Ltd. | 178,522 | 2,837 | ||||
| Kyoei Steel Ltd. | 275,235 | 2,824 | ||||
| Asahi Diamond Industrial Co. Ltd. | 639,245 | 2,801 | ||||
| Hibiya Engineering Ltd. | 190,725 | 2,797 | ||||
| Unipres Corp. | 484,956 | 2,791 | ||||
| Miroku Jyoho Service Co. Ltd. | 273,401 | 2,776 | ||||
| Fujiya Co. Ltd. | 150,183 | 2,775 | ||||
| Zenrin Co. Ltd. | 380,449 | 2,767 | ||||
| 1 | HI-LEX Corp. | 314,798 | 2,760 | |||
| Doshisha Co. Ltd. | 233,043 | 2,745 | ||||
| G-7 Holdings Inc. | 218,066 | 2,738 | ||||
| Direct Marketing MiX Inc. | 222,668 | 2,733 | ||||
| Shares | Market Value• ($000) | |||||
| Daiichi Jitsugyo Co. Ltd. | 93,101 | 2,703 | ||||
| JAC Recruitment Co. Ltd. | 191,726 | 2,698 | ||||
| Ryobi Ltd. | 324,448 | 2,684 | ||||
| Goldcrest Co. Ltd. | 205,988 | 2,679 | ||||
| Meisei Industrial Co. Ltd. | 510,708 | 2,674 | ||||
| Fukui Bank Ltd. | 256,255 | 2,673 | ||||
| Onward Holdings Co. Ltd. | 1,426,025 | 2,663 | ||||
| Tokai Corp. | 200,501 | 2,657 | ||||
| DKK Co. Ltd. | 139,794 | 2,627 | ||||
| Inageya Co. Ltd. | 252,051 | 2,615 | ||||
| Sinko Industries Ltd. | 207,853 | 2,612 | ||||
| Cawachi Ltd. | 165,362 | 2,606 | ||||
| San ju San Financial Group Inc. | 240,746 | 2,604 | ||||
| Seikagaku Corp. | 400,660 | 2,602 | ||||
| Hakuto Co. Ltd. | 148,359 | 2,600 | ||||
| Retail Partners Co. Ltd. | 298,080 | 2,597 | ||||
| *,1 | Kappa Create Co. Ltd. | 250,961 | 2,589 | |||
| Sumitomo Densetsu Co. Ltd. | 151,068 | 2,585 | ||||
| Daiken Corp. | 159,410 | 2,577 | ||||
| Bank of Iwate Ltd. | 173,363 | 2,571 | ||||
| Tosho Co. Ltd. | 190,118 | 2,544 | ||||
| Hoosiers Holdings | 506,508 | 2,544 | ||||
| * | Mitsui E&S Holdings Co. Ltd. | 944,107 | 2,542 | |||
| Nichiden Corp. | 152,238 | 2,537 | ||||
| Senshu Electric Co. Ltd. | 66,400 | 2,535 | ||||
| Alpha Systems Inc. | 85,528 | 2,528 | ||||
| Shin Nippon Biomedical Laboratories Ltd. | 240,395 | 2,524 | ||||
| Tachi-S Co. Ltd. | 323,170 | 2,517 | ||||
| Softcreate Holdings Corp. | 78,013 | 2,514 | ||||
| 1 | Daisyo Corp. | 313,093 | 2,505 | |||
| Takara Leben Co. Ltd. | 1,086,539 | 2,485 | ||||
| V Technology Co. Ltd. | 107,971 | 2,484 | ||||
| Daiwa Industries Ltd. | 291,004 | 2,482 | ||||
| Canon Electronics Inc. | 216,332 | 2,477 | ||||
| Takamatsu Construction Group Co. Ltd. | 147,864 | 2,463 | ||||
97
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | Midac Holdings Co. Ltd. | 152,790 | 2,463 | |||
| Tenma Corp. | 144,044 | 2,452 | ||||
| Bank of the Ryukyus Ltd. | 393,453 | 2,451 | ||||
| I'll Inc. | 231,455 | 2,448 | ||||
| * | OSAKA Titanium Technologies Co. Ltd. | 237,173 | 2,443 | |||
| Shindengen Electric Manufacturing Co. Ltd. | 109,671 | 2,439 | ||||
| gremz Inc. | 195,000 | 2,434 | ||||
| Qol Holdings Co. Ltd. | 288,232 | 2,426 | ||||
| J Trust Co. Ltd. | 999,145 | 2,405 | ||||
| Modec Inc. | 255,062 | 2,392 | ||||
| Daikyonishikawa Corp. | 618,938 | 2,392 | ||||
| 1 | Honeys Holdings Co. Ltd. | 290,270 | 2,389 | |||
| J-Oil Mills Inc. | 194,851 | 2,382 | ||||
| Starzen Co. Ltd. | 156,506 | 2,382 | ||||
| Eagle Industry Co. Ltd. | 298,693 | 2,380 | ||||
| Samty Residential Investment Corp. | 2,353 | 2,378 | ||||
| Chubu Shiryo Co. Ltd. | 302,524 | 2,377 | ||||
| Dai-Dan Co. Ltd. | 145,031 | 2,365 | ||||
| Pole To Win Holdings Inc. | 309,542 | 2,362 | ||||
| Aichi Steel Corp. | 136,200 | 2,357 | ||||
| Tachibana Eletech Co. Ltd. | 188,608 | 2,352 | ||||
| * | Matsuya Co. Ltd. | 428,137 | 2,349 | |||
| CMK Corp. | 588,154 | 2,346 | ||||
| Shinko Shoji Co. Ltd. | 323,029 | 2,343 | ||||
| 1 | Nippon Fine Chemical Co. Ltd. | 145,600 | 2,335 | |||
| Nissei ASB Machine Co. Ltd. | 101,673 | 2,318 | ||||
| Aichi Corp. | 332,120 | 2,311 | ||||
| Marusan Securities Co. Ltd. | 607,335 | 2,310 | ||||
| Tanseisha Co. Ltd. | 378,632 | 2,308 | ||||
| Pack Corp. | 126,068 | 2,307 | ||||
| 1 | JP-Holdings Inc. | 1,397,102 | 2,290 | |||
| * | Right On Co. Ltd. | 422,076 | 2,290 | |||
| Sakai Chemical Industry Co. Ltd. | 161,948 | 2,279 | ||||
| Oita Bank Ltd. | 159,840 | 2,278 | ||||
| 1 | Key Coffee Inc. | 145,285 | 2,276 | |||
| G-Tekt Corp. | 236,495 | 2,276 | ||||
| Shares | Market Value• ($000) | |||||
| *,1 | Open Door Inc. | 155,953 | 2,253 | |||
| Oriental Shiraishi Corp. | 1,245,315 | 2,251 | ||||
| Yamanashi Chuo Bank Ltd. | 295,610 | 2,238 | ||||
| Shikoku Bank Ltd. | 373,785 | 2,234 | ||||
| Fukui Computer Holdings Inc. | 89,428 | 2,232 | ||||
| Japan Transcity Corp. | 487,986 | 2,227 | ||||
| Daito Pharmaceutical Co. Ltd. | 111,356 | 2,227 | ||||
| TSI Holdings Co. Ltd. | 950,224 | 2,224 | ||||
| Sanyo Electric Railway Co. Ltd. | 139,218 | 2,218 | ||||
| Futaba Industrial Co. Ltd. | 728,893 | 2,216 | ||||
| Sumitomo Seika Chemicals Co. Ltd. | 94,156 | 2,210 | ||||
| Nihon Nohyaku Co. Ltd. | 476,673 | 2,199 | ||||
| Daido Metal Co. Ltd. | 510,152 | 2,194 | ||||
| Digital Holdings Inc. | 193,080 | 2,186 | ||||
| World Co. Ltd. | 218,926 | 2,184 | ||||
| Enplas Corp. | 101,493 | 2,171 | ||||
| Futaba Corp. | 423,667 | 2,164 | ||||
| Dainichiseika Color & Chemicals Manufacturing Co. Ltd. | 141,705 | 2,163 | ||||
| Melco Holdings Inc. | 69,870 | 2,133 | ||||
| Kyokuyo Co. Ltd. | 85,168 | 2,132 | ||||
| 1 | Daikokutenbussan Co. Ltd. | 57,833 | 2,128 | |||
| Okabe Co. Ltd. | 418,000 | 2,122 | ||||
| Sinanen Holdings Co. Ltd. | 84,669 | 2,111 | ||||
| Tonami Holdings Co. Ltd. | 77,989 | 2,106 | ||||
| Anest Iwata Corp. | 331,858 | 2,105 | ||||
| Vital KSK Holdings Inc. | 356,547 | 2,092 | ||||
| Aiphone Co. Ltd. | 135,602 | 2,079 | ||||
| Stella Chemifa Corp. | 110,824 | 2,078 | ||||
| World Holdings Co. Ltd. | 109,983 | 2,071 | ||||
| *,1 | giftee Inc. | 259,200 | 2,041 | |||
| Icom Inc. | 110,397 | 2,032 | ||||
| Furuno Electric Co. Ltd. | 280,923 | 2,029 | ||||
| Denyo Co. Ltd. | 163,800 | 2,027 | ||||
98
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | Tess Holdings Co. Ltd. | 190,000 | 2,025 | |||
| Optorun Co. Ltd. | 135,155 | 2,006 | ||||
| Rheon Automatic Machinery Co. Ltd. | 235,944 | 1,998 | ||||
| 1 | Link & Motivation Inc. | 567,473 | 1,997 | |||
| Sparx Group Co. Ltd. | 1,012,659 | 1,997 | ||||
| 1 | Inui Global Logistics Co. Ltd. | 154,746 | 1,981 | |||
| ASKA Pharmaceutical Holdings Co. Ltd. | 216,733 | 1,979 | ||||
| Halows Co. Ltd. | 82,393 | 1,969 | ||||
| 1 | ES-Con Japan Ltd. | 333,765 | 1,956 | |||
| Nippon Parking Development Co. Ltd. | 1,653,038 | 1,955 | ||||
| Riken Vitamin Co. Ltd. | 148,601 | 1,953 | ||||
| Kamei Corp. | 240,656 | 1,932 | ||||
| Fukuda Corp. | 54,395 | 1,924 | ||||
| 1 | Fixstars Corp. | 302,715 | 1,923 | |||
| 1 | Rock Field Co. Ltd. | 175,860 | 1,922 | |||
| Toyo Kanetsu KK | 102,614 | 1,918 | ||||
| Mitsubishi Research Institute Inc. | 63,624 | 1,916 | ||||
| LEC Inc. | 285,290 | 1,912 | ||||
| Akita Bank Ltd. | 148,349 | 1,905 | ||||
| 1 | BRONCO BILLY Co. Ltd. | 105,860 | 1,903 | |||
| Warabeya Nichiyo Holdings Co. Ltd. | 148,722 | 1,902 | ||||
| Yurtec Corp. | 359,250 | 1,898 | ||||
| 1 | Taki Chemical Co. Ltd. | 48,004 | 1,895 | |||
| Nichiban Co. Ltd. | 141,256 | 1,894 | ||||
| 1 | Mie Kotsu Group Holdings Inc. | 535,019 | 1,892 | |||
| Nippon Coke & Engineering Co. Ltd. | 1,793,286 | 1,880 | ||||
| AOKI Holdings Inc. | 398,680 | 1,876 | ||||
| Ichikoh Industries Ltd. | 647,174 | 1,871 | ||||
| CONEXIO Corp. | 166,749 | 1,871 | ||||
| Aisan Industry Co. Ltd. | 346,581 | 1,868 | ||||
| 1 | Kansai Food Market Ltd. | 179,955 | 1,865 | |||
| Tekken Corp. | 131,746 | 1,864 | ||||
| Tochigi Bank Ltd. | 1,000,880 | 1,864 | ||||
| Itochu-Shokuhin Co. Ltd. | 48,450 | 1,850 | ||||
| Shares | Market Value• ($000) | |||||
| Teikoku Electric Manufacturing Co. Ltd. | 145,395 | 1,847 | ||||
| YAKUODO Holdings Co. Ltd. | 132,438 | 1,837 | ||||
| Toyo Corp. | 228,650 | 1,829 | ||||
| Gakken Holdings Co. Ltd. | 268,273 | 1,825 | ||||
| *,1 | Taiko Pharmaceutical Co. Ltd. | 391,145 | 1,805 | |||
| Sumitomo Riko Co. Ltd. | 420,350 | 1,797 | ||||
| Kurimoto Ltd. | 145,533 | 1,796 | ||||
| Japan Medical Dynamic Marketing Inc. | 145,920 | 1,778 | ||||
| FIDEA Holdings Co. Ltd. | 178,217 | 1,771 | ||||
| Okuwa Co. Ltd. | 262,321 | 1,761 | ||||
| 1 | Studio Alice Co. Ltd. | 99,687 | 1,760 | |||
| *,1 | Kintetsu Department Store Co. Ltd. | 88,778 | 1,755 | |||
| St. Marc Holdings Co. Ltd. | 153,512 | 1,755 | ||||
| WDB Holdings Co. Ltd. | 83,499 | 1,755 | ||||
| Kyosan Electric Manufacturing Co. Ltd. | 520,269 | 1,749 | ||||
| CTS Co. Ltd. | 262,685 | 1,747 | ||||
| 1 | Sanoh Industrial Co. Ltd. | 323,894 | 1,747 | |||
| CI Takiron Corp. | 409,605 | 1,745 | ||||
| 1 | WingArc1st Inc. | 178,000 | 1,744 | |||
| Ministop Co. Ltd. | 161,738 | 1,742 | ||||
| Riken Corp. | 95,089 | 1,735 | ||||
| LIFULL Co. Ltd. | 985,355 | 1,719 | ||||
| *,1 | Optim Corp. | 259,269 | 1,717 | |||
| K&O Energy Group Inc. | 133,690 | 1,714 | ||||
| Neturen Co. Ltd. | 378,335 | 1,710 | ||||
| * | BrainPad Inc. | 194,823 | 1,707 | |||
| JM Holdings Co. Ltd. | 136,368 | 1,706 | ||||
| Akatsuki Inc. | 73,517 | 1,703 | ||||
| Amuse Inc. | 112,722 | 1,700 | ||||
| 1 | Raccoon Holdings Inc. | 158,394 | 1,687 | |||
| Hodogaya Chemical Co. Ltd. | 60,784 | 1,683 | ||||
| * | SRE Holdings Corp. | 81,369 | 1,679 | |||
| Toenec Corp. | 65,520 | 1,677 | ||||
99
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Chilled & Frozen Logistics Holdings Co. Ltd. | 193,925 | 1,673 | ||||
| Chiyoda Integre Co. Ltd. | 99,044 | 1,666 | ||||
| Xebio Holdings Co. Ltd. | 234,972 | 1,660 | ||||
| Asahi Yukizai Corp. | 114,857 | 1,659 | ||||
| Riken Technos Corp. | 492,235 | 1,655 | ||||
| Fudo Tetra Corp. | 138,329 | 1,654 | ||||
| *,1 | WATAMI Co. Ltd. | 229,305 | 1,636 | |||
| JDC Corp. | 396,410 | 1,629 | ||||
| MTI Ltd. | 444,231 | 1,624 | ||||
| Yukiguni Maitake Co. Ltd. | 201,244 | 1,624 | ||||
| JSP Corp. | 140,438 | 1,623 | ||||
| Tayca Corp. | 176,480 | 1,623 | ||||
| DKS Co. Ltd. | 80,488 | 1,614 | ||||
| Topy Industries Ltd. | 202,294 | 1,607 | ||||
| Ichiyoshi Securities Co. Ltd. | 364,386 | 1,604 | ||||
| SB Technology Corp. | 93,031 | 1,603 | ||||
| *,1 | Sourcenext Corp. | 1,138,315 | 1,594 | |||
| Dai Nippon Toryo Co. Ltd. | 263,871 | 1,591 | ||||
| Hochiki Corp. | 170,921 | 1,584 | ||||
| Mori Trust Hotel Reit Inc. | 1,594 | 1,582 | ||||
| 1 | V-Cube Inc. | 225,673 | 1,580 | |||
| Sumida Corp. | 243,294 | 1,574 | ||||
| 1 | Onoken Co. Ltd. | 134,703 | 1,564 | |||
| Shibusawa Warehouse Co. Ltd. | 89,581 | 1,559 | ||||
| Advan Group Co. Ltd. | 244,372 | 1,539 | ||||
| Cosel Co. Ltd. | 263,524 | 1,537 | ||||
| Sanshin Electronics Co. Ltd. | 131,005 | 1,537 | ||||
| Nagatanien Holdings Co. Ltd. | 101,605 | 1,532 | ||||
| Elematec Corp. | 169,571 | 1,531 | ||||
| Kanagawa Chuo Kotsu Co. Ltd. | 59,385 | 1,530 | ||||
| * | Unitika Ltd. | 707,692 | 1,523 | |||
| Shinwa Co. Ltd. | 98,976 | 1,519 | ||||
| Chori Co. Ltd. | 102,547 | 1,505 | ||||
| Japan Best Rescue System Co. Ltd. | 191,381 | 1,500 | ||||
| I-PEX Inc. | 136,750 | 1,488 | ||||
| Happinet Corp. | 127,390 | 1,487 | ||||
| Shares | Market Value• ($000) | |||||
| FAN Communications Inc. | 444,196 | 1,475 | ||||
| Arakawa Chemical Industries Ltd. | 183,585 | 1,463 | ||||
| Yahagi Construction Co. Ltd. | 236,667 | 1,460 | ||||
| Medical Data Vision Co. Ltd. | 194,283 | 1,454 | ||||
| Hisaka Works Ltd. | 245,199 | 1,448 | ||||
| Shinnihon Corp. | 262,980 | 1,443 | ||||
| Tatsuta Electric Wire & Cable Co. Ltd. | 405,064 | 1,441 | ||||
| Aeon Fantasy Co. Ltd. | 87,424 | 1,438 | ||||
| Achilles Corp. | 143,074 | 1,430 | ||||
| Kenko Mayonnaise Co. Ltd. | 133,285 | 1,425 | ||||
| Osaki Electric Co. Ltd. | 375,709 | 1,419 | ||||
| Moriroku Holdings Co. Ltd. | 103,990 | 1,415 | ||||
| CMIC Holdings Co. Ltd. | 122,115 | 1,406 | ||||
| * | KNT-CT Holdings Co. Ltd. | 116,343 | 1,396 | |||
| Kyodo Printing Co. Ltd. | 67,340 | 1,393 | ||||
| 1 | Kojima Co. Ltd. | 283,792 | 1,387 | |||
| Asahi Co. Ltd. | 135,196 | 1,383 | ||||
| Krosaki Harima Corp. | 44,340 | 1,377 | ||||
| * | PIA Corp. | 57,411 | 1,376 | |||
| Nitto Kohki Co. Ltd. | 118,821 | 1,376 | ||||
| Nihon Chouzai Co. Ltd. | 140,562 | 1,367 | ||||
| Ebase Co. Ltd. | 408,036 | 1,355 | ||||
| Central Security Patrols Co. Ltd. | 83,714 | 1,351 | ||||
| * | KLab Inc. | 397,351 | 1,351 | |||
| Seika Corp. | 108,534 | 1,350 | ||||
| *,1 | Gunosy Inc. | 169,107 | 1,349 | |||
| CAC Holdings Corp. | 129,444 | 1,348 | ||||
| Nissin Corp. | 112,969 | 1,345 | ||||
| KAWADA TECHNOLOGIES Inc. | 49,011 | 1,344 | ||||
| Toa Oil Co. Ltd. | 64,419 | 1,337 | ||||
| Sankyo Tateyama Inc. | 295,579 | 1,323 | ||||
| 1 | Furukawa Battery Co. Ltd. | 143,204 | 1,323 | |||
| Chiyoda Co. Ltd. | 243,578 | 1,319 | ||||
| Iseki & Co. Ltd. | 138,826 | 1,313 | ||||
100
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Hokkaido Gas Co. Ltd. | 112,745 | 1,311 | ||||
| Bank of Saga Ltd. | 118,800 | 1,306 | ||||
| Pronexus Inc. | 159,749 | 1,302 | ||||
| Ryoden Corp. | 100,700 | 1,301 | ||||
| Koatsu Gas Kogyo Co. Ltd. | 257,538 | 1,294 | ||||
| Maxvalu Tokai Co. Ltd. | 64,032 | 1,278 | ||||
| Kyokuto Securities Co. Ltd. | 237,095 | 1,276 | ||||
| Yorozu Corp. | 214,110 | 1,275 | ||||
| 1 | Takeda Pharmaceutical Co. Ltd. ADR | 86,735 | 1,261 | |||
| Tokyo Energy & Systems Inc. | 164,720 | 1,238 | ||||
| Nisso Corp. | 243,517 | 1,235 | ||||
| Nippon Beet Sugar Manufacturing Co. Ltd. | 96,466 | 1,233 | ||||
| Towa Bank Ltd. | 296,187 | 1,230 | ||||
| Mitsuba Corp. | 451,115 | 1,220 | ||||
| France Bed Holdings Co. Ltd. | 177,484 | 1,200 | ||||
| Takaoka Toko Co. Ltd. | 95,752 | 1,187 | ||||
| Kanaden Corp. | 162,243 | 1,183 | ||||
| Shimizu Bank Ltd. | 98,379 | 1,181 | ||||
| Yamashin-Filter Corp. | 443,296 | 1,172 | ||||
| ST Corp. | 100,579 | 1,168 | ||||
| Osaka Steel Co. Ltd. | 107,791 | 1,162 | ||||
| 1 | Kitanotatsujin Corp. | 882,561 | 1,161 | |||
| * | Godo Steel Ltd. | 114,485 | 1,148 | |||
| 1 | Ohara Inc. | 135,380 | 1,145 | |||
| Mars Group Holdings Corp. | 87,432 | 1,141 | ||||
| Nichireki Co. Ltd. | 121,782 | 1,137 | ||||
| Enigmo Inc. | 287,570 | 1,135 | ||||
| Chukyo Bank Ltd. | 88,966 | 1,125 | ||||
| Artnature Inc. | 195,895 | 1,117 | ||||
| *,1 | Fujita Kanko Inc. | 61,408 | 1,112 | |||
| Sankyo Seiko Co. Ltd. | 262,367 | 1,107 | ||||
| Feed One Co. Ltd. | 216,789 | 1,106 | ||||
| 1 | Kourakuen Holdings Corp. | 113,218 | 1,092 | |||
| * | Akebono Brake Industry Co. Ltd. | 923,295 | 1,090 | |||
| Sanei Architecture Planning Co. Ltd. | 83,681 | 1,083 | ||||
| SIGMAXYZ Holdings Inc. | 132,200 | 1,080 | ||||
| Shares | Market Value• ($000) | |||||
| 1 | Tokyo Individualized Educational Institute Inc. | 235,449 | 1,062 | |||
| Media Do Co. Ltd. | 80,500 | 1,062 | ||||
| *,1 | Gurunavi Inc. | 324,900 | 1,055 | |||
| Nissin Sugar Co. Ltd. | 78,661 | 1,039 | ||||
| Hito Communications Holdings Inc. | 86,433 | 1,031 | ||||
| Maezawa Kyuso Industries Co. Ltd. | 144,672 | 1,017 | ||||
| Proto Corp. | 127,362 | 1,000 | ||||
| Nihon Tokushu Toryo Co. Ltd. | 161,625 | 998 | ||||
| Tsutsumi Jewelry Co. Ltd. | 67,199 | 975 | ||||
| Nippon Sharyo Ltd. | 59,893 | 972 | ||||
| Okura Industrial Co. Ltd. | 69,058 | 972 | ||||
| Central Sports Co. Ltd. | 52,994 | 971 | ||||
| *,1 | RPA Holdings Inc. | 347,252 | 971 | |||
| 1 | Kamakura Shinsho Ltd. | 216,785 | 956 | |||
| Yushin Precision Equipment Co. Ltd. | 196,360 | 950 | ||||
| Tv Tokyo Holdings Corp. | 60,582 | 948 | ||||
| Corona Corp. Class A | 144,195 | 933 | ||||
| Fuji Pharma Co. Ltd. | 127,597 | 931 | ||||
| 1 | Ubicom Holdings Inc. | 42,370 | 930 | |||
| Rokko Butter Co. Ltd. | 77,688 | 926 | ||||
| Tomoku Co. Ltd. | 80,690 | 924 | ||||
| 1 | Fibergate Inc. | 101,146 | 902 | |||
| Hokkan Holdings Ltd. | 93,603 | 898 | ||||
| Taisei Lamick Co. Ltd. | 44,881 | 894 | ||||
| *,1 | FDK Corp. | 159,222 | 888 | |||
| Chuo Spring Co. Ltd. | 170,725 | 883 | ||||
| Wowow Inc. | 72,440 | 859 | ||||
| Fuso Pharmaceutical Industries Ltd. | 50,127 | 825 | ||||
| NEC Capital Solutions Ltd. | 53,899 | 816 | ||||
| *,1 | Tokyo Base Co. Ltd. | 311,738 | 789 | |||
101
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Sekisui Kasei Co. Ltd. | 231,506 | 785 | ||||
| Cleanup Corp. | 190,710 | 770 | ||||
| Oro Co. Ltd. | 48,683 | 759 | ||||
| Nihon Trim Co. Ltd. | 42,083 | 728 | ||||
| *,1 | Jamco Corp. | 116,991 | 710 | |||
| *,1 | Istyle Inc. | 575,143 | 693 | |||
| ZIGExN Co. Ltd. | 289,700 | 683 | ||||
| *,1 | Heroz Inc. | 96,065 | 681 | |||
| Airport Facilities Co. Ltd. | 160,960 | 670 | ||||
| Linical Co. Ltd. | 104,744 | 656 | ||||
| *,1 | TerraSky Co. Ltd. | 62,065 | 632 | |||
| 1 | Inaba Seisakusho Co. Ltd. | 63,942 | 631 | |||
| 1 | Nippon Rietec Co. Ltd. | 69,802 | 606 | |||
| Tokyo Rakutenchi Co. Ltd. | 19,155 | 583 | ||||
| Gecoss Corp. | 88,342 | 532 | ||||
| Taiho Kogyo Co. Ltd. | 106,188 | 523 | ||||
| Nakayama Steel Works Ltd. | 148,314 | 487 | ||||
| *,1 | CHIMNEY Co. Ltd. | 53,708 | 477 | |||
| 1 | Shimojima Co. Ltd. | 62,603 | 452 | |||
| Takamiya Co. Ltd. | 141,861 | 386 | ||||
| Robot Home Inc. | 249,760 | 386 | ||||
| * | COOKPAD Inc. | 111,000 | 232 | |||
| 52,691,316 | ||||||
| Kuwait (0.3%) | ||||||
| National Bank of Kuwait SAKP | 92,326,208 | 316,434 | ||||
| Kuwait Finance House KSCP | 62,551,375 | 200,789 | ||||
| Ahli United Bank BSC | 85,406,188 | 87,286 | ||||
| Agility Public Warehousing Co. KSC | 16,142,163 | 65,493 | ||||
| Mobile Telecommunications Co. KSCP | 27,170,409 | 60,414 | ||||
| Boubyan Bank KSCP | 13,137,352 | 42,189 | ||||
| Gulf Bank KSCP | 24,097,514 | 26,776 | ||||
| * | National Industries Group Holding SAK | 20,456,092 | 20,976 | |||
| Mabanee Co. KPSC | 6,681,818 | 18,202 | ||||
| Boubyan Petrochemicals Co. KSCP | 4,748,669 | 15,722 | ||||
| Humansoft Holding Co. KSC | 1,259,904 | 13,820 | ||||
| * | Warba Bank KSCP | 12,393,053 | 11,176 | |||
| Shares | Market Value• ($000) | |||||
| Boursa Kuwait Securities Co. KPSC | 1,253,088 | 10,809 | ||||
| Burgan Bank SAK | 11,188,133 | 10,793 | ||||
| Qurain Petrochemical Industries Co. | 7,609,100 | 9,281 | ||||
| * | Kuwait Projects Co. Holding KSCP | 11,217,169 | 7,170 | |||
| Kuwait International Bank KSCP | 8,827,613 | 6,980 | ||||
| Alimtiaz Investment Group KSC | 10,815,448 | 4,288 | ||||
| * | Integrated Holding Co. KCSC | 1,898,117 | 2,688 | |||
| 931,286 | ||||||
| Malaysia (0.5%) | ||||||
| Public Bank Bhd. | 184,002,315 | 197,774 | ||||
| Malayan Banking Bhd. | 91,415,168 | 190,127 | ||||
| CIMB Group Holdings Bhd. | 84,577,523 | 100,813 | ||||
| Tenaga Nasional Bhd. | 41,874,650 | 86,904 | ||||
| Petronas Chemicals Group Bhd. | 36,685,758 | 85,927 | ||||
| Press Metal Aluminium Holdings Bhd. | 42,664,788 | 58,490 | ||||
| Sime Darby Plantation Bhd. | 46,144,069 | 55,362 | ||||
| IHH Healthcare Bhd. | 34,036,036 | 51,338 | ||||
| Axiata Group Bhd. | 58,199,635 | 46,777 | ||||
| IOI Corp. Bhd. | 41,089,638 | 44,034 | ||||
| MISC Bhd. | 22,412,702 | 40,098 | ||||
| Hong Leong Bank Bhd. | 8,057,082 | 38,668 | ||||
| Kuala Lumpur Kepong Bhd. | 5,531,231 | 37,499 | ||||
| DiGi.Com Bhd. | 40,270,880 | 35,212 | ||||
| PPB Group Bhd. | 8,754,545 | 34,556 | ||||
| Dialog Group Bhd. | 56,082,159 | 32,071 | ||||
| Genting Bhd. | 30,172,718 | 31,934 | ||||
| RHB Bank Bhd. | 20,990,969 | 30,073 | ||||
| Petronas Gas Bhd. | 7,479,612 | 29,136 | ||||
| Top Glove Corp. Bhd. | 69,194,998 | 26,729 | ||||
| Genting Malaysia Bhd. | 36,492,619 | 25,367 | ||||
| Sime Darby Bhd. | 47,162,374 | 25,209 | ||||
| Nestle Malaysia Bhd. | 824,670 | 25,206 | ||||
102
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Gamuda Bhd. | 29,046,912 | 24,709 | ||||
| Inari Amertron Bhd. | 36,195,678 | 23,197 | ||||
| Maxis Bhd. | 26,074,261 | 22,666 | ||||
| Hartalega Holdings Bhd. | 21,780,694 | 22,000 | ||||
| * | AMMB Holdings Bhd. | 25,106,820 | 21,202 | |||
| * | Malaysia Airports Holdings Bhd. | 11,995,039 | 18,855 | |||
| Telekom Malaysia Bhd. | 15,855,398 | 18,102 | ||||
| Petronas Dagangan Bhd. | 3,394,140 | 16,895 | ||||
| QL Resources Bhd. | 13,482,764 | 15,847 | ||||
| IJM Corp. Bhd. | 37,626,121 | 15,840 | ||||
| * | Hong Seng Consolidated Bhd. | 22,009,300 | 12,880 | |||
| My EG Services Bhd. | 59,050,562 | 12,645 | ||||
| Hong Leong Financial Group Bhd. | 2,786,732 | 12,381 | ||||
| Alliance Bank Malaysia Bhd. | 14,244,553 | 12,328 | ||||
| Westports Holdings Bhd. | 13,261,541 | 11,985 | ||||
| Bursa Malaysia Bhd. | 7,275,408 | 11,663 | ||||
| Genting Plantations Bhd. | 5,139,103 | 10,721 | ||||
| 2 | MR DIY Group M Bhd. | 12,956,300 | 10,415 | |||
| Carlsberg Brewery Malaysia Bhd. | 2,017,181 | 10,236 | ||||
| TIME dotCom Bhd. | 9,680,484 | 9,876 | ||||
| ViTrox Corp. Bhd. | 5,160,300 | 8,885 | ||||
| Frontken Corp. Bhd. | 13,856,450 | 8,636 | ||||
| D&O Green Technologies Bhd. | 9,443,100 | 8,324 | ||||
| Malaysian Pacific Industries Bhd. | 1,127,200 | 8,029 | ||||
| YTL Corp. Bhd. | 55,120,000 | 8,009 | ||||
| Sunway Bhd. | 18,919,940 | 7,905 | ||||
| VS Industry Bhd. | 34,717,096 | 7,885 | ||||
| Kossan Rubber Industries Bhd. | 17,244,286 | 7,283 | ||||
| Yinson Holdings Bhd. | 12,104,360 | 6,787 | ||||
| Fraser & Neave Holdings Bhd. | 1,273,008 | 6,709 | ||||
| Sunway REIT | 19,792,814 | 6,625 | ||||
| Shares | Market Value• ($000) | |||||
| British American Tobacco Malaysia Bhd. | 2,135,469 | 6,316 | ||||
| Pentamaster Corp. Bhd. | 7,949,950 | 6,164 | ||||
| Axis REIT | 13,980,500 | 6,137 | ||||
| Scientex Bhd. | 6,732,324 | 5,884 | ||||
| Supermax Corp. Bhd. | 21,678,543 | 5,527 | ||||
| KPJ Healthcare Bhd. | 24,939,167 | 5,422 | ||||
| * | Bumi Armada Bhd. | 49,856,805 | 4,879 | |||
| CTOS Digital Bhd. | 13,493,100 | 4,655 | ||||
| Mega First Corp. Bhd. | 5,297,200 | 4,619 | ||||
| * | Greatech Technology Bhd. | 5,003,300 | 4,506 | |||
| SP Setia Bhd. Group | 16,371,278 | 4,383 | ||||
| UMW Holdings Bhd. | 5,624,000 | 4,286 | ||||
| Astro Malaysia Holdings Bhd. | 16,987,164 | 3,899 | ||||
| FGV Holdings Bhd. | 8,165,200 | 3,813 | ||||
| Sports Toto Bhd. | 8,253,128 | 3,649 | ||||
| 2 | Lotte Chemical Titan Holding Bhd. | 7,210,147 | 3,618 | |||
| Malaysia Building Society Bhd. | 24,227,984 | 3,544 | ||||
| DRB-Hicom Bhd. | 10,771,617 | 3,425 | ||||
| Bermaz Auto Bhd. | 7,770,101 | 3,154 | ||||
| AEON Credit Service M Bhd. | 852,638 | 3,112 | ||||
| Padini Holdings Bhd. | 3,839,645 | 3,023 | ||||
| Malaysian Resources Corp. Bhd. | 29,857,401 | 2,623 | ||||
| UWC Bhd. | 3,574,700 | 2,587 | ||||
| * | Berjaya Corp. Bhd. | 41,871,161 | 2,434 | |||
| Cahya Mata Sarawak Bhd. | 7,558,570 | 1,847 | ||||
| * | WCT Holdings Bhd. | 12,652,477 | 1,575 | |||
| Leong Hup International Bhd. | 12,352,000 | 1,479 | ||||
| *,3 | Serba Dinamik Holdings Bhd. | 16,848,396 | 1,355 | |||
| * | Velesto Energy Bhd. | 49,256,112 | 1,341 | |||
| * | UEM Sunrise Bhd. | 13,083,755 | 1,014 | |||
| * | Sapura Energy Bhd. | 112,369,968 | 887 | |||
| Syarikat Takaful Malaysia Keluarga Bhd. | 1,034,300 | 842 | ||||
103
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Sunway Bhd. Warrants Exp. 10/3/24 | 2,251,901 | 215 | |||
| * | Velesto Energy Bhd. Warrants Exp. 10/18/24 | 12,999,819 | 119 | |||
| *,3 | Serba Dinamik Holdings Bhd. Warrants Exp. 12/5/24 | 5,144,856 | 83 | |||
| * | Malaysian Resources Corp. Bhd. Warrants Exp. 10/29/27 | 2,634,201 | 48 | |||
| 1,841,288 | ||||||
| Malta (0.0%) | ||||||
| *,3 | BGP Holdings plc | 17,449,685 | 62 | |||
| Mexico (0.6%) | ||||||
| America Movil SAB de CV | 373,595,322 | 363,590 | ||||
| Grupo Financiero Banorte SAB de CV | 37,361,240 | 246,634 | ||||
| Wal-Mart de Mexico SAB de CV | 66,606,999 | 235,531 | ||||
| Grupo Mexico SAB de CV Class B | 40,952,933 | 191,695 | ||||
| Fomento Economico Mexicano SAB de CV | 23,630,405 | 177,681 | ||||
| Grupo Bimbo SAB de CV Class A | 28,854,986 | 88,941 | ||||
| * | Cemex SAB de CV | 177,533,803 | 78,125 | |||
| * | Grupo Aeroportuario del Pacifico SAB de CV Class B | 3,822,263 | 58,820 | |||
| Grupo Televisa SAB | 30,989,167 | 57,524 | ||||
| Grupo Aeroportuario del Sureste SAB de CV Class B | 2,602,623 | 56,802 | ||||
| * | Grupo Elektra SAB de CV | 820,802 | 49,218 | |||
| * | Grupo Financiero Inbursa SAB de CV | 26,383,831 | 44,722 | |||
| Fibra Uno Administracion SA de CV | 38,793,664 | 42,545 | ||||
| Coca-Cola Femsa SAB de CV | 6,926,524 | 37,768 | ||||
| Arca Continental SAB de CV | 5,798,393 | 36,794 | ||||
| Shares | Market Value• ($000) | |||||
| Gruma SAB de CV Class B | 2,567,047 | 30,492 | ||||
| Orbia Advance Corp. SAB de CV | 12,543,567 | 30,181 | ||||
| Alfa SAB de CV Class A | 44,811,602 | 30,019 | ||||
| Grupo Aeroportuario del Centro Norte SAB de CV Class B | 3,525,985 | 24,743 | ||||
| 2 | Banco del Bajio SA | 9,237,341 | 22,810 | |||
| Promotora y Operadora de Infraestructura SAB de CV | 2,708,438 | 19,744 | ||||
| Operadora de Sites Mexicanos SA de CV | 16,128,573 | 19,696 | ||||
| Grupo Carso SAB de CV | 5,892,530 | 19,249 | ||||
| * | Controladora Vuela Cia de Aviacion SAB de CV Class A | 11,811,090 | 18,944 | |||
| Regional SAB de CV | 3,122,002 | 18,838 | ||||
| Industrias Penoles SAB de CV | 1,625,437 | 17,899 | ||||
| Becle SAB de CV | 6,927,077 | 17,268 | ||||
| Kimberly-Clark de Mexico SAB de CV Class A | 11,096,919 | 15,493 | ||||
| Corp. Inmobiliaria Vesta SAB de CV | 8,359,702 | 15,489 | ||||
| * | Alsea SAB de CV | 6,957,570 | 15,251 | |||
| GCC SAB de CV | 2,192,874 | 14,504 | ||||
| Prologis Property Mexico SA de CV | 5,166,410 | 13,866 | ||||
| Grupo Comercial Chedraui SA de CV | 5,302,799 | 13,367 | ||||
| Qualitas Controladora SAB de CV | 2,398,563 | 12,929 | ||||
| PLA Administradora Industrial S de RL de CV | 9,198,632 | 12,202 | ||||
| Bolsa Mexicana de Valores SAB de CV | 6,083,249 | 12,052 | ||||
| El Puerto de Liverpool SAB de CV | 2,351,597 | 11,856 | ||||
| 2 | Macquarie Mexico Real Estate Management SA de CV | 10,519,689 | 11,620 | |||
104
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Megacable Holdings SAB de CV | 4,048,581 | 11,533 | ||||
| * | Grupo Aeroportuario del Pacifico SAB de CV ADR | 72,647 | 11,172 | |||
| * | La Comer SAB de CV | 5,972,752 | 11,072 | |||
| * | Gentera SAB de CV | 13,697,268 | 10,639 | |||
| Genomma Lab Internacional SAB de CV Class B | 9,410,730 | 9,910 | ||||
| Industrias Bachoco SAB de CV Class B | 1,936,399 | 7,385 | ||||
| Alpek SAB de CV Class A | 4,859,369 | 6,560 | ||||
| *,2 | Grupo Traxion SAB de CV | 4,105,026 | 6,387 | |||
| *,2 | Nemak SAB de CV | 27,373,731 | 5,943 | |||
| * | Cemex SAB de CV ADR | 1,297,085 | 5,707 | |||
| Concentradora Fibra Danhos SA de CV | 3,056,219 | 3,419 | ||||
| * | Grupo Rotoplas SAB de CV | 2,012,434 | 2,410 | |||
| * | Axtel SAB de CV | 18,454,157 | 1,981 | |||
| Promotora y Operadora de Infraestructura SAB de CV | 274,087 | 1,239 | ||||
| Sempra Energy | 1 | — | ||||
| 2,280,259 | ||||||
| Netherlands (2.4%) | ||||||
| ASML Holding NV | 4,956,599 | 2,813,061 | ||||
| *,2 | Adyen NV | 381,045 | 639,124 | |||
| * | Prosus NV | 11,411,790 | 550,375 | |||
| ING Groep NV | 49,053,750 | 464,745 | ||||
| Koninklijke Ahold Delhaize NV | 12,606,996 | 371,856 | ||||
| Koninklijke DSM NV | 2,150,889 | 361,585 | ||||
| Wolters Kluwer NV | 3,318,446 | 335,106 | ||||
| 1 | Heineken NV | 3,087,171 | 301,342 | |||
| Koninklijke Philips NV | 11,347,504 | 296,523 | ||||
| Universal Music Group NV | 9,660,868 | 224,194 | ||||
| ArcelorMittal SA | 7,604,154 | 221,720 | ||||
| NN Group NV | 4,085,355 | 200,107 | ||||
| Akzo Nobel NV | 2,217,522 | 192,362 | ||||
| ASM International NV | 620,053 | 186,321 | ||||
| 1 | Koninklijke KPN NV | 41,996,565 | 144,913 | |||
| Shares | Market Value• ($000) | |||||
| Aegon NV | 23,089,106 | 119,710 | ||||
| IMCD NV | 739,030 | 117,670 | ||||
| 1 | Heineken Holding NV | 1,379,298 | 107,671 | |||
| *,1 | Unibail-Rodamco-Westfield | 1,329,505 | 93,830 | |||
| ASR Nederland NV | 1,705,958 | 77,534 | ||||
| Randstad NV | 1,437,199 | 75,998 | ||||
| 2 | Signify NV | 1,624,847 | 68,743 | |||
| 1,2 | ABN AMRO Bank NV | 5,398,655 | 67,112 | |||
| *,2 | Just Eat Takeaway.com NV | 2,352,159 | 63,891 | |||
| Aalberts NV | 1,245,369 | 60,515 | ||||
| 1 | BE Semiconductor Industries NV | 951,834 | 58,023 | |||
| * | OCI NV | 1,242,576 | 47,084 | |||
| Arcadis NV | 931,279 | 38,856 | ||||
| *,1 | Galapagos NV | 619,320 | 36,362 | |||
| Boskalis Westminster | 1,044,514 | 36,276 | ||||
| JDE Peet's NV | 1,083,226 | 31,867 | ||||
| SBM Offshore NV | 2,040,624 | 29,571 | ||||
| *,1,2 | Basic-Fit NV | 689,991 | 28,909 | |||
| Corbion NV | 771,718 | 26,756 | ||||
| TKH Group NV | 537,368 | 26,353 | ||||
| APERAM SA | 619,259 | 23,902 | ||||
| *,2 | Intertrust NV | 1,155,348 | 23,841 | |||
| 1 | Koninklijke Vopak NV | 855,590 | 23,007 | |||
| * | Accell Group NV | 279,861 | 16,906 | |||
| *,1 | InPost SA | 2,653,821 | 16,270 | |||
| 1 | PostNL NV | 4,894,637 | 16,039 | |||
| * | Fugro NV | 1,295,396 | 15,869 | |||
| Eurocommercial Properties NV | 649,643 | 15,719 | ||||
| AMG Advanced Metallurgical Group NV | 380,592 | 14,882 | ||||
| *,2 | Alfen Beheer BV | 145,430 | 13,079 | |||
| 1,2 | CTP NV | 868,467 | 12,296 | |||
| 1,2 | Flow Traders | 338,007 | 11,034 | |||
| * | Sligro Food Group NV | 400,576 | 9,402 | |||
| 1 | Wereldhave NV | 559,086 | 9,119 | |||
| * | Koninklijke BAM Groep NV | 3,248,442 | 8,991 | |||
| * | Majorel Group Luxembourg SA | 250,722 | 7,843 | |||
| *,1 | TomTom NV | 862,432 | 7,446 | |||
| NSI NV | 179,626 | 7,026 | ||||
| Vastned Retail NV | 201,084 | 5,111 | ||||
| Brunel International NV | 211,656 | 2,459 | ||||
| 2 | B&S Group Sarl | 269,305 | 1,983 | |||
105
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | ForFarmers NV | 422,401 | 1,296 | |||
| *,1,3 | SRH NV | 672,039 | — | |||
| 8,779,585 | ||||||
| New Zealand (0.2%) | ||||||
| Fisher & Paykel Healthcare Corp. Ltd. | 7,404,675 | 101,756 | ||||
| * | Auckland International Airport Ltd. | 15,506,013 | 77,887 | |||
| Spark New Zealand Ltd. | 24,604,027 | 77,815 | ||||
| Mainfreight Ltd. | 1,057,028 | 55,328 | ||||
| Contact Energy Ltd. | 10,321,897 | 54,227 | ||||
| Meridian Energy Ltd. | 16,181,242 | 49,111 | ||||
| Fletcher Building Ltd. | 10,323,759 | 41,125 | ||||
| 1 | EBOS Group Ltd. | 1,419,077 | 38,706 | |||
| Infratil Ltd. | 6,969,335 | 37,716 | ||||
| Mercury NZ Ltd. | 8,916,492 | 34,570 | ||||
| 1 | Ryman Healthcare Ltd. | 5,386,664 | 31,880 | |||
| * | a2 Milk Co. Ltd. | 9,589,072 | 30,385 | |||
| Chorus Ltd. | 5,830,533 | 27,661 | ||||
| Summerset Group Holdings Ltd. | 2,922,788 | 22,014 | ||||
| Goodman Property Trust | 14,344,065 | 20,881 | ||||
| SKYCITY Entertainment Group Ltd. | 8,778,478 | 16,400 | ||||
| 3 | Z Energy Ltd. | 6,240,328 | 15,165 | |||
| Precinct Properties New Zealand Ltd. | 15,273,322 | 14,926 | ||||
| Freightways Ltd. | 1,812,752 | 14,329 | ||||
| Kiwi Property Group Ltd. | 18,315,759 | 12,492 | ||||
| Genesis Energy Ltd. | 6,032,695 | 11,141 | ||||
| 3 | Vital Healthcare Property Trust | 5,124,954 | 10,323 | |||
| *,1 | Pushpay Holdings Ltd. | 10,207,670 | 8,609 | |||
| Arvida Group Ltd. | 8,125,683 | 8,581 | ||||
| Vector Ltd. | 2,861,028 | 8,131 | ||||
| Argosy Property Ltd. | 9,313,579 | 7,803 | ||||
| Stride Property Group | 5,971,428 | 7,620 | ||||
| Heartland Group Holdings Ltd. | 4,907,493 | 7,245 | ||||
| Skellerup Holdings Ltd. | 1,788,747 | 6,592 | ||||
| KMD Brands Ltd. | 6,294,472 | 5,578 | ||||
| *,1 | Pacific Edge Ltd. | 8,556,154 | 4,944 | |||
| Shares | Market Value• ($000) | |||||
| 1 | Restaurant Brands New Zealand Ltd. | 520,571 | 4,322 | |||
| *,1 | Air New Zealand Ltd. | 7,555,581 | 4,288 | |||
| * | Serko Ltd. | 1,302,905 | 4,276 | |||
| *,1 | Vista Group International Ltd. | 3,187,771 | 3,828 | |||
| Scales Corp. Ltd. | 1,221,482 | 3,811 | ||||
| *,1 | SKY Network Television Ltd. | 2,002,772 | 3,455 | |||
| * | Tourism Holdings Ltd. | 1,623,715 | 3,140 | |||
| * | Air New Zealand Ltd. Rights Exp. 5/2/22 | 6,228,896 | 2,855 | |||
| *,1 | Synlait Milk Ltd. | 1,205,571 | 2,748 | |||
| Fletcher Building Ltd. (XASX) | 312,070 | 1,231 | ||||
| 894,895 | ||||||
| Nigeria (0.0%) | ||||||
| 2 | Airtel Africa plc | 12,901,589 | 23,607 | |||
| Norway (0.6%) | ||||||
| Equinor ASA | 12,447,735 | 420,728 | ||||
| DNB Bank ASA | 13,334,184 | 258,381 | ||||
| Mowi ASA | 5,719,435 | 161,557 | ||||
| Norsk Hydro ASA | 17,347,951 | 145,680 | ||||
| Telenor ASA | 8,200,646 | 115,658 | ||||
| Yara International ASA | 2,104,384 | 107,004 | ||||
| Orkla ASA | 9,866,842 | 80,066 | ||||
| TOMRA Systems ASA | 1,523,863 | 59,927 | ||||
| Aker BP ASA | 1,636,246 | 58,625 | ||||
| Salmar ASA | 697,139 | 57,047 | ||||
| Storebrand ASA | 6,084,484 | 52,851 | ||||
| Gjensidige Forsikring ASA | 2,187,363 | 46,764 | ||||
| * | Bakkafrost P/F | 654,968 | 44,969 | |||
| Kongsberg Gruppen ASA | 987,246 | 42,405 | ||||
| * | Nordic Semiconductor ASA | 2,075,371 | 41,261 | |||
| Leroy Seafood Group ASA | 3,315,979 | 31,121 | ||||
| SpareBank 1 SR-Bank ASA | 2,346,627 | 29,881 | ||||
| * | Adevinta ASA | 3,651,213 | 28,207 | |||
| Aker ASA Class A | 316,884 | 25,829 | ||||
| Subsea 7 SA | 3,079,577 | 25,241 | ||||
| *,1 | NEL ASA | 17,740,615 | 25,211 | |||
| SpareBank 1 SMN | 1,757,329 | 24,624 | ||||
| Schibsted ASA Class A | 1,173,634 | 24,457 | ||||
| Borregaard ASA | 1,269,478 | 24,215 | ||||
| TGS ASA | 1,497,253 | 23,098 | ||||
106
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Schibsted ASA Class B | 1,060,047 | 20,377 | ||||
| *,2 | Scatec ASA | 1,540,015 | 18,614 | |||
| Austevoll Seafood ASA | 1,163,933 | 18,454 | ||||
| Veidekke ASA | 1,289,085 | 16,692 | ||||
| *,2 | Elkem ASA | 3,439,991 | 14,286 | |||
| *,2 | Crayon Group Holding ASA | 921,807 | 13,559 | |||
| *,1 | Frontline Ltd. | 1,520,227 | 12,591 | |||
| * | Atea ASA | 1,036,850 | 12,355 | |||
| 2 | Entra ASA | 738,297 | 12,173 | |||
| MPC Container Ships ASA | 3,964,031 | 11,799 | ||||
| * | Grieg Seafood ASA | 731,161 | 10,893 | |||
| DNO ASA | 6,958,521 | 10,549 | ||||
| * | Kahoot! ASA | 4,235,540 | 10,210 | |||
| * | Aker Carbon Capture ASA | 4,396,015 | 8,881 | |||
| Wallenius Wilhelmsen ASA | 1,347,753 | 8,460 | ||||
| Bonheur ASA | 211,675 | 7,871 | ||||
| 2 | BW LPG Ltd. | 1,055,033 | 6,634 | |||
| Arendals Fossekompani A/S | 147,505 | 5,931 | ||||
| Sparebank 1 Oestlandet | 402,263 | 5,886 | ||||
| * | Hexagon Composites ASA | 1,410,910 | 5,577 | |||
| Stolt-Nielsen Ltd. | 267,875 | 4,839 | ||||
| Norway Royal Salmon ASA | 183,954 | 4,824 | ||||
| *,1 | Aker Horizons Holding A/S | 1,826,796 | 3,729 | |||
| BW Offshore Ltd. | 1,076,918 | 3,097 | ||||
| * | BW Energy Ltd. | 849,618 | 2,473 | |||
| 2,205,561 | ||||||
| Other (0.2%)4 | ||||||
| 1,5 | Vanguard FTSE Emerging Markets ETF | 15,759,336 | 684,586 | |||
| Pakistan (0.0%) | ||||||
| * | Lucky Cement Ltd. | 2,550,155 | 7,761 | |||
| Engro Corp. Ltd. | 3,927,340 | 5,869 | ||||
| Fauji Fertilizer Co. Ltd. | 8,000,124 | 5,170 | ||||
| Habib Bank Ltd. | 8,082,496 | 4,742 | ||||
| MCB Bank Ltd. | 5,644,240 | 4,580 | ||||
| Hub Power Co. Ltd. | 12,138,839 | 4,459 | ||||
| Pakistan State Oil Co. Ltd. | 4,872,022 | 4,449 | ||||
| Pakistan Oilfields Ltd. | 1,913,137 | 3,892 | ||||
| Shares | Market Value• ($000) | |||||
| Oil & Gas Development Co. Ltd. | 8,016,237 | 3,650 | ||||
| Pakistan Petroleum Ltd. | 8,544,247 | 3,399 | ||||
| Engro Fertilizers Ltd. | 6,208,674 | 3,180 | ||||
| United Bank Ltd. | 4,284,561 | 3,161 | ||||
| Bank Alfalah Ltd. | 15,717,970 | 2,980 | ||||
| TRG Pakistan | 5,938,450 | 2,505 | ||||
| Millat Tractors Ltd. | 404,355 | 2,010 | ||||
| Nishat Mills Ltd. | 3,488,454 | 1,556 | ||||
| DG Khan Cement Co. Ltd. | 4,318,597 | 1,555 | ||||
| Searle Co. Ltd. | 1,650,361 | 1,002 | ||||
| National Bank of Pakistan | 4,354,281 | 725 | ||||
| Kot Addu Power Co. Ltd. | 3,915,509 | 596 | ||||
| 67,241 | ||||||
| Philippines (0.2%) | ||||||
| * | SM Prime Holdings Inc. | 116,324,791 | 77,537 | |||
| BDO Unibank Inc. | 25,456,201 | 62,904 | ||||
| Ayala Land Inc. | 102,251,274 | 62,411 | ||||
| Ayala Corp. | 4,178,900 | 58,800 | ||||
| International Container Terminal Services Inc. | 14,267,613 | 58,583 | ||||
| SM Investments Corp. | 2,748,371 | 44,656 | ||||
| Bank of the Philippine Islands | 23,047,034 | 41,805 | ||||
| PLDT Inc. | 1,174,679 | 41,798 | ||||
| JG Summit Holdings Inc. | 38,446,912 | 40,900 | ||||
| Metropolitan Bank & Trust Co. | 23,203,524 | 22,595 | ||||
| Manila Electric Co. | 3,337,058 | 22,464 | ||||
| Universal Robina Corp. | 11,441,284 | 22,382 | ||||
| Jollibee Foods Corp. | 5,389,842 | 22,141 | ||||
| *,2 | Monde Nissin Corp. | 72,615,500 | 18,005 | |||
| Globe Telecom Inc. | 379,670 | 16,506 | ||||
| * | Converge Information & Communications Technology Solutions Inc. | 25,168,400 | 13,736 | |||
| Metro Pacific Investments Corp. | 177,813,936 | 12,860 | ||||
| GT Capital Holdings Inc. | 1,276,793 | 12,255 | ||||
107
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Aboitiz Power Corp. | 18,884,956 | 11,584 | ||||
| Alliance Global Group Inc. | 49,839,833 | 11,241 | ||||
| Security Bank Corp. | 5,647,139 | 11,109 | ||||
| AC Energy Corp. | 78,085,799 | 10,743 | ||||
| San Miguel Food & Beverage Inc. | 8,514,862 | 10,119 | ||||
| Wilcon Depot Inc. | 18,437,496 | 9,874 | ||||
| San Miguel Corp. | 4,377,417 | 8,915 | ||||
| Robinsons Land Corp. | 23,895,338 | 8,680 | ||||
| DMCI Holdings Inc. | 52,082,716 | 8,256 | ||||
| Robinsons Retail Holdings Inc. | 7,944,091 | 8,127 | ||||
| Semirara Mining & Power Corp. Class A | 14,966,820 | 7,855 | ||||
| Megaworld Corp. | 144,143,155 | 7,813 | ||||
| Puregold Price Club Inc. | 12,336,069 | 7,773 | ||||
| Nickel Asia Corp. | 39,218,021 | 5,746 | ||||
| LT Group Inc. | 34,434,361 | 5,604 | ||||
| Manila Water Co. Inc. | 15,188,027 | 5,342 | ||||
| AREIT Inc. | 6,817,000 | 5,182 | ||||
| * | Century Pacific Food Inc. | 11,796,445 | 5,069 | |||
| RL Commercial REIT Inc. | 35,769,700 | 4,984 | ||||
| * | Bloomberry Resorts Corp. | 43,104,019 | 4,971 | |||
| D&L Industries Inc. | 30,132,110 | 4,104 | ||||
| First Gen Corp. | 5,589,768 | 2,489 | ||||
| Filinvest Land Inc. | 114,692,273 | 2,304 | ||||
| * | Cebu Air Inc. | 2,055,250 | 1,727 | |||
| Vista Land & Lifescapes Inc. | 32,414,113 | 1,591 | ||||
| *,2 | CEMEX Holdings Philippines Inc. | 22,925,619 | 351 | |||
| *,3 | Energy Development Corp. China Inc. | 41,300 | 5 | |||
| 823,896 | ||||||
| Poland (0.2%) | ||||||
| * | Powszechna Kasa Oszczednosci Bank Polski SA | 11,282,250 | 83,269 | |||
| Polski Koncern Naftowy ORLEN SA | 4,065,008 | 68,676 | ||||
| KGHM Polska Miedz SA | 1,781,320 | 57,623 | ||||
| Shares | Market Value• ($000) | |||||
| Powszechny Zaklad Ubezpieczen SA | 7,409,643 | 51,228 | ||||
| Bank Polska Kasa Opieki SA | 2,073,477 | 45,565 | ||||
| *,2 | Dino Polska SA | 628,916 | 40,686 | |||
| Polskie Gornictwo Naftowe i Gazownictwo SA | 22,721,517 | 31,834 | ||||
| LPP SA | 14,479 | 30,597 | ||||
| *,1,2 | Allegro.eu SA | 5,004,459 | 25,740 | |||
| Santander Bank Polska SA | 388,932 | 23,685 | ||||
| 1 | CD Projekt SA | 846,237 | 22,903 | |||
| * | PGE Polska Grupa Energetyczna SA | 9,593,378 | 21,335 | |||
| * | Grupa Lotos SA | 1,265,803 | 19,683 | |||
| Cyfrowy Polsat SA | 3,461,979 | 18,852 | ||||
| *,2 | Pepco Group NV | 1,409,100 | 13,160 | |||
| * | Orange Polska SA | 8,566,727 | 13,094 | |||
| Asseco Poland SA | 718,000 | 12,617 | ||||
| KRUK SA | 218,181 | 12,580 | ||||
| * | mBank SA | 172,696 | 11,559 | |||
| *,1 | Jastrzebska Spolka Weglowa SA | 667,111 | 10,105 | |||
| * | Alior Bank SA | 1,205,442 | 9,841 | |||
| * | Tauron Polska Energia SA | 12,153,861 | 9,140 | |||
| * | Bank Millennium SA | 7,791,985 | 8,827 | |||
| * | Enea SA | 2,692,029 | 5,814 | |||
| Bank Handlowy w Warszawie SA | 415,166 | 5,593 | ||||
| * | Grupa Azoty SA | 610,577 | 5,506 | |||
| *,1 | CCC SA | 370,629 | 4,334 | |||
| Warsaw Stock Exchange | 424,656 | 3,717 | ||||
| * | AmRest Holdings SE | 838,495 | 3,300 | |||
| Kernel Holding SA | 544,673 | 3,231 | ||||
| Ciech SA | 354,529 | 3,161 | ||||
| *,3 | CAPITEA SA | 560,985 | 475 | |||
| 677,730 | ||||||
| Portugal (0.1%) | ||||||
| EDP - Energias de Portugal SA | 36,513,102 | 170,175 | ||||
| Galp Energia SGPS SA | 6,658,253 | 81,042 | ||||
| Jeronimo Martins SGPS SA | 3,558,644 | 74,079 | ||||
| EDP Renovaveis SA | 3,112,001 | 73,652 | ||||
| * | Banco Comercial Portugues SA | 104,348,359 | 16,131 | |||
108
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| REN - Redes Energeticas Nacionais SGPS SA | 5,138,322 | 15,662 | ||||
| Sonae SGPS SA | 12,923,337 | 13,952 | ||||
| Navigator Co. SA | 3,363,031 | 13,796 | ||||
| NOS SGPS SA | 2,986,656 | 12,630 | ||||
| CTT-Correios de Portugal SA | 2,016,756 | 9,116 | ||||
| Altri SGPS SA | 946,616 | 6,282 | ||||
| Corticeira Amorim SGPS SA | 402,380 | 4,163 | ||||
| * | Greenvolt-Energias Renovaveis SA | 512,268 | 3,823 | |||
| 494,503 | ||||||
| Qatar (0.3%) | ||||||
| Qatar National Bank QPSC | 57,418,954 | 366,218 | ||||
| Industries Qatar QSC | 20,393,178 | 105,171 | ||||
| Qatar Islamic Bank SAQ | 14,915,108 | 100,252 | ||||
| Masraf Al Rayan QSC | 58,583,249 | 86,804 | ||||
| Commercial Bank PSQC | 25,522,123 | 53,652 | ||||
| Mesaieed Petrochemical Holding Co. | 55,921,810 | 39,554 | ||||
| Qatar Gas Transport Co. Ltd. | 35,320,122 | 33,141 | ||||
| Qatar Fuel QSC | 6,325,575 | 31,861 | ||||
| Qatar International Islamic Bank QSC | 9,538,212 | 30,181 | ||||
| Qatar Electricity & Water Co. QSC | 5,883,219 | 27,511 | ||||
| Qatar Aluminum Manufacturing Co. | 35,820,717 | 23,547 | ||||
| Barwa Real Estate Co. | 24,649,018 | 22,908 | ||||
| Ooredoo QPSC | 10,943,597 | 22,525 | ||||
| Doha Bank QPSC | 19,826,799 | 14,169 | ||||
| Qatar Insurance Co. SAQ | 20,449,494 | 13,767 | ||||
| Vodafone Qatar QSC | 19,300,512 | 8,745 | ||||
| United Development Co. QSC | 21,696,178 | 8,629 | ||||
| * | Ezdan Holding Group QSC | 20,333,212 | 7,346 | |||
| Al Meera Consumer Goods Co. QSC | 1,262,792 | 6,595 | ||||
| Shares | Market Value• ($000) | |||||
| * | Gulf International Services QSC | 11,514,143 | 6,138 | |||
| Medicare Group | 1,614,015 | 3,058 | ||||
| 1,011,772 | ||||||
| Romania (0.0%) | ||||||
| Banca Transilvania SA | 67,417,820 | 34,049 | ||||
| OMV Petrom SA | 162,524,636 | 16,539 | ||||
| Societatea Nationala Nuclearelectrica SA | 594,025 | 5,666 | ||||
| * | MED Life SA | 878,620 | 3,812 | |||
| One United Properties SA | 8,822,353 | 2,531 | ||||
| Teraplast SA | 13,100,150 | 2,107 | ||||
| 64,704 | ||||||
| Russia (0.0%) | ||||||
| 3 | VTB Bank PJSC | 65,333,888,711 | 9 | |||
| 3 | TGC-1 PJSC | 7,192,136,259 | 1 | |||
| 3 | Federal Grid Co. Unified Energy System PJSC | 3,807,787,542 | 1 | |||
| 3 | Sberbank of Russia PJSC | 131,579,417 | — | |||
| *,3 | Mechel PJSC ADR | 691,625 | — | |||
| 3 | Mobile TeleSystems PJSC ADR | 2,547,828 | — | |||
| 3 | Surgutneftegas PJSC ADR | 868,468 | — | |||
| 3 | Sistema PJSFC GDR | 1,268,701 | — | |||
| 3 | Novatek PJSC GDR | 230,174 | — | |||
| 3 | Novolipetsk Steel PJSC GDR | 977,419 | — | |||
| 3 | Rosneft Oil Co. PJSC GDR | 1,699,952 | — | |||
| 3 | Unipro PJSC | 159,150,678 | — | |||
| 3 | Severstal PAO GDR | 543,443 | — | |||
| 3 | Magnit PJSC GDR | 2,636,553 | — | |||
| 3 | PhosAgro PJSC | 7,476 | — | |||
| 3 | Mechel PJSC Preference Shares | 1,017,064 | — | |||
| 3 | OGK-2 PJSC | 282,563,407 | — | |||
| 3 | Polyus PJSC | 50,544 | — | |||
| 3 | Raspadskaya OJSC | 802,310 | — | |||
| 3 | RusHydro PJSC | 1,558,337,672 | — | |||
| *,3 | Aeroflot PJSC | 13,516,903 | — | |||
| 3 | Rostelecom PJSC | 12,792,702 | — | |||
| *,3 | Mechel PJSC | 1,344,496 | — | |||
| 3 | Tatneft PJSC | 15,352,037 | — | |||
109
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 3 | Rosseti Lenenergo PJSC Preference Shares | 912,167 | — | |||
| 3 | Novolipetsk Steel PJSC | 5,216,652 | — | |||
| 3 | Mobile TeleSystems PJSC | 6,090,423 | — | |||
| 3 | Magnit PJSC | 432,454 | — | |||
| 3 | Novatek PJSC | 11,419,424 | — | |||
| 3 | Gazprom PJSC | 135,012,958 | — | |||
| 3 | Mosenergo PJSC | 75,973,956 | — | |||
| 3 | Transneft PJSC Preference Shares | 20,177 | — | |||
| 3 | LUKOIL PJSC | 4,927,110 | — | |||
| 3 | M.Video PJSC | 692,424 | — | |||
| 3 | Rosneft Oil Co. PJSC | 13,328,065 | — | |||
| 3 | Magnitogorsk Iron & Steel Works PJSC | 27,346,793 | — | |||
| 3 | Tatneft PJSC Preference Shares | 1,942,172 | — | |||
| 3 | MMC Norilsk Nickel PJSC | 604,172 | — | |||
| 3 | ROSSETI PJSC | 419,261,133 | — | |||
| 3 | Inter RAO UES PJSC | 463,184,131 | — | |||
| *,3 | ENEL RUSSIA PJSC | 162,490,090 | — | |||
| *,3 | Bashneft PJSC | 215,214 | — | |||
| 3 | Sistema PJSFC | 12,679,841 | — | |||
| 3 | Severstal PAO | 1,964,967 | — | |||
| 3 | Surgutneftegas PJSC | 81,275,768 | — | |||
| 3 | Surgutneftegas PJSC Preference Shares | 101,260,284 | — | |||
| 3 | Alrosa PJSC | 32,391,627 | — | |||
| 3 | Moscow Exchange MICEX-RTS PJSC | 18,622,385 | — | |||
| 2,3 | Detsky Mir PJSC | 6,909,739 | — | |||
| 3 | MMC Norilsk Nickel PJSC ADR | 414,207 | — | |||
| 3 | Polyus PJSC GDR | 618,167 | — | |||
| 3 | Tatneft PJSC ADR | 601,213 | — | |||
| 3 | LSR Group PJSC Class A | 25,742 | — | |||
| *,3 | United Co. RUSAL International PJSC | 32,707,076 | — | |||
| 3 | Tatneft PJSC ADR (OOTC) | 74,923 | — | |||
| *,3 | Credit Bank of Moscow PJSC | 170,771,500 | — | |||
| 3 | Sovcomflot PJSC | 2,097,559 | — | |||
| Shares | Market Value• ($000) | |||||
| 3 | Novorossiysk Commercial Sea Port PJSC | 35,580,873 | — | |||
| 3 | Cherkizovo Group PJSC | 16,416 | — | |||
| 3 | Samolet Group | 109,996 | — | |||
| 3 | Bank St. Petersburg PJSC | 314,414 | — | |||
| 3 | IDGC of Centre & Volga Region PJSC | 45,593,366 | — | |||
| 2,3 | Segezha Group PJSC | 16,822,200 | — | |||
| *,3 | PhosAgro PJSC (Registered) GDR | 8,607 | — | |||
| *,3 | PhosAgro PJSC GDR | 1,336,330 | — | |||
| 11 | ||||||
| Saudi Arabia (1.3%) | ||||||
| Al Rajhi Bank | 15,834,185 | 741,770 | ||||
| Saudi National Bank | 28,342,345 | 594,051 | ||||
| Saudi Basic Industries Corp. | 11,626,161 | 402,749 | ||||
| 2 | Saudi Arabian Oil Co. | 32,884,998 | 392,969 | |||
| Saudi Telecom Co. | 9,271,909 | 285,116 | ||||
| Riyad Bank | 18,988,010 | 205,775 | ||||
| * | Saudi Arabian Mining Co. | 5,227,646 | 190,373 | |||
| Saudi British Bank | 12,946,082 | 153,699 | ||||
| Alinma Bank | 12,661,336 | 138,886 | ||||
| SABIC Agri-Nutrients Co. | 3,018,848 | 130,048 | ||||
| Banque Saudi Fransi | 7,582,083 | 108,941 | ||||
| * | Bank AlBilad | 6,308,004 | 86,443 | |||
| Arab National Bank | 8,552,850 | 80,002 | ||||
| * | Saudi Electricity Co. | 10,123,343 | 72,547 | |||
| Sahara International Petrochemical Co. | 4,627,021 | 69,311 | ||||
| * | ACWA Power Co. | 1,718,587 | 65,088 | |||
| Dr Sulaiman Al Habib Medical Services Group Co. | 1,186,906 | 62,998 | ||||
| Yanbu National Petrochemical Co. | 3,550,451 | 57,386 | ||||
| Etihad Etisalat Co. | 4,853,643 | 55,734 | ||||
| * | Saudi Kayan Petrochemical Co. | 9,544,065 | 47,012 | |||
110
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Saudi Industrial Investment Group | 5,242,023 | 45,441 | ||||
| Almarai Co. JSC | 3,237,527 | 44,621 | ||||
| Bank Al-Jazira | 5,170,550 | 43,218 | ||||
| Mouwasat Medical Services Co. | 613,734 | 39,208 | ||||
| Jarir Marketing Co. | 761,610 | 38,892 | ||||
| Saudi Investment Bank | 6,288,367 | 38,396 | ||||
| Bupa Arabia for Cooperative Insurance Co. | 739,649 | 32,650 | ||||
| * | Savola Group | 3,391,895 | 32,066 | |||
| Advanced Petrochemical Co. | 1,642,228 | 29,215 | ||||
| * | Saudi Research & Media Group | 417,482 | 29,156 | |||
| * | National Industrialization Co. | 4,187,795 | 22,571 | |||
| * | Rabigh Refining & Petrochemical Co. | 2,826,766 | 21,507 | |||
| * | Mobile Telecommunications Co. Saudi Arabia | 5,725,137 | 21,118 | |||
| * | Nahdi Medical Co. | 450,764 | 20,070 | |||
| * | Dar Al Arkan Real Estate Development Co. | 6,616,561 | 18,941 | |||
| * | Arabian Internet & Communications Services Co. | 277,748 | 17,865 | |||
| Abdullah Al Othaim Markets Co. | 568,447 | 16,882 | ||||
| * | Emaar Economic City | 5,577,858 | 16,174 | |||
| Southern Province Cement Co. | 874,491 | 15,488 | ||||
| Dallah Healthcare Co. | 480,843 | 15,268 | ||||
| Saudi Cement Co. | 958,703 | 14,698 | ||||
| Co. for Cooperative Insurance | 791,470 | 14,406 | ||||
| United Electronics Co. | 378,233 | 13,000 | ||||
| * | Saudi Airlines Catering Co. | 515,199 | 12,896 | |||
| Arabian Centres Co. Ltd. | 2,108,306 | 12,370 | ||||
| * | Yamama Cement Co. | 1,331,692 | 12,348 | |||
| Qassim Cement Co. | 550,613 | 11,784 | ||||
| Yanbu Cement Co. | 1,001,036 | 11,214 | ||||
| Shares | Market Value• ($000) | |||||
| * | Seera Group Holding | 1,927,098 | 11,192 | |||
| Al Hammadi Co. for Development & Investment | 824,549 | 10,675 | ||||
| * | Saudi Ground Services Co. | 1,164,509 | 10,612 | |||
| BinDawood Holding Co. | 385,686 | 10,536 | ||||
| Aldrees Petroleum & Transport Services Co. | 486,542 | 10,164 | ||||
| Leejam Sports Co. JSC | 331,230 | 9,724 | ||||
| Arriyadh Development Co. | 1,177,341 | 9,523 | ||||
| Saudia Dairy & Foodstuff Co. | 202,523 | 9,471 | ||||
| Saudi Pharmaceutical Industries & Medical Appliances Corp. | 790,730 | 7,533 | ||||
| Jadwa REIT Saudi Fund | 1,892,620 | 7,092 | ||||
| Saudi Ceramic Co. | 513,310 | 6,992 | ||||
| Arabian Cement Co. | 626,623 | 6,989 | ||||
| Eastern Province Cement Co. | 540,784 | 6,949 | ||||
| City Cement Co. | 922,357 | 6,863 | ||||
| * | Saudi Real Estate Co. | 1,154,548 | 6,781 | |||
| Astra Industrial Group | 494,394 | 6,483 | ||||
| National Gas & Industrialization Co. | 487,685 | 6,303 | ||||
| National Medical Care Co. | 298,095 | 6,210 | ||||
| * | Middle East Healthcare Co. | 610,050 | 5,810 | |||
| Najran Cement Co. | 1,179,770 | 5,732 | ||||
| United International Transportation Co. | 437,774 | 5,724 | ||||
| * | National Agriculture Development Co. | 637,093 | 5,402 | |||
| Saudi Chemical Co. Holding | 566,925 | 5,188 | ||||
| * | Methanol Chemicals Co. | 383,050 | 4,911 | |||
| * | Saudi Public Transport Co. | 770,921 | 4,379 | |||
| Northern Region Cement Co. | 1,195,425 | 4,295 | ||||
111
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Aseer Trading Tourism & Manufacturing Co. | 790,535 | 3,864 | |||
| * | Dur Hospitality Co. | 553,591 | 3,823 | |||
| * | Herfy Food Services Co. | 255,467 | 3,793 | |||
| Bawan Co. | 394,654 | 3,784 | ||||
| * | Al Jouf Cement Co. | 1,158,977 | 3,033 | |||
| * | Fawaz Abdulaziz Al Hokair & Co. | 827,732 | 2,968 | |||
| Hail Cement Co. | 759,885 | 2,894 | ||||
| * | Mediterranean & Gulf Insurance & Reinsurance Co. | 656,149 | 2,634 | |||
| Tabuk Cement Co. | 536,351 | 2,533 | ||||
| * | Zamil Industrial Investment Co. | 385,321 | 2,345 | |||
| * | Abdul Mohsen Al-Hokair Tourism & Development Co. | 495,341 | 2,024 | |||
| 4,827,589 | ||||||
| Singapore (0.9%) | ||||||
| DBS Group Holdings Ltd. | 23,356,199 | 566,636 | ||||
| Oversea-Chinese Banking Corp. Ltd. | 45,248,967 | 401,747 | ||||
| United Overseas Bank Ltd. | 16,725,003 | 358,020 | ||||
| Singapore Telecommunications Ltd. | 96,652,764 | 192,899 | ||||
| CapitaLand Integrated Commercial Trust | 62,081,406 | 104,023 | ||||
| * | Capitaland Investment Ltd. | 32,678,927 | 99,089 | |||
| Keppel Corp. Ltd. | 18,528,346 | 91,378 | ||||
| Ascendas REIT | 44,082,589 | 90,699 | ||||
| Wilmar International Ltd. | 27,292,105 | 86,999 | ||||
| Singapore Exchange Ltd. | 10,548,268 | 74,221 | ||||
| * | Singapore Airlines Ltd. | 16,417,234 | 64,711 | |||
| Singapore Technologies Engineering Ltd. | 19,780,559 | 58,256 | ||||
| Mapletree Logistics Trust | 40,875,450 | 52,497 | ||||
| Mapletree Industrial Trust | 23,474,579 | 44,111 | ||||
| * | Genting Singapore Ltd. | 74,651,018 | 43,342 | |||
| Venture Corp. Ltd. | 3,374,546 | 41,426 | ||||
| Shares | Market Value• ($000) | |||||
| Mapletree Commercial Trust | 28,263,350 | 38,012 | ||||
| Frasers Logistics & Commercial Trust | 36,021,874 | 37,512 | ||||
| City Developments Ltd. | 6,046,941 | 37,075 | ||||
| Suntec REIT | 27,571,936 | 36,424 | ||||
| Singapore Press Holdings Ltd. | 20,976,257 | 35,863 | ||||
| * | UOL Group Ltd. | 6,591,601 | 34,636 | |||
| ComfortDelGro Corp. Ltd. | 26,136,384 | 27,609 | ||||
| NetLink NBN Trust | 38,171,105 | 27,535 | ||||
| Jardine Cycle & Carriage Ltd. | 1,304,296 | 27,185 | ||||
| * | SATS Ltd. | 8,255,476 | 26,955 | |||
| Mapletree North Asia Commercial Trust | 30,450,111 | 26,299 | ||||
| Frasers Centrepoint Trust | 14,631,772 | 25,767 | ||||
| Keppel DC REIT | 16,944,438 | 25,261 | ||||
| Sembcorp Industries Ltd. | 11,903,796 | 25,210 | ||||
| Keppel REIT | 28,097,500 | 24,616 | ||||
| Ascott Residence Trust | 25,572,129 | 21,245 | ||||
| Golden Agri-Resources Ltd. | 83,218,478 | 19,443 | ||||
| Keppel Infrastructure Trust | 46,826,567 | 18,697 | ||||
| Parkway Life REIT | 4,878,640 | 16,999 | ||||
| Haw Par Corp. Ltd. | 1,978,814 | 16,655 | ||||
| Hutchison Port Holdings Trust | 65,571,202 | 15,629 | ||||
| * | Sembcorp Marine Ltd. | 199,194,530 | 15,619 | |||
| Manulife US REIT | 19,943,121 | 12,425 | ||||
| CapitaLand China Trust | 14,522,410 | 12,202 | ||||
| AEM Holdings Ltd. | 3,406,831 | 11,667 | ||||
| Olam Group Ltd. | 9,215,486 | 11,262 | ||||
| Raffles Medical Group Ltd. | 12,536,012 | 10,825 | ||||
| First Resources Ltd. | 6,704,031 | 10,225 | ||||
| Singapore Post Ltd. | 19,810,080 | 10,173 | ||||
| CDL Hospitality Trusts | 10,506,390 | 10,098 | ||||
| Ascendas India Trust | 11,072,921 | 10,005 | ||||
| ESR-REIT | 34,221,994 | 9,598 | ||||
| Lendlease Global Commercial REIT | 16,664,659 | 9,519 | ||||
112
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| ARA LOGOS Logistics Trust | 16,203,822 | 9,189 | ||||
| Cromwell European REIT | 3,755,562 | 9,116 | ||||
| Keppel Pacific Oak US REIT | 11,672,038 | 8,453 | ||||
| 3 | SPH REIT | 10,992,647 | 7,756 | |||
| AIMS APAC REIT | 7,512,689 | 7,682 | ||||
| OUE Commercial REIT | 25,174,734 | 7,525 | ||||
| Starhill Global REIT | 17,087,041 | 7,315 | ||||
| iFAST Corp. Ltd. | 1,991,700 | 7,152 | ||||
| StarHub Ltd. | 7,847,939 | 7,118 | ||||
| Sheng Siong Group Ltd. | 5,731,853 | 6,329 | ||||
| * | SIA Engineering Co. Ltd. | 2,879,346 | 5,530 | |||
| Prime US REIT | 7,202,658 | 5,306 | ||||
| UMS Holdings Ltd. | 5,824,300 | 4,959 | ||||
| Wing Tai Holdings Ltd. | 3,928,295 | 4,930 | ||||
| Riverstone Holdings Ltd. | 7,006,599 | 4,874 | ||||
| Far East Hospitality Trust | 9,446,875 | 4,551 | ||||
| Nanofilm Technologies International Ltd. | 2,354,277 | 4,544 | ||||
| Thomson Medical Group Ltd. | 68,491,981 | 3,985 | ||||
| Sabana Industrial REIT | 11,540,125 | 3,780 | ||||
| First REIT | 11,816,933 | 2,671 | ||||
| Silverlake Axis Ltd. | 11,189,797 | 2,603 | ||||
| *,3 | Best World International Ltd. | 2,596,432 | 2,553 | |||
| * | Lippo Malls Indonesia Retail Trust | 57,058,638 | 2,458 | |||
| * | COSCO SHIPPING International Singapore Co. Ltd. | 10,616,626 | 1,878 | |||
| Bumitama Agri Ltd. | 3,227,391 | 1,809 | ||||
| Asian Pay Television Trust | 17,085,902 | 1,630 | ||||
| *,3 | Eagle Hospitality Trust | 11,225,800 | 1,538 | |||
| * | Yoma Strategic Holdings Ltd. | 13,403,037 | 1,465 | |||
| *,1,3 | Ezra Holdings Ltd. | 20,298,532 | 161 | |||
| *,1,3 | Hyflux Ltd. | 7,030,168 | — | |||
| *,1 | Ezion Holdings Ltd. Warrants Exp. 4/16/23 | 12,879,086 | — | |||
| 3,207,159 | ||||||
| Shares | Market Value• ($000) | |||||
| South Africa (1.1%) | ||||||
| Naspers Ltd. | 2,737,186 | 276,062 | ||||
| FirstRand Ltd. | 63,580,775 | 273,822 | ||||
| MTN Group Ltd. | 23,301,492 | 247,135 | ||||
| Standard Bank Group Ltd. | 17,399,539 | 184,392 | ||||
| * | Sasol Ltd. | 7,221,733 | 176,910 | |||
| Gold Fields Ltd. | 11,286,630 | 152,929 | ||||
| 1 | Capitec Bank Holdings Ltd. | 1,074,705 | 150,018 | |||
| Impala Platinum Holdings Ltd. | 10,526,876 | 136,170 | ||||
| Sibanye Stillwater Ltd. | 36,042,855 | 124,696 | ||||
| AngloGold Ashanti Ltd. | 5,408,226 | 110,750 | ||||
| 1 | Absa Group Ltd. | 9,999,606 | 108,031 | |||
| Sanlam Ltd. | 22,773,706 | 94,341 | ||||
| Shoprite Holdings Ltd. | 6,362,263 | 91,897 | ||||
| 1 | Bid Corp. Ltd. | 4,331,423 | 90,960 | |||
| Anglo American Platinum Ltd. | 769,223 | 85,032 | ||||
| 1 | Nedbank Group Ltd. | 5,459,405 | 76,237 | |||
| Vodacom Group Ltd. | 7,781,847 | 74,743 | ||||
| Clicks Group Ltd. | 3,184,476 | 62,669 | ||||
| *,1 | Discovery Ltd. | 6,457,174 | 61,999 | |||
| 1 | Bidvest Group Ltd. | 4,400,561 | 60,326 | |||
| 1 | Remgro Ltd. | 6,660,837 | 59,833 | |||
| * | Northam Platinum Holdings Ltd. | 4,770,807 | 56,865 | |||
| Aspen Pharmacare Holdings Ltd. | 4,977,485 | 53,259 | ||||
| 1 | Woolworths Holdings Ltd. | 12,328,972 | 46,154 | |||
| 1 | Exxaro Resources Ltd. | 3,200,951 | 45,742 | |||
| Mr Price Group Ltd. | 3,313,732 | 44,915 | ||||
| 1 | Growthpoint Properties Ltd. | 43,860,850 | 39,215 | |||
| MultiChoice Group | 4,730,410 | 38,589 | ||||
| 1 | Old Mutual Ltd. (AQXE) | 47,260,668 | 37,901 | |||
| Foschini Group Ltd. | 4,156,751 | 36,418 | ||||
| NEPI Rockcastle plc | 5,879,647 | 35,975 | ||||
| Reinet Investments SCA | 1,771,538 | 35,932 | ||||
| Harmony Gold Mining Co. Ltd. | 6,836,651 | 27,872 | ||||
| 2 | Pepkor Holdings Ltd. | 20,511,609 | 27,659 | |||
| * | Sappi Ltd. | 7,425,823 | 27,187 | |||
113
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Thungela Resources Ltd. | 1,545,439 | 26,402 | |||
| SPAR Group Ltd. | 2,506,399 | 26,291 | ||||
| Redefine Properties Ltd. | 91,275,769 | 25,237 | ||||
| Life Healthcare Group Holdings Ltd. | 17,985,986 | 24,417 | ||||
| Transaction Capital Ltd. | 7,449,862 | 23,895 | ||||
| Kumba Iron Ore Ltd. | 716,914 | 23,800 | ||||
| African Rainbow Minerals Ltd. | 1,407,078 | 23,281 | ||||
| Investec Ltd. | 3,756,851 | 22,780 | ||||
| Tiger Brands Ltd. | 2,172,633 | 21,352 | ||||
| AVI Ltd. | 4,334,706 | 18,805 | ||||
| Truworths International Ltd. | 5,167,940 | 18,438 | ||||
| Barloworld Ltd. | 2,535,148 | 18,305 | ||||
| Netcare Ltd. | 18,848,978 | 18,105 | ||||
| 1 | Momentum Metropolitan Holdings | 16,607,059 | 17,646 | |||
| 1 | Rand Merchant Investment Holdings Ltd. | 9,790,503 | 16,825 | |||
| Pick n Pay Stores Ltd. | 4,438,821 | 16,172 | ||||
| Resilient REIT Ltd. | 4,220,892 | 15,484 | ||||
| Motus Holdings Ltd. | 2,100,934 | 15,195 | ||||
| * | PSG Group Ltd. | 2,084,429 | 12,599 | |||
| Equites Property Fund Ltd. | 9,290,155 | 12,473 | ||||
| 2 | Dis-Chem Pharmacies Ltd. | 5,026,533 | 12,257 | |||
| Fortress REIT Ltd. Class A (XJSE) | 15,186,788 | 11,951 | ||||
| * | Distell Group Holdings Ltd. | 1,062,460 | 11,641 | |||
| * | Telkom SA SOC Ltd. | 3,787,773 | 11,415 | |||
| Omnia Holdings Ltd. | 2,126,896 | 11,220 | ||||
| KAP Industrial Holdings Ltd. | 32,734,873 | 10,582 | ||||
| Royal Bafokeng Platinum Ltd. | 1,057,210 | 10,562 | ||||
| Hyprop Investments Ltd. | 4,443,372 | 10,101 | ||||
| Coronation Fund Managers Ltd. | 3,523,272 | 9,280 | ||||
| Santam Ltd. | 505,375 | 9,278 | ||||
| 1 | Old Mutual Ltd. | 11,207,262 | 8,991 | |||
| Super Group Ltd. | 4,882,453 | 8,280 | ||||
| Vukile Property Fund Ltd. | 9,493,455 | 8,041 | ||||
| Shares | Market Value• ($000) | |||||
| AECI Ltd. | 1,241,096 | 8,008 | ||||
| JSE Ltd. | 1,090,107 | 7,695 | ||||
| MAS P.L.C. | 4,962,581 | 6,641 | ||||
| Ninety One Ltd. | 2,010,684 | 6,464 | ||||
| Advtech Ltd. | 5,728,757 | 6,461 | ||||
| DataTec Ltd. | 2,443,589 | 6,064 | ||||
| * | Steinhoff International Holdings NV (XJSE) | 34,652,570 | 5,714 | |||
| Reunert Ltd. | 1,899,863 | 5,299 | ||||
| Raubex Group Ltd. | 1,801,918 | 4,798 | ||||
| DRDGOLD Ltd. | 5,455,556 | 4,444 | ||||
| Astral Foods Ltd. | 450,357 | 4,337 | ||||
| * | Sun International Ltd. | 2,347,668 | 4,257 | |||
| SA Corporate Real Estate Ltd. | 28,710,616 | 4,058 | ||||
| * | Famous Brands Ltd. | 1,001,698 | 4,046 | |||
| Cashbuild Ltd. | 225,457 | 4,035 | ||||
| * | Tsogo Sun Gaming Ltd. | 5,357,213 | 3,786 | |||
| Long4Life Ltd. | 9,561,031 | 3,666 | ||||
| Investec Property Fund Ltd. | 4,680,473 | 3,646 | ||||
| * | Massmart Holdings Ltd. | 1,318,469 | 3,481 | |||
| * | Attacq Ltd. | 7,581,695 | 3,249 | |||
| *,1 | Steinhoff International Holdings NV (XETR) | 19,211,203 | 3,175 | |||
| 1 | Brait plc | 11,470,719 | 3,080 | |||
| 1 | Adcock Ingram Holdings Ltd. | 900,911 | 3,053 | |||
| * | Fortress REIT Ltd. Class B (XJSE) | 14,575,903 | 3,048 | |||
| Wilson Bayly Holmes-Ovcon Ltd. | 618,320 | 2,919 | ||||
| Emira Property Fund Ltd. | 3,808,581 | 2,613 | ||||
| Alexander Forbes Group Holdings Ltd. | 8,669,080 | 2,566 | ||||
| * | Blue Label Telecoms Ltd. | 7,059,433 | 2,507 | |||
| Hudaco Industries Ltd. | 267,459 | 2,502 | ||||
| Curro Holdings Ltd. | 2,716,888 | 1,801 | ||||
114
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Zeder Investments Ltd. | 7,901,408 | 1,538 | ||||
| * | Thungela Resources Ltd. (XJSE) | 48,979 | 838 | |||
| 3,913,525 | ||||||
| South Korea (3.6%) | ||||||
| Samsung Electronics Co. Ltd. | 61,126,993 | 3,257,676 | ||||
| SK Hynix Inc. | 6,687,076 | 585,976 | ||||
| Samsung Electronics Co. Ltd. Preference Shares | 10,613,854 | 497,616 | ||||
| NAVER Corp. | 1,761,015 | 392,282 | ||||
| Samsung SDI Co. Ltd. | 684,635 | 326,129 | ||||
| Hyundai Motor Co. | 1,784,697 | 258,938 | ||||
| LG Chem Ltd. | 601,942 | 246,535 | ||||
| Kakao Corp. | 3,520,985 | 245,953 | ||||
| KB Financial Group Inc. | 4,999,573 | 232,601 | ||||
| Kia Corp. | 3,316,207 | 217,511 | ||||
| Shinhan Financial Group Co. Ltd. | 6,437,039 | 213,868 | ||||
| 1 | Celltrion Inc. | 1,393,826 | 192,870 | |||
| POSCO Holdings Inc. | 834,346 | 190,504 | ||||
| Hana Financial Group Inc. | 3,744,035 | 139,004 | ||||
| 1 | Hyundai Mobis Co. Ltd. | 812,006 | 132,103 | |||
| LG Electronics Inc. | 1,419,322 | 128,544 | ||||
| *,2 | Samsung Biologics Co. Ltd. | 183,404 | 120,971 | |||
| 1 | HMM Co. Ltd. | 5,449,909 | 120,801 | |||
| * | SK Innovation Co. Ltd. | 699,205 | 111,283 | |||
| Samsung C&T Corp. | 1,085,063 | 98,170 | ||||
| SK Inc. | 463,523 | 97,313 | ||||
| Woori Financial Group Inc. | 8,225,905 | 95,301 | ||||
| 1 | Samsung Electro-Mechanics Co. Ltd. | 713,330 | 92,330 | |||
| KT&G Corp. | 1,397,722 | 91,787 | ||||
| LG Household & Health Care Ltd. | 117,574 | 84,204 | ||||
| *,1 | Doosan Enerbility | 4,576,250 | 72,809 | |||
| NCSoft Corp. | 215,402 | 71,334 | ||||
| *,1 | Krafton Inc. | 359,192 | 70,562 | |||
| Samsung Fire & Marine Insurance Co. Ltd. | 424,219 | 70,318 | ||||
| Shares | Market Value• ($000) | |||||
| LG Corp. | 1,146,614 | 66,215 | ||||
| 1 | Amorepacific Corp. | 423,904 | 60,324 | |||
| *,1 | KakaoBank Corp. | 1,776,343 | 58,714 | |||
| Korea Zinc Co. Ltd. | 127,388 | 58,157 | ||||
| Hyundai Motor Co. Preference Shares | 754,942 | 56,397 | ||||
| * | Korean Air Lines Co. Ltd. | 2,243,285 | 52,858 | |||
| * | SK Square Co. Ltd. | 1,266,810 | 52,325 | |||
| Samsung SDS Co. Ltd. | 448,039 | 52,213 | ||||
| * | Korea Electric Power Corp. | 2,749,455 | 50,173 | |||
| 1 | LG Innotek Co. Ltd. | 181,711 | 49,305 | |||
| 1 | Celltrion Healthcare Co. Ltd. | 955,381 | 48,114 | |||
| *,1 | L&F Co. Ltd. | 275,328 | 46,581 | |||
| *,1 | HYBE Co. Ltd. | 234,936 | 46,139 | |||
| 1 | S-Oil Corp. | 525,868 | 43,025 | |||
| 1 | Samsung Life Insurance Co. Ltd. | 836,138 | 42,984 | |||
| * | Samsung Engineering Co. Ltd. | 2,042,293 | 41,669 | |||
| 1 | Ecopro BM Co. Ltd. | 112,320 | 41,496 | |||
| Coway Co. Ltd. | 725,731 | 40,648 | ||||
| * | Korea Shipbuilding & Offshore Engineering Co. Ltd. | 557,279 | 40,088 | |||
| Hyundai Glovis Co. Ltd. | 237,630 | 38,933 | ||||
| *,1 | Samsung Heavy Industries Co. Ltd. | 7,969,912 | 38,043 | |||
| 1 | LG Display Co. Ltd. | 2,901,581 | 37,913 | |||
| 1 | POSCO Chemical Co. Ltd. | 352,045 | 37,191 | |||
| 1 | Mirae Asset Securities Co. Ltd. | 5,382,341 | 34,047 | |||
| CJ CheilJedang Corp. | 105,465 | 33,166 | ||||
| Hyundai Steel Co. | 971,588 | 33,016 | ||||
| *,1,2 | SK IE Technology Co. Ltd. | 330,284 | 32,534 | |||
| SK Telecom Co. Ltd. | 715,806 | 32,289 | ||||
115
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Hyundai Engineering & Construction Co. Ltd. | 922,682 | 32,098 | ||||
| * | Hanwha Solutions Corp. | 1,266,702 | 31,837 | |||
| DB Insurance Co. Ltd. | 584,490 | 31,216 | ||||
| 1 | Yuhan Corp. | 647,788 | 31,207 | |||
| LG Uplus Corp. | 2,758,542 | 30,474 | ||||
| HD Hyundai Co. Ltd. | 650,878 | 29,889 | ||||
| 1 | Lotte Chemical Corp. | 192,204 | 29,665 | |||
| Industrial Bank of Korea | 3,343,005 | 29,662 | ||||
| * | Kangwon Land Inc. | 1,384,474 | 29,094 | |||
| SKC Co. Ltd. | 243,459 | 28,455 | ||||
| Korea Aerospace Industries Ltd. | 824,616 | 28,432 | ||||
| 1 | Korea Investment Holdings Co. Ltd. | 506,949 | 28,106 | |||
| 1 | Kumho Petrochemical Co. Ltd. | 228,938 | 27,682 | |||
| *,1 | HLB Inc. | 1,132,134 | 27,556 | |||
| E-MART Inc. | 264,003 | 27,319 | ||||
| *,1 | SK Bioscience Co. Ltd. | 257,113 | 27,171 | |||
| 1 | GS Engineering & Construction Corp. | 816,793 | 26,897 | |||
| Hankook Tire & Technology Co. Ltd. | 946,952 | 25,991 | ||||
| 1 | Samsung Securities Co. Ltd. | 825,667 | 25,787 | |||
| 1 | Hotel Shilla Co. Ltd. | 405,219 | 25,787 | |||
| Meritz Fire & Marine Insurance Co. Ltd. | 734,810 | 25,709 | ||||
| Hanmi Pharm Co. Ltd. | 97,168 | 23,988 | ||||
| BNK Financial Group Inc. | 3,862,499 | 23,955 | ||||
| 1 | DB HiTek Co. Ltd. | 446,852 | 23,437 | |||
| GS Holdings Corp. | 670,662 | 23,167 | ||||
| F&F Co. Ltd. | 207,373 | 22,894 | ||||
| *,1 | SK Biopharmaceuticals Co. Ltd. | 311,932 | 22,534 | |||
| *,1 | Pearl Abyss Corp. | 401,398 | 21,376 | |||
| Orion Corp. | 280,376 | 20,898 | ||||
| 1 | Hansol Chemical Co. Ltd. | 105,946 | 20,384 | |||
| Shares | Market Value• ($000) | |||||
| *,1 | Hyundai Heavy Industries Co. Ltd. | 185,106 | 20,307 | |||
| 1 | Hyundai Marine & Fire Insurance Co. Ltd. | 774,352 | 19,958 | |||
| 1 | OCI Co. Ltd. | 237,198 | 19,595 | |||
| LG Chem Ltd. Preference Shares | 98,083 | 19,347 | ||||
| 1 | Meritz Securities Co. Ltd. | 3,691,772 | 19,085 | |||
| Hanwha Aerospace Co. Ltd. | 449,525 | 18,812 | ||||
| Hanon Systems | 2,070,881 | 18,532 | ||||
| 1 | DL E&C Co. Ltd. | 387,944 | 18,246 | |||
| 1 | Cheil Worldwide Inc. | 909,235 | 18,153 | |||
| *,1 | Celltrion Pharm Inc. | 247,193 | 17,966 | |||
| 1 | Mando Corp. | 419,195 | 17,784 | |||
| 1 | SK Chemicals Co. Ltd. | 177,944 | 17,748 | |||
| Hanwha Corp. | 738,420 | 17,445 | ||||
| Shinsegae Inc. | 88,821 | 17,307 | ||||
| *,1 | Hyundai Mipo Dockyard Co. Ltd. | 258,219 | 16,951 | |||
| 1 | Fila Holdings Corp. | 663,275 | 16,947 | |||
| *,1 | Kakao Games Corp. | 354,274 | 16,573 | |||
| 1 | LEENO Industrial Inc. | 118,840 | 16,473 | |||
| NH Investment & Securities Co. Ltd. | 1,917,344 | 16,364 | ||||
| 1,2 | Netmarble Corp. | 216,591 | 16,281 | |||
| 1 | JYP Entertainment Corp. | 349,487 | 16,213 | |||
| *,1 | Alteogen Inc. | 357,250 | 16,111 | |||
| SD Biosensor Inc. | 449,258 | 16,072 | ||||
| 1 | Ecopro Co. Ltd. | 231,393 | 15,253 | |||
| 1 | AMOREPACIFIC Group | 380,903 | 14,985 | |||
| 1 | KCC Corp. | 55,855 | 14,892 | |||
| 1 | Iljin Materials Co. Ltd. | 217,219 | 14,885 | |||
| 1 | Hyosung Advanced Materials Corp. | 39,689 | 14,774 | |||
| 1 | Youngone Corp. | 391,573 | 14,758 | |||
| 1 | LOTTE Fine Chemical Co. Ltd. | 225,084 | 14,450 | |||
| DGB Financial Group Inc. | 2,042,019 | 14,394 | ||||
| *,1 | Hyundai Rotem Co. Ltd. | 957,928 | 14,278 | |||
116
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | WONIK IPS Co. Ltd. | 454,618 | 14,235 | |||
| 1 | S-1 Corp. | 252,390 | 13,752 | |||
| JB Financial Group Co. Ltd. | 1,929,855 | 13,651 | ||||
| CJ ENM Co. Ltd. | 133,167 | 13,375 | ||||
| 1 | KIWOOM Securities Co. Ltd. | 175,913 | 13,128 | |||
| *,1 | Daewoo Shipbuilding & Marine Engineering Co. Ltd. | 618,530 | 12,752 | |||
| *,1 | Hanjin Kal Corp. | 279,027 | 12,618 | |||
| 1 | Wemade Co. Ltd. | 212,640 | 12,617 | |||
| 1 | Pan Ocean Co. Ltd. | 2,403,897 | 12,566 | |||
| * | Daewoo Engineering & Construction Co. Ltd. | 2,357,161 | 12,496 | |||
| 1 | Hyosung TNC Corp. | 38,642 | 12,486 | |||
| Posco International Corp. | 633,957 | 12,312 | ||||
| 1 | CS Wind Corp. | 261,365 | 12,228 | |||
| 1 | Seegene Inc. | 379,383 | 12,030 | |||
| 1 | Chunbo Co. Ltd. | 55,325 | 12,012 | |||
| CJ Corp. | 174,076 | 11,893 | ||||
| 1 | Koh Young Technology Inc. | 778,201 | 11,786 | |||
| 1 | GS Retail Co. Ltd. | 517,643 | 11,717 | |||
| 1 | LX Semicon Co. Ltd. | 112,451 | 11,603 | |||
| BGF retail Co. Ltd. | 80,961 | 11,581 | ||||
| 1 | SM Entertainment Co. Ltd. | 216,800 | 11,559 | |||
| 1 | Hyundai Department Store Co. Ltd. | 193,791 | 11,534 | |||
| * | Wysiwyg Studios Co. Ltd. | 444,613 | 11,513 | |||
| 1 | Hite Jinro Co. Ltd. | 390,651 | 11,494 | |||
| Kolon Industries Inc. | 235,774 | 11,484 | ||||
| * | CosmoAM&T Co. Ltd. | 256,606 | 11,186 | |||
| *,1 | Korea Electric Power Corp. ADR | 1,250,450 | 11,104 | |||
| 1 | Dongjin Semichem Co. Ltd. | 375,343 | 11,061 | |||
| Korea Gas Corp. | 336,528 | 11,000 | ||||
| LS Corp. | 236,636 | 10,745 | ||||
| Lotte Shopping Co. Ltd. | 144,627 | 10,713 | ||||
| 1 | Dongkuk Steel Mill Co. Ltd. | 730,721 | 10,685 | |||
| Shares | Market Value• ($000) | |||||
| 1 | Meritz Financial Group Inc. | 355,878 | 10,660 | |||
| * | CJ Logistics Corp. | 109,516 | 10,605 | |||
| Soulbrain Co. Ltd. | 54,245 | 10,432 | ||||
| *,1 | LG Energy Solution | 31,378 | 10,418 | |||
| *,1 | Doosan Fuel Cell Co. Ltd. | 382,310 | 10,387 | |||
| 1 | Green Cross Corp. | 69,966 | 10,385 | |||
| 1 | Hyundai Wia Corp. | 202,659 | 10,347 | |||
| 1 | Samsung Card Co. Ltd. | 390,129 | 10,334 | |||
| 1 | Hanwha Systems Co. Ltd. | 838,110 | 10,310 | |||
| Daeduck Electronics Co. Ltd. | 432,879 | 10,274 | ||||
| *,1 | Hyundai Bioscience Co. Ltd. | 449,568 | 10,199 | |||
| 1 | Doosan Bobcat Inc. | 313,200 | 10,177 | |||
| *,1 | Shin Poong Pharmaceutical Co. Ltd. | 424,709 | 10,130 | |||
| ESR Kendall Square REIT Co. Ltd. | 1,728,046 | 10,078 | ||||
| 1 | NongShim Co. Ltd. | 41,963 | 10,028 | |||
| *,1 | KMW Co. Ltd. | 379,508 | 9,772 | |||
| 1 | Eo Technics Co. Ltd. | 109,001 | 9,552 | |||
| 1 | Foosung Co. Ltd. | 641,769 | 9,497 | |||
| 1 | Lotte Corp. | 351,355 | 9,479 | |||
| People & Technology Inc. | 239,220 | 9,420 | ||||
| 1 | KEPCO Engineering & Construction Co. Inc. | 160,235 | 9,196 | |||
| *,1 | Hyundai Doosan Infracore Co. Ltd. | 1,764,348 | 9,127 | |||
| Hyundai Elevator Co. Ltd. | 324,860 | 9,122 | ||||
| 1 | SSANGYONG C&E Co. Ltd. | 1,383,697 | 9,081 | |||
| 1 | SIMMTECH Co. Ltd. | 235,290 | 9,068 | |||
| * | SOLUM Co. Ltd. | 464,693 | 9,000 | |||
| 1 | Com2uSCorp | 119,877 | 8,907 | |||
| 1 | LIG Nex1 Co. Ltd. | 137,028 | 8,865 | |||
| 1 | ST Pharm Co. Ltd. | 114,181 | 8,763 | |||
| 1 | LX International Corp. | 287,045 | 8,753 | |||
| *,1 | Chabiotech Co. Ltd. | 589,413 | 8,659 | |||
117
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Daewoong Pharmaceutical Co. Ltd. | 60,075 | 8,643 | ||||
| * | Hanwha Life Insurance Co. Ltd. | 3,660,203 | 8,482 | |||
| 1 | Dongsuh Cos. Inc. | 401,203 | 8,474 | |||
| Korean Reinsurance Co. | 1,098,507 | 8,405 | ||||
| 1 | KEPCO Plant Service & Engineering Co. Ltd. | 279,561 | 8,362 | |||
| 1 | Dawonsys Co. Ltd. | 358,870 | 8,321 | |||
| * | HLB Life Science Co. Ltd. | 1,021,510 | 8,288 | |||
| 1 | Solus Advanced Materials Co. Ltd. | 147,437 | 8,284 | |||
| Chong Kun Dang Pharmaceutical Corp. | 105,731 | 8,261 | ||||
| DL Holdings Co. Ltd. | 167,652 | 8,171 | ||||
| *,1 | Naturecell Co. Ltd. | 609,415 | 8,117 | |||
| 1 | SFA Engineering Corp. | 257,548 | 8,060 | |||
| 1 | Daejoo Electronic Materials Co. Ltd. | 124,759 | 8,050 | |||
| * | GeneOne Life Science Inc. | 916,455 | 8,022 | |||
| LG Household & Health Care Ltd. Preference Shares | 20,353 | 8,011 | ||||
| *,1 | Genexine Inc. | 250,333 | 7,928 | |||
| 1 | Hyosung Corp. | 120,126 | 7,867 | |||
| 1 | Kolmar Korea Co. Ltd. | 212,442 | 7,857 | |||
| *,1 | Paradise Co. Ltd. | 599,600 | 7,810 | |||
| *,1 | Hana Tour Service Inc. | 119,787 | 7,782 | |||
| AfreecaTV Co. Ltd. | 90,662 | 7,771 | ||||
| *,1 | Hugel Inc. | 78,549 | 7,733 | |||
| LS Electric Co. Ltd. | 205,299 | 7,711 | ||||
| 1 | Hanssem Co. Ltd. | 123,902 | 7,660 | |||
| 1 | IS Dongseo Co. Ltd. | 181,245 | 7,628 | |||
| MegaStudyEdu Co. Ltd. | 101,076 | 7,592 | ||||
| Douzone Bizon Co. Ltd. | 235,800 | 7,548 | ||||
| 1 | Hanmi Science Co. Ltd. | 184,607 | 7,444 | |||
| 1 | Jusung Engineering Co. Ltd. | 433,454 | 7,198 | |||
| *,1 | LegoChem Biosciences Inc. | 214,190 | 7,185 | |||
| Shares | Market Value• ($000) | |||||
| *,1 | Hanall Biopharma Co. Ltd. | 492,712 | 7,107 | |||
| LG Electronics Inc. Preference Shares | 154,857 | 7,097 | ||||
| SK Networks Co. Ltd. | 1,850,632 | 7,065 | ||||
| *,1 | Helixmith Co. Ltd. | 424,474 | 7,030 | |||
| 1 | Cosmax Inc. | 104,382 | 7,018 | |||
| 1 | HDC Hyundai Development Co-Engineering & Construction | 592,499 | 6,998 | |||
| * | Asiana Airlines Inc. | 440,179 | 6,954 | |||
| Hanmi Semiconductor Co. Ltd. | 580,218 | 6,888 | ||||
| Lotte Chilsung Beverage Co. Ltd. | 47,148 | 6,757 | ||||
| *,1 | Oscotec Inc. | 314,405 | 6,710 | |||
| * | NHN Corp. | 242,802 | 6,702 | |||
| *,1 | Taihan Electric Wire Co. Ltd. | 4,621,569 | 6,582 | |||
| *,1 | Bioneer Corp. | 274,105 | 6,565 | |||
| 1 | Ottogi Corp. | 17,655 | 6,548 | |||
| Poongsan Corp. | 259,502 | 6,536 | ||||
| 1 | PI Advanced Materials Co. Ltd. | 173,181 | 6,526 | |||
| *,1 | CJ CGV Co. Ltd. | 300,693 | 6,499 | |||
| *,1 | Medytox Inc. | 60,077 | 6,439 | |||
| 1 | Innox Advanced Materials Co. Ltd. | 165,658 | 6,408 | |||
| 1 | Green Cross Holdings Corp. | 367,789 | 6,394 | |||
| 1 | HK inno N Corp. | 200,202 | 6,366 | |||
| 1 | Sebang Global Battery Co. Ltd. | 106,708 | 6,364 | |||
| LOTTE Reit Co. Ltd. | 1,345,482 | 6,354 | ||||
| 1 | Daewoong Co. Ltd. | 267,471 | 6,344 | |||
| 1 | BH Co. Ltd. | 298,642 | 6,344 | |||
| *,1 | Eubiologics Co. Ltd. | 418,800 | 6,274 | |||
| *,1 | Myoung Shin Industrial Co. Ltd. | 355,711 | 6,261 | |||
| JR Global REIT | 1,336,294 | 6,250 | ||||
| * | Hana Micron Inc. | 446,394 | 6,230 | |||
| *,1 | ABLBio Inc. | 314,589 | 6,219 | |||
| 1 | NICE Information Service Co. Ltd. | 427,228 | 6,208 | |||
| * | Pharmicell Co. Ltd. | 694,271 | 6,208 | |||
| *,1 | Sam Chun Dang Pharm Co. Ltd. | 175,286 | 6,195 | |||
| 1 | Ahnlab Inc. | 75,256 | 6,168 | |||
| *,1 | Kumho Tire Co. Inc. | 1,815,369 | 6,166 | |||
118
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | Tokai Carbon Korea Co. Ltd. | 55,423 | 6,162 | |||
| *,1 | Creative & Innovative System | 589,072 | 6,150 | |||
| 1 | YG Entertainment Inc. | 137,793 | 6,120 | |||
| 1 | Eugene Technology Co. Ltd. | 176,398 | 5,933 | |||
| 1 | Zinus Inc. | 115,464 | 5,885 | |||
| 1 | PharmaResearch Co. Ltd. | 80,569 | 5,881 | |||
| * | NKMax Co. Ltd. | 356,027 | 5,854 | |||
| Hyundai Autoever Corp. | 55,797 | 5,845 | ||||
| Harim Holdings Co. Ltd. | 674,293 | 5,807 | ||||
| Amorepacific Corp. Preference Shares | 94,916 | 5,705 | ||||
| *,1 | Amicogen Inc. | 227,551 | 5,696 | |||
| 1 | Taekwang Industrial Co. Ltd. | 7,059 | 5,677 | |||
| 1 | Doosan Co. Ltd. | 80,779 | 5,663 | |||
| Innocean Worldwide Inc. | 146,157 | 5,634 | ||||
| KCC Glass Corp. | 115,230 | 5,615 | ||||
| Ecopro HN Co. Ltd. | 143,313 | 5,578 | ||||
| *,1 | GC Cell Corp. | 105,862 | 5,551 | |||
| * | TY Holdings Co. Ltd. | 269,158 | 5,391 | |||
| 1 | Osstem Implant Co. Ltd. | 59,513 | 5,331 | |||
| * | GemVax & Kael Co. Ltd. | 455,742 | 5,287 | |||
| Mcnex Co. Ltd. | 151,112 | 5,281 | ||||
| *,1 | SFA Semicon Co. Ltd. | 1,023,047 | 5,252 | |||
| Hanwha Investment & Securities Co. Ltd. | 1,397,077 | 5,240 | ||||
| *,1 | Studio Dragon Corp. | 79,646 | 5,231 | |||
| Daishin Securities Co. Ltd. | 372,579 | 5,188 | ||||
| *,1 | NEPES Corp. | 216,706 | 5,153 | |||
| Handsome Co. Ltd. | 184,711 | 5,151 | ||||
| * | Eoflow Co. Ltd. | 288,868 | 5,142 | |||
| 1 | L&C Bio Co. Ltd. | 163,873 | 5,139 | |||
| Samyang Holdings Corp. | 75,108 | 5,135 | ||||
| Daesang Corp. | 255,239 | 5,103 | ||||
| Intellian Technologies Inc. | 83,089 | 5,095 | ||||
| Shares | Market Value• ($000) | |||||
| *,1 | Lotte Tour Development Co. Ltd. | 394,669 | 5,075 | |||
| *,1 | Duk San Neolux Co. Ltd. | 154,158 | 5,061 | |||
| 1 | Seoul Semiconductor Co. Ltd. | 475,376 | 5,058 | |||
| * | HJ Shipbuilding & Construction Co. Ltd. | 811,385 | 5,058 | |||
| * | Hyundai Electric & Energy System Co. Ltd. | 294,421 | 5,031 | |||
| * | Vidente Co. Ltd. | 459,153 | 5,008 | |||
| * | Hyosung Chemical Corp. | 28,283 | 4,991 | |||
| 1 | DongKook Pharmaceutical Co. Ltd. | 280,754 | 4,982 | |||
| Daou Technology Inc. | 304,538 | 4,977 | ||||
| GOLFZON Co. Ltd. | 38,816 | 4,961 | ||||
| * | Danal Co. Ltd. | 664,248 | 4,946 | |||
| Lutronic Corp. | 237,862 | 4,940 | ||||
| 1 | RFHIC Corp. | 220,289 | 4,937 | |||
| 1 | Park Systems Corp. | 55,205 | 4,905 | |||
| Hanjin Transportation Co. Ltd. | 188,381 | 4,901 | ||||
| *,1 | BNC Korea Co. Ltd. | 581,724 | 4,892 | |||
| Korea Electric Terminal Co. Ltd. | 87,791 | 4,839 | ||||
| 1 | DoubleUGames Co. Ltd. | 123,408 | 4,823 | |||
| Samsung Fire & Marine Insurance Co. Ltd. Preference Shares | 37,405 | 4,817 | ||||
| 1 | Tesna Inc. | 128,916 | 4,811 | |||
| Hyundai Construction Equipment Co. Ltd. | 164,461 | 4,798 | ||||
| *,1 | iNtRON Biotechnology Inc. | 331,610 | 4,695 | |||
| 1 | Hyundai Greenfood Co. Ltd. | 641,517 | 4,627 | |||
| 1 | S&S Tech Corp. | 210,846 | 4,584 | |||
| *,1 | NHN KCP Corp. | 278,495 | 4,578 | |||
| *,1 | Vaxcell-Bio Therapeutics Co. Ltd. | 129,238 | 4,561 | |||
119
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | JW Pharmaceutical Corp. | 187,125 | 4,532 | |||
| 1 | TKG Huchems Co. Ltd. | 256,158 | 4,501 | |||
| 1 | Sangsangin Co. Ltd. | 499,798 | 4,487 | |||
| Songwon Industrial Co. Ltd. | 209,953 | 4,460 | ||||
| *,1 | Cellivery Therapeutics Inc. | 161,896 | 4,457 | |||
| *,1 | Yungjin Pharmaceutical Co. Ltd. | 1,145,473 | 4,455 | |||
| 1 | Bukwang Pharmaceutical Co. Ltd. | 478,267 | 4,449 | |||
| Dentium Co. Ltd. | 83,314 | 4,440 | ||||
| 1 | Partron Co. Ltd. | 482,353 | 4,433 | |||
| 1 | Hansae Co. Ltd. | 216,336 | 4,425 | |||
| 1 | Korea Petrochemical Ind Co. Ltd. | 37,028 | 4,388 | |||
| Daishin Securities Co. Ltd. Preference Shares | 358,018 | 4,332 | ||||
| 1 | SK Discovery Co. Ltd. | 130,275 | 4,268 | |||
| INTOPS Co. Ltd. | 143,096 | 4,230 | ||||
| 1 | SL Corp. | 200,816 | 4,221 | |||
| * | Korea Line Corp. | 2,004,920 | 4,218 | |||
| 1 | TES Co. Ltd. | 187,914 | 4,117 | |||
| *,1 | MedPacto Inc. | 164,642 | 4,110 | |||
| * | LX Holdings Corp. | 521,471 | 4,098 | |||
| * | UniTest Inc. | 202,946 | 4,057 | |||
| *,1 | Com2uS Holdings Corp. | 60,499 | 3,985 | |||
| 1 | Seojin System Co. Ltd. | 259,652 | 3,955 | |||
| Samwha Capacitor Co. Ltd. | 91,105 | 3,933 | ||||
| Humasis Co. Ltd. | 403,800 | 3,915 | ||||
| *,1 | Ananti Inc. | 566,488 | 3,907 | |||
| * | DIO Corp. | 143,992 | 3,866 | |||
| * | Hanwha General Insurance Co. Ltd. | 1,033,326 | 3,860 | |||
| 1 | Shinsegae International Inc. | 153,810 | 3,819 | |||
| Hankook & Co. Co. Ltd. | 329,388 | 3,770 | ||||
| *,1 | Binex Co. Ltd. | 309,192 | 3,768 | |||
| 1 | LX Hausys Ltd. | 80,792 | 3,730 | |||
| *,1 | Webzen Inc. | 211,730 | 3,686 | |||
| * | Hyosung Heavy Industries Corp. | 84,344 | 3,674 | |||
| 1 | Boryung | 351,226 | 3,607 | |||
| Shares | Market Value• ($000) | |||||
| LF Corp. | 232,869 | 3,600 | ||||
| 1 | Young Poong Corp. | 6,643 | 3,587 | |||
| *,1 | Ace Technologies Corp. | 434,754 | 3,532 | |||
| *,1 | CMG Pharmaceutical Co. Ltd. | 1,383,322 | 3,528 | |||
| *,1 | Medipost Co. Ltd. | 195,484 | 3,505 | |||
| 1 | SNT Motiv Co. Ltd. | 91,775 | 3,455 | |||
| 1 | Hanil Cement Co. Ltd. | 211,513 | 3,424 | |||
| *,1 | Komipharm International Co. Ltd. | 484,923 | 3,409 | |||
| *,1 | Grand Korea Leisure Co. Ltd. | 275,197 | 3,335 | |||
| Dongwon Industries Co. Ltd. | 16,890 | 3,328 | ||||
| Ilyang Pharmaceutical Co. Ltd. | 168,671 | 3,299 | ||||
| *,1 | Modetour Network Inc. | 185,816 | 3,287 | |||
| *,1 | Insun ENT Co. Ltd. | 373,794 | 3,276 | |||
| * | Hancom Inc. | 204,172 | 3,268 | |||
| 1 | Advanced Process Systems Corp. | 170,112 | 3,225 | |||
| Korea Real Estate Investment & Trust Co. Ltd. | 1,850,286 | 3,218 | ||||
| Nature Holdings Co. Ltd. | 117,662 | 3,183 | ||||
| 1 | ENF Technology Co. Ltd. | 115,160 | 3,174 | |||
| Hyundai Home Shopping Network Corp. | 66,559 | 3,173 | ||||
| *,1 | CrystalGenomics Inc. | 787,258 | 3,165 | |||
| * | HLB Global Co. Ltd. | 513,483 | 3,145 | |||
| 1 | KH Vatec Co. Ltd. | 197,214 | 3,118 | |||
| *,1 | Mezzion Pharma Co. Ltd. | 196,872 | 3,106 | |||
| Dong-A Socio Holdings Co. Ltd. | 34,233 | 3,072 | ||||
| *,1 | Solid Inc. | 587,150 | 3,057 | |||
| InBody Co. Ltd. | 132,332 | 3,043 | ||||
| SK Gas Ltd. | 31,702 | 2,995 | ||||
| 1 | Posco ICT Co. Ltd. | 615,367 | 2,989 | |||
| 1 | Tongyang Inc. | 2,409,270 | 2,981 | |||
| NICE Holdings Co. Ltd. | 218,629 | 2,962 | ||||
| 1 | Orion Holdings Corp. | 248,639 | 2,903 | |||
120
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| 1 | ITM Semiconductor Co. Ltd. | 103,309 | 2,881 | |||
| *,1 | Kuk-il Paper Manufacturing Co. Ltd. | 1,083,583 | 2,831 | |||
| Dong-A ST Co. Ltd. | 51,072 | 2,830 | ||||
| * | Sambu Engineering & Construction Co. Ltd. | 1,345,943 | 2,814 | |||
| Halla Holdings Corp. | 84,866 | 2,813 | ||||
| 1 | Seobu T&D | 332,952 | 2,812 | |||
| * | Shinsung E&G Co. Ltd. | 1,885,344 | 2,812 | |||
| 1 | Huons Co. Ltd. | 82,572 | 2,808 | |||
| Youlchon Chemical Co. Ltd. | 157,587 | 2,806 | ||||
| Mirae Asset Life Insurance Co. Ltd. | 887,668 | 2,798 | ||||
| *,1 | Daea TI Co. Ltd. | 800,898 | 2,770 | |||
| LOTTE Himart Co. Ltd. | 147,046 | 2,734 | ||||
| HS Industries Co. Ltd. | 577,669 | 2,731 | ||||
| *,1 | Inscobee Inc. | 1,232,262 | 2,715 | |||
| SK Securities Co. Ltd. | 3,951,073 | 2,689 | ||||
| Korea United Pharm Inc. | 115,149 | 2,678 | ||||
| HDC Holdings Co. Ltd. | 464,161 | 2,643 | ||||
| Vieworks Co. Ltd. | 83,129 | 2,619 | ||||
| 1 | Namhae Chemical Corp. | 234,033 | 2,601 | |||
| KUMHOE&C Co. Ltd. | 314,195 | 2,562 | ||||
| 1,3 | Gradiant Corp. | 719,364 | 2,539 | |||
| Binggrae Co. Ltd. | 57,981 | 2,528 | ||||
| KISWIRE Ltd. | 114,670 | 2,524 | ||||
| Kwang Dong Pharmaceutical Co. Ltd. | 434,519 | 2,500 | ||||
| *,1 | Neowiz | 151,553 | 2,479 | |||
| Yuanta Securities Korea Co. Ltd. | 879,876 | 2,477 | ||||
| Youngone Holdings Co. Ltd. | 60,173 | 2,448 | ||||
| *,1 | Enzychem Lifesciences Corp. | 139,323 | 2,431 | |||
| * | Giantstep Inc. | 104,385 | 2,421 | |||
| * | KH FEELUX Co. Ltd. | 1,338,439 | 2,376 | |||
| Shares | Market Value• ($000) | |||||
| 1 | Sungwoo Hitech Co. Ltd. | 604,616 | 2,340 | |||
| * | OliX Pharmaceuticals Inc. | 125,126 | 2,304 | |||
| 1 | Cuckoo Homesys Co. Ltd. | 82,593 | 2,294 | |||
| i-SENS Inc. | 99,344 | 2,275 | ||||
| *,1 | Samsung Pharmaceutical Co. Ltd. | 721,503 | 2,266 | |||
| *,1,3 | SillaJen Inc. | 887,353 | 2,261 | |||
| 1 | Nexen Tire Corp. | 417,313 | 2,259 | |||
| Taeyoung Engineering & Construction Co. Ltd. | 287,481 | 2,251 | ||||
| Tongyang Life Insurance Co. Ltd. | 420,958 | 2,241 | ||||
| *,1 | Cafe24 Corp. | 149,336 | 2,217 | |||
| Chongkundang Holdings Corp. | 39,812 | 2,186 | ||||
| 1 | OptoElectronics Solutions Co. Ltd. | 96,861 | 2,175 | |||
| * | Aprogen pharmaceuticals Inc. | 3,377,804 | 2,161 | |||
| KC Tech Co. Ltd. | 131,583 | 2,160 | ||||
| Seah Besteel Holdings Corp. | 150,066 | 2,152 | ||||
| Hansol Paper Co. Ltd. | 184,726 | 2,135 | ||||
| LG HelloVision Co. Ltd. | 413,799 | 2,092 | ||||
| SPC Samlip Co. Ltd. | 28,906 | 2,057 | ||||
| Daol Investment & Securities Co. Ltd. | 549,043 | 2,029 | ||||
| 1 | Samchully Co. Ltd. | 22,427 | 2,021 | |||
| * | HLB Therapeutics Co. Ltd. | 300,058 | 2,007 | |||
| CJ Freshway Corp. | 59,987 | 1,947 | ||||
| 1 | Dongwon F&B Co. Ltd. | 13,754 | 1,937 | |||
| iMarketKorea Inc. | 223,546 | 1,894 | ||||
| * | Interflex Co. Ltd. | 140,528 | 1,855 | |||
| Maeil Dairies Co. Ltd. | 33,318 | 1,831 | ||||
| *,1 | Toptec Co. Ltd. | 272,405 | 1,830 | |||
| Namyang Dairy Products Co. Ltd. | 5,650 | 1,820 | ||||
| Jeil Pharmaceutical Co. Ltd. | 86,660 | 1,818 | ||||
| Samyang Corp. | 41,631 | 1,806 | ||||
| * | Peptron Inc. | 241,087 | 1,797 | |||
| KISCO Corp. | 251,497 | 1,795 | ||||
121
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Hansol Technics Co. Ltd. | 330,902 | 1,794 | |||
| Kolon Corp. | 80,912 | 1,772 | ||||
| Daeduck Co. Ltd. | 282,865 | 1,758 | ||||
| *,1 | Namsun Aluminum Co. Ltd. | 716,551 | 1,707 | |||
| E1 Corp. | 41,656 | 1,658 | ||||
| Korea Asset In Trust Co. Ltd. | 519,283 | 1,608 | ||||
| 1 | Huons Global Co. Ltd. | 71,504 | 1,597 | |||
| *,1 | Cellid Co. Ltd. | 83,905 | 1,586 | |||
| *,1,3 | S-MAC Co. Ltd. | 589,025 | 1,574 | |||
| * | Able C&C Co. Ltd. | 260,162 | 1,569 | |||
| Kolmar Korea Holdings Co. Ltd. | 86,871 | 1,550 | ||||
| * | AbClon Inc. | 126,960 | 1,549 | |||
| Byucksan Corp. | 498,346 | 1,533 | ||||
| CJ CheilJedang Corp. Preference Shares | 10,855 | 1,529 | ||||
| * | Lock&Lock Co. Ltd. | 184,572 | 1,522 | |||
| Soulbrain Holdings Co. Ltd. | 68,087 | 1,516 | ||||
| KC Co. Ltd. | 86,219 | 1,508 | ||||
| * | Eyegene Inc. | 229,650 | 1,504 | |||
| *,1 | Telcon RF Pharmaceutical Inc. | 919,001 | 1,481 | |||
| Eugene Investment & Securities Co. Ltd. | 571,530 | 1,477 | ||||
| 1 | BGF Co. Ltd. | 325,638 | 1,463 | |||
| Lotte Confectionery Co. Ltd. | 14,725 | 1,453 | ||||
| * | Wonik Holdings Co. Ltd. | 372,887 | 1,441 | |||
| Dae Han Flour Mills Co. Ltd. | 9,985 | 1,407 | ||||
| ICD Co. Ltd. | 158,342 | 1,377 | ||||
| *,1 | STCUBE | 315,345 | 1,354 | |||
| Aekyung Industrial Co. Ltd. | 85,731 | 1,338 | ||||
| * | Eutilex Co. Ltd. | 120,144 | 1,333 | |||
| * | Anterogen Co. Ltd. | 69,254 | 1,320 | |||
| * | Dongsung Pharmaceutical Co. Ltd. | 194,596 | 1,291 | |||
| KT Skylife Co. Ltd. | 175,300 | 1,273 | ||||
| Hankook Shell Oil Co. Ltd. | 6,264 | 1,262 | ||||
| Sung Kwang Bend Co. Ltd. | 164,938 | 1,261 | ||||
| Shares | Market Value• ($000) | |||||
| Samsung SDI Co. Ltd. Preference Shares | 5,302 | 1,260 | ||||
| KB Financial Group Inc. ADR | 26,335 | 1,209 | ||||
| Hyundai Livart Furniture Co. Ltd. | 102,947 | 1,193 | ||||
| 1 | Woongjin Thinkbig Co. Ltd. | 505,235 | 1,175 | |||
| Lotte Food Co. Ltd. | 4,288 | 1,170 | ||||
| 1 | HYUNDAI Corp. | 79,528 | 1,168 | |||
| 1 | Cuckoo Holdings Co. Ltd. | 79,060 | 1,168 | |||
| Humedix Co. Ltd. | 63,493 | 1,058 | ||||
| TK Corp. | 122,189 | 1,038 | ||||
| *,3 | Y2 Solution Co. Ltd. | 1,046,564 | 1,017 | |||
| Kyobo Securities Co. Ltd. | 162,374 | 1,003 | ||||
| * | CUROCOM Co. Ltd. | 1,051,364 | 956 | |||
| Hyundai Engineering & Construction Co. Ltd. Preference Shares | 15,876 | 931 | ||||
| Eusu Holdings Co. Ltd. | 181,342 | 875 | ||||
| Hansol Holdings Co. Ltd. | 304,870 | 856 | ||||
| Hanil Holdings Co. Ltd. | 80,172 | 851 | ||||
| DB Financial Investment Co. Ltd. | 161,159 | 828 | ||||
| Sam Young Electronics Co. Ltd. | 95,857 | 813 | ||||
| * | SCM Lifescience Co. Ltd. | 85,596 | 732 | |||
| * | Homecast Co. Ltd. | 297,007 | 721 | |||
| Hyundai Bioland Co. Ltd. | 44,003 | 625 | ||||
| Sindoh Co. Ltd. | 17,668 | 460 | ||||
| * | Solus Advanced Materials Co. Ltd. Rights Exp. 5/10/22 | 21,795 | 399 | |||
| Dae Hwa Pharmaceutical Co. Ltd. | 22,132 | 146 | ||||
| *,1 | STCUBE Rights Exp. 5/20/22 | 113,855 | 45 | |||
122
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,3 | CNK International Co. Ltd. | 259,916 | — | |||
| SK Telecom Co. Ltd. ADR | 7 | — | ||||
| 12,978,007 | ||||||
| Spain (1.5%) | ||||||
| Iberdrola SA | 77,527,103 | 890,849 | ||||
| Banco Santander SA | 218,601,905 | 638,831 | ||||
| Banco Bilbao Vizcaya Argentaria SA | 86,102,671 | 451,802 | ||||
| 2 | Cellnex Telecom SA | 7,861,757 | 366,439 | |||
| * | Amadeus IT Group SA | 5,505,883 | 345,015 | |||
| Telefonica SA | 65,670,072 | 319,461 | ||||
| 1 | Industria de Diseno Textil SA | 13,597,002 | 285,092 | |||
| Repsol SA | 16,804,921 | 250,694 | ||||
| CaixaBank SA | 57,053,725 | 184,164 | ||||
| Ferrovial SA | 6,154,736 | 157,834 | ||||
| *,2 | Aena SME SA | 912,174 | 129,446 | |||
| Red Electrica Corp. SA | 5,586,131 | 112,473 | ||||
| Endesa SA | 4,082,768 | 85,564 | ||||
| ACS Actividades de Construccion y Servicios SA | 2,819,661 | 72,198 | ||||
| 1 | Grifols SA | 4,167,005 | 69,792 | |||
| Enagas SA | 3,218,503 | 69,593 | ||||
| Acciona SA | 292,477 | 57,252 | ||||
| Banco de Sabadell SA | 72,880,961 | 56,561 | ||||
| 1 | Naturgy Energy Group SA | 1,860,434 | 55,966 | |||
| Bankinter SA | 8,862,338 | 52,154 | ||||
| Merlin Properties Socimi SA | 4,309,822 | 46,821 | ||||
| * | Siemens Gamesa Renewable Energy SA | 2,896,284 | 46,134 | |||
| Fluidra SA | 1,452,130 | 39,301 | ||||
| Grifols SA Preference Shares Class B | 3,502,683 | 38,022 | ||||
| Inmobiliaria Colonial Socimi SA | 4,481,636 | 37,267 | ||||
| Acerinox SA | 2,758,946 | 29,050 | ||||
| Viscofan SA | 516,700 | 28,524 | ||||
| Mapfre SA | 13,136,906 | 23,973 | ||||
| Corp. ACCIONA Energias Renovables SA | 646,062 | 23,883 | ||||
| Shares | Market Value• ($000) | |||||
| Laboratorios Farmaceuticos Rovi SA | 287,095 | 19,603 | ||||
| Grupo Catalana Occidente SA | 674,960 | 19,442 | ||||
| * | Solaria Energia y Medio Ambiente SA | 779,058 | 17,288 | |||
| Ebro Foods SA | 915,594 | 16,462 | ||||
| Faes Farma SA | 3,922,446 | 16,458 | ||||
| * | Indra Sistemas SA | 1,598,745 | 16,292 | |||
| 2 | Unicaja Banco SA | 16,349,501 | 15,401 | |||
| Cia de Distribucion Integral Logista Holdings SA | 828,733 | 15,270 | ||||
| CIE Automotive SA | 691,289 | 15,071 | ||||
| Applus Services SA | 1,858,682 | 14,500 | ||||
| Sacyr SA | 5,091,267 | 13,714 | ||||
| * | Pharma Mar SA | 175,004 | 13,395 | |||
| Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 8,753,374 | 12,575 | ||||
| Almirall SA | 954,962 | 12,406 | ||||
| * | Melia Hotels International SA | 1,398,536 | 11,566 | |||
| Corp. Financiera Alba SA | 169,336 | 10,007 | ||||
| * | Mediaset Espana Comunicacion SA | 1,996,489 | 8,934 | |||
| Prosegur Cia de Seguridad SA | 3,375,298 | 6,986 | ||||
| Construcciones y Auxiliar de Ferrocarriles SA | 225,530 | 6,915 | ||||
| 2 | Gestamp Automocion SA | 2,067,121 | 6,752 | |||
| *,2 | Neinor Homes SA | 567,764 | 6,432 | |||
| * | Ence Energia y Celulosa SA | 1,637,563 | 6,134 | |||
| 2 | Global Dominion Access SA | 1,403,251 | 5,802 | |||
| 2 | Aedas Homes SA | 241,004 | 5,638 | |||
| Lar Espana Real Estate Socimi SA | 971,527 | 5,092 | ||||
| Fomento de Construcciones y Contratas SA | 433,608 | 4,954 | ||||
| Atresmedia Corp. de Medios de Comunicacion SA | 1,133,031 | 4,334 | ||||
| 2 | Prosegur Cash SA | 4,598,916 | 3,410 | |||
| *,1 | Tecnicas Reunidas SA | 403,858 | 3,344 | |||
| * | Distribuidora Internacional de Alimentacion SA | 198,625,509 | 2,720 | |||
123
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,1 | NH Hotel Group SA | 261,569 | 974 | |||
| Banco Santander SA (XMEX) | 4 | — | ||||
| *,1,3 | Let's GOWEX SA | 155,449 | — | |||
| 5,282,026 | ||||||
| Sweden (2.3%) | ||||||
| Investor AB Class B | 24,942,334 | 479,963 | ||||
| Atlas Copco AB Class A | 8,115,389 | 367,926 | ||||
| 1 | Volvo AB Class B | 21,114,631 | 336,851 | |||
| * | Hexagon AB Class B | 24,259,946 | 313,024 | |||
| Telefonaktiebolaget LM Ericsson Class B | 39,183,887 | 312,579 | ||||
| Assa Abloy AB Class B | 11,879,819 | 300,229 | ||||
| Sandvik AB | 13,937,648 | 263,816 | ||||
| 2 | Evolution AB | 2,088,706 | 214,298 | |||
| Skandinaviska Enskilda Banken AB Class A | 18,772,417 | 210,516 | ||||
| Essity AB Class B | 7,880,269 | 207,810 | ||||
| Swedbank AB Class A | 12,979,591 | 205,327 | ||||
| Atlas Copco AB Class B | 4,946,528 | 195,773 | ||||
| Svenska Handelsbanken AB Class A | 19,028,314 | 191,926 | ||||
| Epiroc AB Class A | 8,118,770 | 164,592 | ||||
| Swedish Match AB | 19,987,904 | 159,199 | ||||
| Svenska Cellulosa AB SCA Class B | 7,957,271 | 153,995 | ||||
| Boliden AB | 3,544,188 | 153,680 | ||||
| Nibe Industrier AB Class B | 15,547,885 | 152,438 | ||||
| 1 | H & M Hennes & Mauritz AB Class B | 11,348,217 | 142,864 | |||
| Telia Co. AB | 33,162,544 | 137,645 | ||||
| Investor AB Class A | 5,600,706 | 116,979 | ||||
| Alfa Laval AB | 4,062,915 | 113,096 | ||||
| EQT AB | 3,676,760 | 104,059 | ||||
| Lundin Energy AB | 2,438,778 | 100,833 | ||||
| Skanska AB Class B | 4,648,876 | 88,804 | ||||
| Tele2 AB Class B | 6,464,235 | 85,679 | ||||
| Indutrade AB | 3,631,467 | 85,658 | ||||
| Getinge AB Class B | 2,908,486 | 84,136 | ||||
| Epiroc AB Class B | 4,821,204 | 84,110 | ||||
| SKF AB Class B | 4,949,769 | 80,843 | ||||
| Shares | Market Value• ($000) | |||||
| Holmen AB Class B | 1,247,217 | 72,088 | ||||
| Industrivarden AB Class A | 2,810,465 | 72,011 | ||||
| Castellum AB | 3,558,134 | 70,463 | ||||
| Trelleborg AB Class B | 3,133,613 | 68,731 | ||||
| * | Fastighets AB Balder Class B | 1,327,992 | 65,825 | |||
| * | Kinnevik AB Class B | 3,342,789 | 65,427 | |||
| * | Lifco AB Class B | 2,973,413 | 62,369 | |||
| Industrivarden AB Class C | 2,336,199 | 58,824 | ||||
| Sagax AB Class B | 2,234,051 | 57,068 | ||||
| Husqvarna AB Class B | 5,599,530 | 53,527 | ||||
| Beijer Ref AB Class B | 3,152,143 | 51,329 | ||||
| Saab AB Class B | 1,183,323 | 50,053 | ||||
| Investment AB Latour Class B | 1,884,311 | 49,920 | ||||
| * | Swedish Orphan Biovitrum AB | 2,298,522 | 48,354 | |||
| Securitas AB Class B | 3,987,910 | 47,084 | ||||
| 2 | Thule Group AB | 1,352,548 | 46,916 | |||
| SSAB AB Class B | 7,892,640 | 46,414 | ||||
| 1 | Electrolux AB Class B | 2,963,105 | 45,189 | |||
| L E Lundbergforetagen AB Class B | 956,986 | 44,755 | ||||
| Samhallsbyggnadsbolaget i Norden AB Ordinary Shares | 13,954,403 | 43,833 | ||||
| AddTech AB Class B | 2,437,584 | 43,000 | ||||
| Fabege AB | 3,405,281 | 41,334 | ||||
| Avanza Bank Holding AB | 1,601,516 | 40,553 | ||||
| Axfood AB | 1,350,824 | 39,974 | ||||
| AAK AB | 2,260,729 | 39,225 | ||||
| Nordnet AB publ | 2,211,628 | 38,360 | ||||
| Sweco AB Class B | 2,589,686 | 36,549 | ||||
| 2 | Dometic Group AB | 4,128,356 | 35,356 | |||
| BillerudKorsnas AB | 2,273,991 | 35,091 | ||||
| * | Nordic Entertainment Group AB Class B | 980,506 | 32,199 | |||
| *,1,2 | Sinch AB | 7,162,063 | 31,652 | |||
| 1 | Elekta AB Class B | 4,665,342 | 31,422 | |||
| AddLife AB Class B | 1,421,476 | 31,408 | ||||
| Wihlborgs Fastigheter AB | 1,733,306 | 30,051 | ||||
| Hexpol AB | 3,226,596 | 27,704 | ||||
124
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,2 | Bravida Holding AB | 2,657,077 | 27,239 | |||
| Nyfosa AB | 2,422,630 | 26,701 | ||||
| Peab AB Class B | 2,600,860 | 24,847 | ||||
| Wallenstam AB Class B | 2,209,471 | 24,429 | ||||
| * | Intrum AB | 1,006,923 | 24,340 | |||
| Loomis AB Class B | 961,025 | 23,945 | ||||
| SSAB AB Class A | 3,705,050 | 23,531 | ||||
| Arjo AB Class B | 2,916,372 | 21,893 | ||||
| Vitrolife AB | 848,726 | 21,823 | ||||
| JM AB | 922,799 | 21,312 | ||||
| AFRY AB | 1,285,178 | 21,305 | ||||
| * | Sectra AB Class B | 1,681,577 | 21,214 | |||
| Hexatronic Group AB | 500,064 | 21,157 | ||||
| Lindab International AB | 890,684 | 20,774 | ||||
| MIPS AB | 282,324 | 20,051 | ||||
| Instalco AB | 3,147,901 | 19,428 | ||||
| * | Corem Property Group AB Class B | 8,922,448 | 18,892 | |||
| Catena AB | 360,638 | 18,827 | ||||
| Hufvudstaden AB Class A | 1,450,019 | 18,788 | ||||
| Volvo AB Class A | 1,100,712 | 18,096 | ||||
| Biotage AB | 844,656 | 17,497 | ||||
| Bure Equity AB | 719,883 | 16,976 | ||||
| Electrolux Professional AB Class B | 2,961,015 | 16,597 | ||||
| * | Pandox AB Class B | 1,177,941 | 16,412 | |||
| Nolato AB Class B | 2,310,229 | 15,990 | ||||
| NCC AB Class B | 1,289,625 | 15,979 | ||||
| Vitec Software Group AB Class B | 315,514 | 15,899 | ||||
| AddNode Group AB Class B | 375,618 | 15,879 | ||||
| Mycronic AB | 894,842 | 15,649 | ||||
| HMS Networks AB | 369,565 | 15,126 | ||||
| * | Modern Times Group MTG AB Class B | 1,390,760 | 14,708 | |||
| Bilia AB Class A | 1,001,268 | 13,886 | ||||
| Ratos AB Class B | 2,584,695 | 13,187 | ||||
| * | Sdiptech AB Class B | 374,882 | 13,129 | |||
| Cibus Nordic Real Estate AB | 565,623 | 13,081 | ||||
| Bufab AB | 377,404 | 12,521 | ||||
| Medicover AB Class B | 741,462 | 12,277 | ||||
| * | Cint Group AB | 1,485,899 | 12,153 | |||
| Beijer Alma AB | 565,118 | 11,756 | ||||
| Shares | Market Value• ($000) | |||||
| * | Stillfront Group AB | 5,699,950 | 11,512 | |||
| Granges AB | 1,380,281 | 11,336 | ||||
| Dios Fastigheter AB | 1,151,962 | 10,286 | ||||
| NP3 Fastigheter AB | 364,838 | 10,139 | ||||
| Atrium Ljungberg AB Class B | 615,695 | 10,068 | ||||
| Troax Group AB | 439,837 | 9,769 | ||||
| * | Betsson AB Class B | 1,568,136 | 9,633 | |||
| SkiStar AB | 493,440 | 9,606 | ||||
| Concentric AB | 483,058 | 9,434 | ||||
| *,1,2 | Boozt AB | 835,935 | 8,778 | |||
| 2 | Munters Group AB | 1,402,951 | 8,381 | |||
| Svenska Handelsbanken AB Class B | 640,764 | 7,233 | ||||
| *,1 | BHG Group AB | 1,040,829 | 7,166 | |||
| * | Movida Participacoes SA | 1,815,992 | 6,667 | |||
| *,1,2 | Scandic Hotels Group AB | 1,729,446 | 6,656 | |||
| Platzer Fastigheter Holding AB Class B | 651,524 | 6,617 | ||||
| * | Cary Group AB | 881,810 | 6,616 | |||
| * | INVISIO AB | 371,420 | 6,583 | |||
| * | Mekonomen AB | 541,631 | 6,242 | |||
| Cloetta AB Class B | 2,437,632 | 6,160 | ||||
| * | Nobia AB | 1,499,261 | 5,884 | |||
| Systemair AB | 912,910 | 5,798 | ||||
| Clas Ohlson AB Class B | 488,300 | 5,544 | ||||
| 2 | Resurs Holding AB | 1,858,969 | 5,407 | |||
| * | VNV Global AB | 1,236,975 | 5,159 | |||
| Investment AB Oresund | 422,877 | 5,057 | ||||
| * | Hemnet Group AB | 400,838 | 5,000 | |||
| Sagax AB | 1,586,122 | 4,879 | ||||
| *,1 | SAS AB | 46,521,397 | 4,823 | |||
| Bonava AB Class B | 990,166 | 4,807 | ||||
| Corem Property Group AB Preference Shares | 138,518 | 4,339 | ||||
| *,1 | BICO Group AB Class B | 408,759 | 4,099 | |||
| * | Collector AB | 923,156 | 4,027 | |||
| 1 | Samhallsbyggnadsbolaget i Norden AB | 1,494,321 | 3,920 | |||
| Volati AB | 241,076 | 3,386 | ||||
| *,2 | Attendo AB | 1,245,030 | 3,367 | |||
| Fagerhult AB | 657,478 | 3,300 | ||||
| * | Camurus AB | 191,857 | 3,160 | |||
| *,1 | Hansa Biopharma AB | 561,532 | 3,105 | |||
125
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Telefonaktiebolaget LM Ericsson Class A | 295,907 | 2,503 | ||||
| * | Solid Forsakring AB | 215,655 | 1,047 | |||
| Skandinaviska Enskilda Banken AB Class C | 64,077 | 781 | ||||
| NCC AB Class A | 33,477 | 447 | ||||
| Bonava AB | 73,624 | 367 | ||||
| Svenska Cellulosa AB SCA Class A | 2,397 | 47 | ||||
| *,3 | OW Bunker A/S | 129,331 | — | |||
| 8,239,135 | ||||||
| Switzerland (5.7%) | ||||||
| Nestle SA (Registered) | 35,608,807 | 4,596,886 | ||||
| Roche Holding AG | 9,092,650 | 3,371,682 | ||||
| Novartis AG (Registered) | 27,129,336 | 2,397,401 | ||||
| Zurich Insurance Group AG | 1,918,467 | 873,420 | ||||
| Cie Financiere Richemont SA (Registered) | 6,610,789 | 768,112 | ||||
| ABB Ltd. (Registered) | 21,205,788 | 636,215 | ||||
| Sika AG (Registered) | 1,977,579 | 604,068 | ||||
| Lonza Group AG (Registered) | 958,163 | 564,966 | ||||
| Givaudan SA (Registered) | 119,279 | 474,077 | ||||
| Alcon Inc. | 5,935,016 | 423,765 | ||||
| Partners Group Holding AG | 289,920 | 307,169 | ||||
| Swiss Re AG | 3,731,467 | 306,006 | ||||
| * | Holcim AG | 5,689,652 | 278,199 | |||
| Geberit AG (Registered) | 452,262 | 257,913 | ||||
| Sonova Holding AG (Registered) | 686,699 | 247,642 | ||||
| Swiss Life Holding AG (Registered) | 401,489 | 234,757 | ||||
| Credit Suisse Group AG (Registered) | 33,304,471 | 226,048 | ||||
| SGS SA (Registered) | 75,951 | 195,158 | ||||
| 1 | Swisscom AG (Registered) | 328,439 | 194,206 | |||
| Kuehne + Nagel International AG (Registered) | 648,391 | 181,385 | ||||
| Chocoladefabriken Lindt & Spruengli AG (Registered) | 1,368 | 162,187 | ||||
| Shares | Market Value• ($000) | |||||
| Straumann Holding AG (Registered) | 1,309,871 | 154,423 | ||||
| Chocoladefabriken Lindt & Spruengli AG | 13,281 | 148,946 | ||||
| Roche Holding AG (Bearer) | 350,228 | 140,703 | ||||
| Julius Baer Group Ltd. | 2,769,795 | 132,363 | ||||
| Logitech International SA (Registered) | 1,891,849 | 123,119 | ||||
| * | Vifor Pharma AG | 682,074 | 120,487 | |||
| Barry Callebaut AG (Registered) | 46,158 | 106,235 | ||||
| 2 | VAT Group AG | 332,057 | 102,709 | |||
| Schindler Holding AG | 530,667 | 101,955 | ||||
| Baloise Holding AG (Registered) | 579,350 | 100,773 | ||||
| Swatch Group AG | 388,937 | 99,818 | ||||
| Swiss Prime Site AG (Registered) | 976,212 | 95,419 | ||||
| EMS-Chemie Holding AG (Registered) | 91,511 | 81,639 | ||||
| Adecco Group AG (Registered) | 2,041,720 | 78,790 | ||||
| Temenos AG (Registered) | 777,274 | 78,463 | ||||
| PSP Swiss Property AG (Registered) | 556,970 | 70,196 | ||||
| * | Holcim AG (XPAR) | 1,401,544 | 69,014 | |||
| Belimo Holding AG (Registered) | 119,070 | 58,847 | ||||
| Georg Fischer AG (Registered) | 1,069,040 | 58,017 | ||||
| Helvetia Holding AG (Registered) | 448,930 | 57,691 | ||||
| * | Clariant AG (Registered) | 2,916,404 | 49,793 | |||
| Tecan Group AG (Registered) | 163,656 | 49,182 | ||||
| Schindler Holding AG (Registered) | 242,182 | 46,493 | ||||
| 2 | Galenica AG | 629,331 | 46,342 | |||
| * | Flughafen Zurich AG (Registered) | 245,594 | 41,530 | |||
| DKSH Holding AG | 463,426 | 39,792 | ||||
| * | ams-OSRAM AG | 3,198,892 | 39,133 | |||
| * | Siegfried Holding AG (Registered) | 52,483 | 38,047 | |||
| Allreal Holding AG (Registered) | 191,883 | 36,194 | ||||
126
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Bachem Holding AG (Registered) Class B | 80,340 | 35,056 | |||
| * | Dufry AG (Registered) | 802,752 | 31,951 | |||
| Banque Cantonale Vaudoise (Registered) | 363,778 | 30,744 | ||||
| Daetwyler Holding AG | 95,450 | 30,690 | ||||
| Bucher Industries AG (Registered) | 83,701 | 30,177 | ||||
| BKW AG | 233,578 | 28,434 | ||||
| SFS Group AG | 219,568 | 27,497 | ||||
| Cembra Money Bank AG | 379,142 | 27,357 | ||||
| *,1 | Idorsia Ltd. | 1,544,289 | 26,359 | |||
| 1 | Mobimo Holding AG (Registered) | 92,059 | 26,328 | |||
| Vontobel Holding AG (Registered) | 358,659 | 26,231 | ||||
| Emmi AG (Registered) | 25,189 | 24,966 | ||||
| 1 | Stadler Rail AG | 683,530 | 24,834 | |||
| Swatch Group AG (Registered) | 490,611 | 24,204 | ||||
| Inficon Holding AG (Registered) | 25,198 | 22,942 | ||||
| Interroll Holding AG (Registered) | 7,067 | 21,423 | ||||
| Comet Holding AG (Registered) | 96,547 | 20,871 | ||||
| Burckhardt Compression Holding AG | 40,773 | 20,801 | ||||
| Huber + Suhner AG (Registered) | 236,958 | 20,782 | ||||
| Valiant Holding AG (Registered) | 206,225 | 20,599 | ||||
| Forbo Holding AG (Registered) | 13,618 | 19,935 | ||||
| Swissquote Group Holding SA (Registered) | 113,597 | 18,463 | ||||
| dormakaba Holding AG | 39,698 | 18,426 | ||||
| * | Landis+Gyr Group AG | 321,056 | 17,918 | |||
| * | Softwareone Holding AG | 1,306,906 | 17,670 | |||
| OC Oerlikon Corp. AG (Registered) | 2,462,120 | 17,557 | ||||
| *,1 | Dottikon Es Holding AG (Registered) | 57,425 | 17,322 | |||
| Sulzer AG (Registered) | 226,387 | 16,963 | ||||
| Shares | Market Value• ($000) | |||||
| *,2 | PolyPeptide Group AG | 191,017 | 16,716 | |||
| *,1 | Meyer Burger Technology AG | 34,284,984 | 16,246 | |||
| *,2 | Sensirion Holding AG | 133,232 | 15,979 | |||
| St. Galler Kantonalbank AG (Registered) | 32,391 | 15,621 | ||||
| Kardex Holding AG (Registered) | 77,065 | 14,666 | ||||
| Bystronic AG | 16,666 | 13,831 | ||||
| LEM Holding SA (Registered) | 5,703 | 13,138 | ||||
| 1 | Schweiter Technologies AG | 12,296 | 12,371 | |||
| 1 | Komax Holding AG (Registered) | 46,446 | 12,200 | |||
| * | Zur Rose Group AG | 97,702 | 11,991 | |||
| 1 | Vifor Pharma AG | 65,513 | 11,684 | |||
| VZ Holding AG | 156,069 | 11,615 | ||||
| *,1 | Aryzta AG | 12,136,607 | 11,301 | |||
| 2 | Medmix AG | 316,559 | 10,631 | |||
| Arbonia AG | 579,422 | 10,318 | ||||
| Leonteq AG | 144,537 | 9,833 | ||||
| *,2 | Medacta Group SA | 79,874 | 9,100 | |||
| Zehnder Group AG | 116,092 | 9,078 | ||||
| * | ALSO Holding AG (Registered) | 37,586 | 8,499 | |||
| * | IRB Brasil Resseguros SA | 15,114,047 | 8,468 | |||
| Bobst Group SA (Registered) | 99,366 | 8,381 | ||||
| Intershop Holding AG | 12,336 | 8,033 | ||||
| Valora Holding AG (Registered) | 48,336 | 7,903 | ||||
| Bossard Holding AG (Registered) Class A | 34,708 | 7,514 | ||||
| *,1 | COSMO Pharmaceuticals NV | 125,474 | 7,176 | |||
| * | u-blox Holding AG | 85,941 | 7,140 | |||
| Vetropack Holding AG (Registered) Class A | 173,030 | 7,119 | ||||
| * | EFG International AG | 844,932 | 6,369 | |||
| *,1,2 | Medartis Holding AG | 57,312 | 6,034 | |||
| Bell Food Group AG (Registered) | 20,017 | 5,441 | ||||
| Ypsomed Holding AG (Registered) | 37,453 | 5,352 | ||||
127
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,1 | Basilea Pharmaceutica AG (Registered) | 155,160 | 5,186 | |||
| Rieter Holding AG (Registered) | 37,336 | 5,075 | ||||
| 1 | Autoneum Holding AG | 40,583 | 4,800 | |||
| * | Implenia AG (Registered) | 201,756 | 4,562 | |||
| *,2 | Montana Aerospace AG | 247,812 | 3,778 | |||
| Ascom Holding AG (Registered) | 425,921 | 3,768 | ||||
| VP Bank AG Class A | 34,189 | 3,422 | ||||
| * | Hiag Immobilien Holding AG | 30,264 | 3,144 | |||
| * | Swiss Steel Holding AG | 9,189,760 | 2,608 | |||
| * | APG SGA SA | 9,104 | 1,734 | |||
| *,1 | Mobimo Holding AG Rights Exp. 5/3/22 | 20,331 | 71 | |||
| 20,691,771 | ||||||
| Taiwan (4.6%) | ||||||
| Taiwan Semiconductor Manufacturing Co. Ltd. | 311,020,748 | 5,624,082 | ||||
| Hon Hai Precision Industry Co. Ltd. | 154,354,135 | 528,830 | ||||
| MediaTek Inc. | 19,167,239 | 528,402 | ||||
| Delta Electronics Inc. | 28,001,649 | 233,746 | ||||
| CTBC Financial Holding Co. Ltd. | 234,939,922 | 231,091 | ||||
| Fubon Financial Holding Co. Ltd. | 90,936,691 | 228,334 | ||||
| Cathay Financial Holding Co. Ltd. | 107,015,283 | 225,006 | ||||
| Formosa Plastics Corp. | 63,049,724 | 224,145 | ||||
| United Microelectronics Corp. | 140,449,905 | 223,117 | ||||
| Nan Ya Plastics Corp. | 73,089,133 | 213,536 | ||||
| Chunghwa Telecom Co. Ltd. | 45,138,198 | 200,096 | ||||
| Mega Financial Holding Co. Ltd. | 140,714,675 | 197,818 | ||||
| China Steel Corp. | 159,650,247 | 193,395 | ||||
| E.Sun Financial Holding Co. Ltd. | 164,153,243 | 187,483 | ||||
| Evergreen Marine Corp. Taiwan Ltd. | 34,199,779 | 164,396 | ||||
| Uni-President Enterprises Corp. | 62,337,979 | 144,226 | ||||
| Shares | Market Value• ($000) | |||||
| ASE Technology Holding Co. Ltd. | 44,463,461 | 141,855 | ||||
| Chailease Holding Co. Ltd. | 17,228,636 | 136,913 | ||||
| Yuanta Financial Holding Co. Ltd. | 150,203,008 | 132,208 | ||||
| China Development Financial Holding Corp. | 208,422,115 | 125,687 | ||||
| First Financial Holding Co. Ltd. | 132,559,494 | 124,490 | ||||
| Taiwan Cooperative Financial Holding Co. Ltd. | 127,185,138 | 122,304 | ||||
| Formosa Chemicals & Fibre Corp. | 44,360,437 | 119,470 | ||||
| Unimicron Technology Corp. | 16,297,661 | 114,314 | ||||
| Asustek Computer Inc. | 9,148,511 | 110,041 | ||||
| Taiwan Cement Corp. | 70,315,206 | 109,155 | ||||
| Hua Nan Financial Holdings Co. Ltd. | 127,900,718 | 102,289 | ||||
| Novatek Microelectronics Corp. | 7,397,121 | 97,853 | ||||
| Quanta Computer Inc. | 34,499,648 | 97,169 | ||||
| Taishin Financial Holding Co. Ltd. | 140,358,792 | 91,810 | ||||
| SinoPac Financial Holdings Co. Ltd. | 136,066,200 | 83,793 | ||||
| Realtek Semiconductor Corp. | 6,129,988 | 83,181 | ||||
| Hotai Motor Co. Ltd. | 4,123,625 | 80,415 | ||||
| Yageo Corp. | 5,942,583 | 80,210 | ||||
| Taiwan Mobile Co. Ltd. | 21,290,541 | 78,219 | ||||
| Largan Precision Co. Ltd. | 1,326,346 | 75,267 | ||||
| Silergy Corp. | 804,661 | 71,641 | ||||
| Shanghai Commercial & Savings Bank Ltd. | 42,638,560 | 70,339 | ||||
| President Chain Store Corp. | 7,281,379 | 67,372 | ||||
| Advantech Co. Ltd. | 5,343,894 | 66,428 | ||||
| E Ink Holdings Inc. | 11,524,378 | 65,888 | ||||
| * | Yang Ming Marine Transport Corp. | 15,511,962 | 64,715 | |||
| Pegatron Corp. | 26,441,541 | 62,643 | ||||
128
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Walsin Lihwa Corp. | 41,288,176 | 61,526 | ||||
| Lite-On Technology Corp. | 27,573,809 | 60,414 | ||||
| Far EasTone Telecommunications Co. Ltd. | 20,790,902 | 58,417 | ||||
| Formosa Petrochemical Corp. | 17,789,003 | 54,866 | ||||
| Shin Kong Financial Holding Co. Ltd. | 165,150,405 | 54,609 | ||||
| Airtac International Group | 2,011,008 | 54,575 | ||||
| Accton Technology Corp. | 6,873,436 | 53,612 | ||||
| Chang Hwa Commercial Bank Ltd. | 85,309,035 | 53,333 | ||||
| Ruentex Development Co. Ltd. | 20,321,183 | 53,186 | ||||
| Far Eastern New Century Corp. | 51,406,493 | 52,111 | ||||
| Asia Cement Corp. | 31,945,955 | 51,913 | ||||
| Wan Hai Lines Ltd. | 10,416,239 | 50,490 | ||||
| Globalwafers Co. Ltd. | 2,773,436 | 48,334 | ||||
| Catcher Technology Co. Ltd. | 9,562,062 | 46,790 | ||||
| AU Optronics Corp. | 81,660,874 | 46,644 | ||||
| Synnex Technology International Corp. | 17,731,184 | 46,149 | ||||
| Parade Technologies Ltd. | 910,732 | 43,311 | ||||
| Eclat Textile Co. Ltd. | 2,579,128 | 42,320 | ||||
| Vanguard International Semiconductor Corp. | 11,672,461 | 41,070 | ||||
| Wiwynn Corp. | 1,181,000 | 40,385 | ||||
| Compal Electronics Inc. | 53,663,652 | 40,268 | ||||
| ASPEED Technology Inc. | 438,873 | 38,548 | ||||
| eMemory Technology Inc. | 909,253 | 38,213 | ||||
| * | Eva Airways Corp. | 31,460,943 | 36,960 | |||
| Feng TAY Enterprise Co. Ltd. | 5,734,873 | 36,922 | ||||
| Pou Chen Corp. | 35,359,366 | 36,874 | ||||
| Shares | Market Value• ($000) | |||||
| Nan Ya Printed Circuit Board Corp. | 2,752,556 | 36,561 | ||||
| Wistron Corp. | 37,636,524 | 36,259 | ||||
| Micro-Star International Co. Ltd. | 8,877,460 | 35,848 | ||||
| WPG Holdings Ltd. | 19,280,420 | 35,371 | ||||
| Acer Inc. | 37,354,771 | 34,656 | ||||
| Sino-American Silicon Products Inc. | 6,893,540 | 34,311 | ||||
| Winbond Electronics Corp. | 37,918,469 | 34,234 | ||||
| Win Semiconductors Corp. | 5,246,163 | 34,146 | ||||
| Inventec Corp. | 39,827,836 | 34,025 | ||||
| * | China Airlines Ltd. | 35,318,442 | 32,437 | |||
| Giant Manufacturing Co. Ltd. | 3,875,958 | 32,405 | ||||
| * | Tatung Co. Ltd. | 28,804,778 | 32,388 | |||
| * | TA Chen Stainless Pipe | 20,113,537 | 29,748 | |||
| Innolux Corp. | 65,283,515 | 29,728 | ||||
| Macronix International Co. Ltd. | 23,304,546 | 29,653 | ||||
| Zhen Ding Technology Holding Ltd. | 8,261,214 | 29,251 | ||||
| Powertech Technology Inc. | 9,262,231 | 29,103 | ||||
| Foxconn Technology Co. Ltd. | 14,541,233 | 28,813 | ||||
| Voltronic Power Technology Corp. | 657,425 | 28,763 | ||||
| Taiwan Business Bank | 66,895,759 | 28,680 | ||||
| Chroma ATE Inc. | 5,076,121 | 28,218 | ||||
| Elite Material Co. Ltd. | 3,800,298 | 28,102 | ||||
| Ruentex Industries Ltd. | 7,176,681 | 27,636 | ||||
| Cheng Shin Rubber Industry Co. Ltd. | 23,997,063 | 27,044 | ||||
| Tripod Technology Corp. | 6,461,270 | 26,941 | ||||
| Teco Electric & Machinery Co. Ltd. | 25,496,034 | 26,776 | ||||
| Hiwin Technologies Corp. | 3,585,528 | 26,551 | ||||
| Phison Electronics Corp. | 2,046,894 | 26,383 | ||||
129
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Walsin Technology Corp. | 6,363,615 | 26,008 | |||
| Taiwan High Speed Rail Corp. | 27,446,487 | 26,003 | ||||
| Merida Industry Co. Ltd. | 3,191,004 | 25,949 | ||||
| Alchip Technologies Ltd. | 884,520 | 25,912 | ||||
| Lien Hwa Industrial Holdings Corp. | 13,272,642 | 25,141 | ||||
| * | Oneness Biotech Co. Ltd. | 3,835,000 | 25,131 | |||
| Taiwan Fertilizer Co. Ltd. | 9,673,225 | 24,348 | ||||
| ASMedia Technology Inc. | 509,775 | 23,993 | ||||
| Faraday Technology Corp. | 2,752,786 | 23,493 | ||||
| Sinbon Electronics Co. Ltd. | 2,663,391 | 23,394 | ||||
| Nanya Technology Corp. | 10,684,186 | 23,379 | ||||
| Gigabyte Technology Co. Ltd. | 6,309,160 | 22,635 | ||||
| * | Chicony Electronics Co. Ltd. | 8,019,280 | 22,307 | |||
| Lotes Co. Ltd. | 911,897 | 22,301 | ||||
| Simplo Technology Co. Ltd. | 2,261,139 | 22,220 | ||||
| Compeq Manufacturing Co. Ltd. | 14,393,494 | 21,963 | ||||
| Highwealth Construction Corp. | 13,400,803 | 21,238 | ||||
| Taichung Commercial Bank Co. Ltd. | 41,438,976 | 20,874 | ||||
| Radiant Opto-Electronics Corp. | 5,857,517 | 20,196 | ||||
| IBF Financial Holdings Co. Ltd. | 37,076,105 | 20,107 | ||||
| King Yuan Electronics Co. Ltd. | 14,733,721 | 19,951 | ||||
| Kinsus Interconnect Technology Corp. | 3,456,758 | 19,487 | ||||
| Wisdom Marine Lines Co. Ltd. | 6,319,487 | 19,446 | ||||
| Qisda Corp. | 18,240,660 | 19,381 | ||||
| Chipbond Technology Corp. | 8,498,255 | 19,109 | ||||
| Shares | Market Value• ($000) | |||||
| Nien Made Enterprise Co. Ltd. | 1,810,202 | 19,066 | ||||
| Elan Microelectronics Corp. | 3,736,344 | 18,847 | ||||
| AU Optronics Corp. ADR | 3,310,446 | 18,836 | ||||
| Yulon Finance Corp. | 2,401,965 | 18,685 | ||||
| * | China Petrochemical Development Corp. | 46,897,204 | 18,564 | |||
| Bizlink Holding Inc. | 1,822,556 | 18,238 | ||||
| YFY Inc. | 17,219,047 | 18,138 | ||||
| ITEQ Corp. | 4,989,177 | 17,495 | ||||
| Eternal Materials Co. Ltd. | 13,248,248 | 16,982 | ||||
| Chunghwa Telecom Co. Ltd. ADR | 385,097 | 16,875 | ||||
| King's Town Bank Co. Ltd. | 12,608,696 | 16,643 | ||||
| Tung Ho Steel Enterprise Corp. | 7,830,069 | 16,613 | ||||
| Makalot Industrial Co. Ltd. | 2,677,187 | 16,469 | ||||
| Taiwan Glass Industry Corp. | 21,715,615 | 16,322 | ||||
| * | ENNOSTAR Inc. | 8,206,740 | 16,075 | |||
| * | Medigen Vaccine Biologics Corp. | 1,893,606 | 15,985 | |||
| Great Wall Enterprise Co. Ltd. | 8,907,100 | 15,879 | ||||
| 1 | United Microelectronics Corp. ADR | 1,977,565 | 15,741 | |||
| momo.com Inc. | 593,841 | 15,676 | ||||
| Tong Hsing Electronic Industries Ltd. | 2,014,876 | 15,640 | ||||
| Global Unichip Corp. | 1,126,525 | 15,427 | ||||
| International Games System Co. Ltd. | 623,763 | 15,315 | ||||
| * | HTC Corp. | 9,249,079 | 14,530 | |||
| Feng Hsin Steel Co. Ltd. | 5,121,000 | 14,419 | ||||
| Goldsun Building Materials Co. Ltd. | 14,661,982 | 14,400 | ||||
| CTCI Corp. | 9,024,642 | 14,208 | ||||
| Cheng Loong Corp. | 12,583,761 | 14,193 | ||||
| Jentech Precision Industrial Co. Ltd. | 1,098,948 | 13,879 | ||||
130
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Capital Securities Corp. | 26,217,508 | 13,834 | ||||
| Chung Hung Steel Corp. | 10,951,000 | 13,816 | ||||
| * | Episil Technologies Inc. | 3,949,875 | 13,641 | |||
| Genius Electronic Optical Co. Ltd. | 1,071,565 | 13,489 | ||||
| Shinkong Synthetic Fibers Corp. | 19,824,312 | 13,176 | ||||
| Taiwan Surface Mounting Technology Corp. | 3,755,113 | 13,172 | ||||
| HannStar Display Corp. | 29,982,793 | 13,163 | ||||
| Elite Semiconductor Microelectronics Technology Inc. | 3,206,717 | 13,159 | ||||
| * | FLEXium Interconnect Inc. | 4,228,334 | 13,118 | |||
| AP Memory Technology Corp. | 1,546,146 | 12,726 | ||||
| Formosa Taffeta Co. Ltd. | 13,865,498 | 12,721 | ||||
| United Integrated Services Co. Ltd. | 2,093,603 | 12,662 | ||||
| Pan Jit International Inc. | 5,033,398 | 12,637 | ||||
| ChipMOS Technologies Inc. | 8,010,348 | 12,460 | ||||
| WT Microelectronics Co. Ltd. | 5,096,486 | 12,283 | ||||
| Gold Circuit Electronics Ltd. | 4,408,941 | 12,151 | ||||
| * | United Renewable Energy Co. Ltd. | 16,818,408 | 12,132 | |||
| Wafer Works Corp. | 6,647,312 | 11,969 | ||||
| Topco Scientific Co. Ltd. | 2,123,260 | 11,954 | ||||
| U-Ming Marine Transport Corp. | 5,521,610 | 11,866 | ||||
| Nan Kang Rubber Tire Co. Ltd. | 9,059,745 | 11,784 | ||||
| * | Yieh Phui Enterprise Co. Ltd. | 16,370,938 | 11,626 | |||
| USI Corp. | 11,903,641 | 11,584 | ||||
| Mitac Holdings Corp. | 12,399,570 | 11,584 | ||||
| Asia Vital Components Co. Ltd. | 3,316,644 | 11,468 | ||||
| Far Eastern International Bank | 28,223,255 | 11,414 | ||||
| Shares | Market Value• ($000) | |||||
| Fitipower Integrated Technology Inc. | 1,956,648 | 11,333 | ||||
| King Slide Works Co. Ltd. | 842,930 | 11,250 | ||||
| Poya International Co. Ltd. | 1,037,288 | 11,029 | ||||
| Sitronix Technology Corp. | 1,283,567 | 11,009 | ||||
| Taiwan Secom Co. Ltd. | 2,946,466 | 10,891 | ||||
| TXC Corp. | 3,554,090 | 10,814 | ||||
| Sigurd Microelectronics Corp. | 5,686,585 | 10,777 | ||||
| Standard Foods Corp. | 6,083,849 | 10,372 | ||||
| Grand Pacific Petrochemical | 11,818,283 | 10,317 | ||||
| Tainan Spinning Co. Ltd. | 14,968,940 | 10,317 | ||||
| Chung-Hsin Electric & Machinery Manufacturing Corp. | 5,622,593 | 10,298 | ||||
| * | Microbio Co. Ltd. | 5,267,304 | 10,277 | |||
| Fusheng Precision Co. Ltd. | 1,389,000 | 10,222 | ||||
| Yulon Motor Co. Ltd. | 7,606,574 | 10,125 | ||||
| TSRC Corp. | 9,328,009 | 10,088 | ||||
| Wistron NeWeb Corp. | 3,921,164 | 10,082 | ||||
| Nuvoton Technology Corp. | 2,102,000 | 10,082 | ||||
| Huaku Development Co. Ltd. | 3,182,856 | 9,941 | ||||
| Advanced Energy Solution Holding Co. Ltd. | 325,450 | 9,917 | ||||
| XinTec Inc. | 2,098,714 | 9,605 | ||||
| Solar Applied Materials Technology Corp. | 5,805,689 | 9,540 | ||||
| Greatek Electronics Inc. | 4,081,961 | 9,494 | ||||
| Taiwan Hon Chuan Enterprise Co. Ltd. | 3,689,133 | 9,397 | ||||
| Far Eastern Department Stores Ltd. | 13,347,887 | 9,390 | ||||
| Ardentec Corp. | 6,434,391 | 9,351 | ||||
| FocalTech Systems Co. Ltd. | 2,421,403 | 9,309 | ||||
| Center Laboratories Inc. | 4,359,652 | 9,297 | ||||
131
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Coretronic Corp. | 4,849,212 | 9,242 | ||||
| Century Iron & Steel Industrial Co. Ltd. | 2,150,000 | 9,198 | ||||
| International CSRC Investment Holdings Co. | 11,535,159 | 9,048 | ||||
| Transcend Information Inc. | 3,771,325 | 9,044 | ||||
| * | Arcadyan Technology Corp. | 2,115,082 | 9,024 | |||
| * | Supreme Electronics Co. Ltd. | 5,801,259 | 8,990 | |||
| SDI Corp. | 2,044,876 | 8,914 | ||||
| Nantex Industry Co. Ltd. | 4,778,409 | 8,842 | ||||
| Hotai Finance Co. Ltd. | 2,272,000 | 8,543 | ||||
| Kenda Rubber Industrial Co. Ltd. | 7,984,000 | 8,485 | ||||
| Taiwan Union Technology Corp. | 3,255,239 | 8,406 | ||||
| General Interface Solution Holding Ltd. | 2,711,276 | 8,339 | ||||
| Sercomm Corp. | 2,995,250 | 8,337 | ||||
| TaiDoc Technology Corp. | 843,645 | 8,281 | ||||
| Wah Lee Industrial Corp. | 2,365,768 | 8,279 | ||||
| Farglory Land Development Co. Ltd. | 3,640,158 | 8,274 | ||||
| Charoen Pokphand Enterprise | 2,989,431 | 8,206 | ||||
| O-Bank Co. Ltd. | 25,544,547 | 8,198 | ||||
| Shiny Chemical Industrial Co. Ltd. | 1,181,000 | 8,187 | ||||
| Kinpo Electronics | 17,258,193 | 8,168 | ||||
| Primax Electronics Ltd. | 4,322,882 | 8,088 | ||||
| Clevo Co. | 7,058,551 | 8,065 | ||||
| Everlight Electronics Co. Ltd. | 5,511,687 | 7,975 | ||||
| Taiwan Semiconductor Co. Ltd. | 3,091,342 | 7,924 | ||||
| Longchen Paper & Packaging Co. Ltd. | 11,728,331 | 7,909 | ||||
| China Steel Chemical Corp. | 2,048,245 | 7,889 | ||||
| Evergreen International Storage & Transport Corp. | 6,521,793 | 7,848 | ||||
| Shares | Market Value• ($000) | |||||
| Hota Industrial Manufacturing Co. Ltd. | 3,074,801 | 7,827 | ||||
| TCI Co. Ltd. | 1,355,788 | 7,769 | ||||
| * | EirGenix Inc. | 2,585,277 | 7,731 | |||
| Fulgent Sun International Holding Co. Ltd. | 1,481,744 | 7,699 | ||||
| Apex International Co. Ltd. | 2,406,000 | 7,644 | ||||
| Getac Holdings Corp. | 4,874,752 | 7,578 | ||||
| Taiwan Paiho Ltd. | 3,334,592 | 7,526 | ||||
| * | TSEC Corp. | 5,093,000 | 7,494 | |||
| Foxsemicon Integrated Technology Inc. | 1,042,131 | 7,481 | ||||
| * | OBI Pharma Inc. | 1,980,690 | 7,454 | |||
| Merry Electronics Co. Ltd. | 2,675,063 | 7,391 | ||||
| Via Technologies Inc. | 4,521,909 | 7,350 | ||||
| China Motor Corp. | 3,644,222 | 7,226 | ||||
| Cleanaway Co. Ltd. | 1,062,359 | 7,190 | ||||
| Grape King Bio Ltd. | 1,476,683 | 7,177 | ||||
| Pegavision Corp. | 525,000 | 7,162 | ||||
| * | RDC Semiconductor Co. Ltd. | 681,000 | 7,159 | |||
| President Securities Corp. | 10,103,690 | 7,091 | ||||
| ADATA Technology Co. Ltd. | 2,988,467 | 7,033 | ||||
| Hsin Kuang Steel Co. Ltd. | 3,260,403 | 7,018 | ||||
| Holy Stone Enterprise Co. Ltd. | 1,819,126 | 6,982 | ||||
| Visual Photonics Epitaxy Co. Ltd. | 2,431,609 | 6,978 | ||||
| Ta Ya Electric Wire & Cable | 7,300,453 | 6,960 | ||||
| OptoTech Corp. | 5,043,266 | 6,952 | ||||
| RichWave Technology Corp. | 1,022,600 | 6,861 | ||||
| Genesys Logic Inc. | 1,045,000 | 6,804 | ||||
| * | Asia Optical Co. Inc. | 2,858,519 | 6,764 | |||
| China General Plastics Corp. | 6,020,597 | 6,735 | ||||
| TTY Biopharm Co. Ltd. | 2,655,457 | 6,707 | ||||
| UPC Technology Corp. | 12,067,277 | 6,694 | ||||
| * | Oriental Union Chemical Corp. | 9,505,474 | 6,522 | |||
132
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Adimmune Corp. | 4,704,575 | 6,479 | ||||
| Tong Yang Industry Co. Ltd. | 5,775,142 | 6,474 | ||||
| Sanyang Motor Co. Ltd. | 6,825,689 | 6,430 | ||||
| Chang Wah Electromaterials Inc. | 5,434,000 | 6,427 | ||||
| Sunny Friend Environmental Technology Co. Ltd. | 842,798 | 6,425 | ||||
| Kinik Co. | 1,489,479 | 6,405 | ||||
| Asia Polymer Corp. | 5,142,624 | 6,300 | ||||
| * | Etron Technology Inc. | 3,059,651 | 6,204 | |||
| Sunplus Technology Co. Ltd. | 5,587,752 | 6,147 | ||||
| Global Mixed Mode Technology Inc. | 916,342 | 6,116 | ||||
| Pixart Imaging Inc. | 1,538,804 | 5,982 | ||||
| Chong Hong Construction Co. Ltd. | 2,392,790 | 5,935 | ||||
| Cheng Uei Precision Industry Co. Ltd. | 5,170,595 | 5,932 | ||||
| Holtek Semiconductor Inc. | 1,903,952 | 5,912 | ||||
| Silicon Integrated Systems Corp. | 7,919,838 | 5,911 | ||||
| Kindom Development Co. Ltd. | 5,036,850 | 5,897 | ||||
| Taiwan Mask Corp. | 2,390,000 | 5,848 | ||||
| BES Engineering Corp. | 18,071,754 | 5,814 | ||||
| Hannstar Board Corp. | 4,438,657 | 5,738 | ||||
| Innodisk Corp. | 827,680 | 5,660 | ||||
| Advanced Ceramic X Corp. | 682,971 | 5,607 | ||||
| Pan-International Industrial Corp. | 5,040,613 | 5,602 | ||||
| Test Research Inc. | 2,409,878 | 5,597 | ||||
| Taiwan PCB Techvest Co. Ltd. | 3,381,549 | 5,565 | ||||
| Universal Vision Biotechnology Co. Ltd. | 660,000 | 5,533 | ||||
| Nichidenbo Corp. | 3,112,000 | 5,528 | ||||
| Co-Tech Development Corp. | 2,844,000 | 5,524 | ||||
| * | Mercuries Life Insurance Co. Ltd. | 21,064,250 | 5,519 | |||
| Shares | Market Value• ($000) | |||||
| Gudeng Precision Industrial Co. Ltd. | 772,054 | 5,511 | ||||
| Formosa Sumco Technology Corp. | 849,000 | 5,496 | ||||
| St. Shine Optical Co. Ltd. | 605,727 | 5,456 | ||||
| * | TaiMed Biologics Inc. | 2,549,087 | 5,369 | |||
| ITE Technology Inc. | 1,662,399 | 5,354 | ||||
| Shin Zu Shing Co. Ltd. | 1,889,166 | 5,338 | ||||
| YC INOX Co. Ltd. | 4,978,055 | 5,333 | ||||
| TPK Holding Co. Ltd. | 4,615,313 | 5,321 | ||||
| Chang Wah Technology Co. Ltd. | 1,755,000 | 5,303 | ||||
| Ennoconn Corp. | 793,996 | 5,240 | ||||
| Advanced Wireless Semiconductor Co. | 1,859,030 | 5,175 | ||||
| Sonix Technology Co. Ltd. | 2,033,316 | 5,162 | ||||
| * | Shihlin Paper Corp. | 2,732,000 | 5,140 | |||
| China Man-Made Fiber Corp. | 17,620,236 | 5,094 | ||||
| Formosa International Hotels Corp. | 872,756 | 5,090 | ||||
| Ton Yi Industrial Corp. | 9,530,324 | 5,083 | ||||
| AURAS Technology Co. Ltd. | 914,000 | 5,078 | ||||
| Dynapack International Technology Corp. | 1,876,479 | 5,075 | ||||
| T3EX Global Holdings Corp. | 1,283,000 | 5,041 | ||||
| * | Taiwan TEA Corp. | 7,832,399 | 5,038 | |||
| AcBel Polytech Inc. | 5,130,994 | 4,941 | ||||
| Cathay Real Estate Development Co. Ltd. | 7,694,505 | 4,792 | ||||
| Lotus Pharmaceutical Co. Ltd. | 1,216,189 | 4,728 | ||||
| Andes Technology Corp. | 483,000 | 4,710 | ||||
| * | Phihong Technology Co. Ltd. | 3,645,679 | 4,708 | |||
| Anpec Electronics Corp. | 750,000 | 4,693 | ||||
| Cub Elecparts Inc. | 1,008,865 | 4,668 | ||||
| * | CSBC Corp. Taiwan | 6,601,860 | 4,665 | |||
| Gloria Material Technology Corp. | 4,801,126 | 4,641 | ||||
133
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Dimerco Express Corp. | 1,326,453 | 4,605 | ||||
| Weltrend Semiconductor | 1,978,182 | 4,557 | ||||
| Taiwan Cogeneration Corp. | 3,501,754 | 4,534 | ||||
| Chicony Power Technology Co. Ltd. | 1,911,000 | 4,507 | ||||
| Chin-Poon Industrial Co. Ltd. | 4,428,799 | 4,462 | ||||
| LandMark Optoelectronics Corp. | 943,155 | 4,462 | ||||
| * | Unitech Printed Circuit Board Corp. | 7,947,956 | 4,448 | |||
| Marketech International Corp. | 1,045,000 | 4,441 | ||||
| Chlitina Holding Ltd. | 703,977 | 4,414 | ||||
| Prince Housing & Development Corp. | 10,474,870 | 4,412 | ||||
| * | Asia Pacific Telecom Co. Ltd. | 17,196,002 | 4,400 | |||
| Systex Corp. | 1,608,140 | 4,396 | ||||
| Sporton International Inc. | 714,132 | 4,390 | ||||
| Federal Corp. | 5,711,195 | 4,364 | ||||
| * | Career Technology MFG. Co. Ltd. | 6,212,395 | 4,355 | |||
| Thinking Electronic Industrial Co. Ltd. | 1,033,000 | 4,337 | ||||
| * | Unizyx Holding Corp. | 4,546,555 | 4,321 | |||
| Ho Tung Chemical Corp. | 12,421,141 | 4,238 | ||||
| Darfon Electronics Corp. | 2,655,164 | 4,228 | ||||
| KMC Kuei Meng International Inc. | 764,000 | 4,221 | ||||
| Swancor Holding Co. Ltd. | 935,426 | 4,179 | ||||
| D-Link Corp. | 7,312,584 | 4,161 | ||||
| * | CMC Magnetics Corp. | 13,872,610 | 4,158 | |||
| Gemtek Technology Corp. | 4,018,668 | 4,106 | ||||
| AmTRAN Technology Co. Ltd. | 8,388,029 | 4,079 | ||||
| ASROCK Inc. | 738,000 | 4,070 | ||||
| * | Orient Semiconductor Electronics Ltd. | 6,328,208 | 4,055 | |||
| Shares | Market Value• ($000) | |||||
| Actron Technology Corp. | 771,000 | 4,052 | ||||
| Huang Hsiang Construction Corp. | 2,133,571 | 3,992 | ||||
| Tung Thih Electronic Co. Ltd. | 782,118 | 3,966 | ||||
| * | Lealea Enterprise Co. Ltd. | 10,975,771 | 3,958 | |||
| Everlight Chemical Industrial Corp. | 5,142,329 | 3,904 | ||||
| Soft-World International Corp. | 1,363,372 | 3,888 | ||||
| Hung Sheng Construction Ltd. | 4,538,107 | 3,882 | ||||
| Hu Lane Associate Inc. | 1,120,482 | 3,879 | ||||
| Wei Chuan Foods Corp. | 5,095,507 | 3,866 | ||||
| Lung Yen Life Service Corp. | 2,372,221 | 3,851 | ||||
| Fittech Co. Ltd. | 723,890 | 3,850 | ||||
| Chun Yuan Steel Industry Co. Ltd. | 5,365,000 | 3,845 | ||||
| China Metal Products | 3,448,113 | 3,839 | ||||
| Sincere Navigation Corp. | 3,823,309 | 3,839 | ||||
| Ultra Chip Inc. | 878,000 | 3,805 | ||||
| Advanced International Multitech Co. Ltd. | 1,330,115 | 3,804 | ||||
| Chunghwa Precision Test Tech Co. Ltd. | 239,368 | 3,784 | ||||
| Taiflex Scientific Co. Ltd. | 2,552,994 | 3,777 | ||||
| Sensortek Technology Corp. | 330,000 | 3,713 | ||||
| Amazing Microelectronic Corp. | 841,000 | 3,688 | ||||
| Mercuries & Associates Holding Ltd. | 5,257,546 | 3,631 | ||||
| ScinoPharm Taiwan Ltd. | 4,340,946 | 3,596 | ||||
| Motech Industries Inc. | 3,450,214 | 3,564 | ||||
| * | 91APP Inc. | 815,931 | 3,556 | |||
| * | First Steamship Co. Ltd. | 9,563,441 | 3,528 | |||
| Taiwan Styrene Monomer | 6,364,977 | 3,487 | ||||
| Kaimei Electronic Corp. | 1,584,000 | 3,475 | ||||
134
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| CyberTAN Technology Inc. | 4,608,006 | 3,447 | ||||
| Xxentria Technology Materials Corp. | 1,544,444 | 3,441 | ||||
| VIA Labs Inc. | 339,000 | 3,356 | ||||
| Continental Holdings Corp. | 3,700,000 | 3,336 | ||||
| Alpha Networks Inc. | 3,443,750 | 3,324 | ||||
| Gamania Digital Entertainment Co. Ltd. | 1,543,424 | 3,322 | ||||
| Sunonwealth Electric Machine Industry Co. Ltd. | 2,575,000 | 3,316 | ||||
| Altek Corp. | 2,676,823 | 3,310 | ||||
| * | Chung Hwa Pulp Corp. | 5,136,818 | 3,296 | |||
| Dynamic Electronics Co. Ltd. | 4,559,365 | 3,250 | ||||
| Gourmet Master Co. Ltd. | 1,044,237 | 3,249 | ||||
| Global Brands Manufacture Ltd. | 2,934,799 | 3,209 | ||||
| Jih Sun Financial Holdings Co. Ltd. | 7,527,796 | 3,164 | ||||
| PharmaEngine Inc. | 1,071,477 | 3,155 | ||||
| * | Lingsen Precision Industries Ltd. | 4,474,421 | 3,145 | |||
| Sampo Corp. | 2,982,497 | 3,124 | ||||
| PChome Online Inc. | 1,180,661 | 3,113 | ||||
| Egis Technology Inc. | 822,582 | 3,051 | ||||
| Chief Telecom Inc. | 309,000 | 2,981 | ||||
| Wowprime Corp. | 775,817 | 2,907 | ||||
| YungShin Global Holding Corp. | 1,930,434 | 2,807 | ||||
| Radium Life Tech Co. Ltd. | 8,145,715 | 2,759 | ||||
| Run Long Construction Co. Ltd. | 1,341,986 | 2,756 | ||||
| Quanta Storage Inc. | 2,042,136 | 2,723 | ||||
| TA-I Technology Co. Ltd. | 1,490,535 | 2,718 | ||||
| Speed Tech Corp. | 1,513,000 | 2,672 | ||||
| Tyntek Corp. | 3,669,095 | 2,667 | ||||
| HannsTouch Solution Inc. | 6,761,304 | 2,647 | ||||
| Elite Advanced Laser Corp. | 1,811,862 | 2,645 | ||||
| Johnson Health Tech Co. Ltd. | 1,351,092 | 2,636 | ||||
| Machvision Inc. | 426,775 | 2,630 | ||||
| Shares | Market Value• ($000) | |||||
| Chia Hsin Cement Corp. | 3,883,000 | 2,603 | ||||
| Posiflex Technology Inc. | 644,612 | 2,571 | ||||
| * | Gigastorage Corp. | 3,421,817 | 2,538 | |||
| * | Adlink Technology Inc. | 1,307,484 | 2,526 | |||
| Flytech Technology Co. Ltd. | 1,020,785 | 2,514 | ||||
| Syncmold Enterprise Corp. | 1,052,099 | 2,501 | ||||
| Topkey Corp. | 593,000 | 2,491 | ||||
| * | Shining Building Business Co. Ltd. | 7,324,769 | 2,479 | |||
| Bank of Kaohsiung Co. Ltd. | 5,103,094 | 2,438 | ||||
| Kung Long Batteries Industrial Co. Ltd. | 521,932 | 2,430 | ||||
| GeneReach Biotechnology Corp. | 422,635 | 2,427 | ||||
| Namchow Holdings Co. Ltd. | 1,490,971 | 2,407 | ||||
| Sinyi Realty Inc. | 2,019,300 | 2,406 | ||||
| * | Ritek Corp. | 7,845,658 | 2,364 | |||
| Taiwan Sakura Corp. | 1,120,006 | 2,357 | ||||
| * | Medigen Biotechnology Corp. | 1,297,797 | 2,356 | |||
| * | Taigen Biopharmaceuticals Holdings Ltd. | 4,042,526 | 2,355 | |||
| Shin Foong Specialty & Applied Materials Co. Ltd. | 660,361 | 2,334 | ||||
| * | Savior Lifetec Corp. | 3,540,851 | 2,287 | |||
| Zeng Hsing Industrial Co. Ltd. | 484,619 | 2,272 | ||||
| Depo Auto Parts Ind Co. Ltd. | 1,169,025 | 2,271 | ||||
| China Chemical & Pharmaceutical Co. Ltd. | 2,754,766 | 2,264 | ||||
| Yeong Guan Energy Technology Group Co. Ltd. | 952,217 | 2,239 | ||||
| Rexon Industrial Corp. Ltd. | 1,678,000 | 2,238 | ||||
| * | Firich Enterprises Co. Ltd. | 2,384,719 | 2,219 | |||
| WUS Printed Circuit Co. Ltd. | 2,273,785 | 2,200 | ||||
135
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| China Electric Manufacturing Corp. | 3,583,227 | 2,181 | ||||
| * | Li Peng Enterprise Co. Ltd. | 7,797,714 | 2,144 | |||
| KEE TAI Properties Co. Ltd. | 5,074,979 | 2,103 | ||||
| Aten International Co. Ltd. | 749,480 | 2,050 | ||||
| Gigasolar Materials Corp. | 415,250 | 2,040 | ||||
| Yulon Nissan Motor Co. Ltd. | 241,842 | 2,037 | ||||
| * | Ability Enterprise Co. Ltd. | 2,620,904 | 2,023 | |||
| Nidec Chaun-Choung Technology Corp. | 491,645 | 1,978 | ||||
| Formosan Rubber Group Inc. | 2,625,306 | 1,974 | ||||
| Elitegroup Computer Systems Co. Ltd. | 3,126,479 | 1,970 | ||||
| Kuo Toong International Co. Ltd. | 2,541,809 | 1,837 | ||||
| Bioteque Corp. | 477,000 | 1,783 | ||||
| Nan Liu Enterprise Co. Ltd. | 556,000 | 1,781 | ||||
| CHC Healthcare Group | 1,144,222 | 1,762 | ||||
| Rich Development Co. Ltd. | 5,705,660 | 1,761 | ||||
| *,3 | Pharmally International Holding Co. Ltd. | 868,039 | 1,667 | |||
| IEI Integration Corp. | 1,104,669 | 1,658 | ||||
| * | Darwin Precisions Corp. | 4,662,570 | 1,656 | |||
| Ichia Technologies Inc. | 3,112,439 | 1,633 | ||||
| Kuo Yang Construction Co. Ltd. | 2,350,000 | 1,597 | ||||
| Sheng Yu Steel Co. Ltd. | 1,405,000 | 1,591 | ||||
| Dyaco International Inc. | 1,140,000 | 1,585 | ||||
| * | ALI Corp. | 1,800,362 | 1,583 | |||
| * | Newmax Technology Co. Ltd. | 1,553,000 | 1,582 | |||
| * | Brogent Technologies Inc. | 410,643 | 1,575 | |||
| Cyberlink Corp. | 555,066 | 1,547 | ||||
| Basso Industry Corp. | 1,044,339 | 1,479 | ||||
| Shares | Market Value• ($000) | |||||
| * | AGV Products Corp. | 3,744,983 | 1,473 | |||
| * | Li Cheng Enterprise Co. Ltd. | 1,732,420 | 1,463 | |||
| Iron Force Industrial Co. Ltd. | 648,535 | 1,458 | ||||
| Acter Group Corp. Ltd. | 209,584 | 1,409 | ||||
| * | Zinwell Corp. | 2,403,006 | 1,398 | |||
| * | Roo Hsing Co. Ltd. | 7,988,144 | 1,377 | |||
| Taiyen Biotech Co. Ltd. | 1,165,580 | 1,356 | ||||
| Test Rite International Co. Ltd. | 1,776,671 | 1,312 | ||||
| * | Infortrend Technology Inc. | 2,501,873 | 1,263 | |||
| Rechi Precision Co. Ltd. | 2,143,896 | 1,248 | ||||
| L&K Engineering Co. Ltd. | 1,262,623 | 1,237 | ||||
| TYC Brother Industrial Co. Ltd. | 1,776,099 | 1,168 | ||||
| Senao International Co. Ltd. | 952,428 | 1,092 | ||||
| Jess-Link Products Co. Ltd. | 801,887 | 1,054 | ||||
| FSP Technology Inc. | 719,071 | 994 | ||||
| Hong Pu Real Estate Development Co. Ltd. | 1,346,931 | 947 | ||||
| * | Tong-Tai Machine & Tool Co. Ltd. | 1,479,126 | 744 | |||
| Globe Union Industrial Corp. | 1,603,001 | 667 | ||||
| Toung Loong Textile Manufacturing | 586,481 | 642 | ||||
| * | Ambassador Hotel | 597,000 | 636 | |||
| *,3 | Unity Opto Technology Co. Ltd. | 4,231,961 | 592 | |||
| Nan Pao Resins Chemical Co. Ltd. | 44,672 | 184 | ||||
| *,3 | Taiwan Land Development Corp. | 448,935 | 41 | |||
| *,3 | Pihsiang Machinery Manufacturing Co. Ltd. | 1,232,000 | — | |||
| *,3 | XPEC Entertainment Inc. | 872,075 | — | |||
| *,3 | E-Ton Solar Tech Co. Ltd. | 696,074 | — | |||
136
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,3 | Green Energy Technology Inc. | 2,817,405 | — | |||
| *,3 | Episil Technologies Inc. Rights Exp. 5/27/22 | 20,358 | — | |||
| *,3 | Medigen Vaccine Biologics Corp. Rights Exp. 5/10/22 | 49,673 | — | |||
| 16,864,372 | ||||||
| Thailand (0.8%) | ||||||
| PTT PCL (Foreign) | 188,481,659 | 204,847 | ||||
| CP ALL PCL (Foreign) | 77,664,600 | 146,432 | ||||
| Siam Cement PCL (Foreign) | 10,827,930 | 116,378 | ||||
| * | Airports of Thailand PCL (Foreign) | 54,579,155 | 105,473 | |||
| Advanced Info Service PCL (Foreign) | 14,725,437 | 92,065 | ||||
| Kasikornbank PCL (Foreign) | 19,393,935 | 85,851 | ||||
| Bangkok Dusit Medical Services PCL (Foreign) | 114,347,365 | 85,593 | ||||
| PTT Exploration & Production PCL (Foreign) | 17,717,756 | 77,522 | ||||
| SCB X PCL (Foreign) | 21,982,088 | 73,808 | ||||
| Gulf Energy Development PCL (Foreign) | 48,358,948 | 68,217 | ||||
| Central Pattana PCL (Foreign) | 35,406,430 | 62,088 | ||||
| * | Jasmine Technology Solution PCL (Foreign) | 3,818,800 | 61,399 | |||
| * | Minor International PCL (Foreign) | 52,900,752 | 53,461 | |||
| Energy Absolute PCL (Foreign) | 20,088,340 | 51,539 | ||||
| * | Central Retail Corp. PCL (Foreign) | 42,852,693 | 48,969 | |||
| Charoen Pokphand Foods PCL (Foreign) | 63,833,327 | 44,833 | ||||
| Delta Electronics Thailand PCL (Foreign) | 4,241,689 | 44,414 | ||||
| PTT Global Chemical PCL (Foreign) | 25,856,506 | 37,487 | ||||
| Shares | Market Value• ($000) | |||||
| Intouch Holdings PCL (Foreign) | 18,322,661 | 37,298 | ||||
| Indorama Ventures PCL (Foreign) | 28,018,552 | 36,691 | ||||
| Krung Thai Bank PCL (Foreign) | 82,316,611 | 36,290 | ||||
| Bangkok Bank PCL (Foreign) | 9,024,986 | 34,040 | ||||
| 1 | Banpu PCL (Foreign) | 87,725,815 | 31,256 | |||
| Home Product Center PCL (Foreign) | 67,404,174 | 29,305 | ||||
| Land & Houses PCL (Foreign) | 101,295,629 | 28,152 | ||||
| 1 | Krungthai Card PCL (Foreign) | 16,558,535 | 27,681 | |||
| Digital Telecommunications Infrastructure Fund | 61,952,565 | 25,473 | ||||
| BTS Group Holdings PCL (Foreign) | 95,929,045 | 25,082 | ||||
| SCG Packaging PCL (Foreign) | 15,587,400 | 24,974 | ||||
| PTT Oil & Retail Business PCL (Foreign) | 34,377,300 | 24,957 | ||||
| Bangkok Expressway & Metro PCL (Foreign) | 104,174,474 | 24,956 | ||||
| Thai Oil PCL (Foreign) | 13,890,584 | 22,728 | ||||
| Thonburi Healthcare Group PCL (Foreign) | 11,936,330 | 21,437 | ||||
| Bumrungrad Hospital PCL (Foreign) | 4,563,312 | 21,262 | ||||
| Tisco Financial Group PCL (Foreign) | 7,686,761 | 20,276 | ||||
| JMT Network Services PCL (Foreign) | 7,879,681 | 19,906 | ||||
| 1 | Mega Lifesciences PCL (Foreign) | 13,836,745 | 19,679 | |||
| TMBThanachart Bank PCL (Foreign) | 515,805,006 | 19,434 | ||||
| True Corp. PCL (Foreign) | 131,146,732 | 18,366 | ||||
| Com7 PCL (Foreign) | 15,035,782 | 18,165 | ||||
| Electricity Generating PCL (Foreign) | 3,665,145 | 17,733 | ||||
137
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Thai Union Group PCL (Foreign) | 35,947,965 | 17,679 | ||||
| Kiatnakin Phatra Bank PCL (Foreign) | 8,156,671 | 17,080 | ||||
| 1 | KCE Electronics PCL (Foreign) | 9,498,700 | 16,864 | |||
| Osotspa PCL (Foreign) | 16,565,160 | 16,799 | ||||
| Siam Makro PCL (Foreign) | 15,216,094 | 16,583 | ||||
| Global Power Synergy PCL (Foreign) | 8,586,993 | 16,550 | ||||
| Jasmine Broadband Internet Infrastructure Fund | 51,529,841 | 16,513 | ||||
| Singer Thailand PCL (Foreign) | 9,331,200 | 15,553 | ||||
| 1 | IRPC PCL (Foreign) | 147,994,943 | 14,913 | |||
| Ngern Tid Lor PCL (Foreign) | 13,789,353 | 14,721 | ||||
| Bangchak Corp. PCL (Foreign) | 14,702,835 | 14,294 | ||||
| CPN Retail Growth Leasehold REIT | 23,812,012 | 14,049 | ||||
| Ratch Group PCL (Foreign) | 10,918,334 | 14,003 | ||||
| Asset World Corp. PCL (Foreign) | 99,781,020 | 13,960 | ||||
| *,1 | Esso Thailand PCL (Foreign) | 51,253,846 | 13,897 | |||
| Jay Mart PCL (Foreign) | 7,504,400 | 13,574 | ||||
| Bangkok Commercial Asset Management PCL (Foreign) | 23,403,343 | 13,051 | ||||
| Srisawad Corp. PCL (Foreign) | 8,368,410 | 13,003 | ||||
| *,1 | Central Plaza Hotel PCL (Foreign) | 9,599,873 | 12,957 | |||
| 1 | Carabao Group PCL (Foreign) | 4,047,285 | 12,868 | |||
| 1 | Siam Global House PCL (Foreign) | 20,307,537 | 12,864 | |||
| Muangthai Capital PCL (Foreign) | 9,260,476 | 12,399 | ||||
| Berli Jucker PCL (Foreign) | 12,336,963 | 12,286 | ||||
| Supalai PCL (Foreign) | 17,667,981 | 11,260 | ||||
| Thanachart Capital PCL (Foreign) | 9,630,925 | 11,256 | ||||
| 1 | WHA Corp. PCL (Foreign) | 113,614,738 | 11,079 | |||
| Shares | Market Value• ($000) | |||||
| Total Access Communication PCL (Foreign) | 8,153,800 | 10,927 | ||||
| VGI PCL (Foreign) | 69,689,838 | 10,042 | ||||
| Gunkul Engineering PCL (Foreign) | 57,352,728 | 9,638 | ||||
| AP Thailand PCL (Foreign) | 27,764,645 | 9,524 | ||||
| Hana Microelectronics PCL (Foreign) | 7,355,110 | 9,515 | ||||
| * | Dhipaya Group Holdings PCL (Foreign) | 4,981,200 | 9,355 | |||
| Sri Trang Gloves Thailand PCL (Foreign) | 13,093,343 | 9,267 | ||||
| Bangkok Chain Hospital PCL (Foreign) | 14,436,127 | 9,039 | ||||
| Dohome PCL (Foreign) | 15,033,840 | 8,760 | ||||
| Amata Corp. PCL (Foreign) | 13,206,271 | 8,355 | ||||
| B Grimm Power PCL (Foreign) | 8,846,155 | 8,343 | ||||
| 1 | Sri Trang Agro-Industry PCL (Foreign) | 11,319,782 | 8,304 | |||
| Chularat Hospital PCL (Foreign) | 70,211,415 | 7,978 | ||||
| Thailand Future Fund | 32,148,915 | 7,909 | ||||
| * | CK Power PCL (Foreign) | 49,527,145 | 7,840 | |||
| AEON Thana Sinsap Thailand PCL (Foreign) | 1,352,527 | 7,556 | ||||
| 1 | CH Karnchang PCL (Foreign) | 13,145,243 | 7,449 | |||
| BEC World PCL (Foreign) | 14,132,124 | 6,348 | ||||
| * | STARK Corp. PCL (Foreign) | 46,127,100 | 6,307 | |||
| TQM Corp. PCL (Foreign) | 4,331,300 | 6,280 | ||||
| Star Petroleum Refining PCL (Foreign) | 17,969,209 | 5,615 | ||||
| Sansiri PCL (Foreign) | 165,373,611 | 5,606 | ||||
| * | Plan B Media PCL (Foreign) | 23,528,899 | 5,363 | |||
| Bangkok Life Assurance PCL (Foreign) | 4,107,580 | 5,268 | ||||
138
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Sino-Thai Engineering & Construction PCL (Foreign) | 13,904,642 | 5,237 | ||||
| TTW PCL (Foreign) | 16,167,145 | 5,193 | ||||
| Thoresen Thai Agencies PCL (Foreign) | 18,160,170 | 5,111 | ||||
| IMPACT Growth REIT | 10,316,486 | 5,072 | ||||
| 1 | TOA Paint Thailand PCL (Foreign) | 5,962,418 | 5,029 | |||
| Tipco Asphalt PCL (Foreign) | 9,870,264 | 4,690 | ||||
| TPI Polene PCL (Foreign) | 107,374,043 | 4,685 | ||||
| * | Jasmine International PCL (Foreign) | 43,183,878 | 4,601 | |||
| 1 | Kerry Express Thailand PCL (Foreign) | 6,473,000 | 4,420 | |||
| Quality Houses PCL (Foreign) | 67,350,088 | 4,393 | ||||
| Thai Vegetable Oil PCL (Foreign) | 4,620,391 | 4,349 | ||||
| Siam City Cement PCL (Foreign) | 965,449 | 4,276 | ||||
| Workpoint Entertainment PCL (Foreign) | 4,658,553 | 4,236 | ||||
| 1 | Precious Shipping PCL (Foreign) | 7,557,452 | 4,178 | |||
| Major Cineplex Group PCL (Foreign) | 6,800,679 | 4,064 | ||||
| * | BTS Rail Mass Transit Growth Infrastructure Fund | 32,054,557 | 4,014 | |||
| 1 | Super Energy Corp. PCL (Foreign) | 152,719,066 | 3,882 | |||
| Bangkok Land PCL (Foreign) | 129,515,195 | 3,774 | ||||
| 1 | PTG Energy PCL (Foreign) | 8,263,777 | 3,434 | |||
| Bangkok Life Assurance PCL NVDR | 2,538,325 | 3,256 | ||||
| 1 | Banpu Power PCL (Foreign) | 6,863,437 | 3,256 | |||
| TPI Polene Power PCL (Foreign) | 28,372,012 | 3,157 | ||||
| 1 | BCPG PCL (Foreign) | 8,752,273 | 3,129 | |||
| Ratchthani Leasing PCL (Foreign) | 24,276,994 | 3,090 | ||||
| * | MBK PCL (Foreign) | 7,312,805 | 2,761 | |||
| Shares | Market Value• ($000) | |||||
| * | Italian-Thai Development PCL (Foreign) | 45,726,183 | 2,653 | |||
| North Bangkok Power Plant Block 1 Infrastructure Fund - EGAT | 10,095,586 | 2,624 | ||||
| Origin Property PCL (Foreign) | 8,151,381 | 2,595 | ||||
| 1 | GFPT PCL (Foreign) | 6,327,295 | 2,578 | |||
| Pruksa Holding PCL (Foreign) | 6,478,484 | 2,499 | ||||
| * | Pruksa Real Estate PCL (Foreign) | 7,721,100 | 2,249 | |||
| * | Bangkok Airways PCL (Foreign) | 6,876,393 | 2,230 | |||
| Thaifoods Group PCL (Foreign) | 18,093,804 | 2,217 | ||||
| * | U City plc (Foreign) | 44,217,565 | 2,204 | |||
| MK Restaurants Group PCL (Foreign) | 1,327,640 | 2,121 | ||||
| Thaicom PCL (Foreign) | 7,148,478 | 1,991 | ||||
| SPCG PCL (Foreign) | 3,273,834 | 1,602 | ||||
| 1 | Taokaenoi Food & Marketing PCL (Foreign) | 7,071,393 | 1,591 | |||
| WHA Premium Growth Freehold & Leasehold REIT | 4,801,075 | 1,524 | ||||
| 1 | LPN Development PCL (Foreign) | 10,328,989 | 1,384 | |||
| *,1,3 | Thai Airways International PCL (Foreign) | 13,550,615 | 1,314 | |||
| * | Samart Corp. PCL (Foreign) | 5,775,730 | 1,041 | |||
| * | Unique Engineering & Construction PCL (Foreign) | 6,186,075 | 917 | |||
| Univentures PCL (Foreign) | 4,087,637 | 352 | ||||
| * | MBK PCL Warrants Exp. 10/25/22 | 295,492 | 86 | |||
| *,3 | Inter Far East Energy Corp. | 5,655,044 | 58 | |||
| * | TMBThanachart Bank PCL Warrants Exp. 5/10/25 | 5,153,478 | 53 | |||
139
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | BCPG PCL Warrants Exp. 11/13/23 | 1 | — | |||
| * | Samart Corp. PCL Warrants Exp. 5/17/24 | 1 | — | |||
| * | Minor International PCL Warrants Exp. 5/5/23 | 1 | — | |||
| 2,745,330 | ||||||
| Turkey (0.1%) | ||||||
| Eregli Demir ve Celik Fabrikalari TAS | 17,519,276 | 39,453 | ||||
| BIM Birlesik Magazalar A/S | 5,723,274 | 32,154 | ||||
| KOC Holding A/S | 11,042,907 | 29,865 | ||||
| * | Turkiye Garanti Bankasi A/S | 26,543,380 | 26,777 | |||
| * | Turkiye Petrol Rafinerileri A/S | 1,574,337 | 24,790 | |||
| Turkiye Sise ve Cam Fabrikalari A/S | 18,236,189 | 22,244 | ||||
| Turkcell Iletisim Hizmetleri A/S | 15,202,567 | 22,055 | ||||
| Akbank TAS | 33,494,352 | 20,071 | ||||
| * | Turk Hava Yollari AO | 7,139,174 | 19,838 | |||
| Ford Otomotiv Sanayi A/S | 817,264 | 16,420 | ||||
| Haci Omer Sabanci Holding A/S | 11,533,777 | 15,527 | ||||
| Turkiye Is Bankasi A/S Class C | 18,301,023 | 12,966 | ||||
| * | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A/S | 12,742,342 | 12,900 | |||
| Aselsan Elektronik Sanayi ve Ticaret A/S | 7,556,011 | 12,431 | ||||
| Yapi ve Kredi Bankasi A/S | 33,712,327 | 11,033 | ||||
| * | Petkim Petrokimya Holding A/S | 15,998,504 | 10,271 | |||
| Arcelik A/S | 2,215,924 | 10,030 | ||||
| Enka Insaat ve Sanayi A/S | 8,937,213 | 9,500 | ||||
| * | Sasa Polyester Sanayi A/S | 2,201,553 | 9,491 | |||
| Tofas Turk Otomobil Fabrikasi A/S | 1,591,797 | 8,431 | ||||
| * | Hektas Ticaret TAS | 5,153,362 | 7,680 | |||
| * | Aksa Enerji Uretim A/S Class B | 6,625,169 | 7,413 | |||
| Shares | Market Value• ($000) | |||||
| Coca-Cola Icecek A/S | 893,374 | 7,411 | ||||
| * | Koza Altin Isletmeleri A/S | 594,473 | 6,867 | |||
| * | TAV Havalimanlari Holding A/S | 2,122,410 | 6,124 | |||
| * | Penta Teknoloji Urunleri Dagitim Ticaret A/S Class B | 273,953 | 5,986 | |||
| * | Gubre Fabrikalari TAS | 1,035,618 | 5,596 | |||
| Anadolu Efes Biracilik ve Malt Sanayii A/S Class B | 2,617,739 | 5,208 | ||||
| * | Koza Anadolu Metal Madencilik Isletmeleri A/S | 2,330,265 | 4,910 | |||
| Emlak Konut Gayrimenkul Yatirim Ortakligi A/S | 27,299,220 | 4,877 | ||||
| Turk Telekomunikasyon A/S | 7,194,669 | 4,875 | ||||
| * | Is Gayrimenkul Yatirim Ortakligi A/S | 5,673,351 | 4,786 | |||
| Aksa Akrilik Kimya Sanayii A/S | 1,435,187 | 4,441 | ||||
| AG Anadolu Grubu Holding A/S | 1,580,489 | 4,352 | ||||
| * | Pegasus Hava Tasimaciligi A/S | 426,134 | 3,826 | |||
| Iskenderun Demir ve Celik A/S | 2,043,156 | 3,765 | ||||
| * | Kizilbuk Gayrimenkul Yatirim Ortakligi A/S | 786,346 | 3,430 | |||
| 2 | Enerjisa Enerji A/S | 3,521,196 | 3,338 | |||
| * | Oyak Cimento Fabrikalari A/S | 4,397,874 | 3,175 | |||
| Sarkuysan Elektrolitik Bakir Sanayi ve Ticaret A/S | 2,454,393 | 3,116 | ||||
| Alarko Holding A/S | 1,727,195 | 3,115 | ||||
| * | Migros Ticaret A/S | 1,020,116 | 3,114 | |||
| * | Turkiye Halk Bankasi A/S | 8,219,514 | 2,986 | |||
| Sok Marketler Ticaret A/S | 3,356,967 | 2,939 | ||||
| Tekfen Holding A/S | 2,204,316 | 2,923 | ||||
| * | Bera Holding A/S | 3,852,106 | 2,684 | |||
| Otokar Otomotiv ve Savunma Sanayi A/S | 95,379 | 2,673 | ||||
140
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| * | Logo Yazilim Sanayi ve Ticaret A/S | 874,640 | 2,646 | |||
| * | Dogan Sirketler Grubu Holding A/S | 11,089,973 | 2,576 | |||
| Turk Traktor ve Ziraat Makineleri A/S | 158,628 | 2,508 | ||||
| 2 | Mavi Giyim Sanayi ve Ticaret A/S Class B | 429,855 | 2,356 | |||
| Yatas Yatak ve Yorgan Sanayi ve Ticaret A/S | 2,401,410 | 2,335 | ||||
| * | Turkiye Vakiflar Bankasi TAO | 7,760,692 | 2,324 | |||
| Borusan Yatirim ve Pazarlama A/S | 89,689 | 2,308 | ||||
| * | Is Yatirim Menkul Degerler A/S | 1,643,498 | 2,271 | |||
| Kordsa Teknik Tekstil A/S | 731,090 | 2,235 | ||||
| *,2 | MLP Saglik Hizmetleri A/S Class B | 990,214 | 2,111 | |||
| Ulker Biskuvi Sanayi A/S | 1,838,849 | 2,066 | ||||
| * | Ziraat Gayrimenkul Yatirim Ortakligi A/S | 10,631,596 | 2,056 | |||
| * | Turkiye Sinai Kalkinma Bankasi A/S | 15,856,119 | 1,969 | |||
| Nuh Cimento Sanayi A/S | 604,862 | 1,933 | ||||
| Dogus Otomotiv Servis ve Ticaret A/S | 425,890 | 1,913 | ||||
| * | Ipek Dogal Enerji Kaynaklari Arastirma ve Uretim A/S | 1,320,007 | 1,831 | |||
| Tat Gida Sanayi A/S | 1,893,079 | 1,814 | ||||
| Vestel Elektronik Sanayi ve Ticaret A/S | 1,035,683 | 1,814 | ||||
| Aygaz A/S | 818,472 | 1,797 | ||||
| Baskent Dogalgaz Dagitim Gayrimenkul Yatirim Ortakligi A/S | 1,805,487 | 1,780 | ||||
| EGE Endustri ve Ticaret A/S | 13,989 | 1,703 | ||||
| * | NET Holding A/S | 1,945,728 | 1,588 | |||
| Shares | Market Value• ($000) | |||||
| * | EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret A/S | 2,113,713 | 1,445 | |||
| Cimsa Cimento Sanayi ve Ticaret A/S | 542,701 | 1,216 | ||||
| Kervan Gida Sanayi ve Ticaret A/S Class B | 1,812,514 | 1,191 | ||||
| Brisa Bridgestone Sabanci Sanayi ve Ticaret A/S | 470,066 | 1,037 | ||||
| * | Torunlar Gayrimenkul Yatirim Ortakligi A/S | 2,009,237 | 999 | |||
| * | Zorlu Enerji Elektrik Uretim A/S | 6,889,111 | 958 | |||
| Kartonsan Karton Sanayi ve Ticaret A/S | 212,792 | 843 | ||||
| * | Sekerbank Turk A/S | 9,846,869 | 766 | |||
| Aksigorta A/S | 3,361,144 | 761 | ||||
| Polisan Holding A/S | 2,589,101 | 632 | ||||
| * | Is Finansal Kiralama A/S | 2,638,600 | 615 | |||
| * | Albaraka Turk Katilim Bankasi A/S | 6,415,488 | 539 | |||
| * | Akcansa Cimento A/S | 345,555 | 498 | |||
| * | Konya Cimento Sanayii A/S | 7,470 | 452 | |||
| * | Kardemir Karabuk Demir Celik Sanayi ve Ticaret A/S Class A | 230,689 | 196 | |||
| * | Albaraka Turk Katilim Bankasi A/S Rights Exp. 5/11/22 | 6,415,488 | 95 | |||
| *,3 | Asya Katilim Bankasi A/S | 6,861,580 | — | |||
| 546,034 | ||||||
| United Arab Emirates (0.4%) | ||||||
| Emirates Telecommunications Group Co. PJSC | 44,988,940 | 430,308 | ||||
| First Abu Dhabi Bank PJSC | 57,170,815 | 348,528 | ||||
| * | Alpha Dhabi Holding PJSC | 17,261,028 | 126,797 | |||
| Abu Dhabi Commercial Bank PJSC | 35,848,359 | 99,097 | ||||
141
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Emaar Properties PJSC | 51,902,673 | 89,524 | ||||
| Aldar Properties PJSC | 49,778,779 | 76,271 | ||||
| Dubai Islamic Bank PJSC | 37,720,686 | 65,980 | ||||
| Abu Dhabi Islamic Bank PJSC | 18,649,188 | 44,419 | ||||
| Abu Dhabi National Oil Co. for Distribution PJSC | 32,036,561 | 35,939 | ||||
| * | Dubai Electricity & Water Authority PJSC | 31,395,653 | 24,189 | |||
| ADNOC Drilling Co. PJSC | 19,569,831 | 19,111 | ||||
| Dubai Investments PJSC | 27,070,082 | 18,435 | ||||
| Air Arabia PJSC | 30,795,792 | 17,883 | ||||
| * | Emaar Development PJSC | 10,861,648 | 15,197 | |||
| Dubai Financial Market PJSC | 20,863,723 | 14,942 | ||||
| Dana Gas PJSC | 44,442,165 | 14,245 | ||||
| GFH Financial Group BSC | 41,790,420 | 13,724 | ||||
| * | AL Seer Marine Supplies & Equipment Co. LLC | 2,429,187 | 8,688 | |||
| AL Yah Satellite Communications Co-Pjsc-Yah Sat | 11,511,379 | 8,319 | ||||
| * | RAK Properties PJSC | 12,918,034 | 2,715 | |||
| Aramex PJSC | 2,296,891 | 2,542 | ||||
| * | Union Properties PJSC | 27,400,380 | 2,080 | |||
| *,3 | Arabtec Holding PJSC | 11,126,461 | 1,605 | |||
| *,3 | Drake & Scull International PJSC | 7,671,678 | 773 | |||
| 1,481,311 | ||||||
| United Kingdom (10.0%) | ||||||
| AstraZeneca plc | 20,033,652 | 2,673,315 | ||||
| Shell plc | 98,951,184 | 2,656,433 | ||||
| * | HSBC Holdings plc | 264,870,563 | 1,655,210 | |||
| Diageo plc | 29,744,216 | 1,483,904 | ||||
| GlaxoSmithKline plc | 63,923,356 | 1,440,997 | ||||
| British American Tobacco plc | 29,526,278 | 1,237,515 | ||||
| BP plc | 248,366,230 | 1,199,061 | ||||
| * | Glencore plc | 169,730,983 | 1,045,826 | |||
| Unilever plc | 21,424,903 | 994,417 | ||||
| Shares | Market Value• ($000) | |||||
| Rio Tinto plc | 14,066,161 | 993,861 | ||||
| RELX plc | 24,044,227 | 716,289 | ||||
| Anglo American plc | 15,762,397 | 698,132 | ||||
| National Grid plc | 46,749,761 | 694,560 | ||||
| Reckitt Benckiser Group plc | 8,192,905 | 638,929 | ||||
| Unilever plc | 11,646,167 | 541,432 | ||||
| Vodafone Group plc | 349,623,696 | 529,316 | ||||
| Lloyds Banking Group plc | 919,769,881 | 522,396 | ||||
| Compass Group plc | 23,064,437 | 486,702 | ||||
| London Stock Exchange Group plc | 4,697,736 | 463,158 | ||||
| Prudential plc | 35,613,079 | 443,328 | ||||
| Experian plc | 11,839,737 | 408,878 | ||||
| Barclays plc | 217,852,482 | 400,444 | ||||
| CRH plc | 9,701,895 | 383,466 | ||||
| BAE Systems plc | 41,124,057 | 379,849 | ||||
| Ferguson plc | 2,866,244 | 359,568 | ||||
| Tesco plc | 97,630,839 | 331,683 | ||||
| SSE plc | 13,764,182 | 319,684 | ||||
| Ashtead Group plc | 5,805,029 | 300,162 | ||||
| Aviva plc | 48,334,739 | 259,322 | ||||
| Segro plc | 15,473,286 | 259,055 | ||||
| Imperial Brands plc | 12,168,362 | 253,291 | ||||
| Legal & General Group plc | 77,011,060 | 240,051 | ||||
| * | Flutter Entertainment plc | 2,270,277 | 229,313 | |||
| Standard Chartered plc | 32,792,175 | 224,178 | ||||
| 3i Group plc | 12,336,833 | 201,895 | ||||
| BT Group plc | 89,885,266 | 199,328 | ||||
| Smith & Nephew plc | 11,374,929 | 184,371 | ||||
| NatWest Group plc | 66,707,187 | 178,961 | ||||
| WPP plc | 14,351,707 | 178,892 | ||||
| Croda International plc | 1,742,987 | 169,290 | ||||
| Bunzl plc | 4,365,362 | 168,418 | ||||
| Rentokil Initial plc | 24,084,612 | 165,420 | ||||
| InterContinental Hotels Group plc | 2,379,526 | 151,908 | ||||
| Halma plc | 4,908,947 | 150,683 | ||||
| Spirax-Sarco Engineering plc | 951,404 | 143,563 | ||||
| * | Entain plc | 7,562,620 | 142,104 | |||
| Smurfit Kappa Group plc | 3,361,613 | 142,047 | ||||
| * | Informa plc | 19,397,494 | 137,604 | |||
| Intertek Group plc | 2,094,451 | 130,516 | ||||
142
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Severn Trent plc | 3,248,751 | 127,681 | ||||
| United Utilities Group plc | 8,840,430 | 127,041 | ||||
| Next plc | 1,641,302 | 122,935 | ||||
| Sage Group plc | 13,256,027 | 121,645 | ||||
| Mondi plc | 6,268,855 | 117,766 | ||||
| * | Rolls-Royce Holdings plc | 108,683,298 | 111,418 | |||
| St. James's Place plc | 6,891,840 | 110,749 | ||||
| Persimmon plc | 4,099,138 | 106,759 | ||||
| Burberry Group plc | 5,153,737 | 101,711 | ||||
| * | Meggitt plc | 10,128,996 | 98,200 | |||
| DCC plc | 1,283,718 | 97,266 | ||||
| 2 | Auto Trader Group plc | 12,064,495 | 95,215 | |||
| Pearson plc | 9,745,080 | 94,623 | ||||
| Smiths Group plc | 5,061,717 | 92,626 | ||||
| * | Whitbread plc | 2,609,709 | 91,097 | |||
| Admiral Group plc | 2,870,485 | 90,355 | ||||
| Associated British Foods plc | 4,506,352 | 90,175 | ||||
| M&G plc | 33,580,175 | 89,154 | ||||
| Land Securities Group plc | 9,218,470 | 86,456 | ||||
| Antofagasta plc | 4,483,459 | 85,831 | ||||
| Rightmove plc | 10,957,478 | 84,231 | ||||
| Kingfisher plc | 26,610,525 | 83,918 | ||||
| Melrose Industries plc | 56,629,360 | 82,288 | ||||
| Barratt Developments plc | 13,088,591 | 80,077 | ||||
| Electrocomponents plc | 6,112,438 | 79,782 | ||||
| British Land Co. plc | 12,020,680 | 77,430 | ||||
| * | Centrica plc | 76,444,393 | 75,740 | |||
| Tritax Big Box REIT plc | 24,208,296 | 73,900 | ||||
| B&M European Value Retail SA | 12,044,435 | 73,797 | ||||
| Taylor Wimpey plc | 46,716,457 | 73,474 | ||||
| * | Ocado Group plc | 6,322,027 | 72,303 | |||
| Phoenix Group Holdings plc | 9,534,626 | 72,219 | ||||
| Howden Joinery Group plc | 7,374,899 | 69,822 | ||||
| Intermediate Capital Group plc | 3,617,194 | 69,220 | ||||
| * | Berkeley Group Holdings plc | 1,354,105 | 68,675 | |||
| DS Smith plc | 16,563,393 | 68,063 | ||||
| Johnson Matthey plc | 2,406,556 | 66,200 | ||||
| abrdn plc | 28,033,064 | 65,825 | ||||
| J Sainsbury plc | 22,282,449 | 65,015 | ||||
| Shares | Market Value• ($000) | |||||
| Weir Group plc | 3,350,394 | 64,410 | ||||
| Dechra Pharmaceuticals plc | 1,357,561 | 61,518 | ||||
| UNITE Group plc | 4,168,852 | 59,032 | ||||
| * | Tate & Lyle plc | 6,064,269 | 58,942 | |||
| Endeavour Mining plc | 2,392,951 | 58,357 | ||||
| IMI plc | 3,355,049 | 56,481 | ||||
| Hargreaves Lansdown plc | 4,897,245 | 56,065 | ||||
| 2 | ConvaTec Group plc | 20,832,030 | 55,107 | |||
| Direct Line Insurance Group plc | 17,251,771 | 54,755 | ||||
| Diploma plc | 1,576,596 | 54,075 | ||||
| IG Group Holdings plc | 5,182,005 | 52,960 | ||||
| JD Sports Fashion plc | 31,888,490 | 52,542 | ||||
| Drax Group plc | 5,178,868 | 52,336 | ||||
| Spectris plc | 1,427,899 | 52,224 | ||||
| Hiscox Ltd. | 4,366,436 | 51,848 | ||||
| * | Coca-Cola HBC AG | 2,545,114 | 51,599 | |||
| Hikma Pharmaceuticals plc | 2,183,561 | 51,293 | ||||
| Schroders plc | 1,452,506 | 51,274 | ||||
| 2 | Avast plc | 7,136,431 | 50,598 | |||
| Investec plc | 8,589,498 | 50,591 | ||||
| Man Group plc | 17,283,284 | 50,373 | ||||
| Derwent London plc | 1,313,026 | 49,819 | ||||
| Royal Mail plc | 11,615,752 | 49,789 | ||||
| Bellway plc | 1,600,102 | 48,599 | ||||
| Pennon Group plc | 3,481,357 | 48,378 | ||||
| ITV plc | 48,241,622 | 44,549 | ||||
| Inchcape plc | 4,947,835 | 44,272 | ||||
| HomeServe plc | 3,571,418 | 43,892 | ||||
| * | Marks & Spencer Group plc | 25,321,353 | 43,227 | |||
| Travis Perkins plc | 2,823,295 | 43,062 | ||||
| Safestore Holdings plc | 2,680,690 | 42,172 | ||||
| Beazley plc | 7,805,410 | 42,045 | ||||
| LondonMetric Property plc | 12,397,450 | 41,902 | ||||
| AVEVA Group plc | 1,537,736 | 41,328 | ||||
| Rotork plc | 11,282,681 | 41,165 | ||||
| Future plc | 1,459,385 | 39,970 | ||||
| Big Yellow Group plc | 2,201,517 | 39,786 | ||||
| *,1 | TUI AG | 13,935,840 | 39,731 | |||
| Games Workshop Group plc | 425,579 | 39,331 | ||||
143
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| *,2 | Watches of Switzerland Group plc | 3,008,223 | 38,035 | |||
| Greggs plc | 1,299,216 | 37,906 | ||||
| Harbour Energy plc | 6,043,213 | 37,897 | ||||
| Ultra Electronics Holdings plc | 919,853 | 37,464 | ||||
| Britvic plc | 3,464,437 | 37,125 | ||||
| Grainger plc | 9,567,198 | 35,588 | ||||
| OSB Group plc | 5,044,814 | 35,215 | ||||
| Virgin Money UK plc | 16,103,402 | 34,938 | ||||
| Grafton Group plc | 2,878,683 | 34,864 | ||||
| 2 | Quilter plc | 20,908,351 | 34,442 | |||
| Computacenter plc | 1,002,853 | 33,696 | ||||
| * | easyJet plc | 4,801,319 | 33,271 | |||
| Primary Health Properties plc | 17,617,934 | 31,950 | ||||
| * | Carnival plc | 2,034,714 | 31,901 | |||
| Assura plc | 37,775,617 | 31,167 | ||||
| QinetiQ Group plc | 7,312,887 | 31,026 | ||||
| Hays plc | 20,090,140 | 30,855 | ||||
| * | Indivior plc | 7,800,945 | 30,553 | |||
| * | SSP Group plc | 10,206,009 | 30,124 | |||
| Vistry Group plc | 2,866,202 | 29,903 | ||||
| Serco Group plc | 15,803,856 | 29,886 | ||||
| * | Wise plc Class A | 6,030,593 | 29,553 | |||
| * | WH Smith plc | 1,622,288 | 29,187 | |||
| Great Portland Estates plc | 3,417,226 | 29,026 | ||||
| Softcat plc | 1,611,849 | 28,467 | ||||
| * | IWG plc | 9,347,504 | 28,378 | |||
| Cranswick plc | 694,892 | 27,632 | ||||
| Shaftesbury plc | 3,652,657 | 27,353 | ||||
| Close Brothers Group plc | 1,950,759 | 27,049 | ||||
| Genus plc | 847,836 | 26,638 | ||||
| * | Playtech plc | 3,955,637 | 25,858 | |||
| * | S4 Capital plc | 6,835,504 | 25,854 | |||
| Domino's Pizza Group plc | 5,905,470 | 25,773 | ||||
| Balfour Beatty plc | 8,488,856 | 25,719 | ||||
| *,1 | International Consolidated Airlines Group SA | 14,508,845 | 25,714 | |||
| Victrex plc | 1,102,093 | 25,131 | ||||
| Pagegroup plc | 4,072,285 | 24,918 | ||||
| Plus500 Ltd. | 1,254,147 | 24,422 | ||||
| Pets at Home Group plc | 6,253,677 | 24,274 | ||||
| * | John Wood Group plc | 8,718,159 | 24,241 | |||
| * | Mediclinic International plc | 5,067,580 | 23,493 | |||
| Savills plc | 1,742,784 | 23,445 | ||||
| Shares | Market Value• ($000) | |||||
| Brewin Dolphin Holdings plc | 3,650,590 | 23,381 | ||||
| Renishaw plc | 441,047 | 23,308 | ||||
| *,2 | Deliveroo plc Class A | 16,703,121 | 23,085 | |||
| Fresnillo plc | 2,379,966 | 23,029 | ||||
| Spirent Communications plc | 7,902,073 | 22,848 | ||||
| * | Sanne Group plc | 1,999,838 | 22,816 | |||
| * | Energean plc | 1,533,817 | 22,548 | |||
| * | Ascential plc | 5,502,362 | 21,815 | |||
| Sirius Real Estate Ltd. | 14,183,218 | 21,559 | ||||
| * | National Express Group plc | 6,949,639 | 21,542 | |||
| Marshalls plc | 2,799,256 | 21,421 | ||||
| *,2 | Trainline plc | 5,997,639 | 21,174 | |||
| Paragon Banking Group plc | 3,375,213 | 20,873 | ||||
| Capital & Counties Properties plc | 10,017,894 | 20,699 | ||||
| 1 | Hammerson plc | 57,105,640 | 20,617 | |||
| * | Frasers Group plc | 2,415,133 | 20,513 | |||
| *,2 | Countryside Partnerships plc | 6,541,570 | 20,425 | |||
| *,1 | HUTCHMED China Ltd. | 6,241,500 | 20,031 | |||
| Oxford Instruments plc | 679,311 | 19,695 | ||||
| *,2 | Network International Holdings plc | 6,004,405 | 19,616 | |||
| Redrow plc | 2,975,486 | 19,505 | ||||
| Bodycote plc | 2,489,758 | 19,310 | ||||
| Dr. Martens plc | 7,311,742 | 19,117 | ||||
| Dunelm Group plc | 1,506,506 | 18,448 | ||||
| Micro Focus International plc | 3,887,396 | 18,357 | ||||
| Synthomer plc | 4,810,502 | 18,304 | ||||
| Hill & Smith Holdings plc | 1,042,610 | 18,032 | ||||
| Rathbones Group plc | 682,726 | 18,021 | ||||
| LXI REIT plc | 9,590,945 | 17,803 | ||||
| Genuit Group plc | 3,092,966 | 17,460 | ||||
| TP ICAP Group plc | 10,357,254 | 17,131 | ||||
| Lancashire Holdings Ltd. | 3,206,471 | 16,994 | ||||
| * | Molten Ventures plc | 1,959,826 | 16,900 | |||
| Euromoney Institutional Investor plc | 1,369,409 | 16,886 | ||||
| *,1 | Darktrace plc | 3,105,653 | 16,753 | |||
| Telecom Plus plc | 801,629 | 16,537 | ||||
| 2 | JTC plc | 1,696,585 | 16,474 | |||
144
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Ashmore Group plc | 5,956,892 | 16,468 | ||||
| * | THG plc Class B | 12,164,531 | 16,332 | |||
| Redde Northgate plc | 3,267,131 | 16,162 | ||||
| Chemring Group plc | 3,681,827 | 16,078 | ||||
| Centamin plc | 13,988,680 | 16,033 | ||||
| IntegraFin Holdings plc | 3,462,399 | 15,614 | ||||
| *,2 | Wizz Air Holdings plc | 388,335 | 15,191 | |||
| Currys plc | 13,100,894 | 15,190 | ||||
| Coats Group plc | 17,148,162 | 15,160 | ||||
| Moneysupermarket.com Group plc | 6,781,020 | 14,855 | ||||
| Bytes Technology Group plc | 2,630,704 | 14,624 | ||||
| Clarkson plc | 317,452 | 14,616 | ||||
| Ninety One plc | 4,367,728 | 14,553 | ||||
| Workspace Group plc | 1,710,832 | 14,317 | ||||
| Essentra plc | 3,647,892 | 14,296 | ||||
| Morgan Sindall Group plc | 522,386 | 14,085 | ||||
| * | Helios Towers plc | 9,924,206 | 14,009 | |||
| * | Firstgroup plc | 9,794,509 | 13,749 | |||
| * | C&C Group plc | 5,145,669 | 13,433 | |||
| IP Group plc | 13,023,923 | 13,430 | ||||
| Just Group plc | 12,516,488 | 13,222 | ||||
| * | Babcock International Group plc | 3,425,329 | 13,078 | |||
| 2 | Biffa plc | 2,988,186 | 12,960 | |||
| *,1 | Tullow Oil plc | 18,587,836 | 12,943 | |||
| Jupiter Fund Management plc | 5,775,696 | 12,892 | ||||
| Hilton Food Group plc | 845,528 | 12,829 | ||||
| 2 | Bridgepoint Group plc | 3,328,431 | 12,735 | |||
| 2 | Ibstock plc | 5,302,346 | 12,517 | |||
| Morgan Advanced Materials plc | 3,556,259 | 12,472 | ||||
| CRH plc | 311,459 | 12,403 | ||||
| Volution Group plc | 2,414,111 | 12,297 | ||||
| * | Auction Technology Group plc | 1,113,043 | 12,248 | |||
| *,2 | Petershill Partners plc | 3,693,298 | 11,942 | |||
| AJ Bell plc | 3,766,510 | 11,672 | ||||
| FDM Group Holdings plc | 906,491 | 11,440 | ||||
| Vesuvius plc | 2,807,089 | 11,412 | ||||
| Liontrust Asset Management plc | 776,497 | 11,270 | ||||
| Shares | Market Value• ($000) | |||||
| Premier Foods plc | 8,075,516 | 11,262 | ||||
| Kainos Group plc | 736,584 | 11,160 | ||||
| * | Elementis plc | 7,337,239 | 11,145 | |||
| Mitie Group plc | 16,195,983 | 10,918 | ||||
| Provident Financial plc | 3,348,788 | 10,718 | ||||
| UK Commercial Property REIT Ltd. | 9,584,645 | 10,560 | ||||
| * | J D Wetherspoon plc | 1,155,489 | 10,500 | |||
| Crest Nicholson Holdings plc | 3,307,530 | 10,407 | ||||
| RHI Magnesita NV | 346,364 | 10,320 | ||||
| *,2 | Spire Healthcare Group plc | 3,697,874 | 9,982 | |||
| BMO Commercial Property Trust Ltd. | 6,742,233 | 9,952 | ||||
| * | Greencore Group plc | 6,811,993 | 9,787 | |||
| *,1,2 | Aston Martin Lagonda Global Holdings plc | 895,653 | 9,384 | |||
| * | Mitchells & Butlers plc | 3,285,435 | 9,359 | |||
| Keller Group plc | 879,113 | 9,264 | ||||
| * | Petrofac Ltd. | 5,400,600 | 9,104 | |||
| 2 | Vivo Energy plc | 4,975,122 | 8,995 | |||
| 888 Holdings plc | 3,566,481 | 8,516 | ||||
| Wickes Group plc | 3,331,439 | 7,942 | ||||
| * | Senior plc | 4,909,760 | 7,900 | |||
| Ferrexpo plc | 3,810,148 | 7,824 | ||||
| NCC Group plc | 3,389,836 | 7,694 | ||||
| * | Capricorn Energy plc | 2,900,351 | 7,460 | |||
| * | Restaurant Group plc | 9,673,598 | 7,405 | |||
| Halfords Group plc | 2,570,969 | 7,316 | ||||
| Bank of Georgia Group plc | 473,076 | 7,289 | ||||
| 2 | TI Fluid Systems plc | 3,520,831 | 7,155 | |||
| XP Power Ltd. | 176,681 | 7,073 | ||||
| AG Barr plc | 966,091 | 7,028 | ||||
| Picton Property Income Ltd. | 5,502,235 | 7,012 | ||||
| * | Stagecoach Group plc | 5,317,328 | 7,004 | |||
| * | Marston's plc | 7,346,645 | 6,905 | |||
| * | Moonpig Group plc | 2,832,863 | 6,807 | |||
| TBC Bank Group plc | 424,432 | 6,693 | ||||
| Helical plc | 1,205,778 | 6,557 | ||||
| * | Capita plc | 21,224,695 | 6,334 | |||
145
Total
International Stock Index Fund
| Shares | Market Value• ($000) | |||||
| Hochschild Mining plc | 4,173,058 | 6,130 | ||||
| * | Oxford Biomedica plc | 825,389 | 5,948 | |||
| PZ Cussons plc | 2,312,920 | 5,935 | ||||
| *,1,2 | Trustpilot Group plc | 4,341,690 | 5,623 | |||
| 2 | CMC Markets plc | 1,446,357 | 5,244 | |||
| *,1 | Cineworld Group plc | 13,085,542 | 5,009 | |||
| Avon Protection plc | 360,502 | 4,787 | ||||
| *,1 | Alphawave IP Group plc | 2,447,614 | 4,626 | |||
| * | SIG plc | 8,783,670 | 4,541 | |||
| Devro plc | 1,683,106 | 4,426 | ||||
| 2 | ContourGlobal plc | 1,505,902 | 3,619 | |||
| * | PureTech Health plc | 1,703,065 | 3,607 | |||
| *,1 | AO World plc | 3,621,294 | 3,397 | |||
| CLS Holdings plc | 1,218,192 | 3,113 | ||||
| 2 | Alfa Financial Software Holdings plc | 1,298,821 | 2,942 | |||
| * | Rank Group plc | 2,064,310 | 2,773 | |||
| 2 | Bakkavor Group plc | 1,548,682 | 2,054 | |||
| 1 | Micro Focus International plc ADR | 370,317 | 1,722 | |||
| *,2 | Funding Circle Holdings plc | 1,514,494 | 1,379 | |||
| *,2,3 | Finablr plc | 3,002,811 | 416 | |||
| *,1,3 | NMC Health plc | 1,316,787 | — | |||
| *,1,3 | Intu Properties plc | 14,406,415 | — | |||
| 3 | Evraz plc | 7,417,198 | — | |||
| 36,188,311 | ||||||
| Total Common Stocks (Cost $324,293,532) |
358,607,125 | |||||
| Shares | Market Value• ($000) | |||||
| Temporary Cash Investments (3.1%) | ||||||
| Money Market Fund (3.1%) | ||||||
| 6,7 | Vanguard Market Liquidity Fund, 0.409% (Cost $11,082,195) |
110,839,557 | 11,082,847 | |||
| Total Investments (101.7%) (Cost $335,375,727) |
369,689,972 | |||||
| Other Assets and Liabilities—Net (-1.7%) | (6,162,118) | |||||
| Net Assets (100%) | 363,527,854 | |||||
| Cost is in $000. | |
| • | See Note A in Notes to Financial Statements. |
| * | Non-income-producing security. |
| 1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $6,383,800,000. |
| 2 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2022, the aggregate value was $10,023,573,000, representing 2.8% of net assets. |
| 3 | Security value determined using significant unobservable inputs. |
| 4 | “Other” represents securities that are not classified by the fund’s benchmark index. |
| 5 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
| 6 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
| 7 | Collateral of $7,159,155,000 was received for securities on loan. |
| ADR—American Depositary Receipt. | |
| FDR—Fiduciary Depositary Receipt. | |
| GDR—Global Depositary Receipt. | |
| NVDR—Non-Voting Depositary Receipt. | |
| REIT—Real Estate Investment Trust. |
146
Total
International Stock 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 | ||||
| Euro Stoxx 50 Index | June 2022 | 31,201 | 1,229,723 | 14,186 |
| FTSE 100 Index | June 2022 | 7,879 | 744,346 | 34,038 |
| MSCI Emerging Market Index | June 2022 | 17,701 | 935,852 | (8,644) |
| S&P ASX 200 Index | June 2022 | 3,806 | 498,094 | 17,940 |
| S&P TSX 60 Index | June 2022 | 2,230 | 434,665 | (15,922) |
| Topix Index | June 2022 | 6,435 | 943,618 | 57,578 |
| 99,176 | ||||
| Forward Currency Contracts | |||||||
| Contract Settlement Date |
Contract Amount (000) | Unrealized Appreciation ($000) |
Unrealized (Depreciation) ($000) | ||||
| Counterparty | Receive | Deliver | |||||
| HSBC Bank plc | 6/15/22 | AUD | 349,352 | USD | 261,624 | — | (14,591) |
| HSBC Bank plc | 6/2/22 | AUD | 149,352 | USD | 110,996 | — | (5,413) |
| Morgan Stanley Capital Services LLC | 6/15/22 | AUD | 129,496 | USD | 97,156 | — | (5,587) |
| JPMorgan Chase Bank, N.A. | 6/15/22 | AUD | 59,085 | USD | 43,136 | — | (1,355) |
| Morgan Stanley Capital Services LLC | 6/15/22 | CAD | 190,945 | USD | 148,745 | — | (125) |
| HSBC Bank plc | 6/15/22 | CAD | 190,945 | USD | 148,697 | — | (77) |
| Royal Bank of Canada | 6/15/22 | CAD | 144,449 | USD | 115,316 | — | (2,885) |
| Bank of America, N.A. | 6/15/22 | EUR | 416,160 | USD | 454,537 | — | (14,598) |
| Morgan Stanley Capital Services LLC | 6/15/22 | EUR | 323,351 | USD | 356,254 | — | (14,428) |
| Toronto-Dominion Bank | 6/15/22 | EUR | 212,242 | USD | 233,859 | — | (9,490) |
| Deutsche Bank AG | 6/15/22 | EUR | 125,628 | USD | 139,074 | — | (6,268) |
| Barclays Bank plc | 6/15/22 | EUR | 15,000 | USD | 16,547 | — | (690) |
| HSBC Bank plc | 6/15/22 | GBP | 169,187 | USD | 221,432 | — | (8,675) |
| Deutsche Bank AG | 6/15/22 | GBP | 110,014 | USD | 144,009 | — | (5,664) |
| Standard Chartered Bank | 6/15/22 | GBP | 59,173 | USD | 77,501 | — | (3,088) |
147
Total
International Stock Index Fund
| Forward Currency Contracts (continued) | |||||||
| Contract Settlement Date |
Contract Amount (000) | Unrealized Appreciation ($000) |
Unrealized (Depreciation) ($000) | ||||
| Counterparty | Receive | Deliver | |||||
| HSBC Bank plc | 6/15/22 | HKD | 710,942 | USD | 90,978 | — | (289) |
| JPMorgan Chase Bank, N.A. | 5/9/22 | IDR | 51,742,028 | USD | 3,572 | — | (6) |
| Citibank, N.A. | 6/15/22 | INR | 18,884,286 | USD | 243,774 | 2,119 | — |
| HSBC Bank plc | 6/15/22 | INR | 12,401,620 | USD | 160,052 | 1,430 | — |
| State Street Bank & Trust Co. | 6/15/22 | INR | 6,294,762 | USD | 81,301 | 663 | — |
| Standard Chartered Bank | 6/15/22 | JPY | 19,544,647 | USD | 169,619 | — | (18,777) |
| State Street Bank & Trust Co. | 6/15/22 | JPY | 19,544,647 | USD | 169,038 | — | (18,196) |
| Deutsche Bank AG | 6/15/22 | JPY | 18,778,191 | USD | 162,924 | — | (17,997) |
| Toronto-Dominion Bank | 6/15/22 | JPY | 18,778,191 | USD | 162,435 | — | (17,509) |
| JPMorgan Chase Bank, N.A. | 5/9/22 | QAR | 7,594 | USD | 2,081 | 4 | — |
| HSBC Bank plc | 6/2/22 | USD | 111,118 | AUD | 149,352 | 5,535 | — |
| State Street Bank & Trust Co. | 6/2/22 | USD | 71,009 | BRL | 337,499 | 3,427 | — |
| Citibank, N.A. | 6/2/22 | USD | 23,639 | BRL | 112,500 | 1,112 | — |
| UBS AG | 6/15/22 | USD | 211,125 | CHF | 193,098 | 12,165 | — |
| Barclays Bank plc | 6/15/22 | USD | 211,125 | CHF | 193,098 | 12,166 | — |
| JPMorgan Chase Bank, N.A. | 5/9/22 | USD | 131 | EGP | 2,444 | — | (1) |
| JPMorgan Chase Bank, N.A. | 5/9/22 | USD | 52 | EGP | 973 | — | — |
| JPMorgan Chase Bank, N.A. | 5/9/22 | USD | 5 | IDR | 71,888 | — | — |
| BNP Paribas | 6/15/22 | USD | 101,842 | JPY | 12,384,102 | 6,264 | — |
| Deutsche Bank AG | 6/15/22 | USD | 101,677 | JPY | 12,384,102 | 6,098 | — |
| JPMorgan Chase Bank, N.A. | 6/15/22 | USD | 39,577 | JPY | 4,816,741 | 2,403 | — |
148
Total
International Stock Index Fund
| Forward Currency Contracts (continued) | |||||||
| Contract Settlement Date |
Contract Amount (000) | Unrealized Appreciation ($000) |
Unrealized (Depreciation) ($000) | ||||
| Counterparty | Receive | Deliver | |||||
| Toronto-Dominion Bank | 6/15/22 | USD | 11,373 | JPY | 1,383,259 | 698 | — |
| State Street Bank & Trust Co. | 6/15/22 | USD | 70,674 | KRW | 87,262,180 | 1,191 | — |
| 55,275 | (165,709) | ||||||
| AUD—Australian dollar. |
| BRL—Brazilian real. |
| CAD—Canadian dollar. |
| CHF—Swiss franc. |
| EGP—Egyptian pound. |
| EUR—euro. |
| GBP—British pound. |
| HKD—Hong Kong dollar. |
| IDR—Indonesian rupiah. |
| INR—Indian rupee. |
| JPY—Japanese yen. |
| KRW—Korean won. |
| QAR—Qatari riyal. |
| USD—U.S. dollar. |
| Over-the-Counter Total Return Swaps | ||||||
| Reference Entity | Termination Date |
Counterparty | Notional Amount ($000) |
Floating Interest Rate Received (Paid) (%) |
Value
and Unrealized Appreciation ($000) |
Value
and Unrealized (Depreciation) ($000) |
| Contemporary Amperex Technology Co. Ltd. Class A | 8/31/22 | BANA | 32,306 | 1.1791 | — | (7,424) |
| FTSE China A Stock Connect CNY All Cap Index | 6/17/22 | JPMC | 246,757 | 3.7982 | — | (22,411) |
| Innolux Corp. | 8/23/22 | GSI | 28,908 | 1.4351 | — | (3,425) |
| Yang Ming Marine Transport Corp. | 8/23/22 | GSI | 25,273 | 1.4451 | 813 | — |
| 813 | (33,260) | |||||
| 1 | Based on USD Overnight Bank Funding Rate as of the most recent payment date. Floating interest payment received/paid monthly. |
| 2 | Based on 1M USD London Interbank Offered Rate (LIBOR) as of the most recent payment date. Floating interest payment received/paid monthly. |
| 1M—1-month. | |
| BANA—Bank of America, N.A. | |
| GSI—Goldman Sachs International. | |
| JPMC—JPMorgan Chase Bank, N.A. |
At
April 30, 2022, the counterparties had deposited in segregated accounts
securities with a value of $29,630,000 and cash of $4,413,000 in connection with
open forward currency contracts and over-the-counter swap contracts.
See
accompanying Notes, which are an integral part of the Financial
Statements.
149
Total
International Stock 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 Value1 | |
| Unaffiliated Issuers (Cost $323,661,311) | 357,922,539 |
| Affiliated Issuers (Cost $11,714,416) | 11,767,433 |
| Total Investments in Securities | 369,689,972 |
| Investment in Vanguard | 13,000 |
| Foreign Currency, at Value (Cost $501,744) | 491,312 |
| Cash Collateral Pledged—Futures Contracts | 348,515 |
| Cash Collateral Pledged—Over-the-Counter Swap Contracts and Forward Currency Contracts | 197,260 |
| Receivables for Investment Securities Sold | 42,664 |
| Receivables for Accrued Income | 1,666,445 |
| Receivables for Capital Shares Issued | 327,891 |
| Variation Margin Receivable—Futures Contracts | 363,018 |
| Unrealized Appreciation—Forward Currency Contracts | 55,275 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | 813 |
| Total Assets | 373,196,165 |
| Liabilities | |
| Due to Custodian | 198,428 |
| Payables for Investment Securities Purchased | 921,863 |
| Collateral for Securities on Loan | 7,159,155 |
| Payables for Capital Shares Redeemed | 513,530 |
| Payables to Vanguard | 19,013 |
| Unrealized Depreciation—Forward Currency Contracts | 165,709 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | 33,260 |
| Deferred Foreign Capital Gains Taxes | 657,353 |
| Total Liabilities | 9,668,311 |
| Net Assets | 363,527,854 |
| 1 Includes $6,383,800 of securities on loan. | |
150
Total
International Stock 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 | 348,721,429 |
| Total Distributable Earnings (Loss) | 14,806,425 |
| Net Assets | 363,527,854 |
| Investor Shares—Net Assets | |
| Applicable
to 9,335,033,387 outstanding $.001 par value shares of beneficial interest (unlimited authorization) |
167,721,759 |
| Net Asset Value Per Share—Investor Shares | $17.97 |
| ETF Shares—Net Assets | |
| Applicable
to 874,810,429 outstanding $.001 par value shares of beneficial interest (unlimited authorization) |
48,892,603 |
| Net Asset Value Per Share—ETF Shares | $55.89 |
| Admiral Shares—Net Assets | |
| Applicable
to 2,331,349,856 outstanding $.001 par value shares of beneficial interest (unlimited authorization) |
70,066,319 |
| Net Asset Value Per Share—Admiral Shares | $30.05 |
| Institutional Shares—Net Assets | |
| Applicable
to 317,122,820 outstanding $.001 par value shares of beneficial interest (unlimited authorization) |
38,113,618 |
| Net Asset Value Per Share—Institutional Shares | $120.19 |
| Institutional Plus Shares—Net Assets | |
| Applicable
to 245,368,983 outstanding $.001 par value shares of beneficial interest (unlimited authorization) |
29,497,113 |
| Net Asset Value Per Share—Institutional Plus Shares | $120.22 |
| Institutional Select Shares—Net Assets | |
| Applicable
to 72,941,107 outstanding $.001 par value shares of beneficial interest (unlimited authorization) |
9,236,442 |
| Net Asset Value Per Share—Institutional Select Shares | $126.63 |
See
accompanying Notes, which are an integral part of the Financial
Statements.
151
Total
International Stock Index Fund
Statement
of Operations
| Six
Months Ended April 30, 2022 | |
| ($000) | |
| Investment Income | |
| Income | |
| Dividends—Unaffiliated Issuers1 | 4,853,512 |
| Dividends—Affiliated Issuers | 9,643 |
| Non-Cash Dividends | 413,003 |
| Interest—Affiliated Issuers | 2,822 |
| Securities Lending—Net | 56,159 |
| Total Income | 5,335,139 |
| Expenses | |
| The Vanguard Group—Note B | |
| Investment Advisory Services | 5,484 |
| Management and Administrative—Investor Shares | 135,885 |
| Management and Administrative—ETF Shares | 14,892 |
| Management and Administrative—Admiral Shares | 35,773 |
| Management and Administrative—Institutional Shares | 13,450 |
| Management and Administrative—Institutional Plus Shares | 8,886 |
| Management and Administrative—Institutional Select Shares | 1,670 |
| Marketing and Distribution—Investor Shares | 8,497 |
| Marketing and Distribution—ETF Shares | 615 |
| Marketing and Distribution—Admiral Shares | 1,825 |
| Marketing and Distribution—Institutional Shares | 854 |
| Marketing and Distribution—Institutional Plus Shares | 684 |
| Marketing and Distribution—Institutional Select Shares | 117 |
| Custodian Fees | 15,252 |
| Shareholders’ Reports—Investor Shares | 1,785 |
| Shareholders’ Reports—ETF Shares | 109 |
| Shareholders’ Reports—Admiral Shares | 409 |
| Shareholders’ Reports—Institutional Shares | 223 |
| Shareholders’ Reports—Institutional Plus Shares | 77 |
| Shareholders’ Reports—Institutional Select Shares | — |
| Trustees’ Fees and Expenses | 100 |
| Other Expenses | 998 |
| Total Expenses | 247,585 |
| Expenses Paid Indirectly | (5) |
| Net Expenses | 247,580 |
| Net Investment Income | 5,087,559 |
| Realized Net Gain (Loss) | |
| Capital Gain Distributions Received—Affiliated Issuers | 95 |
| Investment Securities Sold—Unaffiliated Issuers2,3 | (1,835,774) |
152
Total
International Stock Index Fund
| Statement of Operations (continued) | |
| Six
Months Ended April 30, 2022 | |
| ($000) | |
| Investment Securities Sold—Affiliated Issuers | (1,105) |
| Futures Contracts | (210,394) |
| Swap Contracts | (28,815) |
| Forward Currency Contracts | (161,802) |
| Foreign Currencies | (24,509) |
| Realized Net Gain (Loss) | (2,262,304) |
| Change in Unrealized Appreciation (Depreciation) | |
| Investment Securities—Unaffiliated Issuers4 | (54,062,526) |
| Investment Securities—Affiliated Issuers | (113,655) |
| Futures Contracts | 104,606 |
| Swap Contracts | (40,249) |
| Forward Currency Contracts | (58,682) |
| Foreign Currencies | (91,652) |
| Change in Unrealized Appreciation (Depreciation) | (54,262,158) |
| Net Increase (Decrease) in Net Assets Resulting from Operations | (51,436,903) |
| 1 | Dividends are net of foreign withholding taxes of $466,825,000. |
| 2 | Realized gain (loss) is net of foreign capital gains taxes of $716,000. |
| 3 | Includes $827,764,000 of net gain (loss) resulting from in-kind redemptions. |
| 4 | The change in unrealized appreciation (depreciation) is net of the change in deferred foreign capital gains taxes of ($23,570,000). |
See
accompanying Notes, which are an integral part of the Financial
Statements.
153
Total
International Stock 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 | 5,087,559 | 10,098,297 | |
| Realized Net Gain (Loss) | (2,262,304) | 25,150,987 | |
| Change in Unrealized Appreciation (Depreciation) | (54,262,158) | 71,452,751 | |
| Net Increase (Decrease) in Net Assets Resulting from Operations | (51,436,903) | 106,702,035 | |
| Distributions | |||
| Investor Shares | (3,116,469) | (4,612,623) | |
| ETF Shares | (854,697) | (1,136,860) | |
| Admiral Shares | (1,269,129) | (1,934,491) | |
| Institutional Shares | (689,192) | (1,030,240) | |
| Institutional Plus Shares | (536,665) | (1,224,265) | |
| Institutional Select Shares | (167,612) | (248,229) | |
| Total Distributions | (6,633,764) | (10,186,708) | |
| Capital Share Transactions | |||
| Investor Shares | (4,532,841) | 1,472,522 | |
| ETF Shares | 4,851,905 | 15,078,405 | |
| Admiral Shares | 1,237,420 | (1,622,423) | |
| Institutional Shares | 1,278,032 | 2,422,106 | |
| Institutional Plus Shares | 1,279,657 | (68,586,643) | |
| Institutional Select Shares | 647,667 | (189,949) | |
| Net Increase (Decrease) from Capital Share Transactions | 4,761,840 | (51,425,982) | |
| Total Increase (Decrease) | (53,308,827) | 45,089,345 | |
| Net Assets | |||
| Beginning of Period | 416,836,681 | 371,747,336 | |
| End of Period | 363,527,854 | 416,836,681 | |
See
accompanying Notes, which are an integral part of the Financial
Statements.
154
Total
International Stock 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 | $20.86 | $16.39 | $17.13 | $15.91 | $17.91 | $14.88 |
| Investment Operations | ||||||
| Net Investment Income1 | .246 | .506 | .389 | .524 | .500 | .444 |
| Net Realized and Unrealized Gain (Loss) on Investments | (2.812) | 4.464 | (.718) | 1.186 | (2.016) | 3.028 |
| Total from Investment Operations | (2.566) | 4.970 | (.329) | 1.710 | (1.516) | 3.472 |
| Distributions | ||||||
| Dividends from Net Investment Income | (.324) | (.500) | (.411) | (.490) | (.484) | (.442) |
| Distributions from Realized Capital Gains | — | — | — | — | — | — |
| Total Distributions | (.324) | (.500) | (.411) | (.490) | (.484) | (.442) |
| Net Asset Value, End of Period | $17.97 | $20.86 | $16.39 | $17.13 | $15.91 | $17.91 |
| Total Return2 | -12.44% | 30.45% | -1.93% | 10.98% | -8.71% | 23.70% |
| Ratios/Supplemental Data | ||||||
| Net Assets, End of Period (Millions) | $167,722 | $199,230 | $155,670 | $148,795 | $126,319 | $116,279 |
| Ratio of Total Expenses to Average Net Assets | 0.17% | 0.17% | 0.17% | 0.17% | 0.17% | 0.17% |
| Ratio of Net Investment Income to Average Net Assets | 2.46% | 2.49% | 2.39% | 3.19% | 2.81% | 2.73% |
| Portfolio Turnover Rate3 | 3% | 8% | 7% | 4% | 3% | 3% |
| 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.
155
Total
International Stock 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 | $64.90 | $50.97 | $53.30 | $49.50 | $55.70 | $46.28 |
| Investment Operations | ||||||
| Net Investment Income1 | .809 | 1.677 | 1.251 | 1.677 | 1.612 | 1.420 |
| Net Realized and Unrealized Gain (Loss) on Investments | (8.777) | 13.870 | (2.256) | 3.696 | (6.269) | 9.404 |
| Total from Investment Operations | (7.968) | 15.547 | (1.005) | 5.373 | (4.657) | 10.824 |
| Distributions | ||||||
| Dividends from Net Investment Income | (1.042) | (1.617) | (1.325) | (1.573) | (1.543) | (1.404) |
| Distributions from Realized Capital Gains | — | — | — | — | — | — |
| Total Distributions | (1.042) | (1.617) | (1.325) | (1.573) | (1.543) | (1.404) |
| Net Asset Value, End of Period | $55.89 | $64.90 | $50.97 | $53.30 | $49.50 | $55.70 |
| Total Return | -12.41% | 30.66% | -1.88% | 11.11% | -8.63% | 23.76% |
| Ratios/Supplemental Data | ||||||
| Net Assets, End of Period (Millions) | $48,893 | $51,747 | $28,294 | $16,293 | $10,389 | $9,670 |
| 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 | 2.61% | 2.64% | 2.46% | 3.28% | 2.89% | 2.79% |
| Portfolio Turnover Rate2 | 3% | 8% | 7% | 4% | 3% | 3% |
| 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.
156
Total
International Stock 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 | $34.90 | $27.41 | $28.66 | $26.61 | $29.95 | $24.89 |
| Investment Operations | ||||||
| Net Investment Income1 | .425 | .868 | .658 | .892 | .858 | .761 |
| Net Realized and Unrealized Gain (Loss) on Investments | (4.722) | 7.478 | (1.205) | 1.993 | (3.369) | 5.053 |
| Total from Investment Operations | (4.297) | 8.346 | (.547) | 2.885 | (2.511) | 5.814 |
| Distributions | ||||||
| Dividends from Net Investment Income | (.553) | (.856) | (.703) | (.835) | (.829) | (.754) |
| Distributions from Realized Capital Gains | — | — | — | — | — | — |
| Total Distributions | (.553) | (.856) | (.703) | (.835) | (.829) | (.754) |
| Net Asset Value, End of Period | $30.05 | $34.90 | $27.41 | $28.66 | $26.61 | $29.95 |
| Total Return2 | -12.46% | 30.59% | -1.92% | 11.08% | -8.63% | 23.73% |
| Ratios/Supplemental Data | ||||||
| Net Assets, End of Period (Millions) | $70,066 | $80,052 | $64,452 | $76,314 | $65,363 | $65,249 |
| 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 | 2.54% | 2.55% | 2.40% | 3.25% | 2.87% | 2.79% |
| Portfolio Turnover Rate3 | 3% | 8% | 7% | 4% | 3% | 3% |
| 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.
157
Total
International Stock 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 | $139.55 | $109.61 | $114.61 | $106.43 | $119.77 | $99.52 |
| Investment Operations | ||||||
| Net Investment Income1 | 1.721 | 3.519 | 2.670 | 3.597 | 3.461 | 3.062 |
| Net Realized and Unrealized Gain (Loss) on Investments | (18.851) | 29.888 | (4.826) | 7.960 | (13.460) | 20.229 |
| Total from Investment Operations | (17.130) | 33.407 | (2.156) | 11.557 | (9.999) | 23.291 |
| Distributions | ||||||
| Dividends from Net Investment Income | (2.230) | (3.467) | (2.844) | (3.377) | (3.341) | (3.041) |
| Distributions from Realized Capital Gains | — | — | — | — | — | — |
| Total Distributions | (2.230) | (3.467) | (2.844) | (3.377) | (3.341) | (3.041) |
| Net Asset Value, End of Period | $120.19 | $139.55 | $109.61 | $114.61 | $106.43 | $119.77 |
| Total Return | -12.42% | 30.62% | -1.89% | 11.10% | -8.60% | 23.78% |
| Ratios/Supplemental Data | ||||||
| Net Assets, End of Period (Millions) | $38,114 | $42,913 | $31,735 | $33,476 | $28,563 | $29,794 |
| Ratio of Total Expenses to Average Net Assets | 0.08% | 0.08% | 0.08% | 0.08% | 0.08% | 0.09% |
| Ratio of Net Investment Income to Average Net Assets | 2.58% | 2.58% | 2.44% | 3.27% | 2.90% | 2.81% |
| Portfolio Turnover Rate2 | 3% | 8% | 7% | 4% | 3% | 3% |
| 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.
158
Total
International Stock Index Fund
Financial
Highlights
| Institutional Plus 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 | $139.59 | $109.63 | $114.63 | $106.45 | $119.79 | $99.54 |
| Investment Operations | ||||||
| Net Investment Income1 | 1.731 | 2.900 | 2.726 | 3.617 | 3.470 | 3.086 |
| Net Realized and Unrealized Gain (Loss) on Investments | (18.864) | 30.529 | (4.871) | 7.947 | (13.454) | 20.228 |
| Total from Investment Operations | (17.133) | 33.429 | (2.145) | 11.564 | (9.984) | 23.314 |
| Distributions | ||||||
| Dividends from Net Investment Income | (2.237) | (3.469) | (2.855) | (3.384) | (3.356) | (3.064) |
| Distributions from Realized Capital Gains | — | — | — | — | — | — |
| Total Distributions | (2.237) | (3.469) | (2.855) | (3.384) | (3.356) | (3.064) |
| Net Asset Value, End of Period | $120.22 | $139.59 | $109.63 | $114.63 | $106.45 | $119.79 |
| Total Return | -12.42% | 30.63% | -1.88% | 11.10% | -8.58% | 23.80% |
| Ratios/Supplemental Data | ||||||
| Net Assets, End of Period (Millions) | $29,497 | $32,880 | $83,550 | $118,865 | $94,242 | $88,781 |
| Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
| Ratio of Net Investment Income to Average Net Assets | 2.59% | 2.18% | 2.50% | 3.29% | 2.91% | 2.83% |
| Portfolio Turnover Rate2 | 3% | 8% | 7% | 4% | 3% | 3% |
| 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.
159
Total
International Stock Index Fund
Financial
Highlights
| Institutional Select 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 | $147.04 | $115.49 | $120.75 | $112.10 | $126.15 | $104.82 |
| Investment Operations | ||||||
| Net Investment Income1 | 1.850 | 3.731 | 2.896 | 3.421 | 3.679 | 3.303 |
| Net Realized and Unrealized Gain (Loss) on Investments | (19.886) | 31.522 | (5.120) | 8.783 | (14.163) | 21.274 |
| Total from Investment Operations | (18.036) | 35.253 | (2.224) | 12.204 | (10.484) | 24.577 |
| Distributions | ||||||
| Dividends from Net Investment Income | (2.374) | (3.703) | (3.036) | (3.554) | (3.566) | (3.247) |
| Distributions from Realized Capital Gains | — | — | — | — | — | — |
| Total Distributions | (2.374) | (3.703) | (3.036) | (3.554) | (3.566) | (3.247) |
| Net Asset Value, End of Period | $126.63 | $147.04 | $115.49 | $120.75 | $112.10 | $126.15 |
| Total Return | -12.41% | 30.66% | -1.85% | 11.13% | -8.56% | 23.83% |
| Ratios/Supplemental Data | ||||||
| Net Assets, End of Period (Millions) | $9,236 | $10,014 | $8,045 | $3,437 | $11,470 | $5,863 |
| Ratio of Total Expenses to Average Net Assets | 0.045% | 0.045% | 0.045% | 0.045% | 0.045% | 0.045% |
| Ratio of Net Investment Income to Average Net Assets | 2.63% | 2.60% | 2.52% | 2.98% | 2.93% | 2.85% |
| Portfolio Turnover Rate2 | 3% | 8% | 7% | 4% | 3% | 3% |
| 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.
160
Total
International Stock Index Fund
Notes
to Financial Statements
Vanguard
Total International Stock Index Fund is registered under the Investment Company
Act of 1940 as an open-end investment company, or mutual fund. The fund offers
six classes of shares: Investor Shares, ETF Shares, Admiral Shares,
Institutional Shares, Institutional Plus 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 invests in securities of foreign issuers, which may subject it to
investment risks not normally associated with investing in securities of U.S.
corporations. 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. Equity
securities are valued at the latest quoted sales prices or official closing
prices taken from the primary market in which each security trades; such
securities not traded on the valuation date are valued at the mean of the latest
quoted bid and asked prices. 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 at their fair values calculated according to procedures adopted by
the board of trustees. These procedures include obtaining quotations from an
independent pricing service, monitoring news to identify significant market- or
security-specific events, and evaluating changes in the values of foreign market
proxies (for example, ADRs, futures contracts, or exchange-traded funds),
between the time the foreign markets close and the fund’s pricing time. When
fair-value pricing is employed, the prices of securities used by a fund to
calculate its net asset value may differ from quoted or published prices for the
same securities.
Investments
in Vanguard Market Liquidity Fund are valued at that fund's net asset
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 index futures contracts to a limited extent, with the
objectives of maintaining full exposure to the stock market, maintaining
liquidity, and minimizing transaction costs. The fund may purchase futures
contracts to immediately invest incoming cash in the market, or sell futures in
response to cash outflows, thereby simulating a fully invested position in the
underlying index while maintaining a cash balance for liquidity. The primary
risks associated with the use of futures contracts are imperfect correlation
between changes in market values of stocks 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
161
Total
International Stock Index Fund
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 1% and 0% 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 1% of net assets, based on the average of the
notional amounts at each quarter-end during the period.
162
Total
International Stock Index Fund
5. Swap
Contracts: The fund has entered into equity swap contracts to earn the total
return on selected reference stocks in the fund’s target index. Under the terms
of the swaps, the fund receives the total return on the referenced stock (i.e.,
receiving the increase or paying the decrease in value of the selected reference
stock and receiving the equivalent of any dividends in respect of the selected
referenced stock) over a specified period of time, applied to a notional amount
that represents the value of a designated number of shares of the selected
reference stock at the beginning of the equity swap contract. The fund also pays
a floating rate that is based on short-term interest rates, applied to the
notional amount. At the same time, the fund generally invests an amount
approximating the notional amount of the swap in high-quality temporary cash
investments.
A
risk associated with all types of swaps is the possibility that a counterparty
may default on its obligation to pay net amounts due to the fund. The fund’s
maximum amount subject to counterparty risk is the unrealized appreciation on
the swap contract. The fund mitigates its counterparty risk by entering into
swaps only with a diverse group of prequalified counterparties, monitoring their
financial strength, entering into master netting arrangements with its
counterparties, and requiring its counterparties to transfer collateral as
security for their performance. In the absence of a default, the collateral
pledged or received by the fund cannot be repledged, resold, or rehypothecated.
In the event of a counterparty’s default (including bankruptcy), the fund may
terminate any swap contracts with that counterparty, determine the net amount
owed by either party in accordance with its master netting arrangements, and
sell or retain any collateral held up to the net amount owed to the fund under
the master netting arrangements. The swap contracts contain provisions whereby a
counterparty may terminate open contracts if the fund's net assets decline below
a certain level, triggering a payment by the fund if the fund is in a net
liability position at the time of the termination. The payment amount would be
reduced by any collateral the fund has pledged. Any securities pledged as
collateral for open contracts are noted in the Schedule of Investments. The
value of collateral received or pledged is compared daily to the value of the
swap contracts exposure with each counterparty, and any difference, if in excess
of a specified minimum transfer amount, is adjusted and settled within two
business days.
The
notional amounts of swap contracts are not recorded in the Statement of Assets
and Liabilities. Swaps are valued daily based on market quotations received from
independent pricing services or recognized dealers and the change in value is
recorded in the Statement of Assets and Liabilities as an asset (liability) and
in the Statement of Operations as unrealized appreciation (depreciation) until
periodic payments are made or the termination of the swap, at which time
realized gain (loss) is recorded.
During
the six months ended April 30, 2022, the fund’s average amounts of investments
in total return swaps represented less than 1% of net assets, based on the
average of notional amounts at each quarter-end during the period.
6. 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.
163
Total
International Stock Index Fund
7. 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.
8. Securities
Lending: To earn additional income, the fund lends its securities to qualified
institutional borrowers. Security loans are subject to termination by the fund
at any time, and are required to be secured at all times by collateral in an
amount at least equal to the market value of securities loaned. Daily market
fluctuations could cause the value of loaned securities to be more or less than
the value of the collateral received. When this occurs, the collateral is
adjusted and settled before the opening of the market on the next business day.
The fund further mitigates its counterparty risk by entering into securities
lending transactions only with a diverse group of prequalified counterparties,
monitoring their financial strength, and entering into master securities lending
agreements with its counterparties. The master securities lending agreements
provide that, in the event of a counterparty’s default (including bankruptcy),
the fund may terminate any loans with that borrower, determine the net amount
owed, and sell or retain the collateral up to the net amount owed to the fund;
however, such actions may be subject to legal proceedings. While collateral
mitigates counterparty risk, in the event of a default, the fund may experience
delays and costs in recovering the securities loaned. The fund invests cash
collateral received in Vanguard Market Liquidity Fund, and records a liability
in the Statement of Assets and Liabilities for the return of the collateral,
during the period the securities are on loan. Collateral investments in Vanguard
Market Liquidity Fund are subject to market appreciation or depreciation.
Securities lending income represents fees charged to borrowers plus income
earned on invested cash collateral, less expenses associated with the loan.
During the term of the loan, the fund is entitled to all distributions made on
or in respect of the loaned securities.
9. 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.
164
Total
International Stock Index Fund
For
the six months ended April 30, 2022, the fund did not utilize the credit
facilities or the Interfund Lending Program.
10. Other:
Dividend income is recorded on the ex-dividend date. Non-cash dividends included
in income, if any, are recorded at the fair value of the securities received.
Interest income includes income distributions received from Vanguard Market
Liquidity Fund and is accrued daily. 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.
Taxes
on foreign dividends and capital gains have been provided for in accordance with
the fund’s understanding of the applicable countries’ tax rules and rates.
Deferred foreign capital gains tax, if any, is accrued daily based upon net
unrealized gains. The fund has filed tax reclaims for previously withheld taxes
on dividends earned in certain European Union countries. These filings are
subject to various administrative and judicial proceedings within these
countries. Such tax reclaims received and related professional fees incurred
during the year, if any, are included in dividend income and other expenses,
respectively. No other amounts for additional tax reclaims are reflected in the
financial statements due to the uncertainty as to the ultimate resolution of
proceedings, the likelihood of receipt of these reclaims, and the potential
timing of payment.
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 $13,000,000, representing less than 0.01% of the fund’s
net assets and 5.20% of Vanguard’s capital received pursuant to the FSA. The
fund’s trustees and officers are also directors and employees, respectively, of
Vanguard.
C. The fund’s custodian bank has agreed to reduce its
fees when the fund maintains cash on deposit in the non-interest-bearing custody
account. For the six months ended April 30, 2022, custodian fee offset
arrangements reduced the fund’s expenses by $5,000 (an annual rate of less than
0.01% of average net assets).
D. 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.).
165
Total
International Stock Index 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 | ||||
| Common Stocks—North and South America | 36,970,422 | 901,079 | — | 37,871,501 |
| Common Stocks—Other | 2,660,871 | 317,867,114 | 207,639 | 320,735,624 |
| Temporary Cash Investments | 11,082,847 | — | — | 11,082,847 |
| Total | 50,714,140 | 318,768,193 | 207,639 | 369,689,972 |
| Derivative Financial Instruments | ||||
| Assets | ||||
| Futures Contracts1 | 123,742 | — | — | 123,742 |
| Forward Currency Contracts | — | 55,275 | — | 55,275 |
| Swap Contracts | — | 813 | — | 813 |
| Total | 123,742 | 56,088 | — | 179,830 |
| Liabilities | ||||
| Futures Contracts1 | 24,566 | — | — | 24,566 |
| Forward Currency Contracts | — | 165,709 | — | 165,709 |
| Swap Contracts | — | 33,260 | — | 33,260 |
| Total | 24,566 | 198,969 | — | 223,535 |
| 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. |
166
Total
International Stock Index Fund
E. 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 | Equity Contracts ($000) |
Foreign Exchange Contracts ($000) |
Total ($000) |
| Unrealized Appreciation—Futures Contracts1 | 123,742 | — | 123,742 |
| Unrealized Appreciation—Forward Currency Contracts | — | 55,275 | 55,275 |
| Unrealized Appreciation—Over-the-Counter Swap Contracts | 813 | — | 813 |
| Total Assets | 124,555 | 55,275 | 179,830 |
| Unrealized Depreciation—Futures Contracts1 | 24,566 | — | 24,566 |
| Unrealized Depreciation—Forward Currency Contracts | — | 165,709 | 165,709 |
| Unrealized Depreciation—Over-the-Counter Swap Contracts | 33,260 | — | 33,260 |
| Total Liabilities | 57,826 | 165,709 | 223,535 |
| 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 | Equity Contracts ($000) |
Foreign Exchange Contracts ($000) |
Total ($000) |
| Futures Contracts | (210,394) | — | (210,394) |
| Swap Contracts | (28,815) | — | (28,815) |
| Forward Currency Contracts | — | (161,802) | (161,802) |
| Realized Net Gain (Loss) on Derivatives | (239,209) | (161,802) | (401,011) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
| Futures Contracts | 104,606 | — | 104,606 |
| Swap Contracts | (40,249) | — | (40,249) |
| Forward Currency Contracts | — | (58,682) | (58,682) |
| Change in Unrealized Appreciation (Depreciation) on Derivatives | 64,357 | (58,682) | 5,675 |
F. 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 | 339,139,262 |
| Gross Unrealized Appreciation | 90,876,373 |
| Gross Unrealized Depreciation | (60,369,368) |
| Net Unrealized Appreciation (Depreciation) | 30,507,005 |
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 $16,098,565,000
167
Total
International Stock Index Fund
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.
G. During the six months ended April 30, 2022, the fund
purchased $18,173,822,000 of investment securities and sold $14,694,907,000 of
investment securities, other than temporary cash investments. Purchases and
sales include $1,911,472,000 and $2,174,205,000, respectively, in connection
with in-kind purchases and redemptions of the fund’s capital
shares.
H. 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 | 7,678,230 | 396,547 | 29,028,684 | 1,401,446 | |
| Issued in Lieu of Cash Distributions | 3,116,469 | 157,122 | 4,612,623 | 228,684 | |
| Redeemed | (15,327,540) | (768,362) | (32,168,785) | (1,580,581) | |
| Net Increase (Decrease)—Investor Shares | (4,532,841) | (214,693) | 1,472,522 | 49,549 | |
| ETF Shares | |||||
| Issued | 4,851,905 | 77,458 | 15,078,405 | 242,276 | |
| Issued in Lieu of Cash Distributions | — | — | — | — | |
| Redeemed | — | — | — | — | |
| Net Increase (Decrease)—ETF Shares | 4,851,905 | 77,458 | 15,078,405 | 242,276 | |
| Admiral Shares | |||||
| Issued | 6,290,189 | 190,453 | 13,086,438 | 385,457 | |
| Issued in Lieu of Cash Distributions | 1,083,877 | 32,691 | 1,658,757 | 49,137 | |
| Redeemed | (6,136,646) | (185,707) | (16,367,618) | (492,116) | |
| Net Increase (Decrease)—Admiral Shares | 1,237,420 | 37,437 | (1,622,423) | (57,522) | |
| Institutional Shares | |||||
| Issued | 4,407,338 | 33,304 | 9,557,833 | 70,753 | |
| Issued in Lieu of Cash Distributions | 643,046 | 4,851 | 959,279 | 7,103 | |
| Redeemed | (3,772,352) | (28,537) | (8,095,006) | (59,876) | |
| Net Increase (Decrease)—Institutional Shares | 1,278,032 | 9,618 | 2,422,106 | 17,980 | |
| Institutional Plus Shares | |||||
| Issued | 4,402,668 | 33,673 | 10,609,988 | 77,098 | |
| Issued in Lieu of Cash Distributions | 521,815 | 3,935 | 1,204,532 | 9,097 | |
| Redeemed | (3,644,826) | (27,781) | (80,401,163) | (612,732) | |
| Net Increase (Decrease)—Institutional Plus Shares | 1,279,657 | 9,827 | (68,586,643) | (526,537) | |
168
Total
International Stock Index Fund
| Six Months Ended April 30, 2022 |
Year Ended October 31, 2021 | ||||
| Amount ($000) |
Shares (000) |
Amount ($000) |
Shares (000) | ||
| Institutional Select Shares | |||||
| Issued | 1,127,006 | 8,296 | 1,143,709 | 7,999 | |
| Issued in Lieu of Cash Distributions | 167,612 | 1,200 | 248,229 | 1,746 | |
| Redeemed | (646,951) | (4,659) | (1,581,887) | (11,302) | |
| Net Increase (Decrease)—Institutional Select Shares | 647,667 | 4,837 | (189,949) | (1,557) | |
I. Transactions during the period in investments where
the issuer is another member of The Vanguard Group were as follows:
| Current Period Transactions | ||||||||
| Oct.
31, 2021 Market Value ($000) |
Purchases at Cost ($000) |
Proceeds from Securities Sold ($000) |
Realized Net Gain (Loss) ($000) |
Change
in Unrealized App. (Dep.) ($000) |
Income ($000) |
Capital
Gain Distributions Received ($000) |
Apr.
30, 2022 Market Value ($000) | |
| Vanguard FTSE Emerging Markets ETF | 798,368 | — | — | — | (113,782) | 9,643 | — | 684,586 |
| Vanguard Market Liquidity Fund | 9,870,433 | NA1 | NA1 | (1,105) | 127 | 2,822 | 95 | 11,082,847 |
| Total | 10,668,801 | — | — | (1,105) | (113,655) | 12,465 | 95 | 11,767,433 |
| 1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
J. Management has determined that no events or
transactions occurred subsequent to April 30, 2022, that would require
recognition or disclosure in these financial statements.
169
Trustees
Approve Advisory Arrangement
The
board of trustees of Vanguard Total International Stock Index Fund has renewed
the fund’s investment advisory arrangement with The Vanguard Group, Inc.
(Vanguard), through its Equity Index 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 fund’s investment management services over
both the short and long term, and 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 Equity Index 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 below the peer-group average.
170
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.
171
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 STAR Funds approved the appointment of liquidity
risk management program administrators responsible for administering Vanguard
Total International Stock 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.
172
Connect
with Vanguard®>vanguard.com
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Information > 800-662-7447
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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 [email protected].
©
2022 The Vanguard Group, Inc.
All rights reserved.
U.S. Patent No. 6,879,964.
Vanguard Marketing Corporation, Distributor.
All rights reserved.
U.S. Patent No. 6,879,964.
Vanguard Marketing Corporation, Distributor.
Q1132
062022