Semiannual
Report |
April 30, 2021
Vanguard
Total International Bond Index Fund
Contents
|
About Your Fund’s Expenses
|
1 |
|
Financial Statements
|
4 |
|
Trustees Approve Advisory Arrangement
|
152 |
|
Liquidity Risk Management
|
154 |
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, 2021 | |||
| Total International Bond Index Fund | Beginning Account Value 10/31/2020 |
Ending Account Value 4/30/2021 |
Expenses Paid During Period |
| Based on Actual Fund Return | |||
| Investor Shares | $1,000.00 | $980.80 | $0.64 |
| ETF Shares | 1,000.00 | 981.00 | 0.39 |
| Admiral™ Shares | 1,000.00 | 980.90 | 0.54 |
| Institutional Shares | 1,000.00 | 981.00 | 0.34 |
| Based on Hypothetical 5% Yearly Return | |||
| Investor Shares | $1,000.00 | $1,024.15 | $0.65 |
| ETF Shares | 1,000.00 | 1,024.40 | 0.40 |
| Admiral Shares | 1,000.00 | 1,024.25 | 0.55 |
| Institutional Shares | 1,000.00 | 1,024.45 | 0.35 |
The
calculations are based on expenses incurred in the most recent six-month period.
The fund’s annualized six-month expense ratios for that period are 0.13% for
Investor Shares, 0.08% for ETF Shares, 0.11% for Admiral Shares, and 0.07% for
Institutional Shares. The dollar amounts shown as “Expenses Paid” are equal to
the annualized expense ratio multiplied by the average account value over the
period, multiplied by the number of days in the most recent six-month period,
then divided by the number of days in the most recent 12-month period
(181/365).
2
Total
International Bond Index Fund
Fund
Allocation
As
of April 30, 2021
| Japan | 17.0% |
| France | 12.3 |
| Germany | 10.2 |
| Italy | 8.0 |
| United Kingdom | 7.3 |
| Canada | 6.0 |
| Spain | 5.3 |
| Supranational | 3.6 |
| Australia | 3.4 |
| United States | 3.3 |
| Netherlands | 2.7 |
| South Korea | 2.6 |
| Belgium | 2.2 |
| Austria | 1.5 |
| Switzerland | 1.5 |
| Sweden | 1.3 |
| Other | 11.8 |
The
table reflects the fund’s investments, except short-term investments and
derivatives.
The
fund may invest in derivatives (such as futures and swap contracts) for various
reasons, including, but not limited to, attempting to remain fully invested and
tracking its target index as closely as possible.
3
Total
International Bond Index Fund
Financial
Statements (unaudited)
Schedule
of Investments
As
of April 30, 2021
The
fund files its complete schedule of portfolio holdings with the Securities and
Exchange Commission (SEC) for the first and third quarters of each fiscal year
as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are
available on the SEC’s website at www.sec.gov.
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| U.S. Government and Agency Obligations (0.0%) | ||||||
| Tennessee Valley Authority (Cost $2,019) | 5.625% | 6/7/32 | GBP | 1,127 | 2,190 | |
| Asset-Backed/Commercial Mortgage-Backed Securities (0.0%) | ||||||
| United Kingdom (0.0%) | ||||||
| 1 | Canary Wharf Finance II plc (Cost $356) | 6.455% | 10/22/33 | GBP | 198 | 334 |
| Corporate Bonds (20.3%) | ||||||
| Australia (0.5%) | ||||||
| Amcor UK Finance plc | 1.125% | 6/23/27 | EUR | 4,025 | 5,051 | |
| Ampol Ltd. | 4.000% | 4/17/25 | AUD | 11,350 | 9,443 | |
| APT Pipelines Ltd. | 4.250% | 11/26/24 | GBP | 805 | 1,235 | |
| APT Pipelines Ltd. | 2.000% | 3/22/27 | EUR | 6,762 | 8,930 | |
| APT Pipelines Ltd. | 3.500% | 3/22/30 | GBP | 3,059 | 4,658 | |
| APT Pipelines Ltd. | 1.250% | 3/15/33 | EUR | 5,000 | 5,993 | |
| Aurizon Network Pty Ltd. | 4.000% | 6/21/24 | AUD | 1,520 | 1,262 | |
| Aurizon Network Pty Ltd. | 2.000% | 9/18/24 | EUR | 2,415 | 3,093 | |
| Ausgrid Finance Pty Ltd. | 3.750% | 10/30/24 | AUD | 11,490 | 9,552 | |
| Ausgrid Finance Pty Ltd. | 1.250% | 7/30/25 | EUR | 2,657 | 3,335 | |
| Ausgrid Finance Pty Ltd. | 1.814% | 2/5/27 | AUD | 1,610 | 1,217 | |
| AusNet Services Holdings Pty Ltd. | 5.750% | 6/28/22 | AUD | 1,200 | 980 | |
| AusNet Services Holdings Pty Ltd. | 3.000% | 2/13/24 | EUR | 3,220 | 4,198 | |
| AusNet Services Holdings Pty Ltd. | 1.500% | 2/26/27 | EUR | 3,623 | 4,702 | |
| AusNet Services Holdings Pty Ltd. | 4.400% | 8/16/27 | AUD | 1,040 | 923 | |
| AusNet Services Holdings Pty Ltd. | 4.200% | 8/21/28 | AUD | 2,250 | 1,980 | |
| AusNet Services Holdings Pty Ltd. | 2.600% | 7/31/29 | AUD | 4,990 | 3,910 | |
| AusNet Services Holdings Pty Ltd. | 1.625% | 3/11/81 | EUR | 9,900 | 12,110 | |
| Australia & New Zealand Banking Group Ltd. | 0.625% | 2/21/23 | EUR | 8,050 | 9,847 | |
| Australia & New Zealand Banking Group Ltd. | 3.350% | 5/9/23 | AUD | 400 | 326 | |
| Australia & New Zealand Banking Group Ltd. | 5.000% | 8/16/23 | AUD | 4,400 | 3,743 | |
| Australia & New Zealand Banking Group Ltd. | 0.450% | 11/22/23 | EUR | 12,879 | 15,815 | |
| Australia & New Zealand Banking Group Ltd. | 2.500% | 1/16/24 | EUR | 4,025 | 5,213 | |
| Australia & New Zealand Banking Group Ltd. | 3.100% | 2/8/24 | AUD | 11,121 | 9,161 | |
| Australia Pacific Airports Melbourne Pty Ltd. | 3.125% | 9/26/23 | EUR | 4,025 | 5,181 | |
| Australia Pacific Airports Melbourne Pty Ltd. | 1.750% | 10/15/24 | EUR | 11,269 | 14,162 | |
| Bank of Queensland Ltd. | 0.500% | 1/10/54 | EUR | 500 | 607 | |
| BHP Billiton Finance Ltd. | 0.750% | 10/28/22 | EUR | 200 | 243 | |
| BHP Billiton Finance Ltd. | 3.230% | 5/15/23 | CAD | 3,341 | 2,845 | |
| BHP Billiton Finance Ltd. | 3.250% | 9/24/27 | EUR | 13,281 | 19,047 | |
| BHP Billiton Finance Ltd. | 1.500% | 4/29/30 | EUR | 4,106 | 5,391 | |
| BHP Billiton Finance Ltd. | 3.125% | 4/29/33 | EUR | 2,415 | 3,672 | |
4
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| BHP Billiton Finance Ltd. | 4.300% | 9/25/42 | GBP | 946 | 1,758 | |
| BHP Billiton Finance Ltd. | 6.500% | 10/22/77 | GBP | 1,771 | 2,623 | |
| Brambles Finance Ltd. | 2.375% | 6/12/24 | EUR | 400 | 515 | |
| Brisbane Airport Corp Pty Ltd. | 3.900% | 4/24/25 | AUD | 3,060 | 2,539 | |
| Commonwealth Bank of Australia | 2.750% | 11/17/21 | AUD | 2,400 | 1,874 | |
| Commonwealth Bank of Australia | 3.000% | 5/3/22 | EUR | 12,155 | 15,120 | |
| Commonwealth Bank of Australia | 3.250% | 4/25/23 | AUD | 1,000 | 814 | |
| Commonwealth Bank of Australia | 3.200% | 8/16/23 | AUD | 600 | 491 | |
| Commonwealth Bank of Australia | 3.000% | 1/11/24 | AUD | 14,080 | 11,557 | |
| Commonwealth Bank of Australia | 0.375% | 4/11/24 | EUR | 9,740 | 11,967 | |
| Commonwealth Bank of Australia | 0.500% | 7/27/26 | EUR | 5,236 | 6,526 | |
| Commonwealth Bank of Australia | 3.000% | 9/4/26 | GBP | 5,393 | 8,262 | |
| Commonwealth Bank of Australia | 0.875% | 2/19/29 | EUR | 8,050 | 10,267 | |
| Commonwealth Bank of Australia | 1.936% | 10/3/29 | EUR | 18,513 | 23,299 | |
| Commonwealth Bank of Australia | 1.625% | 2/10/31 | EUR | 100 | 137 | |
| DBNGP Finance Co. Pty Ltd. | 4.225% | 5/28/25 | AUD | 2,320 | 1,965 | |
| ETSA Utilities Finance Pty Ltd. | 3.500% | 8/29/24 | AUD | 930 | 773 | |
| Glencore Capital Finance DAC | 1.125% | 3/10/28 | EUR | 5,635 | 6,908 | |
| Glencore Finance Europe Ltd. | 1.875% | 9/13/23 | EUR | 300 | 375 | |
| Glencore Finance Europe Ltd. | 1.750% | 3/17/25 | EUR | 4,267 | 5,399 | |
| Glencore Finance Europe Ltd. | 3.750% | 4/1/26 | EUR | 200 | 278 | |
| Glencore Finance Europe Ltd. | 1.500% | 10/15/26 | EUR | 300 | 379 | |
| Goodman Australia Finance Pty Ltd. | 1.375% | 9/27/25 | EUR | 3,220 | 4,056 | |
| Lonsdale Finance Pty Ltd. | 3.900% | 10/15/25 | AUD | 4,040 | 3,435 | |
| Macquarie Group Ltd. | 1.250% | 3/5/25 | EUR | 12,879 | 16,002 | |
| Macquarie Group Ltd. | 0.350% | 3/3/28 | EUR | 10,000 | 11,878 | |
| National Australia Bank Ltd. | 1.375% | 6/27/22 | GBP | 500 | 698 | |
| National Australia Bank Ltd. | 0.350% | 9/7/22 | EUR | 8,130 | 9,870 | |
| National Australia Bank Ltd. | 0.875% | 11/16/22 | EUR | 4,025 | 4,937 | |
| National Australia Bank Ltd. | 1.875% | 1/13/23 | EUR | 4,025 | 5,027 | |
| National Australia Bank Ltd. | 0.250% | 1/19/23 | CHF | 2,090 | 2,316 | |
| National Australia Bank Ltd. | 3.000% | 2/10/23 | AUD | 1,691 | 1,363 | |
| National Australia Bank Ltd. | 0.625% | 8/30/23 | EUR | 100 | 123 | |
| National Australia Bank Ltd. | 2.900% | 2/26/24 | AUD | 13,120 | 10,762 | |
| National Australia Bank Ltd. | 5.000% | 3/11/24 | AUD | 5,250 | 4,557 | |
| National Australia Bank Ltd. | 0.250% | 5/20/24 | EUR | 8,050 | 9,815 | |
| National Australia Bank Ltd. | 2.250% | 6/6/25 | EUR | 1,449 | 1,923 | |
| National Australia Bank Ltd. | 0.300% | 10/31/25 | CHF | 7,965 | 8,906 | |
| National Australia Bank Ltd. | 3.000% | 9/4/26 | GBP | 500 | 767 | |
| National Australia Bank Ltd. | 0.875% | 2/19/27 | EUR | 8,050 | 10,239 | |
| National Australia Bank Ltd. | 3.515% | 6/12/30 | CAD | 6,600 | 5,651 | |
| Optus Finance Pty Ltd. | 3.250% | 8/23/22 | AUD | 300 | 240 | |
| Optus Finance Pty Ltd. | 3.250% | 9/6/23 | AUD | 550 | 450 | |
| Origin Energy Finance Ltd. | 1.000% | 9/17/29 | EUR | 4,106 | 4,883 | |
| Pacific National Finance Pty Ltd. | 5.000% | 9/19/23 | GBP | 500 | 747 | |
| Qantas Airways Ltd. | 7.750% | 5/19/22 | AUD | 1,230 | 1,010 | |
| Qantas Airways Ltd. | 5.250% | 9/9/30 | AUD | 4,020 | 3,425 | |
| Scentre Group Trust 1 | 2.250% | 7/16/24 | EUR | 3,138 | 4,020 | |
| Scentre Group Trust 1 | 3.875% | 7/16/26 | GBP | 5,635 | 8,657 | |
| Scentre Group Trust 1 / Scentre Group Trust 2 | 1.375% | 3/22/23 | EUR | 4,025 | 4,960 | |
| Scentre Group Trust 1 / Scentre Group Trust 2 | 1.750% | 4/11/28 | EUR | 7,245 | 9,400 | |
| Scentre Group Trust 1 / Scentre Group Trust 2 | 1.450% | 3/28/29 | EUR | 4,025 | 5,114 | |
| Scentre Group Trust 2 | 3.250% | 9/11/23 | EUR | 5,050 | 6,555 | |
| SGSP Australia Assets Pty Ltd. | 2.000% | 6/30/22 | EUR | 2,979 | 3,663 | |
| SGSP Australia Assets Pty Ltd. | 3.750% | 6/28/23 | AUD | 900 | 740 |
5
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Suncorp-Metway Ltd. | 3.000% | 9/13/23 | AUD | 1,900 | 1,552 | |
| Suncorp-Metway Ltd. | 3.250% | 8/24/26 | AUD | 1,000 | 843 | |
| Telstra Corp. Ltd. | 3.750% | 5/16/22 | EUR | 100 | 125 | |
| Telstra Corp. Ltd. | 4.000% | 9/16/22 | AUD | 1,620 | 1,310 | |
| Telstra Corp. Ltd. | 3.500% | 9/21/22 | EUR | 500 | 632 | |
| Telstra Corp. Ltd. | 2.500% | 9/15/23 | EUR | 8,050 | 10,298 | |
| Telstra Corp. Ltd. | 1.125% | 4/14/26 | EUR | 9,257 | 11,715 | |
| Telstra Corp. Ltd. | 4.000% | 4/19/27 | AUD | 1,610 | 1,394 | |
| Telstra Corp. Ltd. | 1.375% | 3/26/29 | EUR | 2,000 | 2,595 | |
| Telstra Corp. Ltd. | 1.000% | 4/23/30 | EUR | 4,025 | 5,071 | |
| Toyota Finance Australia Ltd. | 3.100% | 5/19/22 | AUD | 5,577 | 4,418 | |
| Toyota Finance Australia Ltd. | 1.625% | 7/11/22 | GBP | 1,771 | 2,481 | |
| Toyota Finance Australia Ltd. | 0.500% | 4/6/23 | EUR | 886 | 1,081 | |
| Toyota Finance Australia Ltd. | 3.300% | 11/22/23 | AUD | 443 | 364 | |
| Toyota Finance Australia Ltd. | 2.280% | 10/21/27 | EUR | 12,074 | 16,494 | |
| Transurban Finance Co. Pty Ltd. | 1.875% | 9/16/24 | EUR | 2,415 | 3,077 | |
| Transurban Finance Co. Pty Ltd. | 3.000% | 4/8/30 | EUR | 7,245 | 10,261 | |
| United Energy Distribution Pty Ltd. | 3.500% | 9/12/23 | AUD | 560 | 455 | |
| United Energy Distribution Pty Ltd. | 3.850% | 10/23/24 | AUD | 2,450 | 2,068 | |
| University of Technology Sydney | 3.750% | 7/20/27 | AUD | 300 | 257 | |
| Vicinity Centres Trust | 3.375% | 4/7/26 | GBP | 1,014 | 1,521 | |
| Wesfarmers Ltd. | 2.750% | 8/2/22 | EUR | 2,415 | 3,012 | |
| Westpac Banking Corp. | 1.000% | 6/30/22 | GBP | 1,208 | 1,682 | |
| Westpac Banking Corp. | 2.750% | 8/31/22 | AUD | 10,600 | 8,428 | |
| Westpac Banking Corp. | 3.125% | 10/27/22 | AUD | 1,400 | 1,123 | |
| Westpac Banking Corp. | 2.625% | 12/14/22 | GBP | 1,852 | 2,648 | |
| Westpac Banking Corp. | 0.375% | 3/5/23 | EUR | 6,440 | 7,843 | |
| Westpac Banking Corp. | 0.320% | 7/6/23 | JPY | 2,200,000 | 20,099 | |
| Westpac Banking Corp. | 3.250% | 11/16/23 | AUD | 600 | 494 | |
| Westpac Banking Corp. | 5.250% | 11/21/23 | AUD | 2,800 | 2,418 | |
| Westpac Banking Corp. | 0.500% | 12/4/23 | EUR | 16,770 | 20,634 | |
| Westpac Banking Corp. | 3.000% | 4/24/24 | AUD | 800 | 660 | |
| Westpac Banking Corp. | 0.500% | 5/17/24 | EUR | 2,013 | 2,482 | |
| Westpac Banking Corp. | 0.625% | 11/22/24 | EUR | 4,025 | 4,975 | |
| Westpac Banking Corp. | 4.125% | 6/4/26 | AUD | 1,300 | 1,140 | |
| Westpac Banking Corp. | 0.875% | 4/17/27 | EUR | 200 | 251 | |
| Westpac Banking Corp. | 1.125% | 9/5/27 | EUR | 8,935 | 11,360 | |
| Westpac Banking Corp. | 1.450% | 7/17/28 | EUR | 644 | 841 | |
| Westpac Banking Corp. | 1.375% | 5/17/32 | EUR | 8,050 | 10,812 | |
| Woolworths Group Ltd. | 2.800% | 5/20/30 | AUD | 8,050 | 6,244 | |
| WSO Finance Pty Ltd. | 4.500% | 3/31/27 | AUD | 2,770 | 2,434 | |
| 645,432 | ||||||
| Austria (0.2%) | ||||||
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.375% | 9/3/27 | EUR | 5,600 | 6,628 | |
| BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG | 0.010% | 10/2/29 | EUR | 9,000 | 10,801 | |
| Borealis AG | 1.750% | 12/10/25 | EUR | 300 | 387 | |
| Erste Group Bank AG | 0.625% | 1/19/23 | EUR | 3,300 | 4,043 | |
| Erste Group Bank AG | 0.750% | 2/5/25 | EUR | 2,000 | 2,506 | |
| Erste Group Bank AG | 0.625% | 4/17/26 | EUR | 12,000 | 15,076 | |
| Erste Group Bank AG | 0.750% | 1/17/28 | EUR | 12,900 | 16,428 | |
| Erste Group Bank AG | 0.875% | 5/15/34 | EUR | 12,000 | 15,444 | |
| 2 | Heta Asset Resolution AG | 2.375% | 12/13/22 | EUR | 2,400 | 3,011 |
6
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 3.000% | 5/9/22 | EUR | 1,610 | 2,004 | |
| HYPO NOE Landesbank fuer Niederoesterreich und Wien AG | 0.500% | 9/4/25 | EUR | 4,000 | 4,975 | |
| JAB Holdings BV | 2.125% | 9/16/22 | EUR | 2,400 | 2,979 | |
| JAB Holdings BV | 1.750% | 5/25/23 | EUR | 3,600 | 4,506 | |
| JAB Holdings BV | 1.250% | 5/22/24 | EUR | 8,100 | 10,099 | |
| JAB Holdings BV | 1.750% | 6/25/26 | EUR | 11,200 | 14,371 | |
| JAB Holdings BV | 2.500% | 4/17/27 | EUR | 4,000 | 5,352 | |
| JAB Holdings BV | 2.500% | 6/25/29 | EUR | 9,000 | 12,221 | |
| JAB Holdings BV | 2.250% | 12/19/39 | EUR | 8,100 | 10,292 | |
| 2 | OeBB-Infrastruktur AG | 2.250% | 7/4/23 | EUR | 8,050 | 10,255 |
| 2 | OeBB-Infrastruktur AG | 1.000% | 11/18/24 | EUR | 9,659 | 12,188 |
| 2 | OeBB-Infrastruktur AG | 3.875% | 6/30/25 | EUR | 8,050 | 11,392 |
| 2 | OeBB-Infrastruktur AG | 3.500% | 10/19/26 | EUR | 1,449 | 2,096 |
| 2 | OeBB-Infrastruktur AG | 2.250% | 5/28/29 | EUR | 2,415 | 3,413 |
| 2 | OeBB-Infrastruktur AG | 3.375% | 5/18/32 | EUR | 5,635 | 9,026 |
| 2 | OeBB-Infrastruktur AG | 3.000% | 10/24/33 | EUR | 150 | 238 |
| OMV AG | 2.625% | 9/27/22 | EUR | 200 | 250 | |
| OMV AG | 0.750% | 12/4/23 | EUR | 2,013 | 2,476 | |
| OMV AG | 1.000% | 12/14/26 | EUR | 2,777 | 3,499 | |
| OMV AG | 3.500% | 9/27/27 | EUR | 2,300 | 3,352 | |
| OMV AG | 1.875% | 12/4/28 | EUR | 1,771 | 2,370 | |
| OMV AG | 2.375% | 4/9/32 | EUR | 12,070 | 17,042 | |
| OMV AG | 6.250% | 12/29/49 | EUR | 2,657 | 3,907 | |
| OMV AG | 2.875% | 12/31/99 | EUR | 5,600 | 7,015 | |
| Raiffeisenlandesbank Niederoesterreich-Wien AG | 2.125% | 9/12/22 | EUR | 3,156 | 3,929 | |
| Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | 3/3/25 | EUR | 300 | 374 | |
| Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.625% | 8/28/26 | EUR | 4,000 | 5,027 | |
| Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/24/28 | EUR | 2,400 | 3,075 | |
| Raiffeisenlandesbank Niederoesterreich-Wien AG | 0.875% | 1/30/29 | EUR | 9,700 | 12,466 | |
| Raiffeisen-Landesbank Steiermark AG | 0.625% | 1/20/23 | EUR | 2,900 | 3,553 | |
| Raiffeisen-Landesbank Steiermark AG | 2.375% | 6/14/28 | EUR | 300 | 423 | |
| Raiffeisen-Landesbank Steiermark AG | 1.375% | 5/11/33 | EUR | 4,000 | 5,421 | |
| Raiffeisenlandesbank Vorarlberg Waren-und Revisionsverband registrierte GenmbH | 0.500% | 9/17/25 | EUR | 4,000 | 4,973 | |
| Telekom Finanzmanagement GmbH | 3.125% | 12/3/21 | EUR | 1,725 | 2,116 | |
| UniCredit Bank Austria AG | 2.375% | 1/22/24 | EUR | 4,100 | 5,306 | |
| UniCredit Bank Austria AG | 0.750% | 2/25/25 | EUR | 500 | 627 | |
| UniCredit Bank Austria AG | 0.250% | 6/4/27 | EUR | 8,000 | 9,871 | |
| UNIQA Insurance Group AG | 6.875% | 7/31/43 | EUR | 1,200 | 1,646 | |
| UNIQA Insurance Group AG | 6.000% | 7/27/46 | EUR | 2,500 | 3,748 | |
| Vienna Insurance Group AG Wiener Versicherung Gruppe | 5.500% | 10/9/43 | EUR | 1,200 | 1,629 | |
| 293,826 | ||||||
| Belgium (0.4%) | ||||||
| AG Insurance SA | 3.500% | 6/30/47 | EUR | 5,600 | 7,639 | |
| Ageas SA NV | 3.250% | 7/2/49 | EUR | 8,200 | 11,114 | |
| Anheuser-Busch InBev Finance Inc. | 4.320% | 5/15/47 | CAD | 7,213 | 6,006 | |
| Anheuser-Busch InBev SA NV | 9.750% | 7/30/24 | GBP | 1,530 | 2,710 | |
| Anheuser-Busch InBev SA NV | 2.875% | 9/25/24 | EUR | 3,623 | 4,790 | |
7
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Anheuser-Busch InBev SA NV | 4.000% | 9/24/25 | GBP | 9,015 | 14,049 | |
| Anheuser-Busch InBev SA NV | 2.700% | 3/31/26 | EUR | 200 | 272 | |
| Anheuser-Busch InBev SA NV | 1.150% | 1/22/27 | EUR | 8,050 | 10,206 | |
| Anheuser-Busch InBev SA NV | 2.125% | 12/2/27 | EUR | 8,050 | 10,801 | |
| Anheuser-Busch InBev SA NV | 2.000% | 3/17/28 | EUR | 18,433 | 24,770 | |
| Anheuser-Busch InBev SA NV | 1.500% | 4/18/30 | EUR | 725 | 945 | |
| Anheuser-Busch InBev SA NV | 1.650% | 3/28/31 | EUR | 16,662 | 21,911 | |
| Anheuser-Busch InBev SA NV | 2.875% | 4/2/32 | EUR | 8,050 | 11,756 | |
| Anheuser-Busch InBev SA NV | 3.250% | 1/24/33 | EUR | 4,106 | 6,278 | |
| Anheuser-Busch InBev SA NV | 2.000% | 1/23/35 | EUR | 5,635 | 7,532 | |
| Anheuser-Busch InBev SA NV | 2.750% | 3/17/36 | EUR | 7,848 | 11,374 | |
| Anheuser-Busch InBev SA NV | 2.850% | 5/25/37 | GBP | 8,050 | 11,918 | |
| Anheuser-Busch InBev SA NV | 3.700% | 4/2/40 | EUR | 13,684 | 22,057 | |
| Anheuser-Busch InBev Worldwide Inc. | 4.100% | 9/6/27 | AUD | 1,940 | 1,683 | |
| Argenta Spaarbank NV | 1.000% | 2/6/24 | EUR | 18,500 | 22,871 | |
| Argenta Spaarbank NV | 1.000% | 10/13/26 | EUR | 11,200 | 13,770 | |
| Barry Callebaut Services NV | 2.375% | 5/24/24 | EUR | 2,898 | 3,696 | |
| Belfius Bank SA | 0.750% | 9/12/22 | EUR | 3,900 | 4,750 | |
| Belfius Bank SA | 2.125% | 1/30/23 | EUR | 2,700 | 3,392 | |
| Belfius Bank SA | 1.750% | 6/24/24 | EUR | 600 | 770 | |
| Belfius Bank SA | 1.000% | 10/26/24 | EUR | 8,000 | 9,923 | |
| Belfius Bank SA | 0.750% | 2/10/25 | EUR | 200 | 250 | |
| Belfius Bank SA | 0.375% | 9/2/25 | EUR | 8,000 | 9,672 | |
| Belfius Bank SA | 0.375% | 2/13/26 | EUR | 4,800 | 5,802 | |
| Belfius Bank SA | 3.125% | 5/11/26 | EUR | 9,400 | 12,780 | |
| Belfius Bank SA | 0.125% | 9/14/26 | EUR | 8,000 | 9,796 | |
| Belfius Bank SA | 0.125% | 2/8/28 | EUR | 10,000 | 11,858 | |
| BNP Paribas Fortis SA | 0.625% | 10/4/25 | EUR | 500 | 625 | |
| BNP Paribas Fortis SA | 0.875% | 3/22/28 | EUR | 8,000 | 10,252 | |
| Brussels Airport Co. NV SA | 1.000% | 5/3/24 | EUR | 13,100 | 15,979 | |
| Elia Group SA NV | 1.500% | 9/5/28 | EUR | 2,000 | 2,590 | |
| Elia Group SA NV | 2.750% | 12/31/49 | EUR | 2,400 | 3,028 | |
| Elia Transmission Belgium SA | 1.375% | 5/27/24 | EUR | 100 | 125 | |
| Elia Transmission Belgium SA | 1.375% | 1/14/26 | EUR | 14,700 | 18,725 | |
| Elia Transmission Belgium SA | 3.250% | 4/4/28 | EUR | 300 | 436 | |
| Elia Transmission Belgium SA | 3.000% | 4/7/29 | EUR | 400 | 576 | |
| Elia Transmission Belgium SA | 0.875% | 4/28/30 | EUR | 4,000 | 4,929 | |
| Ethias SA | 5.000% | 1/14/26 | EUR | 7,000 | 9,892 | |
| Euroclear Bank SA | 0.500% | 7/10/23 | EUR | 10,062 | 12,297 | |
| Euroclear Bank SA | 1.250% | 9/30/24 | GBP | 324 | 455 | |
| Euroclear Investments SA | 1.125% | 12/7/26 | EUR | 4,800 | 6,112 | |
| FLUVIUS System Operator CVBA | 4.500% | 11/8/21 | EUR | 1,500 | 1,846 | |
| FLUVIUS System Operator CVBA | 2.875% | 10/9/23 | EUR | 2,400 | 3,098 | |
| FLUVIUS System Operator CVBA | 1.750% | 12/4/26 | EUR | 4,700 | 6,164 | |
| FLUVIUS System Operator CVBA | 2.875% | 5/7/29 | EUR | 100 | 145 | |
| FLUVIUS System Operator CVBA | 0.250% | 12/2/30 | EUR | 22,100 | 26,042 | |
| KBC Bank NV | 0.375% | 9/1/22 | EUR | 25,700 | 31,256 | |
| KBC Bank NV | 0.750% | 10/24/27 | EUR | 5,800 | 7,377 | |
| KBC Group NV | 0.750% | 10/18/23 | EUR | 3,300 | 4,060 | |
| KBC Group NV | 1.125% | 1/25/24 | EUR | 9,200 | 11,432 | |
| KBC Group NV | 0.125% | 1/14/29 | EUR | 8,000 | 9,370 | |
| KBC Group NV | 0.500% | 12/3/29 | EUR | 3,800 | 4,558 | |
| Proximus SADP | 2.375% | 4/4/24 | EUR | 2,400 | 3,100 | |
| Solvay SA | 1.625% | 12/2/22 | EUR | 6,600 | 8,136 |
8
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Solvay SA | 2.750% | 12/2/27 | EUR | 700 | 981 | |
| 500,727 | ||||||
| Bermuda (0.0%) | ||||||
| PartnerRe Ireland Finance DAC | 1.250% | 9/15/26 | EUR | 5,521 | 6,992 | |
| XLIT Ltd. | 3.250% | 6/29/47 | EUR | 5,425 | 7,352 | |
| 14,344 | ||||||
| Canada (1.5%) | ||||||
| 3 | 407 International Inc. | 1.800% | 5/22/25 | CAD | 2,174 | 1,808 |
| 407 International Inc. | 2.430% | 5/4/27 | CAD | 1,731 | 1,456 | |
| 407 International Inc. | 3.140% | 3/6/30 | CAD | 4,405 | 3,822 | |
| 3 | 407 International Inc. | 2.590% | 5/25/32 | CAD | 2,415 | 1,963 |
| 407 International Inc. | 5.750% | 2/14/36 | CAD | 1,606 | 1,597 | |
| 407 International Inc. | 4.450% | 11/15/41 | CAD | 4,025 | 3,776 | |
| 407 International Inc. | 4.190% | 4/25/42 | CAD | 4,427 | 4,022 | |
| 407 International Inc. | 3.650% | 9/8/44 | CAD | 8,050 | 6,804 | |
| 407 International Inc. | 3.830% | 5/11/46 | CAD | 8,050 | 7,007 | |
| 407 International Inc. | 3.600% | 5/21/47 | CAD | 5,534 | 4,650 | |
| 407 International Inc. | 3.720% | 5/11/48 | CAD | 35 | 30 | |
| 407 International Inc. | 3.670% | 3/8/49 | CAD | 1,610 | 1,371 | |
| 407 International Inc. | 2.840% | 3/7/50 | CAD | 3,301 | 2,408 | |
| 55 Ontario School Board Trust | 5.900% | 6/2/33 | CAD | 4,140 | 4,513 | |
| Aeroports de Montreal | 5.170% | 9/17/35 | CAD | 2,918 | 2,916 | |
| Aeroports de Montreal | 5.670% | 10/16/37 | CAD | 1,610 | 1,709 | |
| Aeroports de Montreal | 3.030% | 4/21/50 | CAD | 6,472 | 4,900 | |
| AIMCo Realty Investors LP | 2.266% | 6/26/24 | CAD | 4,025 | 3,390 | |
| AIMCo Realty Investors LP | 3.367% | 6/1/27 | CAD | 1,518 | 1,334 | |
| AIMCo Realty Investors LP | 3.043% | 6/1/28 | CAD | 1,610 | 1,398 | |
| AIMCo Realty Investors LP | 2.712% | 6/1/29 | CAD | 9,015 | 7,610 | |
| Alberta Powerline LP | 4.065% | 12/1/53 | CAD | 4,012 | 3,498 | |
| Alberta Powerline LP | 4.065% | 3/1/54 | CAD | 992 | 861 | |
| Alectra Inc. | 2.488% | 5/17/27 | CAD | 8,854 | 7,489 | |
| Alectra Inc. | 3.458% | 4/12/49 | CAD | 1,861 | 1,561 | |
| 3 | Algonquin Power Co. | 4.090% | 2/17/27 | CAD | 644 | 580 |
| Algonquin Power Co. | 4.600% | 1/29/29 | CAD | 1,824 | 1,709 | |
| Alimentation Couche-Tard Inc. | 3.056% | 7/26/24 | CAD | 3,506 | 3,008 | |
| Alimentation Couche-Tard Inc. | 3.600% | 6/2/25 | CAD | 3,140 | 2,750 | |
| Alimentation Couche-Tard Inc. | 1.875% | 5/6/26 | EUR | 100 | 128 | |
| Alliance Pipeline LP | 6.765% | 12/31/25 | CAD | 29 | 27 | |
| Allied Properties REIT | 3.636% | 4/21/25 | CAD | 4,025 | 3,503 | |
| Allied Properties REIT | 3.113% | 4/8/27 | CAD | 4,025 | 3,426 | |
| Allied Properties REIT | 3.394% | 8/15/29 | CAD | 2,000 | 1,687 | |
| Allied Properties REIT | 3.117% | 2/21/30 | CAD | 1,208 | 981 | |
| AltaGas Canada Inc. | 3.150% | 4/6/26 | CAD | 1,461 | 1,278 | |
| AltaGas Canada Inc. | 4.260% | 12/5/28 | CAD | 1,205 | 1,110 | |
| AltaGas Ltd. | 3.840% | 1/15/25 | CAD | 7,377 | 6,519 | |
| AltaGas Ltd. | 3.980% | 10/4/27 | CAD | 2,415 | 2,149 | |
| AltaGas Ltd. | 2.075% | 5/30/28 | CAD | 2,400 | 1,913 | |
| AltaGas Ltd. | 4.500% | 8/15/44 | CAD | 2,487 | 2,085 | |
| AltaGas Ltd. | 4.990% | 10/4/47 | CAD | 620 | 560 | |
| AltaLink LP | 3.668% | 11/6/23 | CAD | 200 | 175 | |
| AltaLink LP | 3.399% | 6/6/24 | CAD | 8,050 | 7,006 | |
| AltaLink LP | 4.872% | 11/15/40 | CAD | 4,110 | 4,098 | |
| AltaLink LP | 4.462% | 11/8/41 | CAD | 1,932 | 1,841 | |
| AltaLink LP | 3.990% | 6/30/42 | CAD | 2,355 | 2,112 | |
| AltaLink LP | 4.922% | 9/17/43 | CAD | 2,415 | 2,461 | |
9
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| AltaLink LP | 4.054% | 11/21/44 | CAD | 966 | 879 | |
| AltaLink LP | 4.090% | 6/30/45 | CAD | 1,285 | 1,177 | |
| AltaLink LP | 3.717% | 12/3/46 | CAD | 185 | 161 | |
| ARC Resources Ltd. | 3.465% | 3/10/31 | CAD | 3,400 | 2,777 | |
| Atco Ltd. | 5.500% | 11/1/78 | CAD | 822 | 730 | |
| Bank of Montreal | 1.625% | 6/21/22 | GBP | 2,496 | 3,495 | |
| Bank of Montreal | 2.270% | 7/11/22 | CAD | 17,708 | 14,722 | |
| Bank of Montreal | 3.250% | 10/6/22 | AUD | 1,530 | 1,226 | |
| Bank of Montreal | 0.050% | 12/30/22 | CHF | 5,635 | 6,213 | |
| Bank of Montreal | 0.200% | 1/26/23 | EUR | 6,118 | 7,439 | |
| Bank of Montreal | 2.890% | 6/20/23 | CAD | 9,659 | 8,219 | |
| Bank of Montreal | 3.200% | 9/7/23 | AUD | 800 | 654 | |
| Bank of Montreal | 0.100% | 10/20/23 | EUR | 8,050 | 9,800 | |
| Bank of Montreal | 2.850% | 3/6/24 | CAD | 5,635 | 4,822 | |
| Bank of Montreal | 2.280% | 7/29/24 | CAD | 25 | 21 | |
| Bank of Montreal | 2.700% | 9/11/24 | CAD | 11,298 | 9,703 | |
| Bank of Montreal | 2.370% | 2/3/25 | CAD | 9,659 | 8,214 | |
| Bank of Montreal | 4.609% | 9/10/25 | CAD | 4,025 | 3,733 | |
| Bank of Montreal | 1.758% | 3/10/26 | CAD | 5,500 | 4,528 | |
| Bank of Montreal | 2.700% | 12/9/26 | CAD | 8,050 | 6,951 | |
| Bank of Montreal | 2.570% | 6/1/27 | CAD | 2,525 | 2,096 | |
| Bank of Montreal | 3.190% | 3/1/28 | CAD | 10,947 | 9,664 | |
| Bank of Montreal | 2.880% | 9/17/29 | CAD | 1,500 | 1,281 | |
| Bank of Montreal | 2.077% | 6/17/30 | CAD | 6,601 | 5,468 | |
| Bank of Nova Scotia | 1.250% | 6/8/22 | GBP | 500 | 697 | |
| Bank of Nova Scotia | 2.360% | 11/8/22 | CAD | 28,172 | 23,561 | |
| Bank of Nova Scotia | 1.750% | 12/23/22 | GBP | 805 | 1,134 | |
| Bank of Nova Scotia | 2.980% | 4/17/23 | CAD | 8,021 | 6,817 | |
| Bank of Nova Scotia | 2.380% | 5/1/23 | CAD | 12,396 | 10,400 | |
| Bank of Nova Scotia | 0.250% | 1/11/24 | EUR | 8,050 | 9,848 | |
| Bank of Nova Scotia | 2.160% | 2/3/25 | CAD | 8,854 | 7,442 | |
| Bank of Nova Scotia | 0.010% | 3/18/25 | EUR | 10,325 | 12,571 | |
| Bank of Nova Scotia | 2.620% | 12/2/26 | CAD | 12,074 | 10,383 | |
| Bank of Nova Scotia | 0.010% | 1/14/27 | EUR | 8,050 | 9,766 | |
| Bank of Nova Scotia | 1.400% | 11/1/27 | CAD | 3,623 | 2,852 | |
| Bank of Nova Scotia | 3.100% | 2/2/28 | CAD | 11,214 | 9,917 | |
| Bank of Nova Scotia | 3.890% | 1/18/29 | CAD | 3,908 | 3,412 | |
| Bank of Nova Scotia | 2.836% | 7/3/29 | CAD | 7,599 | 6,474 | |
| Bankers Hall LP | 4.377% | 11/20/23 | CAD | 88 | 74 | |
| BCI QuadReal Realty | 1.680% | 3/3/25 | CAD | 1,610 | 1,337 | |
| BCI QuadReal Realty | 1.747% | 7/24/30 | CAD | 3,590 | 2,761 | |
| bcIMC Realty Corp. | 2.840% | 6/3/25 | CAD | 5,636 | 4,848 | |
| bcIMC Realty Corp. | 3.000% | 3/31/27 | CAD | 275 | 238 | |
| Bell Canada | 2.700% | 2/27/24 | CAD | 16,000 | 13,582 | |
| Bell Canada | 4.050% | 3/17/51 | CAD | 4,900 | 3,984 | |
| Bell Canada Inc. | 3.350% | 3/22/23 | CAD | 12,074 | 10,216 | |
| Bell Canada Inc. | 3.350% | 3/12/25 | CAD | 10,625 | 9,231 | |
| Bell Canada Inc. | 3.550% | 3/2/26 | CAD | 2,415 | 2,112 | |
| Bell Canada Inc. | 2.900% | 8/12/26 | CAD | 2,415 | 2,086 | |
| Bell Canada Inc. | 3.800% | 8/21/28 | CAD | 2,415 | 2,146 | |
| Bell Canada Inc. | 2.900% | 9/10/29 | CAD | 4,025 | 3,350 | |
| Bell Canada Inc. | 7.850% | 4/2/31 | CAD | 4,025 | 4,528 | |
| Bell Canada Inc. | 4.750% | 9/29/44 | CAD | 2,818 | 2,529 | |
| Bell Canada Inc. | 4.350% | 12/18/45 | CAD | 3,841 | 3,252 | |
| Bell Canada Inc. | 4.450% | 2/27/47 | CAD | 6,519 | 5,634 |
10
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Bell Canada Inc. | 3.500% | 9/30/50 | CAD | 8,452 | 6,226 | |
| BeNext-Yumeshin Group Co. | 4.242% | 4/1/24 | CAD | 825 | 722 | |
| Bow Centre Street LP | 3.797% | 6/13/23 | CAD | 1,259 | 1,042 | |
| Bridging North America GP | 4.341% | 8/31/53 | CAD | 1,754 | 1,454 | |
| British Columbia Ferry Services Inc. | 4.702% | 10/23/43 | CAD | 4,512 | 4,508 | |
| British Columbia Ferry Services Inc. | 2.794% | 10/15/49 | CAD | 4,025 | 3,013 | |
| Brookfield Asset Management Inc. | 4.540% | 3/31/23 | CAD | 9,559 | 8,300 | |
| Brookfield Asset Management Inc. | 5.040% | 3/8/24 | CAD | 1,208 | 1,081 | |
| Brookfield Asset Management Inc. | 4.820% | 1/28/26 | CAD | 15,294 | 14,079 | |
| Brookfield Asset Management Inc. | 3.800% | 3/16/27 | CAD | 3,409 | 3,032 | |
| Brookfield Infrastructure Finance ULC | 3.315% | 2/22/24 | CAD | 4,025 | 3,461 | |
| Brookfield Infrastructure Finance ULC | 4.193% | 9/11/28 | CAD | 3,420 | 3,076 | |
| Brookfield Infrastructure Finance ULC | 3.410% | 10/9/29 | CAD | 3,945 | 3,353 | |
| Brookfield Infrastructure Finance ULC | 2.855% | 9/1/32 | CAD | 1,610 | 1,255 | |
| Brookfield Renewable Partners ULC | 3.752% | 6/2/25 | CAD | 4,267 | 3,760 | |
| Brookfield Renewable Partners ULC | 3.630% | 1/15/27 | CAD | 3,140 | 2,783 | |
| Brookfield Renewable Partners ULC | 3.380% | 1/15/30 | CAD | 4,427 | 3,844 | |
| Brookfield Renewable Partners ULC | 4.290% | 11/5/49 | CAD | 3,140 | 2,766 | |
| Bruce Power LP | 3.000% | 6/21/24 | CAD | 1,610 | 1,381 | |
| Bruce Power LP | 3.969% | 6/23/26 | CAD | 4,025 | 3,600 | |
| Bruce Power LP | 4.010% | 6/21/29 | CAD | 1,035 | 930 | |
| Bruce Power LP | 4.000% | 6/21/30 | CAD | 2,560 | 2,313 | |
| Bruce Power LP | 4.132% | 6/21/33 | CAD | 1,771 | 1,574 | |
| Bruce Power LP | 4.746% | 6/21/49 | CAD | 2,576 | 2,433 | |
| Cameco Corp. | 4.190% | 6/24/24 | CAD | 2,216 | 1,938 | |
| Cameco Corp. | 2.950% | 10/21/27 | CAD | 1,771 | 1,466 | |
| Canadian Imperial Bank of Commerce | 2.300% | 7/11/22 | CAD | 12,074 | 10,041 | |
| Canadian Imperial Bank of Commerce | 0.000% | 7/25/22 | EUR | 12,074 | 14,597 | |
| Canadian Imperial Bank of Commerce | 0.250% | 1/24/23 | EUR | 11,672 | 14,203 | |
| Canadian Imperial Bank of Commerce | 0.750% | 3/22/23 | EUR | 8,050 | 9,871 | |
| Canadian Imperial Bank of Commerce | 2.430% | 6/9/23 | CAD | 12,718 | 10,688 | |
| Canadian Imperial Bank of Commerce | 2.970% | 7/11/23 | CAD | 8,001 | 6,825 | |
| Canadian Imperial Bank of Commerce | 3.290% | 1/15/24 | CAD | 5,232 | 4,518 | |
| Canadian Imperial Bank of Commerce | 0.375% | 5/3/24 | EUR | 15,294 | 18,629 | |
| Canadian Imperial Bank of Commerce | 2.350% | 8/28/24 | CAD | 6,842 | 5,794 | |
| Canadian Imperial Bank of Commerce | 2.000% | 4/17/25 | CAD | 8,050 | 6,721 | |
| Canadian Imperial Bank of Commerce | 3.300% | 5/26/25 | CAD | 20,848 | 18,367 | |
| Canadian Imperial Bank of Commerce | 3.450% | 4/4/28 | CAD | 6,440 | 5,488 | |
| Canadian Imperial Bank of Commerce | 2.010% | 7/21/30 | CAD | 16,800 | 13,918 | |
| Canadian National Railway Co. | 2.800% | 9/22/25 | CAD | 4,021 | 3,467 | |
| Canadian National Railway Co. | 3.200% | 7/31/28 | CAD | 2,214 | 1,936 | |
| Canadian National Railway Co. | 3.600% | 8/1/47 | CAD | 8,042 | 6,632 | |
| Canadian National Railway Co. | 3.600% | 2/8/49 | CAD | 789 | 651 | |
| Canadian National Railway Co. | 3.050% | 2/8/50 | CAD | 1,890 | 1,409 | |
| Canadian Natural Resources Ltd. | 3.550% | 6/3/24 | CAD | 8,050 | 6,965 | |
| Canadian Natural Resources Ltd. | 2.500% | 1/17/28 | CAD | 3,900 | 3,184 | |
| Canadian Natural Resources Ltd. | 4.850% | 5/30/47 | CAD | 1,075 | 948 | |
| Canadian Pacific Railway Co. | 3.150% | 3/13/29 | CAD | 4,133 | 3,569 | |
| Canadian Pacific Railway Co. | 6.450% | 11/17/39 | CAD | 1,409 | 1,595 | |
| Canadian Pacific Railway Co. | 3.050% | 3/9/50 | CAD | 1,047 | 767 | |
| Canadian Tire Corp. Ltd. | 3.167% | 7/6/23 | CAD | 6,512 | 5,538 | |
| Canadian Tire Corp. Ltd. | 6.570% | 2/24/34 | CAD | 698 | 689 | |
| Canadian Tire Corp. Ltd. | 5.610% | 9/4/35 | CAD | 1,610 | 1,414 | |
| Canadian Western Bank | 2.924% | 12/15/22 | CAD | 3,784 | 3,184 | |
| Canadian Western Bank | 2.597% | 9/6/24 | CAD | 3,220 | 2,733 |
11
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Canadian Western Bank | 2.606% | 1/30/25 | CAD | 5,313 | 4,501 | |
| Capital City Link General Partnership | 4.386% | 3/31/46 | CAD | 752 | 668 | |
| Capital Power Corp. | 4.284% | 9/18/24 | CAD | 2,013 | 1,790 | |
| Capital Power Corp. | 4.986% | 1/23/26 | CAD | 1,350 | 1,243 | |
| Capital Power Corp. | 4.424% | 2/8/30 | CAD | 1,214 | 1,093 | |
| Capital Power Corp. | 3.147% | 10/1/32 | CAD | 1,530 | 1,185 | |
| CCL Industries Inc. | 3.864% | 4/13/28 | CAD | 1,304 | 1,149 | |
| Cenovus Energy Inc. | 3.550% | 3/12/25 | CAD | 644 | 555 | |
| Cenovus Energy Inc. | 3.600% | 3/10/27 | CAD | 4,932 | 4,199 | |
| Cenovus Energy Inc. | 3.500% | 2/7/28 | CAD | 6,230 | 5,231 | |
| Central 1 Credit Union | 2.584% | 12/6/23 | CAD | 4,713 | 3,987 | |
| Chartwell Retirement Residences | 4.211% | 4/28/25 | CAD | 805 | 697 | |
| Choice Properties REIT | 3.556% | 9/9/24 | CAD | 3,246 | 2,823 | |
| Choice Properties REIT | 3.546% | 1/10/25 | CAD | 6,440 | 5,626 | |
| Choice Properties REIT | 2.848% | 5/21/27 | CAD | 5,603 | 4,754 | |
| Choice Properties REIT | 4.178% | 3/8/28 | CAD | 4,025 | 3,623 | |
| Choice Properties REIT | 3.532% | 6/11/29 | CAD | 5,715 | 4,958 | |
| CI Financial Corp. | 3.759% | 5/26/25 | CAD | 2,415 | 2,082 | |
| CI Financial Corp. | 3.904% | 9/27/27 | CAD | 1,325 | 1,136 | |
| CIBC Capital Trust | 10.250% | 6/30/08 | CAD | 280 | 242 | |
| Clover LP | 4.216% | 3/31/34 | CAD | 1,420 | 1,256 | |
| Clover LP | 4.216% | 6/30/34 | CAD | 1,488 | 1,316 | |
| Cogeco Communications Inc. | 4.175% | 5/26/23 | CAD | 1,812 | 1,557 | |
| Concordia University | 6.550% | 9/2/42 | CAD | 2,415 | 3,033 | |
| Co-operators Financial Services Ltd. | 3.327% | 5/13/30 | CAD | 1,445 | 1,170 | |
| 1 | Cordelio Amalco GP I | 4.087% | 6/30/34 | CAD | 3,468 | 3,108 |
| Crombie REIT | 3.677% | 8/26/26 | CAD | 2,415 | 2,099 | |
| Crombie REIT | 3.917% | 6/21/27 | CAD | 1,449 | 1,281 | |
| Crombie REIT | 2.686% | 3/31/28 | CAD | 1,409 | 1,153 | |
| Crombie REIT | 3.211% | 10/9/30 | CAD | 644 | 520 | |
| Crosslinx Transit Solutions GP | 4.651% | 9/30/46 | CAD | 2,522 | 2,220 | |
| CSS FSCC Partnership | 6.915% | 7/31/42 | CAD | 27 | 29 | |
| CT REIT | 3.527% | 6/9/25 | CAD | 3,703 | 3,224 | |
| CT REIT | 3.469% | 6/16/27 | CAD | 1,073 | 930 | |
| CT REIT | 2.371% | 1/6/31 | CAD | 1,610 | 1,231 | |
| CU Inc. | 4.543% | 10/24/41 | CAD | 1,610 | 1,534 | |
| CU Inc. | 3.805% | 9/10/42 | CAD | 450 | 389 | |
| CU Inc. | 4.722% | 9/9/43 | CAD | 2,415 | 2,366 | |
| CU Inc. | 4.085% | 9/2/44 | CAD | 4,347 | 3,924 | |
| CU Inc. | 3.964% | 7/27/45 | CAD | 2,415 | 2,146 | |
| CU Inc. | 3.763% | 11/19/46 | CAD | 1,208 | 1,043 | |
| CU Inc. | 3.548% | 11/22/47 | CAD | 2,000 | 1,669 | |
| CU Inc. | 3.950% | 11/23/48 | CAD | 781 | 697 | |
| CU Inc. | 2.963% | 9/7/49 | CAD | 3,623 | 2,719 | |
| CU Inc. | 4.211% | 10/29/55 | CAD | 12,074 | 11,279 | |
| CU Inc. | 4.593% | 10/24/61 | CAD | 442 | 447 | |
| Dollarama Inc. | 3.550% | 11/6/23 | CAD | 3,598 | 3,106 | |
| Dollarama Inc. | 1.505% | 9/20/27 | CAD | 1,610 | 1,266 | |
| Emera Inc. | 2.900% | 6/16/23 | CAD | 18,508 | 15,721 | |
| Empire Life Insurance Co. | 3.664% | 3/15/28 | CAD | 805 | 687 | |
| Enbridge Gas Inc. | 3.790% | 7/10/23 | CAD | 24,144 | 20,786 | |
| Enbridge Gas Inc. | 3.150% | 8/22/24 | CAD | 5,216 | 4,519 | |
| Enbridge Gas Inc. | 3.310% | 9/11/25 | CAD | 2,608 | 2,293 | |
| Enbridge Gas Inc. | 2.500% | 8/5/26 | CAD | 1,610 | 1,383 | |
| Enbridge Gas Inc. | 2.900% | 4/1/30 | CAD | 4,025 | 3,460 |
12
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Enbridge Gas Inc. | 4.880% | 6/21/41 | CAD | 2,777 | 2,743 | |
| Enbridge Gas Inc. | 4.200% | 6/2/44 | CAD | 1,932 | 1,770 | |
| Enbridge Gas Inc. | 4.000% | 8/22/44 | CAD | 1,610 | 1,435 | |
| Enbridge Gas Inc. | 3.800% | 6/1/46 | CAD | 2,415 | 2,106 | |
| Enbridge Gas Inc. | 3.590% | 11/22/47 | CAD | 1,449 | 1,218 | |
| Enbridge Gas Inc. | 3.510% | 11/29/47 | CAD | 3,780 | 3,135 | |
| Enbridge Gas Inc. | 3.010% | 8/9/49 | CAD | 2,415 | 1,828 | |
| Enbridge Gas Inc. | 3.650% | 4/1/50 | CAD | 2,254 | 1,917 | |
| Enbridge Gas Inc. | 4.950% | 11/22/50 | CAD | 2,174 | 2,275 | |
| Enbridge Inc. | 3.190% | 12/5/22 | CAD | 12,130 | 10,234 | |
| Enbridge Inc. | 3.950% | 11/19/24 | CAD | 2,415 | 2,131 | |
| Enbridge Inc. | 3.200% | 6/8/27 | CAD | 1,932 | 1,656 | |
| Enbridge Inc. | 2.990% | 10/3/29 | CAD | 4,254 | 3,539 | |
| Enbridge Inc. | 4.240% | 8/27/42 | CAD | 3,510 | 2,837 | |
| Enbridge Inc. | 4.570% | 3/11/44 | CAD | 4,271 | 3,615 | |
| Enbridge Inc. | 4.870% | 11/21/44 | CAD | 3,381 | 2,969 | |
| Enbridge Pipelines Inc. | 3.790% | 8/17/23 | CAD | 3,864 | 3,325 | |
| Enbridge Pipelines Inc. | 3.450% | 9/29/25 | CAD | 4,218 | 3,704 | |
| Enbridge Pipelines Inc. | 3.520% | 2/22/29 | CAD | 1,530 | 1,341 | |
| Enbridge Pipelines Inc. | 4.550% | 8/17/43 | CAD | 805 | 697 | |
| Enbridge Pipelines Inc. | 4.550% | 9/29/45 | CAD | 4,508 | 3,915 | |
| Enbridge Pipelines Inc. | 4.130% | 8/9/46 | CAD | 4,025 | 3,286 | |
| Enbridge Pipelines Inc. | 4.330% | 2/22/49 | CAD | 1,771 | 1,494 | |
| Energir Inc. | 2.100% | 4/16/27 | CAD | 4,588 | 3,829 | |
| ENMAX Corp. | 3.836% | 6/5/28 | CAD | 1,610 | 1,431 | |
| ENMAX Corp. | 3.876% | 10/18/29 | CAD | 4,025 | 3,544 | |
| EPCOR Utilities Inc. | 4.550% | 2/28/42 | CAD | 2,403 | 2,294 | |
| EPCOR Utilities Inc. | 3.554% | 11/27/47 | CAD | 5,635 | 4,719 | |
| EPCOR Utilities Inc. | 2.899% | 5/19/50 | CAD | 1,518 | 1,125 | |
| Equitable Bank | 1.876% | 11/26/25 | CAD | 1,610 | 1,292 | |
| Fair Hydro Trust | 3.357% | 5/15/35 | CAD | 5,735 | 4,940 | |
| Fairfax Financial Holdings Ltd. | 4.950% | 3/3/25 | CAD | 3,268 | 2,975 | |
| Fairfax Financial Holdings Ltd. | 4.700% | 12/16/26 | CAD | 4,025 | 3,621 | |
| Fairfax Financial Holdings Ltd. | 4.250% | 12/6/27 | CAD | 1,985 | 1,737 | |
| Fairfax Financial Holdings Ltd. | 4.230% | 6/14/29 | CAD | 604 | 524 | |
| Fairfax Financial Holdings Ltd. | 3.950% | 3/3/31 | CAD | 4,375 | 3,552 | |
| Federated Co-Operatives Ltd. | 3.917% | 6/17/25 | CAD | 479 | 414 | |
| Federation des Caisses Desjardins du Quebec | 3.056% | 9/11/23 | CAD | 4,025 | 3,448 | |
| Federation des Caisses Desjardins du Quebec | 2.417% | 10/4/24 | CAD | 10,436 | 8,846 | |
| Federation des Caisses Desjardins du Quebec | 0.010% | 9/24/25 | EUR | 34,050 | 41,462 | |
| Federation des Caisses Desjardins du Quebec | 2.856% | 5/26/30 | CAD | 4,427 | 3,770 | |
| First Capital REIT | 4.790% | 8/30/24 | CAD | 4,013 | 3,582 | |
| First Capital REIT | 4.323% | 7/31/25 | CAD | 8,050 | 7,124 | |
| First Capital REIT | 3.753% | 7/12/27 | CAD | 75 | 65 | |
| First National Financial Corp. | 2.961% | 11/17/25 | CAD | 805 | 666 | |
| Fortis Inc. | 2.850% | 12/12/23 | CAD | 2,093 | 1,783 | |
| FortisAlberta Inc. | 6.220% | 10/31/34 | CAD | 70 | 76 | |
| FortisAlberta Inc. | 3.672% | 9/9/47 | CAD | 3,371 | 2,871 | |
| FortisBC Energy Inc. | 6.500% | 5/1/34 | CAD | 8,050 | 8,899 | |
| FortisBC Energy Inc. | 6.050% | 2/15/38 | CAD | 8,050 | 8,845 | |
| FortisBC Inc. | 4.000% | 10/28/44 | CAD | 1,691 | 1,503 | |
| Gibson Energy Inc. | 2.450% | 7/14/25 | CAD | 1,449 | 1,212 |
13
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Gibson Energy Inc. | 2.850% | 7/14/27 | CAD | 1,455 | 1,219 | |
| Gibson Energy Inc. | 3.600% | 9/17/29 | CAD | 2,205 | 1,881 | |
| Granite REIT Holdings LP | 3.873% | 11/30/23 | CAD | 4,025 | 3,501 | |
| Granite REIT Holdings LP | 3.062% | 6/4/27 | CAD | 1,610 | 1,388 | |
| Granite REIT Holdings LP | 2.378% | 12/18/30 | CAD | 2,254 | 1,740 | |
| Greater Toronto Airports Authority | 1.540% | 5/3/28 | CAD | 5,071 | 4,018 | |
| Greater Toronto Airports Authority | 2.730% | 4/3/29 | CAD | 3,462 | 2,937 | |
| Greater Toronto Airports Authority | 2.750% | 10/17/39 | CAD | 6,146 | 4,626 | |
| Greater Toronto Airports Authority | 5.300% | 2/25/41 | CAD | 2,496 | 2,638 | |
| Greater Toronto Airports Authority | 5.300% | 2/25/41 | CAD | 4,025 | 3,844 | |
| Great-West Lifeco Inc. | 1.750% | 12/7/26 | EUR | 500 | 652 | |
| Great-West Lifeco Inc. | 6.670% | 3/21/33 | CAD | 1,602 | 1,770 | |
| Great-West Lifeco Inc. | 5.998% | 11/16/39 | CAD | 8,854 | 9,645 | |
| H&R REIT | 3.416% | 1/23/23 | CAD | 4,272 | 3,586 | |
| H&R REIT | 3.369% | 1/30/24 | CAD | 1,218 | 1,031 | |
| H&R REIT | 2.906% | 6/2/26 | CAD | 4,025 | 3,299 | |
| H&R REIT | 2.633% | 2/19/27 | CAD | 200 | 161 | |
| Halifax International Airport Authority | 5.503% | 7/19/41 | CAD | 204 | 212 | |
| Honda Canada Finance Inc. | 2.268% | 7/15/22 | CAD | 4,025 | 3,341 | |
| Honda Canada Finance Inc. | 3.176% | 8/28/23 | CAD | 4,830 | 4,135 | |
| Honda Canada Finance Inc. | 3.444% | 5/23/25 | CAD | 3,462 | 3,050 | |
| Honda Canada Finance Inc. | 1.337% | 3/17/26 | CAD | 2,979 | 2,392 | |
| Honda Canada Finance Inc. | 1.646% | 2/25/28 | CAD | 3,675 | 2,940 | |
| Hospital for Sick Children | 3.416% | 12/7/57 | CAD | 2,195 | 1,790 | |
| Hospital Infrastructure Partners NOH Partnership | 5.439% | 1/31/45 | CAD | 4,501 | 4,496 | |
| HSBC Bank Canada | 2.170% | 6/29/22 | CAD | 8,452 | 7,003 | |
| HSBC Bank Canada | 2.542% | 1/31/23 | CAD | 8,033 | 6,732 | |
| HSBC Bank Canada | 3.245% | 9/15/23 | CAD | 8,050 | 6,903 | |
| Hydro One Inc. | 0.710% | 1/16/23 | CAD | 11,591 | 9,450 | |
| Hydro One Inc. | 2.970% | 6/26/25 | CAD | 245 | 213 | |
| Hydro One Inc. | 2.770% | 2/24/26 | CAD | 7,889 | 6,854 | |
| Hydro One Inc. | 3.020% | 4/5/29 | CAD | 3,059 | 2,672 | |
| Hydro One Inc. | 7.350% | 6/3/30 | CAD | 1,610 | 1,808 | |
| Hydro One Inc. | 6.930% | 6/1/32 | CAD | 914 | 988 | |
| Hydro One Inc. | 5.360% | 5/20/36 | CAD | 805 | 826 | |
| Hydro One Inc. | 4.890% | 3/13/37 | CAD | 4,025 | 3,958 | |
| Hydro One Inc. | 5.490% | 7/16/40 | CAD | 2,838 | 3,012 | |
| Hydro One Inc. | 4.390% | 9/26/41 | CAD | 4,118 | 3,866 | |
| Hydro One Inc. | 4.590% | 10/9/43 | CAD | 4,427 | 4,286 | |
| Hydro One Inc. | 3.910% | 2/23/46 | CAD | 2,576 | 2,286 | |
| Hydro One Inc. | 5.000% | 10/19/46 | CAD | 1,610 | 1,675 | |
| Hydro One Inc. | 3.720% | 11/18/47 | CAD | 1,160 | 1,002 | |
| Hydro One Inc. | 3.630% | 6/25/49 | CAD | 7,341 | 6,229 | |
| Hydro One Inc. | 2.710% | 2/28/50 | CAD | 2,705 | 1,940 | |
| Hydro One Inc. | 3.640% | 4/5/50 | CAD | 400 | 343 | |
| Hydro One Inc. | 3.790% | 7/31/62 | CAD | 1,610 | 1,408 | |
| Hydro Ottawa Holding Inc. | 3.991% | 5/14/43 | CAD | 1,691 | 1,469 | |
| Hyosung TNC Corp. | 2.955% | 3/1/27 | CAD | 1,490 | 1,238 | |
| iA Financial Corp. Inc. | 3.072% | 9/24/31 | CAD | 2,415 | 2,075 | |
| IGM Financial Inc. | 3.440% | 1/26/27 | CAD | 3,135 | 2,750 | |
| IGM Financial Inc. | 4.560% | 1/25/47 | CAD | 725 | 672 | |
| IGM Financial Inc. | 4.115% | 12/9/47 | CAD | 4,898 | 4,258 | |
| IGM Financial Inc. | 4.206% | 3/21/50 | CAD | 1,127 | 998 | |
| Industrial Alliance Insurance & Financial Services Inc. | 3.300% | 9/15/28 | CAD | 4,025 | 3,446 |
14
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| InPower BC General Partnership | 4.471% | 3/31/33 | CAD | 3,383 | 3,046 | |
| Intact Financial Corp. | 3.770% | 3/2/26 | CAD | 1,913 | 1,714 | |
| Intact Financial Corp. | 2.850% | 6/7/27 | CAD | 375 | 322 | |
| Intact Financial Corp. | 1.928% | 12/16/30 | CAD | 5,957 | 4,576 | |
| Intact Financial Corp. | 6.400% | 11/23/39 | CAD | 95 | 107 | |
| Intact Financial Corp. | 5.160% | 6/16/42 | CAD | 2,399 | 2,413 | |
| Intact Financial Corp. | 2.954% | 12/16/50 | CAD | 800 | 579 | |
| Integrated Team Solutions SJHC Partnership | 5.946% | 11/30/42 | CAD | 104 | 108 | |
| Inter Pipeline Ltd. | 3.776% | 5/30/22 | CAD | 1,852 | 1,553 | |
| Inter Pipeline Ltd. | 2.608% | 9/13/23 | CAD | 1,546 | 1,296 | |
| Inter Pipeline Ltd. | 2.734% | 4/18/24 | CAD | 2,206 | 1,860 | |
| Inter Pipeline Ltd. | 3.173% | 3/24/25 | CAD | 1,333 | 1,140 | |
| Inter Pipeline Ltd. | 3.484% | 12/16/26 | CAD | 2,013 | 1,729 | |
| Inter Pipeline Ltd. | 4.232% | 6/1/27 | CAD | 3,059 | 2,736 | |
| Inter Pipeline Ltd. | 4.637% | 5/30/44 | CAD | 2,041 | 1,657 | |
| Ivanhoe Cambridge II Inc. | 2.909% | 6/27/23 | CAD | 2,050 | 1,740 | |
| Keyera Corp. | 3.934% | 6/21/28 | CAD | 1,773 | 1,564 | |
| Keyera Corp. | 3.959% | 5/29/30 | CAD | 1,771 | 1,542 | |
| Kingston Solar LP | 3.571% | 7/31/35 | CAD | 23 | 20 | |
| Laurentian Bank of Canada | 3.450% | 6/27/23 | CAD | 4,061 | 3,476 | |
| Loblaw Cos. Ltd. | 4.860% | 9/12/23 | CAD | 1,610 | 1,417 | |
| Loblaw Cos. Ltd. | 4.488% | 12/11/28 | CAD | 5,967 | 5,569 | |
| Loblaw Cos. Ltd. | 2.284% | 5/7/30 | CAD | 2,818 | 2,250 | |
| Loblaw Cos. Ltd. | 5.900% | 1/18/36 | CAD | 2,013 | 2,025 | |
| Lower Mattagami Energy LP | 3.416% | 6/20/24 | CAD | 1,610 | 1,410 | |
| Lower Mattagami Energy LP | 5.139% | 5/18/41 | CAD | 4,025 | 4,153 | |
| Lower Mattagami Energy LP | 4.944% | 9/21/43 | CAD | 562 | 574 | |
| Manufacturers Life Insurance Co. | 3.181% | 11/22/27 | CAD | 4,025 | 3,396 | |
| Manulife Bank of Canada | 2.844% | 1/12/23 | CAD | 4,971 | 4,190 | |
| Manulife Bank of Canada | 2.378% | 11/19/24 | CAD | 2,335 | 1,981 | |
| Manulife Bank of Canada | 1.337% | 2/26/26 | CAD | 3,900 | 3,153 | |
| Manulife Finance Delaware LP | 5.059% | 12/15/41 | CAD | 3,051 | 2,934 | |
| Manulife Financial Corp. | 3.049% | 8/20/29 | CAD | 4,025 | 3,460 | |
| Manulife Financial Corp. | 2.237% | 5/12/30 | CAD | 10,810 | 9,043 | |
| Manulife Financial Corp. | 2.818% | 5/13/35 | CAD | 8,210 | 6,818 | |
| McGill University | 6.150% | 9/22/42 | CAD | 60 | 70 | |
| McGill University | 3.975% | 1/29/56 | CAD | 151 | 136 | |
| McGill University Health Centre | 5.360% | 12/31/43 | CAD | 438 | 465 | |
| Metro Inc. | 3.390% | 12/6/27 | CAD | 8,542 | 7,499 | |
| Metro Inc. | 5.970% | 10/15/35 | CAD | 4,064 | 4,125 | |
| Metro Inc. | 4.270% | 12/4/47 | CAD | 2,107 | 1,806 | |
| Metro Inc. | 3.413% | 2/28/50 | CAD | 2,600 | 1,925 | |
| Morguard Corp. | 4.333% | 9/15/22 | CAD | 2,093 | 1,726 | |
| Morguard Corp. | 4.715% | 1/25/24 | CAD | 2,239 | 1,865 | |
| Mountain View Partners GP | 3.974% | 3/31/51 | CAD | 115 | 98 | |
| National Bank of Canada | 1.957% | 6/30/22 | CAD | 10,062 | 8,332 | |
| National Bank of Canada | 0.250% | 7/24/23 | EUR | 1,610 | 1,965 | |
| National Bank of Canada | 0.000% | 9/29/23 | EUR | 3,703 | 4,496 | |
| National Bank of Canada | 0.375% | 1/15/24 | EUR | 4,025 | 4,941 | |
| National Bank of Canada | 2.545% | 7/12/24 | CAD | 7,406 | 6,298 | |
| National Bank of Canada | 2.580% | 2/3/25 | CAD | 5,393 | 4,601 | |
| National Bank of Canada | 0.750% | 3/13/25 | EUR | 7,245 | 9,070 | |
| National Bank of Canada | 3.183% | 2/1/28 | CAD | 8,005 | 6,764 | |
| NAV Canada | 2.063% | 5/29/30 | CAD | 3,220 | 2,603 | |
| NAV Canada | 3.534% | 2/23/46 | CAD | 805 | 683 |
15
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| NAV Canada | 3.293% | 3/30/48 | CAD | 5,635 | 4,620 | |
| NAV Canada | 2.924% | 9/29/51 | CAD | 427 | 326 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 3.200% | 7/22/24 | CAD | 1,610 | 1,384 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 2.800% | 6/1/27 | CAD | 6,118 | 5,192 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.250% | 6/1/29 | CAD | 3,985 | 3,676 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.150% | 6/1/33 | CAD | 4,427 | 3,895 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.750% | 6/1/37 | CAD | 2,415 | 2,228 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.350% | 1/10/39 | CAD | 1,808 | 1,633 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 3.700% | 2/23/43 | CAD | 3,301 | 2,610 | |
| North West Redwater Partnership / NWR Financing Co. Ltd. | 4.050% | 7/22/44 | CAD | 3,260 | 2,715 | |
| North West Redwater Partnership / NWR Financing Co., Ltd. | 3.200% | 4/24/26 | CAD | 1,610 | 1,400 | |
| Northern Courier Pipeline LP | 3.365% | 6/30/42 | CAD | 1,496 | 1,255 | |
| 3 | Northern Courier Pipeline LP | 3.365% | 6/30/42 | CAD | 2,861 | 2,397 |
| Northwestern Hydro Acquisition Co. II LP | 3.877% | 12/31/36 | CAD | 2,230 | 1,928 | |
| Northwestern Hydro Acquisition Co. III LP | 3.940% | 12/31/38 | CAD | 2,674 | 2,327 | |
| Nouvelle Autoroute 30 Financement Inc. | 4.114% | 3/31/42 | CAD | 4,602 | 4,010 | |
| Nova Scotia Power Inc. | 5.610% | 6/15/40 | CAD | 3,462 | 3,644 | |
| Nova Scotia Power Inc. | 4.500% | 7/20/43 | CAD | 2,663 | 2,490 | |
| Nova Scotia Power Inc. | 3.571% | 4/5/49 | CAD | 3,031 | 2,491 | |
| Nova Scotia Power Inc. | 3.307% | 4/25/50 | CAD | 1,610 | 1,261 | |
| OMERS Realty Corp. | 3.358% | 6/5/23 | CAD | 3,220 | 2,761 | |
| OMERS Realty Corp. | 2.858% | 2/23/24 | CAD | 4,013 | 3,440 | |
| OMERS Realty Corp. | 3.328% | 11/12/24 | CAD | 1,374 | 1,205 | |
| OMERS Realty Corp. | 3.331% | 6/5/25 | CAD | 2,568 | 2,249 | |
| OMERS Realty Corp. | 3.628% | 6/5/30 | CAD | 3,623 | 3,266 | |
| Ontario Power Generation Inc. | 3.215% | 4/8/30 | CAD | 4,830 | 4,222 | |
| Ontario Power Generation Inc. | 3.838% | 6/22/48 | CAD | 4,830 | 4,130 | |
| Ontario Power Generation Inc. | 2.947% | 2/21/51 | CAD | 2,300 | 1,669 | |
| Ontario Power Generation, Inc. | 3.315% | 10/4/27 | CAD | 2,254 | 1,988 | |
| Ontario Power Generation, Inc. | 2.977% | 9/13/29 | CAD | 6,440 | 5,516 | |
| Original Wempi Inc. | 4.056% | 2/13/24 | CAD | 2,144 | 1,778 | |
| Original Wempi Inc. | 4.309% | 2/13/24 | CAD | 1,384 | 1,148 | |
| Ottawa MacDonald-Cartier International Airport Authority | 3.933% | 6/9/45 | CAD | 1,298 | 1,058 | |
| Pembina Pipeline Corp. | 2.560% | 6/1/23 | CAD | 3,260 | 2,735 | |
| Pembina Pipeline Corp. | 2.990% | 1/22/24 | CAD | 6,440 | 5,479 | |
| Pembina Pipeline Corp. | 3.710% | 8/11/26 | CAD | 3,904 | 3,426 | |
| Pembina Pipeline Corp. | 4.240% | 6/15/27 | CAD | 2,415 | 2,174 | |
| Pembina Pipeline Corp. | 3.620% | 4/3/29 | CAD | 2,415 | 2,092 | |
| Pembina Pipeline Corp. | 3.310% | 2/1/30 | CAD | 5,957 | 5,013 | |
| Pembina Pipeline Corp. | 4.750% | 4/30/43 | CAD | 2,415 | 2,040 | |
| Pembina Pipeline Corp. | 4.810% | 3/25/44 | CAD | 4,468 | 3,807 | |
| Pembina Pipeline Corp. | 4.740% | 1/21/47 | CAD | 564 | 477 | |
| Pembina Pipeline Corp. | 4.750% | 3/26/48 | CAD | 2,353 | 1,995 | |
| Pembina Pipeline Corp. | 4.540% | 4/3/49 | CAD | 4,508 | 3,706 | |
| Pembina Pipeline Corp. | 4.670% | 5/28/50 | CAD | 2,089 | 1,753 | |
| Penske Truck Leasing Canada Inc. | 2.850% | 12/7/22 | CAD | 1,248 | 1,046 |
16
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Plenary Properties LTAP LP | 6.288% | 1/31/44 | CAD | 5,234 | 5,597 | |
| Power Financial Corp. | 6.900% | 3/11/33 | CAD | 1,010 | 1,098 | |
| Reliance LP | 3.750% | 3/15/26 | CAD | 1,540 | 1,356 | |
| Reliance LP | 2.680% | 12/1/27 | CAD | 5,432 | 4,477 | |
| RioCan REIT | 3.746% | 5/30/22 | CAD | 7,117 | 5,968 | |
| RioCan REIT | 2.576% | 2/12/25 | CAD | 3,462 | 2,913 | |
| RioCan REIT | 1.974% | 6/15/26 | CAD | 2,415 | 1,934 | |
| RioCan REIT | 2.361% | 3/10/27 | CAD | 1,449 | 1,172 | |
| Rogers Communications Inc. | 4.000% | 6/6/22 | CAD | 2,415 | 2,033 | |
| Rogers Communications Inc. | 4.000% | 3/13/24 | CAD | 6,681 | 5,824 | |
| Rogers Communications Inc. | 3.650% | 3/31/27 | CAD | 7,546 | 6,643 | |
| Rogers Communications Inc. | 3.250% | 5/1/29 | CAD | 3,405 | 2,880 | |
| Rogers Communications Inc. | 6.680% | 11/4/39 | CAD | 2,451 | 2,617 | |
| Rogers Communications Inc. | 6.110% | 8/25/40 | CAD | 4,025 | 4,067 | |
| Rogers Communications Inc. | 6.560% | 3/22/41 | CAD | 2,608 | 2,770 | |
| Royal Bank of Canada | 0.875% | 6/17/22 | EUR | 5,635 | 6,876 | |
| Royal Bank of Canada | 2.360% | 12/5/22 | CAD | 12,074 | 10,110 | |
| Royal Bank of Canada | 2.949% | 5/1/23 | CAD | 8,050 | 6,843 | |
| Royal Bank of Canada | 0.250% | 6/28/23 | EUR | 12,959 | 15,813 | |
| Royal Bank of Canada | 3.296% | 9/26/23 | CAD | 3,220 | 2,769 | |
| Royal Bank of Canada | 2.333% | 12/5/23 | CAD | 6,738 | 5,703 | |
| Royal Bank of Canada | 0.250% | 1/29/24 | EUR | 8,854 | 10,838 | |
| Royal Bank of Canada | 2.352% | 7/2/24 | CAD | 11,108 | 9,391 | |
| Royal Bank of Canada | 0.125% | 7/23/24 | EUR | 2,415 | 2,922 | |
| Royal Bank of Canada | 2.609% | 11/1/24 | CAD | 12,255 | 10,452 | |
| Royal Bank of Canada | 1.375% | 12/9/24 | GBP | 2,415 | 3,396 | |
| Royal Bank of Canada | 1.936% | 5/1/25 | CAD | 9,900 | 8,249 | |
| Royal Bank of Canada | 0.050% | 6/19/26 | EUR | 13,684 | 16,679 | |
| Royal Bank of Canada | 0.010% | 1/21/27 | EUR | 12,074 | 14,657 | |
| Royal Bank of Canada | 2.328% | 1/28/27 | CAD | 14,296 | 11,982 | |
| Royal Bank of Canada | 2.740% | 7/25/29 | CAD | 8,050 | 6,844 | |
| Royal Bank of Canada | 2.880% | 12/23/29 | CAD | 6,655 | 5,686 | |
| Royal Bank of Canada | 2.088% | 6/30/30 | CAD | 5,635 | 4,690 | |
| Royal Bank of Canada | 1.670% | 1/28/33 | CAD | 5,313 | 4,170 | |
| Saputo Inc. | 3.603% | 8/14/25 | CAD | 5,721 | 5,030 | |
| Saputo Inc. | 1.415% | 6/19/26 | CAD | 1,610 | 1,278 | |
| Saputo Inc. | 2.242% | 6/16/27 | CAD | 3,140 | 2,587 | |
| Scotiabank Capital Trust | 5.650% | 12/31/56 | CAD | 3,177 | 3,086 | |
| SEC LP and Arci Ltd. | 5.188% | 8/29/33 | CAD | 3,542 | 3,110 | |
| Shaw Communications Inc. | 4.350% | 1/31/24 | CAD | 8,050 | 7,074 | |
| Shaw Communications Inc. | 4.400% | 11/2/28 | CAD | 30 | 27 | |
| Shaw Communications Inc. | 2.900% | 12/9/30 | CAD | 2,254 | 1,810 | |
| Shaw Communications Inc. | 6.750% | 11/9/39 | CAD | 7,353 | 7,860 | |
| Shaw Communications Inc. | 4.250% | 12/9/49 | CAD | 2,818 | 2,269 | |
| SmartCentres REIT | 3.444% | 8/28/26 | CAD | 425 | 370 | |
| SmartCentres REIT | 3.834% | 12/21/27 | CAD | 4,025 | 3,514 | |
| SmartCentres REIT | 2.307% | 12/18/28 | CAD | 2,093 | 1,638 | |
| SmartCentres REIT | 3.526% | 12/20/29 | CAD | 5,232 | 4,411 | |
| SmartCentres REIT | 3.648% | 12/11/30 | CAD | 1,610 | 1,349 | |
| Sobeys Inc. | 4.700% | 8/8/23 | CAD | 4,025 | 3,523 | |
| SSL Finance Inc. | 4.099% | 10/31/45 | CAD | 2,401 | 2,101 | |
| Summit Industrial Income REIT | 2.150% | 9/17/25 | CAD | 1,047 | 867 | |
| Sun Life Financial Inc. | 3.050% | 9/19/28 | CAD | 8,050 | 6,860 | |
| Sun Life Financial Inc. | 2.580% | 5/10/32 | CAD | 4,427 | 3,747 | |
| Sun Life Financial Inc. | 2.060% | 10/1/35 | CAD | 7,925 | 6,123 |
17
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Sun Life Financial Inc. | 5.400% | 5/29/42 | CAD | 3,904 | 3,943 | |
| Suncor Energy Inc. | 3.000% | 9/14/26 | CAD | 7,664 | 6,573 | |
| Suncor Energy Inc. | 5.000% | 4/9/30 | CAD | 6,601 | 6,304 | |
| Suncor Energy Inc. | 5.390% | 3/26/37 | CAD | 3,462 | 3,279 | |
| Suncor Energy Inc. | 4.340% | 9/13/46 | CAD | 1,171 | 970 | |
| Suncor Energy Inc. | 3.950% | 3/4/51 | CAD | 2,200 | 1,707 | |
| TELUS Corp. | 3.350% | 3/15/23 | CAD | 540 | 457 | |
| TELUS Corp. | 3.350% | 4/1/24 | CAD | 8,613 | 7,423 | |
| TELUS Corp. | 3.750% | 1/17/25 | CAD | 3,590 | 3,169 | |
| TELUS Corp. | 3.750% | 3/10/26 | CAD | 5,550 | 4,945 | |
| TELUS Corp. | 2.350% | 1/27/28 | CAD | 4,830 | 3,985 | |
| TELUS Corp. | 3.625% | 3/1/28 | CAD | 7,728 | 6,856 | |
| TELUS Corp. | 3.300% | 5/2/29 | CAD | 6,094 | 5,233 | |
| TELUS Corp. | 4.400% | 4/1/43 | CAD | 1,091 | 920 | |
| TELUS Corp. | 4.850% | 4/5/44 | CAD | 7,446 | 6,672 | |
| TELUS Corp. | 4.750% | 1/17/45 | CAD | 1,152 | 1,020 | |
| TELUS Corp. | 4.400% | 1/29/46 | CAD | 2,697 | 2,277 | |
| TELUS Corp. | 4.700% | 3/6/48 | CAD | 2,174 | 1,914 | |
| TELUS Corp. | 3.950% | 2/16/50 | CAD | 3,820 | 3,003 | |
| TELUS Corp. | 4.100% | 4/5/51 | CAD | 3,200 | 2,560 | |
| Teranet Holdings LP | 3.544% | 6/11/25 | CAD | 4,106 | 3,559 | |
| Teranet Holdings LP | 5.754% | 12/17/40 | CAD | 2,733 | 2,537 | |
| Teranet Holdings LP | 6.100% | 6/17/41 | CAD | 400 | 388 | |
| Thomson Reuters Corp. | 2.239% | 5/14/25 | CAD | 6,174 | 5,176 | |
| THP Partnership | 4.394% | 10/31/46 | CAD | 105 | 96 | |
| TMX Group Ltd. | 4.461% | 10/3/23 | CAD | 4,592 | 4,024 | |
| Toromont Industries Ltd. | 3.842% | 10/27/27 | CAD | 1,768 | 1,550 | |
| Toronto Hydro Corp. | 2.520% | 8/25/26 | CAD | 4,427 | 3,822 | |
| Toronto Hydro Corp. | 2.430% | 12/11/29 | CAD | 4,830 | 4,020 | |
| Toronto Hydro Corp. | 3.550% | 7/28/45 | CAD | 330 | 280 | |
| Toronto Hydro Corp. | 3.485% | 2/28/48 | CAD | 4,106 | 3,458 | |
| Toronto Hydro Corp. | 2.990% | 12/10/49 | CAD | 455 | 351 | |
| Toronto-Dominion Bank | 0.375% | 4/27/23 | EUR | 16,904 | 20,651 | |
| Toronto-Dominion Bank | 3.005% | 5/30/23 | CAD | 12,074 | 10,286 | |
| Toronto-Dominion Bank | 1.909% | 7/18/23 | CAD | 10,883 | 9,082 | |
| Toronto-Dominion Bank | 2.850% | 3/8/24 | CAD | 4,427 | 3,791 | |
| Toronto-Dominion Bank | 0.500% | 4/3/24 | EUR | 10,464 | 12,900 | |
| Toronto-Dominion Bank | 3.226% | 7/24/24 | CAD | 10,116 | 8,817 | |
| Toronto-Dominion Bank | 2.496% | 12/2/24 | CAD | 12,486 | 10,619 | |
| Toronto-Dominion Bank | 1.943% | 3/13/25 | CAD | 6,279 | 5,236 | |
| Toronto-Dominion Bank | 0.625% | 6/6/25 | EUR | 11,269 | 14,062 | |
| Toronto-Dominion Bank | 1.128% | 12/9/25 | CAD | 8,372 | 6,689 | |
| Toronto-Dominion Bank | 0.100% | 7/19/27 | EUR | 16,018 | 19,505 | |
| Toronto-Dominion Bank | 1.888% | 3/8/28 | CAD | 10,300 | 8,401 | |
| Toronto-Dominion Bank | 3.589% | 9/14/28 | CAD | 6,440 | 5,554 | |
| Toronto-Dominion Bank | 3.224% | 7/25/29 | CAD | 8,472 | 7,311 | |
| Toronto-Dominion Bank | 3.105% | 4/22/30 | CAD | 13,338 | 11,505 | |
| Toronto-Dominion Bank | 4.859% | 3/4/31 | CAD | 4,955 | 4,598 | |
| Toronto-Dominion Bank | 3.060% | 1/26/32 | CAD | 7,889 | 6,783 | |
| Toyota Credit Canada Inc. | 3.040% | 7/12/23 | CAD | 3,618 | 3,085 | |
| Toyota Credit Canada Inc. | 2.310% | 10/23/24 | CAD | 4,426 | 3,742 | |
| Toyota Credit Canada Inc. | 2.110% | 2/26/25 | CAD | 4,024 | 3,393 | |
| TransCanada PipeLines Ltd. | 3.690% | 7/19/23 | CAD | 4,218 | 3,611 | |
| TransCanada PipeLines Ltd. | 3.300% | 7/17/25 | CAD | 1,391 | 1,208 | |
| TransCanada PipeLines Ltd. | 3.800% | 4/5/27 | CAD | 11,406 | 10,164 |
18
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| TransCanada PipeLines Ltd. | 3.390% | 3/15/28 | CAD | 2,415 | 2,103 | |
| TransCanada PipeLines Ltd. | 6.280% | 5/26/28 | CAD | 3,634 | 3,627 | |
| TransCanada PipeLines Ltd. | 3.000% | 9/18/29 | CAD | 3,059 | 2,554 | |
| TransCanada PipeLines Ltd. | 4.550% | 11/15/41 | CAD | 5,635 | 4,775 | |
| TransCanada PipeLines Ltd. | 4.350% | 6/6/46 | CAD | 3,220 | 2,657 | |
| TransCanada PipeLines Ltd. | 4.330% | 9/16/47 | CAD | 4,025 | 3,312 | |
| TransCanada PipeLines Ltd. | 4.180% | 7/3/48 | CAD | 4,458 | 3,584 | |
| TransCanada PipeLines Ltd. | 4.340% | 10/15/49 | CAD | 5,655 | 4,655 | |
| TransCanada PipeLines, Ltd. | 8.050% | 2/17/39 | CAD | 90 | 108 | |
| TransEd Partners GP | 3.951% | 9/30/50 | CAD | 1,496 | 1,224 | |
| Trillium Health Partners Volunteers | 3.702% | 12/20/58 | CAD | 765 | 652 | |
| University of Ottawa | 2.635% | 2/13/60 | CAD | 2,963 | 1,973 | |
| University of Toronto | 5.841% | 12/15/43 | CAD | 130 | 148 | |
| University of Toronto | 4.251% | 12/7/51 | CAD | 2,013 | 1,907 | |
| University of Western Ontario | 4.798% | 5/24/47 | CAD | 184 | 186 | |
| 3 | Vancouver Airport Authority | 7.425% | 12/7/26 | CAD | 12,074 | 12,800 |
| Vancouver Airport Authority | 3.857% | 11/10/45 | CAD | 729 | 639 | |
| Vancouver Airport Authority | 2.800% | 9/21/50 | CAD | 2,013 | 1,460 | |
| Westcoast Energy Inc. | 3.430% | 9/12/24 | CAD | 5,393 | 4,691 | |
| Westcoast Energy Inc. | 3.770% | 12/8/25 | CAD | 1,361 | 1,209 | |
| Westcoast Energy Inc. | 4.791% | 10/28/41 | CAD | 1,783 | 1,598 | |
| York University | 6.480% | 3/7/42 | CAD | 1,389 | 1,639 | |
| 2,118,651 | ||||||
| Chile (0.0%) | ||||||
| Corp. Nacional del Cobre de Chile | 2.250% | 7/9/24 | EUR | 2,415 | 3,100 | |
| China (0.0%) | ||||||
| State Grid Europe Development 2014 plc | 2.450% | 1/26/27 | EUR | 1,803 | 2,368 | |
| State Grid Overseas Investment 2016 Ltd. | 1.375% | 5/2/25 | EUR | 5,635 | 7,076 | |
| State Grid Overseas Investment 2016 Ltd. | 0.797% | 8/5/26 | EUR | 22,216 | 27,309 | |
| State Grid Overseas Investment 2016 Ltd. | 2.125% | 5/2/30 | EUR | 5,554 | 7,330 | |
| 44,083 | ||||||
| Czech Republic (0.1%) | ||||||
| CEZ AS | 4.875% | 4/16/25 | EUR | 10,062 | 14,360 | |
| CEZ AS | 3.000% | 6/5/28 | EUR | 10,062 | 14,008 | |
| CPI Property Group SA | 2.125% | 10/4/24 | EUR | 3,542 | 4,465 | |
| CPI Property Group SA | 1.625% | 4/23/27 | EUR | 12,074 | 14,877 | |
| EP Infrastructure AS | 1.659% | 4/26/24 | EUR | 4,025 | 5,002 | |
| EP Infrastructure AS | 2.045% | 10/9/28 | EUR | 18,325 | 23,079 | |
| EP Infrastructure AS | 1.816% | 3/2/31 | EUR | 12,000 | 14,492 | |
| 90,283 | ||||||
| Denmark (0.4%) | ||||||
| AP Moller - Maersk A/S | 1.750% | 3/16/26 | EUR | 18,118 | 23,393 | |
| Carlsberg Breweries A/S | 2.625% | 11/15/22 | EUR | 120 | 151 | |
| Carlsberg Breweries A/S | 0.500% | 9/6/23 | EUR | 500 | 610 | |
| Carlsberg Breweries A/S | 2.500% | 5/28/24 | EUR | 13,684 | 17,662 | |
| Carlsberg Breweries A/S | 0.875% | 7/1/29 | EUR | 8,050 | 9,945 | |
| Danica Pension Livsforsikrings AB | 4.375% | 9/29/45 | EUR | 2,737 | 3,743 | |
| Danske Bank A/S | 1.375% | 5/24/22 | EUR | 4,025 | 4,920 | |
| Danske Bank A/S | 3.750% | 6/23/22 | EUR | 500 | 630 | |
| Danske Bank A/S | 0.250% | 11/28/22 | EUR | 13,440 | 16,280 | |
| Danske Bank A/S | 0.875% | 5/22/23 | EUR | 10,996 | 13,468 | |
| Danske Bank A/S | 0.750% | 6/2/23 | EUR | 12,959 | 15,871 | |
| Danske Bank A/S | 0.500% | 8/27/25 | EUR | 10,415 | 12,641 | |
| Danske Bank A/S | 0.750% | 11/22/27 | EUR | 12,074 | 15,313 | |
19
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Danske Bank A/S | 2.250% | 1/14/28 | GBP | 5,232 | 7,390 | |
| Danske Bank A/S | 1.375% | 2/12/30 | EUR | 6,842 | 8,375 | |
| DLR Kredit A/S | 1.000% | 10/1/22 | DKK | 160,982 | 26,575 | |
| ISS Global A/S | 2.125% | 12/2/24 | EUR | 500 | 636 | |
| ISS Global A/S | 0.875% | 6/18/26 | EUR | 200 | 241 | |
| ISS Global A/S | 1.500% | 8/31/27 | EUR | 16,179 | 19,981 | |
| Jyske Bank A/S | 0.375% | 10/15/25 | EUR | 8,050 | 9,768 | |
| Jyske Bank A/S | 2.250% | 4/5/29 | EUR | 8,935 | 11,196 | |
| Jyske Realkredit A/S | 0.250% | 7/1/23 | EUR | 6,440 | 7,856 | |
| Jyske Realkredit A/S | 0.375% | 4/1/25 | EUR | 5,635 | 6,954 | |
| Jyske Realkredit A/S | 0.500% | 10/1/26 | EUR | 17,853 | 22,259 | |
| Nordea Kredit Realkreditaktieselskab | 1.000% | 10/1/21 | DKK | 160,982 | 26,210 | |
| Nordea Kredit Realkreditaktieselskab | 1.000% | 10/1/22 | DKK | 110,273 | 18,211 | |
| Nordea Kredit Realkreditaktieselskab | 3.500% | 10/1/44 | DKK | 317 | 57 | |
| Nykredit Realkredit A/S | 1.000% | 7/1/21 | DKK | 153,013 | 24,791 | |
| Nykredit Realkredit A/S | 1.000% | 1/1/22 | DKK | 280,108 | 45,842 | |
| Nykredit Realkredit A/S | 0.250% | 1/20/23 | EUR | 2,415 | 2,923 | |
| Nykredit Realkredit A/S | 0.125% | 7/10/24 | EUR | 9,659 | 11,636 | |
| Nykredit Realkredit A/S | 0.500% | 7/10/25 | EUR | 8,000 | 9,816 | |
| Nykredit Realkredit A/S | 0.750% | 1/20/27 | EUR | 10,000 | 12,216 | |
| Nykredit Realkredit A/S | 2.750% | 11/17/27 | EUR | 6,118 | 7,642 | |
| Nykredit Realkredit A/S | 2.000% | 10/1/47 | DKK | 36,943 | 6,211 | |
| Orsted A/S | 1.500% | 11/26/29 | EUR | 23,575 | 31,030 | |
| Orsted A/S | 4.875% | 1/12/32 | GBP | 11,400 | 20,374 | |
| Orsted A/S | 2.500% | 5/16/33 | GBP | 1,087 | 1,606 | |
| Orsted A/S | 5.750% | 4/9/40 | GBP | 805 | 1,735 | |
| Orsted A/S | 6.250% | 6/26/13 | EUR | 842 | 1,137 | |
| Sydbank AS | 1.375% | 9/18/23 | EUR | 8,050 | 9,983 | |
| 487,278 | ||||||
| Finland (0.3%) | ||||||
| Aktia Bank Oyj | 0.375% | 3/5/26 | EUR | 8,000 | 9,932 | |
| Citycon Treasury BV | 2.375% | 1/15/27 | EUR | 8,050 | 10,087 | |
| Elenia Finance Oyj | 0.375% | 2/6/27 | EUR | 8,050 | 9,685 | |
| Fortum Oyj | 2.250% | 9/6/22 | EUR | 7,647 | 9,496 | |
| Fortum Oyj | 2.125% | 2/27/29 | EUR | 7,712 | 10,353 | |
| Nordea Bank Abp | 2.375% | 6/2/22 | GBP | 5,635 | 7,946 | |
| Nordea Bank Abp | 3.250% | 7/5/22 | EUR | 4,347 | 5,449 | |
| Nordea Bank Abp | 1.125% | 2/12/25 | EUR | 200 | 252 | |
| Nordea Bank Abp | 0.550% | 6/23/25 | CHF | 10,300 | 11,676 | |
| Nordea Bank Abp | 0.500% | 5/14/27 | EUR | 8,050 | 9,903 | |
| Nordea Kiinnitysluottopankki Oyj | 0.250% | 2/28/23 | EUR | 8,693 | 10,597 | |
| Nordea Mortgage Bank plc | 0.625% | 10/19/22 | EUR | 300 | 367 | |
| Nordea Mortgage Bank plc | 0.250% | 11/21/23 | EUR | 4,025 | 4,930 | |
| Nordea Mortgage Bank plc | 0.250% | 3/18/26 | EUR | 5,152 | 6,363 | |
| Nordea Mortgage Bank plc | 0.625% | 3/17/27 | EUR | 18,513 | 23,388 | |
| OP Corporate Bank plc | 2.500% | 5/20/22 | GBP | 6,198 | 8,752 | |
| OP Corporate Bank plc | 0.375% | 8/29/23 | EUR | 4,830 | 5,895 | |
| OP Corporate Bank plc | 0.375% | 2/26/24 | EUR | 5,474 | 6,695 | |
| OP Corporate Bank plc | 0.375% | 6/19/24 | EUR | 6,440 | 7,835 | |
| OP Corporate Bank plc | 1.000% | 5/22/25 | EUR | 8,050 | 10,104 | |
| OP Corporate Bank plc | 0.500% | 8/12/25 | EUR | 2,616 | 3,218 | |
| OP Corporate Bank plc | 0.600% | 1/18/27 | EUR | 17,708 | 21,586 | |
| OP Corporate Bank plc | 0.625% | 11/12/29 | EUR | 10,464 | 12,572 | |
| OP Corporate Bank plc | 1.625% | 6/9/30 | EUR | 20,123 | 25,045 | |
| OP Mortgage Bank | 0.625% | 9/4/22 | EUR | 18,272 | 22,310 | |
20
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| OP Mortgage Bank | 0.050% | 2/22/23 | EUR | 4,025 | 4,890 | |
| OP Mortgage Bank | 0.250% | 5/11/23 | EUR | 5,430 | 6,630 | |
| OP Mortgage Bank | 0.250% | 3/13/24 | EUR | 24,148 | 29,606 | |
| OP Mortgage Bank | 1.000% | 11/28/24 | EUR | 5,635 | 7,119 | |
| OP Mortgage Bank | 0.010% | 11/19/26 | EUR | 8,050 | 9,825 | |
| OP Mortgage Bank | 0.625% | 2/15/29 | EUR | 8,050 | 10,204 | |
| OP Mortgage Bank | 0.010% | 11/19/30 | EUR | 24,148 | 28,843 | |
| Sampo Oyj | 3.375% | 5/23/49 | EUR | 6,681 | 9,140 | |
| Sampo Oyj | 2.500% | 9/3/52 | EUR | 12,025 | 15,228 | |
| Stora Enso Oyj | 2.500% | 6/7/27 | EUR | 3,623 | 4,892 | |
| Stora Enso Oyj | 2.500% | 3/21/28 | EUR | 100 | 136 | |
| 380,949 | ||||||
| France (3.2%) | ||||||
| Aeroports de Paris | 1.500% | 7/24/23 | EUR | 4,000 | 4,974 | |
| Aeroports de Paris | 3.125% | 6/11/24 | EUR | 1,600 | 2,124 | |
| Aeroports de Paris | 1.500% | 4/7/25 | EUR | 3,200 | 4,087 | |
| Aeroports de Paris | 2.125% | 10/2/26 | EUR | 14,400 | 19,122 | |
| Aeroports de Paris | 2.750% | 6/5/28 | EUR | 1,000 | 1,432 | |
| Aeroports de Paris | 1.000% | 1/5/29 | EUR | 20,200 | 25,310 | |
| Aeroports de Paris | 2.750% | 4/2/30 | EUR | 9,000 | 12,758 | |
| Aeroports de Paris | 1.500% | 7/2/32 | EUR | 5,600 | 7,205 | |
| Aeroports de Paris | 1.125% | 6/18/34 | EUR | 2,400 | 2,952 | |
| Aeroports de Paris | 2.125% | 10/11/38 | EUR | 5,900 | 8,107 | |
| Air Liquide Finance SA | 0.500% | 6/13/22 | EUR | 1,400 | 1,695 | |
| Air Liquide Finance SA | 1.000% | 4/2/25 | EUR | 8,000 | 10,026 | |
| Air Liquide Finance SA | 1.250% | 6/3/25 | EUR | 4,500 | 5,699 | |
| Air Liquide Finance SA | 1.000% | 3/8/27 | EUR | 100 | 127 | |
| Air Liquide Finance SA | 1.250% | 6/13/28 | EUR | 1,000 | 1,306 | |
| Air Liquide Finance SA | 1.375% | 4/2/30 | EUR | 8,000 | 10,497 | |
| Air Liquide SA | 2.375% | 9/6/23 | EUR | 1,800 | 2,299 | |
| Airbus Finance BV | 2.375% | 4/2/24 | EUR | 7,486 | 9,581 | |
| Airbus Finance BV | 2.125% | 10/29/29 | EUR | 564 | 768 | |
| Airbus Finance BV | 1.375% | 5/13/31 | EUR | 16,288 | 20,860 | |
| Airbus SE | 1.375% | 6/9/26 | EUR | 4,669 | 5,958 | |
| Airbus SE | 2.375% | 4/7/32 | EUR | 6,050 | 8,370 | |
| Airbus SE | 2.375% | 6/9/40 | EUR | 10,464 | 14,228 | |
| Alstom SA | 0.250% | 10/14/26 | EUR | 8,000 | 9,646 | |
| Altarea SCA | 2.250% | 7/5/24 | EUR | 8,000 | 10,181 | |
| APRR SA | 1.500% | 1/15/24 | EUR | 600 | 751 | |
| APRR SA | 1.875% | 1/15/25 | EUR | 1,900 | 2,443 | |
| APRR SA | 1.125% | 1/9/26 | EUR | 8,600 | 10,869 | |
| APRR SA | 1.250% | 1/6/27 | EUR | 8,600 | 11,025 | |
| APRR SA | 1.250% | 1/18/28 | EUR | 1,200 | 1,540 | |
| APRR SA | 1.500% | 1/25/30 | EUR | 600 | 794 | |
| APRR SA | 1.875% | 1/6/31 | EUR | 200 | 273 | |
| APRR SA | 1.625% | 1/13/32 | EUR | 7,500 | 10,149 | |
| APRR SA | 1.500% | 1/17/33 | EUR | 300 | 401 | |
| Arkea Home Loans SFH SA | 2.375% | 7/11/23 | EUR | 4,800 | 6,131 | |
| Arkea Home Loans SFH SA | 0.375% | 3/4/24 | EUR | 1,000 | 1,229 | |
| Arkea Home Loans SFH SA | 0.750% | 10/5/27 | EUR | 100 | 127 | |
| Arkea Home Loans SFH SA | 1.500% | 6/1/33 | EUR | 8,000 | 10,994 | |
| Arkema SA | 1.500% | 1/20/25 | EUR | 400 | 508 | |
| Arkema SA | 1.500% | 4/20/27 | EUR | 14,100 | 18,271 | |
| Atos SE | 1.750% | 5/7/25 | EUR | 6,900 | 8,740 | |
| Autoroutes du Sud de la France SA | 5.625% | 7/4/22 | EUR | 100 | 128 | |
21
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Autoroutes du Sud de la France SA | 2.875% | 1/18/23 | EUR | 2,700 | 3,419 | |
| Autoroutes du Sud de la France SA | 2.950% | 1/17/24 | EUR | 4,100 | 5,309 | |
| Autoroutes du Sud de la France SA | 1.125% | 4/20/26 | EUR | 1,400 | 1,779 | |
| Autoroutes du Sud de la France SA | 1.000% | 5/13/26 | EUR | 8,600 | 10,818 | |
| Autoroutes du Sud de la France SA | 1.250% | 1/18/27 | EUR | 400 | 513 | |
| Autoroutes du Sud de la France SA | 1.375% | 6/27/28 | EUR | 5,000 | 6,502 | |
| Autoroutes du Sud de la France SA | 1.375% | 2/21/31 | EUR | 6,400 | 8,371 | |
| AXA Bank Europe SCF | 0.375% | 3/23/23 | EUR | 4,800 | 5,864 | |
| AXA Bank Europe SCF | 0.500% | 4/18/25 | EUR | 22,500 | 27,925 | |
| AXA Bank Europe SCF | 1.375% | 4/18/33 | EUR | 12,500 | 16,962 | |
| AXA Home Loan SFH SA | 0.010% | 10/16/29 | EUR | 8,000 | 9,594 | |
| AXA SA | 1.125% | 5/15/28 | EUR | 3,623 | 4,727 | |
| AXA SA | 5.125% | 7/4/43 | EUR | 1,803 | 2,400 | |
| AXA SA | 3.375% | 7/6/47 | EUR | 19,280 | 26,583 | |
| AXA SA | 3.250% | 5/28/49 | EUR | 14,969 | 20,647 | |
| AXA SA | 6.686% | 7/29/49 | GBP | 1,449 | 2,450 | |
| AXA SA | 3.941% | 11/29/49 | EUR | 1,554 | 2,073 | |
| AXA SA | 5.453% | 11/29/49 | GBP | 4,951 | 7,905 | |
| AXA SA | 5.625% | 1/16/54 | GBP | 7,060 | 12,253 | |
| Banque Federative du Credit Mutuel SA | 3.250% | 8/23/22 | EUR | 5,000 | 6,298 | |
| Banque Federative du Credit Mutuel SA | 0.500% | 11/16/22 | EUR | 13,600 | 16,567 | |
| Banque Federative du Credit Mutuel SA | 0.750% | 6/15/23 | EUR | 54,600 | 67,068 | |
| Banque Federative du Credit Mutuel SA | 0.443% | 10/12/23 | JPY | 1,100,000 | 10,113 | |
| Banque Federative du Credit Mutuel SA | 3.000% | 11/28/23 | EUR | 6,600 | 8,598 | |
| Banque Federative du Credit Mutuel SA | 2.250% | 12/18/23 | GBP | 5,200 | 7,474 | |
| Banque Federative du Credit Mutuel SA | 2.625% | 3/18/24 | EUR | 8,000 | 10,381 | |
| Banque Federative du Credit Mutuel SA | 3.000% | 5/21/24 | EUR | 15,152 | 19,811 | |
| Banque Federative du Credit Mutuel SA | 0.250% | 10/10/24 | JPY | 1,400,000 | 12,795 | |
| Banque Federative du Credit Mutuel SA | 0.384% | 10/11/24 | JPY | 200,000 | 1,837 | |
| Banque Federative du Credit Mutuel SA | 1.750% | 12/19/24 | GBP | 4,100 | 5,836 | |
| Banque Federative du Credit Mutuel SA | 1.250% | 1/14/25 | EUR | 36,000 | 45,347 | |
| Banque Federative du Credit Mutuel SA | 0.750% | 7/17/25 | EUR | 4,100 | 5,084 | |
| Banque Federative du Credit Mutuel SA | 3.000% | 9/11/25 | EUR | 4,000 | 5,345 | |
| Banque Federative du Credit Mutuel SA | 1.625% | 1/19/26 | EUR | 500 | 645 | |
| Banque Federative du Credit Mutuel SA | 2.375% | 3/24/26 | EUR | 17,000 | 22,245 | |
| Banque Federative du Credit Mutuel SA | 0.750% | 6/8/26 | EUR | 13,500 | 16,744 | |
| Banque Federative du Credit Mutuel SA | 1.500% | 10/7/26 | GBP | 100 | 140 | |
| Banque Federative du Credit Mutuel SA | 1.875% | 11/4/26 | EUR | 4,500 | 5,784 | |
| Banque Federative du Credit Mutuel SA | 2.625% | 3/31/27 | EUR | 1,100 | 1,470 | |
| Banque Federative du Credit Mutuel SA | 1.625% | 11/15/27 | EUR | 3,800 | 4,828 | |
| Banque Federative du Credit Mutuel SA | 2.500% | 5/25/28 | EUR | 4,000 | 5,379 | |
| Banque Federative du Credit Mutuel SA | 0.250% | 7/19/28 | EUR | 12,000 | 14,095 | |
| Banque Federative du Credit Mutuel SA | 1.875% | 6/18/29 | EUR | 8,000 | 10,328 | |
| Banque Federative du Credit Mutuel SA | 0.750% | 1/17/30 | EUR | 1,700 | 2,054 | |
| Banque Federative du Credit Mutuel SA | 1.250% | 6/3/30 | EUR | 4,800 | 6,029 | |
| Banque Federative du Credit Mutuel SA | 0.625% | 2/21/31 | EUR | 8,000 | 9,491 | |
| BNP Paribas Cardif SA | 4.032% | 11/29/49 | EUR | 1,200 | 1,636 | |
| BNP Paribas Home Loan SFH SA | 0.875% | 11/14/24 | EUR | 4,025 | 5,052 | |
| BNP Paribas SA | 0.500% | 6/1/22 | EUR | 4,025 | 4,888 | |
| BNP Paribas SA | 1.125% | 8/16/22 | GBP | 3,220 | 4,488 | |
| BNP Paribas SA | 2.875% | 10/24/22 | EUR | 4,025 | 5,072 | |
| BNP Paribas SA | 1.125% | 1/15/23 | EUR | 886 | 1,092 | |
| BNP Paribas SA | 4.500% | 3/21/23 | EUR | 160 | 210 | |
| BNP Paribas SA | 2.875% | 9/26/23 | EUR | 4,468 | 5,777 | |
| BNP Paribas SA | 1.125% | 10/10/23 | EUR | 9,498 | 11,780 |
22
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| BNP Paribas SA | 1.125% | 11/22/23 | EUR | 500 | 621 | |
| BNP Paribas SA | 2.375% | 5/20/24 | EUR | 6,842 | 8,860 | |
| BNP Paribas SA | 1.000% | 6/27/24 | EUR | 4,025 | 4,990 | |
| BNP Paribas SA | 2.375% | 2/17/25 | EUR | 4,025 | 5,196 | |
| BNP Paribas SA | 1.250% | 3/19/25 | EUR | 8,050 | 10,104 | |
| BNP Paribas SA | 0.500% | 7/15/25 | EUR | 3,200 | 3,897 | |
| BNP Paribas SA | 1.500% | 11/17/25 | EUR | 16,501 | 21,011 | |
| BNP Paribas SA | 3.375% | 1/23/26 | GBP | 2,174 | 3,272 | |
| BNP Paribas SA | 1.125% | 6/11/26 | EUR | 29,782 | 37,281 | |
| BNP Paribas SA | 0.125% | 9/4/26 | EUR | 1,400 | 1,667 | |
| BNP Paribas SA | 2.875% | 10/1/26 | EUR | 3,864 | 5,202 | |
| BNP Paribas SA | 2.125% | 1/23/27 | EUR | 16,000 | 20,815 | |
| BNP Paribas SA | 2.625% | 10/14/27 | EUR | 3,301 | 4,108 | |
| BNP Paribas SA | 1.875% | 12/14/27 | GBP | 4,800 | 6,732 | |
| BNP Paribas SA | 0.500% | 2/19/28 | EUR | 10,000 | 12,018 | |
| BNP Paribas SA | 0.500% | 9/1/28 | EUR | 7,000 | 8,370 | |
| BNP Paribas SA | 1.125% | 4/17/29 | EUR | 8,000 | 9,937 | |
| BNP Paribas SA | 0.500% | 1/19/30 | EUR | 12,000 | 14,152 | |
| BNP Paribas SA | 2.375% | 11/20/30 | EUR | 8,000 | 10,341 | |
| BNP Paribas SA | 1.250% | 7/13/31 | GBP | 5,000 | 6,397 | |
| Bouygues SA | 3.625% | 1/16/23 | EUR | 2,000 | 2,568 | |
| Bouygues SA | 5.500% | 10/6/26 | GBP | 4,900 | 8,315 | |
| Bouygues SA | 1.375% | 6/7/27 | EUR | 2,900 | 3,778 | |
| Bouygues SA | 1.125% | 7/24/28 | EUR | 4,000 | 5,128 | |
| BPCE SA | 1.125% | 1/18/23 | EUR | 3,000 | 3,685 | |
| BPCE SA | 4.250% | 2/6/23 | EUR | 100 | 130 | |
| BPCE SA | 0.375% | 10/5/23 | EUR | 11,300 | 13,797 | |
| BPCE SA | 2.875% | 1/16/24 | EUR | 10,800 | 14,069 | |
| BPCE SA | 0.875% | 1/31/24 | EUR | 11,400 | 14,048 | |
| BPCE SA | 1.000% | 7/15/24 | EUR | 6,800 | 8,466 | |
| BPCE SA | 3.000% | 7/19/24 | EUR | 6,900 | 9,134 | |
| BPCE SA | 0.625% | 9/26/24 | EUR | 19,700 | 24,146 | |
| BPCE SA | 1.000% | 4/1/25 | EUR | 12,000 | 14,902 | |
| BPCE SA | 0.250% | 1/15/26 | EUR | 8,600 | 10,413 | |
| BPCE SA | 1.375% | 12/23/26 | GBP | 5,700 | 7,927 | |
| BPCE SA | 0.010% | 1/14/27 | EUR | 3,800 | 4,517 | |
| BPCE SA | 0.500% | 9/15/27 | EUR | 8,000 | 9,652 | |
| BPCE SA | 2.750% | 11/30/27 | EUR | 4,100 | 5,133 | |
| BPCE SA | 4.500% | 4/26/28 | AUD | 1,300 | 1,121 | |
| BPCE SA | 1.000% | 10/5/28 | EUR | 4,200 | 5,317 | |
| BPCE SA | 5.250% | 4/16/29 | GBP | 2,400 | 4,058 | |
| BPCE SA | 0.625% | 1/15/30 | EUR | 11,200 | 13,589 | |
| BPCE SA | 0.250% | 1/14/31 | EUR | 10,000 | 11,559 | |
| BPCE SFH SA | 0.375% | 2/10/23 | EUR | 4,100 | 5,004 | |
| BPCE SFH SA | 2.375% | 11/29/23 | EUR | 4,000 | 5,160 | |
| BPCE SFH SA | 0.375% | 2/21/24 | EUR | 10,200 | 12,539 | |
| BPCE SFH SA | 1.750% | 6/27/24 | EUR | 16,000 | 20,544 | |
| BPCE SFH SA | 1.000% | 2/24/25 | EUR | 10,800 | 13,656 | |
| BPCE SFH SA | 0.398% | 4/24/25 | EUR | 16,000 | 19,796 | |
| BPCE SFH SA | 0.750% | 9/2/25 | EUR | 8,000 | 10,061 | |
| BPCE SFH SA | 0.625% | 9/22/27 | EUR | 4,000 | 5,049 | |
| BPCE SFH SA | 0.010% | 11/10/27 | EUR | 8,000 | 9,708 | |
| BPCE SFH SA | 0.875% | 4/13/28 | EUR | 9,700 | 12,457 | |
| BPCE SFH SA | 1.000% | 6/8/29 | EUR | 3,700 | 4,814 | |
| BPCE SFH SA | 0.625% | 5/29/31 | EUR | 14,100 | 17,777 |
23
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| 4 | Caisse Centrale du Credit Immobilier de France SA | 0.050% | 3/25/25 | EUR | 8,000 | 9,785 |
| Caisse de Refinancement de l'Habitat SA | 4.000% | 6/17/22 | EUR | 15,994 | 20,207 | |
| Caisse de Refinancement de l'Habitat SA | 3.300% | 9/23/22 | EUR | 7,647 | 9,684 | |
| Caisse de Refinancement de l'Habitat SA | 4.300% | 2/24/23 | EUR | 5,635 | 7,367 | |
| Caisse de Refinancement de l'Habitat SA | 3.900% | 10/20/23 | EUR | 4,025 | 5,363 | |
| Caisse de Refinancement de l'Habitat SA | 3.600% | 3/8/24 | EUR | 9,337 | 12,526 | |
| Caisse de Refinancement de l'Habitat SA | 2.400% | 1/17/25 | EUR | 902 | 1,196 | |
| Caisse de Refinancement de l'Habitat SA | 0.010% | 2/7/28 | EUR | 8,000 | 9,696 | |
| Caisse de Refinancement de l'Habitat SA | 0.010% | 10/8/29 | EUR | 16,900 | 20,300 | |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 6.000% | 1/23/27 | EUR | 7,400 | 11,211 | |
| Caisse Nationale de Reassurance Mutuelle Agricole Groupama | 3.375% | 9/24/28 | EUR | 6,600 | 8,952 | |
| Capgemini SE | 2.500% | 7/1/23 | EUR | 4,800 | 6,068 | |
| Capgemini SE | 1.000% | 10/18/24 | EUR | 300 | 373 | |
| Capgemini SE | 1.750% | 4/18/28 | EUR | 12,400 | 16,358 | |
| Capgemini SE | 2.375% | 4/15/32 | EUR | 20,900 | 29,305 | |
| Carmila SA | 2.375% | 9/16/24 | EUR | 3,300 | 4,268 | |
| Carmila SA | 2.125% | 3/7/28 | EUR | 1,500 | 1,895 | |
| Carrefour SA | 0.875% | 6/12/23 | EUR | 200 | 245 | |
| Carrefour SA | 0.750% | 4/26/24 | EUR | 7,325 | 8,992 | |
| Carrefour SA | 1.250% | 6/3/25 | EUR | 12,962 | 16,308 | |
| Carrefour SA | 1.750% | 5/4/26 | EUR | 1,000 | 1,294 | |
| Carrefour SA | 2.625% | 12/15/27 | EUR | 8,000 | 10,999 | |
| Cie de Financement Foncier SA | 0.200% | 9/16/22 | EUR | 10,900 | 13,223 | |
| Cie de Financement Foncier SA | 2.375% | 11/21/22 | EUR | 4,670 | 5,864 | |
| Cie de Financement Foncier SA | 0.625% | 2/10/23 | EUR | 9,600 | 11,764 | |
| Cie de Financement Foncier SA | 0.250% | 4/11/23 | EUR | 200 | 244 | |
| Cie de Financement Foncier SA | 0.325% | 9/12/23 | EUR | 11,200 | 13,713 | |
| Cie de Financement Foncier SA | 2.000% | 5/7/24 | EUR | 11,500 | 14,835 | |
| Cie de Financement Foncier SA | 0.500% | 9/4/24 | EUR | 8,000 | 9,903 | |
| Cie de Financement Foncier SA | 0.375% | 12/11/24 | EUR | 1,500 | 1,851 | |
| Cie de Financement Foncier SA | 0.750% | 1/21/25 | EUR | 5,600 | 7,010 | |
| Cie de Financement Foncier SA | 4.000% | 10/24/25 | EUR | 20,365 | 29,239 | |
| Cie de Financement Foncier SA | 1.000% | 2/2/26 | EUR | 100 | 128 | |
| Cie de Financement Foncier SA | 0.750% | 5/29/26 | EUR | 1,600 | 2,023 | |
| Cie de Financement Foncier SA | 0.225% | 9/14/26 | EUR | 4,500 | 5,543 | |
| Cie de Financement Foncier SA | 5.500% | 1/26/27 | GBP | 1,892 | 3,262 | |
| Cie de Financement Foncier SA | 0.375% | 4/9/27 | EUR | 4,000 | 4,967 | |
| Cie de Financement Foncier SA | 0.010% | 11/10/27 | EUR | 8,000 | 9,708 | |
| Cie de Financement Foncier SA | 0.750% | 1/11/28 | EUR | 8,800 | 11,188 | |
| Cie de Financement Foncier SA | 0.875% | 9/11/28 | EUR | 14,900 | 19,141 | |
| Cie de Financement Foncier SA | 3.875% | 4/25/55 | EUR | 3,220 | 7,085 | |
| Cie de Saint-Gobain | 1.750% | 4/3/23 | EUR | 8,000 | 9,956 | |
| Cie de Saint-Gobain | 1.000% | 3/17/25 | EUR | 900 | 1,127 | |
| Cie de Saint-Gobain | 1.875% | 9/21/28 | EUR | 100 | 133 | |
| Cie de Saint-Gobain | 1.875% | 3/15/31 | EUR | 9,200 | 12,445 | |
| Cie Financiere et Industrielle des Autoroutes SA | 0.375% | 2/7/25 | EUR | 6,100 | 7,472 | |
| Cie Generale des Etablissements Michelin SCA | 0.000% | 11/2/28 | EUR | 10,000 | 11,753 | |
| Cie Generale des Etablissements Michelin SCA | 2.500% | 9/3/38 | EUR | 4,100 | 6,204 | |
| CNP Assurances | 4.500% | 6/10/47 | EUR | 6,100 | 8,835 | |
| CNP Assurances | 2.500% | 6/30/51 | EUR | 5,000 | 6,393 |
24
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Coentreprise de Transport d'Electricite SA | 2.125% | 7/29/32 | EUR | 13,200 | 18,155 | |
| Covivio | 1.875% | 5/20/26 | EUR | 300 | 392 | |
| Covivio | 2.375% | 2/20/28 | EUR | 200 | 266 | |
| Credit Agricole Assurances SA | 4.750% | 9/27/48 | EUR | 2,000 | 2,956 | |
| Credit Agricole Assurances SA | 4.250% | 12/31/49 | EUR | 2,000 | 2,681 | |
| Credit Agricole Home Loan SFH SA | 0.050% | 8/29/22 | EUR | 1,000 | 1,211 | |
| Credit Agricole Home Loan SFH SA | 0.625% | 9/11/23 | EUR | 2,415 | 2,978 | |
| Credit Agricole Home Loan SFH SA | 0.375% | 9/30/24 | EUR | 4,100 | 5,057 | |
| Credit Agricole Home Loan SFH SA | 0.500% | 4/3/25 | EUR | 4,000 | 4,970 | |
| Credit Agricole Home Loan SFH SA | 4.000% | 7/16/25 | EUR | 1,600 | 2,276 | |
| Credit Agricole Home Loan SFH SA | 0.500% | 2/19/26 | EUR | 1,500 | 1,872 | |
| Credit Agricole Home Loan SFH SA | 0.750% | 5/5/27 | EUR | 28,900 | 36,697 | |
| Credit Agricole Home Loan SFH SA | 0.875% | 8/11/28 | EUR | 12,000 | 15,420 | |
| Credit Agricole Home Loan SFH SA | 1.000% | 1/16/29 | EUR | 12,000 | 15,587 | |
| Credit Agricole Home Loan SFH SA | 0.050% | 12/6/29 | EUR | 8,000 | 9,645 | |
| Credit Agricole Home Loan SFH SA | 1.250% | 3/24/31 | EUR | 14,400 | 19,209 | |
| Credit Agricole Home Loan SFH SA | 0.010% | 11/3/31 | EUR | 8,000 | 9,439 | |
| Credit Agricole Home Loan SFH SA | 1.375% | 2/3/32 | EUR | 3,600 | 4,869 | |
| Credit Agricole Home Loan SFH SA | 0.875% | 5/6/34 | EUR | 12,000 | 15,408 | |
| Credit Agricole Home Loan SFH SA | 1.500% | 9/28/38 | EUR | 4,000 | 5,609 | |
| Credit Agricole Public Sector SCF SA | 1.875% | 6/7/23 | EUR | 8,200 | 10,341 | |
| Credit Agricole Public Sector SCF SA | 0.500% | 10/10/25 | EUR | 17,300 | 21,548 | |
| Credit Agricole Public Sector SCF SA | 0.250% | 10/31/26 | EUR | 2,053 | 2,530 | |
| Credit Agricole Public Sector SCF SA | 0.875% | 8/2/27 | EUR | 564 | 721 | |
| Credit Agricole Public Sector SCF SA | 0.010% | 9/13/28 | EUR | 8,000 | 9,649 | |
| Credit Agricole Public Sector SCF SA | 0.625% | 3/29/29 | EUR | 11,200 | 14,122 | |
| Credit Agricole SA | 0.443% | 6/9/22 | JPY | 400,000 | 3,659 | |
| Credit Agricole SA | 0.750% | 12/1/22 | EUR | 4,000 | 4,900 | |
| Credit Agricole SA | 3.125% | 7/17/23 | EUR | 700 | 907 | |
| Credit Agricole SA | 7.375% | 12/18/23 | GBP | 800 | 1,287 | |
| Credit Agricole SA | 2.375% | 5/20/24 | EUR | 11,200 | 14,524 | |
| Credit Agricole SA | 1.000% | 9/16/24 | EUR | 1,600 | 2,000 | |
| Credit Agricole SA | 3.125% | 2/5/26 | EUR | 3,300 | 4,568 | |
| Credit Agricole SA | 1.000% | 4/22/26 | EUR | 4,800 | 5,955 | |
| Credit Agricole SA | 1.875% | 12/20/26 | EUR | 8,100 | 10,566 | |
| Credit Agricole SA | 2.625% | 3/17/27 | EUR | 16,179 | 21,602 | |
| Credit Agricole SA | 1.375% | 5/3/27 | EUR | 1,200 | 1,545 | |
| Credit Agricole SA | 1.750% | 3/5/29 | EUR | 9,600 | 12,510 | |
| Credit Agricole SA | 2.000% | 3/25/29 | EUR | 3,700 | 4,788 | |
| Credit Agricole SA | 1.000% | 7/3/29 | EUR | 21,700 | 27,397 | |
| Credit Agricole SA | 1.625% | 6/5/30 | EUR | 8,500 | 10,600 | |
| Credit Agricole SA | 0.875% | 1/14/32 | EUR | 5,600 | 6,773 | |
| Credit Mutuel Arkea SA | 1.000% | 1/26/23 | EUR | 6,800 | 8,356 | |
| Credit Mutuel Arkea SA | 1.250% | 5/31/24 | EUR | 17,300 | 21,540 | |
| Credit Mutuel Arkea SA | 1.375% | 1/17/25 | EUR | 100 | 127 | |
| Credit Mutuel Arkea SA | 0.875% | 5/7/27 | EUR | 1,600 | 1,994 | |
| Credit Mutuel Arkea SA | 0.375% | 10/3/28 | EUR | 8,200 | 9,831 | |
| Credit Mutuel Arkea SA | 3.500% | 2/9/29 | EUR | 15,800 | 22,696 | |
| Credit Mutuel Arkea SA | 1.125% | 5/23/29 | EUR | 1,800 | 2,280 | |
| Credit Mutuel Arkea SA | 1.875% | 10/25/29 | EUR | 100 | 126 | |
| Credit Mutuel Home Loan SFH SA | 0.375% | 9/12/22 | EUR | 3,220 | 3,917 | |
| Credit Mutuel Home Loan SFH SA | 4.125% | 1/16/23 | EUR | 4,900 | 6,357 | |
| Credit Mutuel Home Loan SFH SA | 2.500% | 9/11/23 | EUR | 2,400 | 3,087 | |
| Credit Mutuel Home Loan SFH SA | 4.125% | 1/19/24 | EUR | 4,800 | 6,490 | |
| Credit Mutuel Home Loan SFH SA | 0.250% | 4/30/24 | EUR | 8,000 | 9,814 |
25
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Credit Mutuel Home Loan SFH SA | 1.750% | 6/19/24 | EUR | 8,000 | 10,271 | |
| Credit Mutuel Home Loan SFH SA | 0.625% | 2/10/25 | EUR | 1,700 | 2,120 | |
| Credit Mutuel Home Loan SFH SA | 0.625% | 2/2/26 | EUR | 4,000 | 5,020 | |
| Credit Mutuel Home Loan SFH SA | 0.875% | 4/7/26 | EUR | 644 | 819 | |
| Credit Mutuel Home Loan SFH SA | 0.750% | 9/15/27 | EUR | 6,900 | 8,774 | |
| Credit Mutuel Home Loan SFH SA | 1.000% | 1/30/29 | EUR | 4,500 | 5,840 | |
| Danone SA | 0.424% | 11/3/22 | EUR | 5,000 | 6,068 | |
| Danone SA | 2.600% | 6/28/23 | EUR | 4,500 | 5,750 | |
| Danone SA | 1.250% | 5/30/24 | EUR | 400 | 501 | |
| Danone SA | 0.709% | 11/3/24 | EUR | 5,900 | 7,299 | |
| Danone SA | 1.125% | 1/14/25 | EUR | 8,000 | 10,029 | |
| Danone SA | 0.571% | 3/17/27 | EUR | 8,000 | 9,869 | |
| Dassault Systemes SE | 0.125% | 9/16/26 | EUR | 4,000 | 4,828 | |
| Dassault Systemes SE | 0.375% | 9/16/29 | EUR | 8,000 | 9,660 | |
| 5 | Dexia Credit Local SA | 1.125% | 6/15/22 | GBP | 1,800 | 2,511 |
| 5 | Dexia Credit Local SA | 1.375% | 12/7/22 | GBP | 4,800 | 6,743 |
| 5 | Dexia Credit Local SA | 0.750% | 1/25/23 | EUR | 26,150 | 32,104 |
| 5 | Dexia Credit Local SA | 0.625% | 2/3/24 | EUR | 49,900 | 61,722 |
| 5 | Dexia Credit Local SA | 1.250% | 11/26/24 | EUR | 13,800 | 17,511 |
| 5 | Dexia Credit Local SA | 0.500% | 1/17/25 | EUR | 20,100 | 24,856 |
| 5 | Dexia Credit Local SA | 2.125% | 2/12/25 | GBP | 2,400 | 3,502 |
| 5 | Dexia Credit Local SA | 0.625% | 1/17/26 | EUR | 3,600 | 4,496 |
| 5 | Dexia Credit Local SA | 1.000% | 10/18/27 | EUR | 200 | 256 |
| Edenred | 1.375% | 3/10/25 | EUR | 600 | 757 | |
| Electricite de France SA | 2.750% | 3/10/23 | EUR | 16,300 | 20,676 | |
| Electricite de France SA | 4.625% | 9/11/24 | EUR | 8,050 | 11,199 | |
| Electricite de France SA | 4.000% | 11/12/25 | EUR | 1,700 | 2,411 | |
| Electricite de France SA | 1.000% | 10/13/26 | EUR | 13,100 | 16,469 | |
| Electricite de France SA | 4.125% | 3/25/27 | EUR | 7,400 | 10,941 | |
| Electricite de France SA | 4.625% | 4/26/30 | EUR | 200 | 326 | |
| Electricite de France SA | 2.000% | 10/2/30 | EUR | 1,600 | 2,173 | |
| Electricite de France SA | 5.875% | 7/18/31 | GBP | 2,496 | 4,631 | |
| Electricite de France SA | 5.625% | 2/21/33 | EUR | 7,088 | 13,149 | |
| Electricite de France SA | 6.125% | 6/2/34 | GBP | 16,850 | 33,524 | |
| Electricite de France SA | 1.875% | 10/13/36 | EUR | 7,800 | 10,380 | |
| Electricite de France SA | 4.500% | 11/12/40 | EUR | 3,100 | 5,770 | |
| Electricite de France SA | 5.500% | 10/17/41 | GBP | 16,500 | 33,257 | |
| Electricite de France SA | 5.000% | 1/22/49 | EUR | 4,800 | 6,542 | |
| Electricite de France SA | 5.375% | 1/29/49 | EUR | 2,700 | 3,671 | |
| Electricite de France SA | 5.875% | 7/22/49 | GBP | 2,000 | 3,122 | |
| Electricite de France SA | 2.000% | 12/9/49 | EUR | 17,000 | 21,719 | |
| Electricite de France SA | 6.000% | 12/29/49 | GBP | 3,000 | 4,636 | |
| Electricite de France SA | 6.000% | 1/23/14 | GBP | 5,900 | 14,097 | |
| Eli Lilly & Co. | 1.125% | 12/11/28 | EUR | 8,000 | 9,954 | |
| ELO SACA | 2.375% | 12/12/22 | EUR | 1,600 | 2,005 | |
| ELO SACA | 2.375% | 4/25/25 | EUR | 6,600 | 8,564 | |
| Energy Transfer LP | 1.875% | 5/26/26 | EUR | 400 | 518 | |
| Engie Alliance GIE | 5.750% | 6/24/23 | EUR | 4,820 | 6,504 | |
| Engie SA | 2.625% | 7/20/22 | EUR | 644 | 801 | |
| Engie SA | 3.000% | 2/1/23 | EUR | 3,220 | 4,095 | |
| Engie SA | 0.875% | 3/27/24 | EUR | 1,600 | 1,979 | |
| Engie SA | 0.875% | 9/19/25 | EUR | 10,800 | 13,458 | |
| Engie SA | 2.375% | 5/19/26 | EUR | 200 | 269 | |
| Engie SA | 0.375% | 6/11/27 | EUR | 11,900 | 14,488 | |
| Engie SA | 1.750% | 3/27/28 | EUR | 6,000 | 7,917 |
26
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Engie SA | 1.375% | 6/22/28 | EUR | 1,300 | 1,676 | |
| Engie SA | 7.000% | 10/30/28 | GBP | 3,150 | 6,023 | |
| Engie SA | 2.125% | 3/30/32 | EUR | 12,400 | 17,191 | |
| Engie SA | 2.000% | 9/28/37 | EUR | 2,100 | 2,895 | |
| Engie SA | 1.250% | 10/24/41 | EUR | 7,100 | 8,749 | |
| Engie SA | 3.875% | 6/2/49 | EUR | 2,900 | 3,827 | |
| Engie SA | 5.000% | 10/1/60 | GBP | 4,050 | 9,172 | |
| Engie SA | 1.375% | 12/31/99 | EUR | 5,000 | 6,098 | |
| Engie SA | 5.950% | 3/16/11 | EUR | 2,554 | 5,790 | |
| EssilorLuxottica SA | 0.000% | 5/27/23 | EUR | 200 | 242 | |
| EssilorLuxottica SA | 2.625% | 2/10/24 | EUR | 7,406 | 9,623 | |
| EssilorLuxottica SA | 0.125% | 5/27/25 | EUR | 8,000 | 9,711 | |
| EssilorLuxottica SA | 0.500% | 6/5/28 | EUR | 16,000 | 19,688 | |
| Eutelsat SA | 2.000% | 10/2/25 | EUR | 7,600 | 9,790 | |
| Eutelsat SA | 2.250% | 7/13/27 | EUR | 1,000 | 1,318 | |
| Gecina SA | 1.500% | 1/20/25 | EUR | 7,400 | 9,410 | |
| Gecina SA | 1.375% | 6/30/27 | EUR | 100 | 129 | |
| Gecina SA | 1.375% | 1/26/28 | EUR | 1,100 | 1,421 | |
| Gecina SA | 1.000% | 1/30/29 | EUR | 1,800 | 2,281 | |
| Gecina SA | 1.625% | 5/29/34 | EUR | 8,500 | 11,235 | |
| GELF Bond Issuer I SA | 1.125% | 7/18/29 | EUR | 3,381 | 4,169 | |
| Holding d'Infrastructures de Transport SASU | 2.250% | 3/24/25 | EUR | 3,400 | 4,399 | |
| Holding d'Infrastructures de Transport SASU | 1.625% | 11/27/27 | EUR | 1,900 | 2,421 | |
| HSBC France SA | 0.250% | 5/17/24 | EUR | 2,400 | 2,921 | |
| HSBC France SA | 0.100% | 9/3/27 | EUR | 8,100 | 9,650 | |
| HSBC SFH France SA | 2.000% | 10/16/23 | EUR | 2,000 | 2,548 | |
| ICADE | 1.125% | 11/17/25 | EUR | 8,600 | 10,812 | |
| Imerys SA | 2.000% | 12/10/24 | EUR | 600 | 767 | |
| Imerys SA | 1.500% | 1/15/27 | EUR | 1,100 | 1,386 | |
| Indigo Group SAS | 1.625% | 4/19/28 | EUR | 500 | 628 | |
| JCDecaux SA | 1.000% | 6/1/23 | EUR | 8,000 | 9,808 | |
| JCDecaux SA | 2.625% | 4/24/28 | EUR | 4,000 | 5,344 | |
| Kering SA | 1.250% | 5/10/26 | EUR | 7,400 | 9,428 | |
| Klepierre SA | 1.000% | 4/17/23 | EUR | 1,600 | 1,962 | |
| Klepierre SA | 1.875% | 2/19/26 | EUR | 6,100 | 7,927 | |
| Klepierre SA | 1.375% | 2/16/27 | EUR | 1,200 | 1,528 | |
| Klepierre SA | 0.625% | 7/1/30 | EUR | 4,800 | 5,738 | |
| Klepierre SA | 1.250% | 9/29/31 | EUR | 200 | 249 | |
| La Banque Postale Home Loan SFH SA | 2.375% | 1/15/24 | EUR | 3,800 | 4,916 | |
| La Banque Postale Home Loan SFH SA | 0.625% | 6/23/27 | EUR | 10,050 | 12,670 | |
| La Banque Postale Home Loan SFH SA | 0.875% | 2/7/28 | EUR | 7,200 | 9,237 | |
| La Banque Postale Home Loan SFH SA | 1.000% | 10/4/28 | EUR | 4,000 | 5,185 | |
| La Banque Postale SA | 1.000% | 10/16/24 | EUR | 4,000 | 4,972 | |
| La Banque Postale SA | 2.750% | 11/19/27 | EUR | 3,200 | 4,006 | |
| La Banque Postale SA | 3.000% | 6/9/28 | EUR | 1,600 | 2,239 | |
| La Banque Postale SA | 2.000% | 7/13/28 | EUR | 7,600 | 10,100 | |
| La Banque Postale SA | 1.375% | 4/24/29 | EUR | 8,000 | 10,225 | |
| La Mondiale SAM | 5.050% | 12/29/49 | EUR | 5,474 | 7,667 | |
| La Poste SA | 2.750% | 11/26/24 | EUR | 3,300 | 4,374 | |
| La Poste SA | 1.125% | 6/4/25 | EUR | 8,000 | 10,059 | |
| La Poste SA | 0.625% | 10/21/26 | EUR | 7,800 | 9,627 | |
| La Poste SA | 0.375% | 9/17/27 | EUR | 15,900 | 19,337 | |
| La Poste SA | 1.450% | 11/30/28 | EUR | 1,600 | 2,093 | |
| La Poste SA | 1.375% | 4/21/32 | EUR | 36,200 | 46,796 | |
| La Poste SA | 1.000% | 9/17/34 | EUR | 4,000 | 4,925 |
27
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Legrand SA | 0.750% | 7/6/24 | EUR | 200 | 247 | |
| Legrand SA | 1.000% | 3/6/26 | EUR | 100 | 126 | |
| Legrand SA | 1.875% | 12/16/27 | EUR | 100 | 133 | |
| Legrand SA | 1.875% | 7/6/32 | EUR | 1,300 | 1,817 | |
| LVMH Moet Hennessy Louis Vuitton SE | 0.375% | 5/26/22 | EUR | 604 | 730 | |
| LVMH Moet Hennessy Louis Vuitton SE | 1.000% | 6/14/22 | GBP | 7,245 | 10,058 | |
| LVMH Moet Hennessy Louis Vuitton SE | 0.750% | 5/26/24 | EUR | 8,112 | 10,024 | |
| LVMH Moet Hennessy Louis Vuitton SE | 0.125% | 2/11/28 | EUR | 8,000 | 9,659 | |
| Mercialys SA | 1.787% | 3/31/23 | EUR | 4,100 | 5,084 | |
| Michelin Luxembourg SCS | 1.125% | 5/28/22 | EUR | 200 | 243 | |
| Michelin Luxembourg SCS | 1.750% | 5/28/27 | EUR | 100 | 133 | |
| MMS USA Investments Inc. | 0.625% | 6/13/25 | EUR | 11,800 | 14,435 | |
| MMS USA Investments Inc. | 1.250% | 6/13/28 | EUR | 200 | 251 | |
| MMS USA Investments Inc. | 1.750% | 6/13/31 | EUR | 4,900 | 6,326 | |
| Orange SA | 3.375% | 9/16/22 | EUR | 1,400 | 1,769 | |
| Orange SA | 2.500% | 3/1/23 | EUR | 200 | 253 | |
| Orange SA | 0.750% | 9/11/23 | EUR | 1,400 | 1,719 | |
| Orange SA | 3.125% | 1/9/24 | EUR | 300 | 393 | |
| Orange SA | 1.125% | 7/15/24 | EUR | 7,600 | 9,484 | |
| Orange SA | 1.000% | 5/12/25 | EUR | 8,100 | 10,135 | |
| Orange SA | 1.000% | 9/12/25 | EUR | 10,900 | 13,687 | |
| Orange SA | 5.250% | 12/5/25 | GBP | 1,140 | 1,882 | |
| Orange SA | 0.000% | 9/4/26 | EUR | 5,600 | 6,707 | |
| Orange SA | 0.875% | 2/3/27 | EUR | 1,500 | 1,882 | |
| Orange SA | 1.250% | 7/7/27 | EUR | 6,400 | 8,203 | |
| Orange SA | 1.375% | 3/20/28 | EUR | 29,100 | 37,693 | |
| Orange SA | 8.125% | 11/20/28 | GBP | 5,232 | 10,594 | |
| Orange SA | 2.000% | 1/15/29 | EUR | 200 | 271 | |
| Orange SA | 1.375% | 1/16/30 | EUR | 1,900 | 2,481 | |
| Orange SA | 1.875% | 9/12/30 | EUR | 14,100 | 19,151 | |
| Orange SA | 3.250% | 1/15/32 | GBP | 12,200 | 19,019 | |
| Orange SA | 1.625% | 4/7/32 | EUR | 8,000 | 10,631 | |
| Orange SA | 0.500% | 9/4/32 | EUR | 15,500 | 18,395 | |
| Orange SA | 8.125% | 1/28/33 | EUR | 483 | 1,060 | |
| Orange SA | 5.625% | 1/23/34 | GBP | 400 | 778 | |
| Orange SA | 1.375% | 9/4/49 | EUR | 3,000 | 3,593 | |
| Orange SA | 5.000% | 10/29/49 | EUR | 6,037 | 8,695 | |
| Orange SA | 5.750% | 10/29/49 | GBP | 5,635 | 8,406 | |
| Orange SA | 5.250% | 12/29/49 | EUR | 11,700 | 15,816 | |
| Orange SA | 2.375% | 12/31/99 | EUR | 4,800 | 6,072 | |
| Pernod Ricard SA | 0.000% | 10/24/23 | EUR | 200 | 241 | |
| Pernod Ricard SA | 1.125% | 4/7/25 | EUR | 700 | 878 | |
| Pernod Ricard SA | 1.500% | 5/18/26 | EUR | 2,400 | 3,089 | |
| Pernod Ricard SA | 1.750% | 4/8/30 | EUR | 200 | 269 | |
| Pernod Ricard SA | 0.875% | 10/24/31 | EUR | 6,400 | 8,013 | |
| PSA Tresorerie GIE | 6.000% | 9/19/33 | EUR | 3,180 | 5,742 | |
| Publicis Groupe SA | 1.125% | 12/16/21 | EUR | 5,700 | 6,890 | |
| Publicis Groupe SA | 0.500% | 11/3/23 | EUR | 400 | 488 | |
| RCI Banque SA | 0.750% | 9/26/22 | EUR | 8,291 | 10,072 | |
| RCI Banque SA | 1.875% | 11/8/22 | GBP | 1,449 | 2,026 | |
| RCI Banque SA | 1.000% | 5/17/23 | EUR | 5,152 | 6,303 | |
| RCI Banque SA | 1.375% | 3/8/24 | EUR | 8,854 | 10,986 | |
| RCI Banque SA | 1.625% | 4/11/25 | EUR | 7,567 | 9,510 | |
| RCI Banque SA | 1.750% | 4/10/26 | EUR | 1,832 | 2,329 | |
| RCI Banque SA | 1.625% | 5/26/26 | EUR | 1,047 | 1,325 |
28
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| RTE Reseau de Transport d'Electricite SADIR | 1.625% | 11/27/25 | EUR | 10,300 | 13,273 | |
| RTE Reseau de Transport d'Electricite SADIR | 0.000% | 9/9/27 | EUR | 12,000 | 14,227 | |
| RTE Reseau de Transport d'Electricite SADIR | 2.750% | 6/20/29 | EUR | 1,000 | 1,431 | |
| RTE Reseau de Transport d'Electricite SADIR | 1.500% | 9/27/30 | EUR | 4,000 | 5,261 | |
| RTE Reseau de Transport d'Electricite SADIR | 2.000% | 4/18/36 | EUR | 500 | 698 | |
| RTE Reseau de Transport d'Electricite SADIR | 1.875% | 10/23/37 | EUR | 4,800 | 6,576 | |
| RTE Reseau de Transport d'Electricite SADIR | 1.125% | 7/8/40 | EUR | 11,800 | 14,388 | |
| SANEF SA | 0.950% | 10/19/28 | EUR | 1,400 | 1,712 | |
| Sanofi | 0.000% | 9/13/22 | EUR | 4,800 | 5,793 | |
| Sanofi | 0.500% | 3/21/23 | EUR | 11,600 | 14,142 | |
| Sanofi | 2.500% | 11/14/23 | EUR | 4,000 | 5,119 | |
| Sanofi | 1.000% | 4/1/25 | EUR | 12,000 | 15,065 | |
| Sanofi | 1.750% | 9/10/26 | EUR | 5,600 | 7,376 | |
| Sanofi | 0.500% | 1/13/27 | EUR | 500 | 618 | |
| Sanofi | 1.125% | 4/5/28 | EUR | 8,300 | 10,704 | |
| Sanofi | 0.875% | 3/21/29 | EUR | 8,000 | 10,121 | |
| Sanofi | 1.500% | 4/1/30 | EUR | 12,000 | 15,910 | |
| Sanofi | 1.875% | 3/21/38 | EUR | 5,700 | 8,148 | |
| Schneider Electric SE | 1.500% | 9/8/23 | EUR | 400 | 499 | |
| Schneider Electric SE | 0.250% | 9/9/24 | EUR | 1,000 | 1,219 | |
| Schneider Electric SE | 0.875% | 3/11/25 | EUR | 2,500 | 3,121 | |
| Schneider Electric SE | 1.500% | 1/15/28 | EUR | 8,800 | 11,550 | |
| Schneider Electric SE | 0.250% | 3/11/29 | EUR | 12,000 | 14,465 | |
| SCOR SE | 3.000% | 6/8/46 | EUR | 1,600 | 2,146 | |
| SCOR SE | 3.625% | 5/27/48 | EUR | 2,000 | 2,835 | |
| SCOR SE | 1.375% | 9/17/51 | EUR | 3,600 | 4,281 | |
| Societe Generale SA | 0.448% | 5/26/22 | JPY | 700,000 | 6,403 | |
| Societe Generale SA | 0.000% | 5/27/22 | EUR | 1,600 | 1,932 | |
| Societe Generale SA | 4.250% | 7/13/22 | EUR | 2,000 | 2,537 | |
| Societe Generale SA | 0.750% | 5/26/23 | EUR | 4,000 | 4,911 | |
| Societe Generale SA | 4.000% | 6/7/23 | EUR | 3,500 | 4,544 | |
| Societe Generale SA | 1.250% | 2/15/24 | EUR | 14,900 | 18,540 | |
| Societe Generale SA | 1.125% | 1/23/25 | EUR | 9,100 | 11,307 | |
| Societe Generale SA | 2.625% | 2/27/25 | EUR | 100 | 130 | |
| Societe Generale SA | 0.875% | 7/1/26 | EUR | 8,800 | 10,817 | |
| Societe Generale SA | 0.750% | 1/25/27 | EUR | 6,600 | 8,006 | |
| Societe Generale SA | 0.847% | 5/26/27 | JPY | 1,600,000 | 14,542 | |
| Societe Generale SA | 2.125% | 9/27/28 | EUR | 8,800 | 11,618 | |
| Societe Generale SA | 0.500% | 6/12/29 | EUR | 9,000 | 10,568 | |
| Societe Generale SA | 1.250% | 6/12/30 | EUR | 6,600 | 8,150 | |
| Societe Generale SCF SA | 4.250% | 2/3/23 | EUR | 3,700 | 4,820 | |
| Societe Generale SFH SA | 0.500% | 1/20/23 | EUR | 1,300 | 1,589 | |
| Societe Generale SFH SA | 0.250% | 9/11/23 | EUR | 1,100 | 1,345 | |
| Societe Generale SFH SA | 2.000% | 4/29/24 | EUR | 10,700 | 13,797 | |
| Societe Generale SFH SA | 0.500% | 1/30/25 | EUR | 7,200 | 8,937 | |
| Societe Generale SFH SA | 0.500% | 1/28/26 | EUR | 9,000 | 11,229 | |
| Societe Generale SFH SA | 0.750% | 1/19/28 | EUR | 8,000 | 10,190 | |
| Societe Generale SFH SA | 0.010% | 2/11/30 | EUR | 2,900 | 3,480 | |
| Societe Generale SFH SA | 0.010% | 2/5/31 | EUR | 16,400 | 19,549 | |
| Sodexo SA | 2.500% | 6/24/26 | EUR | 483 | 654 | |
| Sodexo SA | 1.750% | 6/26/28 | GBP | 6,440 | 8,982 | |
| Sogecap SA | 4.125% | 12/29/49 | EUR | 100 | 136 | |
| Suez SA | 4.125% | 6/24/22 | EUR | 400 | 506 | |
| Suez SA | 2.750% | 10/9/23 | EUR | 2,400 | 3,091 | |
| Suez SA | 5.500% | 7/22/24 | EUR | 3,800 | 5,406 |
29
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Suez SA | 1.000% | 4/3/25 | EUR | 8,200 | 10,245 | |
| Suez SA | 1.750% | 9/10/25 | EUR | 500 | 645 | |
| Suez SA | 1.250% | 4/2/27 | EUR | 16,000 | 20,411 | |
| Suez SA | 1.500% | 4/3/29 | EUR | 7,800 | 10,193 | |
| Suez SA | 1.625% | 9/17/30 | EUR | 600 | 795 | |
| Suez SA | 5.375% | 12/2/30 | GBP | 1,100 | 1,989 | |
| TDF Infrastructure SAS | 2.875% | 10/19/22 | EUR | 17,000 | 21,124 | |
| TDF Infrastructure SAS | 2.500% | 4/7/26 | EUR | 800 | 1,045 | |
| Terega SA | 2.200% | 8/5/25 | EUR | 100 | 131 | |
| Terega SA | 0.875% | 9/17/30 | EUR | 4,000 | 4,828 | |
| Total Capital Canada Ltd. | 2.125% | 9/18/29 | EUR | 8,300 | 11,460 | |
| Total Capital International SA | 2.250% | 6/9/22 | GBP | 2,240 | 3,158 | |
| Total Capital International SA | 2.125% | 3/15/23 | EUR | 3,200 | 4,025 | |
| Total Capital International SA | 0.625% | 10/4/24 | EUR | 9,400 | 11,619 | |
| Total Capital International SA | 1.375% | 3/19/25 | EUR | 10,900 | 13,879 | |
| Total Capital International SA | 1.750% | 7/7/25 | GBP | 7,456 | 10,664 | |
| Total Capital International SA | 2.875% | 11/19/25 | EUR | 6,300 | 8,607 | |
| Total Capital International SA | 2.500% | 3/25/26 | EUR | 3,500 | 4,743 | |
| Total Capital International SA | 1.491% | 4/8/27 | EUR | 8,000 | 10,393 | |
| Total Capital International SA | 0.696% | 5/31/28 | EUR | 18,000 | 22,379 | |
| Total Capital International SA | 1.491% | 9/4/30 | EUR | 1,000 | 1,323 | |
| Total Capital International SA | 1.994% | 4/8/32 | EUR | 8,300 | 11,495 | |
| Total Capital International SA | 1.618% | 5/18/40 | EUR | 8,000 | 10,569 | |
| TOTAL SA | 2.708% | 12/29/49 | EUR | 10,947 | 13,637 | |
| TOTAL SA | 3.875% | 12/29/49 | EUR | 6,842 | 8,516 | |
| TOTAL SA | 1.750% | 12/31/99 | EUR | 6,520 | 8,009 | |
| TOTAL SE | 2.625% | 12/29/49 | EUR | 15,092 | 19,141 | |
| TOTAL SE | 3.369% | 12/29/49 | EUR | 5,796 | 7,710 | |
| TOTAL SE | 1.625% | 12/31/99 | EUR | 10,000 | 12,072 | |
| UMG Groupe VYV | 1.625% | 7/2/29 | EUR | 3,200 | 4,058 | |
| Unibail-Rodamco-Westfield SE | 2.500% | 2/26/24 | EUR | 1,522 | 1,965 | |
| Unibail-Rodamco-Westfield SE | 1.000% | 3/14/25 | EUR | 8,050 | 10,051 | |
| Unibail-Rodamco-Westfield SE | 1.125% | 9/15/25 | EUR | 9,100 | 11,357 | |
| Unibail-Rodamco-Westfield SE | 1.375% | 3/9/26 | EUR | 471 | 598 | |
| Unibail-Rodamco-Westfield SE | 2.500% | 6/4/26 | EUR | 500 | 670 | |
| Unibail-Rodamco-Westfield SE | 1.000% | 2/27/27 | EUR | 2,800 | 3,490 | |
| Unibail-Rodamco-Westfield SE | 0.625% | 5/4/27 | EUR | 16,000 | 19,368 | |
| Unibail-Rodamco-Westfield SE | 1.500% | 5/29/29 | EUR | 300 | 383 | |
| Unibail-Rodamco-Westfield SE | 1.375% | 4/15/30 | EUR | 6,037 | 7,642 | |
| Unibail-Rodamco-Westfield SE | 1.875% | 1/15/31 | EUR | 12,000 | 15,595 | |
| Unibail-Rodamco-Westfield SE | 0.875% | 3/29/32 | EUR | 10,000 | 11,592 | |
| Unibail-Rodamco-Westfield SE | 2.000% | 6/29/32 | EUR | 2,200 | 2,857 | |
| Unibail-Rodamco-Westfield SE | 2.000% | 4/28/36 | EUR | 1,047 | 1,340 | |
| Unibail-Rodamco-Westfield SE | 2.250% | 5/14/38 | EUR | 1,000 | 1,298 | |
| Unibail-Rodamco-Westfield SE | 1.750% | 7/1/49 | EUR | 5,800 | 6,520 | |
| Veolia Environnement SA | 5.125% | 5/24/22 | EUR | 100 | 127 | |
| Veolia Environnement SA | 0.892% | 1/14/24 | EUR | 10,300 | 12,689 | |
| Veolia Environnement SA | 1.590% | 1/10/28 | EUR | 4,900 | 6,397 | |
| Veolia Environnement SA | 0.927% | 1/4/29 | EUR | 4,000 | 5,007 | |
| Veolia Environnement SA | 6.125% | 11/25/33 | EUR | 3,526 | 6,882 | |
| Vinci SA | 1.000% | 9/26/25 | EUR | 4,000 | 5,029 | |
| Vinci SA | 2.250% | 3/15/27 | GBP | 1,000 | 1,461 | |
| Vinci SA | 1.625% | 1/18/29 | EUR | 2,800 | 3,690 | |
| Vinci SA | 1.750% | 9/26/30 | EUR | 5,400 | 7,315 |
30
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Vinci SA | 2.750% | 9/15/34 | GBP | 1,000 | 1,537 | |
| 4,334,999 | ||||||
| Germany (2.3%) | ||||||
| Aareal Bank AG | 0.125% | 2/1/24 | EUR | 4,025 | 4,916 | |
| Aareal Bank AG | 0.375% | 7/15/25 | EUR | 1,771 | 2,193 | |
| Allianz Finance II BV | 0.875% | 1/15/26 | EUR | 1,600 | 2,009 | |
| Allianz Finance II BV | 3.000% | 3/13/28 | EUR | 2,200 | 3,178 | |
| Allianz Finance II BV | 1.375% | 4/21/31 | EUR | 10,000 | 13,191 | |
| Allianz SE | 5.625% | 10/17/42 | EUR | 5,700 | 7,404 | |
| Allianz SE | 2.241% | 7/7/45 | EUR | 5,400 | 6,963 | |
| Allianz SE | 4.750% | 12/31/49 | EUR | 4,400 | 5,849 | |
| Allianz SE | 2.121% | 7/8/50 | EUR | 3,200 | 4,118 | |
| Allianz SE | 3.375% | 12/31/99 | EUR | 6,900 | 9,059 | |
| alstria office REIT-AG | 2.125% | 4/12/23 | EUR | 200 | 249 | |
| alstria office REIT-AG | 1.500% | 11/15/27 | EUR | 8,000 | 10,149 | |
| Aroundtown SA | 1.000% | 1/7/25 | EUR | 500 | 618 | |
| Aroundtown SA | 0.625% | 7/9/25 | EUR | 1,600 | 1,956 | |
| Aroundtown SA | 4.625% | 9/18/25 | CAD | 1,035 | 914 | |
| Aroundtown SA | 1.875% | 1/19/26 | EUR | 16,100 | 20,798 | |
| Aroundtown SA | 2.000% | 11/2/26 | EUR | 5,400 | 6,997 | |
| Aroundtown SA | 3.250% | 7/18/27 | GBP | 4,910 | 7,290 | |
| Aroundtown SA | 1.625% | 1/31/28 | EUR | 3,400 | 4,318 | |
| Aroundtown SA | 1.450% | 7/9/28 | EUR | 12,000 | 15,073 | |
| Aroundtown SA | 3.000% | 10/16/29 | GBP | 7,164 | 10,425 | |
| Aroundtown SA | 2.125% | 12/31/99 | EUR | 3,200 | 3,885 | |
| BASF SE | 1.375% | 6/21/22 | GBP | 100 | 140 | |
| BASF SE | 2.000% | 12/5/22 | EUR | 8,050 | 10,032 | |
| BASF SE | 0.875% | 10/6/23 | GBP | 500 | 697 | |
| BASF SE | 1.750% | 3/11/25 | GBP | 644 | 921 | |
| BASF SE | 0.875% | 11/15/27 | EUR | 100 | 126 | |
| BASF SE | 1.500% | 5/22/30 | EUR | 6,440 | 8,617 | |
| BASF SE | 0.875% | 10/6/31 | EUR | 483 | 613 | |
| BASF SE | 1.450% | 12/13/32 | EUR | 13,200 | 17,654 | |
| Bayer AG | 0.050% | 1/12/25 | EUR | 10,000 | 11,985 | |
| Bayer AG | 0.750% | 1/6/27 | EUR | 10,400 | 12,720 | |
| Bayer AG | 0.625% | 7/12/31 | EUR | 7,000 | 8,048 | |
| Bayer AG | 1.375% | 7/6/32 | EUR | 8,000 | 9,786 | |
| Bayer AG | 1.000% | 1/12/36 | EUR | 7,000 | 7,820 | |
| Bayer AG | 3.750% | 7/1/74 | EUR | 4,873 | 6,217 | |
| Bayer AG | 2.375% | 11/12/79 | EUR | 10,400 | 12,682 | |
| Bayer Capital Corp. BV | 0.625% | 12/15/22 | EUR | 12,000 | 14,595 | |
| Bayer Capital Corp. BV | 1.500% | 6/26/26 | EUR | 500 | 635 | |
| Bayer Capital Corp. BV | 2.125% | 12/15/29 | EUR | 8,200 | 10,963 | |
| Bayerische Landesbank | 2.000% | 7/11/22 | EUR | 564 | 698 | |
| Bayerische Landesbank | 0.350% | 12/1/22 | EUR | 4,025 | 4,904 | |
| Bayerische Landesbank | 1.625% | 4/18/23 | EUR | 4,025 | 5,041 | |
| Bayerische Landesbank | 0.500% | 3/19/25 | EUR | 8,050 | 10,010 | |
| Bayerische Landesbank | 0.625% | 7/19/27 | EUR | 1,610 | 2,033 | |
| Bayerische Landesbodenkreditanstalt | 1.875% | 1/25/23 | EUR | 5,063 | 6,340 | |
| Bayerische Landesbodenkreditanstalt | 1.750% | 4/24/24 | EUR | 2,415 | 3,094 | |
| Berlin Hyp AG | 0.000% | 11/29/21 | EUR | 1,000 | 1,206 | |
| Berlin Hyp AG | 0.125% | 10/23/23 | EUR | 20,526 | 25,044 | |
| Berlin Hyp AG | 0.125% | 1/5/24 | EUR | 4,025 | 4,915 | |
| Berlin Hyp AG | 0.375% | 5/3/24 | EUR | 6,287 | 7,745 | |
| Berlin Hyp AG | 1.250% | 1/22/25 | EUR | 400 | 503 | |
31
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Berlin Hyp AG | 0.625% | 10/22/25 | EUR | 500 | 627 | |
| Berlin Hyp AG | 1.125% | 10/25/27 | EUR | 100 | 126 | |
| Bertelsmann SE & Co. KGaA | 2.625% | 8/2/22 | EUR | 1,500 | 1,869 | |
| Bertelsmann SE & Co. KGaA | 1.750% | 10/14/24 | EUR | 4,700 | 6,002 | |
| Bertelsmann SE & Co. KGaA | 2.000% | 4/1/28 | EUR | 6,400 | 8,555 | |
| BMW Finance NV | 0.125% | 7/13/22 | EUR | 12,074 | 14,590 | |
| BMW Finance NV | 0.875% | 8/16/22 | GBP | 1,932 | 2,681 | |
| BMW Finance NV | 1.250% | 9/5/22 | EUR | 966 | 1,186 | |
| BMW Finance NV | 2.375% | 1/24/23 | EUR | 400 | 503 | |
| BMW Finance NV | 0.375% | 7/10/23 | EUR | 8,452 | 10,290 | |
| BMW Finance NV | 0.625% | 10/6/23 | EUR | 9,015 | 11,051 | |
| BMW Finance NV | 0.750% | 4/15/24 | EUR | 725 | 894 | |
| BMW Finance NV | 1.000% | 11/14/24 | EUR | 9,482 | 11,845 | |
| BMW Finance NV | 0.875% | 4/3/25 | EUR | 7,406 | 9,240 | |
| BMW Finance NV | 1.000% | 8/29/25 | EUR | 6,424 | 8,074 | |
| BMW Finance NV | 0.000% | 1/11/26 | EUR | 10,000 | 12,016 | |
| BMW Finance NV | 0.375% | 1/14/27 | EUR | 12,074 | 14,755 | |
| BMW Finance NV | 1.500% | 2/6/29 | EUR | 15,104 | 19,893 | |
| BMW Finance NV | 0.200% | 1/11/33 | EUR | 7,000 | 8,061 | |
| BMW International Investment BV | 1.875% | 9/11/23 | GBP | 300 | 426 | |
| Brenntag Finance BV | 1.125% | 9/27/25 | EUR | 2,898 | 3,629 | |
| Commerzbank AG | 0.250% | 1/26/22 | EUR | 3,220 | 3,892 | |
| Commerzbank AG | 1.500% | 9/21/22 | EUR | 4,025 | 4,952 | |
| Commerzbank AG | 0.500% | 9/13/23 | EUR | 805 | 980 | |
| Commerzbank AG | 0.050% | 7/11/24 | EUR | 4,025 | 4,911 | |
| Commerzbank AG | 0.625% | 8/28/24 | EUR | 8,050 | 9,883 | |
| Commerzbank AG | 0.625% | 3/13/25 | EUR | 7,406 | 9,247 | |
| Commerzbank AG | 0.625% | 5/28/25 | EUR | 7,245 | 9,055 | |
| Commerzbank AG | 0.875% | 9/8/25 | EUR | 8,130 | 10,288 | |
| Commerzbank AG | 1.000% | 3/4/26 | EUR | 12,155 | 15,183 | |
| Commerzbank AG | 0.500% | 6/9/26 | EUR | 12,074 | 15,089 | |
| Commerzbank AG | 0.500% | 12/4/26 | EUR | 12,074 | 14,706 | |
| Commerzbank AG | 0.125% | 12/15/26 | EUR | 9,498 | 11,642 | |
| Commerzbank AG | 0.625% | 8/24/27 | EUR | 886 | 1,119 | |
| Commerzbank AG | 1.500% | 8/28/28 | EUR | 45 | 58 | |
| Commerzbank AG | 0.010% | 3/11/30 | EUR | 7,245 | 8,685 | |
| Commerzbank AG | 1.250% | 1/9/34 | EUR | 5,635 | 7,573 | |
| Covestro AG | 1.750% | 9/25/24 | EUR | 8,050 | 10,220 | |
| Daimler AG | 2.375% | 9/12/22 | EUR | 5,635 | 7,024 | |
| Daimler AG | 0.000% | 2/8/24 | EUR | 644 | 776 | |
| Daimler AG | 2.625% | 4/7/25 | EUR | 17,050 | 22,627 | |
| Daimler AG | 2.000% | 8/22/26 | EUR | 14,025 | 18,531 | |
| Daimler AG | 0.375% | 11/8/26 | EUR | 12,074 | 14,693 | |
| Daimler AG | 0.750% | 2/8/30 | EUR | 7,245 | 8,833 | |
| Daimler AG | 0.750% | 9/10/30 | EUR | 4,025 | 4,922 | |
| Daimler AG | 2.000% | 2/27/31 | EUR | 5,474 | 7,427 | |
| Daimler AG | 1.125% | 11/6/31 | EUR | 8,050 | 10,069 | |
| Daimler AG | 1.125% | 8/8/34 | EUR | 7,245 | 8,845 | |
| Daimler AG | 2.125% | 7/3/37 | EUR | 5,000 | 6,868 | |
| Daimler Canada Finance Inc. | 3.050% | 5/16/22 | CAD | 7,235 | 6,032 | |
| Daimler Canada Finance Inc. | 2.970% | 3/13/24 | CAD | 2,895 | 2,479 | |
| Daimler Canada Finance Inc. | 1.650% | 9/22/25 | CAD | 2,170 | 1,771 | |
| Daimler International Finance BV | 0.250% | 5/11/22 | EUR | 644 | 779 | |
| Daimler International Finance BV | 2.125% | 6/7/22 | GBP | 100 | 140 | |
| Daimler International Finance BV | 0.625% | 2/27/23 | EUR | 8,755 | 10,688 |
32
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Daimler International Finance BV | 2.000% | 9/4/23 | GBP | 500 | 710 | |
| Daimler International Finance BV | 0.875% | 4/9/24 | EUR | 2,375 | 2,936 | |
| Daimler International Finance BV | 1.000% | 11/11/25 | EUR | 16,904 | 21,215 | |
| Daimler International Finance BV | 1.375% | 6/26/26 | EUR | 14,006 | 17,947 | |
| Daimler International Finance BV | 0.625% | 5/6/27 | EUR | 12,074 | 14,860 | |
| DekaBank Deutsche Girozentrale | 0.300% | 11/20/26 | EUR | 4,100 | 5,009 | |
| Deutsche Apotheker-und Aerztebank eG | 0.750% | 10/5/27 | EUR | 700 | 890 | |
| Deutsche Bahn Finance GmbH | 2.500% | 9/12/23 | EUR | 14,891 | 19,073 | |
| Deutsche Bahn Finance GmbH | 3.000% | 3/8/24 | EUR | 3,220 | 4,229 | |
| Deutsche Bahn Finance GmbH | 1.500% | 8/26/24 | CHF | 805 | 940 | |
| Deutsche Bahn Finance GmbH | 3.500% | 9/27/24 | AUD | 3,580 | 2,993 | |
| Deutsche Bahn Finance GmbH | 1.375% | 7/7/25 | GBP | 11,423 | 16,202 | |
| Deutsche Bahn Finance GmbH | 1.250% | 10/23/25 | EUR | 2,013 | 2,569 | |
| Deutsche Bahn Finance GmbH | 1.875% | 2/13/26 | GBP | 1,128 | 1,633 | |
| Deutsche Bahn Finance GmbH | 3.125% | 7/24/26 | GBP | 500 | 770 | |
| Deutsche Bahn Finance GmbH | 0.500% | 4/9/27 | EUR | 4,524 | 5,600 | |
| Deutsche Bahn Finance GmbH | 1.125% | 12/18/28 | EUR | 508 | 656 | |
| Deutsche Bahn Finance GmbH | 2.750% | 3/19/29 | EUR | 2,818 | 4,076 | |
| Deutsche Bahn Finance GmbH | 0.375% | 6/23/29 | EUR | 2,294 | 2,790 | |
| Deutsche Bahn Finance GmbH | 1.625% | 11/6/30 | EUR | 100 | 136 | |
| Deutsche Bahn Finance GmbH | 1.375% | 3/28/31 | EUR | 2,415 | 3,187 | |
| Deutsche Bahn Finance GmbH | 0.875% | 7/11/31 | EUR | 2,174 | 2,743 | |
| Deutsche Bahn Finance GmbH | 1.500% | 12/8/32 | EUR | 5,635 | 7,563 | |
| Deutsche Bahn Finance GmbH | 1.625% | 8/16/33 | EUR | 7,889 | 10,663 | |
| Deutsche Bahn Finance GmbH | 0.750% | 7/16/35 | EUR | 7,322 | 8,839 | |
| Deutsche Bahn Finance GmbH | 1.375% | 4/16/40 | EUR | 8,142 | 10,504 | |
| Deutsche Bahn Finance GmbH | 0.625% | 12/8/50 | EUR | 17,250 | 17,844 | |
| Deutsche Bahn Finance GmbH | 0.950% | 12/31/99 | EUR | 3,300 | 3,984 | |
| Deutsche Bank AG | 2.375% | 1/11/23 | EUR | 9,400 | 11,771 | |
| Deutsche Bank AG | 1.125% | 8/30/23 | EUR | 20,388 | 25,208 | |
| Deutsche Bank AG | 0.625% | 12/19/23 | CHF | 9,255 | 10,279 | |
| Deutsche Bank AG | 3.875% | 2/12/24 | GBP | 100 | 148 | |
| Deutsche Bank AG | 0.250% | 3/8/24 | EUR | 7,486 | 9,174 | |
| Deutsche Bank AG | 2.625% | 12/16/24 | GBP | 8,000 | 11,513 | |
| Deutsche Bank AG | 2.625% | 2/12/26 | EUR | 7,700 | 10,117 | |
| Deutsche Bank AG | 1.375% | 9/3/26 | EUR | 8,900 | 11,043 | |
| Deutsche Bank AG | 0.000% | 10/15/26 | EUR | 4,906 | 5,464 | |
| Deutsche Bank AG | 1.625% | 1/20/27 | EUR | 2,100 | 2,641 | |
| Deutsche Bank AG | 1.750% | 1/17/28 | EUR | 10,000 | 12,646 | |
| Deutsche Bank AG | 0.250% | 8/31/28 | EUR | 4,025 | 4,947 | |
| Deutsche Bank AG | 1.750% | 11/19/30 | EUR | 7,000 | 8,767 | |
| Deutsche Boerse AG | 2.375% | 10/5/22 | EUR | 500 | 624 | |
| Deutsche Boerse AG | 1.625% | 10/8/25 | EUR | 3,299 | 4,274 | |
| Deutsche Boerse AG | 1.125% | 3/26/28 | EUR | 8,050 | 10,335 | |
| Deutsche Hypothekenbank AG | 0.250% | 2/22/23 | EUR | 12,000 | 14,617 | |
| Deutsche Hypothekenbank AG | 0.125% | 11/23/23 | EUR | 100 | 122 | |
| Deutsche Hypothekenbank AG | 0.250% | 5/17/24 | EUR | 11,900 | 14,596 | |
| Deutsche Hypothekenbank AG | 0.500% | 6/29/26 | EUR | 100 | 125 | |
| Deutsche Kreditbank AG | 1.625% | 6/18/24 | EUR | 1,500 | 1,918 | |
| Deutsche Kreditbank AG | 0.500% | 3/19/27 | EUR | 1,200 | 1,502 | |
| Deutsche Pfandbriefbank AG | 1.875% | 1/21/22 | EUR | 8,050 | 9,838 | |
| Deutsche Pfandbriefbank AG | 0.050% | 9/5/22 | EUR | 5,474 | 6,628 | |
| Deutsche Pfandbriefbank AG | 0.010% | 10/16/25 | EUR | 16,000 | 19,499 | |
| Deutsche Pfandbriefbank AG | 0.625% | 8/30/27 | EUR | 15,200 | 19,172 | |
| Deutsche Pfandbriefbank AG | 2.375% | 5/29/28 | EUR | 4,910 | 6,925 |
33
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Deutsche Pfandbriefbank AG | 1.250% | 4/20/35 | EUR | 8,050 | 10,786 | |
| Deutsche Post AG | 2.750% | 10/9/23 | EUR | 1,610 | 2,079 | |
| Deutsche Post AG | 2.875% | 12/11/24 | EUR | 1,610 | 2,146 | |
| Deutsche Post AG | 0.375% | 5/20/26 | EUR | 2,667 | 3,261 | |
| Deutsche Post AG | 1.625% | 12/5/28 | EUR | 16,440 | 21,800 | |
| Deutsche Post AG | 0.750% | 5/20/29 | EUR | 5,000 | 6,233 | |
| Deutsche Telekom AG | 0.500% | 7/5/27 | EUR | 15,294 | 18,773 | |
| Deutsche Telekom AG | 1.375% | 7/5/34 | EUR | 2,415 | 3,099 | |
| Deutsche Telekom AG | 2.250% | 3/29/39 | EUR | 3,421 | 4,771 | |
| Deutsche Telekom AG | 1.750% | 12/9/49 | EUR | 4,025 | 4,951 | |
| Deutsche Telekom International Finance BV | 4.250% | 7/13/22 | EUR | 1,610 | 2,040 | |
| Deutsche Telekom International Finance BV | 0.625% | 12/1/22 | EUR | 16,179 | 19,724 | |
| Deutsche Telekom International Finance BV | 0.625% | 4/3/23 | EUR | 9,659 | 11,803 | |
| Deutsche Telekom International Finance BV | 2.750% | 10/24/24 | EUR | 3,539 | 4,690 | |
| Deutsche Telekom International Finance BV | 4.875% | 4/22/25 | EUR | 7,446 | 10,716 | |
| Deutsche Telekom International Finance BV | 2.500% | 10/10/25 | GBP | 12,074 | 17,843 | |
| Deutsche Telekom International Finance BV | 1.375% | 12/1/25 | EUR | 17,761 | 22,719 | |
| Deutsche Telekom International Finance BV | 1.125% | 5/22/26 | EUR | 100 | 127 | |
| Deutsche Telekom International Finance BV | 1.375% | 1/30/27 | EUR | 200 | 258 | |
| Deutsche Telekom International Finance BV | 3.250% | 1/17/28 | EUR | 100 | 145 | |
| Deutsche Telekom International Finance BV | 1.500% | 4/3/28 | EUR | 4,214 | 5,506 | |
| Deutsche Telekom International Finance BV | 8.875% | 11/27/28 | GBP | 725 | 1,524 | |
| Deutsche Telekom International Finance BV | 2.000% | 12/1/29 | EUR | 7,003 | 9,572 | |
| Deutsche Telekom International Finance BV | 7.500% | 1/24/33 | EUR | 725 | 1,512 | |
| Deutsche Wohnen SE | 1.000% | 4/30/25 | EUR | 8,000 | 9,994 | |
| DVB Bank SE | 1.250% | 6/16/23 | EUR | 15,500 | 19,192 | |
| DZ HYP AG | 0.125% | 9/30/22 | EUR | 10,464 | 12,695 | |
| DZ HYP AG | 0.625% | 6/5/24 | EUR | 100 | 124 | |
| DZ HYP AG | 0.375% | 6/6/25 | EUR | 1,600 | 1,982 | |
| DZ HYP AG | 0.500% | 11/13/25 | EUR | 12,879 | 16,062 | |
| DZ HYP AG | 0.750% | 2/2/26 | EUR | 8,000 | 10,106 | |
| DZ HYP AG | 0.375% | 3/31/26 | EUR | 4,991 | 6,201 | |
| DZ HYP AG | 0.100% | 8/31/26 | EUR | 1,000 | 1,225 | |
| DZ HYP AG | 0.500% | 9/30/26 | EUR | 8,050 | 10,076 | |
| DZ HYP AG | 0.500% | 4/1/27 | EUR | 4,000 | 5,012 | |
| DZ HYP AG | 0.750% | 6/30/27 | EUR | 966 | 1,228 | |
| DZ HYP AG | 0.625% | 8/30/27 | EUR | 8,000 | 10,106 | |
| DZ HYP AG | 0.875% | 1/30/29 | EUR | 8,050 | 10,371 | |
| DZ HYP AG | 0.050% | 6/29/29 | EUR | 8,050 | 9,730 | |
| DZ HYP AG | 0.875% | 1/18/30 | EUR | 9,800 | 12,647 | |
| DZ HYP AG | 0.010% | 3/29/30 | EUR | 20,000 | 23,983 | |
| DZ HYP AG | 0.875% | 4/17/34 | EUR | 8,050 | 10,370 | |
| E.ON International Finance BV | 5.500% | 7/6/22 | GBP | 1,100 | 1,607 | |
| E.ON International Finance BV | 5.625% | 12/6/23 | GBP | 1,127 | 1,750 | |
| E.ON International Finance BV | 1.625% | 5/30/26 | EUR | 10,303 | 13,308 | |
| E.ON International Finance BV | 6.375% | 6/7/32 | GBP | 5,071 | 9,864 | |
| E.ON International Finance BV | 4.750% | 1/31/34 | GBP | 4,300 | 7,506 | |
| E.ON International Finance BV | 5.875% | 10/30/37 | GBP | 9,200 | 18,544 | |
| E.ON International Finance BV | 6.750% | 1/27/39 | GBP | 1,000 | 2,226 | |
| E.ON SE | 0.375% | 4/20/23 | EUR | 3,421 | 4,159 | |
| E.ON SE | 0.875% | 5/22/24 | EUR | 500 | 618 | |
| E.ON SE | 0.250% | 10/24/26 | EUR | 12,074 | 14,615 | |
| E.ON SE | 0.375% | 9/29/27 | EUR | 4,025 | 4,895 | |
| E.ON SE | 0.750% | 2/20/28 | EUR | 7,909 | 9,805 | |
| E.ON SE | 1.625% | 5/22/29 | EUR | 6,520 | 8,580 |
34
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| E.ON SE | 0.350% | 2/28/30 | EUR | 4,025 | 4,784 | |
| E.ON SE | 0.875% | 8/20/31 | EUR | 13,400 | 16,558 | |
| E.ON SE | 0.625% | 11/7/31 | EUR | 13,925 | 16,674 | |
| EnBW Energie Baden-Wuerttemberg AG | 1.625% | 8/5/79 | EUR | 2,400 | 2,922 | |
| EnBW Energie Baden-Wuerttemberg AG | 1.125% | 11/5/79 | EUR | 2,400 | 2,909 | |
| EnBW Energie Baden-Wuerttemberg AG | 1.875% | 6/29/80 | EUR | 5,600 | 6,955 | |
| EnBW International Finance BV | 0.625% | 4/17/25 | EUR | 11,430 | 14,088 | |
| EnBW International Finance BV | 2.500% | 6/4/26 | EUR | 1,610 | 2,172 | |
| EnBW International Finance BV | 0.250% | 10/19/30 | EUR | 7,647 | 9,023 | |
| EnBW International Finance BV | 6.125% | 7/7/39 | EUR | 3,450 | 7,634 | |
| e-netz Suedhessen AG | 6.125% | 4/23/41 | EUR | 400 | 765 | |
| Eurogrid GmbH | 1.625% | 11/3/23 | EUR | 1,500 | 1,878 | |
| Eurogrid GmbH | 1.875% | 6/10/25 | EUR | 15,900 | 20,505 | |
| Eurogrid GmbH | 1.500% | 4/18/28 | EUR | 4,900 | 6,369 | |
| Evonik Industries AG | 0.625% | 9/18/25 | EUR | 4,100 | 5,043 | |
| EWE AG | 0.375% | 10/22/32 | EUR | 42,558 | 49,474 | |
| Fresenius Finance Ireland plc | 1.500% | 1/30/24 | EUR | 8,402 | 10,487 | |
| Fresenius Finance Ireland plc | 3.000% | 1/30/32 | EUR | 1,266 | 1,842 | |
| Fresenius Medical Care AG & Co. KGaA | 0.250% | 11/29/23 | EUR | 5,796 | 7,019 | |
| Fresenius Medical Care AG & Co. KGaA | 1.500% | 7/11/25 | EUR | 400 | 508 | |
| Fresenius Medical Care AG & Co. KGaA | 1.500% | 5/29/30 | EUR | 8,050 | 10,207 | |
| Fresenius SE & Co. KGaA | 4.000% | 2/1/24 | EUR | 7,245 | 9,664 | |
| Fresenius SE & Co. KGaA | 1.625% | 10/8/27 | EUR | 8,050 | 10,408 | |
| Fresenius SE & Co. KGaA | 0.750% | 1/15/28 | EUR | 9,257 | 11,291 | |
| Fresenius SE & Co. KGaA | 2.875% | 2/15/29 | EUR | 9,659 | 13,538 | |
| Grand City Properties SA | 1.500% | 4/17/25 | EUR | 4,000 | 5,079 | |
| Grand City Properties SA | 1.375% | 8/3/26 | EUR | 14,500 | 18,415 | |
| Grand City Properties SA | 1.500% | 2/22/27 | EUR | 1,600 | 2,041 | |
| Grand City Properties SA | 2.500% | 12/31/99 | EUR | 1,000 | 1,234 | |
| Hamburg Commercial Bank AG | 0.750% | 6/22/22 | EUR | 400 | 487 | |
| Hamburg Commercial Bank AG | 0.375% | 4/27/23 | EUR | 8,700 | 10,625 | |
| Hamburg Commercial Bank AG | 0.375% | 7/12/23 | EUR | 12,900 | 15,771 | |
| Hannover Finance Luxembourg SA | 5.000% | 6/30/43 | EUR | 4,900 | 6,502 | |
| Hannover Rueck SE | 3.375% | 6/29/49 | EUR | 100 | 134 | |
| HeidelbergCement AG | 2.250% | 3/30/23 | EUR | 6,440 | 8,051 | |
| HeidelbergCement AG | 2.250% | 6/3/24 | EUR | 8,613 | 11,028 | |
| HeidelbergCement AG | 1.500% | 2/7/25 | EUR | 11,269 | 14,225 | |
| HeidelbergCement Finance Luxembourg SA | 1.625% | 4/7/26 | EUR | 6,198 | 7,942 | |
| HeidelbergCement Finance Luxembourg SA | 1.500% | 6/14/27 | EUR | 400 | 513 | |
| HeidelbergCement Finance Luxembourg SA | 1.125% | 12/1/27 | EUR | 8,050 | 10,115 | |
| HeidelbergCement Finance Luxembourg SA | 1.750% | 4/24/28 | EUR | 9,015 | 11,731 | |
| Hella GmbH & Co. KGaA | 1.000% | 5/17/24 | EUR | 644 | 794 | |
| Henkel AG & Co. KGaA | 0.875% | 9/13/22 | GBP | 11,091 | 15,399 | |
| ING-DiBa AG | 0.250% | 10/9/23 | EUR | 4,000 | 4,894 | |
| ING-DiBa AG | 0.250% | 11/16/26 | EUR | 4,000 | 4,938 | |
| ING-DiBa AG | 0.125% | 5/23/27 | EUR | 4,000 | 4,903 | |
| ING-DiBa AG | 1.000% | 5/23/39 | EUR | 15,300 | 20,070 | |
| innogy Finance BV | 1.000% | 4/13/25 | EUR | 4,025 | 5,011 | |
| innogy Finance BV | 1.500% | 7/31/29 | EUR | 31,939 | 41,652 | |
| innogy Finance BV | 6.250% | 6/3/30 | GBP | 17,226 | 32,070 | |
| innogy Finance BV | 6.125% | 7/6/39 | GBP | 2,400 | 5,085 | |
| Landesbank Baden-Wuerttemberg | 0.200% | 12/13/21 | EUR | 5,600 | 6,756 | |
| Landesbank Baden-Wuerttemberg | 0.500% | 6/7/22 | EUR | 2,400 | 2,909 | |
| Landesbank Baden-Wuerttemberg | 0.200% | 1/10/24 | EUR | 1,610 | 1,971 | |
| Landesbank Baden-Wuerttemberg | 0.375% | 5/24/24 | EUR | 1,500 | 1,830 |
35
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Landesbank Baden-Wuerttemberg | 0.250% | 1/10/25 | EUR | 8,000 | 9,843 | |
| Landesbank Baden-Wuerttemberg | 1.500% | 2/3/25 | GBP | 1,600 | 2,247 | |
| Landesbank Baden-Wuerttemberg | 0.375% | 2/27/25 | EUR | 8,050 | 9,956 | |
| Landesbank Baden-Wuerttemberg | 0.375% | 2/18/27 | EUR | 28,100 | 34,058 | |
| Landesbank Baden-Wuerttemberg | 0.010% | 9/18/28 | EUR | 6,609 | 7,992 | |
| Landesbank Hessen-Thueringen Girozentrale | 0.125% | 11/21/22 | EUR | 18,100 | 21,976 | |
| Landesbank Hessen-Thueringen Girozentrale | 0.250% | 3/20/23 | EUR | 12,000 | 14,632 | |
| Landesbank Hessen-Thueringen Girozentrale | 1.875% | 6/26/23 | EUR | 800 | 1,011 | |
| Landesbank Hessen-Thueringen Girozentrale | 0.375% | 2/8/24 | EUR | 8,000 | 9,843 | |
| Landesbank Hessen-Thueringen Girozentrale | 0.125% | 11/19/24 | EUR | 1,600 | 1,947 | |
| Landesbank Hessen-Thueringen Girozentrale | 0.375% | 5/12/25 | EUR | 7,200 | 8,813 | |
| Landesbank Hessen-Thueringen Girozentrale | 0.500% | 9/25/25 | EUR | 500 | 623 | |
| LANXESS AG | 2.625% | 11/21/22 | EUR | 300 | 376 | |
| LANXESS AG | 1.125% | 5/16/25 | EUR | 7,647 | 9,610 | |
| LEG Immobilien SE | 1.250% | 1/23/24 | EUR | 800 | 991 | |
| LEG Immobilien SE | 0.875% | 11/28/27 | EUR | 3,900 | 4,841 | |
| Merck Financial Services GmbH | 0.005% | 12/15/23 | EUR | 16,000 | 19,308 | |
| Merck Financial Services GmbH | 0.875% | 7/5/31 | EUR | 600 | 752 | |
| Merck KGaA | 3.375% | 12/12/74 | EUR | 300 | 396 | |
| Merck KGaA | 1.625% | 9/9/80 | EUR | 8,800 | 10,821 | |
| Muenchener Hypothekenbank eG | 1.750% | 6/3/22 | EUR | 805 | 992 | |
| Muenchener Hypothekenbank eG | 0.500% | 4/22/26 | EUR | 500 | 625 | |
| Muenchener Hypothekenbank eG | 0.625% | 10/23/26 | EUR | 966 | 1,217 | |
| Muenchener Hypothekenbank eG | 0.625% | 5/7/27 | EUR | 10,464 | 13,206 | |
| Muenchener Hypothekenbank eG | 0.625% | 11/10/27 | EUR | 12,074 | 15,255 | |
| Muenchener Hypothekenbank eG | 2.500% | 7/4/28 | EUR | 10,263 | 14,655 | |
| Muenchener Hypothekenbank eG | 1.000% | 4/18/39 | EUR | 7,486 | 9,788 | |
| Muenchener Hypothekenbank eG | 0.010% | 11/2/40 | EUR | 10,000 | 10,875 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1.250% | 5/26/41 | EUR | 7,400 | 8,924 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 6.250% | 5/26/42 | EUR | 9,400 | 12,034 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 6.625% | 5/26/42 | GBP | 4,500 | 6,591 | |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 3.250% | 5/26/49 | EUR | 3,400 | 4,754 | |
| Norddeutsche Landesbank-Girozentrale | 0.375% | 10/9/24 | EUR | 886 | 1,092 | |
| Norddeutsche Landesbank-Girozentrale | 0.250% | 10/28/26 | EUR | 8,050 | 9,914 | |
| O2 Telefonica Deutschland Finanzierungs GmbH | 1.750% | 7/5/25 | EUR | 5,300 | 6,750 | |
| Roadster Finance DAC | 2.375% | 12/8/32 | EUR | 400 | 514 | |
| Robert Bosch GmbH | 1.750% | 7/8/24 | EUR | 200 | 256 | |
| Robert Bosch Investment Nederland BV | 2.625% | 5/24/28 | EUR | 1,000 | 1,424 | |
| Santander Consumer Bank AG | 0.750% | 10/17/22 | EUR | 15,000 | 18,281 | |
| Santander Consumer Bank AG | 0.250% | 10/15/24 | EUR | 1,600 | 1,937 | |
| SAP SE | 1.125% | 2/20/23 | EUR | 2,134 | 2,623 | |
| SAP SE | 0.750% | 12/10/24 | EUR | 1,100 | 1,363 | |
| SAP SE | 1.250% | 3/10/28 | EUR | 4,600 | 5,938 | |
| SAP SE | 0.375% | 5/18/29 | EUR | 500 | 607 | |
| SAP SE | 1.625% | 3/10/31 | EUR | 13,800 | 18,510 | |
| Siemens Financieringsmaatschappij NV | 0.000% | 9/5/24 | EUR | 11,229 | 13,571 | |
| Siemens Financieringsmaatschappij NV | 2.750% | 9/10/25 | GBP | 1,000 | 1,494 | |
| Siemens Financieringsmaatschappij NV | 2.875% | 3/10/28 | EUR | 500 | 722 | |
| Siemens Financieringsmaatschappij NV | 0.125% | 9/5/29 | EUR | 8,050 | 9,618 | |
| Siemens Financieringsmaatschappij NV | 1.375% | 9/6/30 | EUR | 300 | 397 | |
| Siemens Financieringsmaatschappij NV | 1.250% | 2/28/31 | EUR | 12,757 | 16,743 |
36
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Siemens Financieringsmaatschappij NV | 0.500% | 2/20/32 | EUR | 4,000 | 4,859 | |
| Siemens Financieringsmaatschappij NV | 0.500% | 9/5/34 | EUR | 5,635 | 6,705 | |
| Siemens Financieringsmaatschappij NV | 1.750% | 2/28/39 | EUR | 7,404 | 10,242 | |
| Siemens Financieringsmaatschappij NV | 3.750% | 9/10/42 | GBP | 2,400 | 4,482 | |
| Talanx AG | 2.500% | 7/23/26 | EUR | 1,600 | 2,184 | |
| Talanx AG | 2.250% | 12/5/47 | EUR | 8,200 | 10,495 | |
| Talanx Finanz Luxembourg SA | 8.367% | 6/15/42 | EUR | 3,200 | 4,205 | |
| TLG Immobilien AG | 1.500% | 5/28/26 | EUR | 7,800 | 9,872 | |
| UniCredit Bank AG | 1.875% | 9/12/22 | EUR | 500 | 621 | |
| UniCredit Bank AG | 0.125% | 10/26/23 | EUR | 1,610 | 1,963 | |
| UniCredit Bank AG | 1.875% | 4/9/24 | EUR | 4,106 | 5,271 | |
| UniCredit Bank AG | 0.625% | 2/12/25 | EUR | 100 | 125 | |
| UniCredit Bank AG | 0.625% | 11/20/25 | EUR | 5,393 | 6,760 | |
| UniCredit Bank AG | 0.500% | 5/4/26 | EUR | 500 | 625 | |
| UniCredit Bank AG | 0.010% | 9/15/28 | EUR | 9,176 | 11,093 | |
| UniCredit Bank AG | 0.875% | 1/11/29 | EUR | 10,223 | 13,161 | |
| UniCredit Bank AG | 0.250% | 1/15/32 | EUR | 15,696 | 19,046 | |
| UniCredit Bank AG | 0.850% | 5/22/34 | EUR | 12,155 | 15,628 | |
| Vier Gas Transport GmbH | 3.125% | 7/10/23 | EUR | 6,520 | 8,413 | |
| Vier Gas Transport GmbH | 2.875% | 6/12/25 | EUR | 9,257 | 12,499 | |
| Volkswagen Bank GmbH | 1.250% | 8/1/22 | EUR | 5,800 | 7,094 | |
| Volkswagen Bank GmbH | 0.750% | 6/15/23 | EUR | 9,176 | 11,219 | |
| Volkswagen Bank GmbH | 1.250% | 6/10/24 | EUR | 32,900 | 41,036 | |
| Volkswagen Bank GmbH | 1.250% | 12/15/25 | EUR | 1,047 | 1,318 | |
| Volkswagen Bank GmbH | 2.500% | 7/31/26 | EUR | 4,200 | 5,624 | |
| Volkswagen Financial Services AG | 0.875% | 4/12/23 | EUR | 886 | 1,084 | |
| Volkswagen Financial Services AG | 1.500% | 10/1/24 | EUR | 4,830 | 6,080 | |
| Volkswagen Financial Services AG | 2.250% | 10/16/26 | EUR | 1,610 | 2,140 | |
| Volkswagen Financial Services AG | 3.375% | 4/6/28 | EUR | 16,099 | 23,082 | |
| Volkswagen Financial Services NV | 1.625% | 6/9/22 | GBP | 2,800 | 3,904 | |
| Volkswagen Financial Services NV | 1.750% | 9/12/22 | GBP | 805 | 1,126 | |
| Volkswagen Financial Services NV | 2.250% | 4/12/25 | GBP | 483 | 693 | |
| Volkswagen International Finance NV | 3.375% | 11/16/26 | GBP | 5,700 | 8,649 | |
| Volkswagen International Finance NV | 1.875% | 3/30/27 | EUR | 14,600 | 19,045 | |
| Volkswagen International Finance NV | 3.250% | 11/18/30 | EUR | 1,400 | 2,064 | |
| Volkswagen International Finance NV | 1.250% | 9/23/32 | EUR | 4,600 | 5,751 | |
| Volkswagen International Finance NV | 3.300% | 3/22/33 | EUR | 800 | 1,205 | |
| Volkswagen International Finance NV | 4.125% | 11/16/38 | EUR | 13,000 | 21,530 | |
| Volkswagen International Finance NV | 4.625% | 3/29/49 | EUR | 2,000 | 2,723 | |
| Volkswagen International Finance NV | 5.125% | 9/29/49 | EUR | 3,301 | 4,367 | |
| Volkswagen International Finance NV | 3.500% | 12/29/49 | EUR | 8,211 | 10,689 | |
| Volkswagen International Finance NV | 2.700% | 12/31/99 | EUR | 9,200 | 11,397 | |
| Volkswagen International Finance NV | 3.375% | 12/31/99 | EUR | 13,200 | 16,876 | |
| Volkswagen International Finance NV | 3.500% | 12/31/99 | EUR | 15,200 | 19,637 | |
| Volkswagen International Finance NV | 3.875% | 12/31/99 | EUR | 8,300 | 10,984 | |
| Volkswagen International Finance NV | 3.875% | 12/31/99 | EUR | 4,000 | 5,301 | |
| Volkswagen International Finance NV | 4.625% | 12/31/99 | EUR | 7,500 | 10,403 | |
| Volkswagen Leasing GmbH | 2.375% | 9/6/22 | EUR | 8,000 | 9,944 | |
| Volkswagen Leasing GmbH | 1.000% | 2/16/23 | EUR | 9,217 | 11,298 | |
| Volkswagen Leasing GmbH | 2.625% | 1/15/24 | EUR | 1,852 | 2,386 | |
| Volkswagen Leasing GmbH | 1.125% | 4/4/24 | EUR | 8,452 | 10,489 | |
| Volkswagen Leasing GmbH | 1.375% | 1/20/25 | EUR | 9,337 | 11,741 | |
| Volkswagen Leasing GmbH | 1.625% | 8/15/25 | EUR | 1,755 | 2,237 | |
| Volkswagen Leasing GmbH | 0.500% | 1/12/29 | EUR | 8,000 | 9,538 | |
| Vonovia Finance BV | 0.750% | 1/25/22 | EUR | 100 | 121 |
37
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Vonovia Finance BV | 0.875% | 7/3/23 | EUR | 700 | 859 | |
| Vonovia Finance BV | 2.250% | 12/15/23 | EUR | 10,200 | 13,038 | |
| Vonovia Finance BV | 1.500% | 3/31/25 | EUR | 4,106 | 5,238 | |
| Vonovia Finance BV | 1.800% | 6/29/25 | EUR | 20,000 | 25,761 | |
| Vonovia Finance BV | 1.125% | 9/8/25 | EUR | 2,000 | 2,525 | |
| Vonovia Finance BV | 1.500% | 3/22/26 | EUR | 14,900 | 19,169 | |
| Vonovia Finance BV | 1.500% | 6/10/26 | EUR | 4,000 | 5,153 | |
| Vonovia Finance BV | 1.750% | 1/25/27 | EUR | 200 | 262 | |
| Vonovia Finance BV | 0.625% | 10/7/27 | EUR | 4,800 | 5,891 | |
| Vonovia Finance BV | 1.500% | 1/14/28 | EUR | 1,100 | 1,423 | |
| Vonovia Finance BV | 2.250% | 4/7/30 | EUR | 8,000 | 10,980 | |
| Vonovia Finance BV | 1.125% | 9/14/34 | EUR | 8,000 | 9,745 | |
| Vonovia Finance BV | 2.750% | 3/22/38 | EUR | 200 | 294 | |
| Vonovia Finance BV | 4.000% | 12/29/49 | EUR | 1,800 | 2,213 | |
| VW Credit Canada Inc. | 3.250% | 3/29/23 | CAD | 6,842 | 5,813 | |
| VW Credit Canada Inc. | 2.850% | 9/26/24 | CAD | 1,365 | 1,170 | |
| VW Credit Canada Inc. | 1.500% | 9/23/25 | CAD | 4,990 | 4,046 | |
| Wintershall Dea Finance BV | 0.840% | 9/25/25 | EUR | 8,000 | 9,833 | |
| Wintershall Dea Finance BV | 1.823% | 9/25/31 | EUR | 8,000 | 9,914 | |
| Wuerth Finance International BV | 1.000% | 5/19/22 | EUR | 400 | 486 | |
| 3,133,184 | ||||||
| Hong Kong (0.0%) | ||||||
| Cheung Kong Infrastructure Finance BVI Ltd. | 1.000% | 12/12/24 | EUR | 483 | 589 | |
| Hong Kong & Shanghai Banking Corp. Ltd. | 0.204% | 6/25/24 | JPY | 500,000 | 4,518 | |
| 5,107 | ||||||
| Ireland (0.1%) | ||||||
| Bank of Ireland Group plc | 1.375% | 8/29/23 | EUR | 12,235 | 15,192 | |
| Bank of Ireland Group plc | 1.000% | 11/25/25 | EUR | 17,708 | 21,884 | |
| CRH Finance DAC | 3.125% | 4/3/23 | EUR | 8,734 | 11,168 | |
| CRH Finance DAC | 1.375% | 10/18/28 | EUR | 1,127 | 1,457 | |
| CRH Finance Switzerland AG | 1.375% | 9/30/22 | CHF | 4,265 | 4,772 | |
| CRH Funding BV | 1.625% | 5/5/30 | EUR | 8,050 | 10,565 | |
| ESB Finance DAC | 3.494% | 1/12/24 | EUR | 805 | 1,059 | |
| ESB Finance DAC | 2.125% | 6/8/27 | EUR | 5,091 | 6,839 | |
| ESB Finance DAC | 1.875% | 6/14/31 | EUR | 4,025 | 5,487 | |
| ESB Finance DAC | 2.125% | 11/5/33 | EUR | 8,935 | 12,565 | |
| Freshwater Finance plc | 5.182% | 4/20/35 | GBP | 1,610 | 2,980 | |
| Freshwater Finance plc | 4.607% | 10/17/36 | GBP | 906 | 1,584 | |
| GAS Networks Ireland | 1.375% | 12/5/26 | EUR | 2,013 | 2,587 | |
| Kerry Group Financial Services Unltd Co. | 2.375% | 9/10/25 | EUR | 8,452 | 11,114 | |
| Ryanair DAC | 1.125% | 3/10/23 | EUR | 200 | 244 | |
| Ryanair DAC | 1.125% | 8/15/23 | EUR | 2,415 | 2,952 | |
| Ryanair DAC | 2.875% | 9/15/25 | EUR | 6,000 | 7,847 | |
| 120,296 | ||||||
| Italy (0.7%) | ||||||
| 2i Rete Gas SPA | 3.000% | 7/16/24 | EUR | 4,830 | 6,355 | |
| 2i Rete Gas SPA | 1.608% | 10/31/27 | EUR | 5,232 | 6,727 | |
| A2A SPA | 1.250% | 3/16/24 | EUR | 3,220 | 4,017 | |
| A2A SPA | 0.625% | 10/28/32 | EUR | 10,384 | 12,051 | |
| ACEA SPA | 1.000% | 10/24/26 | EUR | 4,927 | 6,163 | |
| ACEA SPA | 1.500% | 6/8/27 | EUR | 11,951 | 15,373 | |
| ACEA SPA | 0.500% | 4/6/29 | EUR | 10,850 | 12,982 | |
| Aeroporti di Roma SPA | 5.441% | 2/20/23 | GBP | 250 | 366 | |
| Aeroporti di Roma SPA | 1.625% | 6/8/27 | EUR | 3,140 | 3,877 | |
38
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Assicurazioni Generali SPA | 5.125% | 9/16/24 | EUR | 5,860 | 8,344 | |
| Assicurazioni Generali SPA | 4.125% | 5/4/26 | EUR | 2,000 | 2,826 | |
| Assicurazioni Generali SPA | 7.750% | 12/12/42 | EUR | 6,400 | 8,616 | |
| Assicurazioni Generali SPA | 5.500% | 10/27/47 | EUR | 12,667 | 18,680 | |
| Assicurazioni Generali SPA | 5.000% | 6/8/48 | EUR | 2,415 | 3,492 | |
| ASTM SPA | 1.625% | 2/8/28 | EUR | 2,978 | 3,688 | |
| Banca Monte dei Paschi di Siena SPA | 2.875% | 7/16/24 | EUR | 4,540 | 5,984 | |
| Banca Monte dei Paschi di Siena SPA | 2.125% | 11/26/25 | EUR | 7,245 | 9,586 | |
| Banco BPM SPA | 0.625% | 6/8/23 | EUR | 8,050 | 9,864 | |
| Banco BPM SPA | 1.000% | 1/23/25 | EUR | 12,074 | 15,170 | |
| Banco di Desio e della Brianza SPA | 0.875% | 9/12/24 | EUR | 12,879 | 16,048 | |
| Buzzi Unicem SPA | 2.125% | 4/28/23 | EUR | 1,047 | 1,309 | |
| Credit Agricole Italia SPA | 0.875% | 6/16/23 | EUR | 8,000 | 9,875 | |
| Credit Agricole Italia SPA | 0.250% | 9/30/24 | EUR | 8,600 | 10,532 | |
| Credit Agricole Italia SPA | 0.625% | 1/13/26 | EUR | 4,500 | 5,629 | |
| Credit Agricole Italia SPA | 1.000% | 3/25/27 | EUR | 12,000 | 15,372 | |
| Credit Agricole Italia SPA | 0.250% | 1/17/28 | EUR | 4,000 | 4,908 | |
| Credit Agricole Italia SPA | 1.625% | 3/21/29 | EUR | 1,600 | 2,165 | |
| Credit Agricole Italia SPA | 1.750% | 1/15/38 | EUR | 4,000 | 5,723 | |
| Credit Agricole Italia SPA | 1.000% | 1/17/45 | EUR | 700 | 895 | |
| Credito Emiliano SPA | 1.125% | 1/17/24 | EUR | 8,050 | 10,037 | |
| Enel Finance International NV | 4.875% | 4/17/23 | EUR | 1,932 | 2,555 | |
| Enel Finance International NV | 5.250% | 9/29/23 | EUR | 593 | 807 | |
| Enel Finance International NV | 0.000% | 6/17/24 | EUR | 2,415 | 2,922 | |
| Enel Finance International NV | 5.625% | 8/14/24 | GBP | 9,124 | 14,545 | |
| Enel Finance International NV | 1.000% | 9/16/24 | EUR | 3,059 | 3,811 | |
| Enel Finance International NV | 1.966% | 1/27/25 | EUR | 11,846 | 15,305 | |
| Enel Finance International NV | 1.375% | 6/1/26 | EUR | 30,091 | 38,547 | |
| Enel Finance International NV | 1.125% | 9/16/26 | EUR | 2,174 | 2,753 | |
| Enel Finance International NV | 0.375% | 6/17/27 | EUR | 13,040 | 15,926 | |
| Enel Finance International NV | 1.000% | 10/20/27 | GBP | 2,496 | 3,369 | |
| Enel Finance International NV | 1.125% | 10/17/34 | EUR | 4,186 | 5,272 | |
| Enel Finance International NV | 5.750% | 9/14/40 | GBP | 13,523 | 27,695 | |
| Enel SPA | 5.750% | 6/22/37 | GBP | 2,415 | 4,778 | |
| Enel SPA | 3.500% | 5/24/80 | EUR | 6,440 | 8,474 | |
| Enel SPA | 3.375% | 11/24/81 | EUR | 300 | 400 | |
| Enel SPA | 2.500% | 12/31/99 | EUR | 8,935 | 11,238 | |
| Eni SPA | 2.625% | 11/22/21 | EUR | 2,415 | 2,951 | |
| Eni SPA | 0.750% | 5/17/22 | EUR | 500 | 608 | |
| Eni SPA | 1.750% | 1/18/24 | EUR | 8,822 | 11,153 | |
| Eni SPA | 0.625% | 9/19/24 | EUR | 8,050 | 9,910 | |
| Eni SPA | 3.750% | 9/12/25 | EUR | 5,313 | 7,436 | |
| Eni SPA | 1.500% | 2/2/26 | EUR | 644 | 828 | |
| Eni SPA | 1.500% | 1/17/27 | EUR | 4,025 | 5,198 | |
| Eni SPA | 1.625% | 5/17/28 | EUR | 2,415 | 3,175 | |
| Eni SPA | 1.125% | 9/19/28 | EUR | 4,427 | 5,630 | |
| Eni SPA | 0.625% | 1/23/30 | EUR | 8,050 | 9,719 | |
| Eni SPA | 1.000% | 10/11/34 | EUR | 4,830 | 5,879 | |
| Eni SPA | 2.625% | 12/31/99 | EUR | 6,440 | 8,128 | |
| Eni SPA | 3.375% | 12/31/99 | EUR | 4,025 | 5,123 | |
| FCA Bank SPA | 1.250% | 6/21/22 | EUR | 110 | 134 | |
| FCA Bank SPA | 0.250% | 2/28/23 | EUR | 12,074 | 14,588 | |
| Hera SPA | 0.875% | 10/14/26 | EUR | 4,025 | 4,999 | |
| Hera SPA | 0.875% | 7/5/27 | EUR | 8,050 | 10,057 | |
| Hera SPA | 5.200% | 1/29/28 | EUR | 4,830 | 7,727 |
39
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Intesa Sanpaolo SPA | 0.875% | 6/27/22 | EUR | 10,142 | 12,335 | |
| Intesa Sanpaolo SPA | 0.750% | 10/17/22 | EUR | 100 | 122 | |
| Intesa Sanpaolo SPA | 3.625% | 12/5/22 | EUR | 3,300 | 4,223 | |
| Intesa Sanpaolo SPA | 1.000% | 1/27/23 | EUR | 14,891 | 18,339 | |
| Intesa Sanpaolo SPA | 2.125% | 8/30/23 | EUR | 6,440 | 8,126 | |
| Intesa Sanpaolo SPA | 4.000% | 10/30/23 | EUR | 4,910 | 6,491 | |
| Intesa Sanpaolo SPA | 1.375% | 1/18/24 | EUR | 12,074 | 15,048 | |
| Intesa Sanpaolo SPA | 3.125% | 2/5/24 | EUR | 3,220 | 4,248 | |
| Intesa Sanpaolo SPA | 0.500% | 3/5/24 | EUR | 4,000 | 4,935 | |
| Intesa Sanpaolo SPA | 1.500% | 4/10/24 | EUR | 4,025 | 5,044 | |
| Intesa Sanpaolo SPA | 1.000% | 7/4/24 | EUR | 4,669 | 5,775 | |
| Intesa Sanpaolo SPA | 0.500% | 7/15/24 | EUR | 4,427 | 5,469 | |
| Intesa Sanpaolo SPA | 3.375% | 1/24/25 | EUR | 8,400 | 11,519 | |
| Intesa Sanpaolo SPA | 1.250% | 2/7/25 | EUR | 2,013 | 2,564 | |
| Intesa Sanpaolo SPA | 1.125% | 7/14/25 | EUR | 4,000 | 5,097 | |
| Intesa Sanpaolo SPA | 1.000% | 9/25/25 | EUR | 8,050 | 10,221 | |
| Intesa Sanpaolo SPA | 3.250% | 2/10/26 | EUR | 3,200 | 4,497 | |
| Intesa Sanpaolo SPA | 0.375% | 9/14/26 | EUR | 8,050 | 9,948 | |
| Intesa Sanpaolo SPA | 1.000% | 11/19/26 | EUR | 10,464 | 12,898 | |
| Intesa Sanpaolo SPA | 1.125% | 10/4/27 | EUR | 11,028 | 14,212 | |
| Intesa Sanpaolo SPA | 1.750% | 3/20/28 | EUR | 20,991 | 26,831 | |
| Intesa Sanpaolo SPA | 1.750% | 7/4/29 | EUR | 7,245 | 9,270 | |
| Intesa Sanpaolo SPA | 1.250% | 1/15/30 | EUR | 500 | 656 | |
| Intesa Sanpaolo SPA | 2.500% | 1/15/30 | GBP | 2,415 | 3,380 | |
| Iren SPA | 0.875% | 11/4/24 | EUR | 3,703 | 4,585 | |
| Iren SPA | 1.950% | 9/19/25 | EUR | 4,830 | 6,233 | |
| Italgas SPA | 0.875% | 4/24/30 | EUR | 4,830 | 5,947 | |
| Mediobanca Banca di Credito Finanziario SPA | 1.125% | 7/15/25 | EUR | 5,635 | 7,013 | |
| Mediobanca Banca di Credito Finanziario SPA | 1.375% | 11/10/25 | EUR | 8,693 | 11,215 | |
| Mediobanca Banca di Credito Finanziario SPA | 0.875% | 1/15/26 | EUR | 12,879 | 15,823 | |
| Mediobanca Banca di Credito Finanziario SPA | 1.250% | 11/24/29 | EUR | 2,093 | 2,767 | |
| Snam SPA | 1.000% | 9/18/23 | EUR | 100 | 124 | |
| Snam SPA | 0.000% | 5/12/24 | EUR | 2,415 | 2,914 | |
| Snam SPA | 0.875% | 10/25/26 | EUR | 15,821 | 19,701 | |
| Snam SPA | 1.000% | 9/12/34 | EUR | 6,440 | 7,787 | |
| Terna Rete Elettrica Nazionale SPA | 1.375% | 7/26/27 | EUR | 7,840 | 10,056 | |
| Terna Rete Elettrica Nazionale SPA | 1.000% | 10/11/28 | EUR | 10,706 | 13,540 | |
| UniCredit SPA | 2.000% | 3/4/23 | EUR | 8,050 | 10,047 | |
| UniCredit SPA | 5.250% | 4/30/23 | EUR | 7,245 | 9,699 | |
| UniCredit SPA | 1.250% | 6/25/25 | EUR | 25,508 | 31,552 | |
| UniCredit SPA | 1.250% | 6/16/26 | EUR | 14,000 | 17,359 | |
| UniCredit SPA | 0.375% | 10/31/26 | EUR | 15,334 | 18,851 | |
| UniCredit SPA | 2.200% | 7/22/27 | EUR | 8,050 | 10,230 | |
| UniCredit SPA | 1.800% | 1/20/30 | EUR | 8,000 | 9,904 | |
| UniCredit SPA | 0.850% | 1/19/31 | EUR | 13,000 | 15,316 | |
| 940,205 | ||||||
| Japan (0.4%) | ||||||
| Asahi Group Holdings Ltd. | 0.155% | 10/23/24 | EUR | 5,635 | 6,803 | |
| Daiichi Sankyo Co. Ltd. | 0.810% | 7/25/36 | JPY | 300,000 | 2,787 | |
| Denso Corp. | 0.315% | 3/17/28 | JPY | 600,000 | 5,495 | |
| East Japan Railway Co. | 4.875% | 6/14/34 | GBP | 4,400 | 8,215 | |
| East Japan Railway Co. | 4.500% | 1/25/36 | GBP | 1,300 | 2,392 | |
| East Nippon Expressway Co. Ltd. | 0.090% | 6/20/22 | JPY | 480,000 | 4,394 | |
| East Nippon Expressway Co. Ltd. | 0.090% | 12/20/22 | JPY | 400,000 | 3,663 | |
| East Nippon Expressway Co. Ltd. | 0.070% | 6/20/25 | JPY | 1,060,000 | 9,703 | |
40
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| East Nippon Expressway Co. Ltd. | 0.140% | 7/31/29 | JPY | 1,050,000 | 9,562 | |
| Fast Retailing Co. Ltd. | 0.749% | 12/18/25 | JPY | 100,000 | 947 | |
| Fast Retailing Co. Ltd. | 0.405% | 6/6/28 | JPY | 1,100,000 | 10,177 | |
| JT International Financial Services BV | 1.000% | 11/26/29 | EUR | 9,015 | 11,091 | |
| JT International Financial Services BV | 2.750% | 9/28/33 | GBP | 4,106 | 5,965 | |
| JT International Financial Services BV | 2.375% | 4/7/81 | EUR | 8,050 | 10,241 | |
| Kansai Electric Power Co. Inc. | 0.280% | 4/25/24 | JPY | 74,000 | 681 | |
| Kansai Electric Power Co. Inc. | 0.470% | 5/25/27 | JPY | 140,000 | 1,300 | |
| Kansai Electric Power Co. Inc. | 0.490% | 7/23/27 | JPY | 196,000 | 1,822 | |
| Kansai Electric Power Co. Inc. | 0.460% | 12/20/27 | JPY | 563,000 | 5,221 | |
| Kyushu Electric Power Co. Inc. | 1.064% | 2/23/24 | JPY | 160,000 | 1,503 | |
| Kyushu Electric Power Co. Inc. | 0.170% | 8/23/24 | JPY | 56,000 | 513 | |
| Kyushu Electric Power Co. Inc. | 0.430% | 5/25/29 | JPY | 144,000 | 1,330 | |
| Metropolitan Expressway Co. Ltd. | 0.090% | 9/20/22 | JPY | 480,000 | 4,395 | |
| Mitsubishi UFJ Financial Group Inc. | 0.680% | 1/26/23 | EUR | 8,050 | 9,826 | |
| Mitsubishi UFJ Financial Group Inc. | 0.940% | 6/26/24 | JPY | 200,000 | 1,857 | |
| Mitsubishi UFJ Financial Group Inc. | 0.872% | 9/7/24 | EUR | 15,294 | 18,927 | |
| Mitsubishi UFJ Financial Group Inc. | 0.535% | 4/28/26 | JPY | 200,000 | 1,831 | |
| Mitsubishi UFJ Financial Group Inc. | 0.366% | 7/29/26 | JPY | 194,000 | 1,762 | |
| Mitsubishi UFJ Financial Group Inc. | 0.652% | 7/26/27 | JPY | 160,000 | 1,473 | |
| Mitsubishi UFJ Financial Group Inc. | 0.535% | 5/31/28 | JPY | 200,000 | 1,819 | |
| Mitsubishi UFJ Financial Group Inc. | 0.360% | 10/31/28 | JPY | 300,000 | 2,729 | |
| Mitsubishi UFJ Financial Group Inc. | 0.848% | 7/19/29 | EUR | 12,879 | 15,883 | |
| Mizuho Financial Group Inc. | 0.523% | 6/10/24 | EUR | 1,852 | 2,264 | |
| Mizuho Financial Group Inc. | 0.956% | 10/16/24 | EUR | 3,985 | 4,942 | |
| Mizuho Financial Group Inc. | 0.650% | 1/26/27 | JPY | 210,000 | 1,929 | |
| Mizuho Financial Group Inc. | 0.402% | 9/6/29 | EUR | 4,025 | 4,745 | |
| Mizuho Financial Group Inc. | 0.797% | 4/15/30 | EUR | 8,050 | 9,754 | |
| MUFG Bank Ltd. | 1.390% | 5/31/22 | JPY | 100,000 | 926 | |
| MUFG Bank Ltd. | 1.950% | 11/12/25 | JPY | 400,000 | 3,898 | |
| 6 | New Kansai International Airport Co. Ltd. | 0.882% | 6/27/23 | JPY | 40,200 | 375 |
| 3 | Nissan Motor Co. Ltd. | 1.940% | 9/15/23 | EUR | 1,804 | 2,267 |
| Nissan Motor Co. Ltd. | 2.652% | 3/17/26 | EUR | 8,050 | 10,553 | |
| 3 | Nissan Motor Co. Ltd. | 2.652% | 3/17/26 | EUR | 5,313 | 6,965 |
| 3 | Nissan Motor Co. Ltd. | 3.201% | 9/17/28 | EUR | 4,910 | 6,681 |
| 3 | NTT Finance Corp. | 0.010% | 3/3/25 | EUR | 7,000 | 8,442 |
| 3 | NTT Finance Corp. | 0.342% | 3/3/30 | EUR | 6,000 | 7,156 |
| NTT Finance Corp. | 0.380% | 9/20/30 | JPY | 3,900,000 | 35,872 | |
| Panasonic Corp. | 0.300% | 9/20/23 | JPY | 300,000 | 2,770 | |
| Panasonic Corp. | 0.934% | 3/19/25 | JPY | 900,000 | 8,542 | |
| Panasonic Corp. | 0.470% | 9/18/26 | JPY | 1,400,000 | 12,811 | |
| Shinkin Central Bank | 0.110% | 6/27/23 | JPY | 240,000 | 2,200 | |
| Shinkin Central Bank | 0.110% | 10/27/23 | JPY | 160,000 | 1,467 | |
| Shoko Chukin Bank Ltd. | 0.060% | 5/27/22 | JPY | 3,380,000 | 30,926 | |
| Sumitomo Mitsui Banking Corp. | 2.750% | 7/24/23 | EUR | 500 | 641 | |
| Sumitomo Mitsui Banking Corp. | 0.010% | 9/10/25 | EUR | 16,675 | 20,171 | |
| Sumitomo Mitsui Banking Corp. | 0.267% | 6/18/26 | EUR | 8,050 | 9,837 | |
| Sumitomo Mitsui Banking Corp. | 0.409% | 11/7/29 | EUR | 5,635 | 6,876 | |
| Sumitomo Mitsui Financial Group Inc. | 0.819% | 7/23/23 | EUR | 1,288 | 1,583 | |
| Sumitomo Mitsui Financial Group Inc. | 0.849% | 9/12/24 | JPY | 1,200,000 | 11,080 | |
| Sumitomo Mitsui Financial Group Inc. | 0.934% | 10/11/24 | EUR | 200 | 248 | |
| Sumitomo Mitsui Financial Group Inc. | 1.546% | 6/15/26 | EUR | 9,015 | 11,554 | |
| Sumitomo Mitsui Financial Group Inc. | 0.585% | 3/16/28 | JPY | 229,000 | 2,077 | |
| Sumitomo Mitsui Financial Group Inc. | 0.632% | 10/23/29 | EUR | 8,854 | 10,674 | |
| Sumitomo Mitsui Trust Bank Ltd. | 0.010% | 10/15/27 | EUR | 14,569 | 17,401 |
41
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Takeda Pharmaceutical Co. Ltd. | 1.125% | 11/21/22 | EUR | 5,876 | 7,208 | |
| Takeda Pharmaceutical Co. Ltd. | 2.250% | 11/21/26 | EUR | 6,923 | 9,203 | |
| Takeda Pharmaceutical Co. Ltd. | 1.000% | 7/9/29 | EUR | 11,189 | 13,767 | |
| Takeda Pharmaceutical Co. Ltd. | 3.000% | 11/21/30 | EUR | 16,743 | 23,976 | |
| Takeda Pharmaceutical Co. Ltd. | 2.000% | 7/9/40 | EUR | 6,842 | 8,649 | |
| Toyota Motor Finance Netherlands BV | 0.625% | 9/26/23 | EUR | 18,272 | 22,421 | |
| West Nippon Expressway Co. Ltd. | 0.090% | 9/20/22 | JPY | 400,000 | 3,664 | |
| West Nippon Expressway Co. Ltd. | 0.070% | 9/20/23 | JPY | 810,000 | 7,416 | |
| West Nippon Expressway Co. Ltd. | 0.170% | 5/22/26 | JPY | 870,000 | 7,993 | |
| 526,231 | ||||||
| Luxembourg (0.1%) | ||||||
| Blackstone Property Partners Europe Holdings Sarl | 1.400% | 7/6/22 | EUR | 2,496 | 3,038 | |
| Blackstone Property Partners Europe Holdings Sarl | 2.000% | 2/15/24 | EUR | 11,511 | 14,444 | |
| Blackstone Property Partners Europe Holdings Sarl | 2.200% | 7/24/25 | EUR | 7,687 | 9,892 | |
| Blackstone Property Partners Europe Holdings Sarl | 1.750% | 3/12/29 | EUR | 13,684 | 17,063 | |
| Logicor Financing Sarl | 1.500% | 11/14/22 | EUR | 5,635 | 6,907 | |
| Logicor Financing Sarl | 2.250% | 5/13/25 | EUR | 2,496 | 3,227 | |
| Logicor Financing Sarl | 1.625% | 7/15/27 | EUR | 8,050 | 10,212 | |
| Logicor Financing Sarl | 3.250% | 11/13/28 | EUR | 6,279 | 8,803 | |
| NORD/LB Luxembourg SA Covered Bond Bank | 0.375% | 6/15/23 | EUR | 8,000 | 9,750 | |
| NORD/LB Luxembourg SA Covered Bond Bank | 0.375% | 3/7/24 | EUR | 4,000 | 4,893 | |
| Prologis International Funding II SA | 1.750% | 3/15/28 | EUR | 500 | 657 | |
| Prologis International Funding II SA | 0.875% | 7/9/29 | EUR | 4,830 | 5,972 | |
| Prologis International Funding II SA | 1.625% | 6/17/32 | EUR | 3,220 | 4,185 | |
| SELP Finance Sarl | 1.250% | 10/25/23 | EUR | 3,301 | 4,082 | |
| 103,125 | ||||||
| Mexico (0.0%) | ||||||
| America Movil SAB de CV | 4.750% | 6/28/22 | EUR | 4,029 | 5,124 | |
| America Movil SAB de CV | 1.500% | 3/10/24 | EUR | 483 | 606 | |
| America Movil SAB de CV | 5.000% | 10/27/26 | GBP | 1,852 | 3,038 | |
| America Movil SAB de CV | 0.750% | 6/26/27 | EUR | 3,462 | 4,242 | |
| America Movil SAB de CV | 2.125% | 3/10/28 | EUR | 4,106 | 5,487 | |
| America Movil SAB de CV | 5.750% | 6/28/30 | GBP | 3,140 | 5,689 | |
| America Movil SAB de CV | 4.375% | 8/7/41 | GBP | 7,476 | 13,138 | |
| America Movil SAB de CV | 6.375% | 9/6/73 | EUR | 6,762 | 9,213 | |
| Fomento Economico Mexicano SAB de CV | 1.750% | 3/20/23 | EUR | 1,362 | 1,695 | |
| 48,232 | ||||||
| Netherlands (0.9%) | ||||||
| ABB Con-Cise Optical Group LLC | 0.875% | 5/5/28 | EUR | 14,500 | 18,034 | |
| ABN AMRO Bank NV | 0.625% | 5/31/22 | EUR | 483 | 587 | |
| ABN AMRO Bank NV | 1.375% | 6/7/22 | GBP | 2,500 | 3,488 | |
| ABN AMRO Bank NV | 7.125% | 7/6/22 | EUR | 5,232 | 6,819 | |
| ABN AMRO Bank NV | 3.500% | 9/21/22 | EUR | 886 | 1,125 | |
| ABN AMRO Bank NV | 0.500% | 7/17/23 | EUR | 2,415 | 2,953 | |
| ABN AMRO Bank NV | 2.500% | 9/5/23 | EUR | 5,635 | 7,248 | |
| ABN AMRO Bank NV | 2.500% | 11/29/23 | EUR | 3,301 | 4,248 | |
| ABN AMRO Bank NV | 0.875% | 1/15/24 | EUR | 4,830 | 5,980 | |
| ABN AMRO Bank NV | 2.375% | 1/23/24 | EUR | 13,201 | 17,098 | |
| ABN AMRO Bank NV | 1.375% | 1/16/25 | GBP | 500 | 700 | |
42
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| ABN AMRO Bank NV | 1.250% | 5/28/25 | EUR | 19,000 | 23,852 | |
| ABN AMRO Bank NV | 0.875% | 1/14/26 | EUR | 1,000 | 1,270 | |
| ABN AMRO Bank NV | 0.600% | 1/15/27 | EUR | 12,000 | 14,637 | |
| ABN AMRO Bank NV | 1.500% | 9/30/30 | EUR | 17,467 | 23,819 | |
| ABN AMRO Bank NV | 1.000% | 4/13/31 | EUR | 6,400 | 8,377 | |
| ABN AMRO Bank NV | 1.375% | 1/10/34 | EUR | 11,500 | 15,712 | |
| ABN AMRO Bank NV | 0.375% | 1/14/35 | EUR | 32,100 | 38,801 | |
| ABN AMRO Bank NV | 1.375% | 1/12/37 | EUR | 17,600 | 24,245 | |
| ABN AMRO Bank NV | 1.450% | 4/12/38 | EUR | 2,800 | 3,914 | |
| ABN AMRO Bank NV | 1.125% | 4/23/39 | EUR | 4,000 | 5,344 | |
| Aegon Bank NV | 0.250% | 5/25/55 | EUR | 14,800 | 18,033 | |
| Aegon Bank NV | 0.375% | 11/21/56 | EUR | 8,000 | 9,852 | |
| Aegon Bank NV | 0.750% | 6/27/59 | EUR | 2,000 | 2,527 | |
| Aegon NV | 1.000% | 12/8/23 | EUR | 886 | 1,099 | |
| Aegon NV | 6.625% | 12/16/39 | GBP | 725 | 1,701 | |
| Aegon NV | 4.000% | 4/25/44 | EUR | 1,610 | 2,127 | |
| Akzo Nobel NV | 1.750% | 11/7/24 | EUR | 2,898 | 3,718 | |
| Akzo Nobel NV | 1.125% | 4/8/26 | EUR | 3,301 | 4,199 | |
| Alliander NV | 2.875% | 6/14/24 | EUR | 500 | 660 | |
| Alliander NV | 0.375% | 6/10/30 | EUR | 10,000 | 12,079 | |
| ASML Holding NV | 3.375% | 9/19/23 | EUR | 805 | 1,053 | |
| ASML Holding NV | 1.375% | 7/7/26 | EUR | 8,693 | 11,185 | |
| ASML Holding NV | 1.625% | 5/28/27 | EUR | 1,127 | 1,478 | |
| ASR Nederland NV | 5.125% | 9/29/45 | EUR | 2,415 | 3,444 | |
| ASR Nederland NV | 3.375% | 5/2/49 | EUR | 4,950 | 6,661 | |
| Cooperatieve Rabobank UA | 4.750% | 6/6/22 | EUR | 4,508 | 5,726 | |
| Cooperatieve Rabobank UA | 4.125% | 9/14/22 | EUR | 6,440 | 8,182 | |
| Cooperatieve Rabobank UA | 4.000% | 9/19/22 | GBP | 2,566 | 3,716 | |
| Cooperatieve Rabobank UA | 0.500% | 12/6/22 | EUR | 9,832 | 11,983 | |
| Cooperatieve Rabobank UA | 2.375% | 5/22/23 | EUR | 4,629 | 5,877 | |
| Cooperatieve Rabobank UA | 3.875% | 7/25/23 | EUR | 2,697 | 3,525 | |
| Cooperatieve Rabobank UA | 0.750% | 8/29/23 | EUR | 13,900 | 17,083 | |
| Cooperatieve Rabobank UA | 1.250% | 1/14/25 | GBP | 3,200 | 4,452 | |
| Cooperatieve Rabobank UA | 4.125% | 7/14/25 | EUR | 16,099 | 22,836 | |
| Cooperatieve Rabobank UA | 1.250% | 3/23/26 | EUR | 4,669 | 5,968 | |
| Cooperatieve Rabobank UA | 4.250% | 5/12/26 | AUD | 800 | 703 | |
| Cooperatieve Rabobank UA | 3.125% | 9/15/26 | CHF | 3,220 | 4,148 | |
| Cooperatieve Rabobank UA | 1.375% | 2/3/27 | EUR | 3,542 | 4,592 | |
| Cooperatieve Rabobank UA | 5.250% | 9/14/27 | GBP | 12,567 | 20,797 | |
| Cooperatieve Rabobank UA | 0.875% | 2/8/28 | EUR | 8,900 | 11,424 | |
| Cooperatieve Rabobank UA | 0.875% | 2/1/29 | EUR | 8,000 | 10,305 | |
| Cooperatieve Rabobank UA | 4.625% | 5/23/29 | GBP | 7,647 | 12,465 | |
| Cooperatieve Rabobank UA | 4.550% | 8/30/29 | GBP | 5,722 | 9,870 | |
| Cooperatieve Rabobank UA | 1.250% | 5/31/32 | EUR | 6,000 | 8,046 | |
| Cooperatieve Rabobank UA | 0.625% | 2/25/33 | EUR | 12,000 | 14,245 | |
| Cooperatieve Rabobank UA | 1.500% | 4/26/38 | EUR | 5,500 | 7,744 | |
| Cooperatieve Rabobank UA | 0.750% | 6/21/39 | EUR | 9,600 | 12,094 | |
| Cooperatieve Rabobank UA | 5.250% | 5/23/41 | GBP | 644 | 1,380 | |
| de Volksbank NV | 0.500% | 1/30/26 | EUR | 5,900 | 7,349 | |
| de Volksbank NV | 0.750% | 5/18/27 | EUR | 4,000 | 5,074 | |
| de Volksbank NV | 0.750% | 10/24/31 | EUR | 4,025 | 5,130 | |
| Enexis Holding NV | 0.875% | 4/28/26 | EUR | 9,600 | 12,040 | |
| EXOR NV | 1.750% | 1/18/28 | EUR | 4,267 | 5,533 | |
| EXOR NV | 2.250% | 4/29/30 | EUR | 8,000 | 10,653 | |
| Heineken NV | 1.500% | 12/7/24 | EUR | 4,106 | 5,200 |
43
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Heineken NV | 1.625% | 3/30/25 | EUR | 6,440 | 8,235 | |
| Heineken NV | 2.875% | 8/4/25 | EUR | 4,749 | 6,412 | |
| Heineken NV | 1.375% | 1/29/27 | EUR | 8,130 | 10,452 | |
| Heineken NV | 1.500% | 10/3/29 | EUR | 500 | 654 | |
| Heineken NV | 2.250% | 3/30/30 | EUR | 12,074 | 16,681 | |
| Heineken NV | 1.750% | 5/7/40 | EUR | 7,000 | 8,881 | |
| ING Bank NV | 1.875% | 5/22/23 | EUR | 14,006 | 17,659 | |
| ING Bank NV | 0.875% | 4/11/28 | EUR | 12,500 | 16,071 | |
| ING Groep NV | 1.000% | 9/20/23 | EUR | 4,900 | 6,061 | |
| ING Groep NV | 1.125% | 2/14/25 | EUR | 11,500 | 14,377 | |
| ING Groep NV | 2.125% | 1/10/26 | EUR | 12,000 | 15,735 | |
| ING Groep NV | 3.000% | 2/18/26 | GBP | 5,600 | 8,345 | |
| ING Groep NV | 2.500% | 2/15/29 | EUR | 8,000 | 10,159 | |
| ING Groep NV | 0.250% | 2/18/29 | EUR | 10,700 | 12,567 | |
| ING Groep NV | 1.625% | 9/26/29 | EUR | 21,400 | 26,560 | |
| ING Groep NV | 0.250% | 2/1/30 | EUR | 4,000 | 4,648 | |
| Koninklijke Ahold Delhaize NV | 1.125% | 3/19/26 | EUR | 100 | 126 | |
| Koninklijke DSM NV | 2.375% | 4/3/24 | EUR | 1,369 | 1,760 | |
| Koninklijke DSM NV | 1.000% | 4/9/25 | EUR | 2,576 | 3,228 | |
| Koninklijke DSM NV | 0.750% | 9/28/26 | EUR | 100 | 125 | |
| Koninklijke KPN NV | 0.625% | 4/9/25 | EUR | 8,000 | 9,765 | |
| Koninklijke KPN NV | 5.000% | 11/18/26 | GBP | 2,946 | 4,594 | |
| Koninklijke KPN NV | 5.750% | 9/17/29 | GBP | 4,359 | 7,153 | |
| Koninklijke Philips NV | 0.500% | 5/22/26 | EUR | 100 | 123 | |
| Koninklijke Philips NV | 1.375% | 5/2/28 | EUR | 6,198 | 8,019 | |
| Koninklijke Philips NV | 2.000% | 3/30/30 | EUR | 8,050 | 10,907 | |
| LeasePlan Corp. NV | 0.750% | 10/3/22 | EUR | 1,268 | 1,543 | |
| Nationale-Nederlanden Bank NV | 0.375% | 2/26/25 | EUR | 10,600 | 12,916 | |
| Nationale-Nederlanden Bank NV | 0.625% | 9/11/55 | EUR | 6,100 | 7,618 | |
| Nationale-Nederlanden Bank NV | 0.250% | 2/27/56 | EUR | 8,800 | 10,768 | |
| Nationale-Nederlanden Bank NV Netherlands | 0.500% | 10/10/56 | EUR | 800 | 989 | |
| Nationale-Nederlanden Levensverzekering Maatschappij NV | 9.000% | 8/29/42 | EUR | 19,346 | 25,969 | |
| Nederlandse Gasunie NV | 2.625% | 7/13/22 | EUR | 1,208 | 1,502 | |
| Nederlandse Gasunie NV | 1.000% | 5/11/26 | EUR | 5,405 | 6,815 | |
| Nederlandse Gasunie NV | 0.375% | 10/3/31 | EUR | 2,415 | 2,881 | |
| NIBC Bank NV | 1.125% | 4/19/23 | EUR | 19,560 | 24,064 | |
| NIBC Bank NV | 3.125% | 11/15/23 | GBP | 9,600 | 13,942 | |
| NIBC Bank NV | 0.875% | 7/8/25 | EUR | 10,300 | 12,731 | |
| NIBC Bank NV | 0.500% | 3/19/27 | EUR | 12,300 | 15,315 | |
| NIBC Bank NV | 1.000% | 9/11/28 | EUR | 4,000 | 5,152 | |
| NIBC Bank NV | 0.010% | 10/15/29 | EUR | 8,000 | 9,521 | |
| NIBC Bank NV | 0.625% | 6/1/58 | EUR | 9,300 | 11,640 | |
| NN Group NV | 0.875% | 1/13/23 | EUR | 500 | 611 | |
| NN Group NV | 1.625% | 6/1/27 | EUR | 330 | 429 | |
| NN Group NV | 4.625% | 1/13/48 | EUR | 6,762 | 9,675 | |
| NN Group NV | 4.375% | 6/29/49 | EUR | 805 | 1,068 | |
| PostNL NV | 1.000% | 11/21/24 | EUR | 1,530 | 1,898 | |
| PostNL NV | 0.625% | 9/23/26 | EUR | 4,025 | 4,945 | |
| Royal Schiphol Group NV | 2.000% | 4/6/29 | EUR | 28,977 | 39,151 | |
| Shell International Finance BV | 1.125% | 4/7/24 | EUR | 8,452 | 10,561 | |
| Shell International Finance BV | 0.375% | 2/15/25 | EUR | 19,000 | 23,299 | |
| Shell International Finance BV | 1.625% | 1/20/27 | EUR | 19,665 | 25,803 | |
| Shell International Finance BV | 0.125% | 11/8/27 | EUR | 4,025 | 4,836 | |
| Shell International Finance BV | 1.250% | 5/12/28 | EUR | 483 | 622 |
44
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Shell International Finance BV | 0.750% | 8/15/28 | EUR | 8,050 | 10,008 | |
| Shell International Finance BV | 1.000% | 12/10/30 | GBP | 5,635 | 7,306 | |
| Shell International Finance BV | 1.875% | 4/7/32 | EUR | 8,050 | 10,937 | |
| Shell International Finance BV | 0.875% | 11/8/39 | EUR | 7,969 | 9,039 | |
| Shell International Finance BV | 1.750% | 9/10/52 | GBP | 4,025 | 4,675 | |
| Stedin Holding NV | 0.875% | 10/24/25 | EUR | 23,504 | 29,363 | |
| Stedin Holding NV | 1.375% | 9/19/28 | EUR | 4,025 | 5,211 | |
| Stedin Holding NV | 0.500% | 11/14/29 | EUR | 4,025 | 4,886 | |
| TenneT Holding BV | 0.750% | 6/26/25 | EUR | 8,050 | 10,006 | |
| TenneT Holding BV | 1.000% | 6/13/26 | EUR | 200 | 252 | |
| TenneT Holding BV | 1.375% | 6/5/28 | EUR | 22,642 | 29,361 | |
| TenneT Holding BV | 1.375% | 6/26/29 | EUR | 8,471 | 11,054 | |
| TenneT Holding BV | 1.250% | 10/24/33 | EUR | 1,288 | 1,673 | |
| TenneT Holding BV | 1.875% | 6/13/36 | EUR | 2,000 | 2,764 | |
| TenneT Holding BV | 1.500% | 6/3/39 | EUR | 17,996 | 23,266 | |
| TenneT Holding BV | 0.500% | 11/30/40 | EUR | 9,659 | 10,402 | |
| Vesteda Finance BV | 1.500% | 5/24/27 | EUR | 3,220 | 4,139 | |
| Wolters Kluwer NV | 2.875% | 3/21/23 | EUR | 4,025 | 5,120 | |
| 1,261,230 | ||||||
| New Zealand (0.1%) | ||||||
| ASB Finance Ltd. | 0.500% | 6/10/22 | EUR | 16,812 | 20,398 | |
| ASB Finance Ltd. | 0.125% | 10/18/23 | EUR | 3,945 | 4,799 | |
| ASB Finance Ltd. | 0.625% | 10/18/24 | EUR | 2,918 | 3,618 | |
| ASB Finance Ltd. | 0.750% | 10/9/25 | EUR | 4,025 | 5,042 | |
| BNZ International Funding Ltd. | 0.500% | 5/13/23 | EUR | 4,106 | 5,017 | |
| BNZ International Funding Ltd. | 0.625% | 7/3/25 | EUR | 12,074 | 15,046 | |
| Fonterra Co-operative Group Ltd. | 9.375% | 12/4/23 | GBP | 966 | 1,615 | |
| Fonterra Co-operative Group Ltd. | 0.750% | 11/8/24 | EUR | 1,224 | 1,508 | |
| Fonterra Co-operative Group Ltd. | 4.000% | 11/2/27 | AUD | 300 | 262 | |
| Transpower New Zealand Ltd. | 5.750% | 8/28/23 | AUD | 320 | 276 | |
| Westpac Securities NZ Ltd. | 0.500% | 1/17/24 | EUR | 8,050 | 9,911 | |
| Westpac Securities NZ Ltd. | 0.375% | 2/5/24 | CHF | 4,665 | 5,201 | |
| Westpac Securities NZ Ltd. | 0.300% | 6/25/24 | EUR | 6,440 | 7,849 | |
| 80,542 | ||||||
| Norway (0.3%) | ||||||
| Avinor AS | 1.000% | 4/29/25 | EUR | 100 | 125 | |
| DNB Bank ASA | 0.600% | 9/25/23 | EUR | 4,830 | 5,923 | |
| DNB Bank ASA | 1.125% | 3/20/28 | EUR | 7,486 | 9,177 | |
| DNB Boligkreditt AS | 1.875% | 11/21/22 | EUR | 10,464 | 13,043 | |
| DNB Boligkreditt AS | 0.250% | 4/18/23 | EUR | 9,579 | 11,669 | |
| DNB Boligkreditt AS | 0.375% | 11/20/24 | EUR | 8,050 | 9,933 | |
| DNB Boligkreditt AS | 0.625% | 6/19/25 | EUR | 100 | 125 | |
| DNB Boligkreditt AS | 0.625% | 1/14/26 | EUR | 12,074 | 15,128 | |
| DNB Boligkreditt AS | 0.250% | 9/7/26 | EUR | 16,179 | 19,923 | |
| Eika Boligkreditt AS | 2.125% | 1/30/23 | EUR | 9,659 | 12,140 | |
| Eika Boligkreditt AS | 0.375% | 4/20/23 | EUR | 100 | 122 | |
| Eika Boligkreditt AS | 0.375% | 2/26/25 | EUR | 1,288 | 1,590 | |
| Eika Boligkreditt AS | 0.010% | 3/23/28 | EUR | 25,000 | 30,198 | |
| Equinor ASA | 2.875% | 9/10/25 | EUR | 9,176 | 12,518 | |
| Equinor ASA | 0.750% | 11/9/26 | EUR | 11,511 | 14,338 | |
| Equinor ASA | 1.250% | 2/17/27 | EUR | 16,018 | 20,515 | |
| Equinor ASA | 6.125% | 11/27/28 | GBP | 200 | 368 | |
| Equinor ASA | 6.875% | 3/11/31 | GBP | 5,756 | 11,672 | |
| Equinor ASA | 1.375% | 5/22/32 | EUR | 15,817 | 20,463 | |
| Equinor ASA | 1.625% | 2/17/35 | EUR | 4,106 | 5,427 | |
45
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Equinor ASA | 1.625% | 11/9/36 | EUR | 1,610 | 2,138 | |
| Norsk Hydro ASA | 1.125% | 4/11/25 | EUR | 966 | 1,199 | |
| Santander Consumer Bank AS | 0.750% | 3/1/23 | EUR | 22,300 | 27,280 | |
| Santander Consumer Bank AS | 0.125% | 9/11/24 | EUR | 10,400 | 12,550 | |
| SpareBank 1 Boligkreditt AS | 0.750% | 9/5/22 | EUR | 8,050 | 9,840 | |
| SpareBank 1 Boligkreditt AS | 0.375% | 3/9/23 | EUR | 9,458 | 11,549 | |
| SpareBank 1 Boligkreditt AS | 0.125% | 5/14/26 | EUR | 8,050 | 9,858 | |
| SpareBank 1 Boligkreditt AS | 0.250% | 8/30/26 | EUR | 33,404 | 41,167 | |
| SpareBank 1 Boligkreditt AS | 1.000% | 1/30/29 | EUR | 8,050 | 10,423 | |
| SpareBank 1 Boligkreditt AS | 0.125% | 11/5/29 | EUR | 8,050 | 9,710 | |
| Sparebank 1 Oestlandet | 0.875% | 3/13/23 | EUR | 100 | 123 | |
| SpareBank 1 SMN | 0.750% | 7/3/23 | EUR | 2,174 | 2,670 | |
| SpareBank 1 SMN | 0.010% | 2/18/28 | EUR | 8,000 | 9,398 | |
| SpareBank 1 SR-Bank ASA | 0.625% | 3/25/24 | EUR | 3,220 | 3,952 | |
| Sparebanken Vest Boligkreditt AS | 0.750% | 2/27/25 | EUR | 8,050 | 10,075 | |
| Sparebanken Vest Boligkreditt AS | 0.500% | 2/12/26 | EUR | 16,018 | 19,936 | |
| SR-Boligkreditt AS | 0.750% | 1/18/23 | EUR | 8,050 | 9,876 | |
| SR-Boligkreditt AS | 0.375% | 10/3/24 | EUR | 1,288 | 1,587 | |
| Statkraft AS | 2.500% | 11/28/22 | EUR | 2,013 | 2,523 | |
| Statkraft AS | 1.125% | 3/20/25 | EUR | 12,074 | 15,138 | |
| Statkraft AS | 1.500% | 3/26/30 | EUR | 2,182 | 2,865 | |
| Statnett SF | 0.875% | 3/8/25 | EUR | 4,025 | 5,002 | |
| Statnett SF | 1.250% | 4/26/30 | EUR | 3,115 | 4,036 | |
| Storebrand Livsforsikring AS | 6.875% | 4/4/43 | EUR | 100 | 134 | |
| Telenor ASA | 2.750% | 6/27/22 | EUR | 4,025 | 5,008 | |
| Telenor ASA | 2.500% | 5/22/25 | EUR | 1,932 | 2,569 | |
| Telenor ASA | 0.750% | 5/31/26 | EUR | 13,040 | 16,218 | |
| Telenor ASA | 1.125% | 5/31/29 | EUR | 13,241 | 16,864 | |
| 478,085 | ||||||
| Poland (0.0%) | ||||||
| ORLEN Capital AB | 2.500% | 6/7/23 | EUR | 4,588 | 5,763 | |
| Portugal (0.1%) | ||||||
| Banco Comercial Portugues SA | 0.750% | 5/31/22 | EUR | 700 | 852 | |
| Banco Santander Totta SA | 0.875% | 4/25/24 | EUR | 100 | 125 | |
| Banco Santander Totta SA | 1.250% | 9/26/27 | EUR | 7,400 | 9,686 | |
| Brisa-Concessao Rodoviaria SA | 2.000% | 3/22/23 | EUR | 200 | 250 | |
| Brisa-Concessao Rodoviaria SA | 2.375% | 5/10/27 | EUR | 10,700 | 14,396 | |
| EDP - Energias de Portugal SA | 1.625% | 4/15/27 | EUR | 13,300 | 17,183 | |
| EDP Finance BV | 2.375% | 3/23/23 | EUR | 644 | 812 | |
| EDP Finance BV | 1.875% | 9/29/23 | EUR | 7,164 | 9,028 | |
| EDP Finance BV | 8.625% | 1/4/24 | GBP | 7,249 | 12,040 | |
| EDP Finance BV | 1.125% | 2/12/24 | EUR | 9,176 | 11,405 | |
| EDP Finance BV | 2.000% | 4/22/25 | EUR | 13,040 | 16,895 | |
| EDP Finance BV | 1.875% | 10/13/25 | EUR | 966 | 1,254 | |
| EDP Finance BV | 1.625% | 1/26/26 | EUR | 14,891 | 19,141 | |
| EDP Finance BV | 0.375% | 9/16/26 | EUR | 8,050 | 9,755 | |
| EDP Finance BV | 1.500% | 11/22/27 | EUR | 2,315 | 2,990 | |
| Galp Gas Natural Distribuicao SA | 1.375% | 9/19/23 | EUR | 2,000 | 2,476 | |
| Ren Finance BV | 1.750% | 1/18/28 | EUR | 2,134 | 2,781 | |
| 131,069 | ||||||
| Romania (0.0%) | ||||||
| NE Property BV | 1.875% | 10/9/26 | EUR | 4,830 | 5,908 | |
46
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Russia (0.0%) | ||||||
| Gazprom PJSC Via Gaz Capital SA | 3.125% | 11/17/23 | EUR | 500 | 631 | |
| Gazprom PJSC Via Gaz Capital SA | 2.949% | 1/24/24 | EUR | 500 | 629 | |
| Gazprom PJSC Via Gaz Capital SA | 4.250% | 4/6/24 | GBP | 2,933 | 4,296 | |
| Russian Railways Via RZD Capital plc | 7.487% | 3/25/31 | GBP | 1,610 | 2,920 | |
| 8,476 | ||||||
| Singapore (0.0%) | ||||||
| DBS Bank Ltd. | 0.375% | 1/23/24 | EUR | 8,854 | 10,850 | |
| DBS Group Holdings Ltd. | 1.500% | 4/11/28 | EUR | 4,025 | 4,946 | |
| DBS Group Holdings Ltd. | 3.980% | 12/31/99 | SGD | 1,250 | 985 | |
| Oversea-Chinese Banking Corp. Ltd. | 0.375% | 3/1/23 | EUR | 1,659 | 2,022 | |
| Oversea-Chinese Banking Corp. Ltd. | 0.625% | 4/18/25 | EUR | 8,050 | 10,012 | |
| Oversea-Chinese Banking Corp. Ltd. | 4.000% | 12/31/99 | SGD | 2,000 | 1,573 | |
| Temasek Financial I Ltd. | 0.500% | 11/20/31 | EUR | 17,708 | 21,198 | |
| Temasek Financial I Ltd. | 5.125% | 7/26/40 | GBP | 5,232 | 11,201 | |
| Temasek Financial I Ltd. | 1.250% | 11/20/49 | EUR | 1,610 | 2,067 | |
| United Overseas Bank Ltd. | 0.500% | 1/16/25 | EUR | 10,062 | 12,449 | |
| 77,303 | ||||||
| South Africa (0.0%) | ||||||
| Anglo American Capital plc | 1.625% | 9/18/25 | EUR | 250 | 319 | |
| Anglo American Capital plc | 1.625% | 3/11/26 | EUR | 200 | 255 | |
| Investec plc | 4.500% | 5/5/22 | GBP | 3,220 | 4,600 | |
| 5,174 | ||||||
| South Korea (0.0%) | ||||||
| 3 | LG Chem Ltd. | 0.500% | 4/15/23 | EUR | 886 | 1,076 |
| Shinhan Bank Co. Ltd. | 1.340% | 8/27/22 | KRW | 6,000,000 | 5,425 | |
| 6,501 | ||||||
| Spain (0.9%) | ||||||
| Abertis Infraestructuras SA | 3.750% | 6/20/23 | EUR | 8,100 | 10,532 | |
| Abertis Infraestructuras SA | 2.500% | 2/27/25 | EUR | 200 | 263 | |
| Abertis Infraestructuras SA | 0.625% | 7/15/25 | EUR | 3,200 | 3,917 | |
| Abertis Infraestructuras SA | 1.375% | 5/20/26 | EUR | 700 | 881 | |
| Abertis Infraestructuras SA | 3.375% | 11/27/26 | GBP | 2,400 | 3,572 | |
| Abertis Infraestructuras SA | 1.000% | 2/27/27 | EUR | 1,300 | 1,606 | |
| Abertis Infraestructuras SA | 2.375% | 9/27/27 | EUR | 5,600 | 7,418 | |
| Abertis Infraestructuras SA | 1.250% | 2/7/28 | EUR | 4,000 | 4,938 | |
| Abertis Infraestructuras SA | 2.250% | 3/29/29 | EUR | 9,000 | 11,815 | |
| Abertis Infraestructuras SA | 3.000% | 3/27/31 | EUR | 2,800 | 3,913 | |
| Abertis Infraestructuras SA | 1.875% | 3/26/32 | EUR | 4,800 | 6,103 | |
| ACS Servicios Comunicaciones y Energia SA | 1.875% | 4/20/26 | EUR | 3,100 | 3,961 | |
| AYT Cedulas Cajas Global FTA | 3.750% | 12/14/22 | EUR | 800 | 1,025 | |
| AYT Cedulas Cajas Global FTA | 4.250% | 10/25/23 | EUR | 1,100 | 1,472 | |
| AYT Cedulas Cajas Global FTA | 4.750% | 5/25/27 | EUR | 8,600 | 13,219 | |
| AyT Cedulas Cajas X Fondo de Titulizacion de Activos | 3.750% | 6/30/25 | EUR | 8,000 | 11,168 | |
| Banco Bilbao Vizcaya Argentaria SA | 3.875% | 1/30/23 | EUR | 4,800 | 6,204 | |
| Banco Bilbao Vizcaya Argentaria SA | 0.625% | 3/18/23 | EUR | 16,900 | 20,719 | |
| Banco Bilbao Vizcaya Argentaria SA | 1.125% | 2/28/24 | EUR | 2,400 | 2,978 | |
| Banco Bilbao Vizcaya Argentaria SA | 2.250% | 6/12/24 | EUR | 2,400 | 3,124 | |
| Banco Bilbao Vizcaya Argentaria SA | 0.375% | 10/2/24 | EUR | 2,400 | 2,919 | |
| Banco Bilbao Vizcaya Argentaria SA | 4.000% | 2/25/25 | EUR | 5,700 | 7,989 | |
| Banco Bilbao Vizcaya Argentaria SA | 0.875% | 11/22/26 | EUR | 12,000 | 15,277 | |
| Banco Bilbao Vizcaya Argentaria SA | 0.500% | 1/14/27 | EUR | 8,500 | 10,264 | |
| Banco Bilbao Vizcaya Argentaria SA | 3.500% | 2/10/27 | EUR | 13,700 | 19,052 | |
47
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Banco Bilbao Vizcaya Argentaria SA | 1.000% | 1/16/30 | EUR | 8,800 | 10,611 | |
| Banco de Sabadell SA | 0.875% | 3/5/23 | EUR | 4,000 | 4,887 | |
| Banco de Sabadell SA | 0.125% | 10/20/23 | EUR | 6,200 | 7,544 | |
| Banco de Sabadell SA | 1.625% | 3/7/24 | EUR | 15,000 | 18,793 | |
| Banco de Sabadell SA | 0.625% | 6/10/24 | EUR | 24,500 | 30,337 | |
| Banco de Sabadell SA | 1.125% | 3/11/27 | EUR | 5,300 | 6,560 | |
| Banco Santander SA | 0.750% | 9/9/22 | EUR | 16,600 | 20,264 | |
| Banco Santander SA | 1.375% | 12/14/22 | EUR | 5,500 | 6,787 | |
| Banco Santander SA | 2.750% | 9/12/23 | GBP | 4,300 | 6,197 | |
| Banco Santander SA | 1.375% | 7/31/24 | GBP | 3,200 | 4,471 | |
| Banco Santander SA | 1.125% | 11/27/24 | EUR | 11,600 | 14,664 | |
| Banco Santander SA | 0.463% | 12/5/24 | JPY | 1,600,000 | 14,574 | |
| Banco Santander SA | 1.125% | 1/17/25 | EUR | 3,200 | 3,982 | |
| Banco Santander SA | 2.500% | 3/18/25 | EUR | 15,600 | 20,229 | |
| Banco Santander SA | 1.000% | 4/7/25 | EUR | 34,600 | 43,673 | |
| Banco Santander SA | 1.375% | 1/5/26 | EUR | 5,000 | 6,312 | |
| Banco Santander SA | 1.500% | 1/25/26 | EUR | 20,900 | 27,203 | |
| Banco Santander SA | 3.875% | 2/6/26 | EUR | 400 | 576 | |
| Banco Santander SA | 3.250% | 4/4/26 | EUR | 4,400 | 5,958 | |
| Banco Santander SA | 0.300% | 10/4/26 | EUR | 8,000 | 9,682 | |
| Banco Santander SA | 3.125% | 1/19/27 | EUR | 5,600 | 7,647 | |
| Banco Santander SA | 0.500% | 2/4/27 | EUR | 4,000 | 4,824 | |
| Banco Santander SA | 4.625% | 5/4/27 | EUR | 1,200 | 1,859 | |
| Banco Santander SA | 2.125% | 2/8/28 | EUR | 2,000 | 2,600 | |
| Banco Santander SA | 1.125% | 10/25/28 | EUR | 4,100 | 5,363 | |
| Banco Santander SA | 0.875% | 5/9/31 | EUR | 8,200 | 10,578 | |
| Banco Santander SA | 0.100% | 2/27/32 | EUR | 12,800 | 15,240 | |
| Banco Santander SA | 2.000% | 11/27/34 | EUR | 9,300 | 13,557 | |
| Bankinter SA | 0.875% | 8/3/22 | EUR | 8,200 | 10,016 | |
| Bankinter SA | 1.000% | 2/5/25 | EUR | 6,600 | 8,302 | |
| Bankinter SA | 1.250% | 2/7/28 | EUR | 500 | 650 | |
| Brenntag SE | 1.125% | 8/5/22 | EUR | 18,500 | 22,674 | |
| CaixaBank SA | 1.125% | 1/12/23 | EUR | 1,600 | 1,963 | |
| CaixaBank SA | 1.000% | 2/8/23 | EUR | 5,000 | 6,161 | |
| CaixaBank SA | 0.750% | 4/18/23 | EUR | 1,300 | 1,588 | |
| CaixaBank SA | 1.750% | 10/24/23 | EUR | 8,000 | 10,033 | |
| CaixaBank SA | 2.375% | 2/1/24 | EUR | 5,300 | 6,777 | |
| CaixaBank SA | 2.625% | 3/21/24 | EUR | 4,500 | 5,878 | |
| CaixaBank SA | 1.125% | 5/17/24 | EUR | 6,400 | 7,953 | |
| CaixaBank SA | 3.875% | 2/17/25 | EUR | 13,600 | 18,933 | |
| CaixaBank SA | 0.625% | 3/27/25 | EUR | 14,400 | 17,911 | |
| CaixaBank SA | 1.125% | 3/27/26 | EUR | 8,000 | 10,019 | |
| CaixaBank SA | 1.375% | 6/19/26 | EUR | 4,000 | 5,004 | |
| CaixaBank SA | 0.750% | 7/10/26 | EUR | 8,000 | 9,824 | |
| CaixaBank SA | 1.250% | 1/11/27 | EUR | 600 | 777 | |
| CaixaBank SA | 1.000% | 1/17/28 | EUR | 4,400 | 5,650 | |
| CaixaBank SA | 2.750% | 7/14/28 | EUR | 3,200 | 4,027 | |
| CaixaBank SA | 2.250% | 4/17/30 | EUR | 11,200 | 14,100 | |
| Caja Rural de Navarra SCC | 0.875% | 5/8/25 | EUR | 5,100 | 6,374 | |
| Cajamar Caja Rural SCC | 0.875% | 6/18/23 | EUR | 12,000 | 14,782 | |
| Canal de Isabel II Gestion SA | 1.680% | 2/26/25 | EUR | 2,800 | 3,562 | |
| Cedulas TDA 6 Fondo de Titulizacion de Activos | 3.875% | 5/23/25 | EUR | 1,000 | 1,403 | |
| Criteria Caixa SA | 1.500% | 5/10/23 | EUR | 2,100 | 2,599 | |
| Criteria Caixa SA | 0.875% | 10/28/27 | EUR | 5,100 | 6,220 |
48
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Enagas Financiaciones SA | 1.000% | 3/25/23 | EUR | 100 | 123 | |
| Enagas Financiaciones SA | 1.250% | 2/6/25 | EUR | 4,100 | 5,176 | |
| Enagas Financiaciones SA | 1.375% | 5/5/28 | EUR | 200 | 261 | |
| Energy Transfer LP | 4.000% | 2/3/25 | EUR | 9,900 | 13,825 | |
| Energy Transfer LP | 1.000% | 9/25/25 | EUR | 9,000 | 11,392 | |
| Energy Transfer LP | 1.125% | 11/12/26 | EUR | 4,000 | 4,942 | |
| Energy Transfer LP | 4.125% | 3/24/36 | EUR | 3,750 | 6,848 | |
| Eurocaja Rural SCC | 0.875% | 5/27/24 | EUR | 4,000 | 4,966 | |
| Ferrovial Emisiones SA | 2.500% | 7/15/24 | EUR | 4,000 | 5,186 | |
| Iberdrola Finanzas SA | 6.000% | 7/1/22 | GBP | 5,200 | 7,633 | |
| Iberdrola Finanzas SA | 7.375% | 1/29/24 | GBP | 3,700 | 6,016 | |
| Iberdrola Finanzas SA | 1.000% | 3/7/24 | EUR | 4,700 | 5,831 | |
| Iberdrola Finanzas SA | 1.000% | 3/7/25 | EUR | 300 | 375 | |
| Iberdrola Finanzas SA | 0.875% | 6/16/25 | EUR | 7,800 | 9,724 | |
| Iberdrola Finanzas SA | 1.621% | 11/29/29 | EUR | 700 | 934 | |
| Iberdrola International BV | 2.500% | 10/24/22 | EUR | 2,000 | 2,506 | |
| Iberdrola International BV | 1.125% | 1/27/23 | EUR | 200 | 246 | |
| Iberdrola International BV | 1.750% | 9/17/23 | EUR | 8,000 | 10,075 | |
| Iberdrola International BV | 1.875% | 10/8/24 | EUR | 400 | 514 | |
| Iberdrola International BV | 0.375% | 9/15/25 | EUR | 13,400 | 16,410 | |
| Iberdrola International BV | 1.125% | 4/21/26 | EUR | 3,400 | 4,317 | |
| Iberdrola International BV | 1.874% | 12/31/99 | EUR | 4,000 | 4,953 | |
| Iberdrola International BV | 1.875% | 12/31/99 | EUR | 800 | 987 | |
| IE2 Holdco SAU | 2.875% | 6/1/26 | EUR | 16,200 | 21,743 | |
| Inmobiliaria Colonial Socimi SA | 1.450% | 10/28/24 | EUR | 3,600 | 4,510 | |
| Inmobiliaria Colonial Socimi SA | 1.625% | 11/28/25 | EUR | 6,700 | 8,533 | |
| Inmobiliaria Colonial Socimi SA | 2.000% | 4/17/26 | EUR | 3,200 | 4,147 | |
| LEG Immobilien SE | 1.000% | 3/14/23 | EUR | 14,600 | 18,009 | |
| Mapfre SA | 1.625% | 5/19/26 | EUR | 1,500 | 1,951 | |
| Mapfre SA | 4.375% | 3/31/47 | EUR | 3,600 | 5,021 | |
| Mapfre SA | 4.125% | 9/7/48 | EUR | 5,700 | 7,965 | |
| Merlin Properties Socimi SA | 2.375% | 5/23/22 | EUR | 7,000 | 8,584 | |
| Merlin Properties Socimi SA | 2.225% | 4/25/23 | EUR | 400 | 499 | |
| Merlin Properties Socimi SA | 1.750% | 5/26/25 | EUR | 7,784 | 9,909 | |
| Merlin Properties Socimi SA | 1.875% | 12/4/34 | EUR | 4,800 | 5,865 | |
| Naturgy Capital Markets SA | 1.125% | 4/11/24 | EUR | 3,500 | 4,341 | |
| Naturgy Finance BV | 2.875% | 3/11/24 | EUR | 3,200 | 4,169 | |
| Naturgy Finance BV | 0.875% | 5/15/25 | EUR | 12,300 | 15,286 | |
| Naturgy Finance BV | 1.250% | 4/19/26 | EUR | 7,100 | 8,980 | |
| Naturgy Finance BV | 1.375% | 1/19/27 | EUR | 200 | 256 | |
| Naturgy Finance BV | 1.500% | 1/29/28 | EUR | 4,000 | 5,180 | |
| Naturgy Finance BV | 0.750% | 11/28/29 | EUR | 5,100 | 6,268 | |
| NorteGas Energia Distribucion SAU | 0.918% | 9/28/22 | EUR | 400 | 486 | |
| NorteGas Energia Distribucion SAU | 2.065% | 9/28/27 | EUR | 8,452 | 11,002 | |
| Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 3/28/27 | EUR | 6,800 | 10,243 | |
| Programa Cedulas TDA Fondo de Titulizacion de Activos | 4.250% | 4/10/31 | EUR | 15,900 | 26,610 | |
| Prosegur Cash SA | 1.375% | 2/4/26 | EUR | 1,200 | 1,521 | |
| Red Electrica Financiaciones SAU | 2.125% | 7/1/23 | EUR | 5,400 | 6,818 | |
| Red Electrica Financiaciones SAU | 1.125% | 4/24/25 | EUR | 300 | 378 | |
| Red Electrica Financiaciones SAU | 1.000% | 4/21/26 | EUR | 600 | 757 | |
| Red Electrica Financiaciones SAU | 1.250% | 3/13/27 | EUR | 600 | 768 | |
| Redexis Gas Finance BV | 1.875% | 4/27/27 | EUR | 3,381 | 4,369 | |
| Repsol International Finance BV | 0.500% | 5/23/22 | EUR | 6,000 | 7,272 | |
| Repsol International Finance BV | 2.250% | 12/10/26 | EUR | 8,100 | 10,925 |
49
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Repsol International Finance BV | 0.250% | 8/2/27 | EUR | 1,200 | 1,445 | |
| Santander Consumer Finance SA | 0.875% | 5/30/23 | EUR | 2,600 | 3,196 | |
| Santander Consumer Finance SA | 1.125% | 10/9/23 | EUR | 12,000 | 14,871 | |
| Santander Consumer Finance SA | 1.000% | 2/27/24 | EUR | 8,800 | 10,891 | |
| Santander Consumer Finance SA | 0.375% | 6/27/24 | EUR | 8,000 | 9,725 | |
| Santander Consumer Finance SA | 0.375% | 1/17/25 | EUR | 7,300 | 8,872 | |
| Telefonica Emisiones SA | 5.289% | 12/9/22 | GBP | 1,000 | 1,483 | |
| Telefonica Emisiones SA | 3.987% | 1/23/23 | EUR | 16,100 | 20,765 | |
| Telefonica Emisiones SA | 1.069% | 2/5/24 | EUR | 14,000 | 17,337 | |
| Telefonica Emisiones SA | 5.375% | 2/2/26 | GBP | 2,093 | 3,417 | |
| Telefonica Emisiones SA | 1.460% | 4/13/26 | EUR | 3,200 | 4,105 | |
| Telefonica Emisiones SA | 1.447% | 1/22/27 | EUR | 7,300 | 9,355 | |
| Telefonica Emisiones SA | 2.318% | 10/17/28 | EUR | 800 | 1,096 | |
| Telefonica Emisiones SA | 1.788% | 3/12/29 | EUR | 6,900 | 9,105 | |
| Telefonica Emisiones SA | 5.445% | 10/8/29 | GBP | 5,100 | 8,902 | |
| Telefonica Emisiones SA | 2.932% | 10/17/29 | EUR | 9,000 | 12,961 | |
| Telefonica Emisiones SA | 0.664% | 2/3/30 | EUR | 12,600 | 15,217 | |
| Telefonica Emisiones SA | 1.957% | 7/1/39 | EUR | 6,440 | 8,403 | |
| Telefonica Emisiones SA | 1.864% | 7/13/40 | EUR | 1,300 | 1,661 | |
| Telefonica Europe BV | 5.875% | 2/14/33 | EUR | 670 | 1,241 | |
| TK Elevator Midco GmbH | 0.750% | 7/9/26 | EUR | 10,300 | 12,665 | |
| 1,224,799 | ||||||
| Sweden (0.9%) | ||||||
| Akelius Residential Property AB | 1.125% | 3/14/24 | EUR | 9,579 | 11,850 | |
| Akelius Residential Property AB | 1.750% | 2/7/25 | EUR | 1,208 | 1,534 | |
| Akelius Residential Property AB | 2.375% | 8/15/25 | GBP | 2,415 | 3,482 | |
| Akelius Residential Property Financing BV | 1.125% | 1/11/29 | EUR | 10,000 | 12,302 | |
| Alfa Laval Treasury International AB | 1.375% | 9/12/22 | EUR | 400 | 489 | |
| Atlas Copco AB | 2.500% | 2/28/23 | EUR | 3,623 | 4,573 | |
| Atlas Copco AB | 0.625% | 8/30/26 | EUR | 430 | 532 | |
| Danske Hypotek AB | 1.000% | 12/21/22 | SEK | 160,000 | 19,184 | |
| Essity AB | 1.125% | 3/27/24 | EUR | 1,369 | 1,699 | |
| Essity AB | 1.625% | 3/30/27 | EUR | 1,288 | 1,671 | |
| Essity AB | 0.250% | 2/8/31 | EUR | 10,000 | 11,573 | |
| Fastighets AB Balder | 1.875% | 3/14/25 | EUR | 200 | 253 | |
| Fastighets AB Balder | 1.875% | 1/23/26 | EUR | 7,245 | 9,219 | |
| Fastighets AB Balder | 1.125% | 1/29/27 | EUR | 7,647 | 9,373 | |
| Fastighets AB Balder | 1.250% | 1/28/28 | EUR | 1,530 | 1,861 | |
| Investor AB | 4.500% | 5/12/23 | EUR | 1,610 | 2,122 | |
| Lansforsakringar Bank AB | 0.875% | 9/25/23 | EUR | 100 | 123 | |
| Lansforsakringar Hypotek AB | 0.250% | 4/12/23 | EUR | 500 | 609 | |
| Lansforsakringar Hypotek AB | 1.250% | 9/20/23 | SEK | 442,600 | 53,603 | |
| Lansforsakringar Hypotek AB | 0.375% | 3/14/24 | EUR | 1,127 | 1,384 | |
| Lansforsakringar Hypotek AB | 1.500% | 9/18/24 | SEK | 128,700 | 15,860 | |
| Lansforsakringar Hypotek AB | 1.000% | 9/15/27 | SEK | 150,000 | 18,272 | |
| Molnlycke Holding AB | 1.875% | 2/28/25 | EUR | 4,025 | 5,152 | |
| Nordea Hypotek AB | 1.250% | 9/20/23 | SEK | 402,400 | 48,926 | |
| Nordea Hypotek AB | 1.000% | 9/18/24 | SEK | 150,900 | 18,353 | |
| Samhallsbyggnadsbolaget i Norden AB | 1.750% | 1/14/25 | EUR | 4,830 | 6,093 | |
| Samhallsbyggnadsbolaget i Norden AB | 1.000% | 8/12/27 | EUR | 8,050 | 9,753 | |
| SBAB Bank AB | 0.250% | 9/7/22 | EUR | 4,025 | 4,877 | |
| SBB Treasury Oyj | 0.750% | 12/14/28 | EUR | 8,050 | 9,453 | |
| Skandinaviska Enskilda Banken AB | 0.750% | 6/16/22 | EUR | 4,025 | 4,907 | |
| Skandinaviska Enskilda Banken AB | 1.000% | 12/20/23 | SEK | 160,000 | 19,383 | |
| Skandinaviska Enskilda Banken AB | 1.000% | 12/18/24 | SEK | 38,000 | 4,624 | |
50
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Skandinaviska Enskilda Banken AB | 1.000% | 12/17/25 | SEK | 190,000 | 23,093 | |
| Skandinaviska Enskilda Banken AB | 0.375% | 2/9/26 | EUR | 16,099 | 19,963 | |
| Skandinaviska Enskilda Banken AB | 0.375% | 2/11/27 | EUR | 5,635 | 6,810 | |
| Skandinaviska Enskilda Banken AB | 0.750% | 11/15/27 | EUR | 886 | 1,127 | |
| Skandinaviska Enskilda Banken AB | 1.375% | 10/31/28 | EUR | 25,415 | 31,382 | |
| Skandinaviska Enskilda Banken AB | 0.625% | 11/12/29 | EUR | 8,050 | 9,790 | |
| Stadshypotek AB | 0.050% | 6/20/22 | EUR | 3,864 | 4,675 | |
| Stadshypotek AB | 0.375% | 2/22/23 | EUR | 3,260 | 3,980 | |
| Stadshypotek AB | 1.500% | 6/1/23 | SEK | 466,000 | 56,558 | |
| Stadshypotek AB | 0.375% | 2/21/24 | EUR | 5,554 | 6,828 | |
| Stadshypotek AB | 1.500% | 3/1/24 | SEK | 281,000 | 34,441 | |
| Stadshypotek AB | 1.500% | 12/3/24 | SEK | 982,000 | 121,309 | |
| Stadshypotek AB | 0.500% | 7/11/25 | EUR | 2,415 | 3,006 | |
| Stadshypotek AB | 0.375% | 3/13/26 | EUR | 4,025 | 4,993 | |
| Stadshypotek AB | 0.500% | 6/1/26 | SEK | 602,000 | 71,503 | |
| Stadshypotek AB | 0.125% | 10/5/26 | EUR | 500 | 612 | |
| Stadshypotek AB | 0.750% | 11/1/27 | EUR | 5,635 | 7,165 | |
| Stadshypotek AB | 2.000% | 9/1/28 | SEK | 80,000 | 10,375 | |
| Svenska Handelsbanken AB | 1.625% | 6/18/22 | GBP | 7,245 | 10,152 | |
| Svenska Handelsbanken AB | 1.125% | 12/14/22 | EUR | 11,269 | 13,881 | |
| Svenska Handelsbanken AB | 0.125% | 6/18/24 | EUR | 4,025 | 4,893 | |
| Svenska Handelsbanken AB | 1.000% | 4/15/25 | EUR | 15,168 | 19,053 | |
| Svenska Handelsbanken AB | 0.050% | 9/3/26 | EUR | 8,130 | 9,714 | |
| Svenska Handelsbanken AB | 1.250% | 3/2/28 | EUR | 4,025 | 4,937 | |
| Svenska Handelsbanken AB | 1.625% | 3/5/29 | EUR | 4,602 | 5,753 | |
| Svenska Handelsbanken AB | 0.500% | 2/18/30 | EUR | 8,050 | 9,631 | |
| Sveriges Sakerstallda Obligationer AB | 0.250% | 4/19/23 | EUR | 4,025 | 4,907 | |
| Sveriges Sakerstallda Obligationer AB | 1.000% | 6/12/24 | SEK | 280,000 | 33,542 | |
| Sveriges Sakerstallda Obligationer AB | 0.500% | 1/29/25 | EUR | 8,854 | 10,985 | |
| Sveriges Sakerstallda Obligationer AB | 0.500% | 6/11/25 | SEK | 604,000 | 72,072 | |
| Sveriges Sakerstallda Obligationer AB | 0.625% | 10/30/25 | EUR | 4,025 | 5,039 | |
| Sveriges Sakerstallda Obligationer AB | 2.000% | 6/17/26 | SEK | 94,000 | 12,008 | |
| Sveriges Sakerstallda Obligationer AB | 0.875% | 3/29/27 | EUR | 644 | 822 | |
| Swedbank AB | 1.000% | 6/1/22 | EUR | 3,784 | 4,618 | |
| Swedbank AB | 0.300% | 9/6/22 | EUR | 13,764 | 16,689 | |
| Swedbank AB | 1.625% | 12/28/22 | GBP | 4,588 | 6,457 | |
| Swedbank AB | 0.400% | 8/29/23 | EUR | 4,106 | 5,013 | |
| Swedbank AB | 0.750% | 5/5/25 | EUR | 4,830 | 5,987 | |
| Swedbank AB | 1.000% | 11/22/27 | EUR | 4,749 | 5,775 | |
| Swedbank AB | 0.200% | 1/12/28 | EUR | 10,000 | 11,802 | |
| Swedbank Hypotek AB | 1.000% | 6/15/22 | SEK | 267,200 | 31,915 | |
| Swedbank Hypotek AB | 1.000% | 12/20/23 | SEK | 322,000 | 38,874 | |
| Swedbank Hypotek AB | 0.400% | 5/8/24 | EUR | 4,025 | 4,958 | |
| Swedbank Hypotek AB | 1.000% | 9/18/24 | SEK | 317,900 | 38,528 | |
| Swedbank Hypotek AB | 0.500% | 2/5/26 | EUR | 8,050 | 10,029 | |
| Tele2 AB | 1.125% | 5/15/24 | EUR | 6,681 | 8,284 | |
| Tele2 AB | 2.125% | 5/15/28 | EUR | 4,991 | 6,632 | |
| Telia Co. AB | 4.750% | 11/16/21 | EUR | 2,415 | 2,984 | |
| Telia Co. AB | 3.625% | 2/14/24 | EUR | 100 | 133 | |
| Telia Co. AB | 3.875% | 10/1/25 | EUR | 1,610 | 2,267 | |
| Telia Co. AB | 3.000% | 9/7/27 | EUR | 100 | 142 | |
| Telia Co. AB | 0.125% | 11/27/30 | EUR | 3,000 | 3,464 | |
| Telia Co. AB | 2.125% | 2/20/34 | EUR | 9,740 | 13,575 | |
| Telia Co. AB | 1.625% | 2/23/35 | EUR | 200 | 262 | |
| Telia Co. AB | 3.000% | 4/4/78 | EUR | 100 | 126 |
51
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Vattenfall AB | 0.050% | 10/15/25 | EUR | 4,749 | 5,722 | |
| Vattenfall AB | 6.875% | 4/15/39 | GBP | 4,025 | 9,590 | |
| 1,181,914 | ||||||
| Switzerland (1.1%) | ||||||
| Adecco International Financial Services BV | 1.000% | 12/2/24 | EUR | 805 | 1,007 | |
| Aquarius & Investments plc for Zurich Insurance Co. Ltd. | 4.250% | 10/2/43 | EUR | 4,335 | 5,729 | |
| Argentum Netherlands BV for Givaudan SA | 2.000% | 9/17/30 | EUR | 900 | 1,236 | |
| Argentum Netherlands BV for Swiss Life AG | 4.375% | 12/29/49 | EUR | 7,245 | 9,880 | |
| Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 3.500% | 10/1/46 | EUR | 18,473 | 25,376 | |
| Argentum Netherlands BV for Zurich Insurance Co. Ltd. | 2.750% | 2/19/49 | EUR | 1,610 | 2,164 | |
| Basellandschaftliche Kantonalbank | 0.000% | 3/23/23 | CHF | 4,830 | 5,334 | |
| Basellandschaftliche Kantonalbank | 0.375% | 5/13/30 | CHF | 4,025 | 4,529 | |
| Basler Kantonalbank | 0.000% | 4/11/22 | CHF | 4,025 | 4,431 | |
| Basler Kantonalbank | 0.375% | 8/10/23 | CHF | 4,265 | 4,758 | |
| Basler Kantonalbank | 0.300% | 6/22/27 | CHF | 3,620 | 4,070 | |
| Cloverie plc for Swiss Reinsurance Co. Ltd. | 6.625% | 9/1/42 | EUR | 1,288 | 1,683 | |
| Cloverie plc for Zurich Insurance Co. Ltd. | 1.750% | 9/16/24 | EUR | 4,347 | 5,574 | |
| Coca-Cola HBC Finance BV | 1.875% | 11/11/24 | EUR | 200 | 257 | |
| Credit Suisse AG | 1.000% | 6/7/23 | EUR | 4,347 | 5,356 | |
| Credit Suisse AG | 1.500% | 4/10/26 | EUR | 644 | 825 | |
| Credit Suisse Group AG | 1.250% | 7/17/25 | EUR | 5,635 | 6,966 | |
| Credit Suisse Group AG | 2.125% | 9/12/25 | GBP | 11,511 | 16,323 | |
| Credit Suisse Group AG | 3.250% | 4/2/26 | EUR | 29,782 | 39,675 | |
| Credit Suisse Group AG | 1.000% | 6/24/27 | EUR | 5,506 | 6,756 | |
| Credit Suisse Group AG | 0.650% | 1/14/28 | EUR | 12,880 | 15,460 | |
| Credit Suisse Group AG | 2.250% | 6/9/28 | GBP | 3,784 | 5,335 | |
| Credit Suisse Group AG | 0.650% | 9/10/29 | EUR | 5,925 | 7,009 | |
| Credit Suisse Group Funding Guernsey Ltd. | 1.250% | 4/14/22 | EUR | 20,606 | 25,078 | |
| Credit Suisse Group Funding Guernsey Ltd. | 3.000% | 5/27/22 | GBP | 1,208 | 1,709 | |
| Credit Suisse Group Funding Guernsey Ltd. | 1.000% | 4/14/23 | CHF | 9,655 | 10,779 | |
| Credit Suisse Schweiz AG | 0.000% | 7/31/25 | CHF | 9,175 | 10,151 | |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | 3.375% | 9/29/47 | EUR | 4,830 | 6,536 | |
| ELM BV for Swiss Reinsurance Co. Ltd. | 2.600% | 12/29/49 | EUR | 13,644 | 17,697 | |
| Firmenich Productions Participations SAS | 1.375% | 10/30/26 | EUR | 8,050 | 10,291 | |
| Firmenich Productions Participations SAS | 1.750% | 4/30/30 | EUR | 8,050 | 10,560 | |
| Flughafen Zurich AG | 1.500% | 4/17/23 | CHF | 2,415 | 2,730 | |
| Givaudan Finance Europe BV | 1.000% | 4/22/27 | EUR | 8,050 | 10,159 | |
| Holcim Finance Australia Pty Ltd. | 3.500% | 6/16/22 | AUD | 1,350 | 1,062 | |
| Holcim Finance Luxembourg SA | 1.375% | 5/26/23 | EUR | 8,452 | 10,450 | |
| Holcim Finance Luxembourg SA | 3.000% | 1/22/24 | EUR | 4,508 | 5,867 | |
| Holcim Finance Luxembourg SA | 2.375% | 4/9/25 | EUR | 300 | 392 | |
| Holcim Finance Luxembourg SA | 2.250% | 5/26/28 | EUR | 3,623 | 4,885 | |
| Holcim Finance Luxembourg SA | 0.500% | 4/23/31 | EUR | 12,074 | 14,006 | |
| LafargeHolcim Ltd. | 3.000% | 11/22/22 | CHF | 2,415 | 2,774 | |
| LafargeHolcim Sterling Finance Netherlands BV | 3.000% | 5/12/32 | GBP | 644 | 957 | |
| Luzerner Kantonalbank AG | 1.125% | 6/30/23 | CHF | 6,440 | 7,291 | |
| Nestle Finance International Ltd. | 1.750% | 9/12/22 | EUR | 4,910 | 6,073 | |
| Nestle Finance International Ltd. | 2.250% | 11/30/23 | GBP | 725 | 1,049 | |
| Nestle Finance International Ltd. | 0.375% | 1/18/24 | EUR | 9,659 | 11,799 | |
| Nestle Finance International Ltd. | 1.250% | 11/2/29 | EUR | 2,415 | 3,153 | |
| Nestle Finance International Ltd. | 1.500% | 4/1/30 | EUR | 8,050 | 10,652 | |
52
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Nestle Finance International Ltd. | 0.000% | 3/3/33 | EUR | 7,000 | 7,881 | |
| Nestle Finance International Ltd. | 1.750% | 11/2/37 | EUR | 4,910 | 6,817 | |
| Nestle Finance International Ltd. | 0.375% | 12/3/40 | EUR | 5,635 | 6,133 | |
| Novartis AG | 0.625% | 11/13/29 | CHF | 2,210 | 2,528 | |
| Novartis Finance SA | 0.500% | 8/14/23 | EUR | 4,025 | 4,919 | |
| Novartis Finance SA | 0.125% | 9/20/23 | EUR | 16,179 | 19,647 | |
| Novartis Finance SA | 1.625% | 11/9/26 | EUR | 4,025 | 5,290 | |
| Novartis Finance SA | 0.625% | 9/20/28 | EUR | 100 | 125 | |
| Novartis Finance SA | 1.375% | 8/14/30 | EUR | 6,520 | 8,547 | |
| Pfandbrief Schweiz Hypo Pfandbriefe Regs | 0.625% | 10/9/28 | CHF | 12,070 | 13,953 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.875% | 2/14/22 | CHF | 2,415 | 2,718 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.000% | 7/5/22 | CHF | 14,085 | 15,547 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 8/15/22 | CHF | 6,035 | 6,783 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.125% | 6/28/23 | CHF | 49,100 | 56,919 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.250% | 9/29/23 | CHF | 5,615 | 6,423 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.375% | 1/25/24 | CHF | 2,815 | 3,329 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 2/14/24 | CHF | 6,440 | 7,429 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 3/25/24 | CHF | 4,025 | 4,490 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/21/24 | CHF | 8,530 | 9,776 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 10/15/25 | CHF | 4,025 | 4,555 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 1/26/26 | CHF | 6,440 | 7,294 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | 3/30/26 | CHF | 9,575 | 11,964 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 9/18/26 | CHF | 8,610 | 9,709 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.750% | 12/15/26 | CHF | 2,415 | 3,097 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 1/18/27 | CHF | 16,095 | 18,154 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.500% | 2/16/27 | CHF | 1,610 | 2,045 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 5/12/27 | CHF | 20,120 | 22,877 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 5/5/28 | CHF | 6,440 | 7,380 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/10/28 | CHF | 4,025 | 4,570 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 9/6/28 | CHF | 22,535 | 25,102 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 1/22/29 | CHF | 35,440 | 40,574 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 5/8/29 | CHF | 6,035 | 6,715 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/15/29 | CHF | 12,070 | 13,817 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.375% | 9/20/29 | CHF | 1,610 | 1,971 |
53
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 4/15/30 | CHF | 8,050 | 9,012 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.625% | 7/3/30 | CHF | 1,610 | 2,022 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 5/16/31 | CHF | 2,815 | 3,256 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 7/15/31 | CHF | 7,445 | 8,181 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.875% | 9/15/31 | CHF | 27,780 | 36,116 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.000% | 5/12/32 | CHF | 6,035 | 7,257 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 2.250% | 8/13/32 | CHF | 8,210 | 11,151 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.125% | 11/19/32 | CHF | 8,000 | 8,799 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 4/25/33 | CHF | 4,025 | 4,660 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 8/2/33 | CHF | 14,085 | 17,988 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 5/7/35 | CHF | 1,610 | 1,931 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 10/5/35 | CHF | 4,025 | 4,599 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/14/36 | CHF | 3,260 | 3,593 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.625% | 1/23/37 | CHF | 3,220 | 3,735 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.875% | 6/25/37 | CHF | 4,425 | 5,326 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.375% | 7/8/39 | CHF | 6,680 | 7,464 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 1.500% | 12/5/40 | CHF | 4,025 | 5,411 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.500% | 6/17/41 | CHF | 6,630 | 7,582 | |
| Pfandbriefbank schweizerischer Hypothekarinstitute AG | 0.250% | 10/6/42 | CHF | 8,050 | 8,712 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.250% | 2/3/22 | CHF | 3,220 | 3,576 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.875% | 6/20/22 | CHF | 14,485 | 16,130 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.000% | 9/9/22 | CHF | 6,840 | 7,656 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.125% | 4/28/23 | CHF | 5,370 | 6,080 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 2.250% | 6/16/23 | CHF | 8,450 | 9,814 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 7/25/23 | CHF | 13,680 | 15,178 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.375% | 8/30/23 | CHF | 6,035 | 6,752 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 3/12/24 | CHF | 12,070 | 13,459 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.750% | 4/15/24 | CHF | 805 | 914 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 6/14/24 | CHF | 26,160 | 29,094 |
54
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.750% | 9/23/24 | CHF | 1,770 | 2,019 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 12/2/24 | CHF | 12,070 | 13,505 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 7/28/25 | CHF | 4,025 | 4,577 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 2.000% | 10/30/25 | CHF | 2,415 | 2,930 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | 12/1/25 | CHF | 11,550 | 13,005 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.625% | 6/17/26 | CHF | 5,635 | 6,791 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.050% | 11/6/26 | CHF | 8,050 | 8,973 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.375% | 3/19/27 | CHF | 6,440 | 7,730 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.250% | 2/11/28 | CHF | 985 | 1,110 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.000% | 9/22/28 | CHF | 4,025 | 4,769 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 4/9/29 | CHF | 16,095 | 18,133 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 1.500% | 5/21/29 | CHF | 9,405 | 11,598 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.625% | 7/16/29 | CHF | 19,315 | 22,288 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 4/30/30 | CHF | 4,025 | 4,605 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.000% | 7/19/30 | CHF | 18,500 | 20,215 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 9/20/30 | CHF | 14,085 | 16,103 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.550% | 1/29/31 | CHF | 7,645 | 8,780 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.300% | 6/6/31 | CHF | 6,035 | 6,758 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.125% | 9/2/31 | CHF | 5,635 | 6,204 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.650% | 2/15/33 | CHF | 8,050 | 9,354 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.500% | 5/15/34 | CHF | 4,830 | 5,536 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.200% | 7/13/35 | CHF | 12,070 | 13,077 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.600% | 12/11/35 | CHF | 10,460 | 12,107 | |
| Pfandbriefzentrale der schweizerischen Kantonalbanken AG | 0.700% | 3/4/39 | CHF | 4,025 | 4,764 | |
| Richemont International Holding SA | 1.000% | 3/26/26 | EUR | 12,396 | 15,580 | |
| Richemont International Holding SA | 1.125% | 5/26/32 | EUR | 10,000 | 12,714 | |
| Richemont International Holding SA | 2.000% | 3/26/38 | EUR | 12,396 | 17,068 | |
| Richemont International Holding SA | 1.625% | 5/26/40 | EUR | 8,050 | 10,449 | |
| Roche Finance Europe BV | 0.500% | 2/27/23 | EUR | 7,245 | 8,834 | |
| Roche Finance Europe BV | 0.875% | 2/25/25 | EUR | 644 | 804 | |
| Swiss Re Finance Luxembourg SA | 2.534% | 4/30/50 | EUR | 8,800 | 11,626 | |
| Swisscom AG | 2.625% | 8/31/22 | CHF | 8,850 | 10,092 | |
| Swisscom AG | 1.750% | 7/10/24 | CHF | 1,610 | 1,880 | |
| Tyco Electronics Group SA | 1.100% | 3/1/23 | EUR | 3,000 | 3,687 |
55
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Tyco Electronics Group SA | 0.000% | 2/14/25 | EUR | 5,071 | 6,114 | |
| Tyco Electronics Group SA | 0.000% | 2/16/29 | EUR | 7,400 | 8,559 | |
| UBS Group AG | 1.750% | 11/16/22 | EUR | 4,025 | 4,990 | |
| UBS Group AG | 2.125% | 3/4/24 | EUR | 800 | 1,022 | |
| UBS Group AG | 1.500% | 11/30/24 | EUR | 6,198 | 7,743 | |
| UBS Group AG | 1.250% | 4/17/25 | EUR | 16,904 | 21,027 | |
| UBS Group AG | 0.250% | 1/29/26 | EUR | 4,025 | 4,852 | |
| UBS Group AG | 1.250% | 9/1/26 | EUR | 21,331 | 26,893 | |
| UBS Group AG | 0.250% | 2/24/28 | EUR | 10,000 | 11,854 | |
| UBS Group AG | 0.250% | 11/5/28 | EUR | 10,000 | 11,845 | |
| Willow No 2 Ireland plc for Zurich Insurance Co. Ltd. | 3.375% | 6/27/22 | EUR | 805 | 1,009 | |
| Zuercher Kantonalbank | 2.125% | 6/29/22 | CHF | 13,200 | 14,908 | |
| Zuercher Kantonalbank | 0.250% | 1/27/26 | CHF | 4,025 | 4,516 | |
| Zuercher Kantonalbank | 0.125% | 5/13/26 | CHF | 1,320 | 1,471 | |
| Zurich Finance Australia Ltd. | 3.477% | 5/31/23 | AUD | 700 | 568 | |
| Zurich Finance Ireland Designated Activity Co. | 1.625% | 6/17/39 | EUR | 12,074 | 15,782 | |
| 1,461,177 | ||||||
| United Arab Emirates (0.0%) | ||||||
| DP World plc | 2.375% | 9/25/26 | EUR | 400 | 511 | |
| DP World plc | 4.250% | 9/25/30 | GBP | 1,610 | 2,512 | |
| Emirates NBD Bank PJSC | 4.750% | 2/9/28 | AUD | 2,490 | 2,150 | |
| Emirates NBD Bank PJSC | 3.050% | 2/26/30 | AUD | 1,850 | 1,415 | |
| Emirates Telecommunications Group Co. PJSC | 2.750% | 6/18/26 | EUR | 5,635 | 7,647 | |
| MDGH - GMTN BV | 3.625% | 5/30/23 | EUR | 2,415 | 3,127 | |
| MDGH - GMTN BV | 6.875% | 3/14/26 | GBP | 516 | 909 | |
| 18,271 | ||||||
| United Kingdom (2.6%) | ||||||
| 3i Group plc | 5.750% | 12/3/32 | GBP | 4,025 | 7,401 | |
| A2Dominion Housing Group Ltd. | 3.500% | 11/15/28 | GBP | 4,991 | 7,529 | |
| AA Bond Co. Ltd. | 6.269% | 7/2/43 | GBP | 1,610 | 2,505 | |
| ABP Finance plc | 6.250% | 12/14/26 | GBP | 3,462 | 5,802 | |
| Admiral Group plc | 5.500% | 7/25/24 | GBP | 1,932 | 3,012 | |
| Affinity Sutton Capital Markets plc | 4.250% | 10/8/42 | GBP | 1,208 | 2,261 | |
| Affinity Water Finance plc | 5.875% | 7/13/26 | GBP | 1,731 | 2,943 | |
| Affinity Water Finance plc | 4.500% | 3/31/36 | GBP | 3,623 | 6,561 | |
| Affordable Housing Finance plc | 3.800% | 5/20/44 | GBP | 4,025 | 7,741 | |
| Affordable Housing Finance plc | 2.893% | 8/11/45 | GBP | 2,152 | 3,697 | |
| Anglian Water Services Financing plc | 6.875% | 8/21/23 | GBP | 3,462 | 5,464 | |
| Anglian Water Services Financing plc | 1.625% | 8/10/25 | GBP | 3,800 | 5,426 | |
| Anglian Water Services Financing plc | 2.625% | 6/15/27 | GBP | 2,898 | 4,185 | |
| Anglian Water Services Financing plc | 4.500% | 10/5/27 | GBP | 2,248 | 3,687 | |
| Anglian Water Services Financing plc | 6.625% | 1/15/29 | GBP | 496 | 931 | |
| Annington Funding plc | 1.650% | 7/12/24 | EUR | 3,059 | 3,849 | |
| Annington Funding plc | 2.646% | 7/12/25 | GBP | 2,415 | 3,511 | |
| Annington Funding plc | 3.685% | 7/12/34 | GBP | 5,876 | 9,266 | |
| Annington Funding plc | 3.935% | 7/12/47 | GBP | 4,669 | 7,903 | |
| Arqiva Financing plc | 4.882% | 12/31/32 | GBP | 3,960 | 6,266 | |
| Artesian Finance II plc | 6.000% | 9/30/33 | GBP | 1,602 | 3,217 | |
| Aspire Defence Finance plc | 4.674% | 3/31/40 | GBP | 2,914 | 5,175 | |
| Aspire Defence Finance plc | 4.674% | 3/31/40 | GBP | 3,138 | 5,611 | |
| Aster Treasury plc | 4.500% | 12/18/43 | GBP | 2,174 | 4,297 | |
| AstraZeneca plc | 1.250% | 5/12/28 | EUR | 100 | 128 | |
56
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| AstraZeneca plc | 5.750% | 11/13/31 | GBP | 3,220 | 6,221 | |
| Aviva plc | 0.625% | 10/27/23 | EUR | 805 | 990 | |
| Aviva plc | 1.875% | 11/13/27 | EUR | 3,220 | 4,310 | |
| Aviva plc | 4.000% | 10/2/30 | CAD | 2,000 | 1,705 | |
| Aviva plc | 6.125% | 7/5/43 | EUR | 1,932 | 2,626 | |
| Aviva plc | 3.875% | 7/3/44 | EUR | 1,980 | 2,638 | |
| Aviva plc | 3.375% | 12/4/45 | EUR | 4,830 | 6,496 | |
| Aviva plc | 4.375% | 9/12/49 | GBP | 4,018 | 6,212 | |
| Aviva plc | 6.125% | 9/29/49 | GBP | 3,780 | 5,578 | |
| Aviva plc | 5.125% | 6/4/50 | GBP | 1,610 | 2,619 | |
| Aviva plc | 4.000% | 6/3/55 | GBP | 3,039 | 4,586 | |
| Aviva plc | 6.875% | 5/20/58 | GBP | 6,997 | 15,019 | |
| Babcock International Group plc | 1.750% | 10/6/22 | EUR | 6,279 | 7,665 | |
| Babcock International Group plc | 1.875% | 10/5/26 | GBP | 3,220 | 4,366 | |
| Babcock International Group plc | 1.375% | 9/13/27 | EUR | 483 | 583 | |
| BAE Systems plc | 4.125% | 6/8/22 | GBP | 5,232 | 7,499 | |
| Bank of Scotland plc | 4.750% | 6/8/22 | EUR | 1,482 | 1,884 | |
| Bank of Scotland plc | 4.875% | 12/20/24 | GBP | 1,127 | 1,800 | |
| Barclays plc | 1.500% | 9/3/23 | EUR | 100 | 125 | |
| Barclays plc | 3.125% | 1/17/24 | GBP | 5,554 | 8,092 | |
| Barclays plc | 1.375% | 1/24/26 | EUR | 8,000 | 10,008 | |
| Barclays plc | 3.000% | 5/8/26 | GBP | 8,854 | 13,073 | |
| Barclays plc | 3.250% | 2/12/27 | GBP | 528 | 790 | |
| Barclays plc | 2.000% | 2/7/28 | EUR | 8,291 | 10,252 | |
| Barclays plc | 3.750% | 11/22/30 | GBP | 7,245 | 10,858 | |
| Barclays plc | 3.250% | 1/17/33 | GBP | 500 | 757 | |
| BAT Capital Corp. | 2.125% | 8/15/25 | GBP | 1,047 | 1,482 | |
| BAT International Finance plc | 1.000% | 5/23/22 | EUR | 564 | 684 | |
| BAT International Finance plc | 2.375% | 1/19/23 | EUR | 100 | 125 | |
| BAT International Finance plc | 0.875% | 10/13/23 | EUR | 6,935 | 8,476 | |
| BAT International Finance plc | 2.750% | 3/25/25 | EUR | 4,830 | 6,321 | |
| BAT International Finance plc | 1.250% | 3/13/27 | EUR | 6,319 | 7,768 | |
| BAT International Finance plc | 2.250% | 1/16/30 | EUR | 14,489 | 18,420 | |
| BAT International Finance plc | 6.000% | 11/24/34 | GBP | 3,502 | 6,246 | |
| BAT International Finance plc | 5.750% | 7/5/40 | GBP | 400 | 715 | |
| BAT International Finance plc | 2.250% | 9/9/52 | GBP | 5,635 | 5,621 | |
| BAT Netherlands Finance BV | 2.375% | 10/7/24 | EUR | 8,050 | 10,329 | |
| BAT Netherlands Finance BV | 3.125% | 4/7/28 | EUR | 8,050 | 10,913 | |
| Bazalgette Finance plc | 2.375% | 11/29/27 | GBP | 966 | 1,416 | |
| BG Energy Capital plc | 1.250% | 11/21/22 | EUR | 5,152 | 6,314 | |
| BG Energy Capital plc | 5.125% | 12/1/25 | GBP | 4,836 | 7,955 | |
| BG Energy Capital plc | 2.250% | 11/21/29 | EUR | 8,380 | 11,516 | |
| BP Capital Markets BV | 0.933% | 12/4/40 | EUR | 5,635 | 6,326 | |
| BP Capital Markets plc | 1.177% | 8/12/23 | GBP | 2,496 | 3,495 | |
| BP Capital Markets plc | 1.876% | 4/7/24 | EUR | 7,441 | 9,494 | |
| BP Capital Markets plc | 0.900% | 7/3/24 | EUR | 18,916 | 23,501 | |
| BP Capital Markets plc | 0.830% | 9/19/24 | EUR | 6,440 | 7,982 | |
| BP Capital Markets plc | 2.030% | 2/14/25 | GBP | 1,047 | 1,508 | |
| BP Capital Markets plc | 1.953% | 3/3/25 | EUR | 5,796 | 7,502 | |
| BP Capital Markets plc | 3.470% | 5/15/25 | CAD | 2,053 | 1,801 | |
| BP Capital Markets plc | 1.077% | 6/26/25 | EUR | 4,267 | 5,353 | |
| BP Capital Markets plc | 2.972% | 2/27/26 | EUR | 4,186 | 5,743 | |
| BP Capital Markets plc | 2.274% | 7/3/26 | GBP | 10,253 | 14,968 | |
| BP Capital Markets plc | 2.213% | 9/25/26 | EUR | 10,464 | 14,003 | |
| BP Capital Markets plc | 1.573% | 2/16/27 | EUR | 13,347 | 17,333 |
57
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| BP Capital Markets plc | 0.831% | 11/8/27 | EUR | 12,074 | 15,013 | |
| BP Capital Markets plc | 2.822% | 4/7/32 | EUR | 8,050 | 11,711 | |
| BP Capital Markets plc | 3.625% | 12/31/99 | EUR | 8,050 | 10,535 | |
| BP Capital Markets plc | 4.250% | 12/31/99 | GBP | 8,050 | 11,824 | |
| BPHA Finance plc | 4.816% | 4/11/44 | GBP | 1,047 | 2,084 | |
| British Land Co. plc | 2.375% | 9/14/29 | GBP | 1,449 | 2,010 | |
| British Telecommunications plc | 1.125% | 3/10/23 | EUR | 5,313 | 6,547 | |
| British Telecommunications plc | 0.875% | 9/26/23 | EUR | 3,220 | 3,957 | |
| British Telecommunications plc | 1.000% | 11/21/24 | EUR | 4,084 | 5,074 | |
| British Telecommunications plc | 1.750% | 3/10/26 | EUR | 7,985 | 10,354 | |
| British Telecommunications plc | 1.500% | 6/23/27 | EUR | 8,211 | 10,567 | |
| British Telecommunications plc | 2.125% | 9/26/28 | EUR | 100 | 134 | |
| British Telecommunications plc | 5.750% | 12/7/28 | GBP | 3,244 | 5,710 | |
| British Telecommunications plc | 3.125% | 11/21/31 | GBP | 400 | 599 | |
| British Telecommunications plc | 6.375% | 6/23/37 | GBP | 4,830 | 10,028 | |
| 1 | Broadgate Financing plc | 4.999% | 10/5/33 | GBP | 5,230 | 8,207 |
| Bromford Housing Group Ltd. | 3.125% | 5/3/48 | GBP | 1,530 | 2,533 | |
| BUPA Finance plc | 2.000% | 4/5/24 | GBP | 10,263 | 14,646 | |
| BUPA Finance plc | 5.000% | 12/8/26 | GBP | 4,106 | 6,596 | |
| Burberry Group plc | 1.125% | 9/21/25 | GBP | 4,025 | 5,515 | |
| Cadent Finance plc | 0.625% | 9/22/24 | EUR | 18,207 | 22,369 | |
| Cadent Finance plc | 2.125% | 9/22/28 | GBP | 8,780 | 12,529 | |
| Cadent Finance plc | 0.625% | 3/19/30 | EUR | 7,000 | 8,397 | |
| Cadent Finance plc | 0.750% | 3/11/32 | EUR | 4,025 | 4,778 | |
| Cadent Finance plc | 2.250% | 10/10/35 | GBP | 6,440 | 8,789 | |
| Cadent Finance plc | 2.625% | 9/22/38 | GBP | 2,657 | 3,769 | |
| Cadent Finance plc | 3.125% | 3/21/40 | GBP | 2,235 | 3,372 | |
| Cadent Finance plc | 2.750% | 9/22/46 | GBP | 1,731 | 2,459 | |
| 3 | Canary Wharf Group Investment Holdings plc | 2.625% | 4/23/25 | GBP | 6,600 | 9,098 |
| 3 | Canary Wharf Group Investment Holdings plc | 1.750% | 4/7/26 | EUR | 7,000 | 8,441 |
| 3 | Canary Wharf Group Investment Holdings plc | 3.375% | 4/23/28 | GBP | 6,200 | 8,515 |
| Cardiff University | 3.000% | 12/7/55 | GBP | 1,610 | 2,719 | |
| Centrica plc | 4.375% | 3/13/29 | GBP | 5,393 | 8,818 | |
| Centrica plc | 7.000% | 9/19/33 | GBP | 2,415 | 5,072 | |
| Centrica plc | 4.250% | 9/12/44 | GBP | 6,577 | 11,619 | |
| Channel Link Enterprises Finance plc | 3.043% | 6/30/50 | GBP | 4,991 | 6,898 | |
| Circle Anglia Social Housing plc | 7.250% | 11/12/38 | GBP | 3,904 | 9,486 | |
| Citizen Treasury plc | 3.250% | 10/20/48 | GBP | 1,288 | 2,154 | |
| CK Hutchison Europe Finance 18 Ltd. | 1.250% | 4/13/25 | EUR | 13,120 | 16,473 | |
| CK Hutchison Finance 16 II Ltd. | 0.875% | 10/3/24 | EUR | 9,176 | 11,336 | |
| CK Hutchison Finance 16 Ltd. | 1.250% | 4/6/23 | EUR | 13,684 | 16,857 | |
| CK Hutchison Finance 16 Ltd. | 2.000% | 4/6/28 | EUR | 100 | 134 | |
| CK Hutchison Group Telecom Finance SA | 0.375% | 10/17/23 | EUR | 100 | 121 | |
| CK Hutchison Group Telecom Finance SA | 2.000% | 10/17/27 | GBP | 4,025 | 5,644 | |
| CK Hutchison Group Telecom Finance SA | 1.125% | 10/17/28 | EUR | 200 | 248 | |
| CK Hutchison Group Telecom Finance SA | 1.500% | 10/17/31 | EUR | 14,489 | 18,102 | |
| Clarion Funding plc | 2.625% | 1/18/29 | GBP | 1,251 | 1,868 | |
| Clarion Funding plc | 3.125% | 4/19/48 | GBP | 2,415 | 3,941 | |
| Clydesdale Bank plc | 4.625% | 6/8/26 | GBP | 10,464 | 17,151 | |
| CNH Industrial Finance Europe SA | 2.875% | 5/17/23 | EUR | 5,635 | 7,165 | |
| CNH Industrial Finance Europe SA | 1.875% | 1/19/26 | EUR | 8,774 | 11,322 | |
| CNH Industrial Finance Europe SA | 1.625% | 7/3/29 | EUR | 500 | 637 | |
| Coca-Cola European Partners plc | 1.125% | 5/26/24 | EUR | 4,669 | 5,808 | |
| Coca-Cola European Partners plc | 2.375% | 5/7/25 | EUR | 2,415 | 3,166 | |
| Coca-Cola European Partners plc | 1.750% | 3/27/26 | EUR | 9,659 | 12,448 |
58
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Coca-Cola European Partners plc | 1.750% | 5/26/28 | EUR | 4,186 | 5,471 | |
| Coca-Cola European Partners plc | 0.200% | 12/2/28 | EUR | 10,000 | 11,690 | |
| Coca-Cola European Partners plc | 0.700% | 9/12/31 | EUR | 6,842 | 8,127 | |
| Compass Group International BV | 0.625% | 7/3/24 | EUR | 1,369 | 1,682 | |
| Compass Group plc | 2.000% | 9/5/25 | GBP | 400 | 577 | |
| Compass Group plc | 2.000% | 7/3/29 | GBP | 1,288 | 1,855 | |
| 1 | Connect Plus M25 Issuer plc | 2.607% | 3/31/39 | GBP | 2,168 | 3,292 |
| Coventry Building Society | 5.875% | 9/28/22 | GBP | 12,773 | 18,897 | |
| Coventry Building Society | 0.500% | 1/12/24 | EUR | 725 | 891 | |
| CPUK Finance Ltd. | 3.588% | 2/28/42 | GBP | 2,415 | 3,583 | |
| CPUK Finance Ltd. | 7.239% | 2/28/42 | GBP | 2,174 | 3,463 | |
| CPUK Finance Ltd. | 3.690% | 2/28/47 | GBP | 100 | 151 | |
| Crh Finance UK plc | 4.125% | 12/2/29 | GBP | 4,588 | 7,532 | |
| 1,7 | CTRL Section 1 Finance plc | 5.234% | 5/2/35 | GBP | 713 | 1,328 |
| Dali Capital plc | 4.799% | 12/21/37 | GBP | 550 | 1,008 | |
| Derby Healthcare plc | 5.564% | 6/30/41 | GBP | 1,131 | 2,122 | |
| Diageo Finance plc | 0.500% | 6/19/24 | EUR | 688 | 842 | |
| Diageo Finance plc | 1.750% | 9/23/24 | EUR | 200 | 254 | |
| Diageo Finance plc | 2.500% | 3/27/32 | EUR | 12,074 | 17,260 | |
| Diageo Finance plc | 1.250% | 3/28/33 | GBP | 5,635 | 7,394 | |
| DS Smith plc | 2.250% | 9/16/22 | EUR | 100 | 123 | |
| DS Smith plc | 1.375% | 7/26/24 | EUR | 400 | 499 | |
| DWR Cymru Financing UK plc | 6.015% | 3/31/28 | GBP | 500 | 901 | |
| DWR Cymru Financing UK plc | 2.500% | 3/31/36 | GBP | 483 | 727 | |
| Eastern Power Networks plc | 5.750% | 3/8/24 | GBP | 2,415 | 3,801 | |
| Eastern Power Networks plc | 6.250% | 11/12/36 | GBP | 200 | 430 | |
| easyJet FinCo BV | 1.875% | 3/3/28 | EUR | 10,000 | 11,907 | |
| easyJet plc | 1.750% | 2/9/23 | EUR | 644 | 790 | |
| easyJet plc | 0.875% | 6/11/25 | EUR | 8,000 | 9,575 | |
| Electricity North West Ltd. | 8.875% | 3/25/26 | GBP | 1,610 | 3,029 | |
| EMH Treasury plc | 4.500% | 1/29/44 | GBP | 801 | 1,536 | |
| 1 | Eversholt Funding plc | 6.697% | 2/22/35 | GBP | 1,449 | 2,568 |
| 1 | Eversholt Funding plc | 3.529% | 8/7/42 | GBP | 2,737 | 4,167 |
| Experian Finance plc | 1.375% | 6/25/26 | EUR | 400 | 509 | |
| Experian Finance plc | 3.250% | 4/7/32 | GBP | 8,050 | 12,515 | |
| Fidelity International Ltd. | 7.125% | 2/13/24 | GBP | 1,047 | 1,677 | |
| Fidelity International Ltd. | 2.500% | 11/4/26 | EUR | 2,205 | 2,916 | |
| Firstgroup plc | 6.875% | 9/18/24 | GBP | 2,142 | 3,472 | |
| Futures Treasury plc | 3.375% | 2/8/44 | GBP | 725 | 1,222 | |
| Gatwick Funding Ltd. | 5.250% | 1/23/26 | GBP | 805 | 1,232 | |
| Gatwick Funding Ltd. | 6.125% | 3/2/28 | GBP | 14,449 | 23,941 | |
| Gatwick Funding Ltd. | 5.750% | 1/23/39 | GBP | 5,500 | 10,096 | |
| Gatwick Funding Ltd. | 3.125% | 9/28/41 | GBP | 3,462 | 4,842 | |
| Gatwick Funding Ltd. | 3.250% | 2/26/48 | GBP | 400 | 564 | |
| Gatwick Funding Ltd. | 2.625% | 10/7/48 | GBP | 966 | 1,225 | |
| Genfinance II plc | 6.064% | 12/21/39 | GBP | 4,749 | 10,322 | |
| GlaxoSmithKline Capital plc | 1.375% | 12/2/24 | EUR | 350 | 444 | |
| GlaxoSmithKline Capital plc | 4.000% | 6/16/25 | EUR | 805 | 1,130 | |
| GlaxoSmithKline Capital plc | 1.250% | 5/21/26 | EUR | 12,074 | 15,379 | |
| GlaxoSmithKline Capital plc | 1.000% | 9/12/26 | EUR | 500 | 630 | |
| GlaxoSmithKline Capital plc | 3.375% | 12/20/27 | GBP | 3,140 | 4,933 | |
| GlaxoSmithKline Capital plc | 1.750% | 5/21/30 | EUR | 14,372 | 19,290 | |
| GlaxoSmithKline Capital plc | 5.250% | 12/19/33 | GBP | 5,908 | 11,363 | |
| GlaxoSmithKline Capital plc | 1.625% | 5/12/35 | GBP | 8,050 | 10,650 | |
| GlaxoSmithKline Capital plc | 6.375% | 3/9/39 | GBP | 922 | 2,102 |
59
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| GlaxoSmithKline Capital plc | 5.250% | 4/10/42 | GBP | 3,506 | 7,417 | |
| GlaxoSmithKline Capital plc | 4.250% | 12/18/45 | GBP | 483 | 939 | |
| Global Switch Holdings Ltd. | 4.375% | 12/13/22 | GBP | 805 | 1,172 | |
| Global Switch Holdings Ltd. | 1.500% | 1/31/24 | EUR | 1,449 | 1,803 | |
| Global Switch Holdings Ltd. | 2.250% | 5/31/27 | EUR | 500 | 657 | |
| Great Places Housing Group Ltd. | 4.750% | 10/22/42 | GBP | 2,415 | 4,684 | |
| 1 | Great Rolling Stock Co. Ltd. | 6.875% | 7/27/35 | GBP | 665 | 1,182 |
| 1 | Greater Gabbard OFTO plc | 4.137% | 11/29/32 | GBP | 1,230 | 1,966 |
| Greene King Finance plc | 5.318% | 9/15/31 | GBP | 947 | 1,492 | |
| 1 | Greene King Finance plc | 4.064% | 3/15/35 | GBP | 1,575 | 2,345 |
| Guinness Partnership Ltd. | 4.000% | 10/24/44 | GBP | 788 | 1,472 | |
| 1 | Gwynt y Mor OFTO plc | 2.778% | 2/17/34 | GBP | 1,971 | 2,846 |
| Hammerson plc | 6.000% | 2/23/26 | GBP | 3,220 | 4,955 | |
| Hammerson plc | 7.250% | 4/21/28 | GBP | 3,220 | 5,243 | |
| Hastings Group Finance plc | 3.000% | 5/24/25 | GBP | 8,854 | 12,969 | |
| 1 | Haven Funding plc | 8.125% | 9/30/37 | GBP | 760 | 1,609 |
| Heathrow Funding Ltd. | 5.225% | 2/15/23 | GBP | 1,771 | 2,630 | |
| Heathrow Funding Ltd. | 7.125% | 2/14/24 | GBP | 6,375 | 10,087 | |
| Heathrow Funding Ltd. | 1.875% | 5/23/24 | EUR | 400 | 490 | |
| Heathrow Funding Ltd. | 1.500% | 10/12/27 | EUR | 10,000 | 12,549 | |
| Heathrow Funding Ltd. | 1.500% | 2/11/30 | EUR | 5,715 | 7,086 | |
| Heathrow Funding Ltd. | 3.400% | 3/8/30 | CAD | 5,635 | 4,771 | |
| Heathrow Funding Ltd. | 2.750% | 10/13/31 | GBP | 4,025 | 5,742 | |
| Heathrow Funding Ltd. | 6.450% | 12/10/31 | GBP | 2,455 | 4,630 | |
| Heathrow Funding Ltd. | 1.875% | 7/12/32 | EUR | 3,381 | 4,292 | |
| Heathrow Funding Ltd. | 3.782% | 9/4/32 | CAD | 2,174 | 1,875 | |
| Heathrow Funding Ltd. | 1.875% | 3/14/36 | EUR | 7,047 | 8,834 | |
| Heathrow Funding Ltd. | 5.875% | 5/13/43 | GBP | 10,223 | 20,276 | |
| Heathrow Funding Ltd. | 4.625% | 10/31/46 | GBP | 2,013 | 3,582 | |
| Heathrow Funding Ltd. | 2.750% | 8/9/51 | GBP | 765 | 1,029 | |
| High Speed Rail Finance 1 plc | 4.375% | 11/1/38 | GBP | 5,393 | 9,243 | |
| Hiscox Ltd. | 2.000% | 12/14/22 | GBP | 564 | 793 | |
| Home Group Ltd. | 3.125% | 3/27/43 | GBP | 1,610 | 2,504 | |
| HSBC Bank Capital Funding Sterling 1 LP | 5.844% | 11/29/49 | GBP | 250 | 487 | |
| HSBC Bank plc | 6.500% | 7/7/23 | GBP | 4,025 | 6,223 | |
| HSBC Bank plc | 5.375% | 11/4/30 | GBP | 805 | 1,303 | |
| HSBC Bank plc | 5.375% | 8/22/33 | GBP | 4,025 | 7,335 | |
| HSBC Bank plc | 6.250% | 1/30/41 | GBP | 66 | 142 | |
| HSBC Bank plc | 4.750% | 3/24/46 | GBP | 100 | 187 | |
| HSBC Holdings plc | 2.175% | 6/27/23 | GBP | 13,684 | 19,229 | |
| HSBC Holdings plc | 3.196% | 12/5/23 | CAD | 7,881 | 6,763 | |
| HSBC Holdings plc | 0.875% | 9/6/24 | EUR | 14,167 | 17,515 | |
| HSBC Holdings plc | 1.500% | 12/4/24 | EUR | 3,220 | 4,025 | |
| HSBC Holdings plc | 3.000% | 6/30/25 | EUR | 21,331 | 28,384 | |
| HSBC Holdings plc | 0.309% | 11/13/26 | EUR | 10,000 | 12,035 | |
| HSBC Holdings plc | 2.256% | 11/13/26 | GBP | 5,232 | 7,489 | |
| HSBC Holdings plc | 1.750% | 7/24/27 | GBP | 7,000 | 9,715 | |
| HSBC Holdings plc | 3.000% | 7/22/28 | GBP | 24,011 | 35,571 | |
| HSBC Holdings plc | 2.625% | 8/16/28 | GBP | 2,516 | 3,665 | |
| HSBC Holdings plc | 6.750% | 9/11/28 | GBP | 2,200 | 3,951 | |
| HSBC Holdings plc | 3.000% | 5/29/30 | GBP | 3,500 | 5,186 | |
| HSBC Holdings plc | 0.770% | 11/13/31 | EUR | 16,099 | 19,230 | |
| HSBC Holdings plc | 7.000% | 4/7/38 | GBP | 8,100 | 17,053 | |
| HSBC Holdings plc | 6.000% | 3/29/40 | GBP | 6,158 | 12,038 | |
| Hyde Housing Association Ltd. | 5.125% | 7/23/40 | GBP | 275 | 548 |
60
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Hyde Housing Association Ltd. | 1.750% | 8/18/55 | GBP | 6,440 | 7,807 | |
| Imperial Brands Finance Netherlands BV | 1.750% | 3/18/33 | EUR | 8,000 | 9,474 | |
| Imperial Brands Finance plc | 1.375% | 1/27/25 | EUR | 805 | 1,001 | |
| Imperial Brands Finance plc | 3.375% | 2/26/26 | EUR | 483 | 656 | |
| Imperial Brands Finance plc | 2.125% | 2/12/27 | EUR | 12,477 | 16,005 | |
| Imperial Brands Finance plc | 4.875% | 6/7/32 | GBP | 6,118 | 9,868 | |
| Incommunities Treasury plc | 3.250% | 3/21/49 | GBP | 2,496 | 4,195 | |
| Informa plc | 1.500% | 7/5/23 | EUR | 1,047 | 1,297 | |
| Informa plc | 3.125% | 7/5/26 | GBP | 1,000 | 1,464 | |
| Just Group plc | 9.000% | 10/26/26 | GBP | 500 | 907 | |
| Juturna European Loan Conduit No 16 plc | 5.064% | 8/10/33 | GBP | 5,497 | 9,294 | |
| Karbon Homes Ltd. | 3.375% | 11/15/47 | GBP | 6,037 | 10,483 | |
| Kennedy Wilson Europe Real Estate Ltd. | 3.250% | 11/12/25 | EUR | 1,200 | 1,543 | |
| Land Securities Capital Markets plc | 1.974% | 2/8/26 | GBP | 805 | 1,139 | |
| Land Securities Capital Markets plc | 2.375% | 3/29/29 | GBP | 644 | 931 | |
| Land Securities Capital Markets plc | 2.625% | 9/22/39 | GBP | 3,381 | 4,904 | |
| Land Securities Capital Markets plc | 2.750% | 9/22/59 | GBP | 1,047 | 1,593 | |
| Leeds Building Society | 1.375% | 5/5/22 | EUR | 17,865 | 21,807 | |
| Leeds Building Society | 0.500% | 7/3/24 | EUR | 500 | 615 | |
| Leeds Building Society | 3.750% | 4/25/29 | GBP | 500 | 732 | |
| Legal & General Finance plc | 5.875% | 12/11/31 | GBP | 5,635 | 10,844 | |
| Legal & General Group plc | 5.375% | 10/27/45 | GBP | 2,737 | 4,345 | |
| Legal & General Group plc | 5.125% | 11/14/48 | GBP | 805 | 1,300 | |
| Legal & General Group plc | 5.500% | 6/27/64 | GBP | 2,644 | 4,505 | |
| Liberty Living Finance plc | 2.625% | 11/28/24 | GBP | 1,610 | 2,334 | |
| Libra Longhurst Group Treasury plc | 5.125% | 8/2/38 | GBP | 1,447 | 2,804 | |
| Linde Finance BV | 5.875% | 4/24/23 | GBP | 1,753 | 2,677 | |
| Linde Finance BV | 1.000% | 4/20/28 | EUR | 500 | 639 | |
| Liverpool Victoria Friendly Society Ltd. | 6.500% | 5/22/43 | GBP | 2,214 | 3,324 | |
| Lloyds Bank Corporate Markets plc | 0.250% | 10/4/22 | EUR | 6,440 | 7,800 | |
| Lloyds Bank plc | 0.625% | 9/14/22 | EUR | 7,068 | 8,620 | |
| Lloyds Bank plc | 4.875% | 1/13/23 | EUR | 6,601 | 8,654 | |
| Lloyds Bank plc | 0.250% | 3/25/24 | EUR | 6,440 | 7,877 | |
| Lloyds Bank plc | 7.500% | 4/15/24 | GBP | 8,186 | 13,485 | |
| Lloyds Bank plc | 5.125% | 3/7/25 | GBP | 12,235 | 19,798 | |
| Lloyds Bank plc | 0.625% | 3/26/25 | EUR | 500 | 622 | |
| Lloyds Bank plc | 7.625% | 4/22/25 | GBP | 6,593 | 11,327 | |
| Lloyds Bank plc | 0.125% | 6/18/26 | EUR | 8,050 | 9,829 | |
| Lloyds Bank plc | 4.875% | 3/30/27 | GBP | 2,480 | 4,202 | |
| Lloyds Bank plc | 6.000% | 2/8/29 | GBP | 8,331 | 15,630 | |
| Lloyds Bank plc | 0.125% | 9/23/29 | EUR | 32,197 | 38,746 | |
| Lloyds Banking Group plc | 3.650% | 3/20/23 | AUD | 1,440 | 1,167 | |
| Lloyds Banking Group plc | 0.650% | 5/30/23 | JPY | 200,000 | 1,834 | |
| Lloyds Banking Group plc | 0.482% | 12/14/23 | JPY | 1,400,000 | 12,796 | |
| Lloyds Banking Group plc | 0.625% | 1/15/24 | EUR | 2,254 | 2,742 | |
| Lloyds Banking Group plc | 2.250% | 10/16/24 | GBP | 1,610 | 2,308 | |
| Lloyds Banking Group plc | 3.500% | 2/3/25 | CAD | 2,093 | 1,820 | |
| Lloyds Banking Group plc | 4.000% | 3/7/25 | AUD | 9,570 | 8,049 | |
| Lloyds Banking Group plc | 0.824% | 5/30/25 | JPY | 1,300,000 | 11,910 | |
| Lloyds Banking Group plc | 0.500% | 11/12/25 | EUR | 8,452 | 10,299 | |
| Lloyds Banking Group plc | 4.250% | 11/22/27 | AUD | 3,990 | 3,413 | |
| Lloyds Banking Group plc | 4.500% | 3/18/30 | EUR | 2,818 | 3,875 | |
| Lloyds Banking Group plc | 2.707% | 12/3/35 | GBP | 2,415 | 3,364 | |
| London & Quadrant Housing Trust | 2.625% | 5/5/26 | GBP | 1,610 | 2,377 | |
| London & Quadrant Housing Trust | 2.625% | 2/28/28 | GBP | 2,013 | 2,986 |
61
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| London & Quadrant Housing Trust | 4.625% | 12/5/33 | GBP | 500 | 899 | |
| London & Quadrant Housing Trust | 5.500% | 1/27/40 | GBP | 1,932 | 3,995 | |
| London & Quadrant Housing Trust | 3.750% | 10/27/49 | GBP | 3,059 | 5,463 | |
| London & Quadrant Housing Trust | 3.125% | 2/28/53 | GBP | 1,369 | 2,222 | |
| London & Quadrant Housing Trust | 2.750% | 7/20/57 | GBP | 1,610 | 2,428 | |
| London Power Networks plc | 5.125% | 3/31/23 | GBP | 2,415 | 3,619 | |
| London Power Networks plc | 6.125% | 6/7/27 | GBP | 483 | 851 | |
| London Stock Exchange Group plc | 1.750% | 12/6/27 | EUR | 10,706 | 14,135 | |
| 1 | Longstone Finance plc | 4.791% | 4/19/36 | GBP | 640 | 1,021 |
| M&G plc | 5.560% | 7/20/55 | GBP | 7,889 | 12,754 | |
| M&G plc | 6.340% | 12/19/63 | GBP | 2,657 | 4,707 | |
| Manchester Airport Group Funding plc | 4.125% | 4/2/24 | GBP | 1,610 | 2,407 | |
| Manchester Airport Group Funding plc | 4.750% | 3/31/34 | GBP | 1,610 | 2,730 | |
| Manchester Airport Group Funding plc | 2.875% | 9/30/44 | GBP | 3,220 | 4,393 | |
| Martlet Homes Ltd. | 3.000% | 5/9/52 | GBP | 2,737 | 4,373 | |
| 1 | Meadowhall Finance plc | 4.986% | 7/12/37 | GBP | 2,184 | 3,464 |
| 1,7 | Merseylink Issuer plc | 3.842% | 3/31/43 | GBP | 300 | 547 |
| 1 | Metropolitan Funding plc | 4.125% | 4/5/48 | GBP | 1,610 | 2,790 |
| Mondi Finance plc | 1.500% | 4/15/24 | EUR | 9,297 | 11,620 | |
| Morhomes plc | 3.400% | 2/19/38 | GBP | 1,449 | 2,186 | |
| Motability Operations Group plc | 5.375% | 6/28/22 | GBP | 805 | 1,176 | |
| Motability Operations Group plc | 1.625% | 6/9/23 | EUR | 500 | 625 | |
| Motability Operations Group plc | 0.375% | 1/3/26 | EUR | 6,292 | 7,679 | |
| Motability Operations Group plc | 4.375% | 2/8/27 | GBP | 6,923 | 11,293 | |
| Motability Operations Group plc | 0.125% | 7/20/28 | EUR | 14,000 | 16,605 | |
| Motability Operations Group plc | 1.750% | 7/3/29 | GBP | 7,858 | 11,117 | |
| Motability Operations Group plc | 5.625% | 11/29/30 | GBP | 1,610 | 3,024 | |
| Motability Operations Group plc | 2.375% | 3/14/32 | GBP | 644 | 947 | |
| Motability Operations Group plc | 3.625% | 3/10/36 | GBP | 500 | 844 | |
| Motability Operations Group plc | 2.375% | 7/3/39 | GBP | 100 | 147 | |
| Myriad Capital plc | 4.750% | 12/20/43 | GBP | 500 | 958 | |
| National Express Group plc | 2.500% | 11/11/23 | GBP | 4,025 | 5,769 | |
| National Grid Electricity Transmission plc | 1.375% | 9/16/26 | GBP | 3,381 | 4,696 | |
| National Grid Electricity Transmission plc | 2.000% | 9/16/38 | GBP | 4,669 | 6,248 | |
| National Grid plc | 0.553% | 9/18/29 | EUR | 4,025 | 4,790 | |
| National Westminster Bank plc | 5.125% | 1/13/24 | GBP | 500 | 776 | |
| National Westminster Bank plc | 0.500% | 5/15/24 | EUR | 8,050 | 9,927 | |
| Nationwide Building Society | 0.750% | 10/26/22 | EUR | 4,830 | 5,909 | |
| Nationwide Building Society | 1.250% | 3/3/25 | EUR | 500 | 630 | |
| Nationwide Building Society | 5.625% | 1/28/26 | GBP | 1,208 | 2,045 | |
| Nationwide Building Society | 1.500% | 3/8/26 | EUR | 11,994 | 15,174 | |
| Nationwide Building Society | 3.000% | 5/6/26 | GBP | 16,348 | 24,756 | |
| Nationwide Building Society | 0.625% | 3/25/27 | EUR | 9,490 | 11,931 | |
| Nationwide Building Society | 3.250% | 1/20/28 | GBP | 1,057 | 1,642 | |
| Nationwide Building Society | 2.250% | 6/25/29 | EUR | 4,025 | 5,687 | |
| Nationwide Building Society | 2.000% | 7/25/29 | EUR | 20,312 | 25,731 | |
| Nationwide Building Society | 1.375% | 6/29/32 | EUR | 12,879 | 17,359 | |
| 1 | Nats En Route plc | 5.250% | 3/31/26 | GBP | 2,360 | 3,692 |
| Natwest Group plc | 2.500% | 3/22/23 | EUR | 12,638 | 15,925 | |
| Natwest Group plc | 1.750% | 3/2/26 | EUR | 30,587 | 38,792 | |
| NatWest Markets plc | 1.000% | 5/28/24 | EUR | 8,050 | 10,000 | |
| 7 | Network Rail Infrastructure Finance plc | 4.750% | 1/22/24 | GBP | 5,635 | 8,704 |
| 7 | Network Rail Infrastructure Finance plc | 4.375% | 12/9/30 | GBP | 7,164 | 12,831 |
| 7 | Network Rail Infrastructure Finance plc | 4.750% | 11/29/35 | GBP | 3,381 | 6,716 |
| NewRiver REIT plc | 3.500% | 3/7/28 | GBP | 1,449 | 1,954 |
62
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Next Group plc | 3.625% | 5/18/28 | GBP | 5,635 | 8,501 | |
| NIE Finance plc | 2.500% | 10/27/25 | GBP | 644 | 943 | |
| Northern Gas Networks Finance plc | 4.875% | 6/30/27 | GBP | 300 | 500 | |
| Northern Gas Networks Finance plc | 4.875% | 11/15/35 | GBP | 3,059 | 5,596 | |
| Northern Powergrid Holdings Co. | 7.250% | 12/15/22 | GBP | 1,060 | 1,618 | |
| Northern Powergrid Yorkshire plc | 5.125% | 5/4/35 | GBP | 1,234 | 2,295 | |
| Northern Powergrid Yorkshire plc | 2.250% | 10/9/59 | GBP | 1,288 | 1,846 | |
| Northumbrian Water Finance plc | 1.625% | 10/11/26 | GBP | 5,554 | 7,825 | |
| Northumbrian Water Finance plc | 2.375% | 10/5/27 | GBP | 400 | 582 | |
| Northumbrian Water Finance plc | 5.625% | 4/29/33 | GBP | 2,089 | 4,031 | |
| Northumbrian Water Finance plc | 5.125% | 1/23/42 | GBP | 604 | 1,233 | |
| Notting Hill Genesis | 3.750% | 12/20/32 | GBP | 4,346 | 7,109 | |
| Notting Hill Genesis | 5.250% | 7/7/42 | GBP | 1,208 | 2,480 | |
| Notting Hill Genesis | 3.250% | 10/12/48 | GBP | 250 | 406 | |
| Notting Hill Genesis | 4.375% | 2/20/54 | GBP | 4,025 | 8,108 | |
| 1 | Octagon Healthcare Funding plc | 5.333% | 6/30/36 | GBP | 817 | 1,415 |
| Orbit Capital plc | 3.500% | 3/24/45 | GBP | 3,194 | 5,331 | |
| 1 | Paragon Treasury plc | 3.625% | 1/21/47 | GBP | 1,610 | 2,732 |
| Peabody Capital No. 2 plc | 4.625% | 12/12/53 | GBP | 150 | 317 | |
| Peabody Capital plc | 5.250% | 3/17/43 | GBP | 4,548 | 9,480 | |
| Pearson Funding plc | 1.375% | 5/6/25 | EUR | 483 | 603 | |
| 1 | Penarian Housing Finance plc | 3.212% | 6/7/52 | GBP | 1,208 | 1,866 |
| Pension Insurance Corp. plc | 8.000% | 11/23/26 | GBP | 2,013 | 3,622 | |
| Pension Insurance Corp. plc | 5.625% | 9/20/30 | GBP | 6,028 | 10,082 | |
| Phoenix Group Holdings plc | 4.125% | 7/20/22 | GBP | 826 | 1,184 | |
| Phoenix Group Holdings plc | 6.625% | 12/18/25 | GBP | 4,053 | 6,748 | |
| Phoenix Group Holdings plc | 4.375% | 1/24/29 | EUR | 11,833 | 16,741 | |
| Phoenix Group Holdings plc | 5.625% | 4/28/31 | GBP | 2,174 | 3,600 | |
| Places For People Treasury plc | 2.875% | 8/17/26 | GBP | 8,291 | 12,399 | |
| Platform HG Financing plc | 1.625% | 8/10/55 | GBP | 4,025 | 4,972 | |
| Porterbrook Rail Finance Ltd. | 7.125% | 10/20/26 | GBP | 2,415 | 4,302 | |
| Principality Building Society | 2.375% | 11/23/23 | GBP | 805 | 1,146 | |
| Prs Finance plc | 1.750% | 11/24/26 | GBP | 16,381 | 23,805 | |
| Prs Finance plc | 2.000% | 1/23/29 | GBP | 5,474 | 8,019 | |
| Prudential plc | 5.875% | 5/11/29 | GBP | 895 | 1,649 | |
| Prudential plc | 6.125% | 12/19/31 | GBP | 7,245 | 13,630 | |
| Quadgas Finance plc | 3.375% | 9/17/29 | GBP | 3,784 | 5,552 | |
| RAC Bond Co. plc | 4.565% | 5/6/46 | GBP | 400 | 574 | |
| RAC Bond Co. plc | 4.870% | 5/6/46 | GBP | 2,415 | 3,621 | |
| 3 | Reckitt Benckiser Treasury Services Nederland BV | 0.375% | 5/19/26 | EUR | 4,025 | 4,919 |
| Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/30 | EUR | 8,000 | 9,842 | |
| 3 | Reckitt Benckiser Treasury Services Nederland BV | 0.750% | 5/19/30 | EUR | 4,025 | 4,952 |
| 3 | Reckitt Benckiser Treasury Services plc | 1.750% | 5/19/32 | GBP | 3,462 | 4,785 |
| RELX Capital Inc. | 1.300% | 5/12/25 | EUR | 1,610 | 2,034 | |
| RELX Finance BV | 0.000% | 3/18/24 | EUR | 483 | 583 | |
| RELX Finance BV | 0.500% | 3/10/28 | EUR | 12,074 | 14,666 | |
| RELX Finance BV | 0.875% | 3/10/32 | EUR | 5,000 | 6,102 | |
| Rentokil Initial plc | 0.950% | 11/22/24 | EUR | 4,106 | 5,094 | |
| Rio Tinto Finance plc | 2.875% | 12/11/24 | EUR | 300 | 400 | |
| RL Finance Bonds No. 2 plc | 6.125% | 11/30/43 | GBP | 500 | 770 | |
| Rl Finance Bonds No. 3 plc | 6.125% | 11/13/28 | GBP | 2,576 | 4,376 | |
| RL Finance Bonds No. 4 plc | 4.875% | 10/7/49 | GBP | 8,613 | 13,421 | |
| 1 | RMPA Services plc | 5.337% | 9/30/38 | GBP | 1,979 | 3,581 |
63
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Rothesay Life plc | 3.375% | 7/12/26 | GBP | 4,830 | 7,103 | |
| Royal Bank of Scotland Group plc | 2.875% | 9/19/26 | GBP | 1,771 | 2,600 | |
| Royal Bank of Scotland Group plc | 3.125% | 3/28/27 | GBP | 4,830 | 7,175 | |
| Royal Mail plc | 1.250% | 10/8/26 | EUR | 4,025 | 5,070 | |
| RSA Insurance Group plc | 5.125% | 10/10/45 | GBP | 1,610 | 2,521 | |
| RSL Finance No. 1 plc | 6.625% | 3/31/38 | GBP | 953 | 1,847 | |
| Sage Group plc | 1.625% | 2/25/31 | GBP | 5,000 | 6,696 | |
| Sanctuary Capital plc | 6.697% | 3/23/39 | GBP | 1,691 | 3,967 | |
| Sanctuary Capital plc | 5.000% | 4/26/47 | GBP | 3,310 | 7,149 | |
| Sanctuary Capital plc | 2.375% | 4/14/50 | GBP | 805 | 1,150 | |
| Santander UK Group Holdings plc | 1.125% | 9/8/23 | EUR | 8,939 | 11,038 | |
| Santander UK Group Holdings plc | 0.391% | 2/28/25 | EUR | 5,232 | 6,334 | |
| Santander UK Group Holdings plc | 3.625% | 1/14/26 | GBP | 8,416 | 12,778 | |
| Santander UK Group Holdings plc | 2.920% | 5/8/26 | GBP | 11,591 | 16,980 | |
| Santander UK plc | 0.100% | 5/12/24 | EUR | 16,099 | 19,611 | |
| Santander UK plc | 1.250% | 9/18/24 | EUR | 5,393 | 6,824 | |
| Santander UK plc | 0.500% | 1/10/25 | EUR | 6,520 | 8,060 | |
| Santander UK plc | 1.125% | 3/10/25 | EUR | 8,935 | 11,203 | |
| Santander UK plc | 5.750% | 3/2/26 | GBP | 4,713 | 8,052 | |
| Santander UK plc | 5.250% | 2/16/29 | GBP | 5,021 | 9,064 | |
| Santander UK plc | 3.875% | 10/15/29 | GBP | 7,406 | 12,163 | |
| 1 | Saxon Weald Capital plc | 5.375% | 6/6/42 | GBP | 641 | 1,207 |
| Scotland Gas Networks plc | 3.250% | 3/8/27 | GBP | 4,186 | 6,363 | |
| Scotland Gas Networks plc | 4.875% | 12/21/34 | GBP | 805 | 1,459 | |
| Scottish Hydro Electric Transmission plc | 2.250% | 9/27/35 | GBP | 500 | 699 | |
| Scottish Widows Ltd. | 5.500% | 6/16/23 | GBP | 2,013 | 3,034 | |
| Segro plc | 2.375% | 10/11/29 | GBP | 966 | 1,421 | |
| Segro plc | 2.875% | 10/11/37 | GBP | 300 | 462 | |
| Severn Trent Utilities Finance plc | 3.625% | 1/16/26 | GBP | 5,313 | 8,193 | |
| Severn Trent Utilities Finance plc | 2.750% | 12/5/31 | GBP | 1,047 | 1,581 | |
| Severn Trent Utilities Finance plc | 2.000% | 6/2/40 | GBP | 966 | 1,293 | |
| Severn Trent Utilities Finance plc | 4.875% | 1/24/42 | GBP | 3,655 | 7,227 | |
| Sky Ltd. | 1.875% | 11/24/23 | EUR | 4,427 | 5,605 | |
| Sky Ltd. | 2.250% | 11/17/25 | EUR | 500 | 663 | |
| Sky Ltd. | 2.500% | 9/15/26 | EUR | 31,492 | 42,783 | |
| Sky Ltd. | 6.000% | 5/21/27 | GBP | 200 | 351 | |
| Sky Ltd. | 4.000% | 11/26/29 | GBP | 3,864 | 6,347 | |
| Smiths Group plc | 2.000% | 2/23/27 | EUR | 8,693 | 11,241 | |
| Society of Lloyd's | 4.875% | 2/7/47 | GBP | 5,635 | 8,891 | |
| South Eastern Power Networks plc | 5.500% | 6/5/26 | GBP | 483 | 807 | |
| South Eastern Power Networks plc | 5.625% | 9/30/30 | GBP | 2,053 | 3,778 | |
| South Eastern Power Networks plc | 6.375% | 11/12/31 | GBP | 2,294 | 4,536 | |
| Southern Electric Power Distribution plc | 5.500% | 6/7/32 | GBP | 1,776 | 3,332 | |
| Southern Electric Power Distribution plc | 4.625% | 2/20/37 | GBP | 3,703 | 6,739 | |
| Southern Gas Networks plc | 2.500% | 2/3/25 | GBP | 3,683 | 5,384 | |
| Southern Gas Networks plc | 6.375% | 5/15/40 | GBP | 420 | 935 | |
| Southern Housing Group Ltd. | 3.500% | 10/19/47 | GBP | 1,208 | 2,015 | |
| Southern Water Services Finance Ltd. | 6.640% | 3/31/26 | GBP | 12,000 | 20,449 | |
| Southern Water Services Finance Ltd. | 6.192% | 3/31/29 | GBP | 2,415 | 4,425 | |
| Southern Water Services Finance Ltd. | 4.500% | 3/31/52 | GBP | 200 | 420 | |
| Southern Water Services Finance Ltd. | 5.125% | 9/30/56 | GBP | 100 | 240 | |
| Sovereign Housing Capital plc | 4.768% | 6/1/43 | GBP | 289 | 592 | |
| Sovereign Housing Capital plc | 2.375% | 11/4/48 | GBP | 644 | 929 | |
| SP Distribution plc | 5.875% | 7/17/26 | GBP | 1,047 | 1,783 | |
| SP Manweb plc | 4.875% | 9/20/27 | GBP | 300 | 501 |
64
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| SSE plc | 5.875% | 9/22/22 | GBP | 400 | 593 | |
| SSE plc | 1.250% | 4/16/25 | EUR | 10,384 | 13,060 | |
| SSE plc | 0.875% | 9/6/25 | EUR | 1,288 | 1,602 | |
| SSE plc | 8.375% | 11/20/28 | GBP | 2,439 | 4,938 | |
| SSE plc | 6.250% | 8/27/38 | GBP | 1,288 | 2,771 | |
| SSE plc | 3.625% | 9/16/77 | GBP | 100 | 142 | |
| Stagecoach Group plc | 4.000% | 9/29/25 | GBP | 300 | 447 | |
| Standard Chartered plc | 0.750% | 10/3/23 | EUR | 11,359 | 13,812 | |
| Standard Chartered plc | 3.125% | 11/19/24 | EUR | 500 | 664 | |
| Standard Chartered plc | 1.625% | 10/3/27 | EUR | 564 | 722 | |
| Standard Chartered plc | 0.850% | 1/27/28 | EUR | 4,830 | 5,939 | |
| Standard Chartered plc | 4.375% | 1/18/38 | GBP | 2,415 | 4,504 | |
| Student Finance plc | 2.666% | 9/30/29 | GBP | 1,208 | 1,680 | |
| Sunderland SHG Finance plc | 6.380% | 3/31/42 | GBP | 267 | 512 | |
| 1 | Swan Housing Capital plc | 3.625% | 3/5/48 | GBP | 3,513 | 5,173 |
| 1 | TC Dudgeon Ofto plc | 3.158% | 11/12/38 | GBP | 1,225 | 1,892 |
| 1 | Telereal Secured Finance plc | 4.010% | 12/10/33 | GBP | 4,391 | 6,632 |
| 1 | Telereal Securitisation plc | 6.165% | 12/10/33 | GBP | 889 | 1,518 |
| Tesco Corporate Treasury Services plc | 0.875% | 5/29/26 | EUR | 8,130 | 10,057 | |
| 1 | Tesco Property Finance 1 plc | 7.623% | 7/13/39 | GBP | 2,217 | 4,499 |
| 1 | Tesco Property Finance 2 plc | 6.052% | 10/13/39 | GBP | 2,887 | 5,249 |
| 1 | Tesco Property Finance 3 plc | 5.744% | 4/13/40 | GBP | 1,577 | 2,866 |
| 1 | Tesco Property Finance 4 plc | 5.801% | 10/13/40 | GBP | 3,963 | 7,236 |
| 1 | Tesco Property Finance 6 plc | 5.411% | 7/13/44 | GBP | 5,218 | 9,286 |
| Thames Water Utilities Finance plc | 1.875% | 1/24/24 | GBP | 1,208 | 1,717 | |
| Thames Water Utilities Finance plc | 2.875% | 12/12/24 | CAD | 946 | 801 | |
| Thames Water Utilities Finance plc | 4.000% | 6/19/25 | GBP | 6,440 | 9,983 | |
| Thames Water Utilities Finance plc | 3.500% | 2/25/28 | GBP | 1,047 | 1,608 | |
| Thames Water Utilities Finance plc | 6.750% | 11/16/28 | GBP | 2,890 | 5,374 | |
| Thames Water Utilities Finance plc | 2.625% | 1/24/32 | GBP | 5,635 | 8,161 | |
| Thames Water Utilities Finance plc | 4.375% | 7/3/34 | GBP | 2,250 | 3,856 | |
| Thames Water Utilities Finance plc | 5.125% | 9/28/37 | GBP | 1,133 | 2,144 | |
| Thames Water Utilities Finance plc | 5.500% | 2/11/41 | GBP | 6,018 | 12,201 | |
| Thames Water Utilities Finance plc | 4.625% | 6/4/46 | GBP | 1,325 | 2,545 | |
| Thames Water Utilities Finance plc | 7.738% | 4/9/58 | GBP | 886 | 2,577 | |
| THFC Funding No. 2 plc | 6.350% | 7/8/41 | GBP | 1,932 | 4,292 | |
| THFC Funding No. 2 plc | 5.200% | 10/11/43 | GBP | 4,347 | 9,015 | |
| Together Housing Finance plc | 4.500% | 12/17/42 | GBP | 430 | 828 | |
| Unilever Finance Netherlands BV | 1.000% | 6/3/23 | EUR | 100 | 123 | |
| Unilever Finance Netherlands BV | 0.500% | 8/12/23 | EUR | 8,050 | 9,852 | |
| Unilever Finance Netherlands BV | 1.250% | 3/25/25 | EUR | 16,099 | 20,373 | |
| Unilever Finance Netherlands BV | 1.125% | 2/12/27 | EUR | 8,130 | 10,379 | |
| Unilever Finance Netherlands BV | 1.750% | 3/25/30 | EUR | 8,050 | 10,834 | |
| Unilever NV | 0.375% | 2/14/23 | EUR | 886 | 1,078 | |
| Unilever NV | 0.500% | 1/6/25 | EUR | 100 | 123 | |
| Unilever NV | 1.375% | 7/31/29 | EUR | 4,267 | 5,607 | |
| Unilever NV | 1.375% | 9/4/30 | EUR | 1,047 | 1,387 | |
| Unilever plc | 1.500% | 7/22/26 | GBP | 200 | 285 | |
| Unilever plc | 1.500% | 6/11/39 | EUR | 4,186 | 5,490 | |
| UNITE USAF II plc | 3.374% | 6/30/28 | GBP | 1,288 | 1,858 | |
| UNITE USAF II plc | 3.921% | 6/30/30 | GBP | 3,136 | 4,732 | |
| United Utilities Water Finance plc | 2.000% | 2/14/25 | GBP | 6,440 | 9,269 | |
| United Utilities Water Finance plc | 2.625% | 2/12/31 | GBP | 6,359 | 9,501 | |
| United Utilities Water Finance plc | 2.000% | 7/3/33 | GBP | 1,610 | 2,275 | |
| United Utilities Water Finance plc | 1.875% | 6/3/42 | GBP | 1,132 | 1,494 |
65
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| United Utilities Water Ltd. | 5.625% | 12/20/27 | GBP | 5,482 | 9,640 | |
| University of Cambridge | 3.750% | 10/17/52 | GBP | 725 | 1,520 | |
| University of Cambridge | 2.350% | 6/27/78 | GBP | 1,490 | 2,746 | |
| University of Liverpool | 3.375% | 6/25/55 | GBP | 300 | 564 | |
| University of Manchester | 4.250% | 7/4/53 | GBP | 1,530 | 3,266 | |
| University of Oxford | 2.544% | 12/8/17 | GBP | 5,635 | 9,575 | |
| University of Southampton | 2.250% | 4/11/57 | GBP | 100 | 143 | |
| Urenco Finance NV | 2.375% | 12/2/24 | EUR | 3,220 | 4,170 | |
| Virgin Money UK plc | 3.375% | 4/24/26 | GBP | 9,793 | 14,315 | |
| Virgin Money UK plc | 4.000% | 9/3/27 | GBP | 4,508 | 6,847 | |
| Virgin Money UK plc | 5.125% | 12/11/30 | GBP | 3,000 | 4,601 | |
| Vodafone Group plc | 3.250% | 12/13/22 | AUD | 1,000 | 802 | |
| Vodafone Group plc | 0.500% | 1/30/24 | EUR | 400 | 489 | |
| Vodafone Group plc | 1.875% | 9/11/25 | EUR | 16,099 | 20,876 | |
| Vodafone Group plc | 1.125% | 11/20/25 | EUR | 24,309 | 30,671 | |
| Vodafone Group plc | 5.625% | 12/4/25 | GBP | 966 | 1,618 | |
| Vodafone Group plc | 2.200% | 8/25/26 | EUR | 300 | 400 | |
| Vodafone Group plc | 0.900% | 11/24/26 | EUR | 9,056 | 11,349 | |
| Vodafone Group plc | 1.500% | 7/24/27 | EUR | 3,381 | 4,382 | |
| Vodafone Group plc | 4.200% | 12/13/27 | AUD | 7,520 | 6,450 | |
| Vodafone Group plc | 1.625% | 11/24/30 | EUR | 9,693 | 12,738 | |
| Vodafone Group plc | 1.600% | 7/29/31 | EUR | 9,096 | 11,881 | |
| Vodafone Group plc | 5.900% | 11/26/32 | GBP | 2,657 | 5,203 | |
| Vodafone Group plc | 2.875% | 11/20/37 | EUR | 2,254 | 3,317 | |
| Vodafone Group plc | 2.500% | 5/24/39 | EUR | 3,623 | 5,043 | |
| Vodafone Group plc | 3.375% | 8/8/49 | GBP | 2,335 | 3,643 | |
| Vodafone Group plc | 3.000% | 8/12/56 | GBP | 4,267 | 6,204 | |
| Wales & West Utilities Finance plc | 5.750% | 3/29/30 | GBP | 4,025 | 7,403 | |
| Wales & West Utilities Finance plc | 3.000% | 8/3/38 | GBP | 1,208 | 1,885 | |
| Wellcome Trust Finance plc | 4.625% | 7/25/36 | GBP | 2,794 | 5,583 | |
| Wellcome Trust Ltd. | 4.000% | 5/9/59 | GBP | 1,771 | 4,184 | |
| Wellcome Trust Ltd. | 2.517% | 2/7/18 | GBP | 3,462 | 5,911 | |
| Wessex Water Services Finance plc | 5.375% | 3/10/28 | GBP | 644 | 1,107 | |
| Western Power Distribution East Midlands plc | 5.250% | 1/17/23 | GBP | 2,013 | 2,996 | |
| Western Power Distribution South Wales plc | 5.750% | 3/23/40 | GBP | 1,750 | 3,663 | |
| Western Power Distribution South West plc | 5.875% | 3/25/27 | GBP | 1,771 | 3,056 | |
| Western Power Distribution South West plc | 5.750% | 3/23/40 | GBP | 1,400 | 2,931 | |
| Western Power Distribution West Midlands plc | 3.875% | 10/17/24 | GBP | 5,474 | 8,267 | |
| Western Power Distribution West Midlands plc | 5.750% | 4/16/32 | GBP | 4,508 | 8,520 | |
| Westfield Stratford City Finance No. 2 plc | 1.642% | 8/4/31 | GBP | 2,013 | 2,750 | |
| Wheatley Group Capital plc | 4.375% | 11/28/44 | GBP | 3,623 | 6,639 | |
| WHG Treasury plc | 4.250% | 10/6/45 | GBP | 3,220 | 5,986 | |
| Wm Morrison Supermarkets plc | 4.625% | 12/8/23 | GBP | 644 | 977 | |
| Wm Morrison Supermarkets plc | 3.500% | 7/27/26 | GBP | 1,087 | 1,666 | |
| Wm Morrison Supermarkets plc | 4.750% | 7/4/29 | GBP | 4,468 | 7,505 | |
| 1 | Wods Transmission plc | 3.446% | 8/24/34 | GBP | 536 | 827 |
| WPP Finance 2013 | 2.875% | 9/14/46 | GBP | 500 | 671 | |
| WPP Finance 2016 | 1.375% | 3/20/25 | EUR | 11,430 | 14,441 | |
| WPP Finance Deutschland GmbH | 1.625% | 3/23/30 | EUR | 100 | 130 | |
| WPP Finance SA | 2.250% | 9/22/26 | EUR | 300 | 402 | |
| WPP Finance SA | 2.375% | 5/19/27 | EUR | 8,000 | 10,751 | |
| WPP Finance SA | 3.750% | 5/19/32 | GBP | 1,771 | 2,750 | |
| Yorkshire Building Society | 0.875% | 3/20/23 | EUR | 4,427 | 5,431 |
66
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Yorkshire Building Society | 3.000% | 4/18/25 | GBP | 1,932 | 2,813 | |
| Yorkshire Building Society | 3.500% | 4/21/26 | GBP | 886 | 1,362 | |
| Yorkshire Building Society | 3.375% | 9/13/28 | GBP | 5,904 | 8,709 | |
| Yorkshire Power Finance Ltd. | 7.250% | 8/4/28 | GBP | 200 | 379 | |
| Yorkshire Water Finance plc | 3.625% | 8/1/29 | GBP | 5,152 | 8,139 | |
| Yorkshire Water Finance plc | 6.375% | 8/19/39 | GBP | 2,719 | 6,093 | |
| Yorkshire Water Finance plc | 2.750% | 4/18/41 | GBP | 2,496 | 3,724 | |
| Yorkshire Water Finance plc | 3.750% | 3/22/46 | GBP | 805 | 1,150 | |
| Yorkshire Water Services Finance Ltd. | 5.500% | 5/28/37 | GBP | 1,100 | 2,222 | |
| 3,483,751 | ||||||
| United States (3.2%) | ||||||
| 3M Co. | 0.950% | 5/15/23 | EUR | 1,610 | 1,986 | |
| 3M Co. | 1.500% | 11/9/26 | EUR | 300 | 391 | |
| 3M Co. | 1.750% | 5/15/30 | EUR | 1,302 | 1,765 | |
| Abbott Ireland Financing DAC | 0.875% | 9/27/23 | EUR | 18,191 | 22,436 | |
| Abbott Ireland Financing DAC | 1.500% | 9/27/26 | EUR | 14,328 | 18,471 | |
| Abbott Ireland Financing DAC | 0.375% | 11/19/27 | EUR | 8,050 | 9,766 | |
| AbbVie Inc. | 0.500% | 6/1/21 | EUR | 3,864 | 4,645 | |
| AbbVie Inc. | 1.500% | 11/15/23 | EUR | 966 | 1,207 | |
| AbbVie Inc. | 1.375% | 5/17/24 | EUR | 9,659 | 12,065 | |
| AbbVie Inc. | 1.250% | 6/1/24 | EUR | 8,050 | 10,008 | |
| AbbVie Inc. | 0.750% | 11/18/27 | EUR | 4,025 | 4,962 | |
| AbbVie Inc. | 2.625% | 11/15/28 | EUR | 1,610 | 2,230 | |
| AbbVie Inc. | 2.125% | 11/17/28 | EUR | 16,018 | 21,604 | |
| AbbVie Inc. | 2.125% | 6/1/29 | EUR | 6,762 | 9,126 | |
| AbbVie Inc. | 1.250% | 11/18/31 | EUR | 1,932 | 2,433 | |
| Air Lease Corp. | 2.625% | 12/5/24 | CAD | 6,127 | 5,066 | |
| Air Products and Chemicals Inc. | 1.000% | 2/12/25 | EUR | 2,686 | 3,367 | |
| Air Products and Chemicals Inc. | 0.500% | 5/5/28 | EUR | 3,059 | 3,738 | |
| Air Products and Chemicals Inc. | 0.800% | 5/5/32 | EUR | 2,759 | 3,368 | |
| Altria Group Inc. | 1.000% | 2/15/23 | EUR | 1,932 | 2,356 | |
| Altria Group Inc. | 1.700% | 6/15/25 | EUR | 2,496 | 3,140 | |
| Altria Group Inc. | 2.200% | 6/15/27 | EUR | 10,102 | 13,010 | |
| Altria Group Inc. | 3.125% | 6/15/31 | EUR | 15,374 | 20,901 | |
| American Honda Finance Corp. | 0.350% | 8/26/22 | EUR | 2,270 | 2,752 | |
| American Honda Finance Corp. | 1.375% | 11/10/22 | EUR | 4,106 | 5,062 | |
| American Honda Finance Corp. | 0.750% | 1/17/24 | EUR | 5,796 | 7,126 | |
| American Honda Finance Corp. | 1.950% | 10/18/24 | EUR | 7,325 | 9,406 | |
| American Honda Finance Corp. | 0.750% | 11/25/26 | GBP | 5,232 | 7,096 | |
| American International Group Inc. | 5.000% | 4/26/23 | GBP | 2,700 | 4,040 | |
| American International Group Inc. | 1.500% | 6/8/23 | EUR | 500 | 619 | |
| American International Group Inc. | 1.875% | 6/21/27 | EUR | 4,267 | 5,531 | |
| American Tower Corp. | 1.375% | 4/4/25 | EUR | 6,842 | 8,592 | |
| American Tower Corp. | 1.950% | 5/22/26 | EUR | 14,408 | 18,718 | |
| American Tower Corp. | 0.500% | 1/15/28 | EUR | 4,025 | 4,809 | |
| American Tower Corp. | 1.000% | 1/15/32 | EUR | 2,106 | 2,532 | |
| Amgen Inc. | 2.000% | 2/25/26 | EUR | 2,093 | 2,747 | |
| Amgen Inc. | 5.500% | 12/7/26 | GBP | 3,542 | 6,035 | |
| Amgen Inc. | 4.000% | 9/13/29 | GBP | 3,623 | 5,936 | |
| Aon plc | 2.875% | 5/14/26 | EUR | 2,737 | 3,713 | |
| Apple Inc. | 3.700% | 8/28/22 | AUD | 5,830 | 4,690 | |
| Apple Inc. | 1.000% | 11/10/22 | EUR | 3,260 | 4,000 | |
| Apple Inc. | 3.350% | 1/10/24 | AUD | 750 | 619 | |
| Apple Inc. | 1.375% | 1/17/24 | EUR | 8,370 | 10,518 | |
| Apple Inc. | 2.513% | 8/19/24 | CAD | 10,772 | 9,195 | |
67
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Apple Inc. | 0.875% | 5/24/25 | EUR | 4,000 | 5,003 | |
| Apple Inc. | 0.875% | 5/24/25 | EUR | 9,659 | 12,081 | |
| Apple Inc. | 0.000% | 11/15/25 | EUR | 10,554 | 12,767 | |
| Apple Inc. | 3.600% | 6/10/26 | AUD | 1,520 | 1,309 | |
| Apple Inc. | 1.625% | 11/10/26 | EUR | 3,332 | 4,375 | |
| Apple Inc. | 2.000% | 9/17/27 | EUR | 5,699 | 7,702 | |
| Apple Inc. | 1.375% | 5/24/29 | EUR | 3,140 | 4,134 | |
| Apple Inc. | 3.050% | 7/31/29 | GBP | 7,647 | 12,073 | |
| Apple Inc. | 0.750% | 2/25/30 | CHF | 4,425 | 5,135 | |
| Apple Inc. | 0.500% | 11/15/31 | EUR | 3,393 | 4,133 | |
| Apple Inc. | 3.600% | 7/31/42 | GBP | 5,635 | 10,328 | |
| Aptiv plc | 1.500% | 3/10/25 | EUR | 9,677 | 12,225 | |
| Archer-Daniels-Midland Co. | 1.750% | 6/23/23 | EUR | 8,050 | 10,100 | |
| Archer-Daniels-Midland Co. | 1.000% | 9/12/25 | EUR | 12,557 | 15,762 | |
| AT&T Inc. | 2.500% | 3/15/23 | EUR | 1,691 | 2,122 | |
| AT&T Inc. | 2.750% | 5/19/23 | EUR | 7,927 | 10,098 | |
| AT&T Inc. | 1.050% | 9/5/23 | EUR | 1,691 | 2,083 | |
| AT&T Inc. | 1.300% | 9/5/23 | EUR | 12,327 | 15,259 | |
| AT&T Inc. | 1.950% | 9/15/23 | EUR | 644 | 809 | |
| AT&T Inc. | 3.450% | 9/19/23 | AUD | 900 | 736 | |
| AT&T Inc. | 2.400% | 3/15/24 | EUR | 7,245 | 9,268 | |
| AT&T Inc. | 1.375% | 12/4/24 | CHF | 500 | 576 | |
| AT&T Inc. | 4.000% | 11/25/25 | CAD | 8,533 | 7,617 | |
| AT&T Inc. | 3.500% | 12/17/25 | EUR | 3,864 | 5,347 | |
| AT&T Inc. | 4.100% | 1/19/26 | AUD | 650 | 558 | |
| AT&T Inc. | 1.800% | 9/5/26 | EUR | 3,059 | 3,970 | |
| AT&T Inc. | 2.900% | 12/4/26 | GBP | 2,576 | 3,834 | |
| AT&T Inc. | 1.600% | 5/19/28 | EUR | 3,220 | 4,147 | |
| AT&T Inc. | 4.600% | 9/19/28 | AUD | 5,040 | 4,456 | |
| AT&T Inc. | 0.800% | 3/4/30 | EUR | 3,220 | 3,880 | |
| AT&T Inc. | 3.550% | 12/17/32 | EUR | 8,019 | 12,144 | |
| AT&T Inc. | 5.200% | 11/18/33 | GBP | 9,050 | 16,224 | |
| AT&T Inc. | 3.375% | 3/15/34 | EUR | 2,254 | 3,335 | |
| AT&T Inc. | 2.450% | 3/15/35 | EUR | 4,106 | 5,481 | |
| AT&T Inc. | 3.150% | 9/4/36 | EUR | 16,980 | 24,376 | |
| AT&T Inc. | 2.600% | 5/19/38 | EUR | 1,610 | 2,167 | |
| AT&T Inc. | 7.000% | 4/30/40 | GBP | 3,300 | 7,382 | |
| AT&T Inc. | 4.250% | 6/1/43 | GBP | 2,240 | 3,805 | |
| AT&T Inc. | 4.850% | 5/25/47 | CAD | 3,220 | 2,711 | |
| AT&T Inc. | 5.100% | 11/25/48 | CAD | 3,301 | 2,888 | |
| Athene Global Funding | 2.100% | 9/24/25 | CAD | 2,254 | 1,856 | |
| Bank of America Corp. | 1.625% | 9/14/22 | EUR | 4,025 | 4,966 | |
| Bank of America Corp. | 0.750% | 7/26/23 | EUR | 16,099 | 19,756 | |
| Bank of America Corp. | 3.301% | 4/24/24 | CAD | 7,667 | 6,530 | |
| Bank of America Corp. | 2.375% | 6/19/24 | EUR | 5,635 | 7,286 | |
| Bank of America Corp. | 1.379% | 2/7/25 | EUR | 4,508 | 5,627 | |
| Bank of America Corp. | 1.375% | 3/26/25 | EUR | 2,415 | 3,054 | |
| Bank of America Corp. | 2.932% | 4/25/25 | CAD | 3,782 | 3,235 | |
| Bank of America Corp. | 2.300% | 7/25/25 | GBP | 4,830 | 7,039 | |
| Bank of America Corp. | 3.407% | 9/20/25 | CAD | 1,643 | 1,428 | |
| Bank of America Corp. | 3.515% | 3/24/26 | CAD | 2,415 | 2,112 | |
| Bank of America Corp. | 0.808% | 5/9/26 | EUR | 16,099 | 19,890 | |
| Bank of America Corp. | 4.250% | 12/10/26 | GBP | 3,561 | 5,716 | |
| Bank of America Corp. | 1.776% | 5/4/27 | EUR | 17,789 | 22,993 | |
| Bank of America Corp. | 3.648% | 3/31/29 | EUR | 11,269 | 16,382 |
68
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Bank of America Corp. | 2.598% | 4/4/29 | CAD | 3,000 | 2,498 | |
| Bank of America Corp. | 0.580% | 8/8/29 | EUR | 14,489 | 17,402 | |
| Bank of America Corp. | 0.654% | 10/26/31 | EUR | 16,099 | 19,030 | |
| Baxter International Inc. | 1.300% | 5/30/25 | EUR | 11,716 | 14,810 | |
| Baxter International Inc. | 1.300% | 5/15/29 | EUR | 5,876 | 7,531 | |
| Becton Dickinson and Co. | 1.000% | 12/15/22 | EUR | 7,014 | 8,576 | |
| Becton Dickinson and Co. | 1.900% | 12/15/26 | EUR | 9,513 | 12,422 | |
| Becton Dickinson Euro Finance Sarl | 0.632% | 6/4/23 | EUR | 8,613 | 10,503 | |
| Becton Dickinson Euro Finance Sarl | 1.208% | 6/4/26 | EUR | 6,520 | 8,205 | |
| Berkshire Hathaway Finance Corp. | 2.375% | 6/19/39 | GBP | 5,635 | 8,232 | |
| Berkshire Hathaway Finance Corp. | 2.625% | 6/19/59 | GBP | 2,898 | 4,548 | |
| Berkshire Hathaway Inc. | 0.750% | 3/16/23 | EUR | 805 | 984 | |
| Berkshire Hathaway Inc. | 1.300% | 3/15/24 | EUR | 8,372 | 10,439 | |
| Berkshire Hathaway Inc. | 0.170% | 9/13/24 | JPY | 1,210,000 | 10,964 | |
| Berkshire Hathaway Inc. | 1.125% | 3/16/27 | EUR | 17,791 | 22,556 | |
| Berkshire Hathaway Inc. | 0.440% | 9/13/29 | JPY | 4,430,000 | 38,854 | |
| Berkshire Hathaway Inc. | 1.625% | 3/16/35 | EUR | 4,830 | 6,405 | |
| Berkshire Hathaway Inc. | 0.500% | 1/15/41 | EUR | 2,158 | 2,285 | |
| Berkshire Hathaway Inc. | 1.108% | 9/13/49 | JPY | 640,000 | 4,882 | |
| BlackRock Inc. | 1.250% | 5/6/25 | EUR | 5,273 | 6,687 | |
| Blackstone Holdings Finance Co. LLC | 2.000% | 5/19/25 | EUR | 100 | 130 | |
| Blackstone Holdings Finance Co. LLC | 1.000% | 10/5/26 | EUR | 716 | 895 | |
| Blackstone Holdings Finance Co. LLC | 1.500% | 4/10/29 | EUR | 2,405 | 3,102 | |
| Booking Holdings Inc. | 2.375% | 9/23/24 | EUR | 3,220 | 4,168 | |
| Booking Holdings Inc. | 0.100% | 3/8/25 | EUR | 5,400 | 6,514 | |
| Booking Holdings Inc. | 1.800% | 3/3/27 | EUR | 8,161 | 10,676 | |
| Booking Holdings Inc. | 0.500% | 3/8/28 | EUR | 2,300 | 2,783 | |
| BorgWarner Inc. | 1.800% | 11/7/22 | EUR | 100 | 123 | |
| Boston Scientific Corp. | 0.625% | 12/1/27 | EUR | 3,985 | 4,830 | |
| Bristol-Myers Squibb Co. | 1.000% | 5/15/25 | EUR | 1,308 | 1,639 | |
| Bristol-Myers Squibb Co. | 1.750% | 5/15/35 | EUR | 3,220 | 4,402 | |
| Brookfield Property Finance ULC | 4.346% | 7/3/23 | CAD | 1,610 | 1,371 | |
| Brookfield Property Finance ULC | 4.300% | 3/1/24 | CAD | 2,594 | 2,220 | |
| Brookfield Property Finance ULC | 3.926% | 8/24/25 | CAD | 2,093 | 1,775 | |
| Brookfield Property Finance ULC | 3.930% | 1/15/27 | CAD | 1,610 | 1,349 | |
| Brown-Forman Corp. | 1.200% | 7/7/26 | EUR | 2,061 | 2,618 | |
| Brown-Forman Corp. | 2.600% | 7/7/28 | GBP | 7,502 | 11,158 | |
| Bunge Finance Europe BV | 1.850% | 6/16/23 | EUR | 12,533 | 15,595 | |
| Capital One Financial Corp. | 1.650% | 6/12/29 | EUR | 9,458 | 12,006 | |
| Caterpillar Financial Services Ltd. | 2.090% | 9/12/22 | CAD | 3,058 | 2,542 | |
| Celanese U.S. Holdings LLC | 2.125% | 3/1/27 | EUR | 6,359 | 8,246 | |
| Chubb INA Holdings Inc. | 0.300% | 12/15/24 | EUR | 1,530 | 1,856 | |
| Chubb INA Holdings Inc. | 1.550% | 3/15/28 | EUR | 7,375 | 9,516 | |
| Chubb INA Holdings Inc. | 0.875% | 12/15/29 | EUR | 5,152 | 6,336 | |
| Chubb INA Holdings Inc. | 1.400% | 6/15/31 | EUR | 3,864 | 4,938 | |
| Chubb INA Holdings Inc. | 2.500% | 3/15/38 | EUR | 10,121 | 14,457 | |
| Citigroup Inc. | 0.750% | 10/26/23 | EUR | 500 | 614 | |
| Citigroup Inc. | 2.750% | 1/24/24 | GBP | 9,257 | 13,418 | |
| Citigroup Inc. | 2.375% | 5/22/24 | EUR | 1,610 | 2,079 | |
| Citigroup Inc. | 1.750% | 1/28/25 | EUR | 4,267 | 5,456 | |
| Citigroup Inc. | 4.090% | 6/9/25 | CAD | 2,496 | 2,217 | |
| Citigroup Inc. | 2.400% | 10/31/25 | JPY | 4,708,700 | 45,846 | |
| Citigroup Inc. | 1.500% | 7/24/26 | EUR | 7,245 | 9,176 | |
| Citigroup Inc. | 2.125% | 9/10/26 | EUR | 4,347 | 5,742 | |
| Citigroup Inc. | 1.750% | 10/23/26 | GBP | 9,015 | 12,672 |
69
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Citigroup Inc. | 2.800% | 6/25/27 | JPY | 104,600 | 1,073 | |
| Citigroup Inc. | 0.500% | 10/8/27 | EUR | 10,464 | 12,651 | |
| Citigroup Inc. | 1.625% | 3/21/28 | EUR | 2,415 | 3,125 | |
| Citigroup Inc. | 1.500% | 10/26/28 | EUR | 805 | 1,040 | |
| Citigroup Inc. | 1.250% | 4/10/29 | EUR | 2,415 | 3,044 | |
| Citigroup Inc. | 4.500% | 3/3/31 | GBP | 805 | 1,335 | |
| Citigroup Inc. | 6.800% | 6/25/38 | GBP | 400 | 917 | |
| Citigroup Inc. | 7.375% | 9/1/39 | GBP | 483 | 1,186 | |
| Coca-Cola Co. | 0.500% | 3/8/24 | EUR | 4,669 | 5,726 | |
| Coca-Cola Co. | 3.250% | 6/11/24 | AUD | 1,340 | 1,109 | |
| Coca-Cola Co. | 0.750% | 9/22/26 | EUR | 8,050 | 10,120 | |
| Coca-Cola Co. | 1.875% | 9/22/26 | EUR | 2,382 | 3,177 | |
| Coca-Cola Co. | 1.125% | 3/9/27 | EUR | 10,545 | 13,414 | |
| Coca-Cola Co. | 0.125% | 3/9/29 | EUR | 3,800 | 4,496 | |
| Coca-Cola Co. | 0.400% | 5/6/30 | EUR | 8,700 | 10,427 | |
| Coca-Cola Co. | 1.250% | 3/8/31 | EUR | 12,155 | 15,686 | |
| Coca-Cola Co. | 0.500% | 3/9/33 | EUR | 4,800 | 5,637 | |
| Coca-Cola Co. | 0.375% | 3/15/33 | EUR | 8,050 | 9,330 | |
| Coca-Cola Co. | 1.625% | 3/9/35 | EUR | 4,548 | 6,001 | |
| Coca-Cola Co. | 0.950% | 5/6/36 | EUR | 5,200 | 6,219 | |
| Coca-Cola Co. | 0.800% | 3/15/40 | EUR | 4,749 | 5,337 | |
| Colgate-Palmolive Co. | 0.500% | 3/6/26 | EUR | 1,530 | 1,886 | |
| Colgate-Palmolive Co. | 1.375% | 3/6/34 | EUR | 2,093 | 2,769 | |
| Colgate-Palmolive Co. | 0.875% | 11/12/39 | EUR | 483 | 578 | |
| Comcast Corp. | 1.500% | 2/20/29 | GBP | 5,474 | 7,524 | |
| Comcast Corp. | 5.500% | 11/23/29 | GBP | 3,220 | 5,828 | |
| Comcast Corp. | 1.875% | 2/20/36 | GBP | 5,957 | 8,061 | |
| Comcast Corp. | 1.250% | 2/20/40 | EUR | 9,034 | 10,897 | |
| Corning Inc. | 0.992% | 8/10/27 | JPY | 1,370,000 | 12,489 | |
| CyrusOne LP / CyrusOne Finance Corp. | 1.450% | 1/22/27 | EUR | 6,359 | 7,735 | |
| Danaher Corp. | 1.700% | 3/30/24 | EUR | 483 | 610 | |
| Danaher Corp. | 2.500% | 3/30/30 | EUR | 9,257 | 12,901 | |
| DH Europe Finance II Sarl | 0.200% | 3/18/26 | EUR | 12,316 | 14,866 | |
| DH Europe Finance II Sarl | 0.450% | 3/18/28 | EUR | 2,657 | 3,205 | |
| DH Europe Finance II Sarl | 0.750% | 9/18/31 | EUR | 6,037 | 7,225 | |
| DH Europe Finance II Sarl | 1.350% | 9/18/39 | EUR | 8,693 | 10,508 | |
| DH Europe Finance II Sarl | 1.800% | 9/18/49 | EUR | 4,830 | 6,033 | |
| Digital Dutch Finco BV | 1.250% | 2/1/31 | EUR | 10,000 | 12,302 | |
| Digital Euro Finco LLC | 2.625% | 4/15/24 | EUR | 4,106 | 5,303 | |
| Digital Euro Finco LLC | 1.125% | 4/9/28 | EUR | 20,928 | 26,024 | |
| Digital Stout Holding LLC | 4.250% | 1/17/25 | GBP | 1,771 | 2,732 | |
| Digital Stout Holding LLC | 3.300% | 7/19/29 | GBP | 5,597 | 8,480 | |
| Digital Stout Holding LLC | 3.750% | 10/17/30 | GBP | 3,220 | 5,057 | |
| Discovery Communications LLC | 2.500% | 9/20/24 | GBP | 6,037 | 8,681 | |
| Discovery Communications LLC | 1.900% | 3/19/27 | EUR | 11,062 | 14,259 | |
| Dover Corp. | 1.250% | 11/9/26 | EUR | 15,857 | 20,063 | |
| Dow Chemical Co. | 0.500% | 3/15/27 | EUR | 14,408 | 17,391 | |
| Dow Chemical Co. | 1.875% | 3/15/40 | EUR | 2,979 | 3,800 | |
| DXC Technology Co. | 2.750% | 1/15/25 | GBP | 8,050 | 11,552 | |
| DXC Technology Co. | 1.750% | 1/15/26 | EUR | 11,350 | 14,331 | |
| Eastman Chemical Co. | 1.500% | 5/26/23 | EUR | 8,050 | 9,943 | |
| Eastman Chemical Co. | 1.875% | 11/23/26 | EUR | 8,613 | 11,143 | |
| Ecolab Inc. | 1.000% | 1/15/24 | EUR | 6,134 | 7,573 | |
| Eli Lilly & Co. | 1.000% | 6/2/22 | EUR | 11,108 | 13,505 | |
| Eli Lilly & Co. | 2.125% | 6/3/30 | EUR | 6,520 | 9,022 |
70
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Eli Lilly & Co. | 1.700% | 11/1/49 | EUR | 4,991 | 6,414 | |
| Emerson Electric Co. | 0.375% | 5/22/24 | EUR | 1,651 | 2,014 | |
| Emerson Electric Co. | 1.250% | 10/15/25 | EUR | 1,610 | 2,042 | |
| Emerson Electric Co. | 2.000% | 10/15/29 | EUR | 1,610 | 2,190 | |
| Euronet Worldwide Inc. | 1.375% | 5/22/26 | EUR | 5,071 | 6,168 | |
| Expedia Group Inc. | 2.500% | 6/3/22 | EUR | 1,168 | 1,431 | |
| Exxon Mobil Corp. | 0.142% | 6/26/24 | EUR | 16,179 | 19,602 | |
| Exxon Mobil Corp. | 0.835% | 6/26/32 | EUR | 8,050 | 9,501 | |
| Exxon Mobil Corp. | 1.408% | 6/26/39 | EUR | 10,464 | 12,287 | |
| FedEx Corp. | 1.000% | 1/11/23 | EUR | 564 | 691 | |
| FedEx Corp. | 1.625% | 1/11/27 | EUR | 5,635 | 7,278 | |
| FedEx Corp. | 1.300% | 8/5/31 | EUR | 1,852 | 2,339 | |
| 8 | FedEx Corp. | 0.950% | 5/4/33 | EUR | 21,192 | 25,158 |
| Fiat Chrysler Automobiles NV | 4.500% | 7/7/28 | EUR | 15,050 | 22,562 | |
| Fidelity National Information Services Inc. | 0.125% | 12/3/22 | EUR | 1,208 | 1,459 | |
| Fidelity National Information Services Inc. | 0.750% | 5/21/23 | EUR | 4,198 | 5,132 | |
| Fidelity National Information Services Inc. | 1.100% | 7/15/24 | EUR | 10,000 | 12,419 | |
| Fidelity National Information Services Inc. | 1.500% | 5/21/27 | EUR | 18,680 | 23,824 | |
| Fidelity National Information Services Inc. | 1.000% | 12/3/28 | EUR | 8,211 | 10,140 | |
| Fidelity National Information Services Inc. | 2.250% | 12/3/29 | GBP | 1,691 | 2,409 | |
| Fidelity National Information Services Inc. | 3.360% | 5/21/31 | GBP | 1,820 | 2,807 | |
| Fidelity National Information Services Inc. | 3.360% | 5/21/31 | GBP | 2,000 | 3,085 | |
| Fidelity National Information Services Inc. | 2.950% | 5/21/39 | EUR | 6,193 | 8,984 | |
| Fiserv Inc. | 0.375% | 7/1/23 | EUR | 805 | 977 | |
| Fiserv Inc. | 2.250% | 7/1/25 | GBP | 1,691 | 2,453 | |
| Fiserv Inc. | 1.125% | 7/1/27 | EUR | 2,300 | 2,885 | |
| Fiserv Inc. | 1.625% | 7/1/30 | EUR | 5,554 | 7,151 | |
| GE Capital Australia Funding Pty Ltd. | 5.500% | 8/8/22 | AUD | 500 | 407 | |
| GE Capital Canada Funding Co. | 5.730% | 10/22/37 | CAD | 1,208 | 1,151 | |
| GE Capital European Funding Unlimited Co. | 4.625% | 2/22/27 | EUR | 2,300 | 3,432 | |
| GE Capital European Funding Unlimited Co. | 6.025% | 3/1/38 | EUR | 4,427 | 8,562 | |
| GE Capital UK Funding Unlimited Co. | 5.875% | 1/18/33 | GBP | 3,653 | 6,826 | |
| GE Capital UK Funding Unlimited Co. | 6.250% | 5/5/38 | GBP | 2,362 | 4,773 | |
| GE Capital UK Funding Unlimited Co. | 8.000% | 1/14/39 | GBP | 886 | 2,056 | |
| General Electric Co. | 0.875% | 5/17/25 | EUR | 4,870 | 6,010 | |
| General Electric Co. | 1.500% | 5/17/29 | EUR | 4,910 | 6,242 | |
| General Electric Co. | 4.125% | 9/19/35 | EUR | 4,267 | 6,862 | |
| General Electric Co. | 2.125% | 5/17/37 | EUR | 9,981 | 12,794 | |
| General Electric Co. | 4.875% | 9/18/37 | GBP | 5,825 | 9,386 | |
| General Mills Inc. | 1.000% | 4/27/23 | EUR | 11,269 | 13,835 | |
| General Mills Inc. | 0.450% | 1/15/26 | EUR | 2,657 | 3,236 | |
| General Mills Inc. | 1.500% | 4/27/27 | EUR | 1,610 | 2,086 | |
| General Motors Financial Co. Inc. | 3.850% | 2/21/23 | AUD | 2,770 | 2,234 | |
| General Motors Financial Co. Inc. | 2.200% | 4/1/24 | EUR | 4,786 | 6,088 | |
| General Motors Financial Co. Inc. | 2.250% | 9/6/24 | GBP | 725 | 1,031 | |
| General Motors Financial Co. Inc. | 0.850% | 2/26/26 | EUR | 8,050 | 9,825 | |
| General Motors Financial of Canada Ltd. | 2.600% | 6/1/22 | CAD | 4,017 | 3,331 | |
| General Motors Financial of Canada Ltd. | 3.250% | 11/7/23 | CAD | 3,623 | 3,100 | |
| General Motors Financial of Canada Ltd. | 5.950% | 5/14/24 | CAD | 4,025 | 3,718 | |
| Goldman Sachs Group Inc. | 1.375% | 7/26/22 | EUR | 8,774 | 10,756 | |
| Goldman Sachs Group Inc. | 3.250% | 2/1/23 | EUR | 11,108 | 14,154 | |
| Goldman Sachs Group Inc. | 2.000% | 7/27/23 | EUR | 9,873 | 12,427 | |
| Goldman Sachs Group Inc. | 1.375% | 5/15/24 | EUR | 19,157 | 23,682 | |
| Goldman Sachs Group Inc. | 2.125% | 9/30/24 | EUR | 7,357 | 9,446 | |
| Goldman Sachs Group Inc. | 3.375% | 3/27/25 | EUR | 4,025 | 5,440 |
71
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Goldman Sachs Group Inc. | 1.250% | 5/1/25 | EUR | 18,465 | 22,964 | |
| Goldman Sachs Group Inc. | 7.125% | 8/7/25 | GBP | 3,006 | 5,172 | |
| Goldman Sachs Group Inc. | 3.307% | 10/31/25 | CAD | 636 | 552 | |
| Goldman Sachs Group Inc. | 4.250% | 1/29/26 | GBP | 14,489 | 22,720 | |
| Goldman Sachs Group Inc. | 2.875% | 6/3/26 | EUR | 4,025 | 5,481 | |
| Goldman Sachs Group Inc. | 1.625% | 7/27/26 | EUR | 2,184 | 2,801 | |
| Goldman Sachs Group Inc. | 0.250% | 1/26/28 | EUR | 10,000 | 11,772 | |
| Goldman Sachs Group Inc. | 2.000% | 3/22/28 | EUR | 5,715 | 7,546 | |
| Goldman Sachs Group Inc. | 7.250% | 4/10/28 | GBP | 564 | 1,061 | |
| Goldman Sachs Group Inc. | 2.000% | 11/1/28 | EUR | 8,211 | 10,886 | |
| Goldman Sachs Group Inc. | 2.013% | 2/28/29 | CAD | 7,850 | 6,302 | |
| Goldman Sachs Group Inc. | 3.125% | 7/25/29 | GBP | 5,635 | 8,577 | |
| Goldman Sachs Group Inc. | 3.000% | 2/12/31 | EUR | 3,220 | 4,694 | |
| Goldman Sachs Group Inc. | 6.875% | 1/18/38 | GBP | 2,000 | 4,328 | |
| Harley-Davidson Financial Services Inc. | 3.875% | 5/19/23 | EUR | 4,935 | 6,384 | |
| Harman Finance International SCA | 2.000% | 5/27/22 | EUR | 6,842 | 8,371 | |
| HCN Canadian Holdings-1 LP | 2.950% | 1/15/27 | CAD | 1,449 | 1,220 | |
| Honeywell International Inc. | 1.300% | 2/22/23 | EUR | 6,681 | 8,261 | |
| Honeywell International Inc. | 2.250% | 2/22/28 | EUR | 4,580 | 6,286 | |
| Illinois Tool Works Inc. | 1.750% | 5/20/22 | EUR | 6,359 | 7,773 | |
| Illinois Tool Works Inc. | 1.250% | 5/22/23 | EUR | 2,496 | 3,083 | |
| Illinois Tool Works Inc. | 0.250% | 12/5/24 | EUR | 3,784 | 4,607 | |
| Illinois Tool Works Inc. | 0.625% | 12/5/27 | EUR | 4,427 | 5,468 | |
| Illinois Tool Works Inc. | 2.125% | 5/22/30 | EUR | 9,418 | 13,108 | |
| Illinois Tool Works Inc. | 1.000% | 6/5/31 | EUR | 4,991 | 6,339 | |
| Intel Corp. | 4.000% | 12/1/22 | AUD | 5,690 | 4,631 | |
| International Business Machines Corp. | 2.625% | 8/5/22 | GBP | 500 | 710 | |
| International Business Machines Corp. | 0.375% | 1/31/23 | EUR | 7,808 | 9,493 | |
| International Business Machines Corp. | 0.875% | 1/31/25 | EUR | 2,415 | 3,008 | |
| International Business Machines Corp. | 0.950% | 5/23/25 | EUR | 14,811 | 18,531 | |
| International Business Machines Corp. | 2.875% | 11/7/25 | EUR | 3,301 | 4,495 | |
| International Business Machines Corp. | 1.250% | 1/29/27 | EUR | 5,523 | 7,053 | |
| International Business Machines Corp. | 0.300% | 2/11/28 | EUR | 6,037 | 7,260 | |
| International Business Machines Corp. | 1.750% | 1/31/31 | EUR | 7,567 | 10,116 | |
| International Business Machines Corp. | 1.200% | 2/11/40 | EUR | 4,347 | 5,329 | |
| International Flavors & Fragrances Inc. | 1.750% | 3/14/24 | EUR | 5,739 | 7,208 | |
| International Flavors & Fragrances Inc. | 1.800% | 9/25/26 | EUR | 4,830 | 6,213 | |
| John Deere Canada Funding Inc. | 2.630% | 9/21/22 | CAD | 7,889 | 6,602 | |
| John Deere Canada Funding Inc. | 2.700% | 1/17/23 | CAD | 1,297 | 1,092 | |
| John Deere Cash Management SA | 0.500% | 9/15/23 | EUR | 1,771 | 2,173 | |
| John Deere Cash Management SA | 2.200% | 4/2/32 | EUR | 8,050 | 11,390 | |
| John Deere Cash Management SA | 1.650% | 6/13/39 | EUR | 4,025 | 5,446 | |
| John Deere Financial Inc. | 2.580% | 10/16/26 | CAD | 1,530 | 1,303 | |
| John Deere Financial Inc. | 1.340% | 9/8/27 | CAD | 6,359 | 5,008 | |
| Johnson & Johnson | 0.250% | 1/20/22 | EUR | 2,174 | 2,624 | |
| Johnson & Johnson | 0.650% | 5/20/24 | EUR | 8,211 | 10,120 | |
| Johnson & Johnson | 1.150% | 11/20/28 | EUR | 966 | 1,256 | |
| Johnson & Johnson | 1.650% | 5/20/35 | EUR | 150 | 206 | |
| Johnson Controls International plc | 1.000% | 9/15/23 | EUR | 2,416 | 2,975 | |
| Johnson Controls International plc | 1.375% | 2/25/25 | EUR | 12,851 | 16,181 | |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 0.375% | 9/15/27 | EUR | 4,009 | 4,815 | |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA | 1.000% | 9/15/32 | EUR | 2,898 | 3,535 | |
| JPMorgan Chase & Co. | 2.750% | 2/1/23 | EUR | 2,415 | 3,058 | |
| JPMorgan Chase & Co. | 0.500% | 12/4/23 | CHF | 34,290 | 38,359 |
72
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| JPMorgan Chase & Co. | 0.625% | 1/25/24 | EUR | 7,567 | 9,273 | |
| JPMorgan Chase & Co. | 1.500% | 1/27/25 | EUR | 6,440 | 8,172 | |
| JPMorgan Chase & Co. | 3.000% | 2/19/26 | EUR | 4,508 | 6,189 | |
| JPMorgan Chase & Co. | 3.500% | 12/18/26 | GBP | 4,025 | 6,292 | |
| JPMorgan Chase & Co. | 1.090% | 3/11/27 | EUR | 49,341 | 61,782 | |
| JPMorgan Chase & Co. | 0.389% | 2/24/28 | EUR | 21,817 | 26,241 | |
| JPMorgan Chase & Co. | 1.896% | 3/5/28 | CAD | 5,900 | 4,811 | |
| JPMorgan Chase & Co. | 1.638% | 5/18/28 | EUR | 3,351 | 4,325 | |
| JPMorgan Chase & Co. | 1.001% | 7/25/31 | EUR | 10,415 | 12,863 | |
| JPMorgan Chase & Co. | 1.047% | 11/4/32 | EUR | 8,000 | 9,850 | |
| Kellogg Co. | 1.250% | 3/10/25 | EUR | 4,106 | 5,150 | |
| Kinder Morgan Inc. | 2.250% | 3/16/27 | EUR | 5,689 | 7,556 | |
| KKR Group Finance Co. V LLC | 1.625% | 5/22/29 | EUR | 8,050 | 10,358 | |
| 3 | KKR Group Finance Co. V LLC | 1.625% | 5/22/29 | EUR | 2,415 | 3,107 |
| Liberty Mutual Group Inc. | 2.750% | 5/4/26 | EUR | 11,269 | 15,182 | |
| LYB International Finance II BV | 0.875% | 9/17/26 | EUR | 7,245 | 8,910 | |
| ManpowerGroup Inc. | 1.875% | 9/11/22 | EUR | 100 | 123 | |
| ManpowerGroup Inc. | 1.750% | 6/22/26 | EUR | 350 | 452 | |
| Mastercard Inc. | 1.100% | 12/1/22 | EUR | 10,344 | 12,672 | |
| Mastercard Inc. | 2.100% | 12/1/27 | EUR | 6,550 | 8,844 | |
| McDonald's Corp. | 1.125% | 5/26/22 | EUR | 200 | 244 | |
| McDonald's Corp. | 2.000% | 6/1/23 | EUR | 1,500 | 1,886 | |
| McDonald's Corp. | 1.000% | 11/15/23 | EUR | 13,600 | 16,836 | |
| McDonald's Corp. | 0.625% | 1/29/24 | EUR | 10,100 | 12,391 | |
| McDonald's Corp. | 3.000% | 3/8/24 | AUD | 17,470 | 14,227 | |
| McDonald's Corp. | 2.375% | 11/27/24 | EUR | 100 | 131 | |
| McDonald's Corp. | 3.125% | 3/4/25 | CAD | 8,050 | 7,034 | |
| McDonald's Corp. | 0.900% | 6/15/26 | EUR | 100 | 125 | |
| McDonald's Corp. | 1.875% | 5/26/27 | EUR | 100 | 133 | |
| McDonald's Corp. | 1.750% | 5/3/28 | EUR | 13,100 | 17,395 | |
| McDonald's Corp. | 2.625% | 6/11/29 | EUR | 100 | 142 | |
| McDonald's Corp. | 1.500% | 11/28/29 | EUR | 1,300 | 1,698 | |
| McDonald's Corp. | 4.125% | 6/11/54 | GBP | 1,400 | 2,713 | |
| McKesson Corp. | 1.500% | 11/17/25 | EUR | 10,142 | 12,906 | |
| McKesson Corp. | 1.625% | 10/30/26 | EUR | 8,211 | 10,577 | |
| McKesson Corp. | 3.125% | 2/17/29 | GBP | 732 | 1,097 | |
| Medtronic Global Holdings SCA | 0.375% | 3/7/23 | EUR | 2,979 | 3,623 | |
| Medtronic Global Holdings SCA | 0.250% | 7/2/25 | EUR | 2,335 | 2,839 | |
| Medtronic Global Holdings SCA | 0.375% | 10/15/28 | EUR | 5,715 | 6,892 | |
| Medtronic Global Holdings SCA | 1.625% | 3/7/31 | EUR | 6,520 | 8,606 | |
| Medtronic Global Holdings SCA | 1.000% | 7/2/31 | EUR | 2,254 | 2,807 | |
| Medtronic Global Holdings SCA | 0.750% | 10/15/32 | EUR | 8,050 | 9,664 | |
| Medtronic Global Holdings SCA | 2.250% | 3/7/39 | EUR | 2,496 | 3,466 | |
| Medtronic Global Holdings SCA | 1.500% | 7/2/39 | EUR | 8,211 | 10,113 | |
| Medtronic Global Holdings SCA | 1.375% | 10/15/40 | EUR | 3,864 | 4,637 | |
| Medtronic Global Holdings SCA | 1.750% | 7/2/49 | EUR | 12,316 | 15,271 | |
| Medtronic Global Holdings SCA | 1.625% | 10/15/50 | EUR | 7,567 | 9,046 | |
| Merck & Co. Inc. | 0.500% | 11/2/24 | EUR | 7,985 | 9,810 | |
| Merck & Co. Inc. | 1.875% | 10/15/26 | EUR | 2,657 | 3,512 | |
| Merck & Co. Inc. | 2.500% | 10/15/34 | EUR | 4,234 | 6,308 | |
| Merck & Co. Inc. | 1.375% | 11/2/36 | EUR | 1,932 | 2,526 | |
| MetLife Inc. | 5.375% | 12/9/24 | GBP | 3,502 | 5,608 | |
| MetLife Inc. | 0.769% | 5/23/29 | JPY | 1,130,000 | 10,359 | |
| Metropolitan Life Global Funding I | 1.625% | 6/9/22 | GBP | 2,415 | 3,380 | |
| Metropolitan Life Global Funding I | 1.000% | 9/19/22 | CHF | 2,415 | 2,700 |
73
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Metropolitan Life Global Funding I | 2.625% | 12/5/22 | GBP | 1,731 | 2,473 | |
| Metropolitan Life Global Funding I | 2.375% | 1/11/23 | EUR | 483 | 607 | |
| Metropolitan Life Global Funding I | 0.375% | 4/9/24 | EUR | 4,025 | 4,912 | |
| Metropolitan Life Global Funding I | 4.000% | 7/13/27 | AUD | 2,174 | 1,865 | |
| Metropolitan Life Global Funding I | 0.625% | 12/8/27 | GBP | 7,000 | 9,250 | |
| Metropolitan Life Global Funding I | 3.394% | 4/9/30 | CAD | 2,254 | 1,979 | |
| Microsoft Corp. | 3.125% | 12/6/28 | EUR | 9,015 | 13,307 | |
| Microsoft Corp. | 2.625% | 5/2/33 | EUR | 3,220 | 4,855 | |
| Mohawk Capital Finance SA | 1.750% | 6/12/27 | EUR | 2,200 | 2,826 | |
| Molson Coors Beverage Co. | 1.250% | 7/15/24 | EUR | 7,084 | 8,801 | |
| Molson Coors International LP | 2.840% | 7/15/23 | CAD | 4,025 | 3,392 | |
| Molson Coors International LP | 3.440% | 7/15/26 | CAD | 2,294 | 2,000 | |
| 3 | Mondelez International Holdings Netherlands BV | 0.000% | 9/22/26 | EUR | 7,647 | 9,109 |
| Mondelez International Inc. | 3.250% | 3/7/25 | CAD | 2,589 | 2,245 | |
| Mondelez International Inc. | 1.625% | 3/8/27 | EUR | 9,551 | 12,382 | |
| Mondelez International Inc. | 2.375% | 3/6/35 | EUR | 936 | 1,296 | |
| Moody's Corp. | 1.750% | 3/9/27 | EUR | 2,423 | 3,163 | |
| Moody's Corp. | 0.950% | 2/25/30 | EUR | 4,830 | 5,975 | |
| Morgan Stanley | 1.000% | 12/2/22 | EUR | 23,576 | 28,897 | |
| Morgan Stanley | 1.875% | 3/30/23 | EUR | 2,415 | 3,019 | |
| Morgan Stanley | 3.000% | 2/7/24 | CAD | 8,042 | 6,888 | |
| Morgan Stanley | 1.750% | 3/11/24 | EUR | 8,975 | 11,347 | |
| Morgan Stanley | 0.637% | 7/26/24 | EUR | 16,260 | 19,860 | |
| Morgan Stanley | 1.750% | 1/30/25 | EUR | 9,901 | 12,641 | |
| Morgan Stanley | 1.342% | 10/23/26 | EUR | 10,867 | 13,721 | |
| Morgan Stanley | 1.375% | 10/27/26 | EUR | 4,025 | 5,130 | |
| Morgan Stanley | 2.625% | 3/9/27 | GBP | 7,034 | 10,377 | |
| Morgan Stanley | 1.875% | 4/27/27 | EUR | 4,793 | 6,269 | |
| Morgan Stanley | 0.406% | 10/29/27 | EUR | 7,500 | 9,024 | |
| Morgan Stanley | 0.495% | 10/26/29 | EUR | 16,099 | 19,168 | |
| Morgan Stanley | 0.497% | 2/7/31 | EUR | 15,412 | 18,100 | |
| Nasdaq Inc. | 1.750% | 3/28/29 | EUR | 7,647 | 9,979 | |
| Nasdaq Inc. | 0.875% | 2/13/30 | EUR | 8,016 | 9,753 | |
| National Grid North America Inc. | 0.750% | 8/8/23 | EUR | 500 | 613 | |
| National Grid North America Inc. | 1.000% | 7/12/24 | EUR | 500 | 620 | |
| New York Life Global Funding | 0.250% | 1/23/27 | EUR | 8,050 | 9,736 | |
| NextEra Energy Capital Holdings Inc. | 2.200% | 12/2/26 | AUD | 3,620 | 2,791 | |
| Omnicom Finance Holdings plc | 0.800% | 7/8/27 | EUR | 3,059 | 3,782 | |
| Omnicom Finance Holdings plc | 1.400% | 7/8/31 | EUR | 3,623 | 4,646 | |
| Oracle Corp. | 3.125% | 7/10/25 | EUR | 805 | 1,094 | |
| Parker-Hannifin Corp. | 1.125% | 3/1/25 | EUR | 4,500 | 5,631 | |
| Parker-Hannifin Corp. | 1.125% | 3/1/25 | EUR | 8,050 | 10,072 | |
| PepsiCo Inc. | 2.500% | 11/1/22 | GBP | 500 | 712 | |
| PepsiCo Inc. | 0.250% | 5/6/24 | EUR | 5,071 | 6,177 | |
| PepsiCo Inc. | 2.150% | 5/6/24 | CAD | 2,576 | 2,168 | |
| PepsiCo Inc. | 0.750% | 3/18/27 | EUR | 1,610 | 2,008 | |
| PepsiCo Inc. | 0.500% | 5/6/28 | EUR | 9,498 | 11,642 | |
| PepsiCo Inc. | 0.875% | 7/18/28 | EUR | 2,898 | 3,656 | |
| PepsiCo Inc. | 1.125% | 3/18/31 | EUR | 1,530 | 1,962 | |
| PepsiCo Inc. | 0.400% | 10/9/32 | EUR | 9,576 | 11,271 | |
| PepsiCo Inc. | 0.875% | 10/16/39 | EUR | 7,969 | 9,448 | |
| PepsiCo Inc. | 1.050% | 10/9/50 | EUR | 1,771 | 1,990 | |
| PerkinElmer Inc. | 1.875% | 7/19/26 | EUR | 3,703 | 4,788 | |
| Peugeot SA | 2.000% | 3/20/25 | EUR | 2,900 | 3,705 |
74
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Pfizer Inc. | 0.250% | 3/6/22 | EUR | 10,223 | 12,348 | |
| Pfizer Inc. | 1.000% | 3/6/27 | EUR | 2,737 | 3,458 | |
| Pfizer Inc. | 2.735% | 6/15/43 | GBP | 1,482 | 2,295 | |
| Philip Morris International Inc. | 0.625% | 11/8/24 | EUR | 1,127 | 1,380 | |
| Philip Morris International Inc. | 2.875% | 5/14/29 | EUR | 2,013 | 2,852 | |
| Philip Morris International Inc. | 0.800% | 8/1/31 | EUR | 7,245 | 8,528 | |
| Philip Morris International Inc. | 3.125% | 6/3/33 | EUR | 805 | 1,160 | |
| Philip Morris International Inc. | 2.000% | 5/9/36 | EUR | 6,440 | 8,232 | |
| Philip Morris International Inc. | 1.875% | 11/6/37 | EUR | 4,347 | 5,383 | |
| Philip Morris International Inc. | 1.450% | 8/1/39 | EUR | 4,991 | 5,697 | |
| PPG Industries Inc. | 0.875% | 11/3/25 | EUR | 2,093 | 2,609 | |
| PPG Industries Inc. | 1.400% | 3/13/27 | EUR | 300 | 385 | |
| Praxair Inc. | 1.200% | 2/12/24 | EUR | 6,440 | 8,050 | |
| Praxair Inc. | 1.625% | 12/1/25 | EUR | 16,541 | 21,464 | |
| Procter & Gamble Co. | 2.000% | 8/16/22 | EUR | 1,393 | 1,725 | |
| Procter & Gamble Co. | 1.125% | 11/2/23 | EUR | 9,354 | 11,647 | |
| Procter & Gamble Co. | 0.500% | 10/25/24 | EUR | 2,415 | 2,975 | |
| Procter & Gamble Co. | 0.625% | 10/30/24 | EUR | 3,301 | 4,081 | |
| Procter & Gamble Co. | 1.375% | 5/3/25 | GBP | 7,889 | 11,237 | |
| Procter & Gamble Co. | 1.200% | 10/30/28 | EUR | 3,784 | 4,891 | |
| Procter & Gamble Co. | 1.800% | 5/3/29 | GBP | 10,162 | 14,723 | |
| Procter & Gamble Co. | 1.250% | 10/25/29 | EUR | 5,635 | 7,345 | |
| Procter & Gamble Co. | 1.875% | 10/30/38 | EUR | 1,932 | 2,740 | |
| Prologis Euro Finance LLC | 0.250% | 9/10/27 | EUR | 13,684 | 16,448 | |
| Prologis Euro Finance LLC | 0.375% | 2/6/28 | EUR | 5,635 | 6,819 | |
| Prologis Euro Finance LLC | 1.875% | 1/5/29 | EUR | 854 | 1,137 | |
| Prologis Euro Finance LLC | 0.625% | 9/10/31 | EUR | 4,870 | 5,801 | |
| Prologis Euro Finance LLC | 0.500% | 2/16/32 | EUR | 10,300 | 12,029 | |
| Prologis Euro Finance LLC | 1.000% | 2/6/35 | EUR | 2,657 | 3,164 | |
| Prologis Euro Finance LLC | 1.000% | 2/16/41 | EUR | 4,600 | 5,186 | |
| Prologis Euro Finance LLC | 1.500% | 9/10/49 | EUR | 3,703 | 4,352 | |
| Prologis LP | 3.000% | 6/2/26 | EUR | 1,288 | 1,771 | |
| Prologis LP | 2.250% | 6/30/29 | GBP | 3,476 | 5,073 | |
| Public Storage | 0.875% | 1/24/32 | EUR | 5,393 | 6,449 | |
| Raytheon Technologies Corp. | 2.150% | 5/18/30 | EUR | 10,000 | 13,401 | |
| Schlumberger Finance BV | 0.250% | 10/15/27 | EUR | 8,050 | 9,681 | |
| Schlumberger Finance BV | 0.500% | 10/15/31 | EUR | 8,050 | 9,503 | |
| Schlumberger Finance France SAS | 1.000% | 2/18/26 | EUR | 2,737 | 3,438 | |
| Southern Power Co. | 1.000% | 6/20/22 | EUR | 9,176 | 11,182 | |
| Southern Power Co. | 1.850% | 6/20/26 | EUR | 8,613 | 11,242 | |
| Stellantis NV | 3.875% | 1/5/26 | EUR | 13,684 | 18,938 | |
| Stryker Corp. | 1.125% | 11/30/23 | EUR | 1,852 | 2,297 | |
| Stryker Corp. | 0.250% | 12/3/24 | EUR | 3,059 | 3,709 | |
| Stryker Corp. | 2.125% | 11/30/27 | EUR | 1,530 | 2,042 | |
| Stryker Corp. | 2.625% | 11/30/30 | EUR | 1,691 | 2,391 | |
| Stryker Corp. | 1.000% | 12/3/31 | EUR | 8,854 | 10,882 | |
| Sysco Canada Inc. | 3.650% | 4/25/25 | CAD | 2,061 | 1,799 | |
| Thermo Fisher Scientific Inc. | 0.750% | 9/12/24 | EUR | 3,767 | 4,640 | |
| Thermo Fisher Scientific Inc. | 0.125% | 3/1/25 | EUR | 5,152 | 6,211 | |
| Thermo Fisher Scientific Inc. | 2.000% | 4/15/25 | EUR | 4,830 | 6,231 | |
| Thermo Fisher Scientific Inc. | 1.400% | 1/23/26 | EUR | 13,243 | 16,850 | |
| Thermo Fisher Scientific Inc. | 1.750% | 4/15/27 | EUR | 2,415 | 3,150 | |
| Thermo Fisher Scientific Inc. | 0.500% | 3/1/28 | EUR | 2,496 | 3,021 | |
| Thermo Fisher Scientific Inc. | 1.375% | 9/12/28 | EUR | 805 | 1,031 | |
| Thermo Fisher Scientific Inc. | 2.875% | 7/24/37 | EUR | 5,331 | 7,856 |
75
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Thermo Fisher Scientific Inc. | 1.500% | 10/1/39 | EUR | 3,220 | 3,885 | |
| Thermo Fisher Scientific Inc. | 1.875% | 10/1/49 | EUR | 8,774 | 10,838 | |
| Time Warner Cable LLC | 5.750% | 6/2/31 | GBP | 200 | 349 | |
| Time Warner Cable LLC | 5.250% | 7/15/42 | GBP | 4,749 | 8,595 | |
| Toyota Motor Credit Corp. | 0.750% | 7/21/22 | EUR | 1,288 | 1,568 | |
| Toyota Motor Credit Corp. | 1.000% | 9/27/22 | GBP | 5,554 | 7,727 | |
| Toyota Motor Credit Corp. | 0.625% | 11/21/24 | EUR | 200 | 247 | |
| Trillium Windpower LP | 5.803% | 2/15/33 | CAD | 1,138 | 1,090 | |
| Trinity Acquisition plc | 2.125% | 5/26/22 | EUR | 4,851 | 5,938 | |
| TWDC Enterprises 18 Corp. | 2.758% | 10/7/24 | CAD | 8,311 | 7,127 | |
| U.S. Bancorp | 0.850% | 6/7/24 | EUR | 11,948 | 14,765 | |
| United Parcel Service Inc. | 0.375% | 11/15/23 | EUR | 5,957 | 7,264 | |
| United Parcel Service Inc. | 2.125% | 5/21/24 | CAD | 5,635 | 4,738 | |
| United Parcel Service Inc. | 1.625% | 11/15/25 | EUR | 9,579 | 12,368 | |
| United Parcel Service Inc. | 1.500% | 11/15/32 | EUR | 2,657 | 3,528 | |
| United Parcel Service Inc. | 5.125% | 2/12/50 | GBP | 1,350 | 3,076 | |
| Upjohn Finance BV | 1.362% | 6/23/27 | EUR | 6,440 | 8,047 | |
| Upjohn Finance BV | 1.908% | 6/23/32 | EUR | 6,440 | 8,121 | |
| Utah Acquisition Sub Inc. | 3.125% | 11/22/28 | EUR | 950 | 1,322 | |
| Ventas Canada Finance Ltd. | 2.550% | 3/15/23 | CAD | 1,932 | 1,614 | |
| Ventas Canada Finance Ltd. | 2.800% | 4/12/24 | CAD | 2,657 | 2,254 | |
| Ventas Canada Finance Ltd. | 4.125% | 9/30/24 | CAD | 966 | 852 | |
| Verizon Communications Inc. | 3.500% | 2/17/23 | AUD | 5,130 | 4,150 | |
| Verizon Communications Inc. | 4.073% | 6/18/24 | GBP | 2,415 | 3,680 | |
| Verizon Communications Inc. | 4.050% | 2/17/25 | AUD | 1,240 | 1,056 | |
| Verizon Communications Inc. | 0.875% | 4/2/25 | EUR | 3,945 | 4,904 | |
| Verizon Communications Inc. | 3.250% | 2/17/26 | EUR | 2,093 | 2,900 | |
| Verizon Communications Inc. | 1.375% | 10/27/26 | EUR | 5,635 | 7,220 | |
| Verizon Communications Inc. | 0.875% | 4/8/27 | EUR | 22,457 | 28,004 | |
| Verizon Communications Inc. | 4.500% | 8/17/27 | AUD | 10,140 | 8,915 | |
| Verizon Communications Inc. | 1.375% | 11/2/28 | EUR | 7,889 | 10,203 | |
| Verizon Communications Inc. | 1.125% | 11/3/28 | GBP | 23,226 | 30,927 | |
| Verizon Communications Inc. | 0.375% | 3/22/29 | EUR | 24,300 | 28,986 | |
| Verizon Communications Inc. | 1.875% | 10/26/29 | EUR | 4,669 | 6,244 | |
| Verizon Communications Inc. | 1.250% | 4/8/30 | EUR | 8,050 | 10,226 | |
| Verizon Communications Inc. | 2.500% | 5/16/30 | CAD | 4,482 | 3,641 | |
| Verizon Communications Inc. | 1.875% | 9/19/30 | GBP | 1,288 | 1,781 | |
| Verizon Communications Inc. | 2.500% | 4/8/31 | GBP | 653 | 945 | |
| Verizon Communications Inc. | 0.750% | 3/22/32 | EUR | 10,000 | 11,852 | |
| Verizon Communications Inc. | 1.300% | 5/18/33 | EUR | 17,728 | 22,001 | |
| Verizon Communications Inc. | 1.125% | 9/19/35 | EUR | 4,100 | 4,841 | |
| Verizon Communications Inc. | 3.125% | 11/2/35 | GBP | 5,393 | 8,290 | |
| Verizon Communications Inc. | 3.375% | 10/27/36 | GBP | 8,551 | 13,592 | |
| Verizon Communications Inc. | 2.875% | 1/15/38 | EUR | 6,198 | 9,022 | |
| Verizon Communications Inc. | 1.875% | 11/3/38 | GBP | 4,830 | 6,293 | |
| Verizon Communications Inc. | 1.500% | 9/19/39 | EUR | 1,842 | 2,220 | |
| Verizon Communications Inc. | 1.850% | 5/18/40 | EUR | 6,179 | 7,786 | |
| Verizon Communications Inc. | 3.625% | 5/16/50 | CAD | 8,353 | 6,347 | |
| Verizon Communications Inc. | 4.050% | 3/22/51 | CAD | 1,250 | 1,026 | |
| VF Corp. | 0.625% | 9/20/23 | EUR | 4,347 | 5,315 | |
| VF Corp. | 0.250% | 2/25/28 | EUR | 1,208 | 1,440 | |
| Walgreens Boots Alliance Inc. | 3.600% | 11/20/25 | GBP | 1,067 | 1,605 | |
| Walmart Inc. | 1.900% | 4/8/22 | EUR | 6,842 | 8,355 | |
| Walmart Inc. | 2.550% | 4/8/26 | EUR | 1,530 | 2,069 | |
| Walmart Inc. | 4.875% | 9/21/29 | EUR | 8,653 | 14,325 |
76
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Walmart Inc. | 5.625% | 3/27/34 | GBP | 11,941 | 24,243 | |
| Walmart Inc. | 5.250% | 9/28/35 | GBP | 805 | 1,625 | |
| Walt Disney Co. | 3.057% | 3/30/27 | CAD | 4,669 | 4,022 | |
| Waste Management of Canada Corp. | 2.600% | 9/23/26 | CAD | 3,004 | 2,554 | |
| Wells Fargo & Co. | 1.375% | 6/30/22 | GBP | 2,174 | 3,028 | |
| Wells Fargo & Co. | 2.625% | 8/16/22 | EUR | 16,582 | 20,684 | |
| Wells Fargo & Co. | 1.500% | 9/12/22 | EUR | 2,657 | 3,271 | |
| Wells Fargo & Co. | 2.250% | 5/2/23 | EUR | 13,120 | 16,535 | |
| Wells Fargo & Co. | 2.509% | 10/27/23 | CAD | 8,863 | 7,486 | |
| Wells Fargo & Co. | 0.500% | 11/2/23 | CHF | 16,095 | 17,901 | |
| Wells Fargo & Co. | 2.125% | 12/20/23 | GBP | 644 | 918 | |
| Wells Fargo & Co. | 3.184% | 2/8/24 | CAD | 4,025 | 3,457 | |
| Wells Fargo & Co. | 0.500% | 4/26/24 | EUR | 8,291 | 10,113 | |
| Wells Fargo & Co. | 3.874% | 5/21/25 | CAD | 350 | 308 | |
| Wells Fargo & Co. | 1.625% | 6/2/25 | EUR | 4,025 | 5,123 | |
| Wells Fargo & Co. | 2.000% | 7/28/25 | GBP | 22,055 | 31,431 | |
| Wells Fargo & Co. | 2.000% | 4/27/26 | EUR | 16,099 | 20,971 | |
| Wells Fargo & Co. | 2.975% | 5/19/26 | CAD | 8,130 | 6,961 | |
| Wells Fargo & Co. | 1.375% | 10/26/26 | EUR | 10,706 | 13,593 | |
| Wells Fargo & Co. | 1.000% | 2/2/27 | EUR | 11,936 | 14,808 | |
| Wells Fargo & Co. | 2.493% | 2/18/27 | CAD | 4,423 | 3,685 | |
| Wells Fargo & Co. | 1.500% | 5/24/27 | EUR | 16,099 | 20,533 | |
| Wells Fargo & Co. | 3.500% | 9/12/29 | GBP | 3,486 | 5,411 | |
| Wells Fargo & Co. | 1.741% | 5/4/30 | EUR | 8,050 | 10,415 | |
| Wells Fargo & Co. | 0.625% | 8/14/30 | EUR | 6,440 | 7,619 | |
| Wells Fargo & Co. | 4.625% | 11/2/35 | GBP | 2,000 | 3,563 | |
| Wells Fargo Bank NA | 5.250% | 8/1/23 | GBP | 7,500 | 11,343 | |
| Wells Fargo Canada Corp. | 3.460% | 1/24/23 | CAD | 13,281 | 11,310 | |
| Welltower Inc. | 4.800% | 11/20/28 | GBP | 5,876 | 9,573 | |
| Welltower Inc. | 4.500% | 12/1/34 | GBP | 3,864 | 6,406 | |
| Whirlpool Finance Luxembourg Sarl | 1.250% | 11/2/26 | EUR | 8,613 | 10,849 | |
| Whirlpool Finance Luxembourg Sarl | 1.100% | 11/9/27 | EUR | 2,898 | 3,596 | |
| WPC Eurobond BV | 2.250% | 7/19/24 | EUR | 5,071 | 6,502 | |
| WPC Eurobond BV | 2.250% | 4/9/26 | EUR | 3,301 | 4,320 | |
| WPC Eurobond BV | 2.125% | 4/15/27 | EUR | 15,724 | 20,494 | |
| WPC Eurobond BV | 1.350% | 4/15/28 | EUR | 7,245 | 9,021 | |
| WPC Eurobond BV | 0.950% | 6/1/30 | EUR | 2,900 | 3,429 | |
| Xylem Inc. | 2.250% | 3/11/23 | EUR | 3,059 | 3,816 | |
| Zimmer Biomet Holdings Inc. | 1.414% | 12/13/22 | EUR | 4,749 | 5,849 | |
| 4,311,034 | ||||||
| Total Corporate Bonds (Cost $25,464,538) | 27,531,049 | |||||
| Sovereign Bonds (76.7%) | ||||||
| Australia (2.8%) | ||||||
| Australian Capital Territory | 4.000% | 5/22/24 | AUD | 4,020 | 3,438 | |
| Australian Capital Territory | 1.250% | 5/22/25 | AUD | 1,000 | 792 | |
| Australian Capital Territory | 2.500% | 5/21/26 | AUD | 1,610 | 1,339 | |
| Australian Capital Territory | 3.000% | 4/18/28 | AUD | 400 | 341 | |
| Australian Capital Territory | 2.250% | 5/22/29 | AUD | 7,360 | 5,938 | |
| Australian Capital Territory | 1.750% | 10/23/31 | AUD | 600 | 451 | |
| Australian Government | 4.250% | 4/21/26 | AUD | 123,082 | 111,243 | |
| Australian Government | 2.750% | 11/21/29 | AUD | 160,257 | 136,271 | |
| Australian Government | 1.000% | 11/21/31 | AUD | 114,136 | 81,587 | |
| Australian Government | 4.500% | 4/21/33 | AUD | 45,800 | 45,448 | |
| Commonwealth of Australia | 5.750% | 7/15/22 | AUD | 71,941 | 59,192 | |
77
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Commonwealth of Australia | 2.250% | 11/21/22 | AUD | 42,264 | 33,648 | |
| Commonwealth of Australia | 5.500% | 4/21/23 | AUD | 81,006 | 69,040 | |
| Commonwealth of Australia | 2.750% | 4/21/24 | AUD | 32,197 | 26,743 | |
| Commonwealth of Australia | 0.250% | 11/21/24 | AUD | 195,465 | 150,290 | |
| Commonwealth of Australia | 3.250% | 4/21/25 | AUD | 146,324 | 125,045 | |
| Commonwealth of Australia | 0.250% | 11/21/25 | AUD | 66,808 | 50,617 | |
| Commonwealth of Australia | 0.500% | 9/21/26 | AUD | 64,400 | 48,738 | |
| Commonwealth of Australia | 4.750% | 4/21/27 | AUD | 128,263 | 120,614 | |
| Commonwealth of Australia | 2.750% | 11/21/27 | AUD | 70,027 | 59,616 | |
| Commonwealth of Australia | 2.250% | 5/21/28 | AUD | 108,582 | 89,638 | |
| Commonwealth of Australia | 2.750% | 11/21/28 | AUD | 235,609 | 200,643 | |
| Commonwealth of Australia | 3.250% | 4/21/29 | AUD | 255,323 | 224,789 | |
| Commonwealth of Australia | 2.500% | 5/21/30 | AUD | 212,657 | 177,039 | |
| Commonwealth of Australia | 1.000% | 12/21/30 | AUD | 254,924 | 185,163 | |
| Commonwealth of Australia | 1.500% | 6/21/31 | AUD | 162,592 | 122,969 | |
| Commonwealth of Australia | 1.250% | 5/21/32 | AUD | 95,346 | 69,521 | |
| Commonwealth of Australia | 2.750% | 6/21/35 | AUD | 75,151 | 62,825 | |
| Commonwealth of Australia | 3.750% | 4/21/37 | AUD | 57,229 | 53,282 | |
| Commonwealth of Australia | 3.250% | 6/21/39 | AUD | 47,047 | 41,064 | |
| Commonwealth of Australia | 2.750% | 5/21/41 | AUD | 56,906 | 45,803 | |
| Commonwealth of Australia | 3.000% | 3/21/47 | AUD | 103,357 | 85,376 | |
| Commonwealth of Australia | 1.750% | 6/21/51 | AUD | 66,808 | 41,680 | |
| National Housing Finance and Investment Corp. | 2.380% | 3/28/29 | AUD | 2,350 | 1,925 | |
| New South Wales Treasury Corp. | 4.000% | 4/20/23 | AUD | 27,045 | 22,387 | |
| New South Wales Treasury Corp. | 1.000% | 2/8/24 | AUD | 24,953 | 19,585 | |
| New South Wales Treasury Corp. | 5.000% | 8/20/24 | AUD | 26,723 | 23,707 | |
| New South Wales Treasury Corp. | 1.250% | 3/20/25 | AUD | 32,197 | 25,506 | |
| New South Wales Treasury Corp. | 4.000% | 5/20/26 | AUD | 7,728 | 6,886 | |
| New South Wales Treasury Corp. | 3.000% | 5/20/27 | AUD | 105,423 | 90,332 | |
| New South Wales Treasury Corp. | 3.000% | 3/20/28 | AUD | 101,062 | 86,691 | |
| New South Wales Treasury Corp. | 3.000% | 11/15/28 | AUD | 16,099 | 13,845 | |
| New South Wales Treasury Corp. | 3.000% | 4/20/29 | AUD | 18,513 | 15,871 | |
| New South Wales Treasury Corp. | 3.000% | 2/20/30 | AUD | 45,043 | 38,552 | |
| New South Wales Treasury Corp. | 2.000% | 3/20/31 | AUD | 10,000 | 7,826 | |
| New South Wales Treasury Corp. | 2.000% | 3/8/33 | AUD | 10,000 | 7,604 | |
| New South Wales Treasury Corp. | 3.500% | 3/20/34 | AUD | 564 | 496 | |
| New South Wales Treasury Corp. | 2.250% | 11/20/40 | AUD | 12,074 | 8,622 | |
| New South Wales Treasury Corp. | 2.450% | 8/24/50 | AUD | 350 | 242 | |
| Northern Territory Treasury Corp. | 2.500% | 11/21/22 | AUD | 500 | 398 | |
| Northern Territory Treasury Corp. | 2.750% | 10/21/24 | AUD | 4,500 | 3,724 | |
| Northern Territory Treasury Corp. | 2.750% | 4/21/27 | AUD | 8,300 | 6,945 | |
| Northern Territory Treasury Corp. | 3.500% | 4/21/28 | AUD | 1,500 | 1,315 | |
| Northern Territory Treasury Corp. | 3.500% | 5/21/30 | AUD | 2,300 | 2,010 | |
| Northern Territory Treasury Corp. | 2.000% | 4/21/31 | AUD | 1,000 | 759 | |
| Queensland Treasury Corp. | 6.000% | 7/21/22 | AUD | 54,412 | 44,913 | |
| 3 | Queensland Treasury Corp. | 4.250% | 7/21/23 | AUD | 40,809 | 34,231 |
| 3 | Queensland Treasury Corp. | 3.000% | 3/22/24 | AUD | 10,867 | 9,015 |
| Queensland Treasury Corp. | 5.750% | 7/22/24 | AUD | 37,187 | 33,576 | |
| 3 | Queensland Treasury Corp. | 4.750% | 7/21/25 | AUD | 39,843 | 35,934 |
| 3 | Queensland Treasury Corp. | 3.250% | 7/21/26 | AUD | 50,307 | 43,435 |
| 3 | Queensland Treasury Corp. | 2.750% | 8/20/27 | AUD | 42,661 | 36,041 |
| 3 | Queensland Treasury Corp. | 3.250% | 7/21/28 | AUD | 34,370 | 29,968 |
| 3 | Queensland Treasury Corp. | 3.250% | 8/21/29 | AUD | 17,306 | 15,110 |
| 3 | Queensland Treasury Corp. | 3.500% | 8/21/30 | AUD | 64,380 | 57,221 |
78
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| 3 | Queensland Treasury Corp. | 1.750% | 8/21/31 | AUD | 28,111 | 21,362 |
| Queensland Treasury Corp. | 6.500% | 3/14/33 | AUD | 6,681 | 7,518 | |
| 3 | Queensland Treasury Corp. | 1.750% | 7/20/34 | AUD | 2,013 | 1,451 |
| 3 | Queensland Treasury Corp. | 2.250% | 4/16/40 | AUD | 12,074 | 8,683 |
| 3 | Queensland Treasury Corp. | 2.250% | 11/20/41 | AUD | 11,913 | 8,408 |
| 3 | Queensland Treasury Corp. | 4.200% | 2/20/47 | AUD | 6,327 | 6,029 |
| South Australian Government Financing Authority | 1.500% | 9/22/22 | AUD | 27,770 | 21,763 | |
| South Australian Government Financing Authority | 4.250% | 11/20/23 | AUD | 4,025 | 3,417 | |
| South Australian Government Financing Authority | 2.250% | 8/15/24 | AUD | 14,086 | 11,496 | |
| South Australian Government Financing Authority | 2.750% | 4/16/25 | AUD | 8,854 | 7,396 | |
| South Australian Government Financing Authority | 3.000% | 7/20/26 | AUD | 6,641 | 5,668 | |
| South Australian Government Financing Authority | 3.000% | 9/20/27 | AUD | 1,007 | 863 | |
| South Australian Government Financing Authority | 3.000% | 5/24/28 | AUD | 4,741 | 4,059 | |
| South Australian Government Financing Authority | 2.750% | 5/24/30 | AUD | 23,745 | 19,801 | |
| South Australian Government Financing Authority | 1.750% | 5/24/32 | AUD | 10,805 | 8,064 | |
| Tasmanian Public Finance Corp. | 3.250% | 2/19/26 | AUD | 7,730 | 6,599 | |
| Tasmanian Public Finance Corp. | 3.250% | 1/24/28 | AUD | 1,208 | 1,039 | |
| Tasmanian Public Finance Corp. | 2.000% | 1/24/30 | AUD | 350 | 274 | |
| Treasury Corp. of Victoria | 6.000% | 10/17/22 | AUD | 42,017 | 35,099 | |
| Treasury Corp. of Victoria | 5.500% | 12/17/24 | AUD | 11,269 | 10,252 | |
| Treasury Corp. of Victoria | 5.500% | 11/17/26 | AUD | 41,856 | 40,179 | |
| Treasury Corp. of Victoria | 1.250% | 11/19/27 | AUD | 20,000 | 15,428 | |
| Treasury Corp. of Victoria | 3.000% | 10/20/28 | AUD | 23,842 | 20,355 | |
| Treasury Corp. of Victoria | 2.500% | 10/22/29 | AUD | 52,158 | 43,006 | |
| Treasury Corp. of Victoria | 1.500% | 11/20/30 | AUD | 48,172 | 36,155 | |
| Treasury Corp. of Victoria | 1.500% | 9/10/31 | AUD | 16,099 | 11,929 | |
| Treasury Corp. of Victoria | 4.250% | 12/20/32 | AUD | 22,135 | 21,016 | |
| Treasury Corp. of Victoria | 2.250% | 11/20/34 | AUD | 12,074 | 9,216 | |
| Treasury Corp. of Victoria | 2.250% | 11/20/41 | AUD | 24,107 | 17,044 | |
| Western Australian Treasury Corp. | 2.750% | 10/20/22 | AUD | 43,063 | 34,457 | |
| Western Australian Treasury Corp. | 6.000% | 10/16/23 | AUD | 8,050 | 7,078 | |
| Western Australian Treasury Corp. | 2.500% | 7/23/24 | AUD | 38,636 | 31,800 | |
| Western Australian Treasury Corp. | 5.000% | 7/23/25 | AUD | 12,477 | 11,359 | |
| Western Australian Treasury Corp. | 3.000% | 10/21/26 | AUD | 19,991 | 17,041 | |
| Western Australian Treasury Corp. | 3.000% | 10/21/27 | AUD | 8,050 | 6,904 | |
| Western Australian Treasury Corp. | 3.250% | 7/20/28 | AUD | 23,101 | 20,163 | |
| Western Australian Treasury Corp. | 2.750% | 7/24/29 | AUD | 8,854 | 7,471 | |
| Western Australian Treasury Corp. | 1.750% | 10/22/31 | AUD | 24,872 | 18,872 | |
| Western Australian Treasury Corp. | 2.000% | 10/24/34 | AUD | 450 | 333 | |
| 3,813,902 | ||||||
| Austria (1.2%) | ||||||
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.250% | 10/18/24 | EUR | 27,367 | 33,666 | |
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 3.375% | 9/22/25 | EUR | 1,610 | 2,252 | |
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 0.100% | 7/9/29 | EUR | 7,245 | 8,772 | |
79
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/11/32 | EUR | 500 | 765 | |
| Autobahnen- und Schnell- strassen-Finanzierungs AG | 2.750% | 6/20/33 | EUR | 966 | 1,500 | |
| 2 | Oesterreichische Kontrollbank AG | 2.625% | 11/22/24 | CHF | 24,635 | 30,021 |
| 2 | Oesterreichische Kontrollbank AG | 3.200% | 8/25/25 | AUD | 1,208 | 1,017 |
| 2 | Oesterreichische Kontrollbank AG | 0.000% | 10/8/26 | EUR | 4,025 | 4,895 |
| 2 | Oesterreichische Kontrollbank AG | 2.875% | 2/25/30 | CHF | 3,620 | 5,005 |
| 3 | Republic of Austria | 0.000% | 9/20/22 | EUR | 81,497 | 98,882 |
| 3 | Republic of Austria | 3.400% | 11/22/22 | EUR | 24,389 | 31,151 |
| 3 | Republic of Austria | 0.000% | 4/20/23 | EUR | 82,342 | 100,224 |
| 3 | Republic of Austria | 0.000% | 7/15/23 | EUR | 20,988 | 25,571 |
| 3 | Republic of Austria | 1.750% | 10/20/23 | EUR | 40,994 | 52,176 |
| 3 | Republic of Austria | 0.000% | 7/15/24 | EUR | 56,344 | 68,995 |
| 3 | Republic of Austria | 1.650% | 10/21/24 | EUR | 5,466 | 7,085 |
| 3 | Republic of Austria | 0.000% | 4/20/25 | EUR | 148,462 | 182,084 |
| 3 | Republic of Austria | 1.200% | 10/20/25 | EUR | 64,953 | 84,062 |
| 3 | Republic of Austria | 4.850% | 3/15/26 | EUR | 20,324 | 30,862 |
| 3 | Republic of Austria | 0.750% | 10/20/26 | EUR | 62,139 | 79,530 |
| 3 | Republic of Austria | 0.500% | 4/20/27 | EUR | 33,002 | 41,732 |
| Republic of Austria | 6.250% | 7/15/27 | EUR | 1,675 | 2,848 | |
| 3 | Republic of Austria | 0.750% | 2/20/28 | EUR | 20,123 | 25,889 |
| 3 | Republic of Austria | 0.500% | 2/20/29 | EUR | 123,051 | 155,691 |
| 3 | Republic of Austria | 0.000% | 2/20/30 | EUR | 21,477 | 25,941 |
| 3 | Republic of Austria | 0.000% | 2/20/31 | EUR | 85,246 | 102,099 |
| 3 | Republic of Austria | 2.400% | 5/23/34 | EUR | 18,195 | 28,100 |
| 3 | Republic of Austria | 5.375% | 12/1/34 | CAD | 1,308 | 1,362 |
| 3 | Republic of Austria | 4.150% | 3/15/37 | EUR | 72,897 | 139,927 |
| 3 | Republic of Austria | 3.150% | 6/20/44 | EUR | 40,443 | 76,632 |
| 3 | Republic of Austria | 1.500% | 2/20/47 | EUR | 49,744 | 72,584 |
| 3 | Republic of Austria | 0.750% | 3/20/51 | EUR | 20,123 | 24,727 |
| 3 | Republic of Austria | 3.800% | 1/26/62 | EUR | 8,935 | 22,160 |
| 3 | Republic of Austria | 1.500% | 11/2/86 | EUR | 19,663 | 30,436 |
| 3 | Republic of Austria | 2.100% | 9/20/17 | EUR | 13,382 | 26,177 |
| 3 | Republic of Austria | 0.850% | 6/30/20 | EUR | 29,245 | 31,671 |
| 1,656,491 | ||||||
| Belgium (1.8%) | ||||||
| District Financing Authority | 1.000% | 10/13/36 | EUR | 8,300 | 10,509 | |
| 3 | Kingdom of Belgium | 4.250% | 9/28/22 | EUR | 66,526 | 85,537 |
| Kingdom of Belgium | 2.250% | 6/22/23 | EUR | 56,336 | 71,942 | |
| 3 | Kingdom of Belgium | 2.600% | 6/22/24 | EUR | 104,944 | 138,921 |
| 3 | Kingdom of Belgium | 0.500% | 10/22/24 | EUR | 41,856 | 52,206 |
| 3 | Kingdom of Belgium | 0.800% | 6/22/25 | EUR | 110,683 | 140,415 |
| 3 | Kingdom of Belgium | 4.500% | 3/28/26 | EUR | 5,957 | 8,925 |
| 3 | Kingdom of Belgium | 1.000% | 6/22/26 | EUR | 119,017 | 153,638 |
| 3 | Kingdom of Belgium | 0.800% | 6/22/27 | EUR | 102,465 | 131,715 |
| 3 | Kingdom of Belgium | 0.000% | 10/22/27 | EUR | 128,770 | 157,636 |
| Kingdom of Belgium | 5.500% | 3/28/28 | EUR | 809 | 1,365 | |
| 3 | Kingdom of Belgium | 0.900% | 6/22/29 | EUR | 130,581 | 169,863 |
| Kingdom of Belgium | 0.100% | 6/22/30 | EUR | 152,933 | 185,493 | |
| 3 | Kingdom of Belgium | 1.000% | 6/22/31 | EUR | 21,894 | 28,721 |
| Kingdom of Belgium | 0.000% | 10/22/31 | EUR | 72,442 | 85,696 | |
| Kingdom of Belgium | 4.000% | 3/28/32 | EUR | 32,454 | 55,362 | |
| Kingdom of Belgium | 1.250% | 4/22/33 | EUR | 28,172 | 37,978 | |
| 3 | Kingdom of Belgium | 3.000% | 6/22/34 | EUR | 102,039 | 165,132 |
80
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| 3 | Kingdom of Belgium | 5.000% | 3/28/35 | EUR | 3,566 | 6,994 |
| 3 | Kingdom of Belgium | 1.450% | 6/22/37 | EUR | 13,861 | 19,076 |
| 3 | Kingdom of Belgium | 1.900% | 6/22/38 | EUR | 101,935 | 149,471 |
| 3 | Kingdom of Belgium | 0.400% | 6/22/40 | EUR | 12,074 | 13,843 |
| 3 | Kingdom of Belgium | 4.250% | 3/28/41 | EUR | 61,520 | 123,453 |
| Kingdom of Belgium | 3.750% | 6/22/45 | EUR | 45,433 | 89,971 | |
| 3 | Kingdom of Belgium | 1.600% | 6/22/47 | EUR | 71,232 | 99,986 |
| 3,9 | Kingdom of Belgium | 1.700% | 6/22/50 | EUR | 42,438 | 61,032 |
| 3 | Kingdom of Belgium | 2.250% | 6/22/57 | EUR | 12,557 | 20,804 |
| 3 | Kingdom of Belgium | 2.150% | 6/22/66 | EUR | 8,739 | 14,501 |
| 3 | Kingdom of Belgium | 0.650% | 6/22/71 | EUR | 60,390 | 59,059 |
| Ministeries Van de Vlaamse Gemeenschap | 0.375% | 10/13/26 | EUR | 4,000 | 4,950 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.500% | 7/12/38 | EUR | 2,400 | 3,236 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.875% | 6/2/42 | EUR | 2,800 | 4,020 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.500% | 4/11/44 | EUR | 2,600 | 3,481 | |
| Ministeries Van de Vlaamse Gemeenschap | 1.000% | 1/23/51 | EUR | 13,200 | 15,692 | |
| Region Wallonne Belgium | 0.500% | 4/8/30 | EUR | 8,000 | 9,820 | |
| Region Wallonne Belgium | 1.250% | 5/3/34 | EUR | 8,000 | 10,397 | |
| 2,390,840 | ||||||
| Bulgaria (0.0%) | ||||||
| Republic of Bulgaria | 1.875% | 3/21/23 | EUR | 4,830 | 6,031 | |
| Republic of Bulgaria | 2.950% | 9/3/24 | EUR | 644 | 853 | |
| Republic of Bulgaria | 2.625% | 3/26/27 | EUR | 2,415 | 3,329 | |
| Republic of Bulgaria | 3.000% | 3/21/28 | EUR | 20,120 | 28,748 | |
| Republic of Bulgaria | 3.125% | 3/26/35 | EUR | 4,025 | 6,140 | |
| Republic of Bulgaria | 1.375% | 9/23/50 | EUR | 5,635 | 6,446 | |
| 51,547 | ||||||
| Canada (4.2%) | ||||||
| British Columbia Municipal Finance Authority | 2.600% | 4/23/23 | CAD | 1,488 | 1,261 | |
| British Columbia Municipal Finance Authority | 2.800% | 12/3/23 | CAD | 4,931 | 4,238 | |
| British Columbia Municipal Finance Authority | 2.150% | 6/3/24 | CAD | 4,339 | 3,677 | |
| British Columbia Municipal Finance Authority | 2.950% | 10/14/24 | CAD | 4,818 | 4,196 | |
| British Columbia Municipal Finance Authority | 1.100% | 6/1/25 | CAD | 4,830 | 3,944 | |
| British Columbia Municipal Finance Authority | 2.650% | 10/2/25 | CAD | 11,100 | 9,637 | |
| British Columbia Municipal Finance Authority | 2.500% | 4/19/26 | CAD | 1,490 | 1,279 | |
| British Columbia Municipal Finance Authority | 3.050% | 10/23/28 | CAD | 6,134 | 5,402 | |
| British Columbia Municipal Finance Authority | 2.550% | 10/9/29 | CAD | 962 | 816 | |
| Canada | 1.750% | 3/1/23 | CAD | 22,131 | 18,486 | |
| Canada | 0.250% | 5/1/23 | CAD | 4,225 | 3,433 | |
| Canada | 2.500% | 6/1/24 | CAD | 24,271 | 20,966 | |
| Canada | 5.000% | 6/1/37 | CAD | 60,231 | 70,579 | |
| 3 | Canada Housing Trust No. 1 | 1.750% | 6/15/22 | CAD | 39,040 | 32,336 |
| 3 | Canada Housing Trust No. 1 | 2.400% | 12/15/22 | CAD | 72,545 | 61,002 |
| 3 | Canada Housing Trust No. 1 | 2.350% | 6/15/23 | CAD | 48,505 | 41,103 |
| 3 | Canada Housing Trust No. 1 | 2.350% | 9/15/23 | CAD | 53,645 | 45,696 |
| 3 | Canada Housing Trust No. 1 | 3.150% | 9/15/23 | CAD | 17,120 | 14,845 |
| 3 | Canada Housing Trust No. 1 | 2.550% | 12/15/23 | CAD | 44,910 | 38,414 |
| 3 | Canada Housing Trust No. 1 | 2.900% | 6/15/24 | CAD | 72,820 | 62,983 |
| 3 | Canada Housing Trust No. 1 | 1.800% | 12/15/24 | CAD | 45,145 | 38,558 |
| 3 | Canada Housing Trust No. 1 | 2.550% | 3/15/25 | CAD | 37,270 | 32,367 |
| 3 | Canada Housing Trust No. 1 | 0.950% | 6/15/25 | CAD | 67,460 | 55,381 |
| 3 | Canada Housing Trust No. 1 | 1.950% | 12/15/25 | CAD | 51,550 | 44,019 |
| 3 | Canada Housing Trust No. 1 | 2.250% | 12/15/25 | CAD | 17,485 | 15,123 |
| 3 | Canada Housing Trust No. 1 | 1.250% | 6/15/26 | CAD | 23,235 | 18,976 |
| 3 | Canada Housing Trust No. 1 | 1.900% | 9/15/26 | CAD | 25,655 | 21,567 |
81
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| 3 | Canada Housing Trust No. 1 | 2.350% | 6/15/27 | CAD | 20,200 | 17,362 |
| 3 | Canada Housing Trust No. 1 | 2.350% | 3/15/28 | CAD | 16,845 | 14,440 |
| 3 | Canada Housing Trust No. 1 | 2.650% | 3/15/28 | CAD | 46,620 | 41,050 |
| 3 | Canada Housing Trust No. 1 | 2.650% | 12/15/28 | CAD | 8,770 | 7,658 |
| 3 | Canada Housing Trust No. 1 | 2.100% | 9/15/29 | CAD | 30,465 | 25,501 |
| 3 | Canada Housing Trust No. 1 | 1.750% | 6/15/30 | CAD | 34,485 | 27,814 |
| 3 | Canada Housing Trust No. 1 | 1.100% | 3/15/31 | CAD | 15,475 | 11,653 |
| 3 | Canada Housing Trust No. 1 | 1.400% | 3/15/31 | CAD | 22,900 | 17,756 |
| Canada Post Corp. | 4.080% | 7/16/25 | CAD | 7,170 | 6,548 | |
| Canada Post Corp. | 4.360% | 7/16/40 | CAD | 2,938 | 3,030 | |
| Canadian Government Bond | 1.500% | 5/1/22 | CAD | 2,231 | 1,839 | |
| Canadian Government Bond | 2.750% | 6/1/22 | CAD | 6,574 | 5,496 | |
| Canadian Government Bond | 0.250% | 8/1/22 | CAD | 50,015 | 40,711 | |
| Canadian Government Bond | 1.000% | 9/1/22 | CAD | 121,246 | 99,680 | |
| Canadian Government Bond | 0.250% | 11/1/22 | CAD | 191,119 | 155,514 | |
| Canadian Government Bond | 0.250% | 2/1/23 | CAD | 143,455 | 116,679 | |
| Canadian Government Bond | 1.500% | 6/1/23 | CAD | 16,013 | 13,353 | |
| Canadian Government Bond | 8.000% | 6/1/23 | CAD | 886 | 836 | |
| Canadian Government Bond | 2.250% | 3/1/24 | CAD | 42,895 | 36,685 | |
| Canadian Government Bond | 1.500% | 9/1/24 | CAD | 178,969 | 150,195 | |
| Canadian Government Bond | 2.250% | 6/1/25 | CAD | 2,925 | 2,527 | |
| Canadian Government Bond | 9.000% | 6/1/25 | CAD | 9,659 | 10,468 | |
| Canadian Government Bond | 0.500% | 9/1/25 | CAD | 42,929 | 34,446 | |
| Canadian Government Bond | 0.250% | 3/1/26 | CAD | 214,204 | 168,605 | |
| Canadian Government Bond | 8.000% | 6/1/27 | CAD | 4,106 | 4,689 | |
| Canadian Government Bond | 2.250% | 6/1/29 | CAD | 42,446 | 36,936 | |
| Canadian Government Bond | 5.750% | 6/1/29 | CAD | 32,506 | 35,314 | |
| Canadian Government Bond | 1.250% | 6/1/30 | CAD | 106,149 | 84,617 | |
| Canadian Government Bond | 0.500% | 12/1/30 | CAD | 116,061 | 85,626 | |
| Canadian Government Bond | 5.750% | 6/1/33 | CAD | 90,496 | 105,663 | |
| Canadian Government Bond | 4.000% | 6/1/41 | CAD | 34,817 | 38,003 | |
| Canadian Government Bond | 3.500% | 12/1/45 | CAD | 28,708 | 30,003 | |
| Canadian Government Bond | 2.750% | 12/1/48 | CAD | 35,978 | 33,546 | |
| Canadian Government Bond | 2.000% | 12/1/51 | CAD | 115,325 | 92,053 | |
| Canadian Government Bond | 2.750% | 12/1/64 | CAD | 30,743 | 29,430 | |
| CPPIB Capital Inc. | 0.375% | 7/25/23 | GBP | 2,979 | 4,117 | |
| CPPIB Capital Inc. | 0.375% | 6/20/24 | EUR | 27,370 | 33,727 | |
| CPPIB Capital Inc. | 0.250% | 4/6/27 | EUR | 12,396 | 15,245 | |
| CPPIB Capital Inc. | 3.000% | 6/15/28 | CAD | 6,416 | 5,686 | |
| CPPIB Capital Inc. | 0.875% | 2/6/29 | EUR | 7,164 | 9,174 | |
| CPPIB Capital Inc. | 1.950% | 9/30/29 | CAD | 4,910 | 4,021 | |
| CPPIB Capital Inc. | 1.500% | 3/4/33 | EUR | 12,275 | 16,678 | |
| CPPIB Capital Inc. | 0.750% | 7/15/49 | EUR | 3,703 | 4,371 | |
| Edmonton Regional Airports Authority | 7.214% | 11/1/30 | CAD | 887 | 891 | |
| Export Development Canada | 1.800% | 9/1/22 | CAD | 195 | 161 | |
| Export Development Canada | 2.700% | 10/24/22 | AUD | 4,669 | 3,731 | |
| Export Development Canada | 2.800% | 5/31/23 | AUD | 5,630 | 4,561 | |
| Export Development Canada | 1.375% | 12/8/23 | GBP | 8,050 | 11,416 | |
| Export Development Canada | 1.650% | 7/31/24 | CAD | 3,355 | 2,811 | |
| Financement-Quebec | 5.250% | 6/1/34 | CAD | 6,826 | 7,232 | |
| First Nations Finance Authority | 3.050% | 6/1/28 | CAD | 834 | 733 | |
| First Nations Finance Authority | 1.710% | 6/16/30 | CAD | 2,693 | 2,109 | |
| Government of the Northwest Territories | 2.200% | 9/29/51 | CAD | 805 | 544 | |
| Greater Sudbury Canada | 2.416% | 3/12/50 | CAD | 701 | 498 | |
| Hydro-Quebec | 9.625% | 7/15/22 | CAD | 9,659 | 8,736 |
82
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Hydro-Quebec | 6.000% | 8/15/31 | CAD | 7,478 | 8,320 | |
| Hydro-Quebec | 6.500% | 1/16/35 | CAD | 3,345 | 3,934 | |
| Hydro-Quebec | 6.500% | 2/15/35 | CAD | 18,111 | 21,537 | |
| Hydro-Quebec | 6.000% | 2/15/40 | CAD | 17,640 | 21,275 | |
| Hydro-Quebec | 5.000% | 2/15/45 | CAD | 22,675 | 25,370 | |
| Hydro-Quebec | 5.000% | 2/15/50 | CAD | 33,988 | 39,462 | |
| Hydro-Quebec | 4.000% | 2/15/55 | CAD | 30,503 | 31,020 | |
| Hydro-Quebec | 2.100% | 2/15/60 | CAD | 14,917 | 9,944 | |
| 3 | Labrador-Island Link Funding Trust | 3.760% | 6/1/33 | CAD | 6,800 | 6,427 |
| 3 | Labrador-Island Link Funding Trust | 3.860% | 12/1/45 | CAD | 3,051 | 2,976 |
| 3 | Labrador-Island Link Funding Trust | 3.850% | 12/1/53 | CAD | 3,817 | 3,877 |
| Maritime Link Financing Trust | 3.500% | 12/1/52 | CAD | 5,898 | 5,223 | |
| Montreal | 3.500% | 9/1/23 | CAD | 5,997 | 5,197 | |
| Montreal | 3.500% | 9/1/24 | CAD | 150 | 133 | |
| Montreal | 3.000% | 9/1/25 | CAD | 5,635 | 4,924 | |
| Montreal | 3.000% | 9/1/27 | CAD | 4,025 | 3,533 | |
| Montreal | 3.150% | 9/1/28 | CAD | 2,455 | 2,168 | |
| Montreal | 2.300% | 9/1/29 | CAD | 1,845 | 1,529 | |
| Montreal | 1.750% | 9/1/30 | CAD | 2,174 | 1,698 | |
| Montreal | 4.100% | 12/1/34 | CAD | 2,572 | 2,424 | |
| Montreal | 3.150% | 12/1/36 | CAD | 4,818 | 4,083 | |
| Montreal | 3.500% | 12/1/38 | CAD | 4,830 | 4,264 | |
| Montreal | 2.400% | 12/1/41 | CAD | 1,900 | 1,409 | |
| Montreal | 6.000% | 6/1/43 | CAD | 3,266 | 3,915 | |
| 3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.630% | 6/1/29 | CAD | 4,267 | 3,937 |
| 3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.830% | 6/1/37 | CAD | 1,848 | 1,782 |
| 3 | Muskrat Falls / Labrador Transmission Assets Funding Trust | 3.860% | 12/1/48 | CAD | 5,853 | 5,781 |
| New Brunswick F-M Project Co. Inc. | 6.470% | 11/30/27 | CAD | 835 | 796 | |
| Newfoundland & Labrador Hydro | 6.650% | 8/27/31 | CAD | 1,610 | 1,782 | |
| Newfoundland & Labrador Hydro | 3.600% | 12/1/45 | CAD | 2,415 | 2,097 | |
| OMERS Finance Trust | 0.450% | 5/13/25 | EUR | 10,867 | 13,339 | |
| OMERS Finance Trust | 1.550% | 4/21/27 | CAD | 4,910 | 4,001 | |
| OMERS Finance Trust | 2.600% | 5/14/29 | CAD | 2,415 | 2,043 | |
| 3 | OMERS Finance Trust | 2.600% | 5/14/29 | CAD | 2,165 | 1,832 |
| Ontario Electricity Financial Corp. | 8.900% | 8/18/22 | CAD | 8,251 | 7,449 | |
| Ontario Electricity Financial Corp. | 8.250% | 6/22/26 | CAD | 11,296 | 12,269 | |
| Ontario Infrastructure & Lands Corp. | 4.700% | 6/1/37 | CAD | 1,444 | 1,434 | |
| Ontario School Boards Financing Corp. | 5.483% | 11/26/29 | CAD | 174 | 166 | |
| Ontario Teachers Finance Trust | 0.500% | 5/6/25 | EUR | 31,593 | 39,109 | |
| OPB Finance Trust | 2.950% | 2/2/26 | CAD | 23,343 | 20,392 | |
| OPB Finance Trust | 2.980% | 1/25/27 | CAD | 4,013 | 3,499 | |
| Ottawa Ontario | 4.600% | 7/14/42 | CAD | 1,530 | 1,547 | |
| Ottawa Ontario | 3.250% | 11/10/47 | CAD | 1,433 | 1,210 | |
| Ottawa Ontario | 3.100% | 7/27/48 | CAD | 2,533 | 2,051 | |
| Ottawa Ontario | 2.500% | 5/11/51 | CAD | 1,385 | 993 | |
| Ottawa Ontario | 4.200% | 7/30/53 | CAD | 1,160 | 1,149 | |
| Province of Alberta | 1.600% | 9/1/22 | CAD | 7,245 | 5,996 | |
| Province of Alberta | 2.550% | 12/15/22 | CAD | 5,550 | 4,674 | |
| Province of Alberta | 2.650% | 9/1/23 | CAD | 8,854 | 7,563 | |
| Province of Alberta | 3.400% | 12/1/23 | CAD | 2,415 | 2,108 | |
| Province of Alberta | 3.100% | 6/1/24 | CAD | 9,257 | 8,071 | |
| Province of Alberta | 0.625% | 4/18/25 | EUR | 8,533 | 10,614 | |
| Province of Alberta | 2.350% | 6/1/25 | CAD | 20,848 | 17,822 |
83
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Province of Alberta | 0.625% | 1/16/26 | EUR | 4,106 | 5,114 | |
| Province of Alberta | 2.200% | 6/1/26 | CAD | 16,099 | 13,639 | |
| Province of Alberta | 3.100% | 12/14/26 | AUD | 1,691 | 1,429 | |
| Province of Alberta | 2.550% | 6/1/27 | CAD | 21,331 | 18,299 | |
| Province of Alberta | 3.600% | 4/11/28 | AUD | 435 | 374 | |
| Province of Alberta | 2.900% | 12/1/28 | CAD | 19,854 | 17,322 | |
| Province of Alberta | 2.900% | 9/20/29 | CAD | 10,062 | 8,741 | |
| Province of Alberta | 2.050% | 6/1/30 | CAD | 36,685 | 29,593 | |
| Province of Alberta | 1.650% | 6/1/31 | CAD | 10,800 | 8,284 | |
| Province of Alberta | 3.500% | 6/1/31 | CAD | 3,703 | 3,339 | |
| Province of Alberta | 3.900% | 12/1/33 | CAD | 5,695 | 5,344 | |
| Province of Alberta | 4.500% | 12/1/40 | CAD | 4,025 | 4,086 | |
| Province of Alberta | 3.450% | 12/1/43 | CAD | 15,354 | 13,527 | |
| Province of Alberta | 3.300% | 12/1/46 | CAD | 24,683 | 21,186 | |
| Province of Alberta | 3.050% | 12/1/48 | CAD | 31,090 | 25,549 | |
| Province of Alberta | 3.100% | 6/1/50 | CAD | 42,957 | 35,804 | |
| Province of British Columbia | 2.700% | 12/18/22 | CAD | 6,763 | 5,716 | |
| Province of British Columbia | 3.300% | 12/18/23 | CAD | 11,249 | 9,804 | |
| Province of British Columbia | 4.250% | 11/27/24 | AUD | 2,810 | 2,436 | |
| Province of British Columbia | 2.850% | 6/18/25 | CAD | 17,374 | 15,186 | |
| Province of British Columbia | 2.300% | 6/18/26 | CAD | 12,074 | 10,331 | |
| Province of British Columbia | 2.550% | 6/18/27 | CAD | 18,654 | 16,122 | |
| Province of British Columbia | 2.950% | 12/18/28 | CAD | 13,972 | 12,316 | |
| Province of British Columbia | 5.700% | 6/18/29 | CAD | 10,927 | 11,440 | |
| Province of British Columbia | 2.200% | 6/18/30 | CAD | 23,234 | 19,208 | |
| Province of British Columbia | 6.350% | 6/18/31 | CAD | 12,074 | 13,849 | |
| Province of British Columbia | 4.700% | 6/18/37 | CAD | 5,603 | 5,868 | |
| Province of British Columbia | 4.950% | 6/18/40 | CAD | 10,062 | 10,878 | |
| Province of British Columbia | 4.300% | 6/18/42 | CAD | 18,356 | 18,764 | |
| Province of British Columbia | 3.200% | 6/18/44 | CAD | 19,749 | 17,298 | |
| Province of British Columbia | 2.800% | 6/18/48 | CAD | 23,718 | 19,358 | |
| Province of British Columbia | 4.900% | 6/18/48 | CAD | 2,415 | 2,750 | |
| Province of British Columbia | 2.950% | 6/18/50 | CAD | 36,203 | 30,643 | |
| Province of Manitoba | 2.550% | 6/2/23 | CAD | 12,078 | 10,245 | |
| Province of Manitoba | 3.300% | 6/2/24 | CAD | 2,415 | 2,117 | |
| Province of Manitoba | 4.250% | 3/3/25 | AUD | 805 | 698 | |
| Province of Manitoba | 2.450% | 6/2/25 | CAD | 14,356 | 12,325 | |
| Province of Manitoba | 4.400% | 9/5/25 | CAD | 5,474 | 5,065 | |
| Province of Manitoba | 2.550% | 6/2/26 | CAD | 15,294 | 13,339 | |
| Province of Manitoba | 2.600% | 6/2/27 | CAD | 12,235 | 10,546 | |
| Province of Manitoba | 3.000% | 6/2/28 | CAD | 45 | 40 | |
| Province of Manitoba | 2.750% | 6/2/29 | CAD | 5,162 | 4,461 | |
| Province of Manitoba | 3.250% | 9/5/29 | CAD | 1,828 | 1,636 | |
| Province of Manitoba | 2.050% | 6/2/30 | CAD | 4,605 | 3,686 | |
| Province of Manitoba | 6.300% | 3/5/31 | CAD | 769 | 851 | |
| Province of Manitoba | 2.050% | 6/2/31 | CAD | 5,200 | 4,017 | |
| Province of Manitoba | 5.700% | 3/5/37 | CAD | 2,415 | 2,739 | |
| Province of Manitoba | 4.600% | 3/5/38 | CAD | 4,568 | 4,673 | |
| Province of Manitoba | 4.650% | 3/5/40 | CAD | 3,220 | 3,341 | |
| Province of Manitoba | 4.100% | 3/5/41 | CAD | 4,025 | 3,922 | |
| Province of Manitoba | 4.400% | 3/5/42 | CAD | 5,232 | 5,314 | |
| Province of Manitoba | 3.350% | 3/5/43 | CAD | 1,610 | 1,415 | |
| Province of Manitoba | 4.050% | 9/5/45 | CAD | 5,631 | 5,506 | |
| Province of Manitoba | 2.850% | 9/5/46 | CAD | 8,307 | 6,700 | |
| Province of Manitoba | 3.400% | 9/5/48 | CAD | 12,114 | 10,783 |
84
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Province of Manitoba | 3.200% | 3/5/50 | CAD | 13,414 | 11,608 | |
| Province of Manitoba | 4.700% | 3/5/50 | CAD | 1,317 | 1,439 | |
| Province of Manitoba | 2.050% | 9/5/52 | CAD | 4,654 | 3,150 | |
| Province of Manitoba | 3.150% | 9/5/52 | CAD | 4,914 | 4,195 | |
| Province of Manitoba | 3.450% | 3/5/63 | CAD | 2,896 | 2,687 | |
| Province of New Brunswick | 1.550% | 5/4/22 | CAD | 98 | 81 | |
| Province of New Brunswick | 2.850% | 6/2/23 | CAD | 8,050 | 6,866 | |
| Province of New Brunswick | 3.650% | 6/3/24 | CAD | 8,854 | 7,834 | |
| Province of New Brunswick | 2.600% | 8/14/26 | CAD | 8,050 | 6,954 | |
| Province of New Brunswick | 2.350% | 8/14/27 | CAD | 6,359 | 5,403 | |
| Province of New Brunswick | 3.100% | 8/14/28 | CAD | 6,645 | 5,884 | |
| Province of New Brunswick | 5.500% | 1/27/34 | CAD | 3,220 | 3,510 | |
| Province of New Brunswick | 4.550% | 3/26/37 | CAD | 5,635 | 5,687 | |
| Province of New Brunswick | 4.800% | 9/26/39 | CAD | 1,948 | 2,044 | |
| Province of New Brunswick | 4.800% | 6/3/41 | CAD | 2,407 | 2,543 | |
| Province of New Brunswick | 3.550% | 6/3/43 | CAD | 4,669 | 4,202 | |
| Province of New Brunswick | 3.800% | 8/14/45 | CAD | 4,311 | 4,030 | |
| Province of New Brunswick | 3.100% | 8/14/48 | CAD | 13,265 | 11,102 | |
| Province of New Brunswick | 3.050% | 8/14/50 | CAD | 9,040 | 7,529 | |
| Province of Newfoundland and Labrador | 1.950% | 6/2/22 | CAD | 6,037 | 5,002 | |
| Province of Newfoundland and Labrador | 2.300% | 6/2/25 | CAD | 4,025 | 3,424 | |
| Province of Newfoundland and Labrador | 3.000% | 6/2/26 | CAD | 8,050 | 7,059 | |
| Province of Newfoundland and Labrador | 6.150% | 4/17/28 | CAD | 805 | 834 | |
| Province of Newfoundland and Labrador | 2.850% | 6/2/28 | CAD | 12,074 | 10,442 | |
| Province of Newfoundland and Labrador | 2.850% | 6/2/29 | CAD | 3,542 | 3,006 | |
| Province of Newfoundland and Labrador | 1.750% | 6/2/30 | CAD | 3,381 | 2,636 | |
| Province of Newfoundland and Labrador | 5.700% | 10/17/35 | CAD | 805 | 876 | |
| Province of Newfoundland and Labrador | 4.650% | 10/17/40 | CAD | 2,874 | 2,889 | |
| Province of Newfoundland and Labrador | 3.300% | 10/17/46 | CAD | 12,239 | 10,175 | |
| Province of Newfoundland and Labrador | 3.700% | 10/17/48 | CAD | 8,777 | 7,759 | |
| Province of Newfoundland and Labrador | 2.650% | 10/17/50 | CAD | 9,076 | 6,573 | |
| Province of Nova Scotia | 1.600% | 6/1/22 | CAD | 8,211 | 6,781 | |
| Province of Nova Scotia | 2.100% | 6/1/27 | CAD | 16 | 13 | |
| Province of Nova Scotia | 2.000% | 9/1/30 | CAD | 10,706 | 8,631 | |
| Province of Nova Scotia | 6.600% | 12/1/31 | CAD | 45 | 52 | |
| Province of Nova Scotia | 5.800% | 6/1/33 | CAD | 1,610 | 1,777 | |
| Province of Nova Scotia | 4.500% | 6/1/37 | CAD | 4,025 | 4,067 | |
| Province of Nova Scotia | 4.700% | 6/1/41 | CAD | 4,025 | 4,233 | |
| Province of Nova Scotia | 4.400% | 6/1/42 | CAD | 4,830 | 4,917 | |
| Province of Nova Scotia | 3.450% | 6/1/45 | CAD | 2,415 | 2,157 | |
| Province of Nova Scotia | 3.150% | 12/1/51 | CAD | 9,459 | 8,094 | |
| Province of Nova Scotia | 3.500% | 6/2/62 | CAD | 6,778 | 6,396 | |
| Province of Ontario | 3.150% | 6/2/22 | CAD | 70,832 | 59,418 | |
| Province of Ontario | 1.950% | 1/27/23 | CAD | 6,762 | 5,652 | |
| Province of Ontario | 2.850% | 6/2/23 | CAD | 62,099 | 52,992 | |
| Province of Ontario | 2.600% | 9/8/23 | CAD | 22,519 | 19,221 | |
| Province of Ontario | 7.500% | 2/7/24 | CAD | 2,069 | 1,992 | |
| Province of Ontario | 1.875% | 5/21/24 | EUR | 4,025 | 5,178 | |
| Province of Ontario | 3.500% | 6/2/24 | CAD | 51,342 | 45,269 | |
| Province of Ontario | 0.375% | 6/14/24 | EUR | 19,480 | 23,992 | |
| Province of Ontario | 4.250% | 8/22/24 | AUD | 805 | 691 | |
| Province of Ontario | 2.300% | 9/8/24 | CAD | 16,582 | 14,181 | |
| Province of Ontario | 0.875% | 1/21/25 | EUR | 4,025 | 5,063 | |
| Province of Ontario | 2.650% | 2/5/25 | CAD | 26,643 | 23,064 | |
| Province of Ontario | 2.600% | 6/2/25 | CAD | 62,353 | 53,828 |
85
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Province of Ontario | 3.100% | 8/26/25 | AUD | 1,610 | 1,350 | |
| Province of Ontario | 1.750% | 9/8/25 | CAD | 42,500 | 35,541 | |
| Province of Ontario | 2.400% | 6/2/26 | CAD | 35,642 | 30,539 | |
| Province of Ontario | 3.500% | 1/27/27 | AUD | 805 | 684 | |
| Province of Ontario | 1.850% | 2/1/27 | CAD | 14,791 | 12,291 | |
| Province of Ontario | 0.375% | 4/8/27 | EUR | 1,530 | 1,890 | |
| Province of Ontario | 2.600% | 6/2/27 | CAD | 59,966 | 51,762 | |
| Province of Ontario | 7.600% | 6/2/27 | CAD | 12,074 | 13,255 | |
| Province of Ontario | 2.900% | 6/2/28 | CAD | 53,875 | 47,253 | |
| Province of Ontario | 6.500% | 3/8/29 | CAD | 13,330 | 14,470 | |
| Province of Ontario | 2.700% | 6/2/29 | CAD | 44,347 | 38,230 | |
| Province of Ontario | 2.050% | 6/2/30 | CAD | 65,845 | 53,507 | |
| Province of Ontario | 1.350% | 12/2/30 | CAD | 37,344 | 28,479 | |
| Province of Ontario | 6.200% | 6/2/31 | CAD | 10,464 | 11,635 | |
| Province of Ontario | 5.850% | 3/8/33 | CAD | 21,693 | 24,425 | |
| Province of Ontario | 5.600% | 6/2/35 | CAD | 31,392 | 34,842 | |
| Province of Ontario | 4.700% | 6/2/37 | CAD | 41,212 | 42,692 | |
| Province of Ontario | 4.600% | 6/2/39 | CAD | 60,417 | 62,498 | |
| Province of Ontario | 4.650% | 6/2/41 | CAD | 58,095 | 60,992 | |
| Province of Ontario | 3.500% | 6/2/43 | CAD | 50,991 | 46,182 | |
| Province of Ontario | 3.450% | 6/2/45 | CAD | 73,839 | 66,338 | |
| Province of Ontario | 2.900% | 12/2/46 | CAD | 74,577 | 61,067 | |
| Province of Ontario | 2.800% | 6/2/48 | CAD | 62,156 | 49,993 | |
| Province of Ontario | 2.900% | 6/2/49 | CAD | 64,112 | 52,549 | |
| Province of Ontario | 2.650% | 12/2/50 | CAD | 64,753 | 50,753 | |
| Province of Ontario | 1.900% | 12/2/51 | CAD | 34,647 | 22,852 | |
| Province of Prince Edward Island | 3.650% | 6/27/42 | CAD | 1,288 | 1,163 | |
| Province of Prince Edward Island | 2.650% | 12/1/51 | CAD | 1,578 | 1,187 | |
| Province of Prince Edward Island | 3.600% | 1/17/53 | CAD | 2,410 | 2,176 | |
| Province of Quebec | 0.875% | 5/24/22 | GBP | 1,208 | 1,678 | |
| Province of Quebec | 3.500% | 12/1/22 | CAD | 30,845 | 26,382 | |
| Province of Quebec | 9.375% | 1/16/23 | CAD | 2,415 | 2,265 | |
| Province of Quebec | 2.450% | 3/1/23 | CAD | 6,510 | 5,495 | |
| Province of Quebec | 2.250% | 7/17/23 | EUR | 10,867 | 13,851 | |
| Province of Quebec | 3.000% | 9/1/23 | CAD | 28,140 | 24,249 | |
| Province of Quebec | 1.500% | 12/15/23 | GBP | 6,440 | 9,151 | |
| Province of Quebec | 2.375% | 1/22/24 | EUR | 805 | 1,042 | |
| Province of Quebec | 2.250% | 2/22/24 | CAD | 4,186 | 3,570 | |
| Province of Quebec | 3.750% | 9/1/24 | CAD | 31,110 | 27,845 | |
| Province of Quebec | 0.875% | 1/15/25 | EUR | 9,096 | 11,440 | |
| Province of Quebec | 4.200% | 3/10/25 | AUD | 1,213 | 1,051 | |
| Province of Quebec | 5.350% | 6/1/25 | CAD | 4,025 | 3,835 | |
| Province of Quebec | 2.600% | 7/6/25 | CAD | 4,858 | 4,211 | |
| Province of Quebec | 2.750% | 9/1/25 | CAD | 33,022 | 28,917 | |
| Province of Quebec | 8.500% | 4/1/26 | CAD | 8,050 | 8,772 | |
| Province of Quebec | 3.700% | 5/20/26 | AUD | 564 | 486 | |
| Province of Quebec | 2.500% | 9/1/26 | CAD | 30,184 | 26,027 | |
| Province of Quebec | 1.850% | 2/13/27 | CAD | 745 | 621 | |
| Province of Quebec | 0.875% | 5/4/27 | EUR | 28,092 | 35,801 | |
| Province of Quebec | 2.750% | 9/1/27 | CAD | 33,950 | 29,628 | |
| Province of Quebec | 0.875% | 7/5/28 | EUR | 33,380 | 42,595 | |
| Province of Quebec | 2.750% | 9/1/28 | CAD | 36,736 | 31,996 | |
| Province of Quebec | 2.300% | 9/1/29 | CAD | 25,271 | 21,225 | |
| Province of Quebec | 6.000% | 10/1/29 | CAD | 12,074 | 12,908 | |
| Province of Quebec | 1.900% | 9/1/30 | CAD | 53,847 | 43,243 |
86
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Province of Quebec | 0.000% | 10/29/30 | EUR | 26,562 | 31,256 | |
| Province of Quebec | 1.500% | 9/1/31 | CAD | 19,125 | 14,617 | |
| Province of Quebec | 6.250% | 6/1/32 | CAD | 17,362 | 19,605 | |
| Province of Quebec | 5.750% | 12/1/36 | CAD | 15,980 | 18,313 | |
| Province of Quebec | 5.000% | 12/1/38 | CAD | 27,828 | 30,099 | |
| Province of Quebec | 5.000% | 12/1/41 | CAD | 41,365 | 45,594 | |
| Province of Quebec | 4.250% | 12/1/43 | CAD | 35,758 | 36,207 | |
| Province of Quebec | 3.500% | 12/1/45 | CAD | 50,649 | 46,139 | |
| Province of Quebec | 3.500% | 12/1/48 | CAD | 52,880 | 48,529 | |
| Province of Quebec | 3.100% | 12/1/51 | CAD | 63,116 | 54,625 | |
| Province of Saskatchewan | 3.200% | 6/3/24 | CAD | 7,647 | 6,684 | |
| Province of Saskatchewan | 0.800% | 9/2/25 | CAD | 6,037 | 4,851 | |
| Province of Saskatchewan | 2.550% | 6/2/26 | CAD | 5,534 | 4,771 | |
| Province of Saskatchewan | 2.650% | 6/2/27 | CAD | 8,050 | 6,962 | |
| Province of Saskatchewan | 3.050% | 12/2/28 | CAD | 2,818 | 2,490 | |
| Province of Saskatchewan | 5.750% | 3/5/29 | CAD | 4,830 | 5,015 | |
| Province of Saskatchewan | 2.200% | 6/2/30 | CAD | 7,132 | 5,884 | |
| Province of Saskatchewan | 5.000% | 3/5/37 | CAD | 240 | 256 | |
| Province of Saskatchewan | 4.750% | 6/1/40 | CAD | 5,957 | 6,291 | |
| Province of Saskatchewan | 3.400% | 2/3/42 | CAD | 4,025 | 3,600 | |
| Province of Saskatchewan | 3.900% | 6/2/45 | CAD | 6,601 | 6,336 | |
| Province of Saskatchewan | 2.750% | 12/2/46 | CAD | 9,624 | 7,661 | |
| Province of Saskatchewan | 3.300% | 6/2/48 | CAD | 13,620 | 11,971 | |
| Province of Saskatchewan | 3.100% | 6/2/50 | CAD | 13,965 | 11,921 | |
| Province of Saskatchewan | 3.750% | 3/5/54 | CAD | 3,055 | 2,956 | |
| Province of Saskatchewan | 2.950% | 6/2/58 | CAD | 2,254 | 1,873 | |
| PSP Capital Inc. | 1.730% | 6/21/22 | CAD | 1,610 | 1,331 | |
| PSP Capital Inc. | 2.090% | 11/22/23 | CAD | 3,220 | 2,723 | |
| PSP Capital Inc. | 3.290% | 4/4/24 | CAD | 15,958 | 13,943 | |
| PSP Capital Inc. | 3.000% | 11/5/25 | CAD | 4,970 | 4,393 | |
| PSP Capital Inc. | 2.050% | 1/15/30 | CAD | 11,108 | 9,191 | |
| Regional Municipality of Peel Ontario | 5.100% | 6/29/40 | CAD | 5,619 | 6,007 | |
| Regional Municipality of York | 2.600% | 12/15/25 | CAD | 4,025 | 3,499 | |
| Regional Municipality of York | 2.500% | 6/2/26 | CAD | 2,415 | 2,081 | |
| Regional Municipality of York | 2.350% | 6/9/27 | CAD | 3 | 3 | |
| Regional Municipality of York | 1.700% | 5/27/30 | CAD | 2,387 | 1,900 | |
| Regional Municipality of York | 4.000% | 5/31/32 | CAD | 1,208 | 1,154 | |
| Regional Municipality of York | 3.650% | 5/13/33 | CAD | 2,496 | 2,284 | |
| Regional Municipality of York | 4.050% | 5/1/34 | CAD | 1,932 | 1,801 | |
| Royal Office Finance LP | 5.209% | 11/12/37 | CAD | 5,672 | 5,664 | |
| South Coast British Columbia Transportation Authority | 3.150% | 11/16/48 | CAD | 7,562 | 6,246 | |
| South Coast British Columbia Transportation Authority | 2.650% | 10/29/50 | CAD | 797 | 605 | |
| TCHC Issuer Trust | 5.395% | 2/22/40 | CAD | 1,673 | 1,819 | |
| Toronto Canada | 3.900% | 9/29/23 | CAD | 3,809 | 3,337 | |
| Toronto Canada | 2.450% | 2/6/25 | CAD | 3,803 | 3,248 | |
| Toronto Canada | 2.400% | 6/7/27 | CAD | 4,082 | 3,459 | |
| Toronto Canada | 2.950% | 4/28/35 | CAD | 5,031 | 4,217 | |
| Toronto Canada | 5.200% | 6/1/40 | CAD | 982 | 1,045 | |
| Toronto Canada | 2.150% | 8/25/40 | CAD | 769 | 554 | |
| Toronto Canada | 4.700% | 6/10/41 | CAD | 1,610 | 1,648 | |
| Toronto Canada | 3.800% | 12/13/42 | CAD | 483 | 444 | |
| Toronto Canada | 4.150% | 3/10/44 | CAD | 3,969 | 3,786 | |
| Toronto Canada | 3.250% | 6/24/46 | CAD | 3,220 | 2,683 | |
| Toronto Canada | 3.200% | 8/1/48 | CAD | 1,465 | 1,214 |
87
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Toronto Canada | 2.800% | 11/22/49 | CAD | 4,420 | 3,377 | |
| Vancouver | 3.700% | 10/18/52 | CAD | 1,031 | 927 | |
| Winnipeg Canada | 4.100% | 6/1/45 | CAD | 805 | 756 | |
| Winnipeg Canada | 4.300% | 11/15/51 | CAD | 3,347 | 3,357 | |
| 5,726,779 | ||||||
| Chile (0.0%) | ||||||
| Republic of Chile | 1.625% | 1/30/25 | EUR | 4,524 | 5,763 | |
| Republic of Chile | 1.750% | 1/20/26 | EUR | 100 | 129 | |
| Republic of Chile | 1.440% | 2/1/29 | EUR | 3,623 | 4,700 | |
| Republic of Chile | 0.830% | 7/2/31 | EUR | 8,889 | 10,876 | |
| Republic of Chile | 1.250% | 1/29/40 | EUR | 7,728 | 9,088 | |
| Republic of Chile | 1.250% | 1/22/51 | EUR | 9,444 | 9,935 | |
| 40,491 | ||||||
| China (0.9%) | ||||||
| Agricultural Development Bank of China | 3.060% | 8/5/23 | CNY | 100,000 | 15,466 | |
| Agricultural Development Bank of China | 4.000% | 11/12/25 | CNY | 339,900 | 54,014 | |
| Agricultural Development Bank of China | 3.630% | 7/19/26 | CNY | 50,000 | 7,826 | |
| Agricultural Development Bank of China | 3.750% | 1/25/29 | CNY | 375,200 | 58,832 | |
| China Development Bank | 3.030% | 1/18/22 | CNY | 865,800 | 134,414 | |
| China Development Bank | 0.625% | 12/12/22 | EUR | 2,737 | 3,324 | |
| China Development Bank | 1.860% | 4/9/23 | CNY | 50,000 | 7,575 | |
| China Development Bank | 0.875% | 1/24/24 | EUR | 1,288 | 1,582 | |
| China Development Bank | 3.300% | 2/1/24 | CNY | 299,900 | 46,610 | |
| China Development Bank | 3.340% | 7/14/25 | CNY | 30,000 | 4,645 | |
| China Development Bank | 3.680% | 2/26/26 | CNY | 681,800 | 107,017 | |
| China Development Bank | 3.500% | 8/13/26 | CNY | 555,300 | 86,391 | |
| China Development Bank | 3.430% | 1/14/27 | CNY | 250,000 | 38,686 | |
| China Development Bank | 3.390% | 7/10/27 | CNY | 100,000 | 15,419 | |
| China Development Bank | 3.450% | 9/20/29 | CNY | 50,000 | 7,661 | |
| China Development Bank | 4.010% | 1/9/37 | CNY | 174,900 | 27,882 | |
| China Government Bond | 2.240% | 3/5/23 | CNY | 50,000 | 7,676 | |
| China Government Bond | 2.360% | 7/2/23 | CNY | 50,000 | 7,676 | |
| China Government Bond | 3.290% | 10/18/23 | CNY | 429,800 | 67,316 | |
| China Government Bond | 2.880% | 11/5/23 | CNY | 50,000 | 7,757 | |
| China Government Bond | 3.220% | 12/6/25 | CNY | 328,600 | 51,420 | |
| China Government Bond | 3.250% | 6/6/26 | CNY | 742,800 | 116,281 | |
| China Government Bond | 3.120% | 12/5/26 | CNY | 100,000 | 15,526 | |
| China Government Bond | 2.850% | 6/4/27 | CNY | 150,000 | 22,894 | |
| China Government Bond | 2.680% | 5/21/30 | CNY | 20,000 | 2,975 | |
| China Government Bond | 0.500% | 11/12/31 | EUR | 9,003 | 10,817 | |
| China Government Bond | 0.625% | 11/25/35 | EUR | 8,050 | 9,525 | |
| China Government Bond | 1.000% | 11/12/39 | EUR | 7,808 | 9,260 | |
| China Government Bond | 3.970% | 7/23/48 | CNY | 250,000 | 40,605 | |
| China Government Bond | 4.080% | 10/22/48 | CNY | 40,000 | 6,615 | |
| China Government Bond | 3.860% | 7/22/49 | CNY | 385,200 | 61,474 | |
| China Government Bond | 3.390% | 3/16/50 | CNY | 100,000 | 14,678 | |
| Export-Import Bank of China | 0.750% | 6/8/22 | EUR | 2,286 | 2,772 | |
| Export-Import Bank of China | 0.750% | 5/28/23 | EUR | 2,576 | 3,132 | |
| Export-Import Bank of China | 3.280% | 2/11/24 | CNY | 414,800 | 64,367 | |
| Export-Import Bank of China | 3.260% | 2/24/27 | CNY | 40,000 | 6,122 | |
| Export-Import Bank of China | 3.860% | 5/20/29 | CNY | 50,000 | 7,886 | |
| Export-Import Bank of China | 3.230% | 3/23/30 | CNY | 55,000 | 8,263 | |
| 1,162,381 | ||||||
88
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Colombia (0.2%) | ||||||
| Colombian TES | 7.000% | 5/4/22 | COP | 59,520,000 | 16,607 | |
| Colombian TES | 10.000% | 7/24/24 | COP | 122,170,000 | 37,932 | |
| Colombian TES | 6.250% | 11/26/25 | COP | 113,070,000 | 31,387 | |
| Colombian TES | 7.500% | 8/26/26 | COP | 159,275,000 | 45,955 | |
| Colombian TES | 5.750% | 11/3/27 | COP | 65,310,000 | 16,997 | |
| Colombian TES | 6.000% | 4/28/28 | COP | 172,605,000 | 45,069 | |
| Colombian TES | 7.750% | 9/18/30 | COP | 104,110,000 | 29,229 | |
| Colombian TES | 7.000% | 6/30/32 | COP | 167,300,000 | 43,772 | |
| Colombian TES | 7.250% | 10/18/34 | COP | 133,945,000 | 35,153 | |
| Colombian TES | 7.250% | 10/26/50 | COP | 30,000,000 | 7,238 | |
| Republic of Colombia | 3.875% | 3/22/26 | EUR | 4,025 | 5,452 | |
| 314,791 | ||||||
| Croatia (0.1%) | ||||||
| Republic of Croatia | 3.000% | 3/11/25 | EUR | 1,610 | 2,151 | |
| Republic of Croatia | 3.000% | 3/20/27 | EUR | 5,635 | 7,794 | |
| Republic of Croatia | 2.700% | 6/15/28 | EUR | 4,669 | 6,446 | |
| Republic of Croatia | 1.125% | 6/19/29 | EUR | 5,635 | 6,936 | |
| Republic of Croatia | 2.750% | 1/27/30 | EUR | 5,635 | 7,843 | |
| Republic of Croatia | 1.500% | 6/17/31 | EUR | 35,148 | 44,141 | |
| Republic of Croatia | 1.750% | 3/4/41 | EUR | 8,000 | 9,703 | |
| 85,014 | ||||||
| Cyprus (0.0%) | ||||||
| Republic of Cyprus | 2.750% | 2/26/34 | EUR | 6,440 | 9,571 | |
| Czech Republic (0.3%) | ||||||
| Czech Republic | 3.875% | 5/24/22 | EUR | 8,009 | 10,061 | |
| Czech Republic | 4.700% | 9/12/22 | CZK | 104,630 | 5,133 | |
| Czech Republic | 0.450% | 10/25/23 | CZK | 1,182,910 | 54,267 | |
| Czech Republic | 5.700% | 5/25/24 | CZK | 177,080 | 9,400 | |
| Czech Republic | 0.000% | 12/12/24 | CZK | 850,000 | 37,786 | |
| Czech Republic | 2.400% | 9/17/25 | CZK | 201,220 | 9,798 | |
| Czech Republic | 1.000% | 6/26/26 | CZK | 1,492,940 | 67,877 | |
| Czech Republic | 0.250% | 2/10/27 | CZK | 396,790 | 17,155 | |
| Czech Republic | 2.500% | 8/25/28 | CZK | 297,810 | 14,680 | |
| Czech Republic | 2.750% | 7/23/29 | CZK | 554,050 | 27,890 | |
| Czech Republic | 0.950% | 5/15/30 | CZK | 1,280,610 | 55,619 | |
| Czech Republic | 1.200% | 3/13/31 | CZK | 865,240 | 38,107 | |
| Czech Republic | 2.000% | 10/13/33 | CZK | 299,820 | 14,069 | |
| Czech Republic | 4.200% | 12/4/36 | CZK | 460,830 | 27,501 | |
| Czech Republic | 1.500% | 4/24/40 | CZK | 160,810 | 6,644 | |
| Czech Republic | 4.850% | 11/26/57 | CZK | 73,240 | 5,039 | |
| 401,026 | ||||||
| Denmark (0.4%) | ||||||
| Kingdom of Denmark | 3.000% | 11/15/21 | DKK | 144,409 | 23,786 | |
| Kingdom of Denmark | 1.500% | 11/15/23 | DKK | 195,227 | 33,218 | |
| Kingdom of Denmark | 7.000% | 11/10/24 | DKK | 59,793 | 12,244 | |
| Kingdom of Denmark | 1.750% | 11/15/25 | DKK | 545,164 | 96,898 | |
| Kingdom of Denmark | 0.500% | 11/15/27 | DKK | 612,534 | 103,924 | |
| 3 | Kingdom of Denmark | 0.500% | 11/15/29 | DKK | 668,073 | 113,299 |
| Kingdom of Denmark | 4.500% | 11/15/39 | DKK | 601,934 | 170,871 | |
| 3 | Kingdom of Denmark | 0.250% | 11/15/52 | DKK | 20,123 | 2,990 |
| Kommunekredit | 0.250% | 3/29/23 | EUR | 805 | 982 | |
| Kommunekredit | 0.250% | 5/15/23 | EUR | 483 | 590 | |
| Kommunekredit | 0.250% | 2/16/24 | EUR | 1,610 | 1,975 | |
89
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Kommunekredit | 0.625% | 5/11/26 | EUR | 3,542 | 4,456 | |
| Kommunekredit | 2.900% | 11/27/26 | AUD | 3,363 | 2,818 | |
| Kommunekredit | 0.750% | 5/18/27 | EUR | 20,588 | 26,188 | |
| 594,239 | ||||||
| Finland (0.5%) | ||||||
| Finnvera Oyj | 0.500% | 4/13/26 | EUR | 5,232 | 6,543 | |
| Finnvera Oyj | 0.375% | 4/9/29 | EUR | 12,074 | 14,971 | |
| Municipality Finance plc | 5.000% | 3/20/24 | AUD | 3,301 | 2,864 | |
| Municipality Finance plc | 0.625% | 11/26/26 | EUR | 4,025 | 5,086 | |
| Municipality Finance plc | 1.250% | 2/23/33 | EUR | 8,050 | 10,864 | |
| 3 | Republic of Finland | 1.625% | 9/15/22 | EUR | 5,699 | 7,067 |
| 3 | Republic of Finland | 1.500% | 4/15/23 | EUR | 28,285 | 35,450 |
| 3 | Republic of Finland | 0.000% | 9/15/23 | EUR | 27,166 | 33,170 |
| 3 | Republic of Finland | 2.000% | 4/15/24 | EUR | 23,343 | 30,264 |
| 3 | Republic of Finland | 0.000% | 9/15/24 | EUR | 40,246 | 49,396 |
| 3 | Republic of Finland | 4.000% | 7/4/25 | EUR | 35,145 | 50,379 |
| 3 | Republic of Finland | 0.875% | 9/15/25 | EUR | 8,452 | 10,791 |
| 3 | Republic of Finland | 0.500% | 9/15/27 | EUR | 41,051 | 52,040 |
| 3 | Republic of Finland | 2.750% | 7/4/28 | EUR | 9,139 | 13,395 |
| 3 | Republic of Finland | 0.500% | 9/15/29 | EUR | 55,931 | 70,721 |
| 3 | Republic of Finland | 0.000% | 9/15/30 | EUR | 87,197 | 105,012 |
| 3 | Republic of Finland | 0.750% | 4/15/31 | EUR | 51,911 | 66,915 |
| 3 | Republic of Finland | 1.125% | 4/15/34 | EUR | 25,758 | 34,582 |
| 3 | Republic of Finland | 2.625% | 7/4/42 | EUR | 27,540 | 47,770 |
| 3 | Republic of Finland | 1.375% | 4/15/47 | EUR | 16,904 | 24,582 |
| 671,862 | ||||||
| France (8.7%) | ||||||
| Agence Francaise de Developpement EPIC | 0.125% | 11/15/23 | EUR | 6,400 | 7,802 | |
| Agence Francaise de Developpement EPIC | 0.375% | 4/30/24 | EUR | 34,100 | 41,923 | |
| Agence Francaise de Developpement EPIC | 1.375% | 9/17/24 | EUR | 16,500 | 21,003 | |
| Agence Francaise de Developpement EPIC | 2.250% | 5/27/25 | EUR | 8,000 | 10,619 | |
| Agence Francaise de Developpement EPIC | 0.500% | 10/31/25 | EUR | 8,000 | 9,944 | |
| Agence Francaise de Developpement EPIC | 0.250% | 7/21/26 | EUR | 9,700 | 11,942 | |
| Agence Francaise de Developpement EPIC | 3.750% | 2/15/27 | EUR | 2,800 | 4,131 | |
| Agence Francaise de Developpement EPIC | 1.000% | 1/31/28 | EUR | 4,000 | 5,150 | |
| Agence Francaise de Developpement EPIC | 0.250% | 6/29/29 | EUR | 30,900 | 37,605 | |
| Agence Francaise de Developpement EPIC | 0.500% | 5/25/30 | EUR | 26,200 | 32,442 | |
| Agence Francaise de Developpement EPIC | 1.375% | 7/5/32 | EUR | 12,000 | 16,014 | |
| Agence Francaise de Developpement EPIC | 0.500% | 5/31/35 | EUR | 8,000 | 9,571 | |
| Agence France Locale | 0.500% | 6/20/24 | EUR | 7,800 | 9,608 | |
| Agence France Locale | 0.125% | 6/20/26 | EUR | 13,600 | 16,536 | |
| Agence France Locale | 1.125% | 6/20/28 | EUR | 7,200 | 9,298 | |
| Bpifrance SACA | 0.250% | 2/14/23 | EUR | 16,000 | 19,473 | |
| Bpifrance SACA | 0.125% | 11/25/23 | EUR | 2,000 | 2,439 | |
| Bpifrance SACA | 2.500% | 5/25/24 | EUR | 8,000 | 10,477 | |
| Bpifrance SACA | 0.750% | 11/25/24 | EUR | 12,900 | 16,130 | |
| Bpifrance SACA | 0.125% | 3/25/25 | EUR | 25,900 | 31,683 | |
| Bpifrance SACA | 0.500% | 5/25/25 | EUR | 4,400 | 5,457 | |
| Bpifrance SACA | 2.750% | 10/25/25 | EUR | 22,500 | 30,741 | |
| Bpifrance SACA | 0.050% | 9/26/29 | EUR | 8,000 | 9,551 | |
| Bpifrance SACA | 1.875% | 5/25/30 | EUR | 8,000 | 11,094 | |
| Caisse d'Amortissement de la Dette Sociale | 2.500% | 10/25/22 | EUR | 2,415 | 3,032 | |
| Caisse d'Amortissement de la Dette Sociale | 0.125% | 11/25/22 | EUR | 88,500 | 107,435 | |
| Caisse d'Amortissement de la Dette Sociale | 4.125% | 4/25/23 | EUR | 4,025 | 5,284 | |
| Caisse d'Amortissement de la Dette Sociale | 0.500% | 5/25/23 | EUR | 71,600 | 87,826 | |
90
Total
International Bond Index Fund
| Coupon | Maturity Date |
Currency | Face Amount (000) |
Market Value• ($000) | ||
| Caisse d'Amortissement de la Dette Sociale | 1.375% | 11/25/24 | EUR | 56,344 | 72,103 | |
| Caisse d'Amortissement de la Dette Sociale | 4.000% | 12/15/25 | EUR | 8,050 | 11,633 | |
| Caisse Francaise de Financement Local | 0.625% | 1/26/23 | EUR | 15,200 | 18,619 | |
| Caisse Francaise de Financement Local | 0.200% | 4/27/23 | EUR | 12,500 | 15,222 | |
| Caisse Francaise de Financement Local | 2.375% | 1/17/24 | EUR | 9,600 | 12,418 | |
| Caisse Francaise de Financement Local | 0.375% | 5/11/24 | EUR | 16,000 | 19,690 | |
| Caisse Francaise de Financement Local | 5.375% | 7/8/24 | EUR | 3,220 | 4,585 | |
| Caisse Francaise de Financement Local | 0.375% | 6/23/25 | EUR | 18,500 | 22,891 | |
| Caisse Francaise de Financement Local | 1.125% | 9/9/25 | EUR | 2,700 | 3,450 | |
| Caisse Francaise de Financement Local | 0.500% | 1/19/26 | EUR | 1,500 | 1,871 | |
| Caisse Francaise de Financement Local | 0.625% | 4/13/26 | EUR | 4,800 | 6,026 | |
| Caisse Francaise de Financement Local | 0.750% | 1/11/27 | EUR | 3,200 | 4,056 | |
| Caisse Francaise de Financement Local | 0.750% | 9/27/27 | EUR | 8,000 | 10,171 | |
| Caisse Francaise de Financement Local | 1.000% | 4/25/28 | EUR | 200 | 259 | |
| Caisse Francaise de Financement Local | 3.000% | 10/2/28 | EUR | 7,600 | 11,217 | |
| Caisse Francaise de Financement Local | 0.010% | 6/24/30 | EUR | 40,200 | 47,981 | |
| Caisse Francaise de Financement Local | 1.500% | 1/13/31 | EUR | 8,000 | 10,912 | |
| Caisse Francaise de Financement Local | 1.250% | 5/11/32 | EUR | 15,200 | 20,345 | |
| Caisse Francaise de Financement Local | 1.450% | 1/16/34 | EUR | 4,000 | 5,492 | |
| Caisse Francaise de Financement Local | 1.250% | 1/22/35 | EUR | 500 | 672 | |
| Caisse Francaise de Financement Local | 1.500% | 6/28/38 | EUR | 5,600 | 7,861 | |
| Caisse Francaise de Financement Local | 0.375% | 2/13/40 | EUR | 15,000 | 17,526 | |
| 10 | France | 0.000% | 5/25/22 | EUR | 129,993 | 157,322 |
| 10 | France | 2.250% | 10/25/22 | EUR | 170,512 | 213,787 |
| France | 0.000% | 2/25/23 | EUR | 65,736 | 79,956 | |
| France | 8.500% | 4/25/23 | EUR | 400 | 568 | |
| 10 | France | 1.750% | 5/25/23 | EUR | 435,604 | 549,464 |
| France | 4.250% | 10/25/23 | EUR | 89,160 | 120,251 | |
| 10 | France | 0.000% | 2/25/24 | EUR | 640,000 | 781,800 |
| 10 | France | 0.000% | 3/25/24 | EUR | 188,454 | 230,430 |
| 10 | France | 1.750% | 11/25/24 | EUR | 123,827 | 161,125 |
| 10 | France | 0.000% | 3/25/25 | EUR | 398,429 | 488,433 |
| 10 | France | 0.500% | 5/25/25 | EUR | 115,054 | 143,976 |
| 10 | France | 1.000% | 11/25/25 | EUR | 148,900 | 191,016 |
| 10 | France | 0.000% | 2/25/26 | EUR | 300,491 | 368,413 |
| 10 | France | 3.500% | 4/25/26 | EUR | 90,150 | 129,822 |
| 10 | France | 0.500% | 5/25/26 | EUR | 280,108 | 352,247 |
| France | 0.250% | 11/25/26 | EUR | 160,982 | 200,023 | |
| 10 | France | 1.000% | 5/25/27 | EUR | 510,478 | 662,623 |
| 10 | France | 0.750% | 5/25/28 | EUR | 340,476 | 436,593 |
| France | 0.750% | 11/25/28 | EUR | 246,373 | 316,110 | |
| 10 | France | 5.500% | 4/25/29 | EUR | 53,688 | 93,669 |
| 10 | France | 0.000% | 11/25/29 | EUR | 258,203 | 310,924 |
| 10 | France | 2.500% | 5/25/30 | EUR | 122,065 | 179,903 |
| 10 | France | 0.000% | 11/25/30 | EUR | 487,774 | 581,955 |
| 10 | France | 1.500% | 5/25/31 | EUR | 194,251 | 266,177 |
| 11 | France | 5.750% | 10/25/32 | EUR | 88,387 | 173,702 |
| 10 | France | 1.250% | 5/25/34 | EUR | 366,206 | 491,474 |
| France | 4.750% | 4/25/35 | EUR | 49,888 | 96,131 | |
| 3 | France | 1.250% | 5/25/36 | EUR | 127,300 | 170,782 |
| 10 | France | 4.000% | 10/25/38 | EUR | 127,031 | 241,677 |
| 3,10 | France | 1.750% | 6/25/39 | EUR | 60,409 | 87,636 |
| 3 | France | 0.500% | 5/25/40 | EUR | 97,274 | 113,923 |
| 10 | France | 4.500% | 4/25/41 | EUR | 206,874 | 430,357 |
| 10 | France | 3.250% | 5/25/45 | EUR | 153,565 | 286,034 |
91