Annual Report   |   October 31, 2023
Vanguard Tax-Exempt Bond Index Fund
See the inside front cover for important information about your fund’s annual and semiannual shareholder reports.

 

Important information about shareholder reports
Beginning in July 2024, amendments adopted by the Securities and Exchange Commission will substantially impact the design, content, and transmission of shareholder reports. Shareholder reports will provide key fund information in a clear and concise format and must be mailed to each shareholder that has not elected to receive the reports electronically. Financial statements will no longer be included in the shareholder report but will be available at vanguard.com, can be mailed upon request, or can be accessed on the SEC’s website at www.sec.gov.
You may elect to receive shareholder reports and other communications from the fund electronically by contacting your financial intermediary (such as a broker-dealer or bank) or, if you invest directly with the fund, by calling Vanguard at one of the phone numbers on the back cover of this report or by logging on to vanguard.com.
Contents
Your Fund’s Performance at a Glance
 1
About Your Fund’s Expenses
 2
Performance Summary
 3
Financial Statements
 5
Please note: The opinions expressed in this report are just that—informed opinions. They should not be considered promises or advice. Also, please keep in mind that the information and opinions cover the period through the date on the front of this report. Of course, the risks of investing in your fund are spelled out in the prospectus.

 

Your Fund’s Performance at a Glance
• For the 12 months ended October 31, 2023, Vanguard Tax-Exempt Bond Index Fund returned 2.31% for  ETF Shares (based on net asset value) and 2.26% for Admiral Shares. Its expense-free benchmark index returned 2.44%.
• Early on, inflation continued to ease amid ongoing interest rate hikes by the Federal Reserve. Unexpected resilience in the labor market and consumer spending helped dial back expectations of a sustained recession, but the prospect of higher interest rates for longer and heightened geopolitical tensions weighed on market sentiment toward the close of the period.
• Municipal bond yields eased lower through the first part of the period, then trended upward toward the end of the period. Overall, they finished higher than where they had started across the maturity spectrum. Income from these securities helped generate a positive total return despite a modest decline in prices.
• As a whole, revenue bonds returned more than general obligation bonds. By quality, munis on the lowest rung of the investment-grade credit ladder outperformed their higher-rated counterparts. Long- and short-dated munis fared better than those in the middle of the maturity spectrum.
Market Barometer
Average Annual Total Returns
Periods Ended October 31, 2023
  One Year Three Years Five Years
Stocks      
Russell 1000 Index (Large-caps) 9.48% 9.53% 10.71%
Russell 2000 Index (Small-caps) -8.56 3.95 3.31
Russell 3000 Index (Broad U.S. market) 8.38 9.19 10.23
FTSE All-World ex US Index (International) 12.35 3.51 3.88
Bonds      
Bloomberg U.S. Aggregate Float Adjusted Index
(Broad taxable market) 		0.53% -5.51% 0.03%
Bloomberg Municipal Bond Index
(Broad tax-exempt market) 		2.64 -2.48 1.00
FTSE Three-Month U.S. Treasury Bill Index 4.94 1.93 1.80
CPI      
Consumer Price Index 3.24% 5.72% 4.00%
1

 

About Your Fund’s Expenses
As a shareholder of the fund, you incur ongoing costs, which include costs for portfolio management, administrative services, and shareholder reports (like this one), among others. Operating expenses, which are deducted from a fund’s gross income, directly reduce the investment return of the fund.
A fund’s expenses are expressed as a percentage of its average net assets. This figure is known as the expense ratio. The following examples are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period.
The accompanying table illustrates your fund’s costs in two ways:
• Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period.
To do so, simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number given for your fund under the heading ”Expenses Paid During Period.“
• Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds.
Note that the expenses shown in the table are meant to highlight and help you compare ongoing costs only and do not reflect transaction costs incurred by the fund for buying and selling securities. Further, the expenses do not include any purchase, redemption, or account service fees described in the fund prospectus. If such fees were applied to your account, your costs would be higher. Your fund does not carry a “sales load.”
The calculations assume no shares were bought or sold during the period. Your actual costs may have been higher or lower, depending on the amount of your investment and the timing of any purchases or redemptions.
You can find more information about the fund’s expenses, including annual expense ratios, in the Financial Statements section of this report. For additional information on operating expenses and other shareholder costs, please refer to your fund’s current prospectus.
Six Months Ended October 31, 2023      
  Beginning
Account Value
4/30/2023 		Ending
Account Value
10/31/2023 		Expenses
Paid During
Period
Based on Actual Fund Return      
Tax-Exempt Bond Index Fund      
ETF Shares $1,000.00 $954.30 $0.25
Admiral™ Shares 1,000.00 953.80 0.44
Based on Hypothetical 5% Yearly Return      
Tax-Exempt Bond Index Fund      
ETF Shares $1,000.00 $1,024.95 $0.26
Admiral Shares 1,000.00 1,024.75 0.46
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 0.05% for ETF Shares and 0.09% for Admiral Shares. The dollar amounts shown as “Expenses Paid” are equal to the annualized expense ratio multiplied by the average account value over the period, multiplied by the number of days in the most recent six-month period, then divided by the number of days in the most recent 12-month period (184/365).
2

 

Tax-Exempt Bond Index Fund
Performance Summary
All of the returns in this report represent past performance, which is not a guarantee of future results that may be achieved by the fund. (Current performance may be lower or higher than the performance data cited. For performance data current to the most recent month-end, visit our website at vanguard.com/performance.) Note, too, that both investment returns and principal value can fluctuate widely, so an investor’s shares, when sold, could be worth more or less than their original cost. The returns shown do not reflect taxes that a shareholder would pay on fund distributions or on the sale of fund shares.
Cumulative Performance: August 21, 2015, Through October 31, 2023
Initial Investment of $10,000
      Average Annual Total Returns
Periods Ended October 31, 2023
    One
Year 		Five
Years 		Since
Inception
(8/21/2015) 		Final Value
of a $10,000
Investment
Tax-Exempt Bond Index Fund ETF Shares Net Asset Value 2.31% 1.03% 1.38% $11,184
  Tax-Exempt Bond Index Fund ETF Shares Market Price 2.56 1.03 1.39 11,195
S&P National AMT-Free Municipal Bond Index 2.44 1.05 1.41 11,217
“Since Inception” performance is calculated from the ETF Shares’ inception date for both the fund and its comparative standard(s).
       
    One
Year 		Five
Years 		Since
Inception
(8/25/2015) 		Final Value
of a $10,000
Investment
Tax-Exempt Bond Index Fund Admiral Shares 2.26% 0.99% 1.37% $11,178
S&P National AMT-Free Municipal Bond Index 2.44 1.05 1.42 11,227
“Since Inception” performance is calculated from the Admiral Shares’ inception date for both the fund and its comparative standard(s).
Cumulative Returns of ETF Shares: August 21, 2015, Through October 31, 2023
  One
Year 		Five
Years 		Since
Inception
(8/21/2015)
Tax-Exempt Bond Index Fund ETF Shares Market Price 2.56% 5.28% 11.95%
Tax-Exempt Bond Index Fund ETF Shares Net Asset Value 2.31 5.26 11.84
S&P National AMT-Free Municipal Bond Index 2.44 5.39 12.17
"Since Inception" performance is calculated from the ETF Shares’ inception date for both the fund and its comparative standard(s).
For the ETF Shares, the market price is determined by the midpoint of the bid-offer spread as of the closing time of the New York Stock Exchange (generally 4 p.m., Eastern time). The net asset value is also determined as of the NYSE closing time. For more information about how the ETF Shares' market prices have compared with their net asset value, visit vanguard.com, select your ETF, click on Price, and then scroll down to the Premium/Discount chart. The ETF premium/discount chart there shows the percentage and days on which the ETF Shares’ market price was above or below the NAV.
See Financial Highlights for dividend and capital gains information.
3

 

Tax-Exempt Bond Index Fund
Fund Allocation
As of October 31, 2023
New York 23.9%
California 17.0
Texas 9.9
Illinois 5.5
New Jersey 4.6
Massachusetts 4.4
Pennsylvania 3.4
Florida 3.2
Washington 2.9
Maryland 2.0
Connecticut 1.9
Georgia 1.7
Ohio 1.6
Arizona 1.6
Michigan 1.5
District of Columbia 1.5
Colorado 1.4
Virginia 1.3
Oregon 1.0
Other 9.7
The table reflects the fund’s investments, except for short-term investments.
4

 

Tax-Exempt Bond Index Fund
Financial Statements
Schedule of Investments
As of October 31, 2023
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Tax-Exempt Municipal Bonds (98.8%)
Alabama (0.6%)
  Alabama Corrections Institution Finance Authority Lease (Appropriation) Revenue 5.250%   7/1/47       775        787
  Alabama Federal Aid Highway Finance Authority Fuel Sales Tax Revenue, Prere. 4.000%   9/1/24     4,055      4,058
  Alabama Federal Aid Highway Finance Authority Fuel Sales Tax Revenue, Prere. 5.000%   9/1/24     1,405      1,417
  Alabama Federal Aid Highway Finance Authority Fuel Sales Tax Revenue, Prere. 5.000%   9/1/24     1,915      1,932
  Alabama Federal Aid Highway Finance Authority Fuel Sales Tax Revenue, Prere. 5.000%   9/1/24     1,980      1,998
  Alabama Federal Aid Highway Finance Authority Fuel Sales Tax Revenue, Prere. 5.000%   9/1/26    11,035     11,418
  Alabama Federal Aid Highway Finance Authority Fuel Sales Tax Revenue, Prere. 5.000%   9/1/26    10,000     10,347
  Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue, ETM 5.000%   9/1/24     1,695      1,710
  Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue, ETM 5.000%   9/1/25       230        235
  Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue, ETM 5.000%   9/1/26       760        784
  Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue, Prere. 4.000%   9/1/27     1,250      1,262
  Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue, Prere. 5.000%   9/1/27       855        894
  Alabama GO 5.000%   8/1/27       445        459
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 5.000%  11/1/24     5,740      5,810
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 5.000%  11/1/25     1,305      1,337
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 5.000%  11/1/28     3,000      3,185
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 5.000%  11/1/31       435        467
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 5.000%  11/1/32        35         38
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 5.000%  11/1/33     4,000      4,287
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 5.000%  11/1/34       370        395
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 5.000%  11/1/35     4,200      4,453
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 4.000%  11/1/36       225        212
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 4.000%  11/1/38    12,255     11,196
  Alabama Public School and College Authority Miscellaneous Taxes Revenue 4.000%  11/1/40    13,055     11,691
  Alabama Public School and College Authority Sales Tax Revenue 5.000%   1/1/24       725        726
  Alabama Public School and College Authority Sales Tax Revenue 5.000%   1/1/25     5,605      5,651
  Alabama Public School and College Authority Sales Tax Revenue 5.000%   1/1/27     2,175      2,186
  Auburn University College & University Revenue 5.000%   6/1/28       385        393
  Auburn University College & University Revenue 5.000%   6/1/48     6,265      6,247
  Birmingham Water Works Board Water Revenue, Prere. 5.000%   1/1/27    13,595     14,109
  Birmingham-Jefferson Civic Center Authority Special Tax Revenue 5.000%   7/1/48     1,315      1,242
  Huntsville AL Water Revenue, Prere. 4.000%   5/1/25     1,150      1,153
  Jefferson County AL Board of Education Special Tax Revenue 5.000%   2/1/46     3,165      3,057
  Jefferson County AL Sales Tax Revenue 5.000%  9/15/33       500        507
  Jefferson County AL Sales Tax Revenue 4.000%  9/15/42     7,875      6,630
1 Jefferson County AL Sewer Revenue 5.250%  10/1/48    12,460     12,040
  Jefferson County AL Sewer Revenue 7.900%  10/1/50    10,225     10,751
  Jefferson County AL Sewer Revenue 7.000%  10/1/51     4,500      4,727
1 Jefferson County AL Sewer Revenue 5.500%  10/1/53     2,490      2,493
  Jefferson County AL Sewer Revenue 6.500%  10/1/53    16,600     17,225
  Muscle Shoals Utilities Board Water Revenue, Prere. 4.750%  12/1/24     1,310      1,322
  University of Alabama College & University Revenue 3.500%   7/1/42        60         46
                                   170,877
Alaska (0.1%)
  Anchorage AK Electric Power & Light Revenue, Prere. 5.000%  12/1/24    15,925     16,086
  Municipality of Anchorage AK Solid Waste Services Resource Recovery Revenue 4.000%  11/1/52     5,000      4,107
                                    20,193
Arizona (1.5%)
  Arizona Board of Regents College & University Revenue 5.000%   7/1/37     1,000      1,059
  Arizona Board of Regents College & University Revenue 5.000%   7/1/41     2,870      2,971
  Arizona Board of Regents College & University Revenue 5.000%   7/1/41     1,680      1,739
  Arizona Board of Regents College & University Revenue 5.000%   7/1/42     1,145      1,180
  Arizona Board of Regents College & University Revenue 5.000%   7/1/42       355        366
  Arizona COP, ETM 5.000%  10/1/24     1,125      1,135
  Arizona COP, ETM 5.000%  10/1/25     8,420      8,579
5

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Arizona COP, ETM 5.000%  10/1/28     2,110      2,224
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/24       280        282
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/24     5,000      5,038
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/25     5,000      5,096
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/26     2,725      2,813
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/27     3,775      3,945
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/28     1,550      1,639
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/29     4,250      4,539
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/30     5,000      5,390
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/31     3,500      3,802
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/32     4,250      4,647
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/33     3,000      3,305
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue 5.000%   7/1/34     3,900      4,010
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue, Prere 5.000%   7/1/24       300        302
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue, Prere 5.000%   7/1/24     1,000      1,006
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue, Prere 5.000%   7/1/24     1,030      1,037
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue, Prere 5.000%   7/1/24     2,375      2,390
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue, Prere 5.000%   7/1/24     2,810      2,828
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue, Prere 5.000%   7/1/24        10         10
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue, Prere 5.000%   7/1/24     2,485      2,501
  Arizona Department of Transportation State Highway Fund Fuel Sales Tax Revenue, Prere 5.000%   7/1/24     5,000      5,032
2,3 Arizona Distribution Intergovernmental Agreement Revenue 5.500%   7/1/34     7,500      8,524
  Arizona IDA Charter School Aid Revenue 4.000%  11/1/27    10,000      9,822
  Arizona IDA Charter School Aid Revenue (Jerome Facility Project) 4.000%   7/1/51     4,430      3,294
  Arizona IDA Charter School Aid Revenue (Jerome Facility Project) 4.000%   7/1/61     6,000      4,228
  Arizona Lottery Revenue, ETM 5.000%   7/1/24     9,450      9,520
  Arizona Lottery Revenue, ETM 5.000%   7/1/25     4,050      4,126
  Arizona Lottery Revenue, ETM 5.000%   7/1/26       755        778
  Arizona Lottery Revenue, ETM 5.000%   7/1/29       185        198
  Arizona State University College & University Revenue 5.000%   7/1/41     1,050      1,070
  Arizona State University College & University Revenue 5.000%   7/1/42     2,990      3,002
  Arizona Transportation Board Sales Tax Revenue 5.000%   7/1/24       980        987
  Arizona Transportation Board Sales Tax Revenue 5.000%   7/1/25       360        363
  Arizona Transportation Board Sales Tax Revenue 5.000%   7/1/25     1,510      1,539
  Arizona Water Infrastructure Finance Authority Water Revenue 5.000%  10/1/24       725        732
  Arizona Water Infrastructure Finance Authority Water Revenue 5.000%  10/1/25     3,750      3,789
  Arizona Water Infrastructure Finance Authority Water Revenue 5.000%  10/1/26    12,415     12,538
  Arizona Water Infrastructure Finance Authority Water Revenue 5.000%  10/1/27     9,775      9,872
  Gilbert Public Facilities Municipal Property Corp. Water Revenue 5.000%  7/15/36    13,900     14,957
  Gilbert Water Resource Municipal Property Corp. Water Revenue 4.000%  7/15/42     4,700      4,175
  Maricopa County Special Health Care District GO 4.000%   7/1/35     4,010      3,853
  Mesa AZ Utility System Multiple Utility Revenue 3.000%   7/1/33        15         13
  Mesa AZ Utility System Multiple Utility Revenue 5.000%   7/1/42    10,845     10,973
  Mesa AZ Utility System Water Revenue 4.000%   7/1/31       620        604
  Mesa AZ Utility System Water Revenue 4.000%   7/1/32     3,500      3,389
  Phoenix AZ GO 4.000%   7/1/24     1,865      1,868
  Phoenix AZ GO 4.000%   7/1/25     1,225      1,227
  Phoenix AZ GO 5.000%   7/1/26       650        671
  Phoenix AZ GO 5.000%   7/1/27     9,205      9,492
  Phoenix AZ GO, Prere. 4.000%   7/1/24       875        875
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.000%   7/1/26     3,845      3,869
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.000%   7/1/27     1,895      1,906
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 4.000%   7/1/28     7,250      7,019
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 4.000%   7/1/29    15,950     15,350
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.000%   7/1/37     1,170      1,189
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 4.000%   7/1/40     5,270      4,760
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.000%   7/1/40    15,050     15,562
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 4.000%   7/1/41     1,000        888
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.000%   7/1/41    10,000     10,068
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 4.000%   7/1/42     1,000        878
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 4.000%   7/1/44     7,075      6,137
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.000%   7/1/44     2,140      2,189
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 4.000%   7/1/45     2,010      1,642
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.000%   7/1/45       190        187
4 Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.250%   7/1/47     4,000      4,157
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 3.000%   7/1/49     3,525      2,252
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 4.000%   7/1/49     1,000        827
6

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue 5.000%   7/1/49    12,540     12,135
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue Prere. 4.750%   7/1/24       160        161
  Phoenix Civic Improvement Corp. Intergovernmental Agreement Revenue Prere. 5.000%   7/1/24     1,810      1,823
  Pima County AZ Sewer System Sewer Revenue 5.000%   7/1/24       250        252
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%   1/1/24     5,415      5,424
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%   1/1/28     5,525      5,734
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%   1/1/28     2,685      2,827
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%   1/1/29     3,235      3,360
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%   1/1/29     3,740      3,986
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%   1/1/31     3,150      3,407
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 4.000%  12/1/32     3,000      2,992
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%  12/1/32    10,780     10,946
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 4.000%  12/1/33       710        699
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%   1/1/34       285        295
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%  12/1/35     3,865      3,897
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%   1/1/36     7,000      7,219
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%  12/1/36        20         20
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%  12/1/41     9,625      9,767
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue 5.000%  12/1/45    15,620     15,851
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/24     7,900      7,914
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/28     6,540      6,886
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/31     1,085      1,137
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/32     5,415      5,665
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/34     1,000      1,045
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/36     1,000      1,039
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/37     1,855      1,918
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/39        35         36
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/43    13,995     14,401
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 4.000%   1/1/45        50         43
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/45     7,255      7,397
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/47     5,000      5,067
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/47     3,250      3,313
  Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue (Salt River Project) 5.000%   1/1/50    27,500     28,021
  Scottsdale Municipal Property Corp. Sales Tax Revenue 5.000%   7/1/30     1,240      1,312
  University of Arizona College & University Revenue 4.000%   8/1/44     6,195      5,237
                                   465,450
Arkansas (0.0%)
  Bentonville AR Sales & Use Tax Sales Tax Revenue 1.050%  11/1/46        15         15
  Little Rock AR Water Reclamation System Sewer Revenue, Prere. 3.500%   4/1/25        10         10
5 Springdale AR Sales & Use Tax Sales Tax Revenue 4.125%   8/1/47     2,250      1,901
5 Springdale AR Sales & Use Tax Sales Tax Revenue 4.125%   8/1/50     2,000      1,672
5 Springdale AR Sales & Use Tax Sales Tax Revenue 4.250%   8/1/53     3,000      2,546
5 Springdale AR Sales & Use Tax Sales Tax Revenue, Prere. 5.000%   4/1/24     1,200      1,205
  University of Arkansas College & University Revenue 5.000%  12/1/45       175        177
                                     7,526
California (16.8%)
1 Alameda Corridor Transportation Authority Port, Airport & Marina Revenue 5.000%  10/1/52     4,700      4,694
1,6 Alameda Corridor Transportation Authority Port, Airport & Marina Revenue, 5.200% coupon rate effective 10/1/37 0.000%  10/1/51     4,300      1,974
6 Alameda Corridor Transportation Authority Port, Airport & Marina Revenue, 5.300% coupon rate effective 10/1/37 0.000%  10/1/47     1,000        463
6 Alameda Corridor Transportation Authority Port, Airport & Marina Revenue, 5.350% coupon rate effective 10/1/37 0.000%  10/1/48     1,000        462
7

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
6 Alameda Corridor Transportation Authority Port, Airport & Marina Revenue, 5.375% coupon rate effective 10/1/37 0.000%  10/1/49     7,500      3,467
6 Alameda Corridor Transportation Authority Port, Airport & Marina Revenue, 5.400% coupon rate effective 10/1/37 0.000%  10/1/50     1,500        692
1,6 Alameda Corridor Transportation Authority Port, Airport & Marina Revenue, 5.450% coupon rate effective 10/1/37 0.000%  10/1/52    31,715     14,921
1 Alameda Corridor Transportation Authority Transit Revenue 3.000%  10/1/34     2,250      1,843
  Alameda Corridor Transportation Authority Transit Revenue 5.000%  10/1/34     2,390      2,390
7 Alameda Corridor Transportation Authority Transit Revenue 0.000%  10/1/35       150         85
  Alameda Corridor Transportation Authority Transit Revenue 5.000%  10/1/35     2,280      2,263
1 Alameda Corridor Transportation Authority Transit Revenue 5.000%  10/1/35       475        482
  Alameda Corridor Transportation Authority Transit Revenue 5.000%  10/1/36       500        493
1 Alameda Corridor Transportation Authority Transit Revenue 4.000%  10/1/37       415        377
  Alameda Corridor Transportation Authority Transit Revenue 5.000%  10/1/37     4,065      3,974
6 Allan Hancock CA Joint Community College GO, 5.600% coupon rate effective 8/1/33 0.000%   8/1/47       380        234
1 Alvord Unified School District GO 0.000%   8/1/41       220         83
1 Alvord Unified School District GO 0.000%   8/1/43       590        204
  Anaheim Housing & Public Improvements Authority Intergovernmental Agreement Revenue 5.000%  10/1/34     2,500      2,621
  Anaheim Housing & Public Improvements Authority Intergovernmental Agreement Revenue 5.000%  10/1/35     2,095      2,191
  Anaheim Housing & Public Improvements Authority Intergovernmental Agreement Revenue (Water System Project), Prere. 5.000%  10/1/25     4,615      4,732
1 Anaheim Public Financing Authority Lease (Abatement) Revenue (Anaheim Public Improvements Project) 0.000%   9/1/30     1,255        926
1 Anaheim Public Financing Authority Lease (Abatement) Revenue (Anaheim Public Improvements Project) 0.000%   9/1/32     2,525      1,688
1 Anaheim Public Financing Authority Lease (Abatement) Revenue, ETM 0.000%   9/1/36     1,490        851
  Anaheim Public Financing Authority Lease (Abatement) Revenue, Prere. 5.000%   5/1/24     5,725      5,761
  Antelope Valley Community College District GO 4.000%   8/1/46    10,000      8,749
  Antelope Valley Community College District GO 3.000%   8/1/50     7,000      4,661
1 Bass Lake Joint Elementary District GO 0.000%   8/1/45     3,030        936
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/29       100        100
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/30     1,505      1,499
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/31        35         35
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/32     2,160      2,148
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/33     6,765      6,717
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/34     2,760      2,730
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/35     1,000        983
  Bay Area Toll Authority Highway Revenue 3.250%   4/1/36     2,800      2,385
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/37    10,290      9,712
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/38     5,000      4,616
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/42     5,015      4,479
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/47    22,080     19,287
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/49     4,460      3,841
  Bay Area Toll Authority Highway Revenue 3.000%   4/1/54     8,070      5,249
  Bay Area Toll Authority Highway Revenue 2.600%   4/1/56    11,250      6,294
  Bay Area Toll Authority Highway Revenue 4.000%   4/1/56       565        477
  Bay Area Toll Authority Highway Revenue PUT 2.000%   4/1/28     7,000      6,234
  Bay Area Toll Authority Highway Revenue, Prere. 5.000%   4/1/24     7,835      7,882
  Bay Area Toll Authority Highway Revenue, Prere. 5.000%  10/1/24     3,980      4,026
8 Bay Area Toll Authority Highway Revenue, SIFMA Municipal Swap Index Yield + 0.280% 4.470%   4/1/56     1,000        996
  Beverly Hills Unified School District CA GO 0.000%   8/1/33     1,100        737
  California Community College Financing Authority Local or Guaranteed Housing Revenue 5.250%   5/1/43       840        790
  California Department of Water Resources Water Revenue 5.000%  12/1/23       130        130
  California Department of Water Resources Water Revenue 5.000%  12/1/24       175        177
  California Department of Water Resources Water Revenue 5.000%  12/1/27       130        138
  California Department of Water Resources Water Revenue 5.000%  12/1/29       135        140
  California Department of Water Resources Water Revenue 5.000%  12/1/31        70         77
  California Department of Water Resources Water Revenue 5.000%  12/1/33     2,150      2,352
  California Department of Water Resources Water Revenue 4.000%  12/1/34     8,075      8,132
  California Department of Water Resources Water Revenue 5.000%  12/1/35       160        173
  California Department of Water Resources Water Revenue (Central Valley Project) 5.000%  12/1/34    10,685     11,867
  California Department of Water Resources Water Revenue (Central Valley Project) 5.000%  12/1/35    10,720     11,833
  California Department of Water Resources Water Revenue, Prere. 5.000%  12/1/24     3,135      3,183
  California Department of Water Resources Water Revenue, Prere. 5.000%  12/1/24     3,375      3,427
  California Department of Water Resources Water Revenue, Prere. 5.000%  12/1/26       210        219
  California Educational Facilities Authority College & University Revenue 5.000%  3/15/39     4,120      4,487
  California Educational Facilities Authority College & University Revenue 5.000%   4/1/42     5,850      5,792
  California Educational Facilities Authority College & University Revenue 5.000%   6/1/43       130        139
  California Educational Facilities Authority College & University Revenue 5.000%   5/1/45    12,000     12,574
8

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California Educational Facilities Authority College & University Revenue 5.000%   6/1/46     3,495      3,639
  California Educational Facilities Authority College & University Revenue 4.000%   4/1/47     4,940      4,014
  California Educational Facilities Authority College & University Revenue 5.000%   5/1/49    23,010     23,616
  California Educational Facilities Authority College & University Revenue 2.250%   4/1/51     2,090      1,115
  California Educational Facilities Authority College & University Revenue 5.000%   4/1/51    11,165     11,386
  California Educational Facilities Authority College & University Revenue, Prere. 4.000%   1/1/26     1,000      1,009
  California GO 4.000%  11/1/23       205        205
  California GO 5.000%  11/1/23       865        865
  California GO 5.000%  11/1/23       385        385
  California GO 5.000%  11/1/23       150        150
  California GO 5.000%  12/1/23       315        315
  California GO 5.000%  12/1/23       575        576
  California GO 4.000%   3/1/24       175        175
  California GO 5.000%   3/1/24     1,895      1,904
  California GO 5.000%   3/1/24       260        261
  California GO 5.000%   4/1/24     1,260      1,267
  California GO 5.000%   4/1/24     1,900      1,911
  California GO 5.000%   4/1/24     1,250      1,257
  California GO 5.000%   5/1/24       325        327
  California GO 5.000%   8/1/24     5,470      5,527
  California GO 5.000%   8/1/24     1,090      1,101
  California GO 5.000%   8/1/24       400        404
  California GO 5.000%   8/1/24     2,000      2,021
  California GO 5.000%   8/1/24        15         15
  California GO 5.000%   8/1/24       775        783
  California GO 5.000%   9/1/24     1,010      1,022
  California GO 5.000%   9/1/24     2,975      3,010
  California GO 5.000%   9/1/24     4,000      4,047
  California GO 5.000%   9/1/24     3,000      3,035
  California GO 5.000%   9/1/24     5,870      5,939
  California GO 4.000%  10/1/24     6,000      6,024
  California GO 4.000%  10/1/24     2,070      2,078
  California GO 5.000%  10/1/24     1,205      1,221
  California GO 5.000%  10/1/24     1,580      1,600
  California GO 5.000%  10/1/24     7,375      7,470
  California GO 5.000%  10/1/24       100        101
  California GO 5.000%  10/1/24     1,000      1,013
  California GO 5.000%  11/1/24       150        152
  California GO 5.000%  11/1/24     3,215      3,260
  California GO 5.000%  11/1/24     3,655      3,706
  California GO 4.000%  12/1/24     5,000      5,021
  California GO 5.000%  12/1/24     1,250      1,252
  California GO 5.000%  12/1/24     1,050      1,065
  California GO 5.000%  12/1/24     5,830      5,838
  California GO 5.000%  12/1/24       515        516
  California GO 5.500%   2/1/25       150        153
  California GO 5.000%   3/1/25     9,160      9,320
  California GO 5.000%   3/1/25       600        610
  California GO 5.000%   4/1/25     3,005      3,061
  California GO 5.000%   8/1/25     2,380      2,433
  California GO 5.000%   8/1/25     2,350      2,402
  California GO 5.000%   8/1/25     2,000      2,044
  California GO 5.000%   8/1/25       500        511
  California GO 5.000%   8/1/25       265        271
  California GO 5.000%   9/1/25     7,895      8,078
  California GO 5.000%   9/1/25       710        726
  California GO 5.000%   9/1/25     6,310      6,456
  California GO 5.000%   9/1/25     2,000      2,046
  California GO 5.000%   9/1/25       100        102
  California GO 5.000%   9/1/25     4,430      4,533
  California GO 5.000%   9/1/25     2,500      2,558
  California GO 5.000%   9/1/25     5,000      5,116
  California GO 5.000%  10/1/25     1,110      1,122
  California GO 5.000%  10/1/25       735        743
  California GO 5.000%  10/1/25     7,810      7,999
  California GO 5.000%  10/1/25     5,000      5,121
  California GO 5.000%  10/1/25       860        881
9

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California GO 5.000%  10/1/25     3,950      4,046
  California GO 5.000%  10/1/25     4,650      4,763
  California GO 4.000%  11/1/25     1,240      1,248
  California GO 5.000%  11/1/25     4,330      4,440
  California GO 5.000%  11/1/25     7,135      7,315
  California GO 5.000%  11/1/25     8,360      8,571
  California GO 5.000%  11/1/25       155        155
  California GO 5.000%  11/1/25       330        330
  California GO 5.000%  12/1/25     6,115      6,272
  California GO 3.000%   3/1/26     2,875      2,812
  California GO 5.000%   3/1/26    15,465     15,719
  California GO 5.000%   3/1/26       980        996
  California GO 5.000%   4/1/26     3,780      3,894
  California GO 5.000%   4/1/26    11,365     11,708
  California GO 4.000%   8/1/26       400        403
  California GO 5.000%   8/1/26     1,100      1,138
  California GO 5.000%   8/1/26    21,845     22,606
  California GO 5.000%   8/1/26       900        914
  California GO 5.000%   8/1/26     1,800      1,840
  California GO 5.000%   8/1/26     5,305      5,490
  California GO 5.000%   8/1/26       100        103
  California GO 4.000%   9/1/26     1,985      2,000
  California GO 5.000%   9/1/26     5,000      5,178
  California GO 5.000%   9/1/26     2,680      2,742
  California GO 5.000%   9/1/26       235        243
  California GO 5.000%   9/1/26     1,425      1,476
  California GO 5.000%   9/1/26    11,690     12,105
  California GO 5.000%   9/1/26     2,180      2,257
  California GO 5.000%   9/1/26     5,000      5,178
  California GO 5.000%   9/1/26     4,800      4,970
  California GO 5.000%  10/1/26       455        459
  California GO 5.000%  10/1/26     2,730      2,830
  California GO 5.000%  10/1/26       100        101
  California GO 5.000%  10/1/26     1,735      1,799
  California GO 5.000%  10/1/26     1,750      1,814
  California GO 5.000%  10/1/26     2,000      2,073
  California GO 5.000%  11/1/26     2,070      2,149
  California GO 5.000%  11/1/26    12,075     12,533
  California GO 5.000%  11/1/26       100        101
  California GO 5.000%  11/1/26     5,015      5,205
  California GO 5.000%  12/1/26     1,005      1,044
9 California GO 5.000%   2/1/27     3,990      4,154
  California GO 5.000%   3/1/27     5,960      6,056
  California GO 5.000%   3/1/27     3,090      3,140
  California GO 5.000%   4/1/27     5,415      5,645
  California GO 5.000%   4/1/27     1,820      1,897
  California GO 3.500%   8/1/27        75         75
  California GO 5.000%   8/1/27     2,715      2,810
  California GO 5.000%   8/1/27     5,860      6,065
  California GO 5.000%   8/1/27     2,490      2,544
  California GO 5.000%   8/1/27     4,320      4,387
  California GO 5.000%   8/1/27     7,310      7,655
  California GO 5.000%   9/1/27       325        325
  California GO 5.000%   9/1/27     3,330      3,450
  California GO 5.000%   9/1/27     2,175      2,254
  California GO 5.000%   9/1/27     1,180      1,237
  California GO 5.000%   9/1/27     5,000      5,242
  California GO 4.000%  10/1/27    11,175     11,309
  California GO 5.000%  10/1/27    10,170     10,255
  California GO 5.000%  10/1/27     1,170      1,228
  California GO 5.000%  10/1/27     1,585      1,634
  California GO 5.000%  10/1/27     6,100      6,403
  California GO 5.000%  10/1/27     5,000      5,248
  California GO 5.000%  11/1/27     2,235      2,349
  California GO 5.000%  11/1/27     2,180      2,291
  California GO 5.000%  11/1/27     4,280      4,498
  California GO 5.000%  11/1/27     1,185      1,245
10

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California GO 5.000%  11/1/27     1,365      1,367
  California GO 5.000%  11/1/27       135        135
  California GO 5.000%  12/1/27     7,795      8,199
  California GO 3.000%   3/1/28     4,370      4,195
  California GO 5.000%   3/1/28     3,395      3,447
  California GO 5.000%   4/1/28    13,670     14,434
  California GO 5.000%   4/1/28     4,380      4,625
  California GO 5.000%   8/1/28     6,340      6,557
  California GO 5.000%   8/1/28     9,255      9,572
  California GO 5.000%   8/1/28     7,395      7,718
  California GO 5.000%   8/1/28       620        632
  California GO 5.000%   8/1/28       430        449
  California GO 5.000%   8/1/28     7,595      8,059
  California GO 4.000%   9/1/28       200        201
  California GO 4.000%   9/1/28     2,475      2,511
  California GO 5.000%   9/1/28     1,050      1,051
  California GO 5.000%   9/1/28     2,610      2,702
  California GO 5.000%   9/1/28     2,845      2,905
  California GO 5.000%   9/1/28     1,270      1,349
  California GO 5.000%   9/1/28     1,150      1,191
  California GO 5.000%   9/1/28     4,800      5,099
  California GO 5.000%  10/1/28     1,000      1,007
  California GO 5.000%  10/1/28       930        936
  California GO 5.000%  10/1/28     5,060      5,381
  California GO 5.000%  10/1/28    22,215     23,623
  California GO 5.000%  10/1/28     2,000      2,127
  California GO 5.000%  11/1/28     3,835      4,073
  California GO 5.000%  11/1/28    20,100     21,349
  California GO 5.000%  12/1/28    14,350     15,260
  California GO 5.000%   2/1/29        25         25
  California GO 3.000%   3/1/29         5          5
  California GO 5.000%   4/1/29     1,000      1,067
  California GO 5.000%   4/1/29     3,305      3,526
  California GO 5.000%   5/1/29     8,145      8,172
  California GO 5.000%   8/1/29     7,660      7,889
  California GO 5.000%   8/1/29       190        198
  California GO 5.000%   8/1/29       655        667
  California GO 5.000%   8/1/29       225        232
  California GO 5.000%   8/1/29     1,730      1,753
  California GO 5.000%   8/1/29     3,120      3,288
  California GO 3.000%   9/1/29       105         98
  California GO 4.000%   9/1/29     4,215      4,276
  California GO 5.000%   9/1/29       880        907
  California GO 5.000%   9/1/29     2,075      2,139
  California GO 5.000%   9/1/29     1,105      1,184
  California GO 5.000%   9/1/29     4,900      5,249
  California GO 5.250%   9/1/29    10,000     10,016
  California GO 5.000%  10/1/29       250        251
  California GO 5.000%  10/1/29    14,625     15,680
  California GO 5.000%  10/1/29     8,595      8,822
  California GO 5.000%  10/1/29     2,980      3,145
  California GO 5.000%  10/1/29     5,780      6,197
  California GO 5.000%  10/1/29    10,000     10,721
  California GO 5.000%  10/1/29     5,125      5,495
  California GO 4.000%  11/1/29    15,480     15,707
  California GO 5.000%  11/1/29    22,940     24,601
  California GO 5.000%  11/1/29    12,065     12,938
  California GO 5.000%  11/1/29    12,345     12,887
  California GO 5.000%  11/1/29     2,530      2,713
  California GO 5.000%  11/1/29     3,575      3,834
  California GO 5.000%  11/1/29     1,150      1,151
  California GO 5.000%  11/1/29     1,350      1,351
  California GO 5.000%  12/1/29     1,785      1,916
  California GO 5.000%  12/1/29        65         65
  California GO 5.000%  12/1/29        35         35
  California GO 5.000%   3/1/30     4,450      4,506
  California GO 5.000%   3/1/30     2,175      2,339
11

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California GO 5.000%   4/1/30     1,085      1,168
  California GO 5.000%   4/1/30     4,795      5,160
  California GO 5.000%   8/1/30     7,940      8,142
  California GO 5.000%   8/1/30    12,640     13,138
  California GO 5.000%   8/1/30        50         51
  California GO 5.000%   8/1/30     2,650      2,693
  California GO 5.000%   8/1/30     1,700      1,767
  California GO 5.000%   8/1/30     5,135      5,405
  California GO 5.000%   9/1/30     2,450      2,513
  California GO 5.000%   9/1/30     5,520      5,660
  California GO 5.000%   9/1/30    10,200     10,374
  California GO 5.000%   9/1/30     5,000      5,399
  California GO 5.000%  10/1/30       340        342
  California GO 5.000%  10/1/30    10,350     11,042
  California GO 5.000%  10/1/30     5,325      5,614
  California GO 5.000%  10/1/30    12,755     13,782
  California GO 5.000%  10/1/30     6,785      7,332
  California GO 5.000%  11/1/30     1,780      1,781
  California GO 5.000%  11/1/30    15,530     16,794
  California GO 5.000%  11/1/30     4,840      5,234
  California GO 5.000%  12/1/30       950        951
  California GO 5.000%  12/1/30     3,235      3,499
  California GO 5.000%   3/1/31     1,010      1,084
  California GO 5.000%   4/1/31     1,405      1,522
  California GO 5.000%   4/1/31     4,310      4,669
  California GO 5.000%   4/1/31     1,050      1,115
  California GO 5.000%   5/1/31     2,220      2,226
  California GO 4.000%   8/1/31     1,000        998
  California GO 5.000%   8/1/31       965        969
  California GO 5.000%   8/1/31     4,815      4,866
  California GO 5.000%   8/1/31       385        394
  California GO 3.250%   9/1/31       205        191
  California GO 4.000%   9/1/31     7,140      7,127
  California GO 5.000%   9/1/31     2,200      2,254
  California GO 5.000%   9/1/31       610        610
  California GO 5.000%   9/1/31     4,975      5,096
  California GO 5.000%   9/1/31     5,000      5,429
  California GO 5.000%  10/1/31       340        342
  California GO 5.000%  10/1/31    11,865     12,653
  California GO 5.000%  10/1/31     9,985     10,849
  California GO 5.000%  10/1/31     7,250      7,877
  California GO 5.000%  11/1/31       145        145
  California GO 5.000%  11/1/31       400        417
  California GO 5.000%  11/1/31       500        521
  California GO 5.000%  11/1/31     2,000      2,159
  California GO 5.000%  11/1/31     5,500      5,801
  California GO 5.000%  11/1/31     1,700      1,835
  California GO 5.000%  11/1/31     7,000      7,611
  California GO 5.000%  12/1/31     3,195      3,476
  California GO 5.000%  12/1/31     1,000      1,022
  California GO 5.000%   3/1/32     4,180      4,484
  California GO 5.000%   4/1/32    12,805     13,971
  California GO 5.000%   4/1/32     2,585      2,820
  California GO 5.000%   4/1/32     2,445      2,590
  California GO 5.000%   5/1/32        50         50
  California GO 4.000%   8/1/32     8,250      8,232
  California GO 5.000%   8/1/32     2,340      2,349
  California GO 5.000%   8/1/32       250        252
  California GO 5.000%   8/1/32     1,035      1,049
  California GO 5.000%   8/1/32     1,295      1,322
1 California GO 5.250%   8/1/32    31,190     34,140
  California GO 5.250%   8/1/32     1,000      1,018
  California GO 4.000%   9/1/32    13,485     13,455
  California GO 4.000%   9/1/32     7,535      7,518
  California GO 4.000%   9/1/32       300        299
  California GO 5.000%   9/1/32     2,460      2,512
  California GO 5.000%   9/1/32     3,260      3,306
12

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California GO 5.000%   9/1/32     3,430      3,502
  California GO 5.000%   9/1/32     3,235      3,519
  California GO 5.000%   9/1/32     9,290     10,171
  California GO 5.000%   9/1/32     5,000      5,474
  California GO 3.000%  10/1/32       245        221
  California GO 5.000%  10/1/32     7,195      7,230
  California GO 5.000%  10/1/32    16,250     17,609
  California GO 5.000%  10/1/32     9,245     10,056
  California GO 5.000%  11/1/32     1,475      1,476
  California GO 5.000%  11/1/32     1,285      1,338
  California GO 5.000%  11/1/32    11,010     11,586
  California GO 5.000%  11/1/32       500        521
  California GO 5.000%  11/1/32        70         76
  California GO 5.000%   3/1/33     1,185      1,197
  California GO 5.000%   3/1/33     5,000      5,360
  California GO 5.000%   3/1/33     1,035      1,109
  California GO 5.000%   3/1/33     2,500      2,680
  California GO 5.000%   4/1/33     7,890      8,324
  California GO 5.000%   4/1/33     7,630      7,646
  California GO 5.000%   4/1/33     1,000      1,092
  California GO 5.000%   4/1/33     3,750      4,124
  California GO 4.000%   8/1/33       225        224
  California GO 5.000%   8/1/33     8,730      8,907
  California GO 5.000%   8/1/33     1,400      1,405
  California GO 5.000%   8/1/33    13,065     13,185
  California GO 5.000%   8/1/33     5,835      5,910
  California GO 5.000%   8/1/33     2,285      2,361
  California GO 3.000%   9/1/33     1,475      1,307
  California GO 3.375%   9/1/33       695        638
  California GO 4.000%   9/1/33       500        498
  California GO 4.000%   9/1/33       575        573
  California GO 5.000%   9/1/33     1,000      1,001
  California GO 5.000%   9/1/33     1,355      1,383
  California GO 5.000%   9/1/33     1,025      1,123
  California GO 5.000%   9/1/33     5,000      5,515
  California GO 5.000%  10/1/33     7,350      7,385
  California GO 5.000%  10/1/33     2,720      2,726
  California GO 5.000%  10/1/33     5,405      5,946
  California GO 4.000%  11/1/33     7,190      7,203
  California GO 5.000%  11/1/33       350        377
  California GO 4.000%   8/1/34       420        413
  California GO 5.000%   8/1/34     1,730      1,750
  California GO 5.000%   8/1/34    10,485     10,690
  California GO 4.000%   9/1/34     1,165      1,152
  California GO 4.000%   9/1/34       250        247
  California GO 5.000%   9/1/34     8,390      8,558
  California GO 5.000%   9/1/34     1,225      1,239
  California GO 5.000%   9/1/34     3,185      3,249
  California GO 5.000%   9/1/34     2,000      2,183
  California GO 5.000%   9/1/34     5,000      5,497
  California GO 3.000%  10/1/34     4,130      3,614
  California GO 4.000%  10/1/34     5,720      5,719
  California GO 4.000%  10/1/34     2,245      2,252
  California GO 4.000%  10/1/34     6,615      6,635
  California GO 4.000%  11/1/34     3,275      3,227
  California GO 4.000%  11/1/34     1,820      1,824
  California GO 5.000%  11/1/34     1,670      1,795
  California GO 5.000%  12/1/34     3,570      3,635
  California GO 5.000%  12/1/34    11,625     12,496
  California GO 5.000%   3/1/35    25,815     27,535
  California GO 5.000%   3/1/35     2,020      2,155
  California GO 3.125%   4/1/35         5          4
  California GO 5.000%   4/1/35    15,345     15,368
  California GO 5.000%   4/1/35     3,585      3,889
  California GO 5.000%   4/1/35     9,780     10,251
  California GO 3.500%   8/1/35       155        141
  California GO 5.000%   8/1/35       965        983
13

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California GO 5.000%   8/1/35     1,570      1,574
  California GO 5.000%   8/1/35     5,000      5,050
  California GO 5.000%   8/1/35     1,540      1,590
  California GO 3.000%   9/1/35       220        189
  California GO 4.000%   9/1/35     7,470      7,326
  California GO 4.000%   9/1/35       500        490
  California GO 4.000%   9/1/35     5,105      5,006
  California GO 5.000%   9/1/35     5,275      5,378
  California GO 5.000%   9/1/35     3,340      3,405
  California GO 5.000%   9/1/35     2,010      2,182
  California GO 5.000%   9/1/35     7,760      8,423
  California GO 5.000%   9/1/35     5,000      5,476
  California GO 3.000%  10/1/35     1,410      1,206
  California GO 5.000%  10/1/35     1,190      1,210
  California GO 5.000%  10/1/35     5,000      5,456
  California GO 4.000%  11/1/35     2,085      2,065
  California GO 5.000%  11/1/35     1,155      1,194
  California GO 3.750%  12/1/35        70         65
  California GO 5.000%  12/1/35    11,865     12,684
  California GO 4.000%   3/1/36     7,965      7,841
  California GO 5.000%   3/1/36     1,000      1,060
  California GO 5.000%   4/1/36     7,900      8,236
  California GO 5.000%   8/1/36     9,030      9,419
  California GO 5.000%   8/1/36     5,890      6,075
  California GO 3.000%   9/1/36       300        252
  California GO 4.000%   9/1/36       180        175
  California GO 4.000%   9/1/36       250        243
  California GO 5.000%   9/1/36       555        564
  California GO 5.000%   9/1/36     2,205      2,370
  California GO 5.000%   9/1/36     2,165      2,327
  California GO 5.000%   9/1/36     5,000      5,426
  California GO 3.000%  10/1/36       800        670
  California GO 4.000%  10/1/36     1,155      1,110
  California GO 4.000%  10/1/36     5,940      5,794
  California GO 5.000%  10/1/36     6,000      6,487
  California GO 5.000%  11/1/36     6,600      6,887
  California GO 5.000%  11/1/36     4,000      4,239
  California GO 5.000%  12/1/36     4,030      4,271
  California GO 5.000%   4/1/37    11,805     11,812
  California GO 5.000%   4/1/37     1,265      1,313
  California GO 5.000%   8/1/37     5,595      5,684
  California GO 4.000%   9/1/37       365        338
  California GO 4.000%   9/1/37       850        808
  California GO 5.000%   9/1/37     5,000      5,383
  California GO 3.000%  10/1/37     6,155      5,044
  California GO 3.750%  10/1/37        20         18
  California GO 4.000%  10/1/37     4,000      3,822
  California GO 5.000%  10/1/37       110        110
  California GO 5.000%  10/1/37     3,910      4,138
  California GO 5.000%  11/1/37    22,705     23,547
  California GO 5.000%  11/1/37     2,365      2,437
  California GO 4.000%   3/1/38     8,400      7,978
  California GO 5.000%   4/1/38     5,480      5,667
  California GO 5.000%   4/1/38       150        150
  California GO 4.000%   8/1/38       885        829
  California GO 5.000%   8/1/38     1,565      1,585
  California GO 5.000%   9/1/38     3,740      4,004
  California GO 5.000%   9/1/39     4,870      5,130
  California GO 4.000%  10/1/39     7,805      7,369
  California GO 4.000%  10/1/39     6,400      5,942
  California GO 5.000%  10/1/39     5,685      5,746
  California GO 5.000%  10/1/39     3,475      3,592
  California GO 5.000%  10/1/39     1,000      1,066
  California GO 5.000%  11/1/39    17,480     18,019
  California GO 4.000%   3/1/40     9,190      8,565
  California GO 5.000%   9/1/41     2,355      2,454
  California GO 4.000%  10/1/41     7,320      6,744
14

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California GO 5.000%  10/1/41    13,615     14,155
  California GO 4.000%  11/1/41       700        642
  California GO 5.000%   4/1/42    11,410     11,673
  California GO 5.000%   4/1/42    10,645     11,080
  California GO 4.000%   9/1/42     1,690      1,543
  California GO 5.000%   9/1/42    12,310     12,833
  California GO 5.000%   9/1/42     3,550      3,621
  California GO 5.000%  10/1/42    23,800     24,408
  California GO 5.000%  10/1/42    23,755     25,007
  California GO 5.000%  11/1/42     5,765      6,014
  California GO 4.000%   9/1/43     4,320      3,921
  California GO 5.000%   9/1/43     5,000      5,265
  California GO 2.250%  11/1/43       210        127
  California GO 4.875%  11/1/43       265        265
  California GO 4.500%  12/1/43       555        555
  California GO 4.500%  12/1/43       270        265
  California GO 5.000%  12/1/43     3,980      3,985
  California GO 5.000%  12/1/43     1,960      1,947
  California GO 5.000%   5/1/44     1,000        995
  California GO 4.000%  10/1/44     5,220      4,693
  California GO 4.000%  11/1/44       220        198
  California GO 5.000%   3/1/45     3,600      3,608
  California GO 3.250%   4/1/45     5,000      3,906
  California GO 5.000%   9/1/45    11,560     11,676
  California GO 5.000%  10/1/45     9,000      9,415
  California GO 5.250%  10/1/45    10,250     11,017
  California GO 4.000%  11/1/45    11,525     10,294
  California GO 4.000%   3/1/46     3,000      2,649
  California GO 4.000%   3/1/46     5,695      5,029
  California GO 3.000%   9/1/46       360        264
  California GO 5.000%   9/1/46       500        505
  California GO 2.375%  10/1/46     3,000      1,746
  California GO 5.000%   4/1/47     8,605      8,857
  California GO 5.250%   9/1/47    12,725     13,608
  California GO 5.000%  10/1/47     6,885      6,933
  California GO 5.000%  11/1/47    16,600     16,879
  California GO 5.000%   4/1/49     3,475      3,529
  California GO 3.000%  10/1/49     2,075      1,470
  California GO 2.500%   3/1/50     1,000        570
  California GO 4.000%   3/1/50     3,000      2,606
  California GO 4.000%  10/1/50     5,000      4,339
  California GO 5.250%  10/1/50    20,005     21,344
5 California GO 3.000%  11/1/50     4,000      2,834
  California GO 4.000%  11/1/50    11,900     10,361
  California GO 3.000%   4/1/52    10,815      7,559
  California GO 4.250%   9/1/52     4,485      4,069
  California GO 5.000%   9/1/52     2,620      2,686
  California GO, Prere. 5.000%  12/1/23       590        591
  California Infrastructure & Economic Development Bank College & University Revenue 5.000%  5/15/47     1,090      1,105
3 California Infrastructure & Economic Development Bank Highway Revenue, ETM 5.000%   7/1/25     1,455      1,488
9 California Infrastructure & Economic Development Bank Highway Revenue, Prere. 5.125%   7/1/26       110        114
  California Infrastructure & Economic Development Bank Intergovernmental Agreement Revenue 5.000%  10/1/47     5,000      5,184
  California Infrastructure & Economic Development Bank Intergovernmental Agreement Revenue 5.000%  10/1/52     5,000      5,156
  California Infrastructure & Economic Development Bank Lease (Abatement) Revenue 5.000%   8/1/44     1,500      1,523
  California Infrastructure & Economic Development Bank Miscellaneous Revenue, Prere. 5.000%  10/1/26     1,895      1,976
  California Infrastructure & Economic Development Bank Recreational Revenue 5.000%  11/1/29     3,695      3,950
  California Infrastructure & Economic Development Bank Recreational Revenue 5.000%  11/1/41     5,000      5,005
  California Infrastructure & Economic Development Bank Recreational Revenue 3.000%   7/1/50     1,000        653
  California Infrastructure & Economic Development Bank Water Revenue 5.000%  10/1/29       200        213
  California Infrastructure & Economic Development Bank Water Revenue 5.000%  10/1/35       200        210
  California Infrastructure & Economic Development Bank Water Revenue 5.000%  10/1/43     5,055      5,183
  California Municipal Finance Authority College & University Revenue 5.250%   6/1/53     2,500      2,448
  California Municipal Finance Authority College & University Revenue, Prere. 4.000%   1/1/28     9,950     10,154
  California Municipal Finance Authority College & University Revenue, Prere. 5.000%   1/1/28     3,575      3,786
  California Municipal Finance Authority Intergovernmental Agreement Revenue 5.000%   6/1/43     1,500      1,523
  California Municipal Finance Authority Intergovernmental Agreement Revenue 5.000%   6/1/48     5,000      5,045
  California Municipal Finance Authority Lease (Abatement) Revenue 5.000%   6/1/42       620        624
15

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California Municipal Finance Authority Lease (Abatement) Revenue 4.000%   6/1/47     1,185      1,003
5 California Municipal Finance Authority Local or Guaranteed Housing Revenue 4.000%  5/15/48     5,000      4,107
5 California Municipal Finance Authority Local or Guaranteed Housing Revenue 3.000%  5/15/54     2,400      1,548
1 California School Facilities Financing Authority Intergovernmental Agreement Revenue 0.000%   8/1/49    10,000      2,395
  California State Public Works Board Lease (Abatement) Revenue 5.000%   2/1/24     5,000      5,014
  California State Public Works Board Lease (Abatement) Revenue 5.000%   5/1/24     1,015      1,021
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/24     4,020      4,056
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/24     4,000      4,040
  California State Public Works Board Lease (Abatement) Revenue 5.000%   2/1/25     2,500      2,537
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/25     3,000      3,063
  California State Public Works Board Lease (Abatement) Revenue 5.000%  10/1/25       430        440
  California State Public Works Board Lease (Abatement) Revenue 5.000%   5/1/26       310        316
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/26     1,400      1,413
  California State Public Works Board Lease (Abatement) Revenue 5.000%  10/1/26     1,305      1,355
  California State Public Works Board Lease (Abatement) Revenue 5.000%   5/1/27       115        117
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/27       645        651
  California State Public Works Board Lease (Abatement) Revenue 5.000%   2/1/28     6,000      6,332
  California State Public Works Board Lease (Abatement) Revenue 5.000%   5/1/28       400        407
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/28     1,095      1,163
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/28       110        111
  California State Public Works Board Lease (Abatement) Revenue 5.000%  10/1/28     2,345      2,460
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/29     1,905      2,034
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/29       240        242
  California State Public Works Board Lease (Abatement) Revenue 5.000%  10/1/29       470        493
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/30     5,000      5,382
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/30    10,875     10,951
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/31     3,765      4,088
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/32     2,000      2,168
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/32     4,995      5,026
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/33     2,000      2,167
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/33     5,650      5,680
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/34     1,500      1,621
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/35        20         22
  California State Public Works Board Lease (Abatement) Revenue 5.000%   8/1/36        10         11
  California State Public Works Board Lease (Abatement) Revenue 5.000%   9/1/39    15,900     15,963
  California State Public Works Board Lease (Abatement) Revenue 4.000%   5/1/43    15,860     14,091
  California State Public Works Board Lease (Abatement) Revenue 4.000%   5/1/44     6,490      5,716
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Project) 5.000%  12/1/26     2,100      2,184
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Project) 5.000%  12/1/27     1,500      1,580
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.000%  12/1/23     4,900      4,904
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.000%  12/1/24     1,900      1,925
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.000%   5/1/25     1,000      1,018
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.000%  12/1/25     2,900      2,977
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.250%  11/1/27       110        110
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.250%  11/1/28       300        301
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.000%  12/1/28     1,160      1,237
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.000%  11/1/29       150        150
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 4.000%  11/1/31    10,000      9,927
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.500%  11/1/31     1,965      1,971
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 4.000%  11/1/32    15,000     14,799
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.000%  12/1/37     1,180      1,253
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 5.000%  11/1/38    23,860     23,910
  California State Public Works Board Lease (Abatement) Revenue (Various Capital Projects) 4.000%   5/1/46     3,965      3,433
  California State Public Works Board Lease (Abatement) Revenue, ETM 5.000%  10/1/25        25         26
  California State Public Works Board Lease (Abatement) Revenue, ETM 5.000%  10/1/26        85         88
  California State Public Works Board Lease (Abatement) Revenue, Prere. 5.000%  10/1/27       155        164
  California State Public Works Board Lease (Abatement) Revenue, Prere. 5.000%  10/1/27        30         32
  California State Public Works Board Lease (Appropriation) Revenue 5.000%   8/1/35     1,500      1,613
  California State Public Works Board Lease (Appropriation) Revenue 4.000%  11/1/46     2,000      1,729
  California State Public Works Board Lease (Appropriation) Revenue 5.000%  11/1/46     1,130      1,156
  California State Public Works Board Lease (Appropriation) Revenue (Various Capital Projects) 5.000%  11/1/46     3,000      3,069
  California State University College & University Revenue 5.000%  11/1/23       100        100
  California State University College & University Revenue 5.000%  11/1/23       100        100
  California State University College & University Revenue 5.000%  11/1/25     1,915      1,967
  California State University College & University Revenue 5.000%  11/1/26       170        175
  California State University College & University Revenue 5.000%  11/1/27     2,305      2,384
  California State University College & University Revenue 3.250%  11/1/28     1,815      1,722
16

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  California State University College & University Revenue 3.375%  11/1/29     4,055      3,841
  California State University College & University Revenue 5.000%  11/1/29        30         31
  California State University College & University Revenue 5.000%  11/1/30       300        310
  California State University College & University Revenue 5.000%  11/1/30     6,000      6,140
  California State University College & University Revenue 5.000%  11/1/31    13,590     13,880
  California State University College & University Revenue 5.000%  11/1/31     1,715      1,770
  California State University College & University Revenue 5.000%  11/1/32     4,560      4,653
  California State University College & University Revenue 5.000%  11/1/32     8,175      8,420
  California State University College & University Revenue 3.000%  11/1/33        25         22
  California State University College & University Revenue 4.000%  11/1/34       125        123
  California State University College & University Revenue 4.000%  11/1/34     8,585      8,416
  California State University College & University Revenue 5.000%  11/1/34       105        109
  California State University College & University Revenue 4.000%  11/1/35     2,150      2,089
  California State University College & University Revenue 5.000%  11/1/35       375        388
  California State University College & University Revenue 3.125%  11/1/36       810        678
  California State University College & University Revenue 5.000%  11/1/36     1,175      1,208
  California State University College & University Revenue 4.000%  11/1/37       375        347
  California State University College & University Revenue 5.000%  11/1/37       180        182
  California State University College & University Revenue 5.000%  11/1/37       110        113
  California State University College & University Revenue 4.000%  11/1/38     3,940      3,623
  California State University College & University Revenue 5.000%  11/1/38     3,285      3,319
  California State University College & University Revenue 5.000%  11/1/41     2,220      2,240
  California State University College & University Revenue 5.000%  11/1/42    10,210     10,313
  California State University College & University Revenue 4.000%  11/1/43     8,250      7,330
  California State University College & University Revenue 5.000%  11/1/43     2,160      2,171
  California State University College & University Revenue 5.000%  11/1/43     4,145      4,235
  California State University College & University Revenue 4.000%  11/1/45     2,500      2,201
  California State University College & University Revenue 5.000%  11/1/45        60         60
  California State University College & University Revenue 5.000%  11/1/47       675        677
  California State University College & University Revenue 5.000%  11/1/47     4,980      4,991
  California State University College & University Revenue 5.000%  11/1/48     2,500      2,537
  California State University College & University Revenue 5.250%  11/1/48     2,500      2,643
  California State University College & University Revenue 5.000%  11/1/49     1,750      1,785
  California State University College & University Revenue 5.250%  11/1/53     3,500      3,666
  California State University College & University Revenue PUT 0.550%  11/1/26     2,500      2,166
  California State University College & University Revenue PUT 3.125%  11/1/26     1,750      1,702
  California State University College & University Revenue, Prere. 5.000%  11/1/24       690        699
  California State University College & University Revenue, Prere. 5.000%  11/1/24       280        284
  California State University College & University Revenue, Prere. 5.000%  11/1/24       130        132
  California State University College & University Revenue, Prere. 5.000%  11/1/24       890        901
  California State University College & University Revenue, Prere. 5.000%  11/1/24       150        152
  California State University College & University Revenue, Prere. 5.000%  11/1/24       100        101
  California State University College & University Revenue, Prere. 5.000%  11/1/24     1,605      1,625
  California State University College & University Revenue, Prere. 5.000%  11/1/24    13,390     13,561
  California State University College & University Revenue, Prere. 5.000%  11/1/24     3,720      3,767
  California State University College & University Revenue, Prere. 5.000%  11/1/24     2,060      2,086
  California State University Local or Guaranteed Housing Revenue 4.000%  11/1/45     4,100      3,627
  California Statewide Communities Development Authority College & University Revenue 5.000%  5/15/42       405        377
5 California Statewide Communities Development Authority Local or Guaranteed Housing Revenue 3.000%  5/15/51     5,000      3,177
1 Centinela Valley Union High School District GO 4.000%   8/1/50       300        254
  Cerritos Community College District GO 4.000%   8/1/44     1,580      1,403
  Chabot-Las Positas Community College District GO 5.000%   8/1/24     1,000      1,010
  Chabot-Las Positas Community College District GO 4.000%   8/1/34     3,500      3,455
  Chabot-Las Positas Community College District GO 4.000%   8/1/35     1,000        979
  Chabot-Las Positas Community College District GO 4.000%   8/1/37       110        104
  Chabot-Las Positas Community College District GO 4.000%   8/1/47     2,820      2,454
4 Chabot-Las Positas Community College District GO 5.250%   8/1/48     3,960      4,153
  Chaffey Community College District GO 5.000%   6/1/48     1,650      1,679
  Chico Unified School District GO 4.000%   8/1/44     1,750      1,551
  Chino Basin Regional Financing Authority Lease Revenue 4.000%  11/1/25    13,350     13,420
1 Chino Valley Unified School District GO 3.375%   8/1/50     5,000      3,707
  Chino Valley Unified School District GO 5.000%   8/1/55    14,000     14,150
  Clovis Unified School District GO 4.000%   8/1/40        65         60
  Clovis Unified School District GO 5.000%   8/1/47     3,000      3,046
  Clovis Unified School District GO, Prere. 4.000%   8/1/25        65         65
  Coast Community College District GO 0.000%   8/1/41    10,210      3,991
  Coast Community College District GO, Prere. 5.000%  8/15/25     2,710      2,774
17

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Colton Joint Unified School District GO 0.000%   8/1/42       990        369
  Coronado Community Development Agency Successor Agency Tax Allocation Revenue 5.000%   9/1/33     1,430      1,455
1 Corona-Norco Unified School District GO 0.000%   8/1/39       675        296
  Corona-Norco Unified School District GO 4.000%   8/1/43     3,725      3,313
  Corona-Norco Unified School District GO 4.000%   8/1/49     2,385      2,057
  Cupertino Union School District GO 4.000%   8/1/40    11,090     10,302
  Cypress School District GO 0.000%   8/1/40       250        101
  Desert Community College District GO 4.000%   8/1/39     1,380      1,299
  Desert Community College District GO 4.000%   8/1/51     8,320      7,308
  Desert Sands Unified School District GO 4.000%   8/1/44     4,900      4,344
  Downey Unified School District GO 4.000%   8/1/52        10          9
  Dublin Unified School District GO 4.125%   8/1/49     2,000      1,848
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/27    15,000     15,333
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/29       350        358
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/29       100        105
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/30        90         92
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/30       130        137
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/31     7,370      7,522
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/34     3,560      3,737
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/35     1,100      1,119
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/37     7,930      8,048
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/42       520        531
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/44    11,980     12,347
  East Bay Municipal Utility District Water System Water Revenue 4.000%   6/1/45       120        107
  East Bay Municipal Utility District Water System Water Revenue 5.000%   6/1/45     2,205      2,245
  Eastern Municipal Water District Financing Authority Water Revenue 5.000%   7/1/47     4,560      4,606
  El Camino Community College District Foundation GO 0.000%   8/1/33       190        125
  El Camino Community College District Foundation GO 0.000%   8/1/34       215        135
  El Camino Community College District Foundation GO 0.000%   8/1/38       500        244
  El Monte Union High School District GO 0.000%   6/1/44     3,100      1,012
  El Monte Union High School District GO 0.000%   6/1/45     3,170        973
  El Monte Union High School District GO 0.000%   6/1/46     2,765        797
  Elk Grove Unified School District GO 4.000%   8/1/48     5,000      4,279
1 Folsom Cordova Unified School District GO 4.000%  10/1/44       235        209
3,7 Foothill-De Anza Community College District GO 0.000%   8/1/32     1,560      1,089
  Foothill-De Anza Community College District GO, Prere. 5.000%   8/1/24       390        394
  Foothill-Eastern Transportation Corridor Agency Highway Revenue 0.000%  1/15/33     1,000        642
  Foothill-Eastern Transportation Corridor Agency Highway Revenue 4.000%  1/15/43     5,000      4,254
  Foothill-Eastern Transportation Corridor Agency Highway Revenue 4.000%  1/15/46     8,180      6,847
  Foothill-Eastern Transportation Corridor Agency Highway Revenue 4.000%  1/15/46    21,500     17,996
  Foothill-Eastern Transportation Corridor Agency Highway Revenue 3.500%  1/15/53     7,480      5,342
1 Foothill-Eastern Transportation Corridor Agency Highway Revenue 3.500%  1/15/53     6,265      4,620
  Foothill-Eastern Transportation Corridor Agency Highway Revenue, ETM 0.000%   1/1/24     5,000      4,968
  Foothill-Eastern Transportation Corridor Agency Highway Revenue, ETM 0.000%   1/1/26       200        184
  Foothill-Eastern Transportation Corridor Agency Highway Revenue, ETM 0.000%   1/1/28     1,145        979
  Foothill-Eastern Transportation Corridor Agency Highway Revenue, Prere. 6.000%  1/15/24     2,595      2,607
  Foothill-Eastern Transportation Corridor Agency Highway Revenue, Prere. 6.000%  1/15/24    27,815     27,940
  Foothill-Eastern Transportation Corridor Agency Highway Revenue, Prere. 6.500%  1/15/24     5,000      5,026
  Foster City CA GO 2.250%   8/1/50     1,000        538
  Fremont Union High School District GO 4.000%   8/1/40       725        673
  Fremont Union High School District GO 4.000%   8/1/44    15,000     13,532
  Fremont Union High School District GO 5.000%   8/1/44     1,275      1,300
1 Fresno Joint Powers Financing Authority Lease (Abatement) Revenue (Master Lease Projects) 5.000%   4/1/31       420        438
  Fresno Unified School District GO 4.000%   8/1/41       550        506
5 Fresno Unified School District GO 3.000%   8/1/51     3,960      2,656
  Fresno Unified School District GO 4.000%   8/1/55     4,000      3,377
  Glendale CA Community College District GO 4.000%   8/1/46     7,400      6,482
  Glendale Community College District GO 0.000%   8/1/44     4,320      1,343
  Glendale Community College District GO 4.000%   8/1/50     8,295      7,095
  Grossmont-Cuyamaca Community College District GO 4.000%   8/1/47     3,595      3,144
  Hayward Area Recreation & Park District GO 4.000%   8/1/46     1,500      1,323
1 Hayward Unified School District GO 4.000%   8/1/42    10,920      9,735
1 Hayward Unified School District GO 4.000%   8/1/45     3,000      2,637
5 Hayward Unified School District GO 4.000%   8/1/46     2,005      1,748
5 Hayward Unified School District GO 4.000%   8/1/48     5,885      5,086
1 Hayward Unified School District GO 4.000%   8/1/50     6,245      5,342
  Hayward Unified School District GO, Prere. 5.000%   8/1/24       495        500
18

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
7 Huntington Beach Union High School District GO 0.000%   8/1/33     9,040      5,918
7 Huntington Beach Union High School District GO 0.000%   8/1/34     9,170      5,719
  Imperial Irrigation District Electric System Electric Power & Light Revenue 5.000%  11/1/46     1,145      1,153
1 Inland Valley Development Agency Tax Increment/Allocation Revenue 5.000%   9/1/44     5,000      4,849
  Irvine Facilities Financing Authority Lease (Abatement) Revenue (Gateway Preserve Land Acquisition Project) 5.250%   5/1/43     5,000      5,070
  Irvine Facilities Financing Authority Lease (Abatement) Revenue (Gateway Preserve Land Acquisition Project) 5.250%   5/1/48     5,000      5,056
  Irvine Facilities Financing Authority Lease (Abatement) Revenue (Gateway Preserve Land Acquisition Project) 4.250%   5/1/53    10,340      9,232
  Irvine Unified School District GO 2.250%   9/1/50     2,750      1,472
  Kern Community College District GO 3.000%   8/1/46     2,440      1,693
  Livermore Valley CA Joint Unified School District GO 4.000%   8/1/46        95         83
  Livermore Valley CA Joint Unified School District GO 4.000%   8/1/47    10,000      8,702
  Long Beach Unified School District GO 0.000%   8/1/39    10,780      4,718
  Long Beach Unified School District GO 4.000%   8/1/45       350        310
  Long Beach Unified School District GO 3.000%   8/1/47     5,950      4,140
  Los Angeles CA Community College District GO 5.000%   8/1/24       400        404
  Los Angeles CA Community College District GO 5.000%   8/1/24     1,600      1,616
  Los Angeles CA Community College District GO 4.000%   8/1/34     1,500      1,505
  Los Angeles CA Community College District GO 5.000%   8/1/36       100        103
  Los Angeles CA Community College District GO 5.000%   8/1/36        20         22
  Los Angeles CA Community College District GO 4.000%   8/1/37     1,000        953
  Los Angeles CA Community College District GO 4.000%   8/1/37     1,465      1,396
  Los Angeles CA Community College District GO 4.000%   8/1/38    14,900     14,099
  Los Angeles CA Community College District GO 5.000%   8/1/38     1,030      1,052
  Los Angeles CA Community College District GO 4.000%   8/1/39     1,530      1,440
  Los Angeles CA Community College District GO, Prere. 4.000%   8/1/24       325        326
  Los Angeles CA Community College District GO, Prere. 4.000%   8/1/24       215        216
  Los Angeles CA Community College District GO, Prere. 5.000%   8/1/24     1,800      1,818
  Los Angeles CA Community College District GO, Prere. 5.000%   8/1/24    10,705     10,815
  Los Angeles CA Community College District GO, Prere. 5.000%   8/1/24       370        374
  Los Angeles CA Community College District GO, Prere. 5.000%   8/1/24     1,195      1,207
  Los Angeles CA Community College District GO, Prere. 5.000%   8/1/24     3,470      3,506
  Los Angeles CA Community College District GO, Prere. 5.000%   8/1/24     5,410      5,465
  Los Angeles CA Community College District GO, Prere. 5.000%   8/1/24       685        692
  Los Angeles CA Unified School District COP 5.000%  10/1/31     2,000      2,169
  Los Angeles CA Unified School District COP 5.000%  10/1/32     2,000      2,174
  Los Angeles CA Unified School District COP 5.000%  10/1/33     2,000      2,178
  Los Angeles CA Unified School District COP 5.000%  10/1/34     2,000      2,154
  Los Angeles CA Unified School District COP 5.000%  10/1/35     1,310      1,398
  Los Angeles CA Unified School District COP 5.000%  10/1/36     1,500      1,582
  Los Angeles CA Unified School District COP 5.000%  10/1/37     1,000      1,044
  Los Angeles CA Unified School District COP 5.000%  10/1/38     1,000      1,036
  Los Angeles CA Unified School District GO 5.000%   7/1/24     3,550      3,579
  Los Angeles CA Unified School District GO 5.000%   7/1/24     1,380      1,391
  Los Angeles CA Unified School District GO 5.000%   7/1/24     4,250      4,285
  Los Angeles CA Unified School District GO 5.000%   7/1/24       400        403
  Los Angeles CA Unified School District GO 5.000%   7/1/24       200        202
  Los Angeles CA Unified School District GO 5.000%   7/1/24     2,700      2,722
  Los Angeles CA Unified School District GO 5.000%   7/1/24     1,070      1,079
  Los Angeles CA Unified School District GO 5.000%   7/1/24     5,000      5,041
  Los Angeles CA Unified School District GO 5.000%   7/1/25     1,175      1,200
  Los Angeles CA Unified School District GO 5.000%   7/1/25     1,145      1,169
  Los Angeles CA Unified School District GO 5.000%   7/1/25     1,700      1,712
  Los Angeles CA Unified School District GO 5.000%   7/1/25     5,000      5,104
  Los Angeles CA Unified School District GO 5.000%   7/1/26       145        148
  Los Angeles CA Unified School District GO 5.000%   7/1/26    11,155     11,557
  Los Angeles CA Unified School District GO 5.000%   7/1/26    20,000     20,139
  Los Angeles CA Unified School District GO 5.000%   7/1/26     3,620      3,750
  Los Angeles CA Unified School District GO 5.000%   7/1/26     2,550      2,642
  Los Angeles CA Unified School District GO 5.000%   7/1/26     1,470      1,523
  Los Angeles CA Unified School District GO 5.000%   7/1/27       755        782
  Los Angeles CA Unified School District GO 5.000%   7/1/27       275        277
  Los Angeles CA Unified School District GO 5.000%   7/1/28    27,620     27,781
  Los Angeles CA Unified School District GO 5.000%   7/1/28     2,805      2,911
  Los Angeles CA Unified School District GO 5.000%   7/1/29       370        378
  Los Angeles CA Unified School District GO 5.000%   7/1/29    11,350     11,406
  Los Angeles CA Unified School District GO 5.000%   7/1/29       225        243
  Los Angeles CA Unified School District GO 5.000%   7/1/30       550        588
19

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Los Angeles CA Unified School District GO 5.000%   7/1/30       345        356
  Los Angeles CA Unified School District GO 5.000%   7/1/30    15,000     15,073
  Los Angeles CA Unified School District GO 5.000%   7/1/30       400        421
  Los Angeles CA Unified School District GO 3.000%   7/1/31     2,860      2,597
  Los Angeles CA Unified School District GO 5.000%   7/1/31       930        998
  Los Angeles CA Unified School District GO 3.000%   7/1/32     1,095        975
  Los Angeles CA Unified School District GO 5.000%   7/1/32        40         43
  Los Angeles CA Unified School District GO 4.000%   7/1/33        20         20
  Los Angeles CA Unified School District GO 4.000%   7/1/33        50         50
  Los Angeles CA Unified School District GO 5.000%   7/1/33        15         16
4 Los Angeles CA Unified School District GO 5.000%   7/1/33     4,250      4,718
  Los Angeles CA Unified School District GO 3.000%   1/1/34       150        130
  Los Angeles CA Unified School District GO 4.000%   7/1/34     1,685      1,664
4 Los Angeles CA Unified School District GO 5.000%   7/1/34     5,000      5,550
  Los Angeles CA Unified School District GO 4.000%   7/1/35     2,000      1,976
  Los Angeles CA Unified School District GO 5.000%   7/1/35        15         16
4 Los Angeles CA Unified School District GO 5.000%   7/1/35     5,000      5,517
  Los Angeles CA Unified School District GO 5.000%   7/1/36     3,840      3,979
4 Los Angeles CA Unified School District GO 5.000%   7/1/36     2,000      2,184
  Los Angeles CA Unified School District GO 4.000%   7/1/37     2,000      1,909
  Los Angeles CA Unified School District GO 4.000%   7/1/37     5,000      4,772
  Los Angeles CA Unified School District GO 5.000%   7/1/37     2,855      2,939
4 Los Angeles CA Unified School District GO 5.000%   7/1/37     2,440      2,635
  Los Angeles CA Unified School District GO 4.000%   7/1/38     2,000      1,882
4 Los Angeles CA Unified School District GO 5.000%   7/1/38     2,000      2,138
  Los Angeles CA Unified School District GO 4.000%   7/1/39     2,200      2,050
  Los Angeles CA Unified School District GO 4.000%   7/1/39     4,075      3,796
4 Los Angeles CA Unified School District GO 5.000%   7/1/39     3,000      3,192
  Los Angeles CA Unified School District GO 4.000%   7/1/40     1,100      1,014
  Los Angeles CA Unified School District GO 5.000%   7/1/40     3,075      3,100
4 Los Angeles CA Unified School District GO 5.250%   7/1/40     3,000      3,239
4 Los Angeles CA Unified School District GO 5.000%   7/1/41     2,000      2,110
  Los Angeles CA Unified School District GO 5.250%   7/1/42    30,030     30,916
4 Los Angeles CA Unified School District GO 5.250%   7/1/42     3,000      3,219
4 Los Angeles CA Unified School District GO 5.000%   7/1/43     2,500      2,615
  Los Angeles CA Unified School District GO 4.000%   7/1/44     9,000      7,983
  Los Angeles CA Unified School District GO 2.625%   7/1/46     2,050      1,263
  Los Angeles CA Unified School District GO 5.250%   7/1/47     7,750      8,136
4 Los Angeles CA Unified School District GO 5.250%   7/1/48    12,000     12,636
  Los Angeles CA Wastewater System Sewer Revenue 5.000%   6/1/26       640        640
  Los Angeles CA Wastewater System Sewer Revenue 5.000%   6/1/35     1,415      1,415
  Los Angeles CA Wastewater System Sewer Revenue 5.000%   6/1/43     8,235      8,235
  Los Angeles CA Wastewater System Sewer Revenue 5.000%   6/1/45       250        251
  Los Angeles CA Wastewater System Sewer Revenue 5.000%   6/1/48     5,000      5,077
  Los Angeles CA Wastewater System Sewer Revenue 4.000%   6/1/52     4,975      4,318
  Los Angeles County Facilities Inc. Lease (Abatement) Revenue 5.000%  12/1/43     5,000      5,079
  Los Angeles County Facilities Inc. Lease (Abatement) Revenue 4.000%  12/1/48     4,000      3,486
  Los Angeles County Facilities Inc. Lease (Abatement) Revenue 5.000%  12/1/51    18,145     18,283
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/24     1,250      1,260
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/28       190        203
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/31     1,000      1,104
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/32     2,755      2,827
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/32     2,510      2,732
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/33     2,450      2,659
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/33     6,310      6,610
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/34     2,975      3,224
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/34    13,000     13,596
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 4.000%   6/1/35        30         30
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/35       820        884
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   7/1/35        70         74
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 4.000%   6/1/36    10,000      9,872
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 4.000%   6/1/36     1,445      1,430
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/36     1,050      1,123
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 4.000%   6/1/37       200        194
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/37     1,230      1,303
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   6/1/37     1,000      1,020
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 4.000%   6/1/38        50         48
20

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   7/1/38     1,250      1,289
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   7/1/38     1,065      1,099
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   7/1/40     5,675      5,830
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   7/1/42        50         51
  Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue 5.000%   7/1/44     9,815     10,061
  Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue 4.000%  12/1/40     2,085      1,914
  Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue 5.000%  12/1/44     3,175      3,245
  Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue 4.000%  12/1/46     7,000      6,168
  Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue 3.000%  12/1/50     4,000      2,684
  Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue 2.625%  12/1/51     2,700      1,582
  Los Angeles County Sanitation Districts Financing Authority Sewer Revenue 4.000%  10/1/42       640        564
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/26       130        134
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/31     1,000      1,079
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/32     4,055      4,398
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/33     1,160      1,248
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/34     4,680      5,029
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/35     4,560      4,870
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/38     1,155      1,164
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/38        35         37
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/39        60         62
  Los Angeles Department of Airports Port, Airport & Marina Revenue 4.000%  5/15/40     2,000      1,886
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/42     1,070      1,083
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/43     2,600      2,655
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/45     3,100      3,167
  Los Angeles Department of Airports Port, Airport & Marina Revenue 4.000%  5/15/48    15,255     13,386
  Los Angeles Department of Airports Port, Airport & Marina Revenue 4.000%  5/15/48        20         18
  Los Angeles Department of Airports Port, Airport & Marina Revenue 5.000%  5/15/49     2,000      2,012
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/26       960        996
4 Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/26     4,400      4,560
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/28       115        123
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/29       940      1,017
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/32     7,500      8,069
4 Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/32     3,000      3,334
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/38       375        399
4 Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/41     3,405      3,590
4 Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/42     1,800      1,888
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/43     7,470      7,761
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/43     6,720      6,969
4 Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/43     2,570      2,679
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/45     1,855      1,900
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/46     5,000      5,124
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/48     5,610      5,732
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/50     6,000      6,110
  Los Angeles Department of Water & Power Electric Power & Light Revenue 5.000%   7/1/51     6,095      6,209
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   1/1/24       220        220
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/25       100        101
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 4.000%   7/1/26     5,945      6,019
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/26       125        126
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/26     4,750      4,923
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/27       150        151
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/30     1,000      1,071
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/30     1,535      1,555
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/32       130        130
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/32        25         27
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/33     5,425      5,739
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/33        20         21
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/33     1,675      1,679
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/33     1,000      1,011
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/34     2,500      2,528
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/34       100        106
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/35     1,460      1,538
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/35       925        927
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/35     5,000      5,143
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/35       250        253
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/36        50         52
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/38     3,265      3,371
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/38       245        260
21

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/39     3,035      3,038
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/39     2,500      2,617
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/39     5,205      5,210
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/39       245        259
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/40       265        268
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/40     1,055      1,101
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/40     3,560      3,735
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/41     4,605      4,800
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/41     1,000      1,047
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/42    17,080     17,357
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/42     1,010      1,018
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/42     2,350      2,383
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/42     2,945      3,029
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/42     5,030      5,244
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/43     3,000      3,005
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/44     3,045      3,047
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/44     9,585      9,592
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/47     8,455      8,534
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/47     8,850      9,083
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/48     1,500      1,519
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.250%   7/1/49     7,105      7,305
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/51     6,700      6,833
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/51     7,000      7,139
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.000%   7/1/52     6,480      6,622
  Los Angeles Department of Water & Power System Electric Power & Light Revenue 5.250%   7/1/53     3,000      3,142
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/36     5,000      5,251
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/36        25         27
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/39     1,300      1,302
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/39        20         21
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/39     1,335      1,412
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/39        20         21
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/40     3,000      3,136
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/40     2,535      2,650
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/41       155        157
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/41     5,985      6,230
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/41     1,470      1,530
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/41     3,800      3,868
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/42        20         21
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/43     1,200      1,227
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/43    10,000     10,419
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/44     2,140      2,169
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/46     5,600      5,622
  Los Angeles Department of Water & Power Water System Water Revenue 4.000%   7/1/47     4,295      3,764
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/47    10,680     10,977
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/47     8,500      8,749
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/48    10,095     10,224
  Los Angeles Department of Water & Power Water System Water Revenue 4.000%   7/1/49     3,885      3,369
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/50     4,185      4,272
  Los Angeles Department of Water & Power Water System Water Revenue 5.000%   7/1/52    13,275     13,584
  Los Angeles Department of Water & Power Water System Water Revenue 5.250%   7/1/53     9,400      9,893
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 5.000%  11/1/24     2,655      2,693
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 5.000%  11/1/25       160        165
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 5.000%  11/1/27       675        700
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 5.000%  11/1/28       155        160
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 5.000%  11/1/29     1,945      2,005
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 5.000%  11/1/30     2,635      2,708
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 5.000%  11/1/31       425        436
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 4.000%  11/1/33     9,160      9,063
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 4.000%  11/1/34       130        126
  Los Angeles Municipal Improvement Corp. Lease (Abatement) Revenue 4.000%  11/1/35       900        859
  Los Rios Community College District GO 3.000%   8/1/24     1,250      1,237
  Los Rios Community College District GO 3.000%   8/1/25     1,500      1,472
7 Madera Unified School District GO 0.000%   8/1/31     3,475      2,457
  Metropolitan Water District of Southern California Water Revenue 5.000%   7/1/25     2,000      2,045
  Metropolitan Water District of Southern California Water Revenue 2.500%   7/1/26       440        416
  Metropolitan Water District of Southern California Water Revenue 2.500%   7/1/27       400        374
  Metropolitan Water District of Southern California Water Revenue 3.000%   7/1/28     9,500      9,185
22

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Metropolitan Water District of Southern California Water Revenue 5.000%   7/1/30       350        376
  Metropolitan Water District of Southern California Water Revenue 5.000%  10/1/31     1,000      1,110
  Metropolitan Water District of Southern California Water Revenue 5.000%   7/1/35       250        266
  Metropolitan Water District of Southern California Water Revenue 5.000%   7/1/38     4,000      4,236
  Metropolitan Water District of Southern California Water Revenue 5.000%   7/1/38     1,000      1,045
  Metropolitan Water District of Southern California Water Revenue 5.000%   7/1/39     7,515      7,941
  Metropolitan Water District of Southern California Water Revenue 5.000%  10/1/49     4,605      4,717
  Metropolitan Water District of Southern California Water Revenue, Prere. 5.000%   7/1/25    13,870     14,209
  Metropolitan Water District of Southern California Water Revenue, Prere. 5.000%   7/1/25       100        102
7 Moreno Valley Unified School District GO 0.000%   8/1/25     4,025      3,733
  Mount San Antonio Community College District GO 0.000%   8/1/45     5,670      1,827
  Mount San Antonio Community College District GO 4.000%   8/1/49     9,120      8,068
6 Mount San Antonio Community College District GO, 6.250% coupon rate effective 8/1/28 0.000%   8/1/43       150        130
  Mount San Jacinto Community College District GO 4.000%   8/1/43     8,430      7,578
1 Napa Valley Unified School District GO 4.000%   8/1/44     4,250      3,827
10 New Haven Unified School District GO 0.000%   8/1/33       325        211
10 New Haven Unified School District GO 0.000%   8/1/34       495        306
  Newport Mesa Unified School District GO 0.000%   8/1/34       300        189
  Newport Mesa Unified School District GO 0.000%   8/1/36       400        225
  Newport Mesa Unified School District GO 0.000%   8/1/45     1,000        314
  Norman Y Mineta San Jose International Airport SJC Port, Airport & Marina Revenue 5.000%   3/1/47       510        511
10 Norwalk-La Mirada Unified School District GO 0.000%   8/1/38       525        244
  Oakland CA GO 3.000%  1/15/50     4,225      2,872
5 Oakland Unified School District/Alameda County GO 4.000%   8/1/46     5,685      4,908
  Oakland Unified School District/Alameda County GO, Prere. 5.000%   8/1/25     2,620      2,681
1 Orange County CA Ocean View School District GO 2.375%   8/1/50     2,660      1,460
  Peninsula Corridor Joint Powers Board Measure RR Sales Tax Revenue 5.000%   6/1/51     1,400      1,422
  Peralta Community College District GO 4.000%   8/1/39     5,350      4,898
  Placentia-Yorba Linda Unified School District GO 0.000%   8/1/46     3,115        920
  Placentia-Yorba Linda Unified School District GO 0.000%   8/1/49       500        124
  Pleasant Valley School District/Ventura County GO 4.000%   8/1/46     7,480      6,563
  Pleasanton Unified School District GO 4.000%   8/1/52     3,000      2,577
  Port of Los Angeles Port, Airport & Marina Revenue 5.000%   8/1/26     1,050      1,091
  Port of Los Angeles Port, Airport & Marina Revenue 5.000%   8/1/44       375        370
  Poway Unified School District GO 0.000%   8/1/32       130         89
  Poway Unified School District GO 0.000%   8/1/33     2,145      1,404
  Poway Unified School District GO 0.000%   8/1/36     1,000        557
  Poway Unified School District GO 0.000%   8/1/40    10,650      4,580
  Poway Unified School District GO 0.000%   8/1/46     7,250      2,117
  Rio Hondo Community College District GO 0.000%   8/1/43     5,000      1,724
  Rio Hondo Community College District GO 0.000%   8/1/44     5,000      1,625
  Rio Hondo Community College District GO 0.000%   8/1/45     5,000      1,531
  Rio Hondo Community College District GO 0.000%   8/1/46     5,000      1,427
  Riverside CA Electric Power & Light Revenue 5.000%  10/1/37     1,040      1,088
  Riverside CA Sewer Revenue 5.000%   8/1/40       320        323
  Riverside Community College District GO 3.000%   8/1/37     2,010      1,603
  Riverside County Public Financing Authority Lease (Abatement) Revenue (Capital Facilities Project), Prere. 4.125%  11/1/25        30         30
  Riverside County Public Financing Authority Lease (Abatement) Revenue (Capital Facilities Project), Prere. 5.250%  11/1/25     2,535      2,614
  Riverside County Transportation Commission Highway Revenue 4.000%   6/1/38        20         18
  Riverside County Transportation Commission Highway Revenue 4.000%   6/1/39     2,575      2,299
  Riverside County Transportation Commission Highway Revenue 4.000%   6/1/40       555        489
  Riverside County Transportation Commission Highway Revenue 0.000%   6/1/41     2,500        934
  Riverside County Transportation Commission Highway Revenue 0.000%   6/1/43     2,595        848
  Riverside County Transportation Commission Highway Revenue 4.000%   6/1/46     1,925      1,622
  Riverside County Transportation Commission Highway Revenue 3.000%   6/1/49     6,500      4,211
  Riverside County Transportation Commission Sales Tax Revenue 5.000%   6/1/31     1,280      1,343
  Riverside County Transportation Commission Sales Tax Revenue 5.000%   6/1/32       145        152
  Riverside County Transportation Commission Sales Tax Revenue 4.000%   6/1/36     1,250      1,215
  Riverside Unified School District GO 4.000%   8/1/42     4,855      4,419
  Sacramento Area Flood Control Agency Special Assessment Revenue 5.000%  10/1/41     6,710      6,753
1 Sacramento CA City Unified School District GO 0.000%   7/1/30     4,515      3,442
  Sacramento CA City Unified School District GO 4.000%   5/1/47       570        483
5 Sacramento CA City Unified School District GO 5.500%   8/1/47     2,070      2,155
5 Sacramento CA City Unified School District GO 5.500%   8/1/52    11,305     11,745
  Sacramento CA Transient Occupancy Tax Hotel Occupancy Tax Revenue 5.000%   6/1/48     3,750      3,679
9 Sacramento City Financing Authority Lease (Abatement) Revenue (Master Lease Program) 5.250%  12/1/30       650        698
  Sacramento County CA Airport System Port, Airport & Marina Revenue 5.000%   7/1/41       385        387
23

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Sacramento County Sanitation Districts Financing Authority Intergovernmental Agreement Revenue 5.000%  12/1/32        75         84
  Sacramento County Sanitation Districts Financing Authority Sewer Revenue 5.000%  12/1/44    13,905     13,797
  Sacramento Municipal Utility District Electric Power & Light Revenue 5.000%  8/15/38     5,000      5,243
  Sacramento Municipal Utility District Electric Power & Light Revenue 5.000%  8/15/39     2,500      2,608
  Sacramento Municipal Utility District Electric Power & Light Revenue 5.000%  8/15/50     5,715      5,816
  Sacramento Municipal Utility District Electric Power & Light Revenue 5.000%  8/15/53        50         51
  Sacramento Transportation Authority Sales Tax Revenue 5.000%  10/1/32        55         62
  Sacramento Transportation Authority Sales Tax Revenue 5.000%  10/1/33       100        113
  Sacramento Transportation Authority Sales Tax Revenue 5.000%  10/1/36        60         66
1 San Bernardino City Unified School District GO 3.000%   8/1/44     6,500      4,477
  San Bernardino Community College District GO, Prere. 4.000%  8/16/27     7,110      7,249
  San Bernardino County CA (Arrowhead Project) COP 5.000%  10/1/25     1,255      1,287
  San Bernardino County CA (Arrowhead Project) COP 5.000%  10/1/27     1,265      1,336
  San Diego Association of Governments Appropriations Revenue 5.000% 11/15/24     1,000      1,000
  San Diego Association of Governments Appropriations Revenue 5.000% 11/15/24     6,905      6,982
  San Diego Association of Governments Appropriations Revenue 5.000% 11/15/25     4,780      4,885
  San Diego Association of Governments Appropriations Revenue 1.800% 11/15/27       355        355
  San Diego Association of Governments South Bay Expressway Highway Revenue 5.000%   7/1/38     1,335      1,349
  San Diego CA Unified School District GO 5.000%   7/1/24     1,360      1,373
  San Diego CA Unified School District GO 5.000%   7/1/24     1,955      1,973
  San Diego CA Unified School District GO 5.000%   7/1/25     4,800      4,912
  San Diego CA Unified School District GO 5.000%   7/1/26       200        203
  San Diego CA Unified School District GO 5.000%   7/1/28       165        168
  San Diego CA Unified School District GO 5.000%   7/1/28     3,800      4,065
1 San Diego CA Unified School District GO 5.250%   7/1/28       195        211
  San Diego CA Unified School District GO 4.000%   7/1/29     1,430      1,435
  San Diego CA Unified School District GO 0.000%   7/1/30       615        464
  San Diego CA Unified School District GO 0.000%   7/1/31       220        158
  San Diego CA Unified School District GO 0.000%   7/1/31     1,270        915
  San Diego CA Unified School District GO 0.000%   7/1/31     1,040        749
  San Diego CA Unified School District GO 4.000%   7/1/31        60         60
  San Diego CA Unified School District GO 4.000%   7/1/32       560        557
  San Diego CA Unified School District GO 4.000%   7/1/33       250        247
  San Diego CA Unified School District GO 0.000%   7/1/35       295        168
  San Diego CA Unified School District GO 0.000%   7/1/35     1,000        591
  San Diego CA Unified School District GO 0.000%   7/1/36     2,000      1,057
  San Diego CA Unified School District GO 0.000%   7/1/36       340        188
  San Diego CA Unified School District GO 0.000%   7/1/36       895        495
  San Diego CA Unified School District GO 0.000%   7/1/37     1,375        711
  San Diego CA Unified School District GO 0.000%   7/1/38       170         82
  San Diego CA Unified School District GO 0.000%   7/1/39     1,595        725
  San Diego CA Unified School District GO 0.000%   7/1/40     1,000        426
  San Diego CA Unified School District GO 5.000%   7/1/41     6,190      6,314
  San Diego CA Unified School District GO 3.125%   7/1/42     2,635      1,962
  San Diego CA Unified School District GO 0.000%   7/1/43     1,185        423
  San Diego CA Unified School District GO 0.000%   7/1/45       775        245
  San Diego CA Unified School District GO 2.000%   7/1/45     5,000      2,697
  San Diego CA Unified School District GO 2.250%   7/1/45       100         57
  San Diego CA Unified School District GO 4.000%   7/1/45       550        494
  San Diego CA Unified School District GO 5.000%   7/1/45     2,040      2,051
  San Diego CA Unified School District GO 4.000%   7/1/46     4,575      4,122
  San Diego CA Unified School District GO 0.000%   7/1/47     5,980      1,680
  San Diego CA Unified School District GO 4.000%   7/1/47     7,720      6,732
  San Diego CA Unified School District GO 5.000%   7/1/47     7,840      7,939
  San Diego CA Unified School District GO 3.250%   7/1/48    10,000      7,201
  San Diego CA Unified School District GO 5.000%   7/1/48    11,000     11,409
  San Diego CA Unified School District GO 0.000%   7/1/49       735        184
  San Diego CA Unified School District GO 3.000%   7/1/50     5,000      3,332
  San Diego CA Unified School District GO 4.250%   7/1/52     3,000      2,690
  San Diego CA Unified School District GO 4.000%   7/1/53    13,075     11,108
  San Diego CA Unified School District GO 4.000%   7/1/53     9,000      7,646
6 San Diego CA Unified School District GO, 5.250% coupon rate effective 7/1/32 0.000%   7/1/42       250        161
6 San Diego CA Unified School District GO, 5.375% coupon rate effective 7/1/32 0.000%   7/1/47     1,795      1,131
6 San Diego CA Unified School District GO, 6.625% coupon rate effective 7/1/30 0.000%   7/1/41    15,250     12,490
6 San Diego CA Unified School District GO, 6.625% coupon rate effective 7/1/30 0.000%   7/1/48     1,230        972
  San Diego CA Unified School District GO, ETM 0.000%   7/1/30       385        297
  San Diego Community College District GO 5.000%   8/1/27     4,225      4,394
24

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  San Diego Community College District GO 5.000%   8/1/28       200        208
  San Diego Community College District GO 3.000%   8/1/34        15         13
  San Diego Community College District GO, Prere. 4.000%   8/1/26       225        228
  San Diego Community College District GO, Prere. 5.000%   8/1/26     1,310      1,361
  San Diego Community College District GO, Prere. 5.000%   8/1/26       100        104
  San Diego Community College District GO, Prere. 5.000%   8/1/26     1,975      2,052
  San Diego County Regional Airport Authority Port, Airport & Marina Revenue 5.000%   7/1/42     1,735      1,751
  San Diego County Regional Airport Authority Port, Airport & Marina Revenue 5.000%   7/1/44       245        242
  San Diego County Regional Airport Authority Port, Airport & Marina Revenue 5.000%   7/1/47     1,735      1,737
  San Diego County Regional Airport Authority Port, Airport & Marina Revenue 5.000%   7/1/51        20         20
  San Diego County Regional Airport Authority Port, Airport & Marina Revenue 4.000%   7/1/56     5,000      4,128
  San Diego County Regional Airport Authority Port, Airport & Marina Revenue 5.000%   7/1/56     5,000      5,021
  San Diego County Regional Transportation Commission Sales Tax Revenue 5.000%   4/1/36       130        143
  San Diego County Regional Transportation Commission Sales Tax Revenue 5.000%   4/1/41       260        264
  San Diego County Regional Transportation Commission Sales Tax Revenue 5.000%   4/1/48    15,385     15,525
  San Diego County Regional Transportation Commission Sales Tax Revenue, Prere. 4.750%   4/1/24       465        467
  San Diego County Regional Transportation Commission Sales Tax Revenue, Prere. 5.000%   4/1/24       575        578
  San Diego County Water Authority Intergovernmental Agreement Revenue 5.000%   5/1/52     5,600      5,743
  San Diego County Water Authority Water Revenue 5.000%   5/1/28        70         75
  San Diego County Water Authority Water Revenue 5.000%   5/1/32        15         16
  San Diego County Water Authority Water Revenue 4.000%   5/1/34     1,075      1,084
  San Diego County Water Authority Water Revenue 4.000%   5/1/37        95         93
  San Diego Public Facilities Financing Authority Intergovernmental Agreement Revenue 5.000%   8/1/43     5,400      5,505
  San Diego Public Facilities Financing Authority Intergovernmental Agreement Revenue 5.000%  5/15/47     5,000      5,177
  San Diego Public Facilities Financing Authority Intergovernmental Agreement Revenue 5.250%   8/1/47     2,175      2,233
  San Diego Public Facilities Financing Authority Intergovernmental Agreement Revenue 5.250%   8/1/48     2,500      2,628
  San Diego Public Facilities Financing Authority Intergovernmental Agreement Revenue 5.000%  5/15/52     3,000      3,079
  San Diego Public Facilities Financing Authority Intergovernmental Agreement Revenue 4.000%   8/1/52     6,805      5,914
  San Diego Public Facilities Financing Authority Lease (Abatement) Revenue (Capital Improvement Projects) 4.000% 10/15/48     2,500      2,193
  San Diego Public Facilities Financing Authority Lease (Abatement) Revenue (Capital Improvement Projects) 4.000% 10/15/50        50         43
  San Diego Public Facilities Financing Authority Lease (Abatement) Revenue (Capital Improvement Projects) 5.250% 10/15/52     4,000      4,160
  San Diego Public Facilities Financing Authority Sewer Revenue 5.000%  5/15/27       505        523
  San Diego Public Facilities Financing Authority Sewer Revenue 5.000%  5/15/29       710        736
  San Diego Public Facilities Financing Authority Water Revenue 5.000%   8/1/24       100        101
  San Diego Public Facilities Financing Authority Water Revenue 5.000%   8/1/27       210        218
  San Diego Public Facilities Financing Authority Water Revenue 5.000%   8/1/28         5          5
  San Francisco Bay Area Rapid Transit District GO 4.000%   8/1/34     5,230      5,126
  San Francisco Bay Area Rapid Transit District GO 4.000%   8/1/34       500        497
  San Francisco Bay Area Rapid Transit District GO 4.000%   8/1/35     7,135      6,940
  San Francisco Bay Area Rapid Transit District GO 4.000%   8/1/37     1,500      1,456
  San Francisco Bay Area Rapid Transit District GO 3.000%   8/1/38     3,250      2,591
  San Francisco Bay Area Rapid Transit District GO 3.000%   8/1/42     5,180      3,949
  San Francisco Bay Area Rapid Transit District GO 4.000%   8/1/44     3,000      2,644
  San Francisco Bay Area Rapid Transit District GO 4.000%   8/1/45     8,585      7,502
  San Francisco Bay Area Rapid Transit District GO 5.000%   8/1/47    11,290     11,424
  San Francisco Bay Area Rapid Transit District GO 3.000%   8/1/50     1,000        677
5 San Francisco Bay Area Rapid Transit District GO 3.000%   8/1/50     6,315      4,310
  San Francisco Bay Area Rapid Transit District Sales Tax Revenue 3.000%   7/1/44     5,000      3,611
  San Francisco CA City & County COP 5.000%   4/1/28       500        512
  San Francisco CA City & County COP 4.000%   4/1/42     2,170      1,958
  San Francisco CA City & County COP 4.000%   4/1/45       415        366
  San Francisco CA City & County GO 5.000%  6/15/26     1,000      1,038
  San Francisco CA City & County GO 4.000%  6/15/28    18,080     18,081
  San Francisco CA City & County GO 5.000%  6/15/29     1,000      1,080
  San Francisco CA City & County GO 5.000%  6/15/30     3,065      3,348
  San Francisco CA City & County GO 5.000%  6/15/31     1,285      1,419
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/27       270        282
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/28       275        287
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/29     1,010      1,050
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/31     3,000      3,325
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/32     1,390      1,460
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/32     3,000      3,355
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/33     1,440      1,495
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/33     3,000      3,379
  San Francisco CA Public Utilities Commission Water Revenue 4.000%  11/1/34     7,000      6,856
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/34     7,635      7,993
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/34     3,000      3,362
25

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/35     1,275      1,319
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/35     3,000      3,330
  San Francisco CA Public Utilities Commission Water Revenue 4.000%  11/1/36     4,175      3,971
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/36     3,000      3,284
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/37     3,000      3,248
  San Francisco CA Public Utilities Commission Water Revenue 4.000%  11/1/39     1,805      1,687
  San Francisco CA Public Utilities Commission Water Revenue 4.000%  11/1/39     1,500      1,402
  San Francisco CA Public Utilities Commission Water Revenue 4.000%  11/1/40     1,000        927
  San Francisco CA Public Utilities Commission Water Revenue 4.000%  11/1/41     1,000        917
  San Francisco CA Public Utilities Commission Water Revenue 4.000%  11/1/50     5,260      4,533
  San Francisco CA Public Utilities Commission Water Revenue 5.000%  11/1/50     6,305      6,434
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/24       460        463
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/25     1,190      1,214
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/26     1,000      1,033
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/32        50         54
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/35     1,695      1,794
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/36     1,515      1,589
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/38     2,600      2,690
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/46       100        100
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/49     1,700      1,715
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue 5.000%   5/1/50    10,470     10,503
  San Francisco City & County Airport Commission-San Francisco International Airport Port, Airport & Marina Revenue, ETM 5.000%   5/1/24       160        161
  San Francisco City & County Public Utilities Commission Power Electric Power & Light Revenue 5.000%  11/1/53     4,000      4,090
  San Francisco City & County Public Utilities Commission Wastewater Sewer Revenue 1.000%  10/1/25    20,000     18,420
  San Francisco City & County Public Utilities Commission Wastewater Sewer Revenue 5.000%  10/1/35        15         17
  San Francisco City & County Public Utilities Commission Wastewater Sewer Revenue 4.000%  10/1/42     2,470      2,218
  San Francisco City & County Public Utilities Commission Wastewater Sewer Revenue 4.000%  10/1/43        55         49
  San Francisco City & County Public Utilities Commission Wastewater Sewer Revenue 5.000%  10/1/43        75         77
  San Francisco City & County Public Utilities Commission Wastewater Sewer Revenue 5.000%  10/1/45     1,000      1,031
  San Francisco City & County Public Utilities Commission Wastewater Sewer Revenue 4.000%  10/1/47     3,000      2,616
  San Francisco City & County Public Utilities Commission Wastewater Sewer Revenue PUT 4.000%  10/1/29     5,900      5,845
  San Francisco Community College District GO 4.000%  6/15/45       550        465
  San Francisco Municipal Transportation Agency Transit Revenue 4.000%   3/1/51    10,000      8,693
  San Joaquin County Transportation Authority Measure K Sales Tax Revenue 5.000%   3/1/41     3,000      3,050
7 San Joaquin Hills Transportation Corridor Agency Highway Revenue 0.000%  1/15/32       285        192
  San Joaquin Hills Transportation Corridor Agency Highway Revenue 5.000%  1/15/33        65         68
  San Joaquin Hills Transportation Corridor Agency Highway Revenue 4.000%  1/15/34       165        162
  San Joaquin Hills Transportation Corridor Agency Highway Revenue 5.250%  1/15/44    13,875     13,916
  San Joaquin Hills Transportation Corridor Agency Highway Revenue 4.000%  1/15/50       564        474
  San Joaquin Hills Transportation Corridor Agency Highway Revenue, ETM 0.000%   1/1/25       210        201
  San Joaquin Hills Transportation Corridor Agency Highway Revenue, ETM 0.000%   1/1/26     2,105      1,937
  San Joaquin Hills Transportation Corridor Agency Highway Revenue, ETM 0.000%   1/1/27       120        106
  San Joaquin Hills Transportation Corridor Agency Highway Revenue, ETM 0.000%   1/1/28       100         86
  San Joaquin Hills Transportation Corridor Agency Highway Revenue, Prere. 5.000%  1/15/25     2,585      2,626
  San Joaquin Hills Transportation Corridor Agency Highway Revenue, Prere. 5.000%  1/15/25       305        310
  San Joaquin Hills Transportation Corridor Agency Highway Revenue, Prere. 5.000%  1/15/25    20,000     20,318
  San Jose CA GO 5.000%   9/1/45    10,000     10,252
  San Jose CA GO 5.000%   9/1/47     7,360      7,528
  San Jose Evergreen Community College District GO, Prere. 4.125%   9/1/24    13,435     13,487
  San Jose Financing Authority Intergovernmental Agreement Revenue 5.000%  11/1/52    11,225     11,612
  San Jose Redevelopment Agency Successor Agency Tax Allocation Revenue 5.000%   8/1/35     4,800      4,982
  San Jose Unified School District GO, Prere. 4.000%   8/1/24       165        166
  San Juan Unified School District GO 4.000%   8/1/46     2,780      2,439
  San Marcos Unified School District GO 0.000%   8/1/51       100         23
  San Mateo County Community College District GO 5.000%   9/1/45     7,820      8,018
  San Mateo Foster City Public Financing Authority Lease (Non-Terminable) Revenue 5.000%   8/1/25     2,045      2,094
  San Mateo Foster City Public Financing Authority Sewer Revenue (Clean Water Program) 4.000%   8/1/44     1,125        990
26

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  San Mateo Foster City Public Financing Authority Sewer Revenue (Clean Water Program) 5.000%   8/1/49     9,000      9,195
  San Mateo Joint Powers Financing Authority Lease (Abatement) Revenue 3.000%  6/15/46    11,570      8,106
  San Mateo Joint Powers Financing Authority Lease (Abatement) Revenue 2.500%  6/15/55     1,000        546
  San Mateo Joint Powers Financing Authority Lease (Abatement) Revenue (Capital Projects) 5.000%  7/15/43     5,000      5,120
  San Mateo Joint Powers Financing Authority Lease (Abatement) Revenue (Capital Projects) 4.000%  7/15/52     3,015      2,600
  San Mateo Union High School District GO 4.000%   9/1/34       800        803
1 Sanger Unified School District COP (Capital Projects) 5.000%   6/1/49     1,000        989
1 Sanger Unified School District COP (Capital Projects) 5.000%   6/1/52     1,000      1,000
  Santa Barbara Secondary High School District GO 0.000%   8/1/36       200        106
  Santa Barbara Secondary High School District GO 0.000%   8/1/40       565        235
  Santa Clara County CA GO 4.000%   8/1/37    10,000      9,527
  Santa Clara County CA GO 3.250%   8/1/39       645        523
  Santa Clara Valley Transportation Authority Sales Tax Revenue 5.000%   4/1/28       105        112
  Santa Clara Valley Transportation Authority Sales Tax Revenue 5.000%   4/1/34        25         28
  Santa Clara Valley Transportation Authority Sales Tax Revenue 5.000%   4/1/35       150        167
  Santa Clara Valley Transportation Authority Sales Tax Revenue 5.000%   4/1/36        25         27
  Santa Clara Valley Water District Water Revenue 5.000%   6/1/46     1,085      1,092
  Santa Monica Community College District GO 5.000%   8/1/43     1,500      1,539
  Santa Monica Community College District GO 4.000%   8/1/47     3,000      2,636
  Santa Rosa High School District GO 5.000%   8/1/53     8,285      8,385
1 Selma Unified School District GO 3.000%   8/1/49     2,100      1,380
  South San Francisco Unified School District GO 4.000%   9/1/48        30         26
  Southern California Public Power Authority Electric Power & Light Revenue 5.000%   7/1/24       295        298
  Southern California Public Power Authority Electric Power & Light Revenue 5.000%   7/1/48     7,510      7,765
  Southern California Public Power Authority Electric Power & Light Revenue 5.250%   7/1/53     5,000      5,238
  Southern California Water Replenishment District Intergovernmental Agreement Revenue 5.000%   8/1/41     5,025      5,063
  Southwestern Community College District GO 0.000%   8/1/46       320         93
5 Southwestern Community College District GO 2.500%   8/1/46     1,000        603
  Southwestern Community College District GO 4.000%   8/1/47    12,095     10,594
  Sunnyvale Financing Authority Lease (Abatement) Revenue (Civic Center Project) 4.000%   4/1/45     1,740      1,545
  Sunnyvale Financing Authority Lease (Abatement) Revenue (Civic Center Project) 4.000%   4/1/50     4,760      4,120
  Sunnyvale Financing Authority Lease (Abatement) Revenue (Green Bond-Civic Center Project) 2.500%   4/1/52     1,000        565
  Sweetwater Union High School District GO 4.000%   8/1/42     9,000      8,021
  Torrance Unified School District GO 0.000%   8/1/34     4,300      2,376
  Turlock Irrigation District Electric Power & Light Revenue 5.000%   1/1/41       210        214
1 Twin Rivers Unified School District GO 0.000%   8/1/41        80         31
  University of California College & University Revenue 5.000%  5/15/24    10,575     10,653
  University of California College & University Revenue 5.000%  5/15/25       100        102
  University of California College & University Revenue 5.000%  5/15/26    10,920     11,311
  University of California College & University Revenue 5.000%  5/15/27     9,990     10,506
  University of California College & University Revenue 5.000%  5/15/28       105        107
  University of California College & University Revenue 5.000%  5/15/29     7,885      8,511
  University of California College & University Revenue 5.000%  5/15/30    26,070     28,356
  University of California College & University Revenue 5.000%  5/15/31     2,500      2,744
  University of California College & University Revenue 5.000%  5/15/32        10         11
  University of California College & University Revenue 5.000%  5/15/32     2,500      2,759
  University of California College & University Revenue 5.000%  5/15/32     3,000      3,325
  University of California College & University Revenue 4.000%  5/15/33        20         20
  University of California College & University Revenue 5.000%  5/15/33     1,700      1,799
  University of California College & University Revenue 5.000%  5/15/33     2,500      2,796
  University of California College & University Revenue 5.000%  5/15/33        75         81
  University of California College & University Revenue 4.000%  5/15/34     3,500      3,431
  University of California College & University Revenue 5.000%  5/15/34     1,385      1,461
  University of California College & University Revenue 5.000%  5/15/34        20         22
  University of California College & University Revenue 5.000%  5/15/35       145        152
  University of California College & University Revenue 5.000%  5/15/35        50         54
  University of California College & University Revenue 5.000%  5/15/35        25         27
  University of California College & University Revenue 5.000%  5/15/35    16,345     18,146
  University of California College & University Revenue 5.000%  5/15/35        50         56
  University of California College & University Revenue 5.000%  5/15/36     3,875      3,995
  University of California College & University Revenue 5.000%  5/15/36        45         47
  University of California College & University Revenue 5.000%  5/15/36        85         92
  University of California College & University Revenue 5.000%  5/15/36     3,140      3,451
  University of California College & University Revenue 5.000%  5/15/37     5,025      5,455
  University of California College & University Revenue 5.000%  5/15/38     8,060      8,151
  University of California College & University Revenue 5.000%  5/15/39     1,255      1,317
  University of California College & University Revenue 5.000%  5/15/39     1,000      1,060
27

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  University of California College & University Revenue 5.000%  5/15/39     1,115      1,195
  University of California College & University Revenue 4.000%  5/15/40     2,500      2,292
  University of California College & University Revenue 5.500%  5/15/40     5,000      5,513
  University of California College & University Revenue 5.000%  5/15/41     4,760      4,790
  University of California College & University Revenue 5.000%  5/15/41     2,385      2,489
  University of California College & University Revenue 5.000%  5/15/41     3,000      3,178
  University of California College & University Revenue 5.000%  5/15/42     1,000      1,039
  University of California College & University Revenue 5.000%  5/15/42     1,000      1,041
  University of California College & University Revenue 5.000%  5/15/42     5,000      5,270
  University of California College & University Revenue 5.000%  5/15/43    19,005     19,412
  University of California College & University Revenue 5.000%  5/15/43     5,400      5,603
  University of California College & University Revenue 5.000%  5/15/43     5,045      5,306
  University of California College & University Revenue 5.000%  5/15/44    19,345     19,358
  University of California College & University Revenue 5.250%  5/15/44     3,520      3,527
  University of California College & University Revenue 4.000%  5/15/46     2,015      1,793
  University of California College & University Revenue 5.000%  5/15/46    17,865     17,890
  University of California College & University Revenue 4.000%  5/15/47    11,225      9,943
  University of California College & University Revenue 5.000%  5/15/47       475        479
  University of California College & University Revenue 5.250%  5/15/47     4,080      4,161
  University of California College & University Revenue 4.000%  5/15/48     6,300      5,560
  University of California College & University Revenue 5.000%  5/15/48     9,335      9,448
  University of California College & University Revenue 2.500%  5/15/50     3,000      1,702
  University of California College & University Revenue 4.000%  5/15/50     1,500      1,313
  University of California College & University Revenue 4.000%  5/15/51    10,000      8,716
  University of California College & University Revenue 5.000%  5/15/52     4,985      5,126
  University of California College & University Revenue 5.250%  5/15/58       725        742
  University of California College & University Revenue (Limited Project) 5.000%  5/15/25       565        577
  University of California College & University Revenue (Limited Project) 5.000%  5/15/27       120        122
  University of California College & University Revenue (Limited Project) 5.000%  5/15/29       670        679
  University of California College & University Revenue (Limited Project) 5.000%  5/15/32     1,000      1,013
  University of California College & University Revenue (Limited Project) 5.000%  5/15/32       100        104
  University of California College & University Revenue (Limited Project) 5.000%  5/15/34        25         27
  University of California College & University Revenue (Limited Project) 5.000%  5/15/35     4,420      4,514
  University of California College & University Revenue (Limited Project) 4.000%  5/15/36       875        832
  University of California College & University Revenue (Limited Project) 4.000%  5/15/36        15         15
  University of California College & University Revenue (Limited Project) 5.000%  5/15/40     1,150      1,151
  University of California College & University Revenue (Limited Project) 5.000%  5/15/42    25,695     25,982
  University of California College & University Revenue (Limited Project) 4.000%  5/15/46     1,350      1,193
  University of California College & University Revenue (Limited Project) 4.000%  5/15/47    10,720      9,434
  University of California College & University Revenue (Limited Project) 5.000%  5/15/47    26,170     26,300
  University of California College & University Revenue (Limited Project) 4.000%  5/15/48     7,460      6,529
  University of California College & University Revenue (Limited Project) 5.000%  5/15/48     4,255      4,300
  University of California College & University Revenue (Limited Project) 3.000%  5/15/51     4,000      2,641
  University of California College & University Revenue (Limited Project) 4.000%  5/15/51     2,095      1,807
  University of California College & University Revenue (Limited Project) 5.000%  5/15/58     5,050      5,101
  University of California College & University Revenue, Prere. 5.000%  5/15/29     7,600      8,204
  Upland Unified School District GO 0.000%   8/1/50       100         23
  Upper Santa Clara Valley Joint Powers Authority Intergovernmental Agreement Revenue 4.000%   8/1/45     2,635      2,324
1 Val Verde Unified School District GO 4.000%   8/1/46     1,040        902
1 Val Verde Unified School District GO 4.000%   8/1/51     1,725      1,479
  Ventura County Community College District GO 3.125%   8/1/31       435        404
  Vernon CA Electric System Electric Power & Light Revenue 5.000%  10/1/27       160        160
  Vernon CA Electric System Electric Power & Light Revenue 5.000%   4/1/28     1,635      1,637
7 West Contra Costa Unified School District GO 0.000%   8/1/34     1,000        608
1 West Contra Costa Unified School District GO 3.000%   8/1/51     4,890      3,206
  West Valley-Mission Community College District GO 4.000%   8/1/40       100         92
  Westside Union School District GO 0.000%   8/1/40       355        147
  Westside Union School District GO 0.000%   8/1/45       265         82
1 William S Hart Union High School District GO 0.000%   9/1/28     1,385      1,128
  William S Hart Union High School District GO 0.000%   8/1/33       850        555
1 William S Hart Union High School District GO 0.000%   8/1/35     1,455        860
6 Yosemite Community College District GO, 6.550% coupon rate effective 8/1/32 0.000%   8/1/42     1,180        815
  Yosemite Community College District GO, Prere. 5.000%   8/1/25       220        225
  Yosemite Community College District GO, Prere. 5.000%   8/1/25     1,100      1,127
                                 5,097,060
28

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Colorado (1.4%)
  Adams & Arapahoe Joint School District 28J Aurora GO 5.000%  12/1/24     2,550      2,584
  Adams & Arapahoe Joint School District 28J Aurora GO 5.000%  12/1/30     7,650      7,894
  Adams & Arapahoe Joint School District 28J Aurora GO 5.000%  12/1/31       100        103
  Adams & Weld Counties CO School District No. 27J Brighton GO 5.000%  12/1/40     8,675      8,758
  Adams 12 Five Star Schools GO 5.000% 12/15/32     3,050      3,140
  Adams 12 Five Star Schools GO 5.000% 12/15/33     4,000      4,111
  Adams 12 Five Star Schools GO 5.000% 12/15/34     1,000      1,027
  Adams 12 Five Star Schools GO, Prere. 5.000% 12/15/26       300        312
  Adams 12 Five Star Schools GO, Prere. 5.000% 12/15/26     5,000      5,208
  Adams County CO COP 4.000%  12/1/45    12,930     10,954
  Arapahoe County School District No. 5 Cherry Creek GO 5.000% 12/15/31     3,085      3,156
  Aurora CO Water Revenue, Prere. 5.000%   8/1/26     1,065      1,101
  Aurora CO Water Revenue, Prere. 5.000%   8/1/26     3,490      3,607
  Aurora CO Water Revenue, Prere. 5.000%   8/1/26     2,670      2,760
  Board of Governors of Colorado State University System College & University Revenue 4.000%   3/1/35     2,775      2,650
  Board of Governors of Colorado State University System College & University Revenue 4.000%   3/1/38     1,375      1,250
  Board of Governors of Colorado State University System College & University Revenue 5.000%   3/1/43    20,000     20,907
  Board of Governors of Colorado State University System College & University Revenue 4.000%   3/1/49     9,000      7,540
  Board of Governors of Colorado State University System College & University Revenue 4.125%   3/1/55     8,155      6,852
  Board of Governors of Colorado State University System College & University Revenue, Prere. 5.000%   3/1/25    11,175     11,321
  Board of Water Commissioners City & County of Denver Water Revenue 5.000% 12/15/52    15,000     15,196
  City & County of Denver CO Airport System Revenue Port, Airport & Marina Revenue 4.000% 11/15/43       745        662
5 City & County of Denver CO Dedicated Excise Tax Sales Tax Revenue 4.000%   8/1/46     4,465      3,760
  Colorado COP 5.000% 12/15/30     3,760      3,937
  Colorado COP 5.000% 12/15/31     3,220      3,415
  Colorado COP 5.000% 12/15/31        25         26
  Colorado COP 5.000% 12/15/32        45         47
  Colorado COP 5.000% 12/15/33        15         16
  Colorado COP 4.000% 12/15/34        75         74
  Colorado COP 4.000% 12/15/35     5,805      5,570
  Colorado COP 4.000% 12/15/35     6,025      5,781
  Colorado COP 3.000% 12/15/36       125         99
  Colorado COP 4.000% 12/15/36     8,705      8,186
  Colorado COP 4.000% 12/15/37       310        286
  Colorado COP 4.000% 12/15/38       840        765
  Colorado COP 4.000% 12/15/38     6,000      5,465
  Colorado COP 6.000% 12/15/38     2,110      2,372
  Colorado COP 6.000% 12/15/39     5,000      5,596
  Colorado COP 4.000% 12/15/40     3,640      3,218
  Colorado COP 6.000% 12/15/40     5,000      5,574
  Colorado COP 6.000% 12/15/41     2,860      3,179
  Colorado COP 5.250%  3/15/42     5,945      6,053
  Colorado COP 4.000%  3/15/45     5,255      4,455
  Colorado COP 4.000%  3/15/46     7,000      5,881
  Colorado Educational & Cultural Facilities Authority College & University Revenue (University of Denver Project) 4.000%   3/1/35       785        723
  Colorado Educational & Cultural Facilities Authority College & University Revenue (University of Denver Project) 5.000%   3/1/47     1,060      1,029
  Colorado High Performance Transportation Enterprise Highway Revenue 5.000% 12/31/47       435        400
  Colorado High Performance Transportation Enterprise Highway Revenue 5.000% 12/31/51     9,250      8,407
4 Colorado School of Mines College & University Revenue 5.250%  12/1/48     3,000      3,042
4 Colorado School of Mines College & University Revenue 5.250%  12/1/53     3,000      3,025
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/31       610        656
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/31       540        581
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/32       565        608
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/32       655        704
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/33       720        773
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/33       500        537
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/34       500        534
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/35       500        531
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.000% 11/15/35       500        531
  Colorado Springs CO Utilities System Multiple Utility Revenue 4.000% 11/15/46     6,630      5,677
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.250% 11/15/48     2,500      2,587
  Colorado Springs CO Utilities System Multiple Utility Revenue 4.000% 11/15/50    10,200      8,538
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.250% 11/15/52    11,000     11,302
  Colorado Springs CO Utilities System Multiple Utility Revenue 5.250% 11/15/53     2,935      3,020
  Colorado Springs CO Utilities System Multiple Utility Water Revenue 5.000% 11/15/25     1,100      1,126
  Denver Board of Water Commissioners City & County Water Revenue 4.000%  9/15/42     1,000        871
29

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Denver City & County CO Airport System Port, Airport & Marina Revenue 5.000% 11/15/25     4,230      4,322
  Denver City & County School District No. 1 GO 5.000%  12/1/24       225        228
  Denver City & County School District No. 1 GO 4.000%  12/1/26     1,995      1,999
  Denver City & County School District No. 1 GO 4.000%  12/1/31     5,770      5,695
  Denver City & County School District No. 1 GO 5.000%  12/1/37     1,435      1,463
  Denver City & County School District No. 1 GO 4.000%  12/1/41       200        178
  Denver City & County School District No. 1 GO 5.000%  12/1/45        90         92
  Denver CO City & County (Colorado Convention Center Expansion Project) COP 4.000%   6/1/48    13,420     11,162
  Denver CO City & County Airport System Port, Airport & Marina Revenue 5.000% 11/15/25       820        838
  Denver CO City & County Airport System Port, Airport & Marina Revenue 5.250% 11/15/31     4,500      4,500
  Denver CO City & County Airport System Port, Airport & Marina Revenue 5.000% 11/15/43    10,000      9,860
  Denver CO City & County GO 5.000%   8/1/27     3,525      3,698
  Denver CO City & County GO 5.000%   8/1/30     1,030      1,114
  Denver CO City & County Hotel Occupancy Tax Revenue 0.000%   8/1/35     3,500      1,904
  Denver CO City & County Hotel Occupancy Tax Revenue 0.000%   8/1/36     3,000      1,524
  Denver CO City & County Hotel Occupancy Tax Revenue 0.000%   8/1/37     3,000      1,418
  Denver CO City & County Hotel Occupancy Tax Revenue 0.000%   8/1/38     5,500      2,423
  Denver CO City & County Hotel Occupancy Tax Revenue 0.000%   8/1/39     2,500      1,032
  Denver CO City & County Hotel Occupancy Tax Revenue 4.000%   8/1/51    10,000      8,175
  Denver CO City & County Sales Tax Revenue 5.000%   8/1/44       540        526
  Denver CO City & County Sales Tax Revenue 4.000%   8/1/46    12,560     10,494
7 E-470 Public Highway Authority Highway Revenue 0.000%   9/1/25     2,355      2,177
  E-470 Public Highway Authority Highway Revenue 5.000%   9/1/26     1,195      1,231
7 E-470 Public Highway Authority Highway Revenue 0.000%   9/1/29     4,355      3,394
7 E-470 Public Highway Authority Highway Revenue 0.000%   9/1/30       785        584
  E-470 Public Highway Authority Highway Revenue 0.000%   9/1/35       235        134
7 E-470 Public Highway Authority Highway Revenue 0.000%   9/1/35     1,000        559
7 E-470 Public Highway Authority Highway Revenue 0.000%   9/1/37       350        175
  E-470 Public Highway Authority Highway Revenue 0.000%   9/1/37     5,000      2,479
  E-470 Public Highway Authority Highway Revenue 0.000%   9/1/40       600        245
  E-470 Public Highway Authority Highway Revenue 5.000%   9/1/40     2,800      2,808
8 E-470 Public Highway Authority Highway Revenue, 67% of SOFR + 0.350% 3.908%   9/1/39       600        597
7 E-470 Public Highway Authority Miscellaneous Revenue 0.000%   9/1/34     1,525        930
5 Ebert Metropolitan District GO 4.000%  12/1/48     9,955      8,061
  El Paso County School District No. 12 Cheyenne Mountain GO, Prere. 5.000%  9/15/24     1,145      1,156
  El Paso County School District No. 20 Academy GO 4.000% 12/15/40       200        179
  Jefferson County School District R-1 GO 5.000% 12/15/35         5          5
  Jefferson County School District R-1 GO 5.000% 12/15/38     3,250      3,346
  Larimer County School District No. R-1 Poudre GO 5.000% 12/15/31     1,025      1,077
  Parker CO Water & Sanitation District Water Revenue 5.000%  11/1/42     1,115      1,132
  Regional Transportation District COP 4.000%   6/1/40       500        428
  Regional Transportation District Sales Tax Revenue 5.000%  11/1/33     2,000      2,073
  Regional Transportation District Sales Tax Revenue 5.000%  11/1/34       230        238
  Regional Transportation District Sales Tax Revenue 4.000%  7/15/36        75         69
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 5.000%  11/1/27     1,800      1,888
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 5.000%  11/1/27     1,900      1,993
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 5.000%  11/1/28     2,550      2,707
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 5.000%  11/1/28     2,000      2,123
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 5.000%  11/1/29       195        209
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 5.000%  11/1/31     3,000      3,251
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 4.250%  11/1/36       660        643
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 5.000%  11/1/37     3,000      3,197
  Regional Transportation District Sales Tax Revenue (Fastracks Project) 5.000%  11/1/46    14,555     14,667
  University of Colorado College & University Revenue 4.000%   6/1/43     3,050      2,686
  University of Colorado College & University Revenue, Prere. 5.000%   6/1/24       165        166
  University of Colorado College & University Revenue, Prere. 4.000%   6/1/28     1,000      1,017
  University of Colorado College & University Revenue, Prere. 4.000%   6/1/28       250        254
  Weld County School District No. 6 Greeley GO 5.000%  12/1/44    17,315     17,621
  Weld County School District No. 6 Greeley GO 4.000%  12/1/45     5,000      4,303
  Weld County School District No. RE-2 Eaton GO 5.000%  12/1/44     1,970      1,998
  Weld County School District No. RE-4 GO 5.250%  12/1/41     5,000      5,089
                                   419,584
Connecticut (1.9%)
  Connecticut Clean Water Fund - State Revolving Fund Lease Revenue 5.000%   3/1/29     1,000      1,016
  Connecticut GO 3.000%  1/15/24     8,100      8,077
  Connecticut GO 5.000%  1/15/24     3,190      3,197
  Connecticut GO 5.000%  3/15/24     5,780      5,805
30

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Connecticut GO 5.000%  4/15/24     1,080      1,086
  Connecticut GO 5.000%  5/15/24     6,125      6,163
  Connecticut GO 4.000%  6/15/24       220        220
  Connecticut GO 5.000%  7/15/24     1,485      1,497
  Connecticut GO 5.000%  7/15/24     3,450      3,477
  Connecticut GO 5.000%   8/1/24     1,400      1,412
  Connecticut GO 5.000%  9/15/24     2,435      2,459
  Connecticut GO 5.000% 11/15/24     7,600      7,688
  Connecticut GO 5.000%  4/15/25     5,380      5,468
  Connecticut GO 5.000%  4/15/25     1,750      1,778
  Connecticut GO 5.000%  6/15/25     2,670      2,718
  Connecticut GO 5.000%   8/1/25     1,000      1,017
  Connecticut GO 5.000%  9/15/25     3,730      3,809
  Connecticut GO 5.000% 10/15/25     5,160      5,273
  Connecticut GO 5.000% 11/15/25       650        665
  Connecticut GO 5.000% 11/15/25     3,700      3,784
  Connecticut GO 5.000%  1/15/26     1,195      1,225
  Connecticut GO 5.000%  5/15/26     5,330      5,484
  Connecticut GO 5.000%  6/15/26     4,075      4,140
  Connecticut GO 5.000%   8/1/26       500        516
  Connecticut GO 5.000%  9/15/26       175        181
  Connecticut GO 5.000% 10/15/26     1,080      1,117
  Connecticut GO 5.000% 11/15/26     1,795      1,832
  Connecticut GO 4.000%  1/15/27     1,580      1,588
  Connecticut GO 5.000%  1/15/27     2,260      2,343
  Connecticut GO 5.000%  4/15/27     2,755      2,865
  Connecticut GO 5.000%  4/15/27     2,000      2,080
  Connecticut GO 5.000%  5/15/27       620        638
  Connecticut GO 5.000%  6/15/27       910        923
  Connecticut GO 5.000%  6/15/27     1,305      1,360
  Connecticut GO 5.000%  8/15/27       655        676
  Connecticut GO 5.000%  9/15/27       270        282
  Connecticut GO 5.000% 11/15/27     2,320      2,364
  Connecticut GO 5.000% 11/15/27       115        121
  Connecticut GO 5.000% 11/15/27     3,190      3,343
  Connecticut GO 4.000%  1/15/28       100        101
  Connecticut GO 4.000%  1/15/28    10,805     10,881
  Connecticut GO 5.000%  1/15/28     1,050      1,102
  Connecticut GO 5.000%  4/15/28     1,280      1,347
  Connecticut GO 5.000%  4/15/28     2,660      2,800
  Connecticut GO 5.000%  6/15/28     3,250      3,428
  Connecticut GO 5.000%  9/15/28     6,185      6,542
  Connecticut GO 5.000% 11/15/28       570        581
  Connecticut GO 5.000%  4/15/29       300        312
  Connecticut GO 5.000%  6/15/29     2,855      2,892
  Connecticut GO 3.250% 11/15/29     1,785      1,669
  Connecticut GO 5.000% 11/15/29       165        176
  Connecticut GO 4.000%  1/15/30       150        151
  Connecticut GO 4.000%  1/15/30     1,150      1,155
  Connecticut GO 5.000%  4/15/30     1,600      1,697
  Connecticut GO 5.000%  9/15/30       375        403
  Connecticut GO 4.000%  1/15/31       160        160
  Connecticut GO 4.000%  1/15/31     1,430      1,432
  Connecticut GO 5.000%  1/15/31        15         16
  Connecticut GO 5.000%  4/15/31       460        486
  Connecticut GO 5.000%  9/15/31     1,000      1,082
  Connecticut GO 3.000%  1/15/32     8,575      7,542
  Connecticut GO 4.000%  1/15/32     1,175      1,173
  Connecticut GO 5.000%  1/15/32       105        112
  Connecticut GO 5.000%  4/15/32       175        181
  Connecticut GO 5.000%  6/15/32     1,500      1,512
  Connecticut GO 5.000%   8/1/32     2,500      2,720
  Connecticut GO 5.000% 11/15/32       125        126
  Connecticut GO 5.000% 11/15/32        85         93
  Connecticut GO 5.000% 11/15/32       200        218
  Connecticut GO 3.000%  1/15/33     1,210      1,052
  Connecticut GO 5.000%  4/15/33     6,700      6,909
31

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Connecticut GO 5.000%  4/15/33     2,615      2,757
  Connecticut GO 5.000%   8/1/33     1,000      1,095
  Connecticut GO 5.000% 10/15/33     2,800      2,862
  Connecticut GO 3.000%  1/15/34     2,275      1,947
  Connecticut GO 4.000%  1/15/34     2,385      2,353
  Connecticut GO 5.000%  4/15/34     5,300      5,459
  Connecticut GO 5.000%  4/15/34        30         32
  Connecticut GO 5.000% 10/15/34       100        102
  Connecticut GO 5.000% 11/15/34     1,000      1,007
  Connecticut GO 4.000%  1/15/35         5          5
  Connecticut GO 4.000%  3/15/35        15         15
  Connecticut GO 5.000% 11/15/35     5,000      5,027
  Connecticut GO 3.000%  1/15/36     5,595      4,596
  Connecticut GO 4.000%  1/15/36       210        204
  Connecticut GO 4.000%   6/1/36     1,250      1,196
  Connecticut GO 3.375% 10/15/36        85         72
  Connecticut GO 5.000% 11/15/36        95        101
  Connecticut GO 4.000%  1/15/37     3,805      3,618
  Connecticut GO 4.000%  1/15/37    10,000      9,507
  Connecticut GO 4.000%  4/15/37        90         85
  Connecticut GO 3.000%  1/15/38     3,375      2,625
  Connecticut GO 4.000%  1/15/38       300        278
  Connecticut GO 3.000%   6/1/38     1,000        774
  Connecticut GO 4.000%  1/15/39     1,000        919
  Connecticut GO 3.000%  1/15/40     2,750      2,074
  Connecticut GO 5.000%  1/15/40     1,500      1,540
  Connecticut GO 5.000% 11/15/40     2,000      2,078
  Connecticut GO 2.000%  1/15/41     1,835      1,061
  Connecticut GO 3.000%  1/15/41     6,260      4,638
  Connecticut GO 3.000%  1/15/42       100         73
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   1/1/24     4,000      4,007
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%   5/1/24     1,525      1,526
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/24     1,500      1,511
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/24       265        268
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/24       295        296
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/24       205        207
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/25     1,350      1,373
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/25     2,800      2,848
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/25     1,075      1,095
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/25       405        413
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/25     1,000      1,010
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/25     4,710      4,722
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/25     7,060      7,214
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/26     1,200      1,234
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/26     7,860      8,084
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/26       515        519
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/26     1,135      1,172
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/26     3,205      3,213
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   1/1/27     1,105      1,145
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/27     2,400      2,498
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/27       425        443
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/27     4,810      4,887
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/27     5,350      5,387
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/27     1,720      1,776
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/27     3,260      3,268
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/27     4,995      5,226
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/28     9,610     10,121
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/28     1,360      1,432
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/28     1,250      1,319
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/28     2,380      2,419
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/28       985      1,013
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   1/1/29     5,500      5,760
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/29     6,915      7,358
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/29     3,650      3,889
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/29       150        151
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/29       175        175
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/30     1,930      1,953
32

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/30     7,950      8,154
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/30       225        226
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   1/1/31     3,840      3,996
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/31         5          5
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/31     2,000      2,160
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/31     3,000      3,240
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/31       410        414
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/31     5,200      5,445
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/31    16,550     16,590
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/32     1,410      1,503
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/32     3,140      3,376
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/32        95        103
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/32     2,495      2,516
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/32     1,575      1,579
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/32     1,545      1,615
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   1/1/33     1,925      1,997
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/33        90         97
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/33     1,000      1,095
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/33     2,000      2,190
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/33     1,565      1,713
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/33       140        141
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/33     6,740      6,748
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/33    12,180     12,210
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  11/1/33     1,500      1,616
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   1/1/34     4,500      4,666
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/34     4,260      4,528
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/34     3,000      3,214
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/34     4,000      4,399
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/34     2,115      2,128
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   9/1/34     7,100      7,083
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  11/1/34     6,000      6,443
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   1/1/35     2,500      2,586
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/35     1,000      1,082
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/35     2,130      2,320
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   8/1/35     3,590      3,608
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%   9/1/35     2,710      2,610
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  11/1/35       680        726
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%   5/1/36     1,735      1,663
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/36     1,790      1,929
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  11/1/36     7,545      7,972
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%   5/1/37     1,575      1,489
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/37     1,175      1,225
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/37     2,000      2,120
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/37     2,600      2,770
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/37        50         51
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%  11/1/37     2,345      2,194
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/38     8,750      9,050
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/38     2,030      2,138
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  10/1/38     1,300      1,325
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%   5/1/39       415        381
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/39     1,000      1,044
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/39     3,435      3,600
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%  11/1/39     1,570      1,439
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%   5/1/40       430        392
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/40       500        514
  Connecticut Special Tax Fuel Sales Tax Revenue 5.250%   7/1/40       240        255
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.250%   7/1/40     5,000      5,335
  Connecticut Special Tax Fuel Sales Tax Revenue 4.000%  11/1/40     4,490      4,084
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   5/1/41     7,715      7,945
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%   7/1/41     2,195      2,274
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.250%   7/1/41     5,000      5,308
  Connecticut Special Tax Fuel Sales Tax Revenue 5.000%  11/1/41     2,300      2,372
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.250%   7/1/42     5,000      5,277
4 Connecticut Special Tax Fuel Sales Tax Revenue 5.250%   7/1/43     5,530      5,822
  Connecticut Special Tax Special Obligation Revenue 5.000%   8/1/26       205        209
  Connecticut State Health & Educational Facilities Authority College & University Revenue 5.000%   7/1/29     8,400      9,026
5 Connecticut State Health & Educational Facilities Authority College & University Revenue 2.125%  11/1/33     2,620      1,954
33

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Connecticut State Health & Educational Facilities Authority College & University Revenue 5.000%   7/1/45     1,550      1,509
  Connecticut State Health & Educational Facilities Authority College & University Revenue PUT 0.250%   2/9/24     1,950      1,927
  Connecticut State Health & Educational Facilities Authority College & University Revenue PUT 0.375%  7/12/24     3,000      2,907
  Connecticut State Health & Educational Facilities Authority College & University Revenue PUT 2.800%  2/10/26     1,000        964
  Connecticut State Health & Educational Facilities Authority College & University Revenue PUT 2.000%   7/1/26     8,190      7,634
  Connecticut State Health & Educational Facilities Authority College & University Revenue PUT 3.200%   7/1/26     3,000      2,901
  Connecticut State Health & Educational Facilities Authority College & University Revenue PUT 5.000%   2/1/28     6,035      6,373
  Hartford County Metropolitan District Clean Water Project Water Revenue (Green Bond), Prere. 5.000%  11/1/24     4,140      4,189
  University of Connecticut College & University Revenue 5.000%   5/1/32     1,105      1,190
  University of Connecticut College & University Revenue 5.000%   5/1/33     2,680      2,872
  University of Connecticut College & University Revenue 5.000%   5/1/34     4,680      5,005
                                   571,520
Delaware (0.1%)
  Delaware River & Bay Authority Highway Revenue 3.000%   1/1/35     3,240      2,755
  Delaware River & Bay Authority Highway Revenue 4.125%   1/1/39     3,500      3,139
  Delaware River & Bay Authority Highway Revenue 4.000%   1/1/44    13,525     11,331
  Delaware Transportation Authority Highway Revenue 5.000%   6/1/55    21,855     21,508
  Sussex DE GO 1.750%  3/15/36     2,280      1,574
  University of Delaware College & University Revenue 5.000%  11/1/40       500        513
  University of Delaware College & University Revenue 5.000%  11/1/41       755        768
  University of Delaware College & University Revenue 5.000%  11/1/42       750        757
  University of Delaware College & University Revenue 5.000%  11/1/43       485        488
  University of Delaware College & University Revenue 5.000%  11/1/44     2,875      2,879
  University of Delaware College & University Revenue 5.000%  11/1/45       500        498
                                    46,210
District of Columbia (1.5%)
  District of Columbia Appropriations Revenue 5.000%  12/1/33     3,175      3,356
  District of Columbia Appropriations Revenue 5.000%  12/1/34     2,340      2,466
  District of Columbia College & University Revenue 5.000%   4/1/30     1,410      1,438
  District of Columbia College & University Revenue 5.000%   4/1/34     1,635      1,659
  District of Columbia GO 5.000%   6/1/24       400        403
  District of Columbia GO 5.000% 10/15/26     1,575      1,634
  District of Columbia GO 5.000%   6/1/27     2,580      2,697
  District of Columbia GO 5.000% 10/15/28         5          5
  District of Columbia GO 5.000%   6/1/29     3,085      3,296
  District of Columbia GO 5.000% 10/15/29       625        666
  District of Columbia GO 5.000% 10/15/30       365        388
  District of Columbia GO 5.000%   6/1/31    16,610     16,669
  District of Columbia GO 5.000%   6/1/31     3,460      3,582
  District of Columbia GO 5.000% 10/15/31       205        217
  District of Columbia GO 5.000%   6/1/32    14,030     14,071
  District of Columbia GO 5.000%   6/1/32       435        449
  District of Columbia GO 5.000% 10/15/32     3,500      3,702
  District of Columbia GO 5.000%   6/1/33     7,385      7,402
  District of Columbia GO 5.000%   6/1/33     9,490      9,801
  District of Columbia GO 5.000% 10/15/33        10         11
  District of Columbia GO 4.000%   6/1/34     2,490      2,461
  District of Columbia GO 5.000%   6/1/34    13,015     13,429
  District of Columbia GO 5.000% 10/15/34        60         63
  District of Columbia GO 5.000%   2/1/35       150        161
  District of Columbia GO 5.000%   6/1/35     1,635      1,638
  District of Columbia GO 5.000% 10/15/35        90         95
  District of Columbia GO 4.000%   6/1/36       555        530
  District of Columbia GO 5.000%   6/1/36       405        409
  District of Columbia GO 5.000%   6/1/36        35         36
  District of Columbia GO 5.000%   6/1/36     3,000      3,075
  District of Columbia GO 5.000% 10/15/36        20         21
  District of Columbia GO 4.000%   6/1/37       875        819
  District of Columbia GO 5.000%   6/1/37     2,240      2,285
  District of Columbia GO 5.000% 10/15/37        25         26
  District of Columbia GO 5.000%   6/1/38    14,865     14,731
  District of Columbia GO 5.000%   6/1/38        25         25
  District of Columbia GO 5.000%   1/1/40     3,170      3,310
  District of Columbia GO 4.000%   6/1/41       180        162
  District of Columbia GO 5.000%   6/1/41     5,595      5,597
  District of Columbia GO 5.000%   6/1/41     2,265      2,265
34

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  District of Columbia GO 5.000%   1/1/43     2,075      2,135
  District of Columbia GO 5.000%   1/1/45     2,000      2,046
  District of Columbia GO 5.250%   1/1/48     3,040      3,152
  District of Columbia Income Tax Revenue 5.000%  10/1/24     1,500      1,516
  District of Columbia Income Tax Revenue 5.000%  10/1/24     1,210      1,223
  District of Columbia Income Tax Revenue 5.000%  12/1/24    18,000     18,227
  District of Columbia Income Tax Revenue 5.000%  10/1/25     1,135      1,160
  District of Columbia Income Tax Revenue 5.000%  12/1/25     8,250      8,458
  District of Columbia Income Tax Revenue 5.000%  10/1/27     1,395      1,463
  District of Columbia Income Tax Revenue 5.000%  10/1/27       520        545
  District of Columbia Income Tax Revenue 5.000%  10/1/28     7,465      7,924
  District of Columbia Income Tax Revenue 5.000%  12/1/28       165        176
  District of Columbia Income Tax Revenue 5.000%   3/1/29       140        149
  District of Columbia Income Tax Revenue 5.000%  10/1/29     1,030      1,103
  District of Columbia Income Tax Revenue 5.000%   3/1/31       510        542
  District of Columbia Income Tax Revenue 5.000%   3/1/32       150        159
  District of Columbia Income Tax Revenue 5.000%  12/1/32     6,000      6,596
  District of Columbia Income Tax Revenue 5.000%   3/1/33        35         37
  District of Columbia Income Tax Revenue 5.000%   7/1/33        25         27
  District of Columbia Income Tax Revenue 5.000%  12/1/33        35         38
  District of Columbia Income Tax Revenue 5.000%   3/1/34       150        159
  District of Columbia Income Tax Revenue 5.000%  10/1/34     1,050      1,113
  District of Columbia Income Tax Revenue 5.000%   3/1/35        65         69
  District of Columbia Income Tax Revenue 5.000%   3/1/35       565        596
  District of Columbia Income Tax Revenue 5.000%   7/1/35     1,240      1,341
  District of Columbia Income Tax Revenue 5.000%  12/1/35        10         11
  District of Columbia Income Tax Revenue 5.000%   3/1/36     1,735      1,817
  District of Columbia Income Tax Revenue 5.000%   7/1/36        85         91
  District of Columbia Income Tax Revenue 4.000%   3/1/37     7,300      6,859
  District of Columbia Income Tax Revenue 5.000%   3/1/37        50         52
  District of Columbia Income Tax Revenue 5.000%   7/1/37        55         58
  District of Columbia Income Tax Revenue 5.000%  12/1/37     6,675      7,061
  District of Columbia Income Tax Revenue 5.000%   3/1/38     4,855      5,034
  District of Columbia Income Tax Revenue 5.000%   7/1/38     4,395      4,605
  District of Columbia Income Tax Revenue 5.000%   3/1/39     7,975      8,230
  District of Columbia Income Tax Revenue 5.000%   7/1/39        40         42
  District of Columbia Income Tax Revenue 4.000%   3/1/40     7,180      6,486
  District of Columbia Income Tax Revenue 5.000%   7/1/40     1,590      1,651
  District of Columbia Income Tax Revenue 5.000%   7/1/41     1,670      1,727
  District of Columbia Income Tax Revenue 5.000%   7/1/42    10,175     10,477
  District of Columbia Income Tax Revenue 5.000%   3/1/44     7,685      7,772
  District of Columbia Income Tax Revenue 4.000%   5/1/45     8,505      7,356
  District of Columbia Income Tax Revenue 5.000%   5/1/45     4,105      4,176
  District of Columbia Income Tax Revenue 5.000%   7/1/47     3,375      3,435
  District of Columbia Water & Sewer Authority Water Revenue 4.000%  10/1/37     1,055        980
  District of Columbia Water & Sewer Authority Water Revenue 4.000%  10/1/41     1,000        885
  District of Columbia Water & Sewer Authority Water Revenue 4.000%  10/1/41    13,000     11,325
  District of Columbia Water & Sewer Authority Water Revenue 4.000%  10/1/42     1,000        873
  District of Columbia Water & Sewer Authority Water Revenue 5.000%  10/1/44     1,430      1,449
  District of Columbia Water & Sewer Authority Water Revenue 4.000%  10/1/47     4,545      3,856
  District of Columbia Water & Sewer Authority Water Revenue 4.000%  10/1/49     5,150      4,328
  District of Columbia Water & Sewer Authority Water Revenue 5.000%  10/1/49     5,050      5,072
  District of Columbia Water & Sewer Authority Water Revenue 4.000%  10/1/51     4,575      3,820
  District of Columbia Water & Sewer Authority Water Revenue, Prere. 5.000%  10/1/24     1,250      1,262
10 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 0.000%  10/1/31       505        355
10 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 0.000%  10/1/35     2,000      1,125
  Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 0.000%  10/1/37     1,610        766
  Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 0.000%  10/1/38     9,400      4,192
10 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 0.000%  10/1/39       510        219
10 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 0.000%  10/1/40     1,000        402
  Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 4.000%  10/1/44     1,000        816
  Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 5.000%  10/1/44     5,650      5,594
  Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 4.000%  10/1/49    24,430     19,091
1 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 3.000%  10/1/50     2,000      1,304
1 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 4.000%  10/1/52    20,000     16,572
1 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 2.750%  10/1/53     5,000      2,914
1 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 4.000%  10/1/53     5,080      4,191
35

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue 4.000%  10/1/53     3,895      2,967
10 Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue, Prere. 6.500%  10/1/26    23,615     25,338
  Washington Convention & Sports Authority Miscellaneous Taxes Revenue 5.000%  10/1/26     1,350      1,394
  Washington Convention & Sports Authority Miscellaneous Taxes Revenue 5.000%  10/1/27         5          5
  Washington Convention & Sports Authority Miscellaneous Taxes Revenue 5.000%  10/1/28     2,100      2,183
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/30     4,665      4,974
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/32     7,600      8,170
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/33       105        113
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 3.000%  7/15/36        50         41
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/37       510        531
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/37       205        215
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/39       265        273
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 3.000%  7/15/40       390        290
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 4.000%  7/15/40     2,195      1,964
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/41       140        144
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/42     1,720      1,763
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 3.000%  7/15/43     2,545      1,783
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/43       310        317
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/45     1,430      1,448
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/45       825        839
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 4.000%  7/15/46     2,370      2,037
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/46       200        202
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 4.125%  7/15/47     7,750      6,810
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.000%  7/15/48    14,945     15,104
  Washington Metropolitan Area Transit Authority Dedicated Appropriations Revenue 5.250%  7/15/53     5,595      5,726
  Washington Metropolitan Area Transit Authority Transit Revenue 5.000%   7/1/36     1,000      1,016
  Washington Metropolitan Area Transit Authority Transit Revenue 5.000%   7/1/42     6,415      6,365
                                   445,347
Florida (3.2%)
  Broward County FL Airport System Port, Airport & Marina Revenue 4.000%  10/1/42       805        701
  Broward County FL School District COP 5.000%   7/1/24       195        196
  Broward County FL School District COP 5.000%   7/1/25       555        563
  Broward County FL School District COP 5.000%   7/1/27     2,170      2,271
  Broward County FL School District COP 5.000%   7/1/28     8,970      9,473
  Broward County FL School District GO 5.000%   7/1/47     1,540      1,550
  Broward County FL Tourist Development Miscellaneous Tax Revenue 4.000%   9/1/51        30         24
  Broward County FL Water & Sewer Utility Water Revenue 5.000%  10/1/39     2,950      3,030
  Broward County FL Water & Sewer Utility Water Revenue 4.000%  10/1/42     9,000      7,853
4,5 Cape Coral FL Water & Sewer Special Assessment Revenue 5.600%   3/1/48     1,000      1,023
4,5 Cape Coral FL Water & Sewer Special Assessment Revenue 5.650%   3/1/54     2,000      2,046
  Cape Coral FL Water & Sewer Water Revenue 4.000%  10/1/42     4,445      3,717
  Central Florida Expressway Authority Highway Revenue 5.000%   7/1/26     1,560      1,602
1 Central Florida Expressway Authority Highway Revenue 5.000%   7/1/26     4,800      4,940
1 Central Florida Expressway Authority Highway Revenue 5.000%   7/1/27     3,065      3,193
  Central Florida Expressway Authority Highway Revenue 5.000%   7/1/28     2,425      2,474
1 Central Florida Expressway Authority Highway Revenue 5.000%   7/1/28     8,780      9,241
  Central Florida Expressway Authority Highway Revenue 4.000%   7/1/30       125        122
1 Central Florida Expressway Authority Highway Revenue 5.000%   7/1/32     3,000      3,237
  Central Florida Expressway Authority Highway Revenue 5.000%   7/1/33       365        368
1 Central Florida Expressway Authority Highway Revenue 5.000%   7/1/33     8,830      9,510
  Central Florida Expressway Authority Highway Revenue 5.000%   7/1/34       280        282
1 Central Florida Expressway Authority Highway Revenue 5.000%   7/1/34     3,785      4,051
  Central Florida Expressway Authority Highway Revenue 4.000%   7/1/35       500        462
1 Central Florida Expressway Authority Highway Revenue 4.000%   7/1/35     2,500      2,377
1 Central Florida Expressway Authority Highway Revenue 5.000%   7/1/35        45         48
1 Central Florida Expressway Authority Highway Revenue 2.125%   7/1/36     5,000      3,499
  Central Florida Expressway Authority Highway Revenue 3.250%   7/1/36       440        369
  Central Florida Expressway Authority Highway Revenue 4.000%   7/1/36       695        630
  Central Florida Expressway Authority Highway Revenue 4.000%   7/1/37     1,050        934
  Central Florida Expressway Authority Highway Revenue 4.000%   7/1/38     1,175      1,037
  Central Florida Expressway Authority Highway Revenue 5.000%   7/1/38     2,250      2,278
  Central Florida Expressway Authority Highway Revenue 4.000%   7/1/39     8,495      7,387
1 Central Florida Expressway Authority Highway Revenue 4.000%   7/1/39     3,350      3,010
  Central Florida Expressway Authority Highway Revenue 4.000%   7/1/40     2,000      1,718
  Central Florida Expressway Authority Highway Revenue 4.000%   7/1/41     2,995      2,567
  Central Florida Expressway Authority Highway Revenue 5.000%   7/1/42     2,220      2,225
  Deerfield Beach FL Miscellaneous Revenue 5.250%  12/1/41     3,255      3,336
36

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Duval County Public Schools COP 5.000%   7/1/24     1,000      1,005
1 Duval County Public Schools COP 5.000%   7/1/26        65         67
1 Duval County Public Schools COP 5.000%   7/1/27     1,065      1,107
1 Duval County Public Schools COP 5.000%   7/1/28     1,740      1,825
1 Duval County Public Schools COP 5.000%   7/1/29     1,580      1,669
1 Duval County Public Schools COP 5.000%   7/1/30     1,645      1,737
1 Duval County Public Schools COP 5.000%   7/1/31     2,070      2,181
1 Duval County Public Schools COP 5.000%   7/1/34     1,180      1,238
1 Duval County Public Schools COP 5.000%   7/1/35     1,290      1,355
1 Duval County Public Schools Lease Appropriation COP 5.000%   7/1/32       105        111
1 Duval County Public Schools Lease Appropriation COP 5.000%   7/1/33        10         11
  Florida Department of Environmental Protection Sales Tax Revenue 5.000%   7/1/25     1,349      1,359
  Florida Department of Management Services COP 5.000%  11/1/26       415        428
  Florida Department of Management Services COP 5.000%  11/1/27       260        271
  Florida Department of Transportation Turnpike System Highway Revenue 5.000%   7/1/27     1,775      1,856
  Florida Department of Transportation Turnpike System Highway Revenue 2.000%   7/1/36     2,700      1,916
  Florida Department of Transportation Turnpike System Highway Revenue 2.000%   7/1/38     5,495      3,612
  Florida Department of Transportation Turnpike System Highway Revenue 3.000%   7/1/38     3,085      2,374
  Florida Department of Transportation Turnpike System Highway Revenue 2.125%   7/1/45     7,340      4,345
  Florida Department of Transportation Turnpike System Highway Revenue 3.000%   7/1/46     6,690      4,654
  Florida Department of Transportation Turnpike System Highway Revenue 5.000%   7/1/52    13,365     13,396
  Florida GO 5.000%   6/1/24     1,065      1,072
  Florida GO 5.000%   6/1/24     4,110      4,137
  Florida GO 5.000%   6/1/25    15,000     15,277
  Florida GO 5.000%   6/1/26     2,960      3,056
  Florida GO 4.000%   7/1/30       730        736
  Florida GO 5.000%   6/1/33    17,500     19,446
  Florida Higher Educational Facilities Financial Authority College & University Revenue (Ringling College Project) 5.000%   3/1/42       560        509
  Florida Higher Educational Facilities Financial Authority College & University Revenue (Ringling College Project) 5.000%   3/1/47     4,500      3,951
  Florida Higher Educational Facilities Financial Authority College & University Revenue (Rollins College Project) 3.000%  12/1/48    12,420      8,111
  Florida Higher Educational Facilities Financial Authority College & University Revenue (Rollins College Project) 4.000%  12/1/50     3,750      2,967
  Florida Insurance Assistance Interlocal Agency Inc. Miscellaneous Revenue 5.000%   9/1/24     5,000      5,030
  Florida Insurance Assistance Interlocal Agency Inc. Miscellaneous Revenue 5.000%   9/1/25     5,000      5,050
  Florida Insurance Assistance Interlocal Agency Inc. Miscellaneous Revenue 5.000%   9/1/26     4,655      4,721
  Florida Insurance Assistance Interlocal Agency Inc. Miscellaneous Revenue 5.000%   9/1/27     4,000      4,061
  Florida Insurance Assistance Interlocal Agency Inc. Miscellaneous Revenue 5.000%   9/1/28     3,600      3,649
  Florida Keys Aqueduct Authority Water Revenue 5.000%   9/1/41     2,750      2,762
  Florida Keys Aqueduct Authority Water Revenue 5.000%   9/1/49     3,500      3,501
  Florida Lottery Revenue 5.000%   7/1/24     1,430      1,440
  Florida Lottery Revenue 5.000%   7/1/25     1,920      1,955
  Florida Lottery Revenue 5.000%   7/1/26     1,660      1,712
  Florida Lottery Revenue 5.000%   7/1/27     2,615      2,732
  Florida Lottery Revenue 5.000%   7/1/28     1,610      1,703
  Florida Municipal Power Agency Electric Power & Light Revenue 5.000%  10/1/24       650        656
  Florida Municipal Power Agency Electric Power & Light Revenue 5.000%  10/1/27     5,225      5,338
  Florida Municipal Power Agency Electric Power & Light Revenue 5.000%  10/1/28     1,330      1,358
  Florida Municipal Power Agency Electric Power & Light Revenue 5.000%  10/1/29     1,880      1,916
  Florida Municipal Power Agency Electric Power & Light Revenue 4.000%  10/1/30     1,330      1,315
  Florida Municipal Power Agency Electric Power & Light Revenue 5.000%  10/1/31     1,685      1,713
  Fort Lauderdale FL Water & Sewer Water Revenue 5.500%   9/1/48     3,000      3,180
  Fort Lauderdale FL Water & Sewer Water Revenue 5.500%   9/1/53     5,380      5,663
1 Fort Pierce Utilities Authority Multiple Utility Revenue 4.000%  10/1/52     2,670      2,132
  Gainesville FL Utilities System Electric Power & Light Revenue 5.000%  10/1/36     2,970      3,052
  Gainesville FL Utilities System Multiple Utility Revenue 5.000%  10/1/44     2,040      2,053
  Greater Orlando Aviation Authority Port, Airport & Marina Revenue 5.000%  10/1/39       400        394
  Hillsborough County Aviation Authority Port, Airport & Marina Revenue 5.000%  10/1/43        40         40
  Hillsborough County Aviation Authority Port, Airport & Marina Revenue 5.000%  10/1/44     5,330      5,235
  Hillsborough County Aviation Authority Port, Airport & Marina Revenue 5.000%  10/1/48        10         10
  Hillsborough County Aviation Authority Port, Airport & Marina Revenue 4.000%  10/1/52     3,000      2,512
  Hillsborough County Aviation Authority Port, Airport & Marina Revenue, Prere. 5.000%  10/1/24    12,535     12,658
  Hillsborough County Aviation Authority Port, Airport & Marina Revenue, Prere. 5.000%  10/1/24    17,000     17,167
  Hillsborough County FL Miscellaneous Revenue 3.000%   8/1/46     4,305      2,944
  Hillsborough County School Board (Master Lease Program) COP 5.000%   7/1/26       375        378
1 Hollywood FL GO 4.000%   7/1/41     3,330      2,909
  Jacksonville FL General Fund Revenue 5.250%  10/1/48     5,000      5,124
  Jacksonville FL General Fund Revenue 5.500%  10/1/53     5,000      5,229
  Jacksonville FL Miscellaneous Revenue 5.000%  10/1/30       785        791
37

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Jacksonville FL Miscellaneous Revenue 5.000%  10/1/30       525        540
  Jacksonville FL Miscellaneous Revenue 5.000%  10/1/31       515        519
  Jacksonville FL Miscellaneous Revenue 5.000%  10/1/31       325        334
  JEA Electric System Electric Power & Light Revenue 5.000%  10/1/26     2,085      2,148
  JEA Electric System Electric Power & Light Revenue 5.000%  10/1/27     3,400      3,556
  JEA Electric System Electric Power & Light Revenue 5.000%  10/1/28        70         73
  JEA Electric System Electric Power & Light Revenue 5.000%  10/1/30     1,000      1,030
  JEA Electric System Electric Power & Light Revenue 5.000%  10/1/33     1,750      1,807
  JEA Electric System Electric Power & Light Revenue 3.375%  10/1/34        65         57
  JEA Electric System Electric Power & Light Revenue 4.000%  10/1/38     2,200      1,880
  JEA Water & Sewer System Water Revenue 4.000%  10/1/39     2,980      2,683
5 Lake Worth Beach FL Consolidated Utility Multiple Utility Revenue 4.000%  10/1/52     3,250      2,621
  Lakeland FL Department of Electric Utilities Electric Power & Light Revenue 5.000%  10/1/48     5,000      4,868
  Lee County School Board COP 4.000%   8/1/46     6,000      5,034
  Lee County School Board COP 4.000%   8/1/48     4,000      3,321
  Manatee FL Public Utilities Revenue Water Revenue 4.000%  10/1/48     5,000      4,206
  Manatee FL Public Utilities Revenue Water Revenue 4.000%  10/1/53     5,000      4,127
  Martin County Health Facilities Authority Health, Hospital, Nursing Home Revenue, Prere. 5.000% 11/15/24     7,230      7,289
  Miami Beach FL GO 4.000%   5/1/44       115         98
  Miami Beach FL Miscellaneous Taxes Revenue 5.000%   9/1/40    17,000     16,896
  Miami Beach FL Miscellaneous Taxes Revenue 5.000%   9/1/45     1,900      1,882
  Miami Beach FL Water & Sewer Water Revenue 5.000%   9/1/47     8,255      8,262
1 Miami Beach Redevelopment Agency Tax Allocation Revenue 5.000%   2/1/40       270        270
1 Miami Beach Redevelopment Agency Tax Allocation Revenue 5.000%   2/1/44       235        235
  Miami-Dade County Educational Facilities Authority College & University Revenue 5.000%   4/1/30     2,150      2,158
  Miami-Dade County Educational Facilities Authority College & University Revenue 5.000%   4/1/40     5,585      5,510
  Miami-Dade County Educational Facilities Authority College & University Revenue 5.000%   4/1/42       230        222
  Miami-Dade County Educational Facilities Authority College & University Revenue 4.000%   4/1/45       545        441
  Miami-Dade County Educational Facilities Authority College & University Revenue 4.000%   4/1/53     9,710      7,588
  Miami-Dade County Expressway Authority Highway Revenue 5.000%   7/1/24     4,320      4,337
  Miami-Dade County Expressway Authority Highway Revenue 5.000%   7/1/25       955        959
  Miami-Dade County Expressway Authority Highway Revenue 5.000%   7/1/26     2,345      2,352
  Miami-Dade County Expressway Authority Highway Revenue 5.000%   7/1/27     3,800      3,818
  Miami-Dade County Expressway Authority Highway Revenue 5.000%   7/1/30       815        826
  Miami-Dade County Expressway Authority Highway Revenue 5.000%   7/1/44     8,000      7,521
  Miami-Dade County FL (Building Better Communities Program) GO 5.000%   7/1/34       255        260
  Miami-Dade County FL (Building Better Communities Program) GO 5.000%   7/1/45     8,400      8,431
  Miami-Dade County FL Aviation Port, Airport & Marina Revenue 5.000%  10/1/26     3,650      3,649
  Miami-Dade County FL Aviation Port, Airport & Marina Revenue 5.000%  10/1/28       960        980
  Miami-Dade County FL Aviation Port, Airport & Marina Revenue 5.000%  10/1/30     1,360      1,379
  Miami-Dade County FL Aviation Port, Airport & Marina Revenue 5.000%  10/1/37       935        924
  Miami-Dade County FL Aviation Port, Airport & Marina Revenue 5.000%  10/1/41    10,135      9,789
  Miami-Dade County FL Aviation Revenue Sales Tax Revenue 5.000%   7/1/43     1,100      1,104
  Miami-Dade County FL GO 4.000%   7/1/35       110        106
  Miami-Dade County FL GO 4.000%   7/1/42        85         75
  Miami-Dade County FL GO 5.000%   7/1/48     2,200      2,201
  Miami-Dade County FL Miscellaneous Revenue 5.000%   4/1/48     2,500      2,470
  Miami-Dade County FL Miscellaneous Taxes Revenue 5.000%  10/1/34     2,140      2,167
  Miami-Dade County FL Miscellaneous Taxes Revenue 5.000%  10/1/35     1,115      1,125
10 Miami-Dade County FL Recreational Revenue 6.875%  10/1/34     2,060      2,384
10 Miami-Dade County FL Recreational Revenue 7.000%  10/1/39       100        115
10 Miami-Dade County FL Recreational Revenue 0.000%  10/1/48     1,240        312
10 Miami-Dade County FL Recreational Revenue 0.000%   4/1/49     1,975        464
  Miami-Dade County FL Special Obligation Revenue 0.000%  10/1/34     1,360        808
  Miami-Dade County FL Special Obligation Revenue 4.000%   4/1/35    12,410     11,756
  Miami-Dade County FL Special Obligation Revenue 0.000%  10/1/39    20,000      8,569
  Miami-Dade County FL Special Obligation Revenue 0.000%  10/1/40     2,475        996
  Miami-Dade County FL Transit System Sales Tax Revenue 4.000%   7/1/38     1,530      1,388
  Miami-Dade County FL Transit System Sales Tax Revenue 4.000%   7/1/44     1,575      1,334
  Miami-Dade County FL Transit System Sales Tax Revenue 4.000%   7/1/45        20         17
  Miami-Dade County FL Transit System Sales Tax Revenue 5.000%   7/1/45     2,000      2,013
  Miami-Dade County FL Transit System Sales Tax Revenue 5.000%   7/1/46        40         40
  Miami-Dade County FL Transit System Sales Tax Revenue 4.000%   7/1/49     1,000        816
  Miami-Dade County FL Transit System Sales Tax Revenue 5.000%   7/1/52    16,000     15,817
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/26     4,045      4,112
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/27     1,455      1,521
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/27     1,510      1,579
38

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/28     1,455      1,507
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/29       300        310
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/30     1,345      1,362
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/31    12,000     12,147
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/36     1,750      1,617
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/38     6,200      5,655
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/41     3,545      3,106
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/43     6,485      6,510
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/44     1,860      1,597
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/44     6,845      6,838
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/46     1,000        839
  Miami-Dade County FL Water & Sewer System Water Revenue 5.000%  10/1/46     1,600      1,604
  Miami-Dade County FL Water & Sewer System Water Revenue 3.375%  10/1/47     1,215        853
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/48     3,420      2,826
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/48     3,515      2,914
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/49    26,025     21,339
  Miami-Dade County FL Water & Sewer System Water Revenue 4.000%  10/1/51     4,000      3,268
  Miami-Dade County School Board COP 5.000%   2/1/24     1,335      1,338
  Miami-Dade County School Board COP 5.000%   2/1/25       220        222
  Miami-Dade County School Board COP 5.000%   2/1/26     1,810      1,844
  Miami-Dade County School Board COP 5.000%   5/1/27     3,000      3,028
  Miami-Dade County School Board COP 5.000%   5/1/28     1,340      1,355
  Miami-Dade County School Board COP 5.000%   2/1/29    10,055     10,224
  Miami-Dade County School Board GO 5.000%  3/15/44     7,370      7,373
  Miami-Dade County School Board GO 5.000%  3/15/46     3,250      3,243
  Miami-Dade FL Aviation Port, Airport & Marina Revenue 5.000%  10/1/24     2,400      2,419
  Miami-Dade FL Transit System County Sales Tax Revenue 5.000%   7/1/47     7,500      7,511
1 Miami-Dade Seaport Department County Port, Airport & Marina Revenue 4.000%  10/1/49    16,960     13,975
  Mid-Bay Bridge Authority Highway Revenue 5.000%  10/1/35     5,000      4,918
1 Mid-Bay Bridge Authority Highway Revenue 4.000%  10/1/40       270        228
  Orange County Convention Center Hotel Occupancy Tax Revenue 5.000%  10/1/24     1,260      1,268
  Orange County Convention Center Miscellaneous Taxes Revenue 4.000%  10/1/33     2,085      1,930
  Orange County Convention Center Miscellaneous Taxes Revenue 4.000%  10/1/34     1,185      1,088
  Orange County Convention Center Miscellaneous Taxes Revenue 4.000%  10/1/36       350        312
  Orange County Convention Center Miscellaneous Taxes Revenue 4.000%  10/1/36       205        183
  Orange County School Board COP 5.000%   8/1/32     6,530      7,068
  Orange County School Board COP 5.000%   8/1/33     2,650      2,708
  Orange County School Board COP 5.000%   8/1/34     2,500      2,545
  Orange County School Board COP, Prere. 5.000%   8/1/25     1,855      1,888
  Orange County School Board COP, Prere. 5.000%   8/1/25       200        204
  Orlando FL Miscellaneous Taxes Revenue, Prere. 5.000%   5/1/24    23,615     23,740
  Orlando FL Miscellaneous Taxes Revenue, Prere. 5.000%   5/1/24     3,865      3,885
  Orlando Utilities Commission Electric Power & Light Revenue PUT 1.250%  10/1/28     8,495      7,010
  Orlando Utilities Commission Water Revenue 5.000%  10/1/25     1,000      1,022
6 Osceola County Expressway Authority Highway Revenue, 6.150% coupon rate effective 10/1/24, Prere. 0.000%  10/1/31       590        638
  Osceola County Expressway Authority Highway Revenue, Prere. 5.375%  10/1/24       570        577
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/34       465        262
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/36     1,230        603
  Osceola County FL Transportation Highway Revenue 5.000%  10/1/36     1,095      1,097
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/37       970        442
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/38       620        263
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/39       375        149
  Osceola County FL Transportation Highway Revenue 5.000%  10/1/44     2,945      2,752
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/48     2,750        572
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/49     4,250        826
  Osceola County FL Transportation Highway Revenue 5.000%  10/1/49     2,800      2,536
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/50     2,000        364
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/52     7,475      1,189
  Osceola County FL Transportation Highway Revenue 0.000%  10/1/54     2,800        390
  Osceola County FL Transportation Highway Revenue 4.000%  10/1/54     8,800      6,535
  Osceola FL Transportation County Highway Revenue 0.000%  10/1/43     1,205        361
  Osceola FL Transportation County Highway Revenue 0.000%  10/1/44     2,315        643
  Osceola FL Transportation County Highway Revenue 0.000%  10/1/45     1,535        398
  Osceola FL Transportation County Highway Revenue 0.000%  10/1/46     2,600        625
  Osceola FL Transportation County Highway Revenue 0.000%  10/1/47     4,000        895
  Palm Beach County School District COP 5.000%   8/1/26     1,250      1,290
  Palm Beach County School District COP 5.000%   8/1/26       275        279
39

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Palm Beach County School District COP 5.000%   8/1/27     2,475      2,580
  Palm Beach County School District COP 5.000%   8/1/27     2,960      3,005
  Palm Beach County School District COP 5.000%   8/1/28     1,870      1,971
  Palm Beach County School District COP 5.000%   8/1/29       205        215
  Palm Beach County School District COP 5.000%   8/1/33     3,975      4,227
  Palm Beach County School District COP 5.000%   8/1/34     3,900      4,126
  Pasco County FL Water & Sewer Water Revenue 4.000%  10/1/44     5,255      4,470
  Pasco County School Board COP 5.000%   8/1/32     1,000      1,079
1 Pasco FL Intergovernmental Agreement Revenue 5.000%   9/1/48     9,500      9,319
1 Pasco FL Intergovernmental Agreement Revenue 5.750%   9/1/54     9,200      9,610
  Port St. Lucie FL Special Assessment Revenue 3.250%   7/1/45       105         76
4 Sarasota County FL Sales Tax Revenue 5.000%  10/1/29     2,825      3,010
  Sarasota County FL Utility System Revenue Water Revenue 5.250%  10/1/47     5,500      5,660
  Sarasota County FL Utility System Revenue Water Revenue 5.250%  10/1/52     5,000      5,169
  School Board of Miami-Dade County COP 5.000%   5/1/26     2,025      2,042
  School Board of Miami-Dade County COP 5.000%   2/1/27     1,520      1,550
  School Board of Miami-Dade County COP 5.000%   2/1/30     5,000      5,081
  School Board of Miami-Dade County COP 3.250%   2/1/33       295        263
  School Board of Miami-Dade County GO 5.000%  3/15/33     1,600      1,605
5 School Board of Miami-Dade County GO 5.000%  3/15/52    15,000     15,058
  School District of Broward County COP 5.000%   7/1/30       310        332
  School District of Broward County COP 5.000%   7/1/31        15         16
  School District of Broward County COP 5.000%   7/1/32        20         21
  School District of Broward County COP 5.000%   7/1/33     1,060      1,118
  School District of Broward County COP 5.000%   7/1/34        30         32
  South Florida Water Management District COP 5.000%  10/1/33     2,250      2,298
  South Florida Water Management District COP 5.000%  10/1/35       135        137
  St. Johns County FL Water & Sewer Water Revenue 5.000%   6/1/52    20,000     20,211
  St. Johns County FL Water & Sewer Water Revenue, Prere. 5.000%   6/1/24       700        704
  St. Johns County FL Water & Sewer Water Revenue, Prere. 5.000%   6/1/24     1,000      1,006
1 St. Lucie County School Board (Master Lease Program) COP 5.000%   7/1/48     7,500      7,426
1 St. Lucie County School Board Lease (Appropriation) (Master Lease Program) COP 5.250%   7/1/53     7,500      7,584
  St. Lucie FL Miscellaneous Revenue 5.000%  10/1/34     1,140      1,178
  Tampa Bay Water Revenue 4.000%  10/1/30     5,000      4,840
  Tampa Bay Water Revenue 4.000%  10/1/31    10,000      9,629
  Tampa Bay Water Revenue 5.250%  10/1/47    11,500     11,851
  Tampa FL Appropriations Revenue 2.000%  10/1/41     1,375        845
  Tampa FL Appropriations Revenue 2.250%  10/1/51     5,000      2,732
  Tampa FL Miscellaneous Taxes Revenue 0.000%   9/1/45     4,000      1,004
  Tampa FL Tobacco & Liquor Taxes Revenue (H. Lee Moffitt Cancer Center Project) 5.250%   9/1/27       635        649
  Tampa FL Water & Wastewater System Water Revenue 5.000%  10/1/46     3,370      3,431
  Tampa FL Water & Wastewater System Water Revenue 5.000%  10/1/50     5,405      5,467
  Tampa FL Water & Wastewater System Water Revenue 5.000%  10/1/52    11,555     11,713
  Tampa FL Water & Wastewater System Water Revenue 5.000%  10/1/54    14,015     14,136
  Tampa FL Water & Wastewater System Water Revenue 5.250%  10/1/57     6,950      7,148
  Tampa-Hillsborough County Expressway Authority Highway Revenue 4.000%   7/1/42     7,250      6,161
  Tampa-Hillsborough County Expressway Authority Highway Revenue 5.000%   7/1/47     8,365      8,241
  Tampa-Hillsborough County Expressway Authority Highway Revenue 5.000%   7/1/48     1,925      1,882
  Volusia County Educational Facility Authority College & University Revenue 5.000% 10/15/30     1,000      1,006
  Volusia County Educational Facility Authority College & University Revenue 5.000% 10/15/31       520        522
5 Wildwood Utility Dependent District Water Revenue (South Sumter Utility Project) 5.000%  10/1/46     4,020      3,999
5 Wildwood Utility Dependent District Water Revenue (South Sumter Utility Project) 5.000%  10/1/52     7,500      7,267
                                   964,584
Georgia (1.7%)
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   1/1/25     1,555      1,557
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   1/1/26     4,465      4,472
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   1/1/28     1,775      1,778
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   1/1/29       295        295
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   1/1/33     5,300      5,308
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   1/1/34     8,000      8,012
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   7/1/37    15,000     15,488
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   7/1/38     1,680      1,724
  Atlanta GA Airport Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   7/1/40     1,000      1,021
  Atlanta GA Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/25     1,720      1,753
  Atlanta GA Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/26     1,725      1,775
  Atlanta GA Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/27       150        156
  Atlanta GA Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/48     1,305      1,316
40

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Atlanta GA Department of Aviation Port, Airport & Marina Revenue 4.000%   7/1/52       285        239
  Atlanta GA Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/53     2,350      2,357
  Atlanta GA Water & Wastewater Water Revenue 5.000%  11/1/27       360        365
1 Atlanta GA Water & Wastewater Water Revenue 5.250%  11/1/27       160        167
7 Atlanta GA Water & Wastewater Water Revenue 5.500%  11/1/27     1,515      1,544
  Atlanta GA Water & Wastewater Water Revenue 5.000%  11/1/28     1,420      1,441
  Atlanta GA Water & Wastewater Water Revenue 5.000%  11/1/29       215        218
1 Atlanta GA Water & Wastewater Water Revenue 5.750%  11/1/30     2,020      2,271
  Atlanta GA Water & Wastewater Water Revenue 5.000%  11/1/32     1,000      1,013
  Atlanta GA Water & Wastewater Water Revenue 5.000%  11/1/40    18,530     18,419
  Atlanta GA Water & Wastewater Water Revenue 5.000%  11/1/41       285        284
  Atlanta GA Water & Wastewater Water Revenue 3.500%  11/1/43        50         39
  Atlanta GA Water & Wastewater Water Revenue 5.000%  11/1/47     5,275      5,249
  Atlanta GA Water & Wastewater Water Revenue, Prere. 5.000%   5/1/25     2,460      2,506
  Atlanta GA Water & Wastewater Water Revenue, Prere. 5.000%   5/1/25       260        265
  Atlanta GA Water & Wastewater Water Revenue, Prere. 5.000%   5/1/25     4,970      5,062
1 Augusta GA Water & Sewer Water Revenue 3.500%  10/1/42        10          8
  DeKalb County GA Water & Sewerage Water Revenue 5.000%  10/1/40     3,115      3,241
  DeKalb County GA Water & Sewerage Water Revenue 5.000%  10/1/41        30         31
  DeKalb County GA Water & Sewerage Water Revenue 5.000%  10/1/52     9,500      9,609
  Georgia GO 5.000%  12/1/23       200        200
  Georgia GO 5.000%   7/1/24     8,895      8,967
  Georgia GO 4.000%   1/1/25     1,295      1,299
  Georgia GO 5.000%   2/1/25     2,350      2,386
  Georgia GO 5.000%   2/1/25     1,290      1,294
  Georgia GO 5.000%   2/1/25     2,230      2,264
  Georgia GO 4.000%   7/1/25     1,245      1,251
  Georgia GO 5.000%   7/1/25     2,000      2,041
  Georgia GO 5.000%   8/1/25       200        204
  Georgia GO 5.000%  12/1/25       340        349
  Georgia GO 4.000%   2/1/26     9,135      9,135
  Georgia GO 4.000%   7/1/26    13,835     13,939
  Georgia GO 5.000%   7/1/26     2,750      2,842
  Georgia GO 5.000%   2/1/27     5,065      5,199
  Georgia GO 5.000%   2/1/27     2,825      2,831
  Georgia GO 4.000%   7/1/27    15,415     15,611
  Georgia GO 5.000%   7/1/27     2,115      2,216
  Georgia GO 5.000%   7/1/27     6,395      6,700
  Georgia GO 5.000%   7/1/27       100        104
  Georgia GO 5.000%   8/1/27     5,630      5,906
  Georgia GO 5.000%   1/1/28     1,990      2,069
  Georgia GO 5.000%   2/1/28     5,140      5,350
  Georgia GO 5.000%   2/1/28        10         10
  Georgia GO 4.000%   7/1/28        90         92
  Georgia GO 5.000%   7/1/28       200        208
  Georgia GO 5.000%   7/1/28     1,155      1,227
  Georgia GO 5.000%   7/1/28     6,110      6,490
  Georgia GO 5.000%   7/1/28     5,575      5,922
  Georgia GO 5.000%   8/1/28     5,780      6,146
  Georgia GO 4.000%   1/1/29     2,415      2,430
  Georgia GO 3.000%   2/1/29       560        529
  Georgia GO 5.000%   2/1/29       470        482
  Georgia GO 5.000%   2/1/29        90         94
  Georgia GO 5.000%   7/1/29     3,340      3,491
  Georgia GO 5.000%   7/1/29     1,360      1,438
  Georgia GO 5.000%   7/1/29     8,450      9,079
  Georgia GO 5.000%   8/1/29     3,625      3,898
  Georgia GO 5.000%   2/1/30     5,000      5,121
  Georgia GO 5.000%   2/1/30       525        545
  Georgia GO 5.000%   7/1/30     6,305      6,754
  Georgia GO 5.000%   7/1/30     2,055      2,143
  Georgia GO 5.000%   7/1/30     9,655     10,474
  Georgia GO 5.000%   8/1/30     1,110      1,204
  Georgia GO 5.000%   2/1/31    10,140     10,510
  Georgia GO 5.000%   7/1/31     2,000      2,142
  Georgia GO 5.000%   7/1/31     9,675     10,591
  Georgia GO 5.000%   8/1/31       100        108
41

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Georgia GO 5.000%   7/1/32     1,485      1,559
  Georgia GO 5.000%   7/1/32     5,110      5,585
  Georgia GO 5.000%   7/1/32     1,425      1,526
  Georgia GO 5.000%   8/1/32     1,890      2,046
  Georgia GO 3.000%   7/1/33       175        157
  Georgia GO 5.000%   7/1/33     1,025      1,131
  Georgia GO 5.000%   8/1/33     9,265     10,031
  Georgia GO 3.000%   2/1/34       250        222
  Georgia GO 4.000%   7/1/34     5,000      5,042
  Georgia GO 5.000%   7/1/34         5          6
  Georgia GO 5.000%   7/1/36    14,000     15,185
7 Georgia Local Government COP 4.750%   6/1/28        83         82
9 Georgia Municipal Electric Authority Electric Power & Light Revenue 7.000%   1/1/25       270        278
  Georgia Municipal Electric Authority Electric Power & Light Revenue 5.000%   1/1/29       125        129
  Georgia Municipal Electric Authority Electric Power & Light Revenue (Plant Vogtle Units 3&4 Project) 5.000%   7/1/60     2,335      2,158
  Georgia Municipal Electric Authority Electric Power & Light Revenue (Plant Vogtle Units 3&4 Project) 5.000%   7/1/60     2,395      2,168
  Georgia Municipal Electric Authority Electric Power & Light Revenue (Plant Vogtle Units 3&4 Project) 5.500%   7/1/60       600        579
  Georgia Municipal Electric Authority Nuclear Revenue (General Resolution Projects) 5.000%   1/1/26     1,185      1,203
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.000%   1/1/34       500        507
1 Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 4.000%   1/1/44     1,000        857
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.000%   1/1/49     3,120      2,958
1 Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.000%   7/1/55     2,500      2,411
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.000%   1/1/56     1,000        933
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 4.000%   1/1/59     8,000      6,186
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.000%   1/1/59     3,790      3,436
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.000%   1/1/59     5,230      4,839
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.000%   1/1/63     3,000      2,782
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 4.500%   7/1/63    11,445      9,748
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.500%   7/1/63    10,405     10,029
1 Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.000%   7/1/64     4,230      4,065
  Georgia Municipal Electric Authority Nuclear Revenue (Plant Vogtle Units 3&4 Project) 5.250%   7/1/64     3,780      3,638
  Georgia Municipal Electric Authority Nuclear Revenue (Project No. 1) 5.000%   1/1/28     4,045      4,103
  Georgia Municipal Electric Authority Nuclear Revenue (Project No. 1) 5.000%   1/1/29     1,000      1,015
  Georgia Municipal Electric Authority Nuclear Revenue (Project One Subordinated) 5.000%   1/1/34        80         84
5 Georgia Municipal Electric Authority Nuclear Revenue (Subordinate Project) 4.000%   1/1/51     4,500      3,640
  Georgia Municipal Electric Authority Nuclear Revenue (Subordinate Project) 4.000%   1/1/51        10          8
  Georgia Ports Authority Port, Airport & Marina Revenue 4.000%   7/1/40     3,250      2,938
  Georgia Ports Authority Port, Airport & Marina Revenue 5.000%   7/1/42     1,065      1,090
  Georgia Ports Authority Port, Airport & Marina Revenue 3.000%   7/1/46     4,565      3,104
  Georgia Ports Authority Port, Airport & Marina Revenue 2.625%   7/1/51     4,700      2,754
  Georgia Ports Authority Port, Airport & Marina Revenue 4.000%   7/1/52     3,570      2,964
  Georgia State Road & Tollway Authority Government Fund/Grant Revenue 5.000%   6/1/24       250        252
  Georgia State Road & Tollway Authority Government Fund/Grant Revenue 5.000%   6/1/25     1,000      1,018
  Georgia State Road & Tollway Authority Government Fund/Grant Revenue 5.000%   6/1/26     1,290      1,328
  Georgia State Road & Tollway Authority Government Fund/Grant Revenue 5.000%   6/1/28     1,520      1,604
  Georgia State Road & Tollway Authority Government Fund/Grant Revenue 5.000%   6/1/29    12,865     13,698
  Georgia State Road & Tollway Authority Government Fund/Grant Revenue 5.000%   6/1/30     3,645      3,915
  Gwinnett County School District GO 5.000%   8/1/25     1,525      1,556
  Gwinnett County School District GO 5.000%   8/1/26     5,150      5,328
  Gwinnett County School District GO 5.000%   8/1/27    15,945     16,726
  Gwinnett County School District GO 5.000%   2/1/31     1,050      1,066
  Gwinnett County Water & Sewerage Authority Lease (Non-Terminable) Revenue 2.000%   8/1/43     1,000        579
  Gwinnett County Water & Sewerage Authority Lease (Non-Terminable) Revenue 2.000%   8/1/44     1,000        566
  Gwinnett County Water & Sewerage Authority Lease (Non-Terminable) Revenue 2.000%   8/1/45     1,000        554
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 4.000%   7/1/25     1,635      1,641
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 5.000%   7/1/31     2,100      2,148
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 5.000%   7/1/33       355        363
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 3.000%   7/1/35     5,585      4,750
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 3.250%   7/1/37       925        770
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 5.000%   7/1/37       100        101
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 3.500%   7/1/38        75         63
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 3.250%   7/1/39     1,425      1,133
  Metropolitan Atlanta Rapid Transit Authority Sales Tax Revenue 5.000%   7/1/45     8,390      8,403
  Paulding County GA Water & Sewerage Water Revenue 3.000%  12/1/48       100         66
  Private Colleges & Universities Authority College & University Revenue 5.000%   9/1/25        70         72
  Private Colleges & Universities Authority College & University Revenue 5.000%   9/1/30    16,750     18,064
  Private Colleges & Universities Authority College & University Revenue 5.000%   9/1/32     3,900      4,276
42

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Private Colleges & Universities Authority College & University Revenue 4.000%  10/1/38     3,810      3,517
  Private Colleges & Universities Authority College & University Revenue 5.000%  10/1/43    14,065     14,064
  Private Colleges & Universities Authority College & University Revenue 4.000%   4/1/44     2,250      1,906
  Private Colleges & Universities Authority College & University Revenue 5.000%  10/1/46     2,000      1,995
  Private Colleges & Universities Authority College & University Revenue 5.000%   9/1/48     2,095      2,109
  Private Colleges & Universities Authority College & University Revenue, Prere. 5.000%   4/1/24     2,360      2,371
  Sandy Springs Public Facilities Authority Lease (Non-Terminable) Revenue (City Center Project), Prere. 4.000%   5/1/26       190        191
                                   521,637
Hawaii (0.5%)
  Chicago Board of Education GO (Honolulu Rail Transit Project) 5.000%   9/1/30     1,600      1,683
  Hawaii Airports System Airport Port, Airport & Marina Revenue 5.000%   7/1/34        75         79
  Hawaii GO 5.000%   8/1/24       265        267
  Hawaii GO 5.000%  10/1/24       720        727
  Hawaii GO 5.000%   8/1/25       770        776
  Hawaii GO 5.000%   8/1/26     1,420      1,431
  Hawaii GO 5.000%  10/1/26     2,160      2,204
  Hawaii GO 5.000%   4/1/27     1,290      1,323
  Hawaii GO 5.000%   8/1/27     1,140      1,148
  Hawaii GO 5.000%  10/1/27     1,930      1,986
  Hawaii GO 5.000%  10/1/27     5,505      5,607
  Hawaii GO 4.000%   4/1/28       400        400
  Hawaii GO 5.000%   5/1/28       360        373
  Hawaii GO 5.000%   8/1/28        70         70
  Hawaii GO 5.000%   8/1/29       900        905
  Hawaii GO 5.000%   1/1/30       295        308
  Hawaii GO 5.000%   8/1/30     3,375      3,390
  Hawaii GO 5.000%  10/1/30     1,265      1,310
  Hawaii GO 5.000%   1/1/31     3,275      3,419
  Hawaii GO 4.000%   5/1/31     7,870      7,783
  Hawaii GO 4.000%  10/1/31     6,675      6,597
  Hawaii GO 5.000%  10/1/31       835        864
  Hawaii GO 5.000%   1/1/32        35         37
  Hawaii GO 4.000%   5/1/32     9,115      8,971
  Hawaii GO 4.000%   8/1/32    14,190     13,679
  Hawaii GO 4.000%  10/1/32     1,550      1,532
  Hawaii GO 4.000%   1/1/34     2,675      2,620
  Hawaii GO 5.000%   8/1/34     4,700      4,720
  Hawaii GO 4.000%  10/1/34     2,510      2,449
  Hawaii GO 4.000%  10/1/34     8,830      8,529
  Hawaii GO 3.250%   1/1/35        35         31
  Hawaii GO 3.000%   4/1/36       230        191
  Hawaii GO, Prere. 5.000%   8/1/24       935        943
  Hawaii GO, Prere. 5.000%  10/1/25    10,000     10,216
  Honolulu HI City & County (Honolulu Rail Transit Project) GO 5.000%   3/1/27     1,245      1,294
  Honolulu HI City & County (Honolulu Rail Transit Project) GO 5.000%   3/1/29       315        335
  Honolulu HI City & County (Honolulu Rail Transit Project) GO 5.000%   3/1/31       810        863
  Honolulu HI City & County (Honolulu Rail Transit Project) GO 5.000%   3/1/31    10,105     10,892
  Honolulu HI City & County GO 5.000%  10/1/37       750        756
  Honolulu HI City & County GO 3.000%   8/1/41       945        690
  Honolulu HI City & County GO (Honolulu Rail Transit Project) 5.000%   3/1/26     3,360      3,451
  Honolulu HI City & County GO (Honolulu Rail Transit Project) 5.000%   3/1/28     8,785      9,252
  Honolulu HI City & County GO (Honolulu Rail Transit Project) 5.000%   3/1/29     1,055      1,121
  Honolulu HI City & County GO (Honolulu Rail Transit Project) 5.000%   9/1/29       305        321
  Honolulu HI City & County GO (Honolulu Rail Transit Project) 5.000%   3/1/30     4,775      5,118
  Honolulu HI City & County Wastewater System Sewer Revenue 4.000%   7/1/31       435        431
  Honolulu HI City & County Wastewater System Sewer Revenue 4.000%   7/1/33       625        616
  Honolulu HI City & County Wastewater System Sewer Revenue 4.000%   7/1/38     1,150      1,046
  Honolulu HI City & County Wastewater System Sewer Revenue 4.000%   7/1/42     7,950      6,951
  Honolulu HI City & County Wastewater System Sewer Revenue 4.125%   7/1/47        75         65
  Honolulu HI City & County Wastewater System Sewer Revenue 5.000%   7/1/49     6,035      6,069
  Honolulu HI City & County Wastewater System Sewer Revenue (Green Bonds) 4.500%   7/1/53     5,450      5,048
  Honolulu HI City & County Wastewater System Sewer Revenue (Green Bonds) 5.250%   7/1/53     2,650      2,724
  Honolulu HI City & County Wastewater System Sewer Revenue, Prere. 5.000%   7/1/25     1,885      1,922
  Honolulu HI City & County Wastewater System Sewer Revenue, Prere. 5.000%   7/1/25       355        362
  Honolulu HI City & County Wastewater System Sewer Revenue, Prere. 5.000%   7/1/25         5          5
                                   155,900
43

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Idaho (0.1%)
  Boise City ID Airport Port, Airport & Marina Revenue (Pub Parking Fcilities Project) 5.000%   9/1/51     2,125      2,045
  Idaho Housing & Finance Association Appropriations Revenue 4.000%  7/15/39       310        270
  Idaho Housing & Finance Association Appropriations Revenue RAN 5.000%  7/15/26     3,490      3,595
  Idaho Housing & Finance Association Sales Tax Revenue 5.000%  8/15/47     8,765      8,901
  Idaho Housing & Finance Association Sales Tax Revenue 5.250%  8/15/48     1,150      1,198
  Idaho State Building Authority Lease (Appropriation) Revenue (St. Office Campus Project), Prere. 4.000%   9/1/27     1,000      1,013
                                    17,022
Illinois (5.4%)
  Chicago Board of Education Ad Valorem Property Tax Revenue 5.750%   4/1/33       200        205
  Chicago Board of Education Dedicated Capital Improvement Tax Ad Valorem Property Tax Revenue 6.100%   4/1/36    10,000     10,290
  Chicago Board of Education Dedicated Capital Improvement Tax Revenue 5.000%   4/1/45     3,260      2,973
  Chicago Board of Education Dedicated Capital Improvement Tax Revenue 5.750%   4/1/48    10,380     10,424
1 Chicago Board of Education GO 5.000%  12/1/29     2,000      2,009
  Chicago Board of Education GO 5.000%  12/1/30     5,000      4,932
  Chicago Board of Education Miscellaneous Taxes Revenue 5.750%   4/1/34     2,100      2,149
  Chicago Board of Education Miscellaneous Taxes Revenue 5.000%   4/1/35     2,000      1,982
  Chicago Board of Education Miscellaneous Taxes Revenue 5.750%   4/1/35       850        868
  Chicago Board of Education Miscellaneous Taxes Revenue 5.000%   4/1/42     2,000      1,831
  Chicago Board of Education Miscellaneous Taxes Revenue 5.000%   4/1/46     1,000        891
  Chicago Board of Education Miscellaneous Taxes Revenue 6.000%   4/1/46     7,715      7,757
  Chicago Housing Authority Local or Guaranteed Housing Revenue 5.000%   1/1/30     1,855      1,895
  Chicago IL GO 5.000%   1/1/24       765        765
  Chicago IL GO 5.000%   1/1/25     3,360      3,377
  Chicago IL GO 5.000%   1/1/26       610        617
  Chicago IL GO 5.000%   1/1/27       640        644
  Chicago IL GO 5.625%   1/1/30     1,525      1,564
  Chicago IL GO 5.000%   1/1/31       270        274
  Chicago IL GO 5.500%   1/1/31       840        841
  Chicago IL GO 5.625%   1/1/31       325        333
  Chicago IL GO 5.000%   1/1/32     2,000      2,031
  Chicago IL GO 5.000%   1/1/33     8,350      8,479
  Chicago IL GO 5.500%   1/1/33     1,860      1,857
  Chicago IL GO 5.750%   1/1/33    15,430     15,854
7 Chicago IL GO 0.000%   1/1/34    10,425      6,073
  Chicago IL GO 5.000%   1/1/34    10,235     10,384
  Chicago IL GO 5.000%   1/1/34     1,075      1,093
  Chicago IL GO 5.500%   1/1/34       310        307
  Chicago IL GO 5.750%   1/1/34     2,400      2,465
  Chicago IL GO 4.000%   1/1/35     8,000      7,132
  Chicago IL GO 4.000%   1/1/35     1,000        901
  Chicago IL GO 5.000%   1/1/35       700        701
  Chicago IL GO 5.000%   1/1/35     1,085      1,099
  Chicago IL GO 5.500%   1/1/35       250        257
  Chicago IL GO 4.000%   1/1/36     1,000        875
  Chicago IL GO 5.000%   1/1/38     1,450      1,381
  Chicago IL GO 5.250%   1/1/38     4,250      4,247
  Chicago IL GO 6.000%   1/1/38     9,285      9,507
  Chicago IL GO 5.000%   1/1/39     5,000      4,868
  Chicago IL GO 5.500%   1/1/39       335        329
  Chicago IL GO 5.500%   1/1/39     3,500      3,538
  Chicago IL GO 5.500%   1/1/40     1,000      1,007
  Chicago IL GO 5.500%   1/1/41     1,000      1,003
  Chicago IL GO 5.500%   1/1/43     1,200      1,195
  Chicago IL GO 5.000%   1/1/44    11,055     10,412
  Chicago IL GO 5.500%   1/1/49    21,505     20,960
  Chicago IL GO, ETM 5.250%   1/1/28       690        700
7 Chicago IL Wastewater Transmission Sewer Revenue 0.000%   1/1/28       580        480
1 Chicago IL Wastewater Transmission Sewer Revenue 5.250%   1/1/42     2,500      2,525
  Chicago IL Wastewater Transmission Sewer Revenue 5.000%   1/1/47       500        468
1 Chicago IL Wastewater Transmission Sewer Revenue 5.250%   1/1/48     1,490      1,503
1 Chicago IL Wastewater Transmission Sewer Revenue 5.250%   1/1/53     5,000      5,044
1 Chicago IL Wastewater Transmission Sewer Revenue 5.250%   1/1/58     5,000      4,998
1 Chicago IL Wastewater Transmission Sewer Revenue 5.500%   1/1/62     5,000      5,082
  Chicago IL Waterworks Water Revenue 5.000%  11/1/28       860        874
  Chicago IL Waterworks Water Revenue 5.000%  11/1/30       360        364
1 Chicago IL Waterworks Water Revenue 5.000%  11/1/32     2,545      2,693
44

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 Chicago IL Waterworks Water Revenue 5.000%  11/1/37     1,000      1,007
1 Chicago IL Waterworks Water Revenue 5.000%  11/1/39     1,000      1,022
1 Chicago IL Waterworks Water Revenue 4.000%  11/1/40     2,100      1,852
1 Chicago IL Waterworks Water Revenue 5.250%  11/1/48       715        721
1 Chicago IL Waterworks Water Revenue 5.250%  11/1/53     3,205      3,229
1 Chicago IL Waterworks Water Revenue 5.500%  11/1/62    10,925     11,333
  Chicago IL Waterworks Water Revenue (2nd Lien Project) 5.000%  11/1/39    17,850     16,796
  Chicago IL Waterworks Water Revenue (2nd Lien Project) 5.000%  11/1/44     5,170      4,790
  Chicago Midway International Airport Port, Airport & Marina Revenue 5.000%   1/1/41       390        380
  Chicago Midway International Airport Port, Airport & Marina Revenue 5.000%   1/1/46     7,840      7,633
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/24       755        756
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/24     1,000      1,002
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/25     2,345      2,370
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/25     1,005      1,017
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/26     2,740      2,739
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/26     2,785      2,841
4,5 Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/26     2,400      2,450
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/27     1,240      1,240
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/28     1,695      1,690
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/28       875        875
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.250%   1/1/28       190        197
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/29       435        435
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/29        10         10
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/29     2,000      2,104
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/30       650        657
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/31    11,065     11,057
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/31       310        313
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/32       100         99
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/32     1,355      1,368
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/33       685        680
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/33       510        514
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/33     5,605      5,652
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/34       390        394
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/34       605        600
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/34       650        655
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/34       245        247
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/34        65         68
4,5 Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/34     5,000      5,302
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 4.000%   1/1/35     5,305      5,119
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/35       110        111
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/35       290        291
4,5 Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/35     5,000      5,258
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 4.000%   1/1/36    13,750     13,113
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/36     1,405      1,408
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/36       325        326
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/37     2,500      2,487
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/37     3,445      3,424
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.250%   1/1/37       570        568
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/38       350        346
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/38       200        200
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/38       165        163
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/39       815        806
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/41       135        133
5 Chicago O'Hare International Airport Port, Airport & Marina Revenue 4.250%   1/1/42        85         78
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.250%   1/1/42     1,000        996
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 4.000%   1/1/44    15,000     12,817
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/46     1,405      1,384
5 Chicago O'Hare International Airport Port, Airport & Marina Revenue 4.250%   1/1/47         5          4
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/47     7,410      7,274
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/48     8,575      8,386
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/52    10,130      9,803
1 Chicago O'Hare International Airport Port, Airport & Marina Revenue 4.000%   1/1/53        40         33
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.000%   1/1/53    18,860     18,209
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 4.500%   1/1/56    10,000      8,755
  Chicago O'Hare International Airport Port, Airport & Marina Revenue 5.250%   1/1/56    10,000      9,875
5 Chicago Park District GO 4.000%   1/1/41     1,000        854
  Chicago Park District GO, Prere. 5.750%   1/1/24     1,000      1,003
45

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Chicago Transit Authority Capital Grant Receipts Government Fund/Grant Revenue 5.000%   6/1/28     5,925      6,110
  Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 5.000%  12/1/45     1,510      1,477
  Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 5.000%  12/1/46     7,480      7,189
  Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 4.000%  12/1/49        55         43
  Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 5.250%  12/1/49    19,010     18,663
  Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 4.000%  12/1/50     1,835      1,415
1 Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 5.000%  12/1/51       500        494
  Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 4.000%  12/1/55    13,500     10,212
  Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 5.000%  12/1/55     1,395      1,302
  Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue 5.000%  12/1/57     6,000      5,548
  Cook County Community College District No. 508 GO 5.500%  12/1/38       200        193
5 Cook County Community College District No. 508 GO 5.000%  12/1/47     3,445      3,371
  Cook County IL GO 5.000% 11/15/23       335        335
  Cook County IL GO 4.000% 11/15/25       510        509
  Cook County IL GO 5.000% 11/15/25     2,200      2,231
  Cook County IL GO 4.000% 11/15/26       610        608
  Cook County IL GO 5.000% 11/15/26     3,240      3,310
  Cook County IL GO 4.000% 11/15/27     2,875      2,862
  Cook County IL GO 5.000% 11/15/29     1,135      1,179
  Cook County IL GO 5.000% 11/15/30     1,000      1,025
  Cook County IL GO 5.000% 11/15/31       670        676
  Cook County IL GO 5.000% 11/15/31     4,000      4,173
  Cook County IL GO 5.000% 11/15/32     4,020      4,186
  Cook County IL GO 5.000% 11/15/33     3,875      4,023
  Cook County IL Sales Tax Revenue 4.000% 11/15/39     6,000      5,328
  Cook County IL Sales Tax Revenue 4.000% 11/15/40     9,905      8,633
  Cook County IL Sales Tax Revenue 4.000% 11/15/41     3,100      2,670
  Cook County IL Sales Tax Revenue 5.250% 11/15/45     3,190      3,211
  Evanston IL GO 3.500%  12/1/38       645        526
5 Evanston IL GO 3.500%  12/1/39       755        615
  Illinois (Rebuild Illinois Program) GO 4.000%  11/1/39     5,000      4,277
  Illinois (Rebuild Illinois Program) GO 4.000%  11/1/43     2,515      2,068
  Illinois Development Finance Authority Local or Guaranteed Housing Revenue, ETM 0.000%  7/15/25       350        327
  Illinois Finance Authority College & University Revenue 5.000%  10/1/25     8,395      8,566
  Illinois Finance Authority College & University Revenue 5.000%  10/1/33     1,710      1,717
  Illinois Finance Authority College & University Revenue 5.000%  10/1/35       545        595
  Illinois Finance Authority College & University Revenue 5.000%  10/1/37     1,350      1,445
  Illinois Finance Authority College & University Revenue 4.000%  10/1/38     2,000      1,775
  Illinois Finance Authority College & University Revenue 5.000%  10/1/38     1,310      1,393
  Illinois Finance Authority College & University Revenue 4.000%  10/1/40     1,000        879
  Illinois Finance Authority College & University Revenue 5.000%  10/1/40     1,855      1,860
  Illinois Finance Authority College & University Revenue 5.250%  5/15/48     2,000      2,070
  Illinois Finance Authority College & University Revenue 4.000%   4/1/50       925        744
  Illinois Finance Authority College & University Revenue 5.250%  5/15/54     5,000      5,135
  Illinois Finance Authority College & University Revenue, Prere. 5.000%  10/1/25     1,510      1,538
  Illinois Finance Authority Health, Hospital, Nursing Home Revenue, Prere. 5.000%   8/1/24     2,300      2,316
  Illinois Finance Authority Health, Hospital, Nursing Home Revenue, Prere. 5.000%   8/1/24     2,805      2,824
  Illinois Finance Authority Water Revenue 5.000%   7/1/32       270        279
  Illinois Finance Authority Water Revenue 5.000%   7/1/33     2,080      2,153
  Illinois Finance Authority Water Revenue 4.000%   7/1/38     5,000      4,499
  Illinois Finance Authority Water Revenue 4.000%   7/1/39     5,250      4,670
  Illinois GO 5.000%  11/1/23     4,730      4,730
  Illinois GO 5.000%  12/1/23     2,000      2,001
  Illinois GO 5.000%   2/1/24       125        125
  Illinois GO 5.000%   2/1/24     6,670      6,678
  Illinois GO 4.000%   3/1/24     3,185      3,180
  Illinois GO 5.000%   3/1/24     2,000      2,004
  Illinois GO 5.000%   3/1/24     1,735      1,738
  Illinois GO 5.000%   5/1/24     2,110      2,116
  Illinois GO 5.000%   7/1/24     1,000      1,004
  Illinois GO 5.000%  10/1/24     5,000      5,027
  Illinois GO 5.000%  11/1/24    13,350     13,429
  Illinois GO 5.000%   2/1/25     1,100      1,110
  Illinois GO 5.000%   3/1/25    16,365     16,498
  Illinois GO 5.000%   3/1/25        90         91
  Illinois GO 5.000%   7/1/25     1,500      1,516
  Illinois GO 5.000%  10/1/25     1,435      1,452
46

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Illinois GO 5.000%  11/1/25    34,200     34,622
5 Illinois GO 5.000%  11/1/25     5,000      5,081
  Illinois GO 5.000%   2/1/26     1,150      1,166
  Illinois GO 5.000%   3/1/26     6,250      6,340
  Illinois GO 5.000%   5/1/26     5,000      5,078
  Illinois GO 5.000%   7/1/26     1,000      1,017
  Illinois GO 3.250%  11/1/26     2,360      2,261
  Illinois GO 5.000%  11/1/26     1,140      1,161
  Illinois GO 5.000%  11/1/26    12,310     12,540
  Illinois GO 5.000%   1/1/27       640        649
  Illinois GO 5.000%   2/1/27       250        249
  Illinois GO 5.000%   2/1/27     6,630      6,765
  Illinois GO 5.000%   3/1/27     5,000      5,103
  Illinois GO 5.000%   3/1/27     6,065      6,190
  Illinois GO 5.000%   5/1/27       370        369
  Illinois GO 5.000%   7/1/27     1,000      1,023
  Illinois GO 5.000%  10/1/27     1,650      1,690
  Illinois GO 5.000%  10/1/27     3,400      3,482
  Illinois GO 5.000%  11/1/27    39,925     40,905
  Illinois GO 5.000%  12/1/27       890        912
  Illinois GO 5.000%   2/1/28     1,075      1,096
  Illinois GO 5.000%   3/1/28     4,800      4,926
  Illinois GO 5.000%   5/1/28       130        129
  Illinois GO 5.000%   5/1/28     1,000      1,027
  Illinois GO 5.000%   7/1/28     1,500      1,543
  Illinois GO 5.000%  10/1/28    14,960     15,396
  Illinois GO 5.000%  11/1/28    11,115     11,363
  Illinois GO 5.000%  12/1/28     1,800      1,854
  Illinois GO 5.000%  12/1/28     9,630      9,847
  Illinois GO 5.000%   1/1/29     1,095      1,108
  Illinois GO 5.000%   2/1/29       815        829
  Illinois GO 5.250%   2/1/29     6,400      6,386
  Illinois GO 5.000%   3/1/29     3,785      3,901
  Illinois GO 5.000%   3/1/29     5,000      5,153
  Illinois GO 5.000%   5/1/29       125        124
  Illinois GO 5.000%   5/1/29     1,000      1,032
  Illinois GO 5.000%   7/1/29     1,500      1,549
  Illinois GO 5.000%  10/1/29     4,100      4,208
  Illinois GO 5.000%  11/1/29    22,465     22,920
1 Illinois GO 4.000%   2/1/30       400        386
  Illinois GO 5.000%   5/1/30     1,000      1,034
  Illinois GO 5.500%   5/1/30    13,715     14,354
  Illinois GO 5.000%   7/1/30     1,000      1,034
  Illinois GO 5.000%  10/1/30     5,000      5,170
  Illinois GO 5.000%  10/1/30     1,120      1,145
  Illinois GO 5.000%  11/1/30     8,565      8,820
  Illinois GO 5.250%  12/1/30       160        164
  Illinois GO 5.250%   2/1/31     2,045      2,033
  Illinois GO 5.000%   3/1/31     3,825      3,952
  Illinois GO 5.000%   5/1/31     3,010      2,971
  Illinois GO 5.000%   5/1/31     1,000      1,034
  Illinois GO 5.000%   7/1/31     1,500      1,551
  Illinois GO 5.000%  10/1/31     4,460      4,594
  Illinois GO 5.000%   5/1/32     1,000      1,033
  Illinois GO 5.000%   7/1/32     6,220      6,425
  Illinois GO 4.000%  10/1/32     3,490      3,301
  Illinois GO 5.000%   3/1/33     6,000      6,149
  Illinois GO 5.000%   5/1/33     4,900      4,792
  Illinois GO 5.000%   7/1/33     2,000      2,054
  Illinois GO 4.000%  10/1/33     2,990      2,796
  Illinois GO 5.000%  10/1/33     1,960      1,985
  Illinois GO 5.000%  10/1/33     4,465      4,521
  Illinois GO 4.000%  12/1/33     3,425      3,201
  Illinois GO 5.000%   3/1/34     2,000      2,039
  Illinois GO 5.000%   5/1/34     3,680      3,762
  Illinois GO 5.000%   7/1/34     5,000      5,106
  Illinois GO 4.000%  10/1/34       100         93
47

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Illinois GO 5.000%   3/1/35     1,500      1,521
  Illinois GO 5.000%   5/1/35     6,345      6,442
  Illinois GO 5.000%   7/1/35     5,000      5,070
  Illinois GO 5.000%  12/1/35     1,500      1,505
  Illinois GO 5.000%   3/1/36     2,400      2,419
  Illinois GO 5.000%   5/1/36     1,000      1,007
  Illinois GO 5.000%   7/1/36     2,715      2,730
  Illinois GO 4.125%  10/1/36     2,000      1,821
  Illinois GO 5.000%  12/1/36     5,500      5,491
  Illinois GO 5.000%   3/1/37     3,750      3,756
  Illinois GO 5.000%   5/1/37     1,590      1,587
  Illinois GO 4.000%   7/1/37     2,000      1,775
  Illinois GO 4.000%  10/1/37     4,150      3,668
  Illinois GO 4.250%  12/1/37     4,190      3,797
  Illinois GO 4.000%   3/1/38     3,000      2,636
  Illinois GO 5.250%   5/1/38     1,590      1,606
  Illinois GO 4.000%  10/1/38     1,000        870
  Illinois GO 5.000%  12/1/38     1,000        956
  Illinois GO 5.000%   5/1/39     2,000      1,901
  Illinois GO 5.000%   5/1/39     1,655      1,573
  Illinois GO 5.250%   5/1/39     2,485      2,498
  Illinois GO 5.500%   5/1/39     6,805      6,962
  Illinois GO 4.000%   3/1/40     5,000      4,257
  Illinois GO 5.250%   5/1/40     1,595      1,595
  Illinois GO 4.000%  10/1/40    10,975      9,266
  Illinois GO 4.000%  11/1/40     4,000      3,373
  Illinois GO 3.000%  12/1/40     4,500      3,229
  Illinois GO 4.250%  12/1/40     2,650      2,305
  Illinois GO 5.000%   1/1/41     2,875      2,716
  Illinois GO 4.000%   3/1/41     3,275      2,756
  Illinois GO 5.250%   5/1/41     2,695      2,679
  Illinois GO 4.000%  11/1/41     2,730      2,285
  Illinois GO 5.250%   5/1/42     2,590      2,555
  Illinois GO 4.000%  10/1/42     3,065      2,548
  Illinois GO 5.250%   5/1/43     1,250      1,228
  Illinois GO 5.125%  10/1/43     4,500      4,349
  Illinois GO 4.000%  11/1/44     1,000        814
  Illinois GO 5.750%   5/1/45     4,485      4,574
  Illinois GO 4.250%  10/1/45     3,965      3,287
  Illinois GO 5.500%  10/1/45     4,500      4,539
  Illinois GO 5.000%   3/1/46    11,000     10,325
  Illinois GO 5.250%  10/1/46     5,000      4,839
  Illinois GO 5.500%   3/1/47    10,000     10,053
  Illinois GO 5.500%   5/1/47     6,780      6,815
  Illinois GO 5.250%  10/1/47     1,495      1,441
  Illinois GO 4.500%   5/1/48     1,835      1,549
  Illinois Municipal Electric Agency Electric Power & Light Revenue 5.000%   2/1/24       220        221
  Illinois Municipal Electric Agency Electric Power & Light Revenue 5.000%   2/1/26     3,400      3,448
  Illinois Municipal Electric Agency Electric Power & Light Revenue 5.000%   2/1/27       300        304
  Illinois Municipal Electric Agency Electric Power & Light Revenue 5.000%   2/1/29    10,140     10,264
  Illinois Municipal Electric Agency Electric Power & Light Revenue 5.000%   2/1/31     1,000      1,008
  Illinois Municipal Electric Agency Electric Power & Light Revenue 4.000%   2/1/33       610        569
  Illinois Municipal Electric Agency Electric Power & Light Revenue 4.000%   2/1/34     2,900      2,679
  Illinois Sales Tax Revenue 5.000%  6/15/24     1,135      1,141
  Illinois Sales Tax Revenue 5.000%  6/15/25       315        315
  Illinois Sales Tax Revenue 5.000%  6/15/26     1,530      1,531
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/24     9,105      9,119
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/25     4,000      4,047
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/25     2,420      2,448
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/26     2,000      2,046
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/26     4,100      4,195
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/27     2,500      2,589
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/27     2,270      2,351
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/27     2,300      2,382
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/28     3,775      3,957
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/29     9,975     10,544
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/30     1,970      2,095
48

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/30     1,775      1,887
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/30     2,760      2,763
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/31     3,000      3,003
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/31    16,270     17,048
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/31     1,720      1,802
  Illinois State Toll Highway Authority Highway Revenue 4.000%  12/1/31       220        219
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/32     2,500      2,501
  Illinois State Toll Highway Authority Highway Revenue 5.000%  12/1/32     2,075      2,103
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/35     1,600      1,637
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/36     1,275      1,275
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/36    11,025     11,055
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/36     1,610      1,621
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/36     1,800      1,833
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/36       140        140
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/37     1,000        995
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/37    19,550     19,576
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/37       400        400
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/38     1,000        994
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/38     6,275      6,272
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/39       360        358
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/39     5,000      5,011
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/40     5,070      5,055
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/40    12,715     12,677
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/41    10,465     10,497
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/41       240        243
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/41        85         87
  Illinois State Toll Highway Authority Highway Revenue 4.000%   1/1/42    17,200     14,997
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/42    10,335     10,361
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/42     3,000      3,045
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/43     8,415      8,517
  Illinois State Toll Highway Authority Highway Revenue 5.250%   1/1/43     5,315      5,468
  Illinois State Toll Highway Authority Highway Revenue 4.000%   1/1/44    18,045     15,440
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/44     1,085      1,084
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/44     6,460      6,451
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/45    15,435     15,405
  Illinois State Toll Highway Authority Highway Revenue 5.250%   1/1/45     6,560      6,656
  Illinois State Toll Highway Authority Highway Revenue 4.000%   1/1/46     2,780      2,350
  Illinois State Toll Highway Authority Highway Revenue 5.000%   1/1/46     3,200      3,195
  Illinois University College & University Revenue 5.000%   4/1/44    15,000     14,298
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/23        10         10
1 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/27       220        187
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/32     2,010      1,298
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/33     5,000      3,074
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/34     1,000        583
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/35     6,450      3,650
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/35    15,425      8,466
  Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/35     1,500        798
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/36    11,950      6,341
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/37       800        396
  Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/38       500        224
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/39       240        104
  Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/39       500        210
7 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/40     1,500        611
  Metropolitan Pier & Exposition Authority Appropriations Revenue 5.000% 12/15/40     1,000        980
  Metropolitan Pier & Exposition Authority Appropriations Revenue 5.000%  6/15/42     1,670      1,613
  Metropolitan Pier & Exposition Authority Appropriations Revenue 4.000% 12/15/42     4,270      3,540
1 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/43     2,015        693
1 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/44     3,720      1,203
1 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000%  6/15/46     1,710        490
  Metropolitan Pier & Exposition Authority Appropriations Revenue 4.000% 12/15/47    10,540      8,344
  Metropolitan Pier & Exposition Authority Appropriations Revenue 4.000%  6/15/52    11,600      8,922
  Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/54    10,000      1,617
5 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/54     6,070      1,062
  Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/56     1,300        186
1 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/56    14,435      2,243
5 Metropolitan Pier & Exposition Authority Appropriations Revenue 0.000% 12/15/56     2,250        350
  Metropolitan Pier & Exposition Authority Appropriations Revenue (McCormick Place Expansion Project) 5.000%  6/15/53     3,950      3,635
49

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Metropolitan Pier & Exposition Authority Appropriations Revenue (McCormick Place Expansion Project) 5.000%  6/15/57     8,500      7,765
7 Metropolitan Pier & Exposition Authority Appropriations Revenue, ETM 0.000% 12/15/23         5          5
7 Metropolitan Pier & Exposition Authority Appropriations Revenue, ETM 0.000% 12/15/23       175        174
  Metropolitan Pier & Exposition Authority Lease (Appropriation) Revenue 4.000%  6/15/50     5,000      3,887
  Metropolitan Pier & Exposition Authority Lease (Appropriation) Revenue 5.000%  6/15/50     7,500      6,964
1 Metropolitan Pier & Exposition Authority Sales Tax Revenue (McCormick Place Project) 0.000% 12/15/51       270         56
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/24       275        278
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/25       240        245
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/25     4,370      4,462
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/26       555        573
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/27     2,445      2,517
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/27     1,435      1,477
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/29     1,095      1,121
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/30     1,465      1,496
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/30     1,265      1,353
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/31       140        143
  Metropolitan Water Reclamation District of Greater Chicago GO 5.000%  12/1/31     1,280      1,375
  Metropolitan Water Reclamation District of Greater Chicago GO 5.250%  12/1/32     3,075      3,385
  Metropolitan Water Reclamation District of Greater Chicago GO 5.250%  12/1/34     7,000      7,755
  Metropolitan Water Reclamation District of Greater Chicago GO 5.250%  12/1/35     6,275      6,934
  Metropolitan Water Reclamation District of Greater Chicago GO, Prere. 5.000%  12/1/24     4,250      4,302
  Northern Illinois Municipal Power Agency Electric Power & Light Revenue 5.000%  12/1/27     1,765      1,811
  Northern Illinois Municipal Power Agency Electric Power & Light Revenue 5.000%  12/1/30     1,500      1,532
  Northern Illinois Municipal Power Agency Electric Power & Light Revenue 4.000%  12/1/32       470        441
  Northern Illinois Municipal Power Agency Electric Power & Light Revenue 4.000%  12/1/41       290        243
  Northern Illinois Municipal Power Agency Electric Power & Light Revenue 5.000%  12/1/41     2,965      2,909
9 Public Building Commission of Chicago Transit Revenue 5.250%   3/1/33       315        339
7 Regional Transportation Authority Sales Tax Revenue 6.500%   7/1/26     8,785      9,134
7 Regional Transportation Authority Sales Tax Revenue 6.500%   7/1/30     1,815      2,017
1 Regional Transportation Authority Sales Tax Revenue 5.750%   6/1/34       175        196
  Sales Tax Securitization Corp. Intergovernmental Agreement Revenue 5.000%   1/1/25     1,800      1,820
  Sales Tax Securitization Corp. Intergovernmental Agreement Revenue 5.000%   1/1/26     1,130      1,150
  Sales Tax Securitization Corp. Intergovernmental Agreement Revenue 5.000%   1/1/27     5,040      5,179
  Sales Tax Securitization Corp. Intergovernmental Agreement Revenue 5.000%   1/1/31     2,500      2,630
  Sales Tax Securitization Corp. Intergovernmental Agreement Revenue 5.000%   1/1/32     3,500      3,695
  Sales Tax Securitization Corp. Intergovernmental Agreement Revenue 5.000%   1/1/33    15,000     15,867
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/24     6,000      6,009
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/25     4,600      4,651
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/26     1,500      1,527
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/29     1,000      1,042
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/30     6,250      6,544
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/32     2,185      2,286
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/33     2,000      2,095
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/34     2,000      2,091
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/34     2,820      2,949
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/35     1,660      1,725
  Sales Tax Securitization Corp. Sales Tax Revenue 4.000%   1/1/38     1,300      1,160
  Sales Tax Securitization Corp. Sales Tax Revenue 4.000%   1/1/39     1,470      1,295
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/40     2,000      1,984
  Sales Tax Securitization Corp. Sales Tax Revenue 4.000%   1/1/42     3,600      3,122
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/43       680        669
  Sales Tax Securitization Corp. Sales Tax Revenue 5.250%   1/1/43       555        557
  Sales Tax Securitization Corp. Sales Tax Revenue 5.000%   1/1/44        10         10
  Sales Tax Securitization Corp. Sales Tax Revenue 4.000%   1/1/48    24,495     19,775
  Sangamon County Water Reclamation District GO 5.000%   1/1/44     5,000      5,048
  Schaumburg IL GO 4.000%  12/1/41       425        378
  Springfield IL Electric Power & Light Revenue 5.000%   3/1/33       500        502
1 Springfield IL Electric Power & Light Revenue 4.000%   3/1/40    10,660      9,038
1 University of Illinois College & University Revenue 4.125%   4/1/48     5,000      4,199
1 Will County Community High School District No. 210 Lincoln-Way GO 0.000%   1/1/26     1,500      1,360
5 Will County Community High School District No. 210 Lincoln-Way GO 0.000%   1/1/31       390        278
  Will County Community High School District No. 210 Lincoln-Way GO 0.000%   1/1/33       300        189
7 Will County Community Unit School District No. 365-U Valley View GO, ETM 0.000%  11/1/25     7,520      6,939
  Will County IL GO, Prere. 5.000% 11/15/25     2,000      2,044
                                 1,647,131
50

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Indiana (0.4%)
  Carmel Local Public Improvement Bond Bank Income Tax Revenue 4.000%  1/15/30     1,135      1,122
  Carmel Local Public Improvement Bond Bank Income Tax Revenue 4.000%  7/15/30       700        691
  Carmel Local Public Improvement Bond Bank Income Tax Revenue 4.000%  1/15/31       750        731
  Carmel Local Public Improvement Bond Bank Income Tax Revenue 4.000%  7/15/31       500        486
  Carmel Local Public Improvement Bond Bank Income Tax Revenue 4.000%  7/15/32     1,860      1,800
  Carmel Local Public Improvement Bond Bank Income Tax Revenue 4.000%  7/15/33     1,700      1,635
  Carmel Local Public Improvement Bond Bank Income Tax Revenue 4.000%  7/15/34     2,690      2,575
  Indiana Finance Authority Lease (Appropriation) Revenue (Stadium Project) 5.000%   2/1/32     3,000      3,225
  Indiana Finance Authority Lease (Appropriation) Revenue (Stadium Project) 5.000%   2/1/33     3,000      3,214
  Indiana Finance Authority Lease (Appropriation) Revenue (Stadium Project) 5.000%   2/1/35     3,000      3,209
  Indiana Finance Authority Lease Revenue 5.000%  12/1/23     3,260      3,263
  Indiana Finance Authority Lease Revenue 5.000%  12/1/25     1,355      1,387
  Indiana Finance Authority Lease Revenue 5.000%   6/1/27     9,365      9,666
  Indiana Finance Authority Lease Revenue 5.000%   6/1/28       345        357
  Indiana Finance Authority Lease Revenue 5.000%   6/1/29       880        940
  Indiana Finance Authority Lease Revenue 5.000%   2/1/36        55         57
  Indiana Finance Authority Lease Revenue (Stadium Project) 5.250%   2/1/33       175        178
  Indiana Finance Authority Lease Revenue (Stadium Project) 5.250%   2/1/34       300        305
  Indiana Finance Authority Lease Revenue (Stadium Project) 5.250%   2/1/35     5,025      5,104
  Indiana Finance Authority Lease Revenue (Stadium Project) 5.250%   2/1/37       350        355
  Indiana Finance Authority Local or Guaranteed Housing Revenue (Tippecanoe LLC Student Housing Project) 5.000%   6/1/53     2,500      2,238
  Indiana Finance Authority Local or Guaranteed Housing Revenue (Tippecanoe LLC Student Housing Project) 5.125%   6/1/58       625        563
  Indiana Finance Authority Local or Guaranteed Housing Revenue (Tippecanoe LLC Student Housing Project) 5.375%   6/1/64     2,070      1,906
  Indiana Finance Authority Sewer Revenue (CWA Authority Project) 5.000%  10/1/34        10         11
  Indiana Finance Authority Sewer Revenue (CWA Authority Project) 4.000%  10/1/36        25         23
  Indiana Finance Authority Sewer Revenue (CWA Authority Project) 5.000%  10/1/37     3,350      3,506
  Indiana Finance Authority Sewer Revenue (CWA Authority Project) 3.000%  10/1/40     1,500      1,106
  Indiana Finance Authority Sewer Revenue (CWA Authority Project) 5.000%  10/1/41     4,960      4,947
  Indiana Finance Authority Sewer Revenue (CWA Authority Project) 4.000%  10/1/42        10          9
  Indiana Finance Authority Water Revenue 5.000%   2/1/24     4,260      4,272
  Indiana Finance Authority Water Revenue 5.000%   2/1/25     4,520      4,587
  Indiana Finance Authority Water Revenue (State Revolving Program) 5.000%   2/1/29       115        121
  Indiana Municipal Power Agency Electric Power & Light Revenue 5.000%   1/1/33       630        639
  Indiana Municipal Power Agency Electric Power & Light Revenue 5.000%   1/1/37     7,670      7,737
  Indiana Municipal Power Agency Electric Power & Light Revenue 4.000%   1/1/42       125        107
  Indiana Municipal Power Agency Electric Power & Light Revenue 5.000%   1/1/42     8,770      8,730
  Indiana Municipal Power Agency Electric Power & Light Revenue 5.000%   1/1/42     1,005      1,013
  Indianapolis Department of Public Utilities Water System Water Revenue 5.000%  10/1/30       195        205
  Indianapolis Department of Public Utilities Water System Water Revenue 5.000%  10/1/34     1,230      1,278
  Indianapolis Department of Public Utilities Water System Water Revenue 5.000%  10/1/37     4,850      4,880
  Indianapolis Local Public Improvement Bond Bank Income Tax Revenue (Courthouse and Jail Project) 4.000%   2/1/44        50         43
  Indianapolis Local Public Improvement Bond Bank Income Tax Revenue (Courthouse and Jail Project) 3.840%   2/1/54     2,000      1,574
  Indianapolis Local Public Improvement Bond Bank Income Tax Revenue (Courthouse and Jail Project) 5.000%   2/1/54     3,665      3,602
9 Indianapolis Local Public Improvement Bond Bank Miscellaneous Revenue 0.000%   2/1/25        20         19
  Indianapolis Local Public Improvement Bond Bank Miscellaneous Revenue 5.000%   6/1/35     4,100      4,223
1 Indianapolis Local Public Improvement Bond Bank Miscellaneous Revenue 4.000%   6/1/39     3,440      3,069
1 Indianapolis Local Public Improvement Bond Bank Miscellaneous Revenue 4.000%   6/1/41    15,265     13,200
  Indianapolis Local Public Improvement Bond Bank Miscellaneous Revenue (Pilot Infrastructure Project) 5.000%   1/1/40     1,000      1,013
  Indianapolis Local Public Improvement Bond Bank Tax Increment/Allocation Revenue 4.000%   2/1/47    14,500     11,749
  Silver Creek School Building Corp. Lease (Abatement) Revenue 3.000%  1/15/40       700        519
  Silver Creek School Building Corp. Lease (Abatement) Revenue 3.000%  1/15/41     2,000      1,454
  Tippecanoe County IN School Building Corp. Lease (Abatement) Revenue 5.000%  7/15/35     2,060      2,153
  Tippecanoe County IN School Building Corp. Lease (Abatement) Revenue 5.000%  7/15/36     3,000      3,126
                                   133,922
Iowa (0.1%)
  Des Moines IA GO 2.000%   6/1/32     2,015      1,616
  Des Moines IA Stormwater Utility Special Assessment Revenue 3.250%   6/1/34     1,990      1,743
  Iowa Finance Authority Water Revenue 5.000%   8/1/28       250        261
  Iowa Finance Authority Water Revenue 5.000%   8/1/30       175        183
  Iowa Finance Authority Water Revenue 5.000%   8/1/34     2,500      2,629
  Iowa Finance Authority Water Revenue (State Revolving Program) 5.000%   8/1/34     3,000      3,295
  Iowa Finance Authority Water Revenue (State Revolving Program) 5.000%   8/1/35     2,425      2,639
  Iowa Higher Education Loan Authority College & University Revenue (Des Moines University Project) 4.000%  10/1/50     2,850      2,145
  Iowa Special Obligation Revenue 4.000%   6/1/26     1,435      1,439
  Iowa Special Obligation Revenue 5.000%   6/1/27       195        200
51

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Iowa Special Obligation Revenue 5.000%   6/1/28     5,310      5,453
                                    21,603
Kansas (0.2%)
1 Ellis County Unified School District No. 489 Hays GO 4.000%   9/1/52    12,350      9,980
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/24     3,815      3,850
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/25       245        247
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/25       475        485
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/26       660        673
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/27       100        102
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/28    14,900     15,003
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/28     5,000      5,096
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/29     6,225      6,268
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/29    10,025     10,199
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/30     5,805      5,903
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/34       240        243
  Kansas Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/35     5,000      5,054
  Kansas Development Finance Authority College & University Revenue (Wichita State University Project) 2.000%   6/1/37     1,740      1,153
  Sedgwick County Unified School District No. 266 Maize GO 5.000%   9/1/25     1,890      1,906
  Seward County Unified School District No. 480 Liberal GO, Prere. 5.000%   9/1/25     1,200      1,224
  Wyandotte County Unified School District No. 500 Kansas City GO, Prere. 4.125%   9/1/26       765        774
  Wyandotte County-Kansas City Unified Government Utility System Electric Power & Light Revenue 4.250%   9/1/39     2,325      2,113
  Wyandotte County-Kansas City Unified Government Utility System Water Revenue 5.000%   9/1/40        90         90
  Wyandotte County-Kansas City Unified Government Utility System Water Revenue 5.000%   9/1/45     1,450      1,418
                                    71,781
Kentucky (0.2%)
  Fayette County School District Finance Corp. Lease Revenue 4.000%   5/1/38     2,895      2,519
  Kentucky Asset Liability Commission Appropriations Revenue (Project Notes Federal Highway Trust First) 5.000%   9/1/26     2,235      2,250
  Kentucky Bond Development Corp. College & University Revenue (Transylvania University Project) 4.000%   3/1/33       175        162
  Kentucky Bond Development Corp. College & University Revenue (Transylvania University Project) 4.000%   3/1/36       260        229
  Kentucky Bond Development Corp. College & University Revenue (Transylvania University Project) 4.000%   3/1/37       260        222
  Kentucky Bond Development Corp. College & University Revenue (Transylvania University Project) 4.000%   3/1/46       490        369
  Kentucky Bond Development Corp. College & University Revenue (Transylvania University Project) 4.000%   3/1/49       335        246
  Kentucky Bond Development Corp. Intergovernmental Agreement Revenue 4.000%   9/1/48     4,560      3,585
  Kentucky Bond Development Corp. Intergovernmental Agreement Revenue (Lexington Center Corp. Project) 5.000%   9/1/48     2,000      1,885
7 Kentucky Municipal Power Agency Electric Power & Light Revenue 4.000%   9/1/39       800        673
7 Kentucky Municipal Power Agency Electric Power & Light Revenue 5.000%   9/1/42       315        283
  Kentucky Municipal Power Agency Electric Power & Light Revenue (Prairie State Project) 5.000%   9/1/34     1,500      1,515
  Kentucky Municipal Power Agency Electric Power & Light Revenue (Prairie State Project) 5.000%   9/1/37     1,100      1,103
  Kentucky State Property & Building Commission Lease (Appropriation) Revenue 5.000%   8/1/25       345        351
  Kentucky State Property & Building Commission Lease (Appropriation) Revenue (Project No. 108) 5.000%   8/1/24     1,070      1,078
  Kentucky State Property & Building Commission Lease (Appropriation) Revenue (Project No. 112) 5.000%  11/1/24       170        172
  Kentucky State Property & Building Commission Lease (Appropriation) Revenue (Project No. 112) 5.000%  11/1/25       400        407
  Kentucky State Property & Building Commission Lease (Appropriation) Revenue (Project No. 112) 5.000%  11/1/26    16,380     16,875
  Kentucky State Property & Building Commission Lease (Appropriation) Revenue (Project No. 112) 5.000%  11/1/28     3,105      3,175
  Kentucky State Property & Building Commission Lease (Appropriation) Revenue (Project No. 117) 5.000%   5/1/29       750        773
  Kentucky Turnpike Authority Lease (Appropriation) Revenue 5.000%   7/1/27     1,295      1,327
  Louisville & Jefferson County Visitors and Convention Commission Miscellaneous Taxes Revenue 3.125%   6/1/41        10          7
1 Louisville & Jefferson County Visitors and Convention Commission Miscellaneous Taxes Revenue 3.125%   6/1/46       115         79
  Louisville and Jefferson County Metropolitan Sewer District Sewer Revenue 4.000%  5/15/38    10,745      9,680
  Louisville and Jefferson County Metropolitan Sewer District Sewer Revenue 3.000%  5/15/46     4,995      3,379
  Louisville and Jefferson County Metropolitan Sewer District Sewer Revenue 2.375%  5/15/50     2,205      1,235
  University of Kentucky College & University Revenue 4.000%   4/1/44        15         13
                                    53,592
Louisiana (0.6%)
  East Baton Rouge Sewerage Commission Sewer Revenue 4.000%   2/1/40     2,520      2,220
  East Baton Rouge Sewerage Commission Sewer Revenue 4.000%   2/1/45        25         21
  East Baton Rouge Sewerage Commission Sewer Revenue PUT 1.300%   2/1/28     6,000      4,948
  East Baton Rouge Sewerage Commission Sewer Revenue, Prere. 4.000%   2/1/25     2,100      2,105
  East Baton Rouge Sewerage Commission Sewer Revenue, Prere. 5.000%   2/1/25     8,745      8,873
1 Jefferson Sales Tax District Sales Tax Revenue 4.000%  12/1/42    14,115     12,028
1 Jefferson Sales Tax District Sales Tax Revenue 5.000%  12/1/42     6,620      6,536
  Lafayette Parish School Board Sales Tax Revenue 4.000%   4/1/48     2,000      1,667
  Lafayette Parish School Board Sales Tax Revenue 4.000%   4/1/53     3,250      2,656
  Louisiana Gasoline & Fuels Tax Fuel Sales Tax Revenue 5.000%   5/1/40     8,565      8,628
  Louisiana Gasoline & Fuels Tax Fuel Sales Tax Revenue, Prere. 5.000%   5/1/24     1,095      1,101
  Louisiana Gasoline & Fuels Tax Fuel Sales Tax Revenue, Prere. 4.000%   5/1/25    22,000     22,024
52

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Louisiana Gasoline & Fuels Tax Fuel Sales Tax Revenue, Prere. 4.500%   5/1/25     2,634      2,656
  Louisiana Gasoline & Fuels Tax Fuel Sales Tax Revenue, Prere. 5.000%   5/1/25     5,895      5,986
  Louisiana GO 5.000%   8/1/25     2,000      2,015
  Louisiana GO 5.000%   8/1/25     2,000      2,035
  Louisiana GO 5.000%   8/1/27       835        861
  Louisiana GO 5.000%   2/1/28     1,630      1,634
  Louisiana GO 5.000%   8/1/28    13,135     13,555
  Louisiana GO 4.000%   2/1/31       350        350
  Louisiana GO 4.000%   2/1/33     5,020      5,019
  Louisiana Local Government Environmental Facilities & Community Development Auth Lease (Appropriation) Revenue (LCTCS Act 360 Project), Prere. 5.000%  10/1/24     1,900      1,918
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/28     1,000      1,021
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/29     1,000      1,021
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/30     1,000      1,021
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/31     1,605      1,637
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/32     1,810      1,843
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/33    14,790     15,026
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/34     1,675      1,698
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/35     7,935      8,021
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/36     2,975      2,993
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue 5.000%  8/15/37     2,990      2,991
  Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue PUT 0.875%   2/1/25     2,380      2,267
  Louisiana Local Government Environmental Facilities & Community Development Authority Sewer Revenue, Prere. 5.000%   2/1/24       400        401
  Louisiana Public Facilities Authority College & University Revenue 5.000%   4/1/45     2,580      2,553
  Louisiana Public Facilities Authority College & University Revenue 4.000%   4/1/50     2,000      1,570
  Louisiana Public Facilities Authority College & University Revenue 4.000%   1/1/56         5          4
  Louisiana Public Facilities Authority College & University Revenue, Prere. 4.000%   4/1/30       475        480
  Louisiana Stadium & Exposition District Hotel Occupancy Tax Revenue 5.000%   7/1/48     5,150      5,076
  Louisiana Stadium & Exposition District Hotel Occupancy Tax Revenue 5.250%   7/1/53     3,000      3,005
  Louisiana State Citizens Property Insurance Corp. Miscellaneous Revenue 5.000%   6/1/25     9,650      9,802
  Louisiana State Citizens Property Insurance Corp. Miscellaneous Revenue 5.000%   6/1/26     1,135      1,163
  New Orleans Aviation Board Port, Airport & Marina Revenue (North Terminal Project) 5.000%   1/1/48       155        150
  New Orleans City LA GO 5.000%  12/1/40     3,645      3,687
  New Orleans LA GO 5.000%  12/1/46    11,115     11,109
  New Orleans LA Sewerage Service Sewer Revenue, Prere. 5.000%   6/1/24       385        387
  New Orleans LA Water System Water Revenue, Prere. 5.000%  12/1/24     5,500      5,561
  Parish of East Baton Rouge Capital Improvements District Sales Tax Revenue 4.000%   8/1/44     5,000      4,252
  Shreveport LA Water & Sewer Water Revenue 5.000%  12/1/40        20         20
                                   197,595
Maine (0.1%)
  Maine Turnpike Authority Highway Revenue 4.000%   7/1/38     1,950      1,746
  Maine Turnpike Authority Highway Revenue 4.000%   7/1/45     2,270      1,911
  Maine Turnpike Authority Highway Revenue 5.000%   7/1/47    15,500     15,577
  Maine Turnpike Authority Highway Revenue 4.000%   7/1/50     1,745      1,411
                                    20,645
Maryland (2.0%)
  Anne Arundel County MD GO 5.000%   4/1/35       900        987
  Anne Arundel County MD GO 5.000%   4/1/41     1,080      1,132
  Anne Arundel County MD GO 5.000%   4/1/42     1,045      1,089
  Anne Arundel County MD GO 5.000%  10/1/42     2,195      2,287
  Baltimore MD Sewer Revenue (Wastewater Projects) 5.000%   7/1/46    10,015      9,999
  Baltimore MD Water Revenue 5.000%   7/1/44     9,495      9,197
  Baltimore MD Water Revenue (Water Project) 5.000%   7/1/41     6,075      6,117
  Baltimore MD Water Revenue (Water Project) 5.000%   7/1/50     2,400      2,415
  Baltimore MD Water Revenue (Water Project), Prere. 5.000%   1/1/24     1,245      1,247
  Baltimore MD Water Revenue (Water Project), Prere. 5.000%   1/1/24        60         60
53

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Calvert County MD GO 1.750%   7/1/34     1,165        873
  Calvert County MD GO 1.875%   7/1/35     1,115        821
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  11/1/23       575        575
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/24     1,145      1,156
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/26       575        596
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/26       390        404
  Maryland Department of Transportation Fuel Sales Tax Revenue 4.000% 12/15/26       150        150
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/27     2,310      2,420
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/27     1,770      1,835
  Maryland Department of Transportation Fuel Sales Tax Revenue 4.000%  11/1/27     1,510      1,501
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  12/1/27     1,350      1,419
  Maryland Department of Transportation Fuel Sales Tax Revenue 4.000% 12/15/27       135        134
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%   9/1/28     8,550      8,964
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/28     7,410      7,777
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/28     3,250      3,360
  Maryland Department of Transportation Fuel Sales Tax Revenue 3.000%  11/1/28     1,265      1,186
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/29       120        124
  Maryland Department of Transportation Fuel Sales Tax Revenue 4.000% 12/15/29     9,585      9,444
  Maryland Department of Transportation Fuel Sales Tax Revenue 3.000%  11/1/30     2,525      2,285
  Maryland Department of Transportation Fuel Sales Tax Revenue 3.000% 12/15/30     1,225      1,107
  Maryland Department of Transportation Fuel Sales Tax Revenue 2.125%  10/1/31       200        164
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/31       220        237
  Maryland Department of Transportation Fuel Sales Tax Revenue 3.000%  11/1/31        55         49
  Maryland Department of Transportation Fuel Sales Tax Revenue 3.250%   5/1/32       525        479
  Maryland Department of Transportation Fuel Sales Tax Revenue 4.000%  10/1/32     3,715      3,671
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/32        15         16
  Maryland Department of Transportation Fuel Sales Tax Revenue 3.500%  10/1/33     1,150      1,054
  Maryland Department of Transportation Fuel Sales Tax Revenue 3.000%  10/1/34     8,015      6,901
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/34     1,020      1,094
  Maryland Department of Transportation Fuel Sales Tax Revenue 3.000%  10/1/35    17,260     14,570
  Maryland Department of Transportation Fuel Sales Tax Revenue 5.000%  10/1/35     1,000      1,069
  Maryland Economic Development Corp. Local or Guaranteed Housing Revenue (Morgan State University Project) 5.750%   7/1/53     1,000      1,017
  Maryland Economic Development Corp. Local or Guaranteed Housing Revenue (Morgan State University Project) 6.000%   7/1/58     1,500      1,551
  Maryland GO 5.000%  3/15/24     2,045      2,054
  Maryland GO 5.000%  3/15/24     1,620      1,627
  Maryland GO 5.000%   6/1/24     2,025      2,039
  Maryland GO 4.000%   8/1/24    16,865     16,895
  Maryland GO 5.000%   8/1/24     1,870      1,887
  Maryland GO 5.000%   8/1/24     8,610      8,688
  Maryland GO 5.000%   8/1/24     8,980      9,062
  Maryland GO 5.000%   8/1/24    14,105     14,233
  Maryland GO 5.000%  3/15/25     1,770      1,800
  Maryland GO 5.000%  3/15/25       135        137
  Maryland GO 4.000%   6/1/25     5,455      5,463
  Maryland GO 5.000%   8/1/25    24,855     25,383
  Maryland GO 5.000%   8/1/25       200        204
  Maryland GO 5.000%   8/1/25     3,000      3,064
  Maryland GO 5.000%  3/15/26     1,745      1,797
  Maryland GO 5.000%  3/15/26     2,900      2,986
  Maryland GO 5.000%  3/15/26     2,110      2,173
  Maryland GO 5.000%   6/1/26     1,425      1,432
  Maryland GO 3.000%   8/1/26     5,235      5,090
  Maryland GO 4.000%   8/1/26     1,100      1,097
  Maryland GO 5.000%   8/1/26     8,920      9,233
  Maryland GO 5.000%   8/1/26     1,525      1,579
  Maryland GO 5.000%   8/1/26       255        264
  Maryland GO 5.000%   8/1/26     1,660      1,718
  Maryland GO 5.000%  3/15/27     2,240      2,339
  Maryland GO 4.000%   6/1/27     6,150      6,152
  Maryland GO 4.000%   8/1/27     1,110      1,104
  Maryland GO 5.000%   8/1/27     1,515      1,590
  Maryland GO 5.000%   8/1/27     4,880      5,122
  Maryland GO 5.000%   8/1/27     2,015      2,115
  Maryland GO 5.000%   8/1/27        40         42
  Maryland GO 5.000%   8/1/27     1,600      1,680
54

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Maryland GO 5.000%   3/1/28    14,365     15,187
  Maryland GO 5.000%  3/15/28     2,765      2,881
  Maryland GO 5.000%  3/15/28     4,595      4,860
  Maryland GO 5.000%  3/15/28     1,695      1,793
  Maryland GO 5.000%  3/15/28        25         26
  Maryland GO 4.000%   6/1/28     2,120      2,111
  Maryland GO 5.000%   6/1/28     1,170      1,241
  Maryland GO 5.000%   8/1/28     5,290      5,623
  Maryland GO 5.000%   8/1/28     9,450     10,045
  Maryland GO 5.000%   8/1/28     6,555      6,967
  Maryland GO 5.000%   8/1/28     5,360      5,697
  Maryland GO 5.000%   8/1/28     4,405      4,682
  Maryland GO 5.000%   8/1/28     3,825      4,005
  Maryland GO 5.000%  3/15/29        20         21
  Maryland GO 5.000%  3/15/29       105        109
  Maryland GO 5.000%  3/15/29     1,710      1,829
  Maryland GO 4.000%   8/1/29     4,000      4,074
  Maryland GO 5.000%   8/1/29     1,910      2,050
  Maryland GO 5.000%   8/1/29     4,070      4,368
  Maryland GO 5.000%   8/1/29       105        111
  Maryland GO 5.000%   8/1/29     2,335      2,435
  Maryland GO 3.000%   3/1/30       275        252
  Maryland GO 4.000%  3/15/30       675        679
  Maryland GO 4.000%   6/1/30    20,000     19,864
  Maryland GO 3.250%   8/1/30       100         93
  Maryland GO 5.000%   8/1/30       345        369
  Maryland GO 5.000%   8/1/30     3,725      4,030
  Maryland GO 5.000%   8/1/30     2,625      2,840
  Maryland GO 5.000%   8/1/30       510        538
  Maryland GO 5.000%   3/1/31     3,945      4,289
  Maryland GO 5.000%  3/15/31     2,395      2,549
  Maryland GO 5.000%  3/15/31     1,085      1,167
  Maryland GO 5.000%   6/1/31    16,455     17,932
  Maryland GO 5.000%   8/1/31     1,790      1,912
  Maryland GO 5.000%   8/1/31     4,550      4,794
  Maryland GO 5.000%   8/1/31       110        119
  Maryland GO 5.000%   3/1/32        55         60
  Maryland GO 3.250%  3/15/32         5          5
  Maryland GO 5.000%  3/15/32        20         22
  Maryland GO 5.000%  3/15/32     6,000      6,580
  Maryland GO 5.000%  3/15/32        35         37
  Maryland GO 4.000%   8/1/32     7,000      6,985
  Maryland GO 5.000%   8/1/32       235        254
  Maryland GO 5.000%   8/1/32     1,095      1,193
  Maryland GO 5.000%   3/1/33        15         16
  Maryland GO 3.125%  3/15/33     1,050        939
  Maryland GO 5.000%  3/15/33       160        172
  Maryland GO 5.000%   6/1/33       135        148
  Maryland GO 5.000%   8/1/33     2,510      2,734
  Maryland GO 5.000%   3/1/34        25         27
  Maryland GO 5.000%   6/1/34    24,310     26,620
  Maryland GO 5.000%   8/1/34     2,015      2,163
  Maryland GO 5.000%   3/1/35       335        362
  Maryland GO 5.000%  3/15/35        15         16
  Maryland GO 5.000%   6/1/35    15,000     16,345
  Maryland GO 5.000%   3/1/36        10         11
  Maryland Health & Higher Educational Facilities Authority College & University Revenue 5.000%   7/1/38     5,000      5,000
  Maryland Health & Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue, Prere. 5.000%   7/1/24     3,330      3,348
  Maryland Stadium Authority Appropriations Revenue 0.000%   5/1/51    18,365      3,887
  Maryland Stadium Authority Appropriations Revenue 0.000%   5/1/52     1,365        271
  Maryland Stadium Authority Appropriations Revenue 0.000%   5/1/53       970        181
  Maryland Stadium Authority Built to Learn Appropriations Revenue 4.000%   6/1/47    12,875     10,739
  Maryland Stadium Authority Built to Learn Appropriations Revenue 2.750%   6/1/51     5,065      3,023
  Maryland Stadium Authority Built to Learn Appropriations Revenue 4.000%   6/1/52     4,020      3,261
  Maryland Stadium Authority Lottery Revenue 5.000%   5/1/42     1,070      1,079
  Maryland Stadium Authority Lottery Revenue 5.000%   5/1/47    14,200     14,225
  Maryland Stadium Authority Lottery Revenue 5.000%   5/1/50     9,500      9,223
55

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Maryland Stadium Authority Lottery Revenue, Prere. 5.000%   5/1/26     2,650      2,734
  Maryland Stadium Authority Lottery Revenue, Prere. 5.000%   5/1/26       950        980
  Maryland State Transportation Authority Highway Revenue 2.500%   7/1/47     8,045      4,792
  Maryland State Transportation Authority Highway Revenue 5.000%   7/1/51    15,155     15,290
  Maryland State Transportation Authority Highway Revenue (Transportation Facilities Projects) 4.000%   7/1/45    10,750      9,180
  Maryland Water Infrastructure Financing Administration Bay Restoration Fund Sewer Revenue 2.800%   3/1/26     1,660      1,573
  Montgomery County MD GO 5.000%  11/1/24       175        177
  Montgomery County MD GO 5.000%  10/1/25     1,000      1,023
  Montgomery County MD GO 5.000%  11/1/25     1,530      1,544
  Montgomery County MD GO 5.000%  10/1/26    12,055     12,501
  Montgomery County MD GO 5.000%  11/1/26       170        172
  Montgomery County MD GO 5.000%  10/1/27     1,810      1,903
  Montgomery County MD GO, Prere. 5.000%  11/1/24       755        764
  Montgomery County MD GO, Prere. 5.000%  11/1/24       115        116
  Prince George's County MD GO 5.000%  7/15/24     1,000      1,008
  Prince George's County MD GO 5.000%  7/15/27       120        126
  Prince George's County MD GO 4.000%  7/15/30     5,170      5,210
  Prince George's County MD GO 3.000%  7/15/35     1,620      1,380
  Prince George's County MD GO 3.000%  7/15/36     1,980      1,644
  Prince George's County MD GO 5.000%  7/15/36     1,725      1,796
  Prince George's County MD GO 5.000%   7/1/37     6,435      6,871
  Prince George's County MD GO 5.000%   7/1/38     4,280      4,530
  Washington Suburban Sanitary Commission Water Revenue 2.125%   6/1/36    10,515      7,534
  Washington Suburban Sanitary Commission Water Revenue 2.125%   6/1/37    10,740      7,417
  Washington Suburban Sanitary Commission Water Revenue 2.125%   6/1/38    10,970      7,305
                                   610,620
Massachusetts (4.3%)
  Andover MA GO 2.000%  9/15/38     1,095        717
  Attleboro MA GO 2.625% 10/15/50     3,330      1,988
  Braintree MA GO 1.750% 10/15/32     2,005      1,530
  Braintree MA GO 1.750% 10/15/33     2,040      1,523
  Braintree MA GO 1.750% 10/15/34     2,075      1,503
  Braintree MA GO 2.000% 10/15/35     2,115      1,531
  Braintree MA GO 2.000% 10/15/36     2,160      1,507
  Braintree MA GO 2.125% 10/15/37     2,205      1,511
  Braintree MA GO 2.125% 10/15/38     2,250      1,499
  Braintree MA GO 2.125% 10/15/39     2,300      1,493
  Braintree MA GO 2.125% 10/15/40     2,350      1,488
  Brockton MA GO 4.000%   8/1/47     4,195      3,567
  Brookline MA GO 1.625%  2/15/33     3,000      2,298
  Brookline MA GO 1.625%  2/15/34     6,235      4,668
  Commonwealth of Massachusetts Federal Highway Government Fund/Grant Revenue 5.000%  6/15/26     1,055      1,075
  Commonwealth of Massachusetts Federal Highway Government Fund/Grant Revenue GAN 5.000%  6/15/24     8,035      8,091
  Commonwealth of Massachusetts Federal Highway Government Fund/Grant Revenue GAN 5.000%  6/15/25     1,650      1,662
  Commonwealth of Massachusetts GO 5.000%   1/1/24       150        150
  Commonwealth of Massachusetts GO 5.000%   7/1/24     8,950      9,024
  Commonwealth of Massachusetts GO 5.000%   8/1/24    20,000     20,186
  Commonwealth of Massachusetts GO 5.000%  11/1/24       300        304
  Commonwealth of Massachusetts GO 5.000%  11/1/24    15,000     15,189
  Commonwealth of Massachusetts GO 5.000%  12/1/24     5,030      5,098
  Commonwealth of Massachusetts GO 5.000%   1/1/25     8,035      8,152
  Commonwealth of Massachusetts GO 4.000%   5/1/25     1,000      1,000
  Commonwealth of Massachusetts GO 5.000%   5/1/25     5,750      5,858
  Commonwealth of Massachusetts GO 5.000%   7/1/25     7,805      7,968
  Commonwealth of Massachusetts GO 5.000%   7/1/25     3,835      3,915
  Commonwealth of Massachusetts GO 5.000%   7/1/25     4,120      4,206
  Commonwealth of Massachusetts GO 5.000%   8/1/25     2,875      2,938
  Commonwealth of Massachusetts GO 5.000%   9/1/25     1,565      1,601
  Commonwealth of Massachusetts GO 5.000%   9/1/25     1,690      1,729
1 Commonwealth of Massachusetts GO 5.250%   9/1/25     1,830      1,881
  Commonwealth of Massachusetts GO 5.000%  10/1/25       235        241
  Commonwealth of Massachusetts GO 5.000%  10/1/25     5,000      5,120
  Commonwealth of Massachusetts GO 5.000%  11/1/25       790        810
  Commonwealth of Massachusetts GO 5.000%   1/1/26       410        421
  Commonwealth of Massachusetts GO 5.000%   3/1/26        55         57
  Commonwealth of Massachusetts GO 5.000%   5/1/26       550        568
  Commonwealth of Massachusetts GO 5.000%   7/1/26     5,160      5,339
56

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Commonwealth of Massachusetts GO 5.000%   7/1/26     4,295      4,444
  Commonwealth of Massachusetts GO 5.000%   7/1/26       880        911
  Commonwealth of Massachusetts GO 5.000%   7/1/26       100        104
  Commonwealth of Massachusetts GO 5.000%   9/1/26     2,000      2,074
  Commonwealth of Massachusetts GO 5.000%  10/1/26     1,405      1,459
  Commonwealth of Massachusetts GO 5.000%  11/1/26        50         52
  Commonwealth of Massachusetts GO 5.000%  11/1/26     1,335      1,388
  Commonwealth of Massachusetts GO 5.000%  12/1/26     8,785      9,144
  Commonwealth of Massachusetts GO 5.000%   1/1/27     1,345      1,400
  Commonwealth of Massachusetts GO 5.000%   5/1/27       570        596
  Commonwealth of Massachusetts GO 5.000%   7/1/27     1,085      1,137
  Commonwealth of Massachusetts GO 5.000%   7/1/27       130        134
  Commonwealth of Massachusetts GO 5.000%   7/1/27     1,820      1,908
  Commonwealth of Massachusetts GO 5.000%   7/1/27     3,340      3,501
  Commonwealth of Massachusetts GO 5.000%   7/1/27     1,145      1,200
  Commonwealth of Massachusetts GO 5.000%   9/1/27     1,220      1,282
  Commonwealth of Massachusetts GO 3.000%  12/1/27     3,885      3,695
  Commonwealth of Massachusetts GO 5.000%   3/1/28     7,015      7,419
  Commonwealth of Massachusetts GO 5.000%   5/1/28       440        466
  Commonwealth of Massachusetts GO 3.000%   7/1/28        35         33
  Commonwealth of Massachusetts GO 5.000%   7/1/28       210        217
  Commonwealth of Massachusetts GO 5.000%   7/1/28     2,175      2,310
  Commonwealth of Massachusetts GO 5.000%   7/1/28     1,000      1,017
  Commonwealth of Massachusetts GO 5.250%   8/1/28     5,000      5,371
  Commonwealth of Massachusetts GO 5.000%   9/1/28     2,750      2,927
  Commonwealth of Massachusetts GO 3.000%  11/1/28        25         24
  Commonwealth of Massachusetts GO 5.000%  11/1/28     2,000      2,134
  Commonwealth of Massachusetts GO 5.000%  11/1/28     1,010      1,078
  Commonwealth of Massachusetts GO 5.000%   1/1/29     1,810      1,903
  Commonwealth of Massachusetts GO 5.000%   3/1/29     5,450      5,834
  Commonwealth of Massachusetts GO 5.000%   5/1/29       390        418
  Commonwealth of Massachusetts GO 5.000%   7/1/29       100        102
  Commonwealth of Massachusetts GO 5.000%   7/1/29     4,765      4,911
  Commonwealth of Massachusetts GO 5.000%   7/1/29     1,750      1,879
  Commonwealth of Massachusetts GO 5.000%   7/1/29       235        252
  Commonwealth of Massachusetts GO 5.000%   5/1/30     1,550      1,550
  Commonwealth of Massachusetts GO 5.000%   5/1/30     1,350      1,462
  Commonwealth of Massachusetts GO 5.000%   7/1/30     4,550      4,626
  Commonwealth of Massachusetts GO 5.000%   7/1/30     3,820      4,144
  Commonwealth of Massachusetts GO 5.000%   7/1/30     1,400      1,519
9 Commonwealth of Massachusetts GO 5.500%   8/1/30    10,230     11,114
  Commonwealth of Massachusetts GO 5.000%  10/1/30     8,975      9,761
  Commonwealth of Massachusetts GO 5.000%  11/1/30       125        136
  Commonwealth of Massachusetts GO 5.000%   1/1/31        15         16
  Commonwealth of Massachusetts GO 5.000%   5/1/31     2,015      2,203
  Commonwealth of Massachusetts GO 5.000%   7/1/31     7,320      7,517
  Commonwealth of Massachusetts GO 5.000%   7/1/31     5,060      5,202
  Commonwealth of Massachusetts GO 5.000%   7/1/31    10,810     10,990
  Commonwealth of Massachusetts GO 5.000%  11/1/31     1,920      1,999
  Commonwealth of Massachusetts GO 5.000%  11/1/31        15         16
  Commonwealth of Massachusetts GO 5.000%   5/1/32     3,000      3,299
  Commonwealth of Massachusetts GO 5.000%   7/1/32       300        323
  Commonwealth of Massachusetts GO 4.000%  11/1/32     6,135      6,098
  Commonwealth of Massachusetts GO 5.250%   1/1/33        15         16
  Commonwealth of Massachusetts GO 5.000%   2/1/33    10,000     10,907
  Commonwealth of Massachusetts GO 5.000%   2/1/33     1,245      1,284
  Commonwealth of Massachusetts GO 4.000%   4/1/33     1,140      1,133
  Commonwealth of Massachusetts GO 5.000%   5/1/33     2,495      2,505
  Commonwealth of Massachusetts GO 5.000%   5/1/33     2,000      2,209
  Commonwealth of Massachusetts GO 5.000%   7/1/33     6,765      6,868
  Commonwealth of Massachusetts GO 5.000%   7/1/33     6,860      7,025
  Commonwealth of Massachusetts GO 4.000%   9/1/33     7,620      7,565
  Commonwealth of Massachusetts GO 3.000%  11/1/33       220        194
  Commonwealth of Massachusetts GO 5.000%  11/1/33         5          5
  Commonwealth of Massachusetts GO 5.000%   1/1/34     1,000      1,045
  Commonwealth of Massachusetts GO 5.000%   5/1/34       200        200
  Commonwealth of Massachusetts GO 5.000%   5/1/34     3,250      3,571
57

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Commonwealth of Massachusetts GO 5.000%   2/1/35     4,425      4,544
  Commonwealth of Massachusetts GO 3.000%   3/1/35        95         82
  Commonwealth of Massachusetts GO 4.000%   4/1/35     1,845      1,821
  Commonwealth of Massachusetts GO 4.000%   5/1/35     2,700      2,663
  Commonwealth of Massachusetts GO 5.000%   5/1/35     1,000      1,093
  Commonwealth of Massachusetts GO 3.000%   7/1/35        55         47
  Commonwealth of Massachusetts GO 5.000%   7/1/35     5,045      5,109
  Commonwealth of Massachusetts GO 4.000%   9/1/35     1,205      1,187
  Commonwealth of Massachusetts GO 3.000%  11/1/35     7,110      6,057
  Commonwealth of Massachusetts GO 5.000%  12/1/35       120        123
  Commonwealth of Massachusetts GO 5.000%   1/1/36       960      1,002
  Commonwealth of Massachusetts GO 5.000%   2/1/36     5,315      5,441
  Commonwealth of Massachusetts GO 3.000%   3/1/36       115         97
  Commonwealth of Massachusetts GO 5.000%   4/1/36     3,000      3,072
  Commonwealth of Massachusetts GO 3.500%   5/1/36       110         98
  Commonwealth of Massachusetts GO 5.000%   5/1/36     1,500      1,625
  Commonwealth of Massachusetts GO 5.000%   7/1/36     3,025      3,057
  Commonwealth of Massachusetts GO 4.000%   9/1/36       215        209
  Commonwealth of Massachusetts GO 4.000%  11/1/36     5,250      5,084
  Commonwealth of Massachusetts GO 3.500%   5/1/37        10          9
  Commonwealth of Massachusetts GO 4.000%   9/1/37       450        428
  Commonwealth of Massachusetts GO 4.000%   9/1/37       120        114
  Commonwealth of Massachusetts GO 4.000%  11/1/37     4,005      3,796
  Commonwealth of Massachusetts GO 5.000%  12/1/37     2,955      2,996
  Commonwealth of Massachusetts GO 4.000%   5/1/38        15         14
  Commonwealth of Massachusetts GO 5.000%   5/1/38     1,000      1,060
  Commonwealth of Massachusetts GO 3.250%   9/1/38       150        124
  Commonwealth of Massachusetts GO 3.000%  11/1/38     8,845      6,962
  Commonwealth of Massachusetts GO 5.000%  11/1/38     9,500      9,659
  Commonwealth of Massachusetts GO 5.000%  12/1/38       775        784
  Commonwealth of Massachusetts GO 3.250%   2/1/39       200        164
  Commonwealth of Massachusetts GO 3.000%   7/1/39     2,500      1,938
  Commonwealth of Massachusetts GO 5.000%   8/1/39    19,700     20,807
  Commonwealth of Massachusetts GO 4.000%   9/1/39     6,880      6,285
  Commonwealth of Massachusetts GO 5.000%  10/1/39        20         21
  Commonwealth of Massachusetts GO 3.000%  11/1/39     4,330      3,347
  Commonwealth of Massachusetts GO 4.000%  12/1/39     1,000        913
  Commonwealth of Massachusetts GO 4.000%   2/1/40     7,000      6,337
  Commonwealth of Massachusetts GO 4.000%   5/1/40       335        303
  Commonwealth of Massachusetts GO 4.000%   5/1/40     4,500      4,071
  Commonwealth of Massachusetts GO 5.000%   7/1/40     7,730      7,766
  Commonwealth of Massachusetts GO 5.000%   7/1/40        15         15
  Commonwealth of Massachusetts GO 3.000%  11/1/40       500        378
  Commonwealth of Massachusetts GO 5.000%   1/1/41    15,000     15,186
  Commonwealth of Massachusetts GO 3.000%   2/1/41     1,000        748
  Commonwealth of Massachusetts GO 5.000%   3/1/41     3,220      3,191
  Commonwealth of Massachusetts GO 3.000%   4/1/41       670        502
  Commonwealth of Massachusetts GO 5.000%   5/1/41     1,200      1,250
  Commonwealth of Massachusetts GO 5.000%   5/1/41     1,150      1,198
  Commonwealth of Massachusetts GO 5.000%   7/1/41     1,725      1,772
  Commonwealth of Massachusetts GO 4.000%  11/1/41     2,000      1,787
  Commonwealth of Massachusetts GO 5.000%  11/1/41     1,950      1,971
  Commonwealth of Massachusetts GO 4.000%   2/1/42     2,580      2,281
  Commonwealth of Massachusetts GO 4.000%   2/1/42     4,275      3,779
  Commonwealth of Massachusetts GO 4.000%   4/1/42        15         13
  Commonwealth of Massachusetts GO 5.000%   4/1/42     8,650      8,706
  Commonwealth of Massachusetts GO 5.000%   5/1/42    10,000     10,128
  Commonwealth of Massachusetts GO 5.000%   5/1/42     2,800      2,891
  Commonwealth of Massachusetts GO 4.000%   9/1/42     2,835      2,501
  Commonwealth of Massachusetts GO 2.500%   3/1/43     1,495        966
  Commonwealth of Massachusetts GO 5.000%   5/1/43     1,300      1,315
  Commonwealth of Massachusetts GO 5.000%   5/1/43     2,250      2,315
  Commonwealth of Massachusetts GO 5.000%   5/1/43     3,285      3,380
  Commonwealth of Massachusetts GO 5.000%   1/1/44     3,000      3,022
  Commonwealth of Massachusetts GO 4.000%   2/1/44         5          4
  Commonwealth of Massachusetts GO 3.000%   4/1/44     9,015      6,441
  Commonwealth of Massachusetts GO 4.000%  12/1/44     5,000      4,340
58

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Commonwealth of Massachusetts GO 4.000%   5/1/45       260        224
  Commonwealth of Massachusetts GO 5.000%   7/1/45     2,520      2,523
  Commonwealth of Massachusetts GO 5.000%   7/1/45     9,665      9,803
  Commonwealth of Massachusetts GO 5.000%  11/1/45       855        858
  Commonwealth of Massachusetts GO 5.000%  11/1/45     5,000      5,092
  Commonwealth of Massachusetts GO 5.000%   1/1/46    10,000     10,047
  Commonwealth of Massachusetts GO 4.000%   2/1/46     1,000        854
  Commonwealth of Massachusetts GO 5.000%   3/1/46    15,250     15,104
  Commonwealth of Massachusetts GO 4.000%   4/1/46     2,055      1,755
  Commonwealth of Massachusetts GO 5.000%   5/1/46     2,250      2,264
  Commonwealth of Massachusetts GO 3.000%   9/1/46     4,965      3,409
  Commonwealth of Massachusetts GO 3.000%   3/1/47    11,735      7,970
  Commonwealth of Massachusetts GO 3.000%   4/1/47     2,165      1,469
  Commonwealth of Massachusetts GO 5.000%   4/1/47     1,055      1,056
  Commonwealth of Massachusetts GO 5.000%   4/1/47    13,435     13,453
  Commonwealth of Massachusetts GO 5.250%   4/1/47     4,350      4,392
  Commonwealth of Massachusetts GO 5.000%   5/1/47     4,100      4,120
  Commonwealth of Massachusetts GO 5.000%   1/1/48     9,420      9,447
  Commonwealth of Massachusetts GO 3.000%   3/1/48    11,550      7,754
  Commonwealth of Massachusetts GO 3.000%   4/1/48    10,000      6,710
  Commonwealth of Massachusetts GO 4.000%   5/1/48     7,500      6,315
  Commonwealth of Massachusetts GO 5.000%   5/1/48     8,300      8,419
  Commonwealth of Massachusetts GO 5.000%   7/1/48    14,575     14,697
  Commonwealth of Massachusetts GO 5.000%   9/1/48     5,000      5,061
  Commonwealth of Massachusetts GO 5.000%   1/1/49     4,445      4,457
  Commonwealth of Massachusetts GO 3.000%   4/1/49     4,000      2,656
  Commonwealth of Massachusetts GO 5.000%   5/1/49     1,250      1,254
  Commonwealth of Massachusetts GO 2.750%   3/1/50    11,550      7,160
  Commonwealth of Massachusetts GO 2.000%   4/1/50    21,500     10,901
  Commonwealth of Massachusetts GO 5.000%  11/1/50    22,000     22,188
  Commonwealth of Massachusetts GO 2.125%   4/1/51     7,500      3,877
  Commonwealth of Massachusetts GO 5.000%  10/1/52     9,875      9,967
  Commonwealth of Massachusetts GO 5.000%  11/1/52     1,000      1,009
  Commonwealth of Massachusetts GO 5.000%   5/1/53    24,200     24,416
7 Commonwealth of Massachusetts Special Obligation Revenue 5.500%   1/1/25       100        102
7 Commonwealth of Massachusetts Special Obligation Revenue 5.500%   1/1/29       100        108
7 Commonwealth of Massachusetts Special Obligation Revenue 5.500%   1/1/30       240        261
7 Commonwealth of Massachusetts Special Obligation Revenue 5.500%   1/1/34    18,000     19,670
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 5.000%   6/1/25       265        270
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 5.000%   6/1/26       270        279
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 5.000%   6/1/41     1,750      1,758
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 4.000%   6/1/46    10,000      8,441
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 5.000%   6/1/47     6,985      6,979
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 5.000%   6/1/48     5,385      5,340
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 4.000%   6/1/50    10,000      8,229
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 5.000%   6/1/50    10,000     10,078
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 5.000%   6/1/51    10,185     10,237
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue 5.000%   6/1/53    12,000     12,080
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) 5.000%   6/1/29     5,955      6,054
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) 5.000%   6/1/31     3,005      3,052
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) 5.000%   6/1/32     7,375      7,489
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) 4.000%   6/1/45     5,485      4,671
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) 5.000%   6/1/45     6,190      6,185
  Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue (Rail Enhancement Program) 5.000%   6/1/52     6,790      6,837
  Easton MA GO 2.500% 10/15/46     3,000      1,807
  Gloucester MA GO 2.250%  9/15/46       300        172
  Hingham MA GO 2.375%  2/15/50     2,500      1,403
  Lowell MA GO 3.000%   9/1/34     1,000        863
  Lowell MA GO 2.250%   9/1/49     1,670        915
  Massachusetts Bay Transportation Authority Assessment Special Assessment Revenue 5.000%   7/1/25     2,080      2,122
  Massachusetts Bay Transportation Authority Assessment Special Assessment Revenue 5.000%   7/1/27     4,275      4,426
  Massachusetts Bay Transportation Authority Assessment Special Assessment Revenue 3.125%   7/1/41        15         12
  Massachusetts Bay Transportation Authority Assessment Special Assessment Revenue 5.000%   7/1/52     3,000      3,042
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.000%   7/1/25       775        791
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.000%   7/1/26    13,140     13,579
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.000%   7/1/28     3,040      3,228
  Massachusetts Bay Transportation Authority Sales Tax Revenue 0.000%   7/1/29     4,135      3,149
59

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.250%   7/1/29         5          5
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.250%   7/1/30       170        187
  Massachusetts Bay Transportation Authority Sales Tax Revenue 0.000%   7/1/32       305        198
  Massachusetts Bay Transportation Authority Sales Tax Revenue 4.000%   7/1/35     1,015        997
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.000%   7/1/35        15         16
  Massachusetts Bay Transportation Authority Sales Tax Revenue 4.000%   7/1/36        70         67
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.000%   7/1/40     2,895      2,906
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.000%   7/1/44     4,000      3,964
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.000%   7/1/45     9,350      9,386
  Massachusetts Bay Transportation Authority Sales Tax Revenue 4.000%   7/1/48     3,750      3,158
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.250%   7/1/48        40         42
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.000%   7/1/50    12,215     12,047
  Massachusetts Bay Transportation Authority Sales Tax Revenue 4.000%   7/1/51    12,000      9,940
  Massachusetts Bay Transportation Authority Sales Tax Revenue 4.000%   7/1/53     3,660      3,019
  Massachusetts Bay Transportation Authority Sales Tax Revenue 5.250%   7/1/53    12,450     12,896
  Massachusetts Clean Water Trust Miscellaneous Revenue 5.000%   8/1/24       965        974
7 Massachusetts Department of Transportation Highway Revenue 0.000%   1/1/24        35         35
  Massachusetts Development Finance Agency College & University Revenue 5.000%  7/15/24       150        151
  Massachusetts Development Finance Agency College & University Revenue 5.000% 10/15/25     1,000      1,025
  Massachusetts Development Finance Agency College & University Revenue 5.000%  7/15/26       115        119
  Massachusetts Development Finance Agency College & University Revenue 5.000% 10/15/26     5,355      5,568
  Massachusetts Development Finance Agency College & University Revenue 5.000%   7/1/29       500        504
  Massachusetts Development Finance Agency College & University Revenue 4.000%  7/15/29     1,000      1,002
  Massachusetts Development Finance Agency College & University Revenue 5.000% 10/15/29     1,000      1,081
  Massachusetts Development Finance Agency College & University Revenue 5.000%  7/15/30     6,140      6,357
  Massachusetts Development Finance Agency College & University Revenue 5.000%  10/1/30       780        785
  Massachusetts Development Finance Agency College & University Revenue 5.000%  10/1/32       980        985
  Massachusetts Development Finance Agency College & University Revenue 5.000%  7/15/33    21,180     21,824
  Massachusetts Development Finance Agency College & University Revenue 5.000%  7/15/34    18,855     19,423
  Massachusetts Development Finance Agency College & University Revenue 5.000%  10/1/34     1,060      1,061
  Massachusetts Development Finance Agency College & University Revenue 4.000%  7/15/36     4,120      4,049
  Massachusetts Development Finance Agency College & University Revenue 5.000%  7/15/36     1,360      1,510
  Massachusetts Development Finance Agency College & University Revenue 4.000%   7/1/39        25         21
  Massachusetts Development Finance Agency College & University Revenue 5.000%  7/15/40     5,315      5,713
  Massachusetts Development Finance Agency College & University Revenue 5.000%   1/1/41     1,005        945
  Massachusetts Development Finance Agency College & University Revenue 4.000%   7/1/42     2,745      2,348
  Massachusetts Development Finance Agency College & University Revenue 5.000%  10/1/43     6,615      6,088
  Massachusetts Development Finance Agency College & University Revenue 5.000%   3/1/44     5,990      5,993
  Massachusetts Development Finance Agency College & University Revenue 5.000%  10/1/44       155        159
  Massachusetts Development Finance Agency College & University Revenue 5.000%   9/1/46     2,000      1,990
  Massachusetts Development Finance Agency College & University Revenue 4.000%  10/1/46       850        745
  Massachusetts Development Finance Agency College & University Revenue 4.000%  10/1/46        10          8
  Massachusetts Development Finance Agency College & University Revenue 4.000%  10/1/46     2,105      1,847
  Massachusetts Development Finance Agency College & University Revenue 5.000%   1/1/47    10,000      9,026
  Massachusetts Development Finance Agency College & University Revenue 5.000%   9/1/48     3,000      2,517
  Massachusetts Development Finance Agency College & University Revenue 5.000%  10/1/48     2,105      2,136
  Massachusetts Development Finance Agency College & University Revenue 4.000%   6/1/50     2,700      1,974
  Massachusetts Development Finance Agency College & University Revenue 5.000%   7/1/50     5,260      5,318
  Massachusetts Development Finance Agency College & University Revenue 5.000%   7/1/55    11,500     11,424
  Massachusetts Development Finance Agency College & University Revenue (Suffolk University Project) 4.000%   7/1/51     6,695      4,903
  Massachusetts Development Finance Agency Health, Hospital, Nursing Home Revenue, Prere. 4.000%   6/1/29    13,000     13,198
  Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue 5.000%  10/1/31       290        280
  Massachusetts Development Finance Agency Local or Guaranteed Housing Revenue 5.000%  10/1/48     1,185        989
  Massachusetts Port Authority Port, Airport & Marina Revenue 5.000%   7/1/44     5,000      5,032
  Massachusetts Port Authority Port, Airport & Marina Revenue 5.000%   7/1/45       175        175
  Massachusetts School Building Authority Sales Tax Revenue 3.050%  8/15/28     1,190      1,127
  Massachusetts School Building Authority Sales Tax Revenue 5.000%  8/15/31       595        605
  Massachusetts School Building Authority Sales Tax Revenue 4.000%  1/15/35     6,090      6,006
  Massachusetts School Building Authority Sales Tax Revenue 4.000% 11/15/35     4,775      4,672
  Massachusetts School Building Authority Sales Tax Revenue 4.000%  8/15/36        25         24
  Massachusetts School Building Authority Sales Tax Revenue 5.000%  8/15/37    10,000     10,070
  Massachusetts School Building Authority Sales Tax Revenue 5.000%  8/15/37    13,815     13,912
  Massachusetts School Building Authority Sales Tax Revenue 4.000%  2/15/43     5,490      4,751
  Massachusetts School Building Authority Sales Tax Revenue 4.000%  1/15/45     1,440      1,232
  Massachusetts School Building Authority Sales Tax Revenue 5.000% 11/15/46     2,450      2,446
  Massachusetts School Building Authority Sales Tax Revenue 3.000%  8/15/50     3,000      1,958
  Massachusetts School Building Authority Sales Tax Revenue, Prere. 5.000%  2/15/24     1,510      1,516
60

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Massachusetts School Building Authority Sales Tax Revenue, Prere. 5.000%  2/15/24     2,300      2,308
  Massachusetts School Building Authority Sales Tax Revenue, Prere. 5.000%  8/15/25     1,365      1,395
  Massachusetts School Building Authority Sales Tax Revenue, Prere. 5.000%  2/15/26    20,640     21,229
  Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue 5.000%   1/1/26     2,890      2,967
  Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue 5.000%   1/1/27     3,625      3,769
  Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue 5.000%   1/1/30        20         21
  Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue 5.000%   1/1/32         5          5
  Massachusetts Transportation Trust Fund Metropolitan Highway System Highway Revenue 5.000%   1/1/33       205        216
1 Massachusetts Water Resources Authority Water Revenue 5.250%   8/1/25       110        113
  Massachusetts Water Resources Authority Water Revenue 5.000%   8/1/27     8,765      9,210
1 Massachusetts Water Resources Authority Water Revenue 5.250%   8/1/27     1,480      1,571
  Massachusetts Water Resources Authority Water Revenue 5.000%   8/1/30     2,110      2,166
  Massachusetts Water Resources Authority Water Revenue 5.000%   8/1/31     2,000      2,071
1 Massachusetts Water Resources Authority Water Revenue 5.250%   8/1/31        80         89
  Massachusetts Water Resources Authority Water Revenue 5.000%   8/1/32       860        890
1 Massachusetts Water Resources Authority Water Revenue 5.250%   8/1/33     1,870      2,115
  Massachusetts Water Resources Authority Water Revenue 4.000%   8/1/36     5,255      5,042
1 Massachusetts Water Resources Authority Water Revenue 5.250%   8/1/37     4,000      4,432
  Massachusetts Water Resources Authority Water Revenue 4.000%   8/1/40       610        544
  Massachusetts Water Resources Authority Water Revenue 5.250%   8/1/48     1,150      1,196
  Massachusetts Water Resources Authority Water Revenue, Prere. 5.000%   8/1/26       395        409
  Massachusetts Water Resources Authority Water Revenue, Prere. 5.000%   8/1/26    18,900     19,574
  Milford MA GO 2.000%  12/1/35     2,750      1,981
  Milford MA GO 2.000%  12/1/38     3,000      1,939
  Milford MA GO 2.000%  12/1/39     3,000      1,889
  Stoneham MA GO 2.000%  1/15/34     4,000      3,061
  Stoneham MA GO 2.000%  1/15/35     4,080      3,047
  Stoneham MA GO 2.000%  1/15/36     4,165      3,003
  Sutton MA GO 2.700%   6/1/30     1,625      1,440
  University of Massachusetts Building Authority College & University Revenue 5.000%  11/1/24     1,000      1,012
  University of Massachusetts Building Authority College & University Revenue 5.000%  11/1/25     5,250      5,376
  University of Massachusetts Building Authority College & University Revenue 4.000%  11/1/35     4,775      4,640
  University of Massachusetts Building Authority College & University Revenue 5.000%  11/1/39     1,900      1,902
  University of Massachusetts Building Authority College & University Revenue 5.250%  11/1/42     2,170      2,224
  University of Massachusetts Building Authority College & University Revenue 5.250%  11/1/47    18,000     18,419
  Worcester MA GO 2.000%   2/1/47     7,960      4,334
                                 1,305,359
Michigan (1.5%)
1,11 Detroit City School District GO 6.000%   5/1/29     6,765      7,240
1,11 Detroit City School District GO 5.250%   5/1/30    14,980     16,088
1,11 Detroit City School District GO 5.250%   5/1/32       285        310
1 Downriver Utility Wastewater Authority Sewer Revenue 5.000%   4/1/43       750        736
  Great Lakes Water Authority Sewage Disposal System Sewer Revenue 5.250%   7/1/47     7,500      7,642
  Great Lakes Water Authority Sewage Disposal System Sewer Revenue 5.000%   7/1/48     5,000      4,826
  Great Lakes Water Authority Sewage Disposal System Sewer Revenue 5.250%   7/1/52     7,170      7,271
  Great Lakes Water Authority Sewage Disposal System Water Revenue 5.000%   7/1/30     2,000      2,046
  Great Lakes Water Authority Sewage Disposal System Water Revenue 5.000%   7/1/31    10,000     10,193
  Great Lakes Water Authority Water Supply System Water Revenue 5.000%   7/1/28     3,885      3,949
  Great Lakes Water Authority Water Supply System Water Revenue 5.000%   7/1/31        75         76
  Great Lakes Water Authority Water Supply System Water Revenue 5.000%   7/1/33       640        648
  Great Lakes Water Authority Water Supply System Water Revenue 5.250%   7/1/33     5,175      5,268
  Great Lakes Water Authority Water Supply System Water Revenue 5.000%   7/1/35     2,255      2,276
  Great Lakes Water Authority Water Supply System Water Revenue 5.000%   7/1/46    19,745     19,197
  Karegnondi Water Authority Lease Revenue 5.250%  11/1/28       865        865
  Karegnondi Water Authority Lease Revenue 5.250%  11/1/40    14,275     13,879
  Karegnondi Water Authority Lease Revenue 5.000%  11/1/43     7,160      6,588
  Lansing Board of Water & Light Electric Power & Light Revenue 5.000%   7/1/44    10,560     10,621
  Lansing Community College GO 5.000%   5/1/44     3,000      2,990
  Lansing Community College GO 3.000%   5/1/49     1,720      1,115
1 Lansing MI GO 4.125%   6/1/48     3,000      2,538
1 Lansing MI GO 5.000%   6/1/48     3,000      2,979
  Michigan Appropriations Revenue GAN 5.000%  3/15/24       865        868
  Michigan Appropriations Revenue GAN 5.000%  3/15/27    12,790     13,268
  Michigan Finance Authority Intergovernmental Agreement Revenue 5.000%  11/1/43     7,415      7,470
  Michigan Finance Authority Intergovernmental Agreement Revenue 4.000%  11/1/50     3,000      2,434
5 Michigan Finance Authority Intergovernmental Agreement Revenue 4.000%  11/1/55     3,635      2,924
  Michigan Finance Authority Intergovernmental Agreement Revenue (Local Government Loan Program) 4.500%  10/1/29     4,750      4,643
61

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Michigan Finance Authority Lease (Appropriation) Revenue, Prere. 5.000%  10/1/39     2,910      2,841
1 Michigan Finance Authority Sewer Revenue 5.000%   7/1/25       425        427
1 Michigan Finance Authority Sewer Revenue 5.000%   7/1/26     2,595      2,610
1 Michigan Finance Authority Sewer Revenue 5.000%   7/1/27    17,150     17,209
1 Michigan Finance Authority Sewer Revenue 5.000%   7/1/32       115        116
  Michigan Finance Authority Sewer Revenue 5.000%   7/1/33     3,300      3,315
  Michigan Finance Authority Sewer Revenue (Local Government Loan Program) 5.000%   7/1/28       750        760
  Michigan Finance Authority Sewer Revenue (Local Government Loan Program) 5.000%   7/1/34       700        705
  Michigan Finance Authority Sewer Revenue (Local Government Loan Program) 5.000%   7/1/35       775        781
  Michigan Finance Authority Water Revenue 5.000%  10/1/27     2,560      2,656
  Michigan Finance Authority Water Revenue 5.000%  10/1/28       595        618
  Michigan Finance Authority Water Revenue 5.000%  10/1/29     6,245      6,480
1 Michigan Finance Authority Water Revenue (Local Government Loan Program) 5.000%   7/1/24     2,680      2,691
1 Michigan Finance Authority Water Revenue (Local Government Loan Program) 5.000%   7/1/25       400        402
1 Michigan Finance Authority Water Revenue (Local Government Loan Program) 5.000%   7/1/26    11,550     11,615
1 Michigan Finance Authority Water Revenue (Local Government Loan Program) 5.000%   7/1/27     3,600      3,612
  Michigan Finance Authority Water Revenue (Local Government Loan Program) 5.000%   7/1/34       250        248
  Michigan Finance Authority Water Revenue (Local Government Loan Program) 5.000%   7/1/34     1,985      1,999
  Michigan State Building Authority Appropriations Revenue 3.000% 10/15/45    11,575      7,887
  Michigan State Building Authority Lease (Appropriation) Revenue 5.000%  4/15/27        90         92
  Michigan State Building Authority Lease (Appropriation) Revenue 5.000% 10/15/30       140        144
  Michigan State Building Authority Lease (Appropriation) Revenue 5.000% 10/15/32     4,165      4,271
  Michigan State Building Authority Lease (Appropriation) Revenue 5.000% 10/15/33       680        697
  Michigan State Building Authority Lease (Appropriation) Revenue 5.000% 10/15/51     7,500      7,414
  Michigan State Building Authority Lease (Appropriation) Revenue 4.000% 10/15/52     5,410      4,437
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.000%  4/15/28       715        727
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.000% 10/15/28     2,800      2,962
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.000%  4/15/29     4,280      4,350
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.000%  4/15/32     4,720      4,750
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.000%  4/15/33     2,005      2,036
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.000%  4/15/38        10         10
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.000% 10/15/45     1,350      1,346
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 4.000% 10/15/47     6,500      5,464
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.000% 10/15/50     4,105      4,111
  Michigan State Building Authority Lease (Appropriation) Revenue (Facilities Program) 5.250% 10/15/57     1,625      1,647
  Michigan State Building Authority Lease (Non-Terminable) Revenue (Facilities Program) 4.000% 10/15/46    10,970      9,309
  Michigan State Building Authority Lease (Non-Terminable) Revenue (Facilities Program) 3.000% 10/15/51     8,500      5,466
  Michigan State University College & University Revenue 4.000%  2/15/44     1,875      1,586
  Michigan State University College & University Revenue 5.000%  2/15/48       275        276
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/27     1,150      1,209
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/28     3,725      3,953
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/29     1,220      1,306
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/32     1,225      1,319
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/32        15         16
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/33        10         11
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/34     2,180      2,353
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/35     6,000      6,464
  Michigan Trunk Line Fuel Sales Tax Revenue 4.000% 11/15/36        30         28
  Michigan Trunk Line Fuel Sales Tax Revenue 5.000% 11/15/36     4,090      4,322
  Michigan Trunk Line Fuel Sales Tax Revenue 4.000% 11/15/37        75         69
  Michigan Trunk Line Fuel Sales Tax Revenue 4.000% 11/15/38     5,000      4,608
  Michigan Trunk Line Fuel Sales Tax Revenue 4.000% 11/15/38        15         14
  Michigan Trunk Line Fuel Sales Tax Revenue 4.000% 11/15/39     5,850      5,361
  Michigan Trunk Line Fuel Sales Tax Revenue 4.000% 11/15/45    13,000     11,227
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/29     2,325      2,489
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/31     3,000      3,259
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/32     3,000      3,285
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/33     1,500      1,654
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/34     1,900      2,069
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/35     3,000      3,262
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/36     1,500      1,618
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/37     1,500      1,608
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/38     1,000      1,062
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/39     2,535      2,670
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/40     3,800      3,985
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/41     4,480      4,675
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/42     4,410      4,578
62

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/43     5,240      5,427
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.500% 11/15/44     2,005      2,150
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.000% 11/15/46    15,540     15,958
  Michigan Trunk Line Fuel Sales Tax Revenue (Rebuilding Michigan Program) 5.500% 11/15/49    10,000     10,643
  Northern Michigan University College & University Revenue 4.000%   6/1/46     2,000      1,569
  Novi Community School District GO 4.000%   5/1/47     1,200      1,003
  Oakland University College & University Revenue 5.000%   3/1/47     3,915      3,759
11 Troy School District GO 5.000%   5/1/47     5,000      5,077
  University of Michigan College & University Revenue 5.000%   4/1/24       310        312
  University of Michigan College & University Revenue, Prere. 5.000%   4/1/26     6,765      6,953
  University of Michigan College & University Revenue, Prere. 5.000%   4/1/26       340        349
  University of Michigan College & University Revenue, Prere. 5.000%   4/1/27     4,000      4,184
11 Walled Lake Consolidated School District GO 5.000%   5/1/50     3,500      3,516
  Wayne County Airport Authority Port, Airport & Marina Revenue 5.000%  12/1/25     1,355      1,356
  Wayne County Airport Authority Port, Airport & Marina Revenue 5.000%  12/1/37     5,725      5,730
  Wayne County Airport Authority Port, Airport & Marina Revenue 5.000%  12/1/40     4,500      4,437
1 Wayne County Airport Authority Port, Airport & Marina Revenue 5.000%  12/1/42       570        570
  Wayne County Airport Authority Port, Airport & Marina Revenue 5.000%  12/1/45     5,000      4,904
1 Wayne County Airport Authority Port, Airport & Marina Revenue 5.250%  12/1/48     2,000      2,036
  Wayne State University College & University Revenue 5.000% 11/15/40     1,075      1,075
  Wayne State University College & University Revenue 5.000% 11/15/43        20         20
  Wayne State University College & University Revenue 4.000% 11/15/48     4,625      3,782
                                   452,299
Minnesota (0.6%)
  Hennepin County MN GO 5.000% 12/15/36     6,515      6,823
  Metropolitan Council GAN GO 5.000%  12/1/25    15,740     16,121
  Metropolitan Council GAN GO 5.000%  12/1/26     4,340      4,503
  Metropolitan Council GAN GO 5.000%  12/1/27    10,000     10,515
  Metropolitan Council GO GAN 5.000%  12/1/24       375        380
  Minneapolis-St Paul Metropolitan Airports Commission Port, Airport & Marina Revenue 5.000%   1/1/31        35         36
  Minneapolis-St. Paul Metropolitan Airports Commission Port, Airport & Marina Revenue 5.000%   1/1/24     2,705      2,709
  Minneapolis-St. Paul Metropolitan Airports Commission Port, Airport & Marina Revenue 5.000%   1/1/25    11,665     11,827
  Minneapolis-St. Paul Metropolitan Airports Commission Port, Airport & Marina Revenue 5.000%   1/1/26       785        803
  Minneapolis-St. Paul Metropolitan Airports Commission Port, Airport & Marina Revenue 5.000%   1/1/28       280        289
4 Minnesota (State Office Building Project) COP 5.000%  11/1/29    17,400     18,627
4 Minnesota (State Office Building Project) COP 5.000%  11/1/43    10,000     10,332
  Minnesota Appropriations Revenue 5.000%   3/1/24     6,160      6,183
  Minnesota Appropriations Revenue 5.000%   3/1/27     5,000      5,200
  Minnesota Appropriations Revenue 5.000%   3/1/29       250        266
  Minnesota GO 5.000%   8/1/24       400        404
  Minnesota GO 5.000%   8/1/24     5,250      5,297
  Minnesota GO 5.000%   9/1/24     2,965      2,995
  Minnesota GO 4.000%  10/1/24       960        960
  Minnesota GO 5.000%  10/1/24     1,000      1,011
  Minnesota GO 5.000%   8/1/25       330        337
  Minnesota GO 5.000%   8/1/25     8,000      8,170
  Minnesota GO 5.000%   8/1/25     3,000      3,064
  Minnesota GO 4.000%  10/1/25     2,960      2,960
  Minnesota GO 5.000%  10/1/25     2,465      2,522
  Minnesota GO 5.000%   8/1/26     3,400      3,516
  Minnesota GO 5.000%   8/1/26     3,000      3,102
  Minnesota GO 5.000%   8/1/26     3,745      3,873
  Minnesota GO 5.000%   9/1/27     1,000      1,049
  Minnesota GO 5.000%   9/1/28    12,730     13,528
  Minnesota GO 5.000%   9/1/30     5,000      5,408
  Minnesota GO 5.000%   8/1/32     9,940     10,929
  Minnesota GO 5.000%   9/1/32     2,560      2,790
  Minnesota GO 4.000%   9/1/39     1,000        925
  Osseo Independent School District No. 279 GO 1.625%   2/1/32     3,215      2,425
  Owatonna Independent School District No. 761 GO 2.250%   2/1/41     1,075        691
  Scott County MN GO 3.000%  12/1/36     1,645      1,383
  University of Minnesota College & University Revenue 4.000%   1/1/44     2,635      2,240
  Western Minnesota Municipal Power Agency Electric Power & Light Revenue, Prere. 5.000%   1/1/24     5,350      5,359
  Western Minnesota Municipal Power Agency Electric Power & Light Revenue, Prere. 5.000%   1/1/24       200        200
                                   179,752
63

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Mississippi (0.1%)
  Mississippi Gaming Tax Miscellaneous Taxes Revenue 5.000% 10/15/37     7,925      7,913
  Mississippi Gaming Tax Miscellaneous Taxes Revenue 4.000% 10/15/38     7,045      6,101
  Mississippi GO 5.000%  10/1/26     3,535      3,606
  Mississippi GO 5.000%  10/1/27     1,410      1,475
  Mississippi GO 5.000%  10/1/28     1,510      1,579
  Mississippi GO 5.000%  10/1/29       215        224
  Mississippi GO 5.000%  10/1/30       880        914
  Mississippi GO 4.000%  10/1/35     2,265      2,171
  Mississippi GO 4.000%  10/1/36     1,295      1,226
  Mississippi GO, Prere. 5.000%  10/1/25     1,500      1,534
  Mississippi GO, Prere. 5.000%  10/1/27       220        231
  Mississippi GO, Prere. 5.000%  10/1/27     2,250      2,362
  Mississippi GO, Prere. 5.000%  10/1/27     5,985      6,284
                                    35,620
Missouri (0.4%)
  Jackson County MO Sales Tax Revenue (Truman Sports Complex Project) 5.000%  12/1/30        35         35
  Jackson County MO Sales Tax Revenue (Truman Sports Complex Project) 5.000%  12/1/31     4,300      4,321
  Kansas City MO Appropriations Revenue 5.000%   9/1/32     1,000      1,065
  Kansas City MO Appropriations Revenue 5.000%   9/1/33     1,055      1,114
  Kansas City MO Appropriations Revenue (Downtown Arena Project) 5.000%   4/1/40       500        473
  Kansas City MO Sanitary Sewer System Sewer Revenue 4.000%   1/1/38     2,500      2,240
  Kansas City MO Sanitary Sewer System Sewer Revenue 4.000%   1/1/42     2,020      1,744
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/37       400        426
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/38       550        580
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/39       550        578
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/40       750        787
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/41       800        837
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/42    10,315     10,434
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/42       730        761
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/44     3,060      3,129
  Metropolitan St. Louis Sewer District Sewer Revenue 5.000%   5/1/45     7,200      7,296
  Missouri Highway & Transportation Commission Fuel Sales Tax Revenue 5.000%   5/1/27       115        120
  Missouri Highway & Transportation Commission Fuel Sales Tax Revenue 5.000%   5/1/31       160        173
  Missouri Highway & Transportation Commission Fuel Sales Tax Revenue 5.000%   5/1/32       405        442
  Missouri Highway & Transportation Commission Sales Tax Revenue 5.000%   5/1/24     8,625      8,675
  Missouri Highway & Transportation Commission Sales Tax Revenue 5.000%   5/1/25     7,665      7,711
  Missouri Joint Municipal Electric Utility Commission Electric Power & Light Revenue (Prairie State Project) 5.000%  12/1/40       180        180
  Missouri State Board of Public Buildings Appropriations Revenue 4.000%  10/1/28        90         91
  Missouri-Illinois Metropolitan District Bi-State Development Agency Appropriations Revenue 4.000%  10/1/35     1,800      1,698
  Missouri-Illinois Metropolitan District Bi-State Development Agency Appropriations Revenue 4.000%  10/1/44     6,000      5,112
  Springfield MO Public Utility Multiple Utility Revenue 5.000%   8/1/26       470        479
  Springfield MO Public Utility Multiple Utility Revenue 3.250%   8/1/27    18,025     17,219
  Springfield MO Public Utility Multiple Utility Revenue 4.000%   8/1/31       155        149
  Springfield MO Public Utility Multiple Utility Revenue 4.000%   8/1/32    10,000      9,557
  Springfield MO Public Utility Multiple Utility Revenue 4.000%   8/1/34    10,000      9,390
  Springfield School District No. R-12 GO 5.000%   3/1/37    10,000     10,344
  Springfield School District No. R-12 GO 4.000%   3/1/41     1,675      1,490
  Springfield School District No. R-12 GO 4.000%   3/1/42     1,960      1,726
  Springfield School District No. R-12 GO 4.000%   3/1/43     2,500      2,184
  St. Charles County Francis Howell R-III School District GO 5.000%   3/1/32       775        830
  St. Charles County Francis Howell R-III School District GO 5.000%   3/1/33     1,250      1,336
  St. Charles County Francis Howell R-III School District GO 5.000%   3/1/34     1,000      1,069
7 St. Louis MO Airport Port, Airport & Marina Revenue 5.500%   7/1/28       520        554
7 St. Louis MO Airport Port, Airport & Marina Revenue 5.500%   7/1/29     1,770      1,913
7 St. Louis MO Airport Port, Airport & Marina Revenue 5.500%   7/1/30       400        435
7 St. Louis MO Airport Port, Airport & Marina Revenue 5.500%   7/1/31       290        318
                                   119,015
Nebraska (0.4%)
  Douglas County NE College & University Revenue (Creighton University Projects) 4.000%   7/1/40     2,330      2,012
  Douglas County NE College & University Revenue (Creighton University Projects) 3.000%   7/1/51     1,590        975
1 Fremont School District GO 5.000% 12/15/32       275        297
1 Fremont School District GO 4.000% 12/15/33       420        410
1 Fremont School District GO 4.000% 12/15/34       550        529
  Nebraska Public Power District Electric Power & Light Revenue 5.000%   1/1/24     3,795      3,801
  Nebraska Public Power District Electric Power & Light Revenue 5.000%   7/1/28       675        705
64

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Nebraska Public Power District Electric Power & Light Revenue 5.000%   1/1/38     2,600      2,664
  Omaha Public Power District Electric Power & Light Revenue 5.000%   2/1/30       215        227
  Omaha Public Power District Electric Power & Light Revenue 4.000%   2/1/34     4,250      4,028
  Omaha Public Power District Electric Power & Light Revenue 4.000%   2/1/38       175        158
  Omaha Public Power District Electric Power & Light Revenue 4.000%   2/1/39    11,410     10,120
  Omaha Public Power District Electric Power & Light Revenue 5.000%   2/1/39     8,540      8,750
  Omaha Public Power District Electric Power & Light Revenue 4.000%   2/1/42     6,480      5,692
  Omaha Public Power District Electric Power & Light Revenue 5.000%   2/1/46     9,055      9,207
  Omaha Public Power District Electric Power & Light Revenue 4.250%   2/1/47        25         23
4 Omaha Public Power District Electric Power & Light Revenue 5.250%   2/1/48     5,000      5,188
  Omaha Public Power District Electric Power & Light Revenue 4.000%   2/1/51     5,000      4,209
  Omaha Public Power District Electric Power & Light Revenue 5.250%   2/1/52     4,500      4,651
4 Omaha Public Power District Electric Power & Light Revenue 5.250%   2/1/53     5,000      5,176
4 Omaha Public Power District Electric Power & Light Revenue 5.250%   2/1/53     3,000      3,106
  Omaha Public Power District Electric Power & Light Revenue, Prere. 5.000%   8/1/24     1,920      1,935
  Omaha Public Power District Nebraska City Station Unit 2 Electric Power & Light Revenue 5.250%   2/1/42     4,400      4,418
  Omaha Public Power District Nebraska City Station Unit 2 Electric Power & Light Revenue 5.250%   2/1/46     4,670      4,679
  Omaha Public Power District Nebraska City Station Unit 2 Electric Power & Light Revenue 5.000%   2/1/49     5,000      5,014
  Omaha-Douglas Public Building Commission GO 4.000%   5/1/50    10,000      8,241
  Sarpy County NE GO 1.500%   6/1/30     2,390      1,874
  Sarpy County NE GO 1.500%   6/1/31     2,470      1,870
  Sarpy County NE GO 1.500%   6/1/31     2,435      1,843
  Sarpy County NE GO 1.625%   6/1/32     2,515      1,876
  Sarpy County NE GO 1.625%   6/1/32     2,485      1,855
  University of Nebraska Facilities Corp. College & University Revenue 4.000%  7/15/59     6,025      4,864
  University of Nebraska Facilities Corp. College & University Revenue 4.000%  7/15/62    10,795      8,535
                                   118,932
Nevada (0.7%)
  Clark County Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/24     5,550      5,587
  Clark County Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/25     2,210      2,248
  Clark County Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/26     2,010      2,068
  Clark County Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/30     8,570      8,992
  Clark County Department of Aviation Port, Airport & Marina Revenue 5.000%   7/1/32       120        125
  Clark County NV Fuel Sales Tax Revenue 3.000%   7/1/42     5,000      3,641
  Clark County NV GO 5.000%  11/1/26       270        280
  Clark County NV GO 5.000%  11/1/27       495        511
  Clark County NV GO 5.000%  11/1/28        80         82
  Clark County NV GO 4.000%   6/1/31       565        560
  Clark County NV GO 4.000%  11/1/31       860        847
  Clark County NV GO 5.000%  11/1/31     6,545      6,929
  Clark County NV GO 4.000%   6/1/32     6,580      6,604
  Clark County NV GO 4.000%  11/1/32       990        975
  Clark County NV GO 5.000%   6/1/43    12,105     12,221
  Clark County NV GO 4.000%   7/1/44     5,050      4,344
  Clark County NV GO 5.000%   5/1/48     5,100      5,094
  Clark County NV Passenger Facility Charge Port, Airport & Marina Revenue 5.000%   7/1/33        50         52
  Clark County School District GO 5.000%  6/15/24       840        845
  Clark County School District GO 5.000%  6/15/24       245        247
  Clark County School District GO 5.000%  6/15/25     5,795      5,891
  Clark County School District GO 5.000%  6/15/25     1,015      1,032
  Clark County School District GO 5.000%  6/15/26       100        102
  Clark County School District GO 5.000%  6/15/26     2,815      2,893
  Clark County School District GO 5.000%  6/15/27     2,130      2,171
  Clark County School District GO 5.000%  6/15/28     4,450      4,536
1 Clark County School District GO 5.000%  6/15/33     1,625      1,714
1 Clark County School District GO 3.000%  6/15/39     3,000      2,237
1 Clark County School District GO 3.000%  6/15/39       800        597
  Clark Department of Aviation County Port, Airport & Marina Revenue 4.250%   7/1/36     1,000        965
  Clark Department of Aviation County Port, Airport & Marina Revenue 5.000%   7/1/40     5,000      4,948
  Clark GO 4.000%   7/1/47     9,645      8,066
  Clark NV County Fuel Sales Tax Revenue 5.000%   7/1/36     5,000      5,303
1 Clark NV County Fuel Sales Tax Revenue 4.000%   7/1/40     4,170      3,706
  Henderson NV GO 4.000%   6/1/50     3,175      2,628
  Las Vegas Convention & Visitors Authority Hotel Occupancy Tax Revenue 5.000%   7/1/43    13,535     13,592
  Las Vegas Convention & Visitors Authority Hotel Occupancy Tax Revenue 4.000%   7/1/49     4,860      4,004
  Las Vegas Convention & Visitors Authority Hotel Occupancy Tax Revenue 5.250%   7/1/49     6,750      6,823
  Las Vegas Valley Water District GO 5.000%  12/1/26     3,000      3,051
65

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Las Vegas Valley Water District GO 5.000%   6/1/33       595        601
  Las Vegas Valley Water District GO 5.000%   6/1/34       255        257
  Las Vegas Valley Water District GO 4.000%   6/1/39     4,400      4,003
  Las Vegas Valley Water District GO 5.000%   6/1/41    10,575     10,648
  Las Vegas Valley Water District GO 4.000%   6/1/42     1,090        958
  Las Vegas Valley Water District GO 4.000%   6/1/46       585        501
  Nevada COP (Nevada State College Project) 5.000%   6/1/43    10,145     10,017
  Nevada GO 5.000%   4/1/24     3,205      3,221
  Nevada GO 5.000%  11/1/24       290        294
  Nevada GO 5.000%   4/1/26       130        132
  Nevada GO 5.000%  11/1/26     1,005      1,022
  Nevada GO 5.000%   4/1/27       300        305
4 Nevada GO 5.000%   5/1/40    15,395     16,068
  Nevada GO 2.000%   5/1/41     2,030      1,191
  Nevada Highway Improvement Fuel Sales Tax Revenue 5.000%  12/1/24       680        690
  Nevada Highway Improvement Fuel Sales Tax Revenue 5.000%  12/1/25       385        394
  Nevada Highway Improvement Fuel Sales Tax Revenue 5.000%  12/1/26     2,640      2,722
  Nevada Highway Improvement Fuel Sales Tax Revenue 5.000%  12/1/27     4,275      4,404
  Nevada Highway Improvement Fuel Sales Tax Revenue 5.000%  12/1/28       315        324
  Nevada Highway Improvement Fuel Sales Tax Revenue 5.000%  12/1/31       835        863
  Nevada Highway Improvement Fuel Sales Tax Revenue 4.000%  12/1/32       100         98
  Nevada Highway Improvement Fuel Sales Tax Revenue 4.000%  12/1/33     4,000      3,913
  Truckee Meadows Water Authority Water Revenue 5.000%   7/1/33       210        214
  Washoe County NV Gas Tax Fuel Sales Tax Revenue 5.000%   2/1/42       240        239
                                   199,590
New Jersey (4.6%)
  Borough of Sayreville NJ GO 2.000%  11/1/31     1,390      1,102
  Casino Reinvestment Development Authority Inc. Hotel Occupancy Tax Revenue 5.250%  11/1/44        15         14
  Essex County NJ GO 2.000%   9/1/42     1,000        585
  Essex County NJ GO 2.125%   9/1/45     1,000        564
1 Garden State Preservation Trust Appropriations Revenue 5.750%  11/1/28     3,215      3,355
1 Garden State Preservation Trust Recreational Revenue 0.000%  11/1/27     8,155      6,895
1 Garden State Preservation Trust Recreational Revenue 0.000%  11/1/28       500        404
  Hudson County Improvement Authority Lease (Non-Terminable) Revenue 5.250%   5/1/51       100        101
  Hudson County Improvement Authority Lease (Non-Terminable) Revenue (Hudson County Courthouse Project) 4.000%  10/1/46     1,000        846
  Hudson County Improvement Authority Lease (Non-Terminable) Revenue (Hudson County Courthouse Project) 4.000%  10/1/51     4,500      3,688
  Middlesex County Improvement Authority Intergovernmental Agreement Revenue 5.000%  8/15/53     5,000      5,030
  Montvale School District GO 2.000%  8/15/24     1,010        985
5 New Brunswick Parking Authority Auto Parking Revenue 5.000%   9/1/39       660        661
  New Jersey Economic Development Authority Appropriations Revenue 4.000%  6/15/24     1,185      1,185
7 New Jersey Economic Development Authority Appropriations Revenue 5.250%   7/1/24    14,980     15,038
  New Jersey Economic Development Authority Appropriations Revenue 5.000%  6/15/25     7,430      7,535
  New Jersey Economic Development Authority Appropriations Revenue 5.000%  6/15/25       115        116
  New Jersey Economic Development Authority Appropriations Revenue 4.250%  6/15/26     6,720      6,684
  New Jersey Economic Development Authority Appropriations Revenue 5.000%  6/15/26     4,815      4,838
  New Jersey Economic Development Authority Appropriations Revenue 4.375%  6/15/27     1,900      1,896
  New Jersey Economic Development Authority Appropriations Revenue 5.250%  6/15/27     3,640      3,689
5 New Jersey Economic Development Authority Appropriations Revenue 5.000%   7/1/27     8,215      8,456
  New Jersey Economic Development Authority Appropriations Revenue 5.250%  6/15/28     1,955      1,978
5 New Jersey Economic Development Authority Appropriations Revenue 5.000%   7/1/28     5,885      6,031
  New Jersey Economic Development Authority Appropriations Revenue 4.000%   7/1/32     1,020        940
  New Jersey Economic Development Authority Appropriations Revenue 5.000%   7/1/33     3,190      3,066
  New Jersey Economic Development Authority Appropriations Revenue 4.000%   7/1/34     1,720      1,544
  New Jersey Economic Development Authority Appropriations Revenue 5.000%  6/15/36       350        352
  New Jersey Economic Development Authority Appropriations Revenue 5.000%  6/15/40     1,140      1,145
  New Jersey Economic Development Authority Appropriations Revenue 4.000%  6/15/46     3,810      3,190
  New Jersey Economic Development Authority Appropriations Revenue 4.625%  6/15/48     6,000      5,485
  New Jersey Economic Development Authority Appropriations Revenue 5.000%  6/15/48     1,610      1,576
  New Jersey Economic Development Authority Appropriations Revenue 5.000%  6/15/49       180        176
  New Jersey Economic Development Authority Appropriations Revenue 4.000%  6/15/50       650        534
  New Jersey Economic Development Authority Appropriations Revenue (School Facilities Construction Program) 5.000%  6/15/35     1,500      1,540
  New Jersey Economic Development Authority Appropriations Revenue (School Facilities Construction Program) 5.000%  6/15/44     1,800      1,782
  New Jersey Economic Development Authority Appropriations Revenue Prere. 5.000%  6/15/25       375        382
  New Jersey Economic Development Authority Appropriations Revenue Prere. 5.000%  6/15/25       525        535
  New Jersey Economic Development Authority Appropriations Revenue Prere. 5.000%  6/15/25     1,625      1,656
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 4.000%  6/15/24       140        140
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.000%  6/15/24        45         45
66

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.000%  6/15/24       590        594
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.000%  6/15/24       920        926
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.000%  6/15/24     3,000      3,018
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.000%  6/15/25     1,520      1,549
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.000%  6/15/25    12,620     12,861
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.250%  6/15/25     5,000      5,115
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.250%  6/15/25     1,615      1,652
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.250%  6/15/25     4,750      4,859
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.250%  6/15/25     5,895      6,030
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 4.750% 12/15/26     1,105      1,136
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.000% 12/15/26     5,900      6,110
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.500% 12/15/26     5,560      5,839
  New Jersey Economic Development Authority Appropriations Revenue, Prere. 5.500% 12/15/26     5,060      5,314
  New Jersey Economic Development Authority Dedicated Appropriations Revenue 5.000%  6/15/43     2,195      2,182
  New Jersey Economic Development Authority Dedicated Appropriations Revenue, Prere. 5.000% 12/15/28     1,795      1,913
12 New Jersey Economic Development Authority General Fund Revenue 5.250%   9/1/24     5,925      5,982
12 New Jersey Economic Development Authority General Fund Revenue 5.250%   9/1/26     7,500      7,735
  New Jersey Economic Development Authority Intergovernmental Agreement Revenue 5.000%   3/1/24     3,350      3,360
  New Jersey Economic Development Authority Intergovernmental Agreement Revenue 5.000%   3/1/25     5,000      5,058
  New Jersey Economic Development Authority Intergovernmental Agreement Revenue 5.000%   3/1/26     5,000      5,102
4 New Jersey Economic Development Authority Intergovernmental Agreement Revenue 5.000%  6/15/26     1,000      1,009
  New Jersey Economic Development Authority Intergovernmental Agreement Revenue 5.000%   3/1/28    10,150     10,538
4 New Jersey Economic Development Authority Intergovernmental Agreement Revenue 5.000%  6/15/33     1,000      1,031
4 New Jersey Economic Development Authority Intergovernmental Agreement Revenue 5.250%  6/15/39     1,000      1,008
  New Jersey Economic Development Authority Lease (Appropriation) Revenue 5.000%  11/1/23     4,735      4,735
  New Jersey Economic Development Authority Lease (Appropriation) Revenue 5.000%  11/1/24     5,840      5,894
  New Jersey Economic Development Authority Lease (Appropriation) Revenue 4.000%  11/1/25       955        954
  New Jersey Economic Development Authority Lease (Appropriation) Revenue 5.000%  11/1/25     2,075      2,112
  New Jersey Economic Development Authority Lease (Appropriation) Revenue 5.000%  11/1/26     3,470      3,558
  New Jersey Economic Development Authority Lease (Appropriation) Revenue 4.000%  11/1/27     4,145      4,127
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (NJ Transit Transportation Project) 5.000%  11/1/33        70         72
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (NJ Transit Transportation Project) 5.000%  11/1/34       100        103
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (NJ Transit Transportation Project) 5.000%  11/1/35        10         10
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (NJ Transit Transportation Project) 4.000%  11/1/37     8,210      7,562
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (NJ Transit Transportation Project) 4.000%  11/1/38     9,215      8,363
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (NJ Transit Transportation Project) 5.000%  11/1/44       600        593
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (Portal and Bridge Project) 5.000%  11/1/33     1,220      1,284
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (Portal and Bridge Project) 5.250%  11/1/47    12,000     12,104
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (Portal and Bridge Project) 5.000%  11/1/52     5,310      5,145
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (State Government Buildings Project) 5.000%  6/15/29     1,230      1,264
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (State Government Buildings Project) 5.000%  6/15/31     1,500      1,532
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (State Government Buildings Project) 5.000%  6/15/42       130        129
  New Jersey Economic Development Authority Lease (Appropriation) Revenue (State Government Buildings Project) 5.000%  6/15/47     2,400      2,353
  New Jersey Economic Development Authority Lease (Appropriation) Revenue Prere. 4.000%  6/15/27     4,350      4,402
  New Jersey Economic Development Authority Lease (Appropriation) Revenue, Prere. 5.000%  6/15/27     3,820      3,994
  New Jersey Economic Development Authority Lease (Appropriation) Revenue, Prere. 5.000%  6/15/27     1,500      1,568
  New Jersey Economic Development Authority Lease Revenue (State House Project) 5.000%  6/15/26       600        614
5 New Jersey Economic Development Authority Lease Revenue (State House Project) 4.125%  6/15/39        15         14
  New Jersey Economic Development Authority Lease Revenue (State House Project) 5.000%  6/15/43     3,755      3,733
  New Jersey Economic Development Authority Miscellaneous Revenue 3.000%   3/1/24     1,075      1,071
  New Jersey Educational Facilities Authority Appropriations Revenue 5.000%   9/1/32       705        707
  New Jersey Educational Facilities Authority College & University Revenue 5.000%   7/1/26     6,440      6,493
  New Jersey Educational Facilities Authority College & University Revenue 5.000%   3/1/27    10,000     10,477
  New Jersey Educational Facilities Authority College & University Revenue 5.000%   3/1/32    11,670     12,909
  New Jersey Educational Facilities Authority College & University Revenue 2.000%   3/1/41     1,000        604
  New Jersey Educational Facilities Authority College & University Revenue 4.000%   7/1/45       680        604
  New Jersey Educational Facilities Authority College & University Revenue 5.000%   7/1/45     1,030        951
  New Jersey Educational Facilities Authority College & University Revenue 3.000%   7/1/50     1,000        600
67

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New Jersey Educational Facilities Authority Intergovernmental Agreement Revenue 4.625%   9/1/48       730        663
  New Jersey Educational Facilities Authority Intergovernmental Agreement Revenue 5.250%   9/1/53       770        777
  New Jersey GO 5.000%   6/1/24    20,345     20,472
  New Jersey GO 5.000%   6/1/25     5,995      6,098
  New Jersey GO 2.000%   6/1/26     2,000      1,860
  New Jersey GO 5.000%   6/1/26    27,885     28,681
  New Jersey GO 5.000%   6/1/26       220        224
  New Jersey GO 2.000%   6/1/27     5,000      4,526
  New Jersey GO 5.000%   6/1/27    27,205     28,305
  New Jersey GO 5.000%   6/1/27     1,560      1,585
  New Jersey GO 5.000%   6/1/28     3,580      3,634
  New Jersey GO 5.000%   6/1/28    17,335     18,207
  New Jersey GO 5.000%   6/1/29     8,590      9,080
  New Jersey GO 5.000%   6/1/29     4,800      4,956
  New Jersey GO 4.000%   6/1/30     5,370      5,364
  New Jersey GO 4.000%   6/1/31    12,890     12,819
  New Jersey GO 3.000%   6/1/32    12,395     10,706
  New Jersey GO 4.000%   6/1/32     1,510      1,496
  New Jersey GO 2.000%   6/1/34     6,040      4,435
  New Jersey GO, Prere. 5.000%   6/1/25       200        204
  New Jersey Infrastructure Bank Lease Revenue 2.000%   9/1/43     1,640        930
  New Jersey State Transportation Trust Appropriations Revenue 5.000%  6/15/26     2,500      2,557
  New Jersey State Transportation Trust Appropriations Revenue 5.000%  6/15/26     2,000      2,046
  New Jersey State Transportation Trust Appropriations Revenue 5.000%  6/15/27     2,000      2,065
  New Jersey State Transportation Trust Appropriations Revenue 5.000%  6/15/28     1,120      1,166
  New Jersey State Transportation Trust Appropriations Revenue 5.000%  6/15/28     5,000      5,205
  New Jersey State Transportation Trust Appropriations Revenue 5.000%  6/15/31     2,910      3,071
  New Jersey State Transportation Trust Appropriations Revenue 5.000%  6/15/32        30         31
  New Jersey State Transportation Trust Appropriations Revenue 5.000%  6/15/33     1,250      1,315
  New Jersey State Transportation Trust Appropriations Revenue 4.000%  6/15/34     1,500      1,432
  New Jersey State Transportation Trust Appropriations Revenue 4.000%  6/15/35    11,325     10,697
  New Jersey State Transportation Trust Appropriations Revenue 4.000%  6/15/36     2,040      1,905
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/23     1,245      1,246
9 New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.250% 12/15/23       820        821
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.250% 12/15/23       295        295
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.250% 12/15/23     1,335      1,337
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.500% 12/15/23     1,610      1,613
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/24     2,370      2,381
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/24     2,750      2,763
9 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/24    10,135      9,675
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/24     2,165      2,187
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/25       530        484
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/25     1,855      1,695
9 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/26     2,550      2,234
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/26     2,365      2,070
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/26     2,120      2,178
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/27    10,110     10,296
7 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/27     2,515      2,110
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/27     5,000      4,188
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/28    15,460     15,722
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/28     1,000      1,041
9 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/28    21,415     17,144
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/28     1,925      1,539
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/28     3,145      2,514
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/28     1,110      1,160
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/28       500        522
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/29     1,890      1,923
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/29     1,575      1,602
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/29     1,130      1,183
1 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/29    18,220     13,963
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/29    20,935     15,901
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/29        45         47
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/30    18,630     18,932
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/30     1,150      1,169
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/30     4,900      5,151
7 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/30     1,310        950
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/30     4,035      2,913
68

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 4.100%  6/15/31       510        497
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/31     7,400      7,511
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/31     5,000      5,273
7 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/31    27,500     18,967
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/31     3,825      2,626
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 4.000% 12/15/31       125        122
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/32     6,945      6,967
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/32     5,000      5,283
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.250%  6/15/32     9,950     10,008
1 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/32    35,020     23,253
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/32     7,575      7,802
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/32     2,500      2,602
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/33     5,000      5,287
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/33     1,750      1,082
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/33     4,910      5,043
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/34     2,985      3,125
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/34     5,000      5,258
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/34     4,660      2,724
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/34     7,730      7,924
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/35     5,600      5,834
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/35     5,000      5,229
9 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/35       590        327
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/35     1,760        966
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/35     1,155      1,179
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/36     5,000      5,180
9 New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/36       760        394
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/36       170         87
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/36     2,670      2,706
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/37     2,850      2,932
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/37     1,245      1,284
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/37     5,420      2,590
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/37     2,125      1,015
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/38     1,500      1,535
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/38     4,160      1,868
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 4.000%  6/15/39     4,025      3,626
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/39     2,000      2,031
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 4.000% 12/15/39     7,445      6,655
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000% 12/15/39     3,870      3,901
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 4.000%  6/15/40     2,000      1,775
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/40     5,000      5,040
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 0.000% 12/15/40     4,280      1,695
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 4.000%  6/15/41     4,335      3,816
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 4.250%  6/15/44     6,000      5,342
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.250%  6/15/46     5,000      5,059
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.000%  6/15/48    10,000      9,792
  New Jersey Transportation Trust Fund Authority Appropriations Revenue 5.500%  6/15/50     2,500      2,564
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.000%  6/15/35        15         16
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.250%  6/15/36     1,000      1,058
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.000%  6/15/37     1,000      1,030
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.000%  6/15/38     1,000      1,022
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.250%  6/15/39     2,500      2,588
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.000%  6/15/40     1,000      1,008
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.250%  6/15/41     2,000      2,047
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.000%  6/15/42     3,250      3,245
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.250%  6/15/43     3,170      3,221
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program Notes) 5.000%  6/15/44     6,000      5,939
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.250%  6/15/29       455        461
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.250%  6/15/31       275        278
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/32     2,500      2,578
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/34       460        473
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/34     1,000      1,045
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/35     1,020      1,061
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.000%  6/15/36     6,635      6,195
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/36     1,845      1,908
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.000%  6/15/37     4,930      4,543
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.000%  6/15/38     5,650      5,153
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.750%  6/15/38     2,060      2,010
69

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.000%  6/15/39       760        685
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.000%  6/15/40       810        719
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.000%  6/15/41     1,970      1,734
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.250%  6/15/41     1,875      1,876
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.000%  6/15/42     2,000      1,747
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.250%  6/15/43    11,030     11,130
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.250%  6/15/44     1,875      1,667
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/44     6,540      6,306
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/45     1,535      1,477
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.000%  6/15/46     6,085      5,181
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/46     5,000      4,923
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 5.000%  6/15/46        50         48
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 4.500%  6/15/49     5,155      4,703
  New Jersey Transportation Trust Fund Authority Appropriations Revenue (Transportation Program) 3.000%  6/15/50     2,000      1,302
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/35     6,250      5,903
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/35       960        983
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/35     3,805      3,940
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/37     3,250      2,995
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/37     1,000      1,025
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/38     3,170      2,891
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/38     1,200      1,222
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 3.250%  6/15/39        25         21
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/39     2,045      1,842
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/39     6,000      6,072
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/40     9,300      8,253
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/40     1,500      1,510
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/44    19,085     16,324
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/44     8,600      8,516
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/45    14,510     12,353
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/45     1,510      1,491
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 3.500%  6/15/46     2,880      2,212
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 3.000%  6/15/50     6,020      3,938
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/50     3,320      2,756
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 4.000%  6/15/50    13,210     10,966
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/50    18,500     18,013
  New Jersey Transportation Trust Fund Authority Fuel Sales Tax Revenue 5.000%  6/15/50     7,750      7,545
  New Jersey Transportation Trust Fund Authority Intergovernmental Agreement Revenue 5.000%  6/15/35     1,255      1,312
  New Jersey Transportation Trust Fund Authority Intergovernmental Agreement Revenue 4.250%  6/15/40     2,500      2,278
  New Jersey Transportation Trust Fund Authority Intergovernmental Agreement Revenue 5.250%  6/15/41     2,770      2,839
  New Jersey Transportation Trust Fund Authority Intergovernmental Agreement Revenue 5.250%  6/15/42     2,340      2,388
  New Jersey Transportation Trust Fund Authority Lease (Appropriation) Revenue 0.000% 12/15/32     1,160        757
  New Jersey Transportation Trust Fund Authority Lease (Appropriation) Revenue 0.000% 12/15/33     1,630      1,008
  New Jersey Transportation Trust Fund Authority Lease (Appropriation) Revenue 0.000% 12/15/34     1,000        585
  New Jersey Transportation Trust Fund Authority Lease (Appropriation) Revenue 0.000% 12/15/38       980        440
  New Jersey Transportation Trust Fund Authority Lease (Appropriation) Revenue 0.000% 12/15/39    22,875      9,649
9,10 New Jersey Transportation Trust Fund Authority Transit Revenue 0.000% 12/15/24       250        239
2,9 New Jersey Transportation Trust Fund Authority Transit Revenue 0.000% 12/15/24       600        573
9,10 New Jersey Transportation Trust Fund Authority Transit Revenue 0.000% 12/15/25       510        467
2,9 New Jersey Transportation Trust Fund Authority Transit Revenue 0.000% 12/15/26     2,815      2,472
9,10 New Jersey Transportation Trust Fund Authority Transit Revenue 0.000% 12/15/26     1,050        922
5 New Jersey Transportation Trust Fund Authority Transit Revenue 0.000% 12/15/37       175         87
5 New Jersey Transportation Trust Fund Authority Transit Revenue 0.000% 12/15/38    26,425     12,381
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/25        10         10
9 New Jersey Turnpike Authority Highway Revenue 5.500%   1/1/25        70         71
1 New Jersey Turnpike Authority Highway Revenue 5.250%   1/1/26     2,200      2,262
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/27     2,930      2,944
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/27     4,135      4,290
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/27       310        322
1 New Jersey Turnpike Authority Highway Revenue 5.250%   1/1/27     1,385      1,448
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/28     1,510      1,516
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/28    16,530     16,893
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/28     1,145      1,202
1 New Jersey Turnpike Authority Highway Revenue 5.250%   1/1/28         5          5
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/29     2,825      2,835
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/29     1,285      1,326
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/29     3,710      3,932
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/30     6,995      7,014
70

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/30       260        267
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/30       640        668
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/30       165        172
  New Jersey Turnpike Authority Highway Revenue 3.375%   1/1/31        25         23
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/31     3,605      3,629
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/31     1,980      2,029
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/31       135        140
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/31     1,940      1,974
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/32     8,595      8,607
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/32       105        107
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/32     3,945      4,034
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/32     1,500      1,559
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/32     2,250      2,264
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/32     4,675      4,858
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/33       550        550
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/33     3,825      3,848
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/33     3,715      3,859
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/33     5,025      5,120
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/34    11,725     11,724
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/34     1,045      1,051
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/34     9,065      9,232
  New Jersey Turnpike Authority Highway Revenue 4.000%   1/1/35       580        558
  New Jersey Turnpike Authority Highway Revenue 4.000%   1/1/35       535        496
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/35     3,645      3,776
  New Jersey Turnpike Authority Highway Revenue 4.000%   1/1/37        30         28
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/37     6,695      6,868
  New Jersey Turnpike Authority Highway Revenue 3.250%   1/1/38     1,160        908
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/40    12,295     12,443
  New Jersey Turnpike Authority Highway Revenue 4.000%   1/1/42    19,145     17,109
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/42     2,000      2,035
  New Jersey Turnpike Authority Highway Revenue 4.000%   1/1/43     2,920      2,588
  New Jersey Turnpike Authority Highway Revenue 4.250%   1/1/43     7,610      7,103
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/45    15,000     14,552
5 New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/45       965        954
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/46    12,000     12,085
  New Jersey Turnpike Authority Highway Revenue 4.000%   1/1/48    10,705      9,127
  New Jersey Turnpike Authority Highway Revenue 4.500%   1/1/48    10,000      9,385
  New Jersey Turnpike Authority Highway Revenue 5.000%   1/1/48     6,690      6,699
  New Jersey Turnpike Authority Highway Revenue 4.000%   1/1/51    18,135     15,222
  New Jersey Turnpike Authority Highway Revenue 5.250%   1/1/52    12,000     12,235
  New Jersey Turnpike Authority Highway Revenue, Prere. 5.000%   7/1/24     7,100      7,155
7 Newark Housing Authority Intergovernmental Agreement Revenue (ADDL-Newark Redevelopment Project) 5.000%   1/1/32       425        439
1 Newark NJ Mass Transit Access Tax Miscellaneous Taxes Revenue 5.375% 11/15/52     1,040      1,081
1 Newark NJ Mass Transit Access Tax Miscellaneous Taxes Revenue 6.000% 11/15/62     2,440      2,621
7 North Hudson NJ Sewerage Authority Intergovernmental Agreement Revenue, ETM 0.000%   8/1/25     2,000      1,866
  South Jersey Transportation Authority Highway Revenue 5.000%  11/1/39        80         75
  South Jersey Transportation Authority Highway Revenue 5.000%  11/1/45     5,415      5,128
  South Jersey Transportation Authority Highway Revenue 4.000%  11/1/50    10,000      7,933
  South Jersey Transportation Authority Highway Revenue 5.250%  11/1/52     1,400      1,344
                                 1,392,700
New Mexico (0.2%)
  New Mexico Finance Authority Fuel Sales Tax Revenue 5.000%  6/15/24     8,960      9,024
  New Mexico Finance Authority Fuel Sales Tax Revenue 5.000%  6/15/26       290        299
  New Mexico Finance Authority Fuel Sales Tax Revenue 5.000%  6/15/27        75         78
  New Mexico Finance Authority Fuel Sales Tax Revenue 5.000%  6/15/28       100        106
  New Mexico Finance Authority Fuel Sales Tax Revenue 5.000%  6/15/28     3,620      3,818
  New Mexico Finance Authority Fuel Sales Tax Revenue 5.000%  6/15/29       140        147
  New Mexico GO 5.000%   3/1/32        85         92
  New Mexico Severance Tax Permanent Fund Severance Tax Revenue 5.000%   7/1/24     2,705      2,726
  New Mexico Severance Tax Permanent Fund Severance Tax Revenue 5.000%   7/1/25     7,125      7,271
  New Mexico Severance Tax Permanent Fund Severance Tax Revenue 5.000%   7/1/28    15,000     15,847
  New Mexico Severance Tax Permanent Fund Severance Tax Revenue 5.000%   7/1/29    10,000     10,655
                                    50,063
New York (23.6%)
  Battery Park City Authority Lease Revenue 5.000%  11/1/25       260        260
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/24       210        212
71

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/25       210        216
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/26     1,220      1,271
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/29     3,000      3,239
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/30     2,800      3,051
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/31     3,000      3,297
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/32     2,000      2,215
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/33     1,500      1,672
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/39     1,905      1,970
  Battery Park City Authority Miscellaneous Revenue 5.000%  11/1/53     7,000      7,087
  Dutchess County Local Development Corp. College & University Revenue (Vassar College Project) 4.000%   7/1/46     3,010      2,547
5 Genesee NY GO 3.000%  3/15/36     1,000        805
  Hempstead Town Local Development Corp. College & University Revenue 5.000%   7/1/47       360        357
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/24       100        100
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/28     7,070      7,289
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/29     3,820      3,938
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/30     2,590      2,666
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/31     2,065      2,122
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/32     4,115      4,223
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/33       850        871
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/34     1,195      1,223
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/35     3,000      3,062
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 4.000%  2/15/36       525        499
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/36       200        203
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/37     5,755      5,822
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/39       600        603
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/42    31,810     31,535
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 4.000%  2/15/44       945        815
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 5.000%  2/15/45     1,025      1,022
  Hudson Yards Infrastructure Corp. Miscellaneous Revenue 2.750%  2/15/47     5,150      3,179
1 Hudson Yards Infrastructure Corp. Miscellaneous Revenue 4.000%  2/15/47    24,515     20,819
  Long Island Power Authority Electric Power & Light Revenue 1.000%   9/1/25     6,645      6,165
1 Long Island Power Authority Electric Power & Light Revenue 0.000%   6/1/26       110         99
1 Long Island Power Authority Electric Power & Light Revenue 0.000%   6/1/28       340        280
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/30     1,705      1,734
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/30       335        345
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/31     6,130      6,647
  Long Island Power Authority Electric Power & Light Revenue 4.000%   9/1/32       115        115
  Long Island Power Authority Electric Power & Light Revenue 4.000%   9/1/33        80         79
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/33       405        423
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/33       175        192
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/34       110        115
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/35       345        358
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/36       620        626
  Long Island Power Authority Electric Power & Light Revenue 4.000%   9/1/38     1,000        898
1 Long Island Power Authority Electric Power & Light Revenue 4.000%   9/1/39        65         59
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/39    13,815     13,790
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/39     2,090      2,126
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/42     1,440      1,442
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/44     6,580      6,501
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/45     1,060      1,056
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/46     4,380      4,390
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/47     2,715      2,701
  Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/48     5,000      4,939
1 Long Island Power Authority Electric Power & Light Revenue 5.000%   9/1/53     5,000      4,960
  Long Island Power Authority Electric Power & Light Revenue PUT 1.650%   9/1/24    18,175     17,751
  Long Island Power Authority Electric Power & Light Revenue PUT 0.850%   9/1/25     3,500      3,266
  Long Island Power Authority Electric Power & Light Revenue PUT 1.500%   9/1/26     5,815      5,295
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/23       550        550
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/25     2,180      2,232
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/26       360        374
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.250% 11/15/27       425        440
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.250% 11/15/28       465        481
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.250% 11/15/29       195        201
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.250% 11/15/30     1,265      1,305
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.250% 11/15/32       330        340
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 4.000% 11/15/33     1,010      1,011
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/33     1,675      1,716
72

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.250% 11/15/34     1,175      1,207
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/35       155        158
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.250% 11/15/35       375        384
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/36    15,380     15,552
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/42       850        850
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/42       550        550
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/46    13,995     13,938
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/47     5,450      5,422
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 5.000% 11/15/51     5,000      4,928
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 4.000% 11/15/52     8,360      6,787
  Metropolitan Transportation Authority Fuel Sales Tax Revenue 4.000% 11/15/52     1,795      1,457
  Metropolitan Transportation Authority Miscellaneous Taxes Revenue 0.000% 11/15/30     2,270      1,657
  Metropolitan Transportation Authority Miscellaneous Taxes Revenue 0.000% 11/15/32    14,555      9,624
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/23       900        900
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/23    22,455     22,458
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/23       835        835
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/23       485        485
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/23       650        650
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/23       430        430
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/23       445        445
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/24     1,130      1,136
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/24       500        503
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/25     1,435      1,454
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/25     1,825      1,849
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/25    13,105     13,275
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/25       410        415
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/25       150        152
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/25     1,000      1,013
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/25     3,175      3,216
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/26     5,150      5,090
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/26       845        862
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/26     2,845      2,901
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/26       675        688
1 Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/26     5,110      5,318
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/27     2,900      2,916
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/27     9,040      9,253
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/27       620        636
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/27       180        183
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/27       450        457
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/27     1,020      1,035
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/28     4,595      4,704
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/28     1,665      1,704
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/28     1,200      1,216
  Metropolitan Transportation Authority Transit Revenue 0.000% 11/15/29     3,845      2,902
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/29       220        220
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/29     6,475      6,471
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/29     1,575      1,595
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/29       200        201
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/30       785        799
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/30     3,875      3,921
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/30     3,940      4,010
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/30     2,075      2,082
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/31       415        416
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/31       225        228
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/31     7,260      7,381
  Metropolitan Transportation Authority Transit Revenue 0.000% 11/15/32    25,870     16,733
  Metropolitan Transportation Authority Transit Revenue 3.000% 11/15/32       525        452
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/32     2,755      2,647
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/32       625        601
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/32     1,235      1,248
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/32       250        259
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/32        20         20
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/32     1,500      1,503
  Metropolitan Transportation Authority Transit Revenue 0.000% 11/15/33    12,135      7,434
5 Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/33     7,230      7,309
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/33     1,695      1,719
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/33     1,000      1,036
73

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/34     5,000      4,747
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/34     1,530      1,523
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/35    12,075     11,267
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/35    16,875     16,893
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/35       735        736
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/35       220        221
  Metropolitan Transportation Authority Transit Revenue 3.250% 11/15/36     1,150        917
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/36     6,135      5,599
  Metropolitan Transportation Authority Transit Revenue 3.375% 11/15/37       340        270
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/37       500        447
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/37       600        595
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/37     4,070      4,033
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/38     6,520      5,762
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/38       210        186
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/38       610        537
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/38     1,185      1,187
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/38    18,260     18,290
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/38     5,355      5,365
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/38       850        851
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/38     1,110      1,112
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/38     3,210      3,189
  Metropolitan Transportation Authority Transit Revenue 0.000% 11/15/39     1,170        478
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/39     2,925      2,888
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/39     5,115      5,051
  Metropolitan Transportation Authority Transit Revenue 0.000% 11/15/40       755        287
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/40     2,290      1,977
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/40     6,820      6,704
  Metropolitan Transportation Authority Transit Revenue 3.500% 11/15/41        40         30
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/42    10,435      8,807
  Metropolitan Transportation Authority Transit Revenue 4.250% 11/15/42       515        447
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/42     1,355      1,357
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/43       970        813
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/43     5,320      4,458
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/43       650        530
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/43       945        947
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/43       250        244
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/43     3,140      3,145
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/43     4,500      4,390
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/44    20,000     16,624
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/44       980        954
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/44     1,320      1,307
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/45       540        439
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/45     5,675      4,681
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/45     2,000      1,650
  Metropolitan Transportation Authority Transit Revenue 4.750% 11/15/45    23,175     21,275
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/45     8,895      8,616
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/45     1,000        969
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/45     1,000        969
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/46     8,085      6,605
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/46     4,000      3,268
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/46       935        764
1 Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/46     5,800      4,805
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/46     5,500      4,493
1 Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/46     2,000      1,657
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/46       250        241
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/46       155        149
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/47     5,000      4,085
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/48     6,500      5,277
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/48    10,000      8,053
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/48     8,405      8,107
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/49    12,415      9,999
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/49    16,000     12,803
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/49     2,330      2,218
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/50     4,550      3,649
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/50    10,000      7,969
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/50     2,000      1,899
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/51     1,395      1,106
74

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/51     2,500      2,367
  Metropolitan Transportation Authority Transit Revenue 4.000% 11/15/52    12,715     10,033
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/52     4,475      4,226
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/55     9,100      8,852
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/55    17,370     17,034
  Metropolitan Transportation Authority Transit Revenue 5.000% 11/15/56     3,640      3,401
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/56     9,655      9,373
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/56     1,555      1,510
  Metropolitan Transportation Authority Transit Revenue 5.250% 11/15/57     4,435      4,297
  Metropolitan Transportation Authority Transit Revenue PUT 5.000%  5/15/24     4,475      4,480
  Metropolitan Transportation Authority Transit Revenue PUT 5.000%  5/15/30     8,875      9,048
  Metropolitan Transportation Authority Transit Revenue TRAN 4.250% 11/15/39       185        167
  Metropolitan Transportation Authority Transit Revenue, Prere. 5.000% 11/15/23       115        115
  Metropolitan Transportation Authority Transit Revenue, Prere. 5.000% 11/15/23       255        255
  Metropolitan Transportation Authority Transit Revenue, Prere. 5.000% 11/15/24     2,215      2,242
  Monroe County NY Industrial Development Corp. College & University Revenue 5.000%   7/1/37     1,000      1,001
  Monroe County NY Industrial Development Corp. College & University Revenue 4.000%   7/1/43     5,470      4,716
  Monroe County NY Industrial Development Corp. College & University Revenue (University of Rochester Project) 4.000%   7/1/43       100         86
  Monroe County NY Industrial Development Corp. College & University Revenue (University of Rochester Project) 4.000%   7/1/50    13,025     10,760
  MTA Hudson Rail Yards Trust Obligations Lease Revenue 5.000% 11/15/56     8,145      7,573
  Nassau County Interim Finance Authority Sales Tax Revenue 5.000% 11/15/30     1,500      1,645
  Nassau County Interim Finance Authority Sales Tax Revenue 5.000% 11/15/31        15         17
  Nassau County Interim Finance Authority Sales Tax Revenue 5.000% 11/15/32       130        143
  Nassau County Interim Finance Authority Sales Tax Revenue 4.000% 11/15/33       105        107
  Nassau County Interim Finance Authority Sales Tax Revenue 5.000% 11/15/33       245        269
  Nassau County Interim Finance Authority Sales Tax Revenue 4.000% 11/15/34     3,560      3,608
  Nassau County Interim Finance Authority Sales Tax Revenue 5.000% 11/15/34        60         66
  Nassau County Interim Finance Authority Sales Tax Revenue 4.000% 11/15/35     2,925      2,936
  Nassau County NY GO 5.000%  10/1/27       975      1,026
  Nassau County NY GO 4.000%   4/1/43        10          9
  Nassau County NY GO 4.125%   4/1/47     2,900      2,517
1 Nassau County NY GO 4.125%   4/1/47     7,000      6,113
1 Nassau County NY GO 5.000%   7/1/49     8,000      8,039
  Nassau County NY GO 4.250%   4/1/52     3,000      2,569
  Nassau County NY GO 4.000%   4/1/53     5,000      4,106
  New York City Housing Development Corp. Local or Guaranteed Housing Revenue 3.950%  11/1/48     1,860      1,517
13 New York City Housing Development Corp. Local or Guaranteed Housing Revenue PUT 0.600%   7/1/25     1,620      1,498
  New York City Housing Development Corp. Local or Guaranteed Housing Revenue PUT 0.700%   7/1/25     1,000        926
1 New York City Industrial Development Agency Miscellaneous Revenue 3.000%   1/1/33     2,000      1,681
1 New York City Industrial Development Agency Miscellaneous Revenue 3.000%   1/1/37     3,000      2,276
1 New York City Industrial Development Agency Miscellaneous Revenue 2.000%   1/1/38     1,675      1,045
1 New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 5.000%   3/1/29     3,750      3,898
1 New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 4.000%   3/1/32     2,770      2,679
1 New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 3.000%   3/1/36       500        396
1 New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 2.500%   3/1/37     1,245        880
1 New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 3.000%   3/1/38       790        587
1 New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 3.000%   3/1/39     7,000      5,167
1 New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 3.000%   3/1/40     6,090      4,432
  New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 4.000%   3/1/45     1,500      1,186
1 New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 3.000%   3/1/49     4,575      2,954
  New York City Industrial Development Agency Miscellaneous Revenue (Yankee Stadium Project) PILOT 3.000%   3/1/49    11,295      6,924
10 New York City Industrial Development Agency Recreational Revenue PILOT 0.000%   3/1/34     3,500      2,167
10 New York City Industrial Development Agency Recreational Revenue PILOT 0.000%   3/1/44       250         82
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/24       185        185
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/24       245        247
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/25       815        816
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/25       830        831
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/25     4,615      4,621
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/25     1,485      1,513
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/26     7,620      7,705
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/26     3,890      4,023
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/26     3,305      3,342
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/26     2,250      2,275
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/27     6,625      6,742
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/27    10,130     10,309
75

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/27     2,625      2,661
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/27     1,445      1,471
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/27       125        131
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/28     1,235      1,251
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/28       155        161
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/28       775        779
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/28       120        127
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/29     9,540      9,590
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/29     3,340      3,584
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/29       655        680
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/30       885        896
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/30     2,500      2,631
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/31       245        247
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/31     1,660      1,675
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/31     3,585      3,906
  New York City Municipal Water Finance Authority Water Revenue 4.500%  6/15/32     8,450      8,597
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/32     6,510      6,585
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/32        10         11
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/32     1,130      1,177
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/32     4,535      4,923
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/32       910        983
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/32       285        308
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/33     1,000      1,106
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/33         5          5
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/33       195        211
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/34       350        349
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/34     1,805      1,825
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/34     5,000      5,467
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/34     7,000      7,774
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/34        10         10
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/34     1,215      1,283
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/34     1,500      1,666
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/35     6,110      6,110
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/35     3,565      3,598
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/35     2,015      2,161
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/35     2,500      2,718
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/35        10         11
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/35        45         47
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/36     2,060      2,109
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/36     3,510      3,533
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/36     3,360      3,512
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/36     1,000      1,000
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/36     6,900      7,135
  New York City Municipal Water Finance Authority Water Revenue 3.500%  6/15/37        75         65
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/37        10          9
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/37     8,660      8,075
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/37       890        892
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/37     9,760      9,782
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/37     2,370      2,424
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/37       365        372
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/37       130        133
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/37     4,485      4,613
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/37    21,000     21,662
  New York City Municipal Water Finance Authority Water Revenue 3.750%  6/15/38        10          9
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/38     4,645      4,714
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/38     1,030      1,051
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/38     1,850      1,885
  New York City Municipal Water Finance Authority Water Revenue 4.500%  6/15/39     2,855      2,778
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/39     3,790      3,790
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/39    20,000     20,011
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/39       625        625
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/39     4,450      4,453
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/39     1,650      1,651
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/39     2,125      2,163
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/39       500        500
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/40     5,045      4,530
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/40     1,825      1,639
76

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/40     1,470      1,471
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/40     2,010      2,055
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/40     3,265      3,333
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/40     1,850      1,876
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/41     9,050      8,048
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/41     2,530      2,250
  New York City Municipal Water Finance Authority Water Revenue 3.500%  6/15/42    10,000      7,937
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/42     7,850      6,878
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/42    15,815     13,858
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/42    12,875     11,281
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/42     5,835      5,113
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/42    15,390     13,485
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/43    14,030     12,225
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/43     1,410      1,445
  New York City Municipal Water Finance Authority Water Revenue 3.000%  6/15/44    16,685     11,732
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/44    10,000      8,662
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/44       115        114
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/44     2,255      2,292
  New York City Municipal Water Finance Authority Water Revenue 3.375%  6/15/45        25         19
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/45     7,780      6,707
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/45    16,160     13,909
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/45     3,155      3,132
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/45       150        150
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/45    15,000     15,119
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/46     2,395      2,051
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/46    20,005     17,180
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/46        75         64
  New York City Municipal Water Finance Authority Water Revenue 4.125%  6/15/46     6,000      5,251
  New York City Municipal Water Finance Authority Water Revenue 4.625%  6/15/46     3,000      2,840
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/46    10,530     10,442
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/46       890        885
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/46     7,000      7,004
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/46     5,000      5,037
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/46     1,475      1,496
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/46     5,000      5,183
  New York City Municipal Water Finance Authority Water Revenue 3.750%  6/15/47        25         20
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/47     1,100        940
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/47        35         30
  New York City Municipal Water Finance Authority Water Revenue 4.125%  6/15/47     8,610      7,513
  New York City Municipal Water Finance Authority Water Revenue 4.250%  6/15/47     8,380      7,448
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/47     5,030      4,970
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/47     9,980      9,861
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/47     8,125      8,180
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/47       800        810
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/47     5,000      5,169
  New York City Municipal Water Finance Authority Water Revenue 3.500%  6/15/48    11,215      8,446
  New York City Municipal Water Finance Authority Water Revenue 3.625%  6/15/48     3,360      2,600
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/48     1,910      1,622
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/48    21,960     21,866
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/48     1,000      1,005
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/48    22,620     22,524
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/49    11,835     10,013
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/49     5,250      4,442
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/49    11,020      9,324
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/49     9,490      8,029
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/49    21,075     20,985
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/49     3,055      3,042
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/49     5,000      4,979
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/49     3,500      3,544
  New York City Municipal Water Finance Authority Water Revenue 3.000%  6/15/50       820        540
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/50     1,950      1,644
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/50     6,705      5,652
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/50        40         34
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/50     8,710      7,343
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/50     8,240      8,270
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/51     2,375      1,993
  New York City Municipal Water Finance Authority Water Revenue 4.000%  6/15/52    13,710     11,452
77

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/52     3,000      3,010
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/52    31,455     32,303
  New York City Municipal Water Finance Authority Water Revenue 5.000%  6/15/53     1,500      1,504
  New York City Municipal Water Finance Authority Water Revenue 5.250%  6/15/53     4,830      4,967
  New York City Municipal Water Finance Authority Water Revenue, Prere. 5.000%  6/15/25     6,370      6,495
  New York City Municipal Water Finance Authority Water Revenue, Prere. 5.000%  6/15/25       265        270
  New York City Municipal Water Finance Authority Water Revenue, Prere. 5.000%  6/15/25     2,000      2,041
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/25       170        173
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/26       705        727
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/27     2,020      2,110
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/28     4,865      5,027
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/28       390        412
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/28     6,085      6,429
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/29     4,595      4,742
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/29       200        209
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/30       740        744
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/30     3,025      3,163
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/30     1,155      1,191
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/31       575        600
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/31     1,560      1,675
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/32     3,775      3,890
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/32        70         75
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/32     1,335      1,392
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/33     2,455      2,555
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/33       195        208
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/33       115        124
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 4.000%  7/15/34       350        344
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/34     4,200      4,183
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/34     5,295      5,498
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 4.000%  7/15/35     1,000        962
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/35       750        746
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/35     2,555      2,616
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/35    28,050     29,012
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 4.000%  7/15/36     2,725      2,574
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 4.000%  7/15/36       330        312
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/36     6,415      6,594
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 4.000%  7/15/37       355        329
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/37     3,270      3,334
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/40    14,805     14,660
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 5.000%  7/15/41       600        594
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 4.000%  7/15/44     9,615      8,293
  New York City Transitional Finance Authority Building Aid Appropriations Revenue 3.000%  7/15/49    16,200     10,819
  New York City Transitional Finance Authority Building Aid Appropriations Revenue, ETM 5.000%  7/15/24       750        756
  New York City Transitional Finance Authority Building Aid Appropriations Revenue, ETM 5.000%  7/15/25     1,905      1,943
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  11/1/25    10,855     11,109
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  11/1/26     1,610      1,665
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/28     1,090      1,152
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/29     1,235      1,293
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/29        10         10
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/30     1,075      1,081
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/30     2,150      2,248
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/30        20         21
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/31       305        310
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/31     2,760      2,881
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/31        35         37
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/32        85         89
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/32        70         73
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  11/1/32    16,905     18,136
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/33     3,995      4,158
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/33       290        302
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/34     1,375      1,369
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/34     1,480      1,537
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/34        40         42
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/35       100        103
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/35     3,715      3,694
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/35       190        193
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.250%  7/15/35     2,085      2,179
78

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 4.000%  7/15/36       960        907
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/36       250        248
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 4.000%  11/1/36     2,010      1,893
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 4.000%  7/15/37     5,280      4,896
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/37     6,185      6,142
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/37       300        298
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.250%   8/1/37     3,675      3,803
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%   5/1/38     2,315      2,337
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 4.000%   8/1/39     3,000      2,708
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 4.000%  7/15/40     3,725      3,328
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/40     3,950      3,911
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 3.000%   8/1/41     5,000      3,688
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%   5/1/43       360        357
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/43     4,625      4,643
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/43     2,775      2,786
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/43     5,670      5,644
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 5.000%  7/15/43    27,000     26,876
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 4.000%  7/15/45     9,770      8,365
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 4.000%  7/15/46     3,000      2,550
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 3.500%  7/15/47     1,635      1,253
  New York City Transitional Finance Authority Building Aid Income Tax Revenue 3.000%   8/1/48     1,170        783
  New York City Transitional Finance Authority Future Tax Sales Tax Revenue 5.000%   2/1/33     2,190      2,203
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/23       445        445
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/24       600        604
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/24     3,385      3,415
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/24       835        845
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/24     1,250      1,265
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/24       985        997
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/25     2,045      2,087
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/25     2,075      2,103
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/25       545        558
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/25     2,165      2,216
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/25       590        604
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/25     2,500      2,558
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/26       250        251
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/26     2,985      3,025
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/26     1,810      1,872
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/26       145        146
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/26       455        471
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/26    18,425     19,055
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/26     1,725      1,756
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/26     1,225      1,267
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/26    16,180     16,733
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/27     1,060      1,066
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/27     1,000      1,043
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27       315        319
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27       680        692
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27       795        816
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27     1,340      1,402
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27     7,125      7,455
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27     6,815      7,130
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27     4,225      4,421
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27     2,465      2,579
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/27     3,000      3,139
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/28     4,575      4,582
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/28       920        925
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/28     1,215      1,248
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/28     3,085      3,267
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/28     1,055      1,089
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/29       860        876
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/29       200        204
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/29       245        245
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/29     1,650      1,685
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/29        80         81
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/29     6,680      7,094
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/29     3,250      3,336
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/29     1,000      1,016
79

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/29     3,000      3,192
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/29     3,500      3,724
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/29     3,000      3,192
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/30     1,645      1,686
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/30       160        160
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/30     4,185      4,263
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/30     1,660      1,691
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/30     6,330      6,471
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/30     1,275      1,313
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%  11/1/30       210        193
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/30     1,525      1,542
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/30       550        565
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/30     2,790      2,989
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/30     3,000      3,214
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/31       655        667
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/31     5,415      5,548
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/31       210        214
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/31    13,500     13,500
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/31     2,025      2,029
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/31     1,480      1,520
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/31     2,110      2,252
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/31       800        800
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/31       720        720
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/31     2,025      2,048
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/31     1,450      1,482
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/31     2,800      2,837
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/31     3,000      3,213
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/31     2,950      3,182
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/31     3,000      3,236
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/32     2,890      2,943
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/32     4,485      4,604
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/32     2,510      2,561
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/32     3,255      3,381
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/32     8,390      8,392
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/32     2,075      2,121
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/32       920        929
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/32    10,510     10,513
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/32     1,120      1,197
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/32     4,465      4,807
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/32     3,000      3,260
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/33     1,025      1,049
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/33       220        226
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/33       380        388
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/33     1,495      1,552
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/33     1,000      1,064
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/33    11,200     11,204
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/33       315        315
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/33     3,170      3,240
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/33     1,300      1,311
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/33     3,120      3,244
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/33     1,005      1,014
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/33    16,060     17,206
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/33     8,770      9,328
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/33    13,085     14,068
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/33     4,920      5,326
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/34     3,700      3,763
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/34     2,445      2,490
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/34     3,200      3,455
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/34     5,510      5,512
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/34     2,430      2,478
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/34       590        594
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/34     5,000      5,001
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/34     2,000      1,950
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/34     9,960      9,960
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/34       430        433
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/34     1,100      1,152
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/34     5,000      5,389
80

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/35       100        101
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/35    11,485     11,725
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/35       150        152
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/35     3,960      4,085
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/35     1,765      1,838
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/35     1,545      1,635
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/35     3,000      3,225
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/35     2,000      2,000
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/35     3,295      3,296
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/35     5,000      5,114
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/35     4,795      4,608
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/35       660        664
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/35        10         10
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/35     1,340      1,397
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/35     2,000      2,179
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/36     6,415      6,119
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/36       705        715
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/36     2,075      2,075
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/36       360        342
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/36     3,595      3,417
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/36     3,600      3,658
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/36     3,585      3,622
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/36     3,610      3,701
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/36     1,285      1,374
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/36     1,335      1,335
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/36     5,615      5,632
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/36     2,640      2,686
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/36       500        505
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/36     6,000      6,373
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/36     1,270      1,270
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/36     8,890      9,328
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/36     1,670      1,799
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%   2/1/37       640        520
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/37     3,070      3,100
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/37     1,000      1,054
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/37     1,080      1,006
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/37     3,320      3,089
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/37     2,565      2,583
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/37     1,035      1,054
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/37     2,915      3,046
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/37     3,110      3,114
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/37     3,335      3,507
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%  11/1/37       250        198
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/37     3,475      3,204
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/37     4,955      4,568
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/37    10,000     10,406
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/37       475        472
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/37     1,590      1,694
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/37     1,750      1,865
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%   2/1/38       200        157
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/38     1,350      1,233
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/38     2,700      2,466
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/38     1,945      1,953
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/38     1,130      1,121
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/38     5,065      5,107
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/38     3,890      3,549
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/38     8,465      8,633
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/38     2,590      2,360
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/38     2,725      2,483
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/38       920        915
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/38     1,130      1,145
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/38    10,355     10,468
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/38     5,000      4,552
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/38       415        378
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/38     6,715      6,113
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/38     1,795      1,634
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/38     9,545      9,544
81

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/38     3,355      3,553
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/38     5,000      5,295
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/39     1,040      1,042
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/39     2,400      2,479
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/39    14,135     14,019
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/39       410        370
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/39     2,475      2,236
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/39       175        176
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/39     2,485      2,526
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.625%   8/1/39       420        355
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/39     1,490      1,351
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/39    11,925     10,780
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/39    10,755     10,665
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/39     4,750      4,792
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/39     9,500      9,828
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/39     6,440      5,811
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/39     1,825      1,647
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/39       455        411
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/39     2,395      2,420
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/39     4,915      5,179
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/40     4,450      4,457
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/40    11,400     11,707
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/40    15,340     15,322
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/40     1,455      1,499
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/40     8,765      8,814
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/40       625        630
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%   8/1/40     5,250      5,500
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/40     9,650      8,642
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/40     3,795      3,826
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/40     5,000      5,244
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/41     1,000        892
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/41    13,060     11,650
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/41     7,000      7,167
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/41     5,000      4,454
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/41     4,730      4,213
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/41     2,875      2,891
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/41     1,650      1,694
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/41     1,825      1,625
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/41     9,500      9,738
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/41     3,700      3,290
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/41     3,715      3,737
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/41     4,000      4,179
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.250%   2/1/42        75         58
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/42       150        133
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/42     5,790      5,902
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/42       255        226
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/42    18,050     15,958
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/42     5,000      4,423
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/42     1,685      1,722
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/42     1,600      1,414
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/42     3,505      3,458
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/42     3,500      3,511
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/42    20,430     18,029
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/42    11,000      9,707
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/42     1,640      1,614
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/42     5,000      5,199
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/43     2,000      1,982
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/43    10,130     10,292
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/43     1,160      1,014
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/43     1,705      1,736
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/43     3,950      3,447
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/43     4,500      4,576
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/43     7,575      6,605
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/43     6,000      5,232
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/43     5,000      5,184
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/44     9,845      8,553
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/44     2,000      1,736
82

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/44     2,460      2,135
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/44     1,335      1,353
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/44     3,000      3,038
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/44     7,800      6,756
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/45     4,760      4,803
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%   5/1/45     3,120      2,169
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/45    24,015     20,708
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/45     6,695      5,768
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   8/1/45     6,075      6,030
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/45     4,180      3,598
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.500%  11/1/45     6,000      6,319
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%   5/1/46     4,000      2,745
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/46     2,450      2,463
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%  11/1/46     4,750      4,058
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%  11/1/46     3,000      3,015
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/47    13,105     13,142
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/47    11,565     11,598
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%   2/1/47     5,000      5,133
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/47    10,000      8,511
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/47     7,455      7,474
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%  11/1/47    10,425      7,033
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/48     1,465      1,461
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   8/1/48    11,430      9,653
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.250%  11/1/48    11,400     11,679
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%  11/1/50    10,000      6,541
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 2.250%   2/1/51       100         52
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 3.000%   2/1/51     7,000      4,561
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/51     2,000      1,676
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/51     1,000        838
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   2/1/51    12,500     10,474
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   2/1/51    15,965     15,851
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 4.000%   5/1/53     5,000      4,142
  New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue 5.000%   5/1/53     2,000      1,981
  New York City Transitional Finance Authority Future Tax Secured Sales Tax Revenue 5.000%   2/1/31       125        126
  New York City Transitional Finance Authority Future Tax Secured Sales Tax Revenue 5.000%   2/1/34       100        101
  New York City Transitional Finance Authority Future Tax Secured Sales Tax Revenue 5.000%   2/1/41     9,675      9,623
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/34     3,000      3,250
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/34     3,000      3,250
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/35     3,000      3,235
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/35     3,000      3,235
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/36     3,000      3,218
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/36     1,000      1,073
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/37     1,000      1,061
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/37     2,000      2,121
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/38     1,000      1,047
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/39     1,000      1,038
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/39     1,895      1,968
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/40     2,000      2,063
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/41     2,000      2,056
  New York City Transitional Finance Authority Income Tax Revenue 5.500%   5/1/41     2,035      2,186
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/42     2,000      2,045
  New York City Transitional Finance Authority Income Tax Revenue 5.500%   5/1/42     1,000      1,069
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/43     2,000      2,038
  New York City Transitional Finance Authority Income Tax Revenue 5.500%   5/1/44     1,000      1,062
  New York City Transitional Finance Authority Income Tax Revenue 5.500%   5/1/44     3,000      3,185
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/45     5,000      5,049
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/46     5,000      5,027
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/48     5,000      4,986
  New York City Transitional Finance Authority Income Tax Revenue 5.250%   5/1/48    10,000     10,266
  New York City Transitional Finance Authority Income Tax Revenue 5.250%   5/1/50     6,500      6,660
  New York City Transitional Finance Authority Income Tax Revenue 5.250%   5/1/50     3,260      3,338
  New York City Transitional Finance Authority Income Tax Revenue 4.375%   5/1/53     2,500      2,179
  New York City Transitional Finance Authority Income Tax Revenue 5.000%   5/1/53     5,000      4,953
  New York City Transitional Finance Authority Income Tax Revenue 5.500%   5/1/53     2,595      2,717
  New York City Trust for Cultural Resources Miscellaneous Revenue 4.000%  12/1/33     4,400      4,269
  New York City Water & Sewer System Water Revenue 5.000%  6/15/31       220        240
5 New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 0.000% 11/15/36       700        355
83

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
5 New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 0.000% 11/15/37     1,415        669
1 New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 0.000% 11/15/39       500        206
5 New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 0.000% 11/15/40       650        250
1 New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 0.000% 11/15/43       345        109
  New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 4.000% 11/15/45       100         80
  New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 5.000% 11/15/45     1,890      1,815
  New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 0.000% 11/15/47    12,525      3,099
  New York Convention Center Development Corp. Hotel Occupancy Tax Revenue 0.000% 11/15/55     5,000        754
  New York Liberty Development Corp. Intergovernmental Agreement Revenue 4.000%  2/15/43       535        456
  New York NY GO 5.000%   8/1/24     3,045      3,071
  New York NY GO 5.000%   8/1/24     2,120      2,138
  New York NY GO 5.000%   8/1/24       745        751
  New York NY GO 5.000%   8/1/24       365        368
  New York NY GO 5.000%   8/1/24     1,185      1,195
  New York NY GO 5.000%   8/1/24     3,000      3,026
  New York NY GO 5.000%   8/1/24     2,730      2,753
  New York NY GO 5.000%   8/1/24     1,050      1,059
  New York NY GO 5.000%   8/1/24     1,440      1,452
  New York NY GO 5.000%   8/1/24    15,000     15,128
  New York NY GO 5.000%   8/1/24       825        832
  New York NY GO 5.000%   8/1/24    13,870     13,989
  New York NY GO 5.000%   8/1/25     1,260      1,285
  New York NY GO 5.000%   8/1/25     1,465      1,477
  New York NY GO 5.000%   8/1/25     2,285      2,331
  New York NY GO 5.000%   8/1/25       745        755
  New York NY GO 5.000%   8/1/25       675        689
  New York NY GO 5.000%   8/1/25    11,200     11,426
  New York NY GO 5.000%   8/1/25     1,115      1,138
  New York NY GO 5.000%   8/1/25     6,675      6,810
  New York NY GO 5.000%   8/1/25     1,780      1,816
  New York NY GO 5.000%   8/1/25     1,405      1,433
  New York NY GO 5.000%   8/1/25     1,055      1,076
  New York NY GO 5.000%   8/1/25    10,905     11,125
  New York NY GO 5.000%   8/1/25     1,750      1,785
  New York NY GO 5.000%   8/1/25     1,500      1,530
  New York NY GO 5.000%   9/1/25     2,600      2,655
  New York NY GO 5.000%   3/1/26     2,710      2,717
  New York NY GO 5.000%   3/1/26     3,285      3,373
  New York NY GO 5.000%   8/1/26     2,095      2,130
  New York NY GO 5.000%   8/1/26     5,535      5,629
  New York NY GO 5.000%   8/1/26     6,660      6,875
  New York NY GO 5.000%   8/1/26     2,460      2,539
  New York NY GO 5.000%   8/1/26    11,255     11,323
  New York NY GO 5.000%   8/1/26       290        299
  New York NY GO 5.000%   8/1/26       635        655
  New York NY GO 5.000%   8/1/26    17,715     18,286
  New York NY GO 5.000%   8/1/26     3,050      3,148
  New York NY GO 5.000%   8/1/26     1,130      1,166
  New York NY GO 5.000%   3/1/27     1,675      1,679
  New York NY GO 5.000%   8/1/27     7,175      7,290
  New York NY GO 5.000%   8/1/27    10,845     11,038
  New York NY GO 5.000%   8/1/27     1,495      1,514
  New York NY GO 5.000%   8/1/27     4,355      4,442
  New York NY GO 5.000%   8/1/27     3,050      3,183
  New York NY GO 5.000%   8/1/27       195        196
  New York NY GO 5.000%   8/1/27     6,220      6,423
  New York NY GO 5.000%   8/1/27     2,260      2,359
  New York NY GO 5.000%   8/1/27     1,175      1,226
  New York NY GO 5.000%   8/1/27     6,310      6,585
  New York NY GO 5.000%   8/1/27     1,000      1,044
  New York NY GO 5.000%   8/1/27     1,340      1,398
  New York NY GO 5.000%   8/1/27        50         52
  New York NY GO 5.000%   3/1/28     2,000      2,003
  New York NY GO 5.000%   8/1/28       240        244
  New York NY GO 5.000%   8/1/28     1,055      1,069
  New York NY GO 5.000%   8/1/28       140        143
  New York NY GO 5.000%   8/1/28     5,695      5,879
84

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York NY GO 5.000%   8/1/28     4,470      4,635
  New York NY GO 5.000%   8/1/28       915        958
  New York NY GO 5.000%   8/1/28     3,545      3,739
  New York NY GO 5.000%   8/1/28     5,160      5,240
  New York NY GO 5.000%   8/1/28    12,440     13,122
  New York NY GO 5.000%   8/1/28    13,780     14,536
  New York NY GO 5.000%   8/1/28     1,070      1,129
  New York NY GO 5.000%   8/1/28     1,000      1,055
  New York NY GO 5.000%   8/1/28     4,515      4,763
  New York NY GO 5.000%   8/1/28        20         21
  New York NY GO 5.000%   8/1/28     1,435      1,514
  New York NY GO 5.000%   9/1/28         5          5
  New York NY GO 5.000%   8/1/29       395        400
  New York NY GO 5.000%   8/1/29     6,470      6,587
  New York NY GO 5.000%   8/1/29        50         51
  New York NY GO 5.000%   8/1/29     2,375      2,480
  New York NY GO 5.000%   8/1/29    15,355     16,298
  New York NY GO 5.000%   8/1/29     1,000      1,061
  New York NY GO 5.000%   8/1/29    13,235     14,048
  New York NY GO 5.000%   8/1/29     1,160      1,231
  New York NY GO 5.000%   8/1/29     3,500      3,715
  New York NY GO 5.000%   8/1/29     1,975      2,096
  New York NY GO 5.000%   8/1/29     1,000      1,061
  New York NY GO 5.000%   3/1/30     9,860      9,864
  New York NY GO 5.000%   8/1/30     2,230      2,270
  New York NY GO 5.000%   8/1/30     3,585      3,650
  New York NY GO 5.000%   8/1/30     1,835      1,912
  New York NY GO 5.000%   8/1/30     5,315      5,669
  New York NY GO 5.000%   8/1/30     9,705     10,351
  New York NY GO 5.000%   8/1/30    14,000     14,932
  New York NY GO 5.000%   8/1/30     4,070      4,341
  New York NY GO 5.000%   8/1/30     1,575      1,680
  New York NY GO 5.000%   8/1/30     1,975      2,106
  New York NY GO 5.000%   8/1/30     1,230      1,296
  New York NY GO 5.000%  10/1/30     3,000      3,179
  New York NY GO 5.250%  10/1/30     1,350      1,408
  New York NY GO 5.000%  12/1/30       490        500
  New York NY GO 4.000%   8/1/31     5,000      4,998
  New York NY GO 5.000%   8/1/31     5,515      5,595
  New York NY GO 5.000%   8/1/31        85         85
  New York NY GO 5.000%   8/1/31    13,420     14,307
  New York NY GO 5.000%   8/1/31     5,015      5,347
  New York NY GO 5.000%   8/1/31     5,000      5,366
  New York NY GO 5.000%   8/1/31     1,235      1,317
  New York NY GO 5.000%   8/1/31        55         58
  New York NY GO 5.000%  10/1/31     3,000      3,223
  New York NY GO 5.250%  10/1/31     8,065      8,410
  New York NY GO 5.000%  12/1/31       200        204
  New York NY GO 4.000%   8/1/32       365        364
  New York NY GO 5.000%   8/1/32       110        110
  New York NY GO 5.000%   8/1/32     1,120      1,174
  New York NY GO 5.000%   8/1/32     7,050      7,506
  New York NY GO 5.000%   8/1/32     1,740      1,853
  New York NY GO 5.000%   8/1/32       170        170
  New York NY GO 5.000%   8/1/32     1,505      1,602
  New York NY GO 5.000%   8/1/32     5,000      5,404
  New York NY GO 5.000%   8/1/32        10         11
  New York NY GO 3.250%   3/1/33        85         77
  New York NY GO 4.000%   3/1/33       305        305
  New York NY GO 5.000%   4/1/33     1,880      1,949
  New York NY GO 5.000%   4/1/33     4,440      4,742
  New York NY GO 3.500%   6/1/33        25         23
  New York NY GO 5.000%   8/1/33     1,000      1,009
  New York NY GO 5.000%   8/1/33     1,500      1,594
  New York NY GO 5.000%   8/1/33       195        207
  New York NY GO 5.000%   8/1/33     8,755      9,301
  New York NY GO 5.000%   8/1/33     5,000      5,435
85

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York NY GO 5.000%  12/1/33     2,385      2,434
  New York NY GO 5.000%  12/1/33       180        187
  New York NY GO 4.000%   3/1/34        35         34
  New York NY GO 5.250%   3/1/34     2,500      2,615
  New York NY GO 5.000%   5/1/34        35         38
  New York NY GO 3.000%   8/1/34        50         43
  New York NY GO 4.000%   8/1/34       100         96
  New York NY GO 4.000%   8/1/34        75         72
  New York NY GO 5.000%   8/1/34        80         84
  New York NY GO 5.000%   8/1/34     5,000      5,411
  New York NY GO 5.000%   8/1/34       475        514
  New York NY GO 5.000%   8/1/34         5          5
  New York NY GO 5.000%   9/1/34        45         48
  New York NY GO 3.000%  10/1/34       100         87
  New York NY GO 5.000%  10/1/34        20         22
  New York NY GO 5.000%  12/1/34       100        102
  New York NY GO 5.000%  12/1/34        30         31
  New York NY GO 3.000%   3/1/35     2,000      1,710
  New York NY GO 4.250%   3/1/35     9,355      9,185
  New York NY GO 5.250%   3/1/35     6,000      6,253
  New York NY GO 5.000%   4/1/35        20         21
  New York NY GO 5.000%   4/1/35     2,050      2,206
  New York NY GO 5.000%   5/1/35     2,500      2,673
  New York NY GO 5.000%   6/1/35     5,000      5,033
  New York NY GO 4.000%   8/1/35        25         24
  New York NY GO 4.000%   8/1/35        25         24
  New York NY GO 5.000%   8/1/35     1,000      1,076
  New York NY GO 5.000%   9/1/35       165        176
  New York NY GO 5.000%  10/1/35       770        792
  New York NY GO 5.000%  12/1/35       820        833
  New York NY GO 5.000%   3/1/36        40         42
  New York NY GO 5.000%   4/1/36     1,000      1,066
  New York NY GO 5.000%   6/1/36       130        131
  New York NY GO 3.000%   8/1/36     2,000      1,639
  New York NY GO 4.000%   8/1/36        30         28
  New York NY GO 5.000%   8/1/36     1,300      1,383
  New York NY GO 5.000%   8/1/36     1,510      1,606
  New York NY GO 5.000%   9/1/36        15         16
  New York NY GO 4.000%  12/1/36         5          5
  New York NY GO 5.000%   4/1/37     1,630      1,718
  New York NY GO 4.000%   8/1/37     1,000        928
  New York NY GO 4.000%   8/1/37       485        450
  New York NY GO 5.000%   8/1/37     1,000      1,010
  New York NY GO 5.000%   8/1/37       795        836
  New York NY GO 5.000%   8/1/37     1,500      1,577
  New York NY GO 5.000%   9/1/37        15         16
  New York NY GO 5.000%  10/1/37     1,245      1,302
  New York NY GO 5.000%  12/1/37     3,100      3,153
  New York NY GO 5.000%  12/1/37       350        354
  New York NY GO 3.375%   4/1/38        20         16
  New York NY GO 5.000%   4/1/38     3,000      3,121
  New York NY GO 5.250%   5/1/38     5,165      5,455
  New York NY GO 4.000%   8/1/38     3,575      3,264
  New York NY GO 4.000%   8/1/38    11,050     10,090
  New York NY GO 5.000%   8/1/38     7,075      7,128
  New York NY GO 5.000%   8/1/38     1,500      1,562
  New York NY GO 5.000%   8/1/38     1,000      1,042
  New York NY GO 5.000%  10/1/38     4,005      4,055
  New York NY GO 5.000%  12/1/38     1,000      1,009
  New York NY GO 5.000%  12/1/38     5,000      5,083
  New York NY GO 4.000%   3/1/39     2,175      1,978
  New York NY GO 5.000%   3/1/39        30         31
  New York NY GO 5.000%   4/1/39     5,975      6,053
  New York NY GO 5.000%   4/1/39     2,000      2,069
  New York NY GO 5.250%   5/1/39     4,425      4,658
  New York NY GO 4.000%   8/1/39       595        536
  New York NY GO 4.000%   8/1/39     9,000      8,101
86

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York NY GO 5.000%   8/1/39    10,095     10,282
  New York NY GO 5.000%   8/1/39     1,000      1,035
  New York NY GO 5.000%  10/1/39     1,250      1,262
  New York NY GO 5.250%  10/1/39     1,000      1,055
  New York NY GO 5.000%   3/1/40        20         20
  New York NY GO 5.000%   4/1/40     2,000      2,052
  New York NY GO 4.250%   5/1/40    11,500     10,588
  New York NY GO 5.250%   5/1/40     4,500      4,703
  New York NY GO 4.000%   8/1/40     4,230      3,754
  New York NY GO 4.000%   8/1/40     8,550      7,588
  New York NY GO 4.000%   8/1/40        30         27
  New York NY GO 5.000%   8/1/40     1,000      1,027
  New York NY GO 4.000%  10/1/40     6,000      5,322
  New York NY GO 4.000%  10/1/40       500        443
  New York NY GO 5.000%   4/1/41     3,645      3,725
  New York NY GO 4.000%   8/1/41     2,505      2,207
  New York NY GO 4.000%   8/1/41     4,440      3,912
  New York NY GO 3.000%  10/1/41     5,000      3,640
  New York NY GO 4.000%  10/1/41     7,930      6,984
  New York NY GO 5.250%  10/1/41     4,000      4,168
  New York NY GO 4.000%  12/1/41     1,130        995
  New York NY GO 5.000%  12/1/41     1,245      1,251
  New York NY GO 4.000%   3/1/42     3,695      3,237
  New York NY GO 5.000%   3/1/42        40         41
  New York NY GO 4.000%   4/1/42     4,000      3,512
  New York NY GO 4.000%   8/1/42    14,160     12,387
  New York NY GO 4.000%   8/1/42     5,000      4,374
  New York NY GO 5.000%   8/1/42     1,275      1,291
  New York NY GO 5.000%   9/1/42     1,480      1,504
  New York NY GO 3.250%  10/1/42       105         79
  New York NY GO 5.000%  10/1/42     3,000      3,030
  New York NY GO 5.250%  10/1/42    11,450     11,876
  New York NY GO 4.000%  12/1/42     1,205      1,053
  New York NY GO 3.500%   3/1/43       110         85
  New York NY GO 5.000%   4/1/43    19,495     19,554
  New York NY GO 5.000%   8/1/43     2,660      2,687
  New York NY GO 5.000%   8/1/43     4,300      4,359
  New York NY GO 5.000%  10/1/43     5,000      5,040
  New York NY GO 5.250%  10/1/43     2,000      2,070
  New York NY GO 4.000%  12/1/43     1,010        878
  New York NY GO 4.000%  12/1/43     4,000      3,473
  New York NY GO 4.000%   8/1/44     7,460      6,435
  New York NY GO 5.000%   8/1/44     1,000      1,009
  New York NY GO 5.000%  12/1/44    13,390     13,401
  New York NY GO 3.625%   3/1/45        45         36
  New York NY GO 4.000%   4/1/45     2,500      2,156
  New York NY GO 5.000%   4/1/45     1,180      1,176
  New York NY GO 5.500%   5/1/45     1,350      1,417
  New York NY GO 5.000%   8/1/45     5,000      5,024
  New York NY GO 3.500%   4/1/46     2,730      2,094
  New York NY GO 5.500%   5/1/46     2,000      2,092
  New York NY GO 4.000%   9/1/46     8,000      6,852
  New York NY GO 5.250%   4/1/47     6,500      6,667
  New York NY GO 5.000%   8/1/47    16,805     16,743
  New York NY GO 5.250%  10/1/47    12,500     12,807
  New York NY GO 4.500%   5/1/49    10,050      9,250
  New York NY GO 4.000%   3/1/50    23,750     19,851
  New York NY GO 5.000%   3/1/50     1,675      1,664
  New York NY GO 4.000%   4/1/50     1,995      1,677
  New York NY GO 3.000%   3/1/51     1,970      1,281
5 New York NY GO 3.000%   3/1/51     8,165      5,345
  New York NY GO 5.000%   8/1/51    17,250     17,100
  New York NY GO 4.125%   8/1/53     1,150        970
6 New York NY GO PUT, 9.000% coupon rate effective 12/1/25 5.000%   6/1/44     2,000      2,026
  New York Power Authority Electric Power & Light Revenue 4.000% 11/15/45     9,900      8,456
  New York Power Authority Electric Power & Light Revenue 4.000% 11/15/50     6,020      4,980
  New York Power Authority Electric Power & Light Revenue 3.250% 11/15/60     8,000      5,085
87

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1,4 New York Power Authority Electric Power & Light Revenue (Green Transmission Project) 5.000% 11/15/27       900        942
1,4 New York Power Authority Electric Power & Light Revenue (Green Transmission Project) 5.000% 11/15/28     1,400      1,480
1 New York Power Authority Electric Power & Light Revenue (Green Transmission Project) 4.000% 11/15/47     5,000      4,225
1,4 New York Power Authority Electric Power & Light Revenue (Green Transmission Project) 5.000% 11/15/48     2,500      2,508
1,4 New York Power Authority Electric Power & Light Revenue (Green Transmission Project) 5.000% 11/15/53     4,450      4,428
1,4 New York Power Authority Electric Power & Light Revenue (Green Transmission Project) 5.125% 11/15/58     5,000      4,963
1 New York Power Authority Electric Power & Light Revenue (Green Transmission Project) 4.000% 11/15/61     5,000      3,972
1,4 New York Power Authority Electric Power & Light Revenue (Green Transmission Project) 5.125% 11/15/63     3,000      2,962
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/24        25         25
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/26       785        798
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/30       100        109
9 New York State Dormitory Authority College & University Revenue 5.500%   7/1/31        85         91
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/32     4,620      4,694
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/32     2,000      2,078
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/33     2,695      2,737
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/33        90         93
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/33        15         16
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/34       510        517
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/34     1,380      1,431
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/35       780        748
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/35     2,415      2,446
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/36        10          9
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/36     7,550      6,607
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/36     1,400      1,410
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/38       600        614
  New York State Dormitory Authority College & University Revenue 5.000%  10/1/38    14,555     14,961
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/39     4,900      4,388
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/39     1,925      1,933
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/40     2,850      2,526
  New York State Dormitory Authority College & University Revenue 3.000%   7/1/41     2,000      1,442
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/41       855        750
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/41     2,290      2,297
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/42     1,295      1,306
  New York State Dormitory Authority College & University Revenue 5.000%  7/15/42     3,000      2,750
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/43     1,350      1,158
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/44     5,670      4,755
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/45       100        101
  New York State Dormitory Authority College & University Revenue 5.000%  10/1/46     7,130      7,396
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/47       500        384
  New York State Dormitory Authority College & University Revenue 5.000%  10/1/47     3,250      3,362
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/48       190        191
  New York State Dormitory Authority College & University Revenue 5.000%  10/1/48     6,000      6,191
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/49     6,750      5,543
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/49     5,715      5,691
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/49     6,250      6,211
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/50     5,480      5,495
  New York State Dormitory Authority College & University Revenue 5.000%  7/15/50     5,000      4,365
  New York State Dormitory Authority College & University Revenue 5.000%   7/1/51     5,475      5,475
  New York State Dormitory Authority College & University Revenue 4.000%   7/1/52     2,495      1,856
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/24     4,050      4,064
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/24     1,395      1,400
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/24     2,500      2,511
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/25     1,100      1,118
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/25       320        326
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/26     1,050      1,081
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/26       170        174
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/26     5,285      5,428
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/26    12,900     13,249
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/27       180        188
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/28     3,250      3,447
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/29        25         26
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/29     1,000      1,035
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/29        80         80
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/29     3,215      3,310
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/29       250        251
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/29       615        618
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/29     1,980      1,990
88

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/29    11,695     12,406
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/29     3,550      3,557
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/29       900        955
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/29     3,715      3,941
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/29     3,000      3,182
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/30       225        225
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/30     3,225      3,240
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/30     3,515      3,735
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/30       245        252
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/30       490        507
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/30       685        686
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/30       835        840
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/30     2,030      2,040
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/30     7,500      7,975
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/30        25         26
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/31     1,230      1,231
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/31       630        633
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/31     1,405      1,493
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/31     1,505      1,514
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/31     7,390      7,425
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/31     6,615      6,626
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/31     1,245      1,333
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/31     7,230      7,738
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/31     7,500      8,027
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/32     3,425      3,514
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/32    10,985     11,032
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/32     1,300      1,340
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/32     5,805      5,830
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/32     6,085      6,459
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/32     5,135      5,120
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/32     4,635      4,642
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/32    16,365     16,464
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/32     2,680      2,858
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/32     5,000      5,386
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/32     1,000      1,043
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/32     5,000      5,386
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/33     4,575      4,594
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/33     5,000      5,021
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/33     8,785      8,824
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/33     5,050      5,157
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/33       400        401
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/33         5          5
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/33     1,065      1,134
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/33     1,290      1,353
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/33     4,000      4,335
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/33       595        641
  New York State Dormitory Authority Income Tax Revenue 5.250%  3/15/33     4,710      4,759
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/34     1,085      1,066
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/34        45         44
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/34     5,050      5,170
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/34       130        138
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/34        55         54
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/34       135        133
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/34     1,880      1,888
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/34     6,845      6,865
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/34        45         47
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/34     3,000      3,245
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/34     2,715      2,917
  New York State Dormitory Authority Income Tax Revenue 3.250%  3/15/35    18,660     16,440
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/35     5,000      4,836
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/35    10,000      9,721
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/35     3,775      3,779
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/35       440        440
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/35        45         48
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/35        35         36
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/36     5,245      5,309
  New York State Dormitory Authority Income Tax Revenue 3.250%  3/15/36     1,960      1,690
89

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/36     5,000      4,743
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/36     1,685      1,681
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/36    12,040     12,217
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/36     5,595      5,563
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/36     1,160      1,202
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/37     1,100      1,028
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/37       355        359
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/37       370        368
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/37     3,080      2,873
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/37        65         61
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/37     2,000      1,995
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/38     3,130      2,853
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/38       580        583
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/38       910        916
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/38     1,090      1,085
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/38    18,000     16,391
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/38        10          9
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/38     1,455      1,455
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/38     5,040      5,133
  New York State Dormitory Authority Income Tax Revenue 5.250%  3/15/38     1,695      1,754
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/39     6,605      5,942
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/39     3,200      3,229
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/39     1,190      1,186
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/39     3,295      2,964
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/39     3,030      2,725
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/39     7,000      7,102
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/39     1,520      1,512
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/40     4,690      4,192
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/40     2,050      2,066
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/40     4,195      3,752
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/40       110        111
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/41     1,710      1,721
  New York State Dormitory Authority Income Tax Revenue 3.000%  3/15/41       265        196
  New York State Dormitory Authority Income Tax Revenue 3.000%  3/15/41     2,705      2,005
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/41     5,000      5,038
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/41     5,000      5,135
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/42     1,995      1,997
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/42    11,705     11,594
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/42     5,000      5,025
  New York State Dormitory Authority Income Tax Revenue 3.000%  3/15/42     2,500      1,818
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/42     5,635      4,948
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/42        45         40
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/43     6,500      6,528
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/43     2,475      2,456
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/43        20         17
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/44     2,025      1,760
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/44    11,500     11,416
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/44       600        596
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/44     3,180      2,762
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/44       250        249
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/44    20,000     19,847
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/45     1,575      1,567
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/45    11,590     10,025
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/45    10,000      8,649
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/45     1,530      1,525
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/46     9,355      8,064
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/46    10,000      8,616
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/46        45         39
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/47    23,385     20,083
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/47     5,450      4,681
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/47     1,330      1,142
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/47     1,525      1,513
  New York State Dormitory Authority Income Tax Revenue 5.000%  2/15/48     3,495      3,490
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/48     6,600      5,640
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/48    17,500     14,954
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/48     2,500      2,136
  New York State Dormitory Authority Income Tax Revenue 3.000%  2/15/49     1,500      1,004
90

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York State Dormitory Authority Income Tax Revenue 4.000%  2/15/49     3,000      2,560
  New York State Dormitory Authority Income Tax Revenue 3.000%  3/15/49    15,000     10,034
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/49        35         30
  New York State Dormitory Authority Income Tax Revenue 4.000%  3/15/49    20,975     17,890
  New York State Dormitory Authority Income Tax Revenue 3.000%  3/15/50     3,000      1,987
  New York State Dormitory Authority Income Tax Revenue 3.000%  3/15/51     5,540      3,637
  New York State Dormitory Authority Income Tax Revenue 3.500%  3/15/52    13,175      9,685
  New York State Dormitory Authority Income Tax Revenue 5.000%  3/15/26     1,460      1,499
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/24     6,085      6,106
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/24       150        151
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/24       665        667
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/24       195        196
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/24       200        201
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  3/15/24     3,360      3,375
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  3/15/24     3,645      3,662
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  3/15/24     5,565      5,590
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/25       520        529
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/25     5,090      5,171
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/25     1,225      1,245
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  3/15/25     1,850      1,882
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  3/15/25     1,705      1,735
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/26       590        607
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/26     2,490      2,562
  New York State Dormitory Authority Income Tax Revenue, ETM 5.000%  2/15/27     1,110      1,158
  New York State Dormitory Authority Income Tax Revenue, Prere. 5.000%  2/15/24     3,205      3,216
  New York State Dormitory Authority Income Tax Revenue, Prere. 5.000%  2/15/24       570        572
  New York State Dormitory Authority Income Tax Revenue, Prere. 5.000%  3/15/24     1,685      1,693
  New York State Dormitory Authority Income Tax Revenue, Prere. 5.000%  3/15/25     6,000      6,105
  New York State Dormitory Authority Income Tax Revenue, Prere. 4.000%  9/15/25       110        111
  New York State Dormitory Authority Income Tax Revenue, Prere. 5.000%  8/15/26       645        669
  New York State Dormitory Authority Income Tax Revenue, Prere. 5.000%  8/15/26     9,165      9,504
  New York State Dormitory Authority Income Tax Revenue, Prere. 5.000%  2/15/27     2,755      2,877
  New York State Dormitory Authority Income Tax Revenue, Prere. 5.000%  8/15/27    10,630     11,183
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/24     1,350      1,363
5 New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/26     1,000      1,031
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/28     1,100      1,127
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/28     1,675      1,730
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/30    10,090     10,411
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  3/15/31     2,300      2,477
  New York State Dormitory Authority Intergovernmental Agreement Revenue 3.000%  10/1/31     1,500      1,308
5 New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/31     1,725      1,833
  New York State Dormitory Authority Intergovernmental Agreement Revenue 3.000%  10/1/32     1,500      1,281
1 New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/32     3,825      3,998
1 New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/33        40         42
5 New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/35        35         37
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  3/15/36     3,025      3,210
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  3/15/37     3,000      3,141
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  3/15/38     3,000      3,100
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  3/15/39     3,000      3,083
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  3/15/40     3,000      3,069
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  3/15/41     3,000      3,054
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  3/15/42     3,000      3,036
5 New York State Dormitory Authority Intergovernmental Agreement Revenue 5.000%  10/1/42     6,000      6,055
  New York State Dormitory Authority Intergovernmental Agreement Revenue 4.000%  3/15/43     2,215      1,929
  New York State Dormitory Authority Intergovernmental Agreement Revenue 5.250%  3/15/44     3,000      3,068
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/24     1,400      1,414
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/25     2,100      2,143
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/26     2,875      2,965
  New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/28        10         10
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/28     1,900      2,002
  New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/29     1,680      1,719
91

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/29     2,900      3,073
  New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/30     3,155      3,229
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/30     2,900      3,093
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/31     3,000      3,219
  New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/32     2,225      2,276
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/32     3,000      3,237
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/33     1,000      1,085
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/34     3,000      3,189
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/35     3,500      3,695
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (School District Revenue Bond Financing Program) 5.000%  10/1/36     1,000      1,045
  New York State Dormitory Authority Intergovernmental Agreement Revenue (School Districts Bond Financing Program) 5.000%  10/1/31     1,470      1,504
  New York State Dormitory Authority Intergovernmental Agreement Revenue (School Districts Revenue Bond Financing Program) 5.000%  10/1/24       175        177
  New York State Dormitory Authority Intergovernmental Agreement Revenue (School Districts Revenue Bond Financing Program) 5.000%  10/1/27       100        102
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (Unrefunded School Districts Finance Program) 5.000%  10/1/30     2,455      2,569
1 New York State Dormitory Authority Intergovernmental Agreement Revenue (Unrefunded School Districts Finance Program) 5.000%  10/1/34     1,380      1,436
  New York State Dormitory Authority Lease (Appropriation) Revenue 5.000%  3/15/26     1,095      1,125
  New York State Dormitory Authority Lease (Appropriation) Revenue 5.000%  1/15/30     1,000      1,044
  New York State Dormitory Authority Lease (Appropriation) Revenue 5.000%  3/15/30    11,965     12,723
  New York State Dormitory Authority Lease (Appropriation) Revenue 5.000%  3/15/31     1,000      1,070
  New York State Dormitory Authority Lease (Appropriation) Revenue 5.000%  3/15/32        15         16
  New York State Dormitory Authority Lease (Appropriation) Revenue 5.000%  3/15/33     6,730      7,194
  New York State Dormitory Authority Lease (Appropriation) Revenue 4.000%  3/15/34     2,500      2,457
  New York State Dormitory Authority Lease (Appropriation) Revenue 5.000%  3/15/34     2,300      2,453
  New York State Dormitory Authority Lease (Appropriation) Revenue 5.000%  3/15/35       120        128
  New York State Dormitory Authority Lease (Appropriation) Revenue 4.000%  3/15/38     5,560      5,063
  New York State Dormitory Authority Lease (Appropriation) Revenue 4.000%  3/15/39     1,500      1,349
  New York State Dormitory Authority Lease (Appropriation) Revenue 4.000%  3/15/40     8,250      7,378
  New York State Dormitory Authority Lease (Appropriation) Revenue 4.000%  3/15/42     7,185      6,346
  New York State Dormitory Authority Lease (Appropriation) Revenue 4.000%  3/15/43     2,500      2,184
  New York State Dormitory Authority Lease (Appropriation) Revenue 4.000%  3/15/47        25         21
  New York State Dormitory Authority Local or Guaranteed Housing Revenue 5.000%   7/1/35        50         53
  New York State Dormitory Authority Local or Guaranteed Housing Revenue 5.000%   7/1/53     1,000        980
  New York State Dormitory Authority Miscellaneous Revenue 2.250%   7/1/41     2,365      1,468
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/28     4,300      4,312
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/28     8,200      8,359
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/28     1,825      1,870
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/28       445        458
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/29     1,635      1,703
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/29     2,020      2,058
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/29     1,785      1,828
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/30     4,345      4,357
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/30     5,090      5,181
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/30     2,255      2,308
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/30       450        468
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/30       445        463
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/31     1,470      1,474
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/31     5,045      5,135
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/31     2,425      2,481
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/31     2,010      2,088
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/32    11,205     11,217
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/32     3,695      3,720
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/32     3,500      3,631
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/32     3,435      3,512
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/33     2,210      2,212
92

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/33     3,525      3,543
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/33    10,775     11,012
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/33     1,475      1,534
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/33        65         67
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/34       805        803
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/34     7,975      7,987
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/34    11,835     12,079
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/34       590        605
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/34       155        161
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/35       100        102
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/35     5,820      5,952
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/35     4,655      4,818
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/36     2,330      2,367
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/36     8,565      8,798
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/36     2,385      2,457
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/37     1,000      1,014
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/37    10,510     10,740
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/37     2,000      2,044
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/37     6,500      6,657
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/38     5,000      5,059
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/38       300        297
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/39     1,870      1,895
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/40    12,000     12,143
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/40     2,800      2,824
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/40     3,060      3,100
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/41       330        334
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/41       240        242
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/42    16,000     16,129
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/43       450        451
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/43     5,045      5,080
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/43     4,000      4,028
  New York State Dormitory Authority Sales Tax Revenue 4.000%  3/15/44     4,410      3,779
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/44    11,745     11,597
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/44    15,000     14,980
  New York State Dormitory Authority Sales Tax Revenue 5.000%  3/15/45    20,000     19,989
  New York State Dormitory Authority Sales Tax Revenue 4.000%  3/15/46    15,965     13,434
  New York State Dormitory Authority Sales Tax Revenue 4.000%  3/15/47     4,000      3,347
  New York State Dormitory Authority Sales Tax Revenue 4.000%  3/15/47     4,975      4,169
  New York State Dormitory Authority Sales Tax Revenue 4.000%  3/15/48    17,890     14,920
  New York State Dormitory Authority Sales Tax Revenue, ETM 5.000%  3/15/24     5,105      5,128
  New York State Dormitory Authority Sales Tax Revenue, ETM 5.000%  3/15/25     1,530      1,555
  New York State Dormitory Authority Sales Tax Revenue, ETM 5.000%  3/15/25        10         10
  New York State Dormitory Authority Sales Tax Revenue, ETM 5.000%  3/15/25       210        214
  New York State Dormitory Authority Sales Tax Revenue, ETM 5.000%  3/15/25     2,830      2,878
  New York State Dormitory Authority Sales Tax Revenue, ETM 5.000%  3/15/26       280        288
  New York State Dormitory Authority Sales Tax Revenue, Prere. 5.000%  3/15/24     1,900      1,909
  New York State Dormitory Authority Sales Tax Revenue, Prere. 5.000%  3/15/24     3,690      3,707
  New York State Dormitory Authority Sales Tax Revenue, Prere. 5.000%  3/15/24        95         95
  New York State Dormitory Authority Sales Tax Revenue, Prere. 5.000%  3/15/25       895        910
  New York State Dormitory Authority Sales Tax Revenue, Prere. 5.000%  3/15/25     2,290      2,329
  New York State Dormitory Authority Sales Tax Revenue, Prere. 5.000%  9/15/25     1,930      1,976
  New York State Dormitory Authority Sales Tax Revenue, Prere. 5.000%  9/15/25       250        256
  New York State Dormitory Authority Sales Tax Revenue, Prere. 5.000%  9/15/26     2,525      2,621
  New York State Environmental Facilities Corp. Water Revenue 5.000%  6/15/25     7,350      7,498
  New York State Environmental Facilities Corp. Water Revenue 5.000%  6/15/26     1,000      1,035
  New York State Environmental Facilities Corp. Water Revenue 4.000%  9/15/33     2,050      2,052
  New York State Environmental Facilities Corp. Water Revenue 3.000%  6/15/40     3,500      2,657
  New York State Environmental Facilities Corp. Water Revenue 5.000%  6/15/41     3,945      3,975
  New York State Environmental Facilities Corp. Water Revenue 5.000%  6/15/42       660        667
  New York State Environmental Facilities Corp. Water Revenue 4.000%  6/15/46       225        194
  New York State Environmental Facilities Corp. Water Revenue 5.000%  6/15/47    13,920     14,012
  New York State Environmental Facilities Corp. Water Revenue 5.000%  6/15/48     3,015      3,038
  New York State Environmental Facilities Corp. Water Revenue 4.000%  6/15/49        80         68
  New York State Environmental Facilities Corp. Water Revenue 5.250%  9/15/52     8,540      8,815
  New York State Environmental Facilities Corp. Water Revenue 5.000%  6/15/53     5,445      5,481
  New York State Housing Finance Agency Local or Guaranteed Housing Revenue 4.000%  11/1/38       960        840
  New York State Thruway Authority Highway Revenue 5.000%   1/1/24       515        516
93

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York State Thruway Authority Highway Revenue 5.000%   1/1/25     1,565      1,568
  New York State Thruway Authority Highway Revenue 5.000%   1/1/25       350        355
  New York State Thruway Authority Highway Revenue 5.000%   1/1/27       215        215
  New York State Thruway Authority Highway Revenue 5.000%   1/1/28     8,035      8,070
  New York State Thruway Authority Highway Revenue 5.000%   1/1/29     1,150      1,155
  New York State Thruway Authority Highway Revenue 5.000%   1/1/30     1,180      1,185
  New York State Thruway Authority Highway Revenue 5.000%   1/1/31     3,150      3,162
  New York State Thruway Authority Highway Revenue 5.000%   1/1/31        95         99
  New York State Thruway Authority Highway Revenue 5.000%   1/1/32     1,910      1,905
  New York State Thruway Authority Highway Revenue 5.000%   1/1/32     4,950      4,968
  New York State Thruway Authority Highway Revenue 5.000%   1/1/33       180        187
  New York State Thruway Authority Highway Revenue 4.000%   1/1/36     2,500      2,351
  New York State Thruway Authority Highway Revenue 4.000%   1/1/36        25         24
  New York State Thruway Authority Highway Revenue 5.000%   1/1/36     3,000      3,143
  New York State Thruway Authority Highway Revenue 4.000%   1/1/37        85         78
  New York State Thruway Authority Highway Revenue 4.000%   1/1/41     4,250      3,677
  New York State Thruway Authority Highway Revenue 5.000%   1/1/41     1,015      1,006
  New York State Thruway Authority Highway Revenue 5.000%   1/1/41    11,175     11,114
  New York State Thruway Authority Highway Revenue 4.000%   1/1/44     5,000      4,258
  New York State Thruway Authority Highway Revenue 4.000%   1/1/45     2,970      2,494
  New York State Thruway Authority Highway Revenue 3.000%   1/1/46     1,000        672
  New York State Thruway Authority Highway Revenue 5.000%   1/1/46     1,410      1,375
  New York State Thruway Authority Highway Revenue 4.000%   1/1/47     4,575      3,809
  New York State Thruway Authority Highway Revenue 4.000%   1/1/47     5,350      4,455
  New York State Thruway Authority Highway Revenue 3.000%   1/1/48     7,190      4,681
  New York State Thruway Authority Highway Revenue 4.000%   1/1/48     7,500      6,200
  New York State Thruway Authority Highway Revenue 4.000%   1/1/49    14,765     12,123
  New York State Thruway Authority Highway Revenue 3.000%   1/1/50     5,000      3,165
  New York State Thruway Authority Highway Revenue 4.000%   1/1/50     1,245      1,011
5 New York State Thruway Authority Highway Revenue 4.000%   1/1/50     2,465      2,018
  New York State Thruway Authority Highway Revenue 3.000%   1/1/51     5,000      3,128
  New York State Thruway Authority Highway Revenue 4.000%   1/1/51       125        101
  New York State Thruway Authority Highway Revenue 5.000%   1/1/51    11,205     10,854
  New York State Thruway Authority Highway Revenue 4.000%   1/1/53    10,000      8,001
1 New York State Thruway Authority Highway Revenue 4.000%   1/1/53    12,500     10,069
  New York State Thruway Authority Highway Revenue 4.000%   1/1/56       685        541
  New York State Thruway Authority Highway Revenue 5.250%   1/1/56     5,000      4,937
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/29    12,690     13,462
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/31    10,000     10,763
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/32     1,000      1,081
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/34     6,200      6,718
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/35        20         22
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/36        30         32
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/38     3,830      3,961
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/39       425        437
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/40     5,690      5,819
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/41        20         20
  New York State Thruway Authority Income Tax Revenue 4.000%  3/15/43        35         31
  New York State Thruway Authority Income Tax Revenue 4.000%  3/15/44     8,615      7,509
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/46        45         45
  New York State Thruway Authority Income Tax Revenue 4.000%  3/15/50     2,000      1,703
  New York State Thruway Authority Income Tax Revenue 4.000%  3/15/51     2,810      2,382
  New York State Thruway Authority Income Tax Revenue 5.000%  3/15/55    14,150     13,969
  New York State Thruway Authority Lease (Appropriation) Revenue 5.000%  3/15/29    12,570     13,334
  New York State Thruway Authority Lease (Appropriation) Revenue 5.000%  3/15/31     7,840      8,438
  New York State Thruway Authority Lease (Appropriation) Revenue 5.000%  3/15/32    18,945     20,370
  New York State Thruway Authority Lease (Appropriation) Revenue 5.000%  3/15/33     2,355      2,528
  New York State Thruway Authority Lease (Appropriation) Revenue 5.000%  3/15/34     3,000      3,214
  New York State Thruway Authority Lease (Appropriation) Revenue 5.000%  3/15/35       105        112
  New York State Thruway Authority Lease (Appropriation) Revenue 4.000%  3/15/40    12,000     10,821
  New York State Thruway Authority Lease (Appropriation) Revenue 4.000%  3/15/41    10,480      9,372
  New York State Thruway Authority Lease (Appropriation) Revenue 4.000%  3/15/47     6,000      5,125
  New York State Thruway Authority Lease (Appropriation) Revenue 3.000%  3/15/48     8,785      6,043
  New York State Thruway Authority Lease (Appropriation) Revenue 3.000%  3/15/50     7,500      5,055
  New York State Thruway Authority Lease (Appropriation) Revenue 4.000%  3/15/55     7,940      6,588
  New York State Thruway Authority Lease (Appropriation) Revenue 4.000%  3/15/59     7,000      5,695
  New York State Urban Development Corp. Appropriations Revenue 5.000%  3/15/37     5,750      6,093
94

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York State Urban Development Corp. Appropriations Revenue 5.000%  3/15/51    15,000     15,013
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/24     2,910      2,922
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/24     2,575      2,586
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/24       225        226
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/24     8,565      8,601
7 New York State Urban Development Corp. Income Tax Revenue 5.500%  3/15/24     1,425      1,434
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/25     1,590      1,618
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/25       810        823
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/25     5,315      5,401
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/26     1,570      1,588
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/26     3,435      3,531
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/26     3,000      3,085
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/27       190        199
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/28       860        869
  New York State Urban Development Corp. Income Tax Revenue 5.000%  9/15/28     1,400      1,483
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/29       335        336
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/29       945        955
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/29     1,135      1,137
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/29        55         56
  New York State Urban Development Corp. Income Tax Revenue 5.000%  9/15/29       675        718
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/30       370        371
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/30       145        145
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/30       640        641
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/30     1,605      1,709
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/30       435        439
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/30     3,825      4,072
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/30     1,175      1,214
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/30     7,145      7,293
  New York State Urban Development Corp. Income Tax Revenue 5.000%  9/15/30    23,735     25,368
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/31    13,655     14,163
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/31     2,200      2,203
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/31     5,290      5,663
  New York State Urban Development Corp. Income Tax Revenue 5.000%  9/15/31    23,430     25,199
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/32     1,485      1,529
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/32       410        411
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/32     1,205      1,216
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/32     1,960      1,962
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/32     1,500      1,502
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/32     1,720      1,838
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/32     1,700      1,760
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/33       525        526
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/33     1,700      1,715
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/33       500        501
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/33     7,015      7,487
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/33     6,215      6,606
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/34     6,260      6,112
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/34       195        190
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/34       175        179
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/34     1,145      1,145
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/34       865        872
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/34       165        168
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/34     5,000      5,151
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/34        30         31
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/35       550        529
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/35       260        264
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/35       155        159
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/35     1,075      1,136
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/35       530        530
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/35     1,540      1,628
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/35        45         48
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/36     5,000      4,771
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/36        55         58
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/36     6,375      6,510
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/36       110        115
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/36     3,685      3,773
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/37     5,100      4,764
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/37     5,450      5,112
95

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/37     4,450      4,625
  New York State Urban Development Corp. Income Tax Revenue 5.250%  3/15/37        60         64
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/39    10,000      9,084
  New York State Urban Development Corp. Income Tax Revenue 3.000%  3/15/40     1,875      1,421
  New York State Urban Development Corp. Income Tax Revenue 3.000%  3/15/40    24,560     18,613
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/40     1,715      1,544
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/40     3,775      3,826
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/41     3,530      3,148
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/41     3,500      3,559
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/41     7,340      7,433
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/42     8,610      7,583
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/42     4,000      3,523
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/42     2,000      2,001
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/42     3,105      3,143
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/42        10         10
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/43     1,030        899
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/43     6,040      6,102
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/44    12,535     10,855
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/45     3,515      3,021
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/45    13,190     11,338
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/45    16,510     16,347
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/45    11,970     11,963
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/46     6,000      5,121
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/46     5,520      4,711
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/46    13,865     11,833
  New York State Urban Development Corp. Income Tax Revenue 3.000%  3/15/47     6,000      4,114
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/47    16,210     13,781
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/47     1,650      1,403
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/47     1,990      1,990
  New York State Urban Development Corp. Income Tax Revenue 3.000%  3/15/48     9,100      6,175
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/48     3,755      3,178
  New York State Urban Development Corp. Income Tax Revenue 4.000%  3/15/49    28,280     23,804
  New York State Urban Development Corp. Income Tax Revenue 3.000%  3/15/50     2,915      1,938
  New York State Urban Development Corp. Income Tax Revenue 3.000%  3/15/50     6,560      4,361
  New York State Urban Development Corp. Income Tax Revenue 5.000%  3/15/50    10,000      9,935
  New York State Urban Development Corp. Income Tax Revenue, ETM 5.000%  3/15/27     1,345      1,402
  New York State Urban Development Corp. Income Tax Revenue, Prere. 5.000%  3/15/24     2,500      2,511
  New York State Urban Development Corp. Income Tax Revenue, Prere. 5.000%  9/15/25       100        102
  New York State Urban Development Corp. Income Tax Revenue, Prere. 5.000%  3/15/26    12,385     12,725
  New York State Urban Development Corp. Income Tax Revenue, Prere. 5.000%  3/15/26     1,370      1,409
  New York State Urban Development Corp. Lease (Appropriation) Revenue 5.000%  3/15/36        10         10
  New York State Urban Development Corp. Lease (Appropriation) Revenue 4.000%  3/15/38     2,905      2,690
  New York State Urban Development Corp. Lease (Appropriation) Revenue 3.000%  3/15/40     7,410      5,600
  New York State Urban Development Corp. Lease (Appropriation) Revenue 3.000%  3/15/41     2,000      1,489
  New York State Urban Development Corp. Lease (Appropriation) Revenue 5.000%  3/15/41    14,160     14,421
  New York State Urban Development Corp. Lease (Appropriation) Revenue 3.000%  3/15/42    18,140     13,272
  New York State Urban Development Corp. Lease (Appropriation) Revenue 4.000%  3/15/42     1,805      1,604
  New York State Urban Development Corp. Lease (Appropriation) Revenue 4.000%  3/15/43     2,485      2,191
  New York State Urban Development Corp. Lease (Appropriation) Revenue 4.000%  3/15/43    16,985     14,974
  New York State Urban Development Corp. Lease (Appropriation) Revenue 4.000%  3/15/44    17,060     14,932
  New York State Urban Development Corp. Lease (Appropriation) Revenue 4.000%  3/15/45    18,700     16,275
  New York State Urban Development Corp. Lease (Appropriation) Revenue 4.000%  3/15/47     2,000      1,717
  New York State Urban Development Corp. Lease (Appropriation) Revenue 3.000%  3/15/49     2,500      1,681
  New York State Urban Development Corp. Lease (Appropriation) Revenue 3.000%  3/15/50     5,855      3,906
  New York State Urban Development Corp. Lease (Appropriation) Revenue 2.625%  3/15/51     1,000        574
  New York Transportation Development Corp. Port, Airport & Marina Revenue 5.000%  12/1/30     2,090      2,150
  New York Transportation Development Corp. Port, Airport & Marina Revenue 5.000%  12/1/36     2,020      2,028
  New York Transportation Development Corp. Port, Airport & Marina Revenue 5.000%  12/1/38       500        495
  Oneida County Local Development Corp. College & University Revenue (Hamilton College Project) 5.000%   7/1/51     2,000      1,945
  Onondaga County Trust for Cultural Resources College & University Revenue (Syracuse University Project) 5.000%  12/1/45     8,650      8,731
  Onondaga County Trust for Cultural Resources College & University Revenue (Syracuse University Project) 4.000%  12/1/47     1,000        837
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/23       125        125
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/25     4,790      4,910
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   5/1/26       565        574
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/26     3,230      3,351
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/27     1,845      1,881
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/27     2,470      2,591
96

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.375%   3/1/28        15         16
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/28     4,175      4,254
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/28     1,410      1,494
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/29     3,915      3,987
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   5/1/30       170        172
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/30       105        107
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/30    11,100     11,113
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/30     3,000      3,225
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/31        60         63
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/31        30         32
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 11/15/31       855        882
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/31     3,000      3,247
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/32       120        125
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/32        15         16
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/32     1,300      1,376
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/32     1,575      1,602
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/32     3,000      3,269
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 3.250%   5/1/33       365        317
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   6/1/33       255        255
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  7/15/33       195        191
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/33       985      1,049
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/33     1,285      1,339
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/33     1,510      1,596
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/33       580        590
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/34       150        159
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/34       105        106
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/34        45         47
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/34    14,455     14,687
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/34     4,015      4,020
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/34        40         43
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/35        15         16
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/35        80         83
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/35        20         20
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/35        10         10
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/35       295        299
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  7/15/36     3,910      3,667
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.500%  7/15/36       250        248
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/36     1,470      1,528
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/36       720        724
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/36     6,500      6,895
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  7/15/37     4,000      3,686
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%   9/1/37     4,825      4,433
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/37     5,000      5,156
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/37     1,400      1,467
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  7/15/38     5,710      5,175
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%   9/1/38     1,070        969
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/38     3,440      3,528
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/38     1,565      1,631
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  7/15/39        15         13
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%   9/1/39     3,325      2,976
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/39     4,710      4,725
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   5/1/40     5,400      5,427
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  7/15/40    10,625      9,466
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  7/15/40       175        156
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/41     2,315      2,373
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 11/15/41     5,930      5,959
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/42     6,220      6,333
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 10/15/42       365        366
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 3.250%  12/1/42       185        136
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000% 12/15/42       200        174
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/43     6,000      6,077
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%   9/1/43     3,510      3,051
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  12/1/43     4,120      4,125
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  6/15/44     3,025      2,611
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   5/1/45       440        436
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%   9/1/45     1,965      1,686
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000% 11/15/46     1,435      1,423
97

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/48     3,225      3,202
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%   9/1/48     2,170      2,155
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 4.000%  11/1/49     4,355      3,665
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  1/15/52    11,000     10,885
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.250%  12/1/52        20         21
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/53     5,335      5,276
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.000%  7/15/53     2,500      2,473
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.250% 10/15/55    10,250     10,253
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.250% 11/15/56     9,100      9,098
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.250% 10/15/57    11,150     11,212
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 5.250% 11/15/57    10,415     10,482
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue 6.125%   6/1/94       200        201
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue, Prere 5.000%  12/1/31     3,000      3,004
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue, Prere. 5.000%  12/1/25     2,460      2,463
  Port Authority of New York & New Jersey Port, Airport & Marina Revenue, Prere. 5.000%  12/1/26     1,685      1,687
  Port Chester-Rye Union Free School District GO 2.000%   6/1/36     1,935      1,327
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, ETM 5.000% 10/15/24     1,000      1,011
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, Prere. 4.000% 10/15/24     6,160      6,172
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, Prere. 5.000% 10/15/24     6,440      6,512
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, Prere. 5.000% 10/15/24     1,100      1,112
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, Prere. 5.000% 10/15/24     1,045      1,057
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, Prere. 5.000% 10/15/24     3,155      3,190
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, Prere. 5.000% 10/15/24     4,660      4,712
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, Prere. 5.000% 10/15/24     7,095      7,174
  Sales Tax Asset Receivable Corp. Sales Tax Revenue, Prere. 5.000% 10/15/24     1,080      1,092
  Suffolk County Water Authority Water Revenue 3.000%   6/1/32       345        309
  Suffolk County Water Authority Water Revenue 3.250%   6/1/43     2,480      1,887
  Triborough Bridge & Tunnel Authority Fuel Sales Tax Revenue 5.000% 11/15/39        45         46
  Triborough Bridge & Tunnel Authority Fuel Sales Tax Revenue 4.500%  5/15/52    18,000     16,552
  Triborough Bridge & Tunnel Authority Fuel Sales Tax Revenue 5.500%  5/15/52     2,270      2,370
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/23       355        355
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/23       535        535
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/24       565        572
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/24       515        521
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/25     2,325      2,380
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/25       320        328
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/25     3,500      3,583
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/26     6,000      6,217
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/27     2,695      2,827
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/27     4,870      5,109
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/27       180        186
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/28    10,375     10,989
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/28       530        561
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/28     7,920      8,389
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/28     2,175      2,304
  Triborough Bridge & Tunnel Authority Highway Revenue 0.000% 11/15/29       655        500
  Triborough Bridge & Tunnel Authority Highway Revenue 4.000% 11/15/29     1,850      1,871
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/29     4,165      4,316
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/29     2,000      2,134
  Triborough Bridge & Tunnel Authority Highway Revenue 0.000% 11/15/30     2,940      2,136
  Triborough Bridge & Tunnel Authority Highway Revenue 4.000% 11/15/30     1,500      1,514
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/30       195        202
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/30     1,000      1,075
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/30     3,895      4,188
  Triborough Bridge & Tunnel Authority Highway Revenue 0.000% 11/15/31     2,920      2,018
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/31     2,125      2,174
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/31        20         21
  Triborough Bridge & Tunnel Authority Highway Revenue 0.000% 11/15/32     3,115      2,065
  Triborough Bridge & Tunnel Authority Highway Revenue 0.000% 11/15/32     2,190      1,439
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/32       425        440
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/33       680        704
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/34     1,575      1,628
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/35        15         16
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/36     1,000      1,023
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/37     7,090      7,225
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/37     3,420      3,476
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/38    11,450     11,632
98

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Triborough Bridge & Tunnel Authority Highway Revenue 4.000% 11/15/40     5,000      4,438
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/40     2,140      2,129
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/41     3,255      3,272
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/42     4,355      4,380
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/42     7,580      7,629
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/43    10,040     10,047
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/44     3,000      2,996
  Triborough Bridge & Tunnel Authority Highway Revenue 3.000% 11/15/45     3,150      2,197
  Triborough Bridge & Tunnel Authority Highway Revenue 5.250% 11/15/45    10,780     10,784
  Triborough Bridge & Tunnel Authority Highway Revenue 3.000% 11/15/46     7,445      5,131
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/46       280        276
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/46     1,770      1,762
  Triborough Bridge & Tunnel Authority Highway Revenue 4.000% 11/15/47    24,000     20,312
  Triborough Bridge & Tunnel Authority Highway Revenue 3.000% 11/15/48     9,015      6,083
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/49     3,900      3,855
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/50     1,000        988
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/51     8,750      8,661
  Triborough Bridge & Tunnel Authority Highway Revenue 4.000% 11/15/52     5,000      4,149
  Triborough Bridge & Tunnel Authority Highway Revenue 5.250% 11/15/53     5,030      5,108
  Triborough Bridge & Tunnel Authority Highway Revenue 5.000% 11/15/54     2,000      1,975
  Triborough Bridge & Tunnel Authority Highway Revenue 4.000% 11/15/56    10,335      8,428
  Triborough Bridge & Tunnel Authority Highway Revenue 5.500% 11/15/57     6,750      6,957
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/24    11,155     11,285
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/25     2,105      2,155
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 4.000%  5/15/26     2,635      2,653
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/26     7,380      7,658
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/27    21,000     21,908
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/27     2,725      2,854
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/27     1,955      2,053
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/28     2,000      2,124
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/28     8,525      9,010
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/29     6,120      6,523
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/29     5,845      6,257
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/30     5,000      5,345
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/30    21,600     23,096
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/31    20,025     21,554
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/31     2,500      2,701
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/32     4,370      4,729
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/32     1,000      1,087
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 0.000%  5/15/33     4,010      2,585
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 4.000% 11/15/33     1,000        988
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/33     5,685      6,198
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/33     1,485      1,622
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/34     1,000      1,083
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/34     2,185      2,374
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 4.000% 11/15/35     3,000      2,870
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/35     3,000      3,228
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/36     2,555      2,715
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/37     2,175      2,283
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/38     1,850      1,927
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.250% 11/15/39     2,200      2,322
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/40     1,980      2,034
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.250% 11/15/40     2,710      2,845
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/41     2,370      2,431
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/42        70         71
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.250% 11/15/42     2,565      2,674
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 4.000%  5/15/43       115        102
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000% 11/15/43     1,015      1,031
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 4.000%  5/15/46     7,190      6,207
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 4.000%  5/15/46       200        172
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 2.500%  5/15/51    11,250      6,270
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 3.000%  5/15/51     7,500      4,841
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 4.000%  5/15/51        55         46
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 4.000%  5/15/51        70         59
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/51    30,565     30,258
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/52    17,000     17,393
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.250%  5/15/52     2,000      2,033
99

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.000%  5/15/56    12,000     11,770
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue 5.250%  5/15/57    15,000     15,194
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue PUT 2.000%  5/15/24     5,135      5,058
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue PUT 2.000%  5/15/26     2,250      2,095
  Triborough Bridge & Tunnel Authority Miscellaneous Taxes Revenue PUT 5.000%  5/15/26     1,115      1,134
  Triborough Bridge & Tunnel Authority Sales Tax Revenue 4.000%  5/15/48     5,000      4,239
  Triborough Bridge & Tunnel Authority Sales Tax Revenue 5.000%  5/15/48     5,000      5,026
  Triborough Bridge & Tunnel Authority Sales Tax Revenue 5.250%  5/15/52        30         31
  Triborough Bridge & Tunnel Authority Sales Tax Revenue 4.125%  5/15/53     5,000      4,223
  Triborough Bridge & Tunnel Authority Sales Tax Revenue 5.000%  5/15/53     5,000      5,007
  Triborough Bridge & Tunnel Authority Sales Tax Revenue 5.250%  5/15/58     5,000      5,097
  Triborough Bridge & Tunnel Authority Sales Tax Revenue 4.500%  5/15/63    12,930     11,396
  Triborough Bridge & Tunnel Authority Sales Tax Revenue 5.500%  5/15/63     5,000      5,195
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/26       305        307
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/26     1,330      1,342
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/27       190        193
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/27     4,220      4,293
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/27       520        532
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/28        75         77
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/28     3,000      3,072
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/28        85         87
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/28     3,000      3,088
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/29     3,000      3,102
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/29    13,290     13,812
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/30     3,150      3,331
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/30     9,900      9,904
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/30       290        297
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/30     8,000      8,503
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/31     4,115      4,409
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/31     3,000      3,231
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000%  6/15/32     3,000      3,244
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/32     7,465      7,591
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/32    13,000     14,124
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/33    16,525     16,804
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/34    20,240     20,554
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/34       410        418
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/35     2,060      2,088
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/35     3,000      3,272
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/36     9,395      9,499
  Utility Debt Securitization Authority Electric Power & Light Revenue 4.000% 12/15/37       100         95
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/37     5,325      5,373
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/38     9,535     10,116
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/39     5,245      5,323
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/40     2,150      2,178
  Utility Debt Securitization Authority Electric Power & Light Revenue 5.000% 12/15/41     7,380      7,462
                                 7,159,001
North Carolina (0.9%)
  Alamance County NC GO 2.000%   5/1/34     7,520      5,646
  Alamance County NC GO 2.000%   5/1/35     7,555      5,511
  Brunswick County NC Enterprise Systems Water Revenue 3.000%   4/1/50     1,000        653
  Cary NC GO 1.625%   9/1/34     6,250      4,573
  Charlotte NC (Transit Projects) COP 3.000%   6/1/36     1,580      1,300
  Charlotte NC Airport Special Facilities Port, Airport & Marina Revenue 5.000%   7/1/48     5,000      5,042
  Charlotte NC Airport Special Facilities Port, Airport & Marina Revenue 5.000%   7/1/49     2,500      2,511
  Charlotte NC Airport Special Facilities Port, Airport & Marina Revenue 5.000%   7/1/53     7,860      7,883
  Charlotte NC Airport Special Facilities Port, Airport & Marina Revenue 5.250%   7/1/53     5,000      5,129
  Charlotte NC COP 4.000%   6/1/49     2,750      2,301
  Charlotte NC COP (Transit Projects) 3.000%   6/1/48     5,000      3,334
  Charlotte NC Water & Sewer System Water Revenue 5.000%   7/1/27     1,050      1,101
  Charlotte NC Water & Sewer System Water Revenue 4.000%   7/1/47     2,480      2,135
  Durham County NC Intergovernmental Agreement Revenue 5.000%   6/1/32       870        951
  Durham County NC Intergovernmental Agreement Revenue 5.000%   6/1/33       875        960
  Durham County NC Intergovernmental Agreement Revenue 5.000%   6/1/34       925      1,012
  Durham County NC Intergovernmental Agreement Revenue 5.000%   6/1/35       675        735
  Durham County NC Intergovernmental Agreement Revenue 5.000%   6/1/36       800        863
  Durham County NC Intergovernmental Agreement Revenue 5.000%   6/1/37       750        800
  Durham County NC Intergovernmental Agreement Revenue 5.000%   6/1/38       675        712
100

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Johnston County NC GO 2.000%   2/1/34     1,060        815
  Johnston County NC Water & Sewer System Water Revenue 2.250%   4/1/51     4,885      2,582
  North Carolina Agricultural & Technical State University College & University Revenue 5.000%  10/1/40     1,750      1,762
  North Carolina Appropriations Revenue 5.000%   5/1/24     5,240      5,271
  North Carolina Appropriations Revenue 5.000%   5/1/24     1,530      1,539
  North Carolina Appropriations Revenue 5.000%   5/1/25     5,200      5,232
  North Carolina Appropriations Revenue 5.000%   5/1/25     7,790      7,932
  North Carolina Appropriations Revenue 5.000%   6/1/25       865        882
  North Carolina Appropriations Revenue 5.000%   5/1/26    12,190     12,558
  North Carolina Appropriations Revenue 5.000%   5/1/26       405        407
  North Carolina Appropriations Revenue 5.000%   5/1/27     2,825      2,948
  North Carolina Appropriations Revenue 5.000%   5/1/27       195        196
  North Carolina Appropriations Revenue 5.000%   5/1/28     1,920      2,000
  North Carolina Appropriations Revenue 5.000%   5/1/30     1,795      1,861
  North Carolina Appropriations Revenue 4.000%   5/1/33        80         79
  North Carolina Appropriations Revenue 4.000%   5/1/34       275        271
  North Carolina Appropriations Revenue 2.000%   3/1/36     1,385        985
  North Carolina Appropriations Revenue (Build NC Programs) 5.000%   5/1/24     6,485      6,524
  North Carolina Appropriations Revenue (Build NC Programs) 5.000%   5/1/25     2,335      2,378
  North Carolina Appropriations Revenue (Build NC Programs) 5.000%   5/1/31       285        305
  North Carolina Appropriations Revenue (Build NC Programs) 5.000%   5/1/32        65         70
  North Carolina Appropriations Revenue (Build NC Programs) 3.000%   5/1/33     1,350      1,181
  North Carolina Appropriations Revenue (Build NC Programs) 5.000%   5/1/33        75         80
  North Carolina Appropriations Revenue (Build NC Programs) 5.000%   5/1/34        25         27
  North Carolina Capital Facilities Finance Agency College & University Revenue 4.000%  10/1/44     2,000      1,728
  North Carolina Capital Facilities Finance Agency College & University Revenue 5.000%  10/1/44     1,090      1,092
  North Carolina Capital Facilities Finance Agency College & University Revenue, Prere. 5.000%  10/1/25     2,725      2,786
  North Carolina Capital Facilities Finance Agency College & University Revenue, Prere. 5.000%  10/1/25    30,000     30,676
  North Carolina GO 5.000%   6/1/24     9,775      9,846
  North Carolina GO 5.000%   6/1/25     3,900      3,978
  North Carolina GO 5.000%   6/1/25     1,895      1,933
  North Carolina GO 5.000%   6/1/25    13,265     13,530
  North Carolina GO 5.000%   6/1/26     3,350      3,459
  North Carolina GO 5.000%   6/1/26     1,235      1,275
  North Carolina GO 5.000%   6/1/27     2,940      3,037
  North Carolina GO 5.000%   6/1/28     1,900      2,016
  North Carolina GO 5.000%   6/1/28       100        103
  North Carolina GO 5.000%   6/1/29     1,505      1,615
  North Carolina GO 2.125%   6/1/36     1,425      1,047
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/24    13,165     13,214
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/25     6,665      6,768
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/27       220        222
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/27     1,500      1,557
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/28     5,175      5,429
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/29       110        116
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/30       560        592
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/31       140        148
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/32        10         11
  North Carolina Government Fund/Grant Revenue 5.000%   3/1/34        20         21
  North Carolina Municipal Power Agency No. 1 Electric Power & Light Revenue 5.000%   1/1/24     3,245      3,250
  North Carolina Municipal Power Agency No. 1 Electric Power & Light Revenue 5.000%   1/1/25       470        475
  North Carolina Municipal Power Agency No. 1 Electric Power & Light Revenue 5.000%   1/1/26       340        346
  North Carolina Municipal Power Agency No. 1 Electric Power & Light Revenue 5.000%   1/1/27       215        219
  North Carolina Municipal Power Agency No. 1 Electric Power & Light Revenue 5.000%   1/1/28       385        391
  North Carolina Municipal Power Agency No. 1 Electric Power & Light Revenue 5.000%   1/1/29        40         41
  North Carolina Turnpike Authority Appropriations Revenue 5.000%   7/1/24     1,275      1,285
  North Carolina Turnpike Authority Appropriations Revenue 5.000%   7/1/25     2,655      2,707
  North Carolina Turnpike Authority Government Fund/Grant Revenue 0.000%   1/1/40     3,900      1,697
  North Carolina Turnpike Authority Government Fund/Grant Revenue 0.000%   1/1/41     5,000      2,048
  North Carolina Turnpike Authority Government Fund/Grant Revenue 0.000%   1/1/42     3,475      1,336
  North Carolina Turnpike Authority Government Fund/Grant Revenue 0.000%   1/1/44     3,910      1,325
  North Carolina Turnpike Authority Government Fund/Grant Revenue 0.000%   1/1/45    15,500      4,941
  North Carolina Turnpike Authority Government Fund/Grant Revenue 0.000%   1/1/46     3,690      1,106
  North Carolina Turnpike Authority Government Fund/Grant Revenue 0.000%   1/1/47     7,375      2,058
10 North Carolina Turnpike Authority Highway Revenue 0.000%   1/1/34     1,450        896
10 North Carolina Turnpike Authority Highway Revenue 0.000%   1/1/37     2,000      1,030
  North Carolina Turnpike Authority Highway Revenue 5.000%   1/1/44     1,500      1,454
101

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  North Carolina Turnpike Authority Highway Revenue 5.000%   7/1/47       200        189
  North Carolina Turnpike Authority Highway Revenue 5.000%   1/1/49     6,200      5,918
1 North Carolina Turnpike Authority Highway Revenue 5.000%   1/1/49     6,420      6,312
  North Carolina Turnpike Authority Highway Revenue 5.000%   7/1/51     4,850      4,541
  North Carolina Turnpike Authority Highway Revenue BAN, ETM 5.000%   2/1/24    11,300     11,324
  Orange County NC GO 2.750%   2/1/31     1,470      1,295
  Orange County NC GO 2.950%   2/1/33     1,470      1,289
  Raleigh NC Combined Enterprise System Water Revenue 5.000%   9/1/48     1,755      1,807
  Union County NC Enterprise System Water Revenue 3.000%   6/1/34     1,275      1,100
  Union NC Enterprise System County Water Revenue 3.000%   6/1/51     8,000      5,210
  University of North Carolina at Greensboro College & University Revenue 4.000%   4/1/35     1,315      1,233
                                   284,059
North Dakota (0.0%)
  Cass County Joint Water Resource District GO 0.480%   5/1/24     1,000        972
1 University of North Dakota COP 3.000%   6/1/61     8,350      4,863
                                     5,835
Ohio (1.6%)
  Akron OH Income Tax Revenue 4.000%  12/1/30       400        396
  Akron OH Income Tax Revenue 4.000%  12/1/31       370        364
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/24     1,195      1,199
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/25     1,390      1,410
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/26       270        270
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/27     2,335      2,339
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/28     4,000      4,006
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/29     2,445      2,449
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/33       125        131
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/33        35         37
  American Municipal Power Inc. Electric Power & Light Revenue 4.000%  2/15/39     6,415      5,532
  American Municipal Power Inc. Electric Power & Light Revenue 5.000%  2/15/39     4,360      4,361
  American Municipal Power Inc. Electric Power & Light Revenue (AMP Fremont Energy Center Project) 4.000%  2/15/42     1,395      1,166
  American Municipal Power Inc. Electric Power & Light Revenue (Combination Hydroelectric Projects) 5.000%  2/15/46         5          5
  American Municipal Power Inc. Electric Power & Light Revenue (Fremont Energy Center Project) 5.000%  2/15/34     1,080      1,130
  American Municipal Power Inc. Electric Power & Light Revenue (Fremont Energy Center Project) 5.000%  2/15/35     3,005      3,124
  American Municipal Power Inc. Electric Power & Light Revenue (Greenup Hydroelectric Project) 5.000%  2/15/41     2,675      2,614
  American Municipal Power Inc. Electric Power & Light Revenue (Greenup Hydroelectric Project) 5.000%  2/15/46     3,070      2,948
  American Municipal Power Inc. Electric Power & Light Revenue PUT 1.000%  8/15/24     1,460      1,418
  Ashland County-West Holmes Joint Vocational School District GO 4.000%  12/1/46     3,000      2,515
5 Berea City School District GO 4.000%  12/1/53       250        196
7 Cincinnati City School District GO 5.250%  12/1/31       200        219
  Cleveland-Cuyahoga County Port Authority Local or Guaranteed Housing Revenue (Euclid Avenue Dev Corp. Project) 5.500%   8/1/47    12,135     12,145
  Cleveland-Cuyahoga County Port Authority Local or Guaranteed Housing Revenue (Euclid Avenue Dev Corp. Project) 5.500%   8/1/52     7,345      7,272
  Columbus OH GO 5.000%   4/1/24     1,075      1,080
  Columbus OH GO 5.000%   7/1/26     6,360      6,573
  Columbus OH Sewer Revenue 5.000%   6/1/29    13,835     14,215
  Columbus OH Sewer Revenue 5.000%   6/1/32     1,530      1,566
  Columbus OH Sewer Revenue, Prere. 5.000%  12/1/24     5,405      5,471
  Confluence Community Authority Lease (Appropriation) Revenue (Stadium & Sports Project) 4.000%   5/1/36       470        437
  Confluence Community Authority Lease (Appropriation) Revenue (Stadium & Sports Project) 3.000%   5/1/44       550        389
  Confluence Community Authority Lease (Appropriation) Revenue (Stadium & Sports Project) 3.000%   5/1/48     3,125      2,102
  Cuyahoga County OH (Convention Hotel Project) COP 4.375%  12/1/44        75         65
  Fairborn City School District GO 3.000%  12/1/55     2,500      1,496
  Franklin City School District GO 3.000%  11/1/50     3,400      2,156
  Franklin City School District GO 3.000%  11/1/57     6,180      3,729
  Franklin County OH Sales Tax Revenue 5.000%   6/1/43    10,000     10,118
  Great Oaks Career Campuses Board of Education COP 3.000%  12/1/44     2,250      1,580
  Hamilton County OH Sales Tax Revenue 5.000%  12/1/30     1,300      1,339
  Hamilton County OH Sewer System Sewer Revenue, Prere. 5.000%  12/1/23       260        260
  Hilliard OH Income Tax Revenue 5.000%  12/1/58    13,410     13,515
  Miami University OH College & University Revenue 4.000%   9/1/39     1,235      1,105
  Miami University OH College & University Revenue 5.000%   9/1/41     4,930      4,896
  Miami University OH College & University Revenue 4.000%   9/1/45     4,025      3,443
  Miami Valley Career Technology Center GO 5.000%  12/1/44     3,065      3,098
  North Canton City School District GO 3.000%  11/1/56     2,500      1,500
  Northeast Ohio Regional Sewer District Sewer Revenue 3.000% 11/15/35       175        145
  Northeast Ohio Regional Sewer District Sewer Revenue 3.000% 11/15/40       500        368
102

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Northeast Ohio Regional Sewer District Sewer Revenue 3.250% 11/15/40        25         19
  Northeast Ohio Regional Sewer District Sewer Revenue 4.000% 11/15/43     7,735      6,576
  Northeast Ohio Regional Sewer District Sewer Revenue, Prere. 4.000% 11/15/24     3,765      3,765
  Northeast Ohio Regional Sewer District Sewer Revenue, Prere. 4.000% 11/15/24     2,525      2,525
  Northeast Ohio Regional Sewer District Sewer Revenue, Prere. 4.000% 11/15/24     4,075      4,076
  Northeast Ohio Regional Sewer District Sewer Revenue, Prere. 5.000% 11/15/24       435        439
  Northeast Ohio Regional Sewer District Sewer Revenue, Prere. 5.000% 11/15/24     8,915      9,006
  Northeast Ohio Regional Sewer District Sewer Revenue, Prere. 5.000% 11/15/24     3,000      3,031
  Northwest Local School District/Hamilton & Butler Counties GO 4.000%  12/1/50     5,000      4,088
  Ohio GO 5.000%   8/1/24     6,000      6,054
  Ohio GO 5.000%  9/15/24     1,040      1,051
  Ohio GO 5.000%  9/15/24     2,750      2,779
  Ohio GO 5.000%   5/1/25     2,965      3,018
  Ohio GO 5.000%   9/1/25       505        516
  Ohio GO 5.000%  9/15/25       480        491
  Ohio GO 5.000%  9/15/25     9,360      9,571
  Ohio GO 5.000%   8/1/26       155        160
  Ohio GO 5.000%  9/15/26     8,050      8,343
  Ohio GO 5.000%   5/1/27       210        219
  Ohio GO 5.000%   8/1/27     8,550      8,953
  Ohio GO 5.000%   5/1/30     2,190      2,222
  Ohio GO 5.000%   5/1/34     3,000      3,035
  Ohio GO, Prere. 5.000%   5/1/25     2,500      2,546
  Ohio Government Fund/Grant Revenue 5.000% 12/15/23       220        220
  Ohio Government Fund/Grant Revenue 5.000% 12/15/25     1,655      1,694
  Ohio Government Fund/Grant Revenue 5.000% 12/15/26     3,115      3,225
  Ohio Government Fund/Grant Revenue 5.000% 12/15/27       200        210
  Ohio Government Fund/Grant Revenue 5.000% 12/15/28     1,085      1,113
  Ohio Higher Educational Facility Commission College & University Revenue 5.000%   5/1/29       750        757
  Ohio Higher Educational Facility Commission College & University Revenue 5.000%  12/1/40       285        287
  Ohio Higher Educational Facility Commission College & University Revenue 4.000%   7/1/44     5,325      4,322
  Ohio Higher Educational Facility Commission College & University Revenue 5.000%  10/1/48        65         66
  Ohio Higher Educational Facility Commission College & University Revenue 5.250%  10/1/53     3,000      3,072
  Ohio Higher Educational Facility Commission College & University Revenue (John Carroll University Project) 4.000%  10/1/52     2,000      1,463
  Ohio Special Obligation Revenue 5.000%  12/1/31     1,000      1,028
  Ohio State University College & University Revenue 5.000%  12/1/33       270        295
  Ohio State University College & University Revenue 5.000%  12/1/39     4,145      4,153
  Ohio State University College & University Revenue 3.000%  12/1/44     5,000      3,467
  Ohio State University College & University Revenue 4.000%  12/1/48     9,000      7,664
  Ohio State University College & University Revenue 2.500%  12/1/51     1,000        557
  Ohio State University College & University Revenue (Multiyear Debt Issuance Program) 5.250%  12/1/46     4,495      4,683
  Ohio State University College & University Revenue (Multiyear Debt Issuance Program) 4.250%  12/1/56     2,785      2,399
  Ohio Turnpike & Infrastructure Commission Highway Revenue 5.000%  2/15/25     1,000      1,015
  Ohio Turnpike & Infrastructure Commission Highway Revenue 5.000%  2/15/30       950        990
  Ohio Turnpike & Infrastructure Commission Highway Revenue 4.000%  2/15/32    11,510     11,447
  Ohio Turnpike & Infrastructure Commission Highway Revenue 5.000%  2/15/32     6,000      6,254
  Ohio Turnpike & Infrastructure Commission Highway Revenue 5.000%  2/15/33       450        469
  Ohio Turnpike & Infrastructure Commission Highway Revenue 5.700%  2/15/34       640        717
  Ohio Turnpike & Infrastructure Commission Highway Revenue 0.000%  2/15/36       635        357
  Ohio Turnpike & Infrastructure Commission Highway Revenue 0.000%  2/15/37        50         26
  Ohio Turnpike & Infrastructure Commission Highway Revenue 0.000%  2/15/38     1,645        801
  Ohio Turnpike & Infrastructure Commission Highway Revenue 5.000%  2/15/39    12,500     12,971
  Ohio Turnpike & Infrastructure Commission Highway Revenue 0.000%  2/15/40       170         73
  Ohio Turnpike & Infrastructure Commission Highway Revenue 0.000%  2/15/42       615        232
  Ohio Turnpike & Infrastructure Commission Highway Revenue 0.000%  2/15/43       605        216
  Ohio Turnpike & Infrastructure Commission Highway Revenue 4.000%  2/15/46       150        125
  Ohio Turnpike & Infrastructure Commission Highway Revenue 5.000%  2/15/46    11,470     11,640
  Ohio Turnpike & Infrastructure Commission Highway Revenue 5.000%  2/15/51    13,000     13,111
  Ohio University College & University Revenue 5.000%  12/1/44     4,000      3,968
  Ohio Water Development Authority Lease Revenue 5.000%   6/1/28       875        905
  Ohio Water Development Authority Lease Revenue 5.000%   6/1/28       235        248
  Ohio Water Development Authority Lease Revenue 4.000%  12/1/30     5,900      5,891
  Ohio Water Development Authority Lease Revenue 5.000%   6/1/44     4,615      4,713
  Ohio Water Development Authority Water Pollution Control Loan Fund Lease Revenue 3.000%  12/1/34     4,025      3,442
  Ohio Water Development Authority Water Pollution Control Loan Fund Lease Revenue 5.000%  12/1/35     2,300      2,431
  Ohio Water Development Authority Water Pollution Control Loan Fund Lease Revenue 5.000%  12/1/38     8,535      8,855
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%   6/1/24     1,080      1,087
103

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/24     1,000      1,013
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%   6/1/25       145        148
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%   6/1/25     1,500      1,528
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/25     1,500      1,537
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%   6/1/26     1,795      1,851
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/26     1,790      1,858
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%   6/1/27     1,205      1,259
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/27     1,230      1,294
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%   6/1/33     7,250      7,776
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/35        45         48
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/37     2,140      2,235
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/38     9,060      9,429
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/39     1,975      2,050
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/39     3,000      3,152
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/40     1,500      1,561
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/40     3,000      3,139
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/41     3,000      3,126
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 4.000%  12/1/46     6,475      5,560
  Ohio Water Development Authority Water Pollution Control Loan Fund Water Revenue 5.000%  12/1/50     7,000      7,099
  Ohio Water Development Authority Water Revenue 5.000%   6/1/29     4,185      4,451
  Ohio Water Development Authority Water Revenue 5.000%  12/1/29    11,380     12,158
  Ohio Water Development Authority Water Revenue 5.000%  12/1/32     1,220      1,324
  Ohio Water Development Authority Water Revenue 5.000%   6/1/33     1,400      1,514
  Ohio Water Development Authority Water Revenue 5.000%  12/1/33     7,500      8,268
  Perry Local School District GO 3.000%  11/1/55     4,050      2,508
  Summit County Green Local School District GO 5.500%  11/1/59     7,500      7,701
1 Summit County Green Local School District GO 5.500%  11/1/59     1,390      1,419
5 Tuscarawas Valley Local School District (School Facilities Project) COP 3.000%  12/1/49     3,000      1,897
  University of Cincinnati College & University Revenue 5.000%   6/1/44     4,645      4,558
  University of Cincinnati College & University Revenue 5.000%   6/1/47     1,500      1,450
  University of Cincinnati College & University Revenue, Prere. 5.000%  12/1/23       800        801
5 Warrensville Heights City School District GO 5.000%  12/1/44       515        516
5 Warrensville Heights City School District GO, Prere. 5.000%  12/1/24     1,260      1,276
  Wickliffe City School District GO 3.125%  12/1/43       775        550
  Wickliffe City School District GO 3.250%  12/1/56     1,300        802
  Willoughby-Eastlake City School District GO 4.000%  12/1/50     1,000        783
  Willoughby-Eastlake City School District GO, Prere. 5.000%  12/1/25       295        302
5 Winton Woods City School District GO 4.000%  11/1/53     5,570      4,462
  Worthington City School District GO 5.000%  12/1/48    17,590     17,753
  Worthington City School District GO 5.500%  12/1/54     2,500      2,601
                                   485,791
Oklahoma (0.3%)
  Canadian County Educational Facilities Authority Lease (Appropriation) Revenue (Mustang Public School Project) 5.000%   9/1/28       775        792
  Cleveland County Educational Facilities Authority Lease (Appropriation) Revenue (Moore Public Schools Project) 4.000%   6/1/27     5,000      5,006
  Cleveland County Educational Facilities Authority Lease (Appropriation) Revenue (Norman Public School Project) 5.000%   6/1/24     6,645      6,681
  Edmond Public Works Authority Sales Tax Revenue 4.000%   7/1/47     1,000        846
  Grand River Dam Authority Electric Power & Light Revenue 5.000%   6/1/27     1,350      1,391
  Grand River Dam Authority Electric Power & Light Revenue 5.000%   6/1/28       135        139
  Grand River Dam Authority Electric Power & Light Revenue 5.000%   6/1/30     6,650      6,763
  Grand River Dam Authority Electric Power & Light Revenue 5.000%   6/1/31       345        349
  Grand River Dam Authority Electric Power & Light Revenue 5.000%   6/1/32     2,330      2,357
  Oklahoma Capitol Improvement Authority Appropriations Revenue 4.000%   7/1/34       745        705
  Oklahoma Capitol Improvement Authority Lease Revenue (Oklahoma Department of Corrections Project) 4.000%   7/1/38     1,290      1,155
  Oklahoma City & County Independent School District No. 89 GO 3.000%   7/1/25       330        322
  Oklahoma County Finance Authority Lease (Appropriation) Revenue 5.000%   9/1/36     3,000      3,061
  Oklahoma County Independent School District No. 89 Oklahoma City GO 3.000%   7/1/26     1,500      1,447
1 Oklahoma Municipal Power Authority Electric Power & Light Revenue 3.125%   1/1/41       120         90
1 Oklahoma Municipal Power Authority Electric Power & Light Revenue 4.000%   1/1/47     3,010      2,518
  Oklahoma State University College & University Revenue 4.000%   9/1/36       375        340
  Oklahoma Turnpike Authority Highway Revenue 5.000%   1/1/28       325        340
  Oklahoma Turnpike Authority Highway Revenue 4.000%   1/1/42    16,530     14,665
  Oklahoma Turnpike Authority Highway Revenue 4.000%   1/1/47     2,905      2,489
  Oklahoma Turnpike Authority Highway Revenue 5.000%   1/1/47     6,635      6,593
  Oklahoma Turnpike Authority Highway Revenue 4.000%   1/1/48     8,065      6,936
104

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Oklahoma Turnpike Authority Highway Revenue 4.500%   1/1/53     4,675      4,358
  Oklahoma Turnpike Authority Highway Revenue 5.500%   1/1/53    14,945     15,694
  Oklahoma Water Resources Board Water Revenue 4.000%   4/1/48    10,020      8,508
  Oklahoma Water Resources Board Water Revenue 4.125%   4/1/53     6,580      5,573
  Oklahoma Water Resources Board Water Revenue 4.125%  10/1/53     1,000        847
  Tulsa Public Facilities Authority Intergovernmental Agreement Revenue 5.000%   6/1/25     1,520      1,545
1 University of Oklahoma College & University Revenue 5.000%   7/1/46     1,815      1,815
                                   103,325
Oregon (0.9%)
  Clackamas & Washington Counties School District No. 3 GO 0.000%  6/15/36     3,750      1,922
  Clackamas County School District No. 12 North Clackamas GO 5.000%  6/15/33     3,265      3,386
  Clackamas County School District No. 12 North Clackamas GO 5.000%  6/15/34     1,085      1,137
  Clackamas County School District No. 12 North Clackamas GO 5.000%  6/15/34     8,000      8,270
  Clackamas County School District No. 12 North Clackamas GO 0.000%  6/15/35       420        226
  Clackamas County School District No. 12 North Clackamas GO 0.000%  6/15/36       710        357
  Clackamas County School District No. 12 North Clackamas GO 0.000%  6/15/39       500        204
  Clackamas County Service District No. 1 Sewer Revenue 2.125%  12/1/30     1,780      1,477
  Columbia County School District No. 502 GO 5.000%  6/15/45     1,115      1,132
6 Crook County OR GO, 5.000% coupon rate effective 6/1/27 0.000%  12/1/46    11,410      9,093
  Deschutes Public Library District GO 3.000%   6/1/40     1,745      1,297
  Lane County School District No. 52 Bethel GO 0.000%  6/15/51     6,595      1,390
  Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow GO 0.000%  6/15/36     2,975      1,573
  Multnomah County OR GO 5.000%  6/15/29     4,310      4,613
  Multnomah County OR School District No. 1 Portland GO 5.000%  6/15/25     4,635      4,723
  Multnomah County OR School District No. 1 Portland GO 3.500%  6/15/44        50         39
  Multnomah County School District No. 1 Portland GO 5.000%  6/15/25    10,100     10,291
  Multnomah County School District No. 40 GO 0.000%  6/15/51    15,000      3,045
  Multnomah County School District No. 40 GO 5.500%  6/15/53     3,330      3,499
  Multnomah County School District No. 7 Reynolds GO 0.000%  6/15/33    12,610      7,641
  Oregon (Articale XI-Q State Projects) GO 5.000%   5/1/41     7,535      7,849
  Oregon Department of Transportation Fuel Sales Tax Revenue 5.000% 11/15/24       220        223
  Oregon Department of Transportation Fuel Sales Tax Revenue 5.000% 11/15/25       335        343
  Oregon Department of Transportation Fuel Sales Tax Revenue 5.000% 11/15/26    10,220     10,601
  Oregon Department of Transportation Fuel Sales Tax Revenue 5.000% 11/15/35     1,815      1,917
  Oregon Department of Transportation Fuel Sales Tax Revenue 5.000% 11/15/36     1,525      1,594
  Oregon Department of Transportation Fuel Sales Tax Revenue 5.000% 11/15/38        45         47
  Oregon Department of Transportation Fuel Sales Tax Revenue 5.000% 11/15/40     7,035      7,264
  Oregon Department of Transportation Fuel Sales Tax Revenue, Prere. 5.000% 11/15/24     8,345      8,447
  Oregon Department of Transportation Fuel Sales Tax Revenue, Prere. 5.000% 11/15/24     5,005      5,066
  Oregon Department of Transportation Fuel Sales Tax Revenue, Prere. 5.000% 11/15/24     1,710      1,731
  Oregon Department of Transportation Fuel Sales Tax Revenue, Prere. 5.000% 11/15/24     4,410      4,464
  Oregon Department of Transportation Fuel Sales Tax Revenue, Prere. 5.000% 11/15/24     1,100      1,113
  Oregon Department of Transportation Miscellaneous Revenue 5.000% 11/15/40     3,000      3,138
  Oregon Department of Transportation Miscellaneous Revenue 5.000% 11/15/41     7,000      7,293
  Oregon GO 5.000%   8/1/29     2,290      2,387
  Oregon GO 5.000%   8/1/41    11,040     11,103
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/24     1,600      1,610
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/33     3,000      3,309
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/34     3,000      3,281
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/36     1,715      1,853
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/37     1,410      1,507
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/38     1,070      1,131
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/39     1,115      1,173
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/40     1,285      1,346
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/42     3,000      3,110
  Oregon GO (Article XI-Q State Projects) 5.000%   5/1/43     3,000      3,103
  Oregon Health & Science University Health, Hospital, Nursing Home Revenue 4.000%   7/1/51     1,450      1,184
  Oregon State Facilities Authority College & University Revenue (Willamette University Project) 4.000%  10/1/51     2,700      1,970
  Oregon State Lottery Revenue 5.000%   4/1/24     4,000      4,018
  Oregon State Lottery Revenue 5.000%   4/1/25     9,190      9,233
  Oregon State Lottery Revenue 5.000%   4/1/27     1,375      1,397
  Oregon State Lottery Revenue 5.000%   4/1/28       175        178
  Oregon State Lottery Revenue 5.000%   4/1/36     2,475      2,529
  Oregon Tri-County Metropolitan Transportation Miscellaneous Taxes Revenue 3.000%   9/1/44     1,310        919
  Oregon Tri-County Metropolitan Transportation Miscellaneous Taxes Revenue, Prere. 5.000%   9/1/27     8,920      9,355
  Portland OR Sewer System Sewer Revenue 2.000%  6/15/29     1,600      1,386
  Portland OR Sewer System Sewer Revenue 5.000%  12/1/47     1,655      1,675
105

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Portland OR Water System Water Revenue 5.000%   5/1/32     1,135      1,209
  Portland OR Water System Water Revenue 5.000%   5/1/44    12,500     12,573
  Salem-Keizer School District No. 24J GO 5.000%  6/15/34     5,055      5,298
  Salem-Keizer School District No. 24J GO 0.000%  6/15/40     5,440      2,161
  Seaside School District No. 10 GO 0.000%  6/15/37       500        249
  Tri-County Metropolitan Transportation District of Oregon Miscellaneous Taxes Revenue, Prere. 5.000%   9/1/27    13,155     13,796
  University of Oregon College & University Revenue 5.000%   4/1/48     4,470      4,476
  University of Oregon College & University Revenue 3.500%   4/1/52     5,000      3,658
5 University of Oregon College & University Revenue 3.500%   4/1/52    10,515      7,759
  Washington & Multnomah Counties School District No. 48J Beaverton GO 5.000%  6/15/36     1,000      1,027
  Washington & Multnomah Counties School District No. 48J Beaverton GO 0.000%  6/15/38     4,650      2,180
  Washington & Multnomah Counties School District No. 48J Beaverton GO 0.000%  6/15/39     6,000      2,635
  Washington & Multnomah Counties School District No. 48J Beaverton GO 0.000%  6/15/40     7,695      3,162
  Washington & Multnomah Counties School District No. 48J Beaverton GO 0.000%  6/15/41     5,000      1,930
  Washington & Multnomah Counties School District No. 48J Beaverton GO 0.000%  6/15/48    35,000      8,773
  Washington & Multnomah Counties School District No. 48J Beaverton GO, Prere. 5.000%  6/15/24     3,055      3,076
  Washington & Multnomah Counties School District No. 48J Beaverton GO, Prere. 5.000%  6/15/24     9,380      9,444
  Washington & Multnomah Counties School District No. 48J Beaverton GO, Prere. 5.000%  6/15/24     1,500      1,510
  Washington & Multnomah Counties School District No. 48J Beaverton GO, Prere. 5.000%  6/15/24     1,150      1,158
  Washington & Multnomah Counties School District No. 48J Beaverton GO, Prere. 5.000%  6/15/24     1,985      1,999
  Washington Clackamas & Yamhill Counties School District No. 88J GO 0.000%  6/15/33     1,435        893
  Washington County OR GO 3.000%   7/1/34     1,055        909
  Yamhill Clackamas & Washington Counties School District No. 29J Newberg GO 0.000%  6/15/51     9,875      2,087
                                   287,124
Pennsylvania (3.4%)
  Allegheny County PA GO 5.000%  11/1/27     1,265      1,303
  Allegheny County PA GO 5.000%  11/1/28     2,415      2,477
  Allegheny County PA GO 5.000%  11/1/29       675        692
  Allegheny County PA GO 5.000%  11/1/41       430        437
  Allegheny County Sanitary Authority Sewer Revenue 5.000%   6/1/43     1,020      1,029
  Allegheny County Sanitary Authority Sewer Revenue 5.750%   6/1/47     5,000      5,350
  Allegheny County Sanitary Authority Sewer Revenue 4.000%   6/1/48     1,000        828
  Allegheny County Sanitary Authority Sewer Revenue 5.750%   6/1/52     4,500      4,790
1 Bucks County Water and Sewer Authority Sewer Revenue 4.000%  12/1/42     1,000        875
1 Bucks County Water and Sewer Authority Sewer Revenue 4.250%  12/1/47     2,075      1,831
  Capital Region Water Sewer Revenue 5.000%  7/15/28       375        389
  Commonwealth Financing Authority Appropriations Revenue 5.000%   6/1/35       100        101
  Commonwealth of Pennsylvania COP 5.000%   7/1/28       400        418
  Commonwealth of Pennsylvania COP 5.000%   7/1/43     3,995      3,998
  Commonwealth of Pennsylvania GO 5.000%   1/1/24     2,645      2,650
  Commonwealth of Pennsylvania GO 5.000%  1/15/24     7,425      7,442
  Commonwealth of Pennsylvania GO 5.000%  3/15/24     1,445      1,451
  Commonwealth of Pennsylvania GO 5.000%  6/15/24       375        378
  Commonwealth of Pennsylvania GO 5.000%   7/1/24       450        453
  Commonwealth of Pennsylvania GO 5.000%  8/15/24     5,170      5,217
  Commonwealth of Pennsylvania GO 5.000% 10/15/24     7,000      7,006
  Commonwealth of Pennsylvania GO 5.000%   1/1/25    21,465     21,757
  Commonwealth of Pennsylvania GO 5.000%  1/15/25     1,100      1,115
  Commonwealth of Pennsylvania GO 5.000%  3/15/25       150        152
  Commonwealth of Pennsylvania GO 5.000%  5/15/25     1,000      1,018
  Commonwealth of Pennsylvania GO 5.000%  8/15/25    17,505     17,870
  Commonwealth of Pennsylvania GO 5.000%  9/15/25     1,840      1,880
1 Commonwealth of Pennsylvania GO 5.000%  9/15/25     7,730      7,899
  Commonwealth of Pennsylvania GO 5.000%  9/15/25     5,360      5,477
  Commonwealth of Pennsylvania GO 5.000% 10/15/25     4,800      4,810
  Commonwealth of Pennsylvania GO 5.000%   1/1/26     5,880      6,029
  Commonwealth of Pennsylvania GO 5.000%  3/15/26     1,320      1,336
  Commonwealth of Pennsylvania GO 5.000%  9/15/26    10,420     10,782
  Commonwealth of Pennsylvania GO 5.000%  9/15/26     2,240      2,318
  Commonwealth of Pennsylvania GO 5.000%   1/1/27     3,365      3,494
  Commonwealth of Pennsylvania GO 5.000%  1/15/27     1,100      1,143
  Commonwealth of Pennsylvania GO 5.000%   3/1/27    17,050     17,744
  Commonwealth of Pennsylvania GO 5.000%  3/15/27       710        719
  Commonwealth of Pennsylvania GO 3.000%   4/1/27        25         24
  Commonwealth of Pennsylvania GO 5.000%  5/15/27     1,750      1,826
  Commonwealth of Pennsylvania GO 5.000%  7/15/27     5,525      5,778
  Commonwealth of Pennsylvania GO 5.000%  9/15/27       690        709
106

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Commonwealth of Pennsylvania GO 5.000%  9/15/27     7,105      7,302
  Commonwealth of Pennsylvania GO 5.000% 10/15/27       550        551
  Commonwealth of Pennsylvania GO 5.000%   1/1/28     3,985      4,132
  Commonwealth of Pennsylvania GO 5.000%  3/15/28       430        434
  Commonwealth of Pennsylvania GO 5.000%  7/15/28     7,060      7,462
  Commonwealth of Pennsylvania GO 5.000%  9/15/28       170        175
  Commonwealth of Pennsylvania GO 4.000%   1/1/29       420        415
  Commonwealth of Pennsylvania GO 5.000%  3/15/29     1,480      1,493
5 Commonwealth of Pennsylvania GO 4.000%   4/1/29     1,960      1,935
  Commonwealth of Pennsylvania GO 4.000%   4/1/29       405        401
  Commonwealth of Pennsylvania GO 5.000%  7/15/29     5,110      5,449
  Commonwealth of Pennsylvania GO 5.000%  9/15/29    13,550     13,929
  Commonwealth of Pennsylvania GO 4.000%   1/1/30     3,500      3,452
  Commonwealth of Pennsylvania GO 3.000%  3/15/30       745        681
  Commonwealth of Pennsylvania GO 4.000%   4/1/30       100         99
  Commonwealth of Pennsylvania GO 5.000%  10/1/30    15,000     16,076
  Commonwealth of Pennsylvania GO 5.000% 10/15/30     1,675      1,677
  Commonwealth of Pennsylvania GO 3.000%   1/1/31        20         18
  Commonwealth of Pennsylvania GO 3.500%   3/1/31     6,020      5,653
  Commonwealth of Pennsylvania GO 4.000%  9/15/31     5,210      5,119
  Commonwealth of Pennsylvania GO 4.000%   4/1/32       910        892
  Commonwealth of Pennsylvania GO 4.000%  5/15/32       325        323
  Commonwealth of Pennsylvania GO 4.000%  6/15/32       395        382
  Commonwealth of Pennsylvania GO 4.000%  9/15/32       500        484
  Commonwealth of Pennsylvania GO 5.000% 10/15/32       680        681
  Commonwealth of Pennsylvania GO 5.000%  3/15/33    11,330     11,430
  Commonwealth of Pennsylvania GO 4.000%   4/1/33     1,105      1,067
  Commonwealth of Pennsylvania GO 4.000%   5/1/33       400        398
  Commonwealth of Pennsylvania GO 4.000%  5/15/33     2,000      1,993
1 Commonwealth of Pennsylvania GO 3.000%  9/15/33        70         61
  Commonwealth of Pennsylvania GO 5.000%  10/1/33        15         16
  Commonwealth of Pennsylvania GO 4.375% 10/15/33     6,400      6,377
  Commonwealth of Pennsylvania GO 4.000%  3/15/34     5,300      5,100
  Commonwealth of Pennsylvania GO 3.000%  5/15/34     4,080      3,436
  Commonwealth of Pennsylvania GO 4.000%  9/15/34       840        806
1 Commonwealth of Pennsylvania GO 3.000%   2/1/35       160        136
  Commonwealth of Pennsylvania GO 4.000%   3/1/35    19,500     18,601
  Commonwealth of Pennsylvania GO 4.000%  3/15/35    10,000      9,581
  Commonwealth of Pennsylvania GO 3.000%   5/1/35     2,430      2,094
  Commonwealth of Pennsylvania GO 3.000%  5/15/35     1,130        976
  Commonwealth of Pennsylvania GO 3.000%  9/15/35       435        373
  Commonwealth of Pennsylvania GO 4.000%   3/1/36     6,330      6,002
  Commonwealth of Pennsylvania GO 3.000%   5/1/36       225        181
  Commonwealth of Pennsylvania GO 3.000%  5/15/36     7,465      6,019
  Commonwealth of Pennsylvania GO 3.000%  9/15/36        40         32
  Commonwealth of Pennsylvania GO 3.000%   5/1/37     3,240      2,515
  Commonwealth of Pennsylvania GO 2.000%  5/15/37    11,345      7,569
  Commonwealth of Pennsylvania GO 4.000%  10/1/37    12,850     11,814
  Commonwealth of Pennsylvania GO 4.000%   3/1/38     8,020      7,279
  Commonwealth of Pennsylvania GO 3.000%   5/1/38     3,500      2,632
1 Commonwealth of Pennsylvania GO 3.750%   3/1/39       110         93
  Commonwealth of Pennsylvania GO 2.000%   5/1/39       200        123
  Commonwealth of Pennsylvania GO 2.125%   5/1/40     2,000      1,210
  Commonwealth of Pennsylvania GO, Prere. 5.000%  6/15/24       470        473
  Commonwealth of Pennsylvania GO, Prere. 5.000%  6/15/24     1,800      1,812
  Council Rock School District GO 2.100%  8/15/43     1,000        574
  Delaware County Regional Water Quality Control Authority Water Revenue 5.000%  11/1/46     5,000      4,991
  Delaware River Joint Toll Bridge Commission Highway Revenue 5.000%   7/1/47     5,000      4,980
  Delaware River Port Authority Highway Revenue 5.000%   1/1/24        15         15
  Delaware River Port Authority Highway Revenue 5.000%   1/1/25       500        507
  Delaware River Port Authority Highway Revenue 5.000%   1/1/26       490        501
  Delaware River Port Authority Highway Revenue 5.000%   1/1/37       100        100
  Delaware River Port Authority Highway Revenue 5.000%   1/1/40    13,250     13,251
  Delaware River Port Authority Highway Revenue, Prere. 4.500%   1/1/24       345        345
  Delaware River Port Authority Highway Revenue, Prere. 5.000%   1/1/24     1,185      1,187
  Delaware Valley Regional Finance Authority Indirect Ad Valorem Property Revenue 5.750%   7/1/32     5,555      6,171
  Delaware Valley Regional Finance Authority Intergovernmental Agreement Revenue 4.000%   3/1/33     4,000      3,920
107

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Delaware Valley Regional Finance Authority Intergovernmental Agreement Revenue 4.000%   3/1/34     4,000      3,826
  Delaware Valley Regional Finance Authority Intergovernmental Agreement Revenue 4.000%   3/1/35     4,000      3,805
  Delaware Valley Regional Finance Authority Lease Revenue 5.000%  11/1/24    20,000     20,206
9 Delaware Valley Regional Finance Authority Lease Revenue 5.500%   8/1/28     5,770      6,121
  Easttown Municipal Authority Sewer Revenue 2.500%   9/1/34       985        772
  Haverford Township PA GO 4.000%   6/1/30       445        448
  Lehigh County Authority Water Revenue 5.000%  12/1/43       305        305
  Lehigh County Authority Water Revenue, Prere. 5.000%  12/1/23       205        205
1 Luzerne County PA GO 5.000% 11/15/29     9,040      9,114
  Montgomery County Higher Education and Health Authority College & University Revenue 5.250%  11/1/42       400        381
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 5.000%   9/1/43     3,000      2,870
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 5.000%   9/1/48     1,700      1,593
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 4.000%   9/1/49     1,000        796
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 4.000%   5/1/52    12,695      9,799
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 5.000%   5/1/52     7,655      7,135
1 Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 3.125%   5/1/53     3,000      1,892
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 3.250%   5/1/55    13,000      8,280
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 4.000%   5/1/56    14,500     11,043
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue 5.000%   5/1/57     8,755      8,024
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue (Thomas Jefferson University Project) 5.000%   9/1/32        60         61
  Montgomery County Higher Education and Health Authority Health, Hospital, Nursing Home Revenue (Thomas Jefferson University Project) 5.000%   9/1/33       125        127
  Northampton County General Purpose Authority College & University Revenue 5.000%  11/1/34       225        231
  Northampton County General Purpose Authority College & University Revenue 5.000%  11/1/47     1,220      1,189
  Pennsylvania Economic Development Financing Authority Auto Parking Revenue 6.000%   7/1/53       140        137
  Pennsylvania Higher Educational Facilities Authority College & University Revenue 4.000%  2/15/43     5,575      4,759
  Pennsylvania Higher Educational Facilities Authority College & University Revenue 3.000%  6/15/45       130         90
  Pennsylvania Higher Educational Facilities Authority College & University Revenue 5.000%  8/15/46       250        252
  Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue 5.000%   9/1/32     2,000      2,005
  Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue 4.000%   9/1/45       200        165
  Pennsylvania Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue 5.250%   9/1/50     2,295      2,190
  Pennsylvania State University College & University Revenue 5.000%   9/1/42     1,830      1,843
  Pennsylvania State University College & University Revenue 5.000%   9/1/45     5,475      5,557
  Pennsylvania State University College & University Revenue 5.000%   9/1/47     4,475      4,488
  Pennsylvania State University College & University Revenue 5.250%   9/1/48     2,425      2,517
  Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue 5.000%  12/1/23     2,815      2,817
  Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue 5.000%  12/1/32     6,445      6,590
  Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue 5.000%  12/1/43       630        623
  Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue 5.000%  12/1/48     5,705      5,647
  Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue 5.000%  12/1/48    11,100     10,579
  Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue 3.000%  12/1/51     9,465      6,123
  Pennsylvania Turnpike Commission Franchise Tax & Business License Fees Revenue 4.000%  12/1/53     5,845      4,611
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/23       450        450
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/23     4,580      4,584
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/24        65         65
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/24       400        405
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/25     1,200      1,218
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/25       875        895
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/25       230        235
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/26       300        307
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/26     8,055      8,198
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/27    16,205     16,561
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/28     6,360      6,496
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/28     1,005      1,032
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/29       170        173
  Pennsylvania Turnpike Commission Highway Revenue 6.000%  12/1/30     3,540      3,818
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/31     1,000      1,045
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/32     1,000      1,024
  Pennsylvania Turnpike Commission Highway Revenue 4.000%   6/1/33       255        250
1 Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/33     5,660      5,833
1 Pennsylvania Turnpike Commission Highway Revenue 6.250%   6/1/33     1,175      1,242
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/33     1,120      1,157
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/33     2,020      2,137
  Pennsylvania Turnpike Commission Highway Revenue 4.000%   6/1/34     5,000      4,833
1 Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/34       715        738
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/34     6,740      6,964
108

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/34     3,765      3,789
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/34     1,150      1,221
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/35       440        417
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/35     1,190      1,253
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/38     5,000      5,064
  Pennsylvania Turnpike Commission Highway Revenue 6.375%  12/1/38     4,275      4,561
  Pennsylvania Turnpike Commission Highway Revenue 4.000%   6/1/39     7,130      6,257
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/39     3,345      3,353
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/39     5,370      5,395
  Pennsylvania Turnpike Commission Highway Revenue 5.250%  12/1/39     5,250      5,255
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/40     1,250      1,237
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/40     3,980      3,909
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/41       400        346
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/41     2,080      2,014
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/41     1,765      1,748
  Pennsylvania Turnpike Commission Highway Revenue 5.000%   6/1/42    15,900     15,813
  Pennsylvania Turnpike Commission Highway Revenue 3.000%  12/1/42     3,025      2,104
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/42     5,000      4,324
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/42     1,970      1,975
  Pennsylvania Turnpike Commission Highway Revenue 5.500%  12/1/42       135        137
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/43     3,900      3,299
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/43     7,420      7,360
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/43     8,700      8,447
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/44     5,010      4,204
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/44    17,945     17,755
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/44     4,075      4,032
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/44     4,120      4,082
  Pennsylvania Turnpike Commission Highway Revenue 5.250%  12/1/44       105        105
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/45     1,045      1,026
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/45     3,830      3,750
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/45     2,840      2,789
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/46     2,275      1,884
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/46     2,000      1,656
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/46       785        770
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/46     6,820      6,688
  Pennsylvania Turnpike Commission Highway Revenue 5.250%   6/1/47     6,560      6,502
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/47     4,525      4,482
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/48     7,500      7,511
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/49     4,265      3,465
1 Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/49    16,465     13,688
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/49     6,525      6,458
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/50     7,395      5,996
  Pennsylvania Turnpike Commission Highway Revenue 3.000%  12/1/51     4,275      2,676
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/51       100         81
  Pennsylvania Turnpike Commission Highway Revenue 4.000%  12/1/51     2,000      1,614
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/51     5,025      5,003
  Pennsylvania Turnpike Commission Highway Revenue 5.000%  12/1/53     7,000      6,944
  Pennsylvania Turnpike Commission Highway Revenue 5.250%  12/1/53     7,500      7,634
  Pennsylvania Turnpike Commission Highway Revenue, Prere. 5.250%  12/1/23        50         50
  Philadelphia Authority for Industrial Development Health, Hospital, Nursing Home Revenue 4.000%   9/1/42       330        281
  Philadelphia Gas Works Co. Natural Gas Revenue 5.000%  10/1/24       255        257
  Philadelphia Gas Works Co. Natural Gas Revenue 5.000%   8/1/42     1,990      1,929
  Philadelphia Gas Works Co. Natural Gas Revenue 5.000%   8/1/47     8,850      8,379
1 Philadelphia Gas Works Co. Natural Gas Revenue 5.000%   8/1/50     3,725      3,670
  Philadelphia IDA College & University Revenue 4.000%  11/1/45     2,255      1,740
  Philadelphia IDA College & University Revenue (Saint Joseph's University Project) 5.250%  11/1/52     1,820      1,755
  Philadelphia IDA College & University Revenue (Saint Joseph's University Project) 5.500%  11/1/60     4,580      4,529
  Philadelphia IDA Health, Hospital, Nursing Home Revenue 5.000%   9/1/42       850        819
  Philadelphia IDA Health, Hospital, Nursing Home Revenue 5.000%   9/1/47       775        730
  Philadelphia PA GO 5.000%   8/1/24       575        579
  Philadelphia PA GO 5.000%   8/1/26     5,225      5,360
1 Philadelphia PA GO 5.000%   8/1/30       800        822
  Philadelphia PA GO 5.000%   2/1/39     3,000      3,036
1 Philadelphia PA Water & Wastewater Water Revenue 5.000%   9/1/28        10         11
  Philadelphia PA Water & Wastewater Water Revenue 5.000%  10/1/42       125        126
  Philadelphia PA Water & Wastewater Water Revenue 5.000%  11/1/45     6,485      6,487
  Philadelphia PA Water & Wastewater Water Revenue 5.500%   6/1/47     4,695      4,825
109

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Philadelphia PA Water & Wastewater Water Revenue 5.000%  10/1/47     5,000      4,908
1 Philadelphia PA Water & Wastewater Water Revenue 4.500%   9/1/48    10,000      9,229
  Philadelphia PA Water & Wastewater Water Revenue 5.000%  10/1/48     1,030      1,009
  Philadelphia PA Water & Wastewater Water Revenue 5.000%  10/1/52     6,500      6,317
1 Philadelphia PA Water & Wastewater Water Revenue 5.500%   9/1/53     3,250      3,334
  Philadelphia PA Water & Wastewater Water Revenue 5.000%  11/1/54     4,000      3,913
  Philadelphia PA Water & Wastewater Water Revenue, Prere. 5.000%   7/1/24     7,385      7,437
  Philadelphia PA Water & Wastewater Water Revenue, Prere. 5.000%   7/1/24     1,055      1,062
  Philadelphia PA Water & Wastewater Water Revenue, Prere. 5.000%   7/1/24    15,000     15,106
  Philadelphia School District GO 5.000%   9/1/24     1,375      1,383
  Philadelphia School District GO 5.000%   9/1/25       555        562
  Philadelphia School District GO 5.000%   9/1/26     3,000      3,074
7 Philadelphia School District GO 5.000%   6/1/27       365        375
  Philadelphia School District GO 5.000%   9/1/27     2,100      2,138
  Philadelphia School District GO 5.000%   9/1/30     2,640      2,686
1 Philadelphia School District GO 4.000%   9/1/43     3,625      3,080
  Philadelphia School District GO 5.000%   9/1/44     5,000      4,871
  Philadelphia School District GO 4.000%   9/1/46     3,805      3,061
4 Philadelphia School District GO 5.500%   9/1/48     4,220      4,330
1 Pittsburgh Water & Sewer Authority Water Revenue 5.000%   9/1/26       170        175
1 Pittsburgh Water & Sewer Authority Water Revenue 5.000%   9/1/32       325        348
1 Pittsburgh Water & Sewer Authority Water Revenue 5.000%   9/1/33     1,575      1,690
1 Pittsburgh Water & Sewer Authority Water Revenue 5.000%   9/1/44     2,000      2,020
1 Pittsburgh Water & Sewer Authority Water Revenue 4.250%   9/1/53     3,000      2,552
1 Robinson Township Municipal Authority Water Revenue 2.050%  5/15/42     1,000        582
  Southeastern Pennsylvania Transportation Authority Sales Tax Revenue (Asset Improvement Program) 5.250%   6/1/47     7,500      7,710
  Southeastern Pennsylvania Transportation Authority Sales Tax Revenue (Asset Improvement Program) 5.250%   6/1/52     7,500      7,674
1 State Public School Building Authority Lease (Appropriation) Revenue (Philadelphia School District Project) 5.500%   6/1/28     6,595      7,050
1 State Public School Building Authority Lease (Non-Terminable) Revenue 5.000%   6/1/27     4,000      4,147
1 State Public School Building Authority Lease (Non-Terminable) Revenue 5.000%   6/1/29     1,835      1,941
  State Public School Building Authority Lease (Non-Terminable) Revenue 5.000%   6/1/29       850        866
1 State Public School Building Authority Lease (Non-Terminable) Revenue 5.000%   6/1/31       570        579
1 State Public School Building Authority Lease (Non-Terminable) Revenue 5.000%   6/1/32     2,215      2,252
1 State Public School Building Authority Lease (Non-Terminable) Revenue 5.000%   6/1/33     8,465      8,607
  Township of South Fayette PA GO 2.500%  12/1/48     1,025        598
  University of Pittsburgh-of the Commonwealth System of Higher Education College & University Revenue 4.000%  4/15/26     6,525      6,552
  University of Pittsburgh-of the Commonwealth System of Higher Education College & University Revenue (University Capital Projects) 4.000%  9/15/44     7,875      6,630
  West View Municipal Authority Water Revenue, Prere. 4.000% 11/15/24       100        100
5 Westmoreland County Municipal Authority Water Revenue 5.000%  8/15/38     5,020      5,029
5 Westmoreland County Municipal Authority Water Revenue 5.000%  8/15/42     4,690      4,607
5 Wilkes-Barre PA Area School District GO 4.000%  4/15/54     3,670      2,983
5 Wilkes-Barre PA Area School District GO 5.000%  4/15/59       515        492
                                 1,026,344
Rhode Island (0.1%)
  Rhode Island Commerce Corp. Government Fund/Grant Revenue 5.000%  6/15/24     1,575      1,584
  Rhode Island Commerce Corp. Government Fund/Grant Revenue 5.000%  6/15/26       845        866
  Rhode Island Commerce Corp. Government Fund/Grant Revenue 5.000%  6/15/27       625        640
  Rhode Island Commerce Corp. Government Fund/Grant Revenue 5.000%  6/15/28     2,815      2,876
  Rhode Island Commerce Corp. Government Fund/Grant Revenue 5.000%  6/15/30     1,060      1,079
  Rhode Island Commerce Corp. Government Fund/Grant Revenue 5.000%  6/15/31     3,120      3,174
  Rhode Island GO 4.125%   8/1/42    14,120     12,704
  Rhode Island Health and Educational Building Corp. College & University Revenue 4.000%   9/1/47    12,860     10,986
  Rhode Island Health and Educational Building Corp. College & University Revenue 5.000%  11/1/53     2,000      1,936
  Rhode Island Turnpike & Bridge Authority Fuel Sales Tax Revenue 5.000%  10/1/40       200        201
                                    36,046
South Carolina (0.8%)
  Charleston County SC GO 2.000%  11/1/38     5,810      3,825
  Charleston County SC GO 2.000%  11/1/39     1,790      1,148
  Charleston County SC GO 2.000%  11/1/39     2,490      1,597
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue 5.000%  12/1/24       735        736
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue 5.000%  12/1/24     1,400      1,416
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue 5.000%  12/1/25     5,655      5,660
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue 4.000%  12/1/28     1,505      1,505
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue 5.000%  12/1/28       850        900
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue (Charleston County School District, South Carolina Project) 5.000%  12/1/26     1,200      1,241
110

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue, Prere. 5.000%  12/1/23     1,195      1,196
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue, Prere. 5.000%  12/1/23       780        781
  Charleston Educational Excellence Finance Corp. Intergovernmental Agreement Revenue, Prere. 5.000%  12/1/23    10,875     10,885
  Charleston SC Waterworks & Sewer System Water Revenue 5.000%   1/1/52    13,260     13,446
  Greenville County School District Lease (Appropriation) Revenue (SC Project) 5.000%  12/1/24     1,940      1,962
  Greenville County School District Lease (Appropriation) Revenue (SC Project) 5.000%  12/1/25     2,230      2,278
  Greenville County School District Lease (Appropriation) Revenue (SC Project) 5.000%  12/1/26     2,510      2,595
  Greenville County School District Lease (Appropriation) Revenue (SC Project) 5.000%  12/1/27     2,590      2,707
  Greenville County School District Lease (Appropriation) Revenue (SC Project) 5.000%  12/1/28     1,125      1,190
  Piedmont Municipal Power Agency Nuclear Revenue 5.000%   1/1/34     1,420      1,440
12 South Carolina Jobs-Economic Development Authority Health, Hospital, Nursing Home Revenue, Prere. 5.000%  8/15/26     8,340      8,612
  South Carolina Public Service Authority Electric Power & Light Revenue 4.000%  12/1/36     3,990      3,585
  South Carolina Public Service Authority Electric Power & Light Revenue 4.000%  12/1/42     5,255      4,370
  South Carolina Public Service Authority Electric Power & Light Revenue 4.000%  12/1/43    10,000      8,241
  South Carolina Public Service Authority Electric Power & Light Revenue 4.000%  12/1/47     2,310      1,840
  South Carolina Public Service Authority Electric Power & Light Revenue 4.000%  12/1/47     3,000      2,390
  South Carolina Public Service Authority Electric Power & Light Revenue 5.750%  12/1/47     6,000      6,125
  South Carolina Public Service Authority Electric Power & Light Revenue 4.000%  12/1/51     1,230        956
  South Carolina Public Service Authority Electric Power & Light Revenue 5.000%  12/1/51     1,210      1,131
  South Carolina Public Service Authority Electric Power & Light Revenue 4.000%  12/1/52    16,430     12,703
1 South Carolina Public Service Authority Electric Power & Light Revenue 5.750%  12/1/52     7,200      7,473
  South Carolina Public Service Authority Electric Power & Light Revenue 4.000%  12/1/55     1,900      1,452
  South Carolina Public Service Authority Miscellaneous Revenue 5.000%  12/1/25       195        196
  South Carolina Public Service Authority Miscellaneous Revenue 5.000%  12/1/26        75         75
  South Carolina Public Service Authority Miscellaneous Revenue 5.000%  12/1/28       375        375
  South Carolina Public Service Authority Miscellaneous Revenue 4.000%  12/1/45        80         65
  South Carolina Public Service Authority Miscellaneous Revenue, ETM 5.000%  12/1/23       700        701
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/26       305        306
1 South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/27     1,670      1,695
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/28       410        416
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/29     3,430      3,470
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/30       115        116
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/32       310        312
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/32       675        680
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/33    11,385     11,449
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/33       260        262
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/34     1,670      1,675
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/34       370        371
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/35     1,115      1,116
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/35     1,515      1,517
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/36       680        671
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/37     1,050      1,028
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/37       570        558
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/38    18,000     17,556
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/41     1,660      1,611
  South Carolina Public Service Authority Nuclear Revenue 5.125%  12/1/43    27,500     26,670
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/46        25         24
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/49     5,000      4,702
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/50     4,305      4,035
  South Carolina Public Service Authority Nuclear Revenue 5.500%  12/1/54    10,000      9,750
  South Carolina Public Service Authority Nuclear Revenue 4.000%  12/1/56       840        640
  South Carolina Public Service Authority Nuclear Revenue 5.000%  12/1/56       575        533
  South Carolina Transportation Infrastructure Bank Miscellaneous Revenue 5.000%  10/1/24       350        354
  South Carolina Transportation Infrastructure Bank Miscellaneous Revenue 5.000%  10/1/28    15,665     16,542
  South Carolina Transportation Infrastructure Bank Miscellaneous Revenue 5.000%  10/1/30     1,985      2,126
  South Carolina Transportation Infrastructure Bank Miscellaneous Revenue 3.500%  10/1/31     1,815      1,669
  South Carolina Transportation Infrastructure Bank Miscellaneous Revenue 3.375%  10/1/32        50         45
  South Carolina Transportation Infrastructure Bank Miscellaneous Revenue 5.000%  10/1/32        35         37
  South Carolina Transportation Infrastructure Bank Miscellaneous Revenue 3.625%  10/1/33    10,025      9,216
1 South Carolina Transportation Infrastructure Bank Miscellaneous Revenue 5.000%  10/1/37     1,190      1,213
  South Island Public Service District Water Revenue 4.500%   4/1/52     2,500      2,167
  Spartanburg County School District No. 7 GO 5.000%   3/1/48     5,000      5,044
                                   246,374
South Dakota (0.0%)
  Lincoln County SD College & University Revenue 4.000%   8/1/61       680        460
111

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
Tennessee (0.5%)
  Clarksville TN Water Sewer & Gas Water Revenue 5.000%   2/1/45        20         20
  Clarksville TN Water Sewer & Gas Water Revenue 4.000%   2/1/51     5,445      4,561
  Memphis TN Electric System Electric Power & Light Revenue 4.000%  12/1/50    12,435     10,444
  Memphis TN Gas Natural Gas Revenue 4.000%  12/1/50     3,270      2,746
  Memphis TN GO 5.000%   4/1/26     7,675      7,785
  Memphis TN GO 4.000%   6/1/32     1,390      1,370
  Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board College & University Revenue 5.250%   5/1/48        20         20
  Metropolitan Government Nashville & Davidson County Health & Educational Facilities Board College & University Revenue 5.250%   5/1/53     2,150      2,123
1 Metropolitan Government Nashville & Davidson County Sports Authority Intergovernmental Agreement Revenue 5.250%   7/1/48     3,000      3,076
1 Metropolitan Government Nashville & Davidson County Sports Authority Intergovernmental Agreement Revenue 5.250%   7/1/53     3,000      3,063
1 Metropolitan Government Nashville & Davidson County Sports Authority Intergovernmental Agreement Revenue 5.250%   7/1/56     6,435      6,556
  Metropolitan Government of Nashville & Davidson County TN Electric Power & Light Revenue 5.000%  5/15/27       525        525
  Metropolitan Government of Nashville & Davidson County TN Electric Power & Light Revenue 5.000%  5/15/46        35         36
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   1/1/24       505        506
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   7/1/24    10,915     10,926
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   7/1/24     4,075      4,107
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   1/1/25       355        360
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   1/1/26     2,315      2,374
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   1/1/27     1,600      1,643
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   7/1/27        80         84
  Metropolitan Government of Nashville & Davidson County TN GO 4.000%   7/1/28       110        110
  Metropolitan Government of Nashville & Davidson County TN GO 4.000%   7/1/29        70         70
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   1/1/30    10,750     11,028
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   7/1/30     1,375      1,446
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   7/1/31     1,320      1,388
  Metropolitan Government of Nashville & Davidson County TN GO 5.000%   7/1/32       355        373
  Metropolitan Government of Nashville & Davidson County TN GO 4.000%   7/1/33     3,610      3,554
  Metropolitan Government of Nashville & Davidson County TN GO 4.000%   7/1/33     3,000      2,956
  Metropolitan Government of Nashville & Davidson County TN GO 4.000%   7/1/34     1,365      1,340
  Metropolitan Government of Nashville & Davidson County TN GO 4.000%   7/1/34        15         15
  Metropolitan Government of Nashville & Davidson County TN GO 4.000%   7/1/36     2,935      2,786
  Metropolitan Government of Nashville & Davidson County TN GO, Prere. 4.000%   1/1/42        20         18
  Metropolitan Government of Nashville & Davidson County TN Water & Sewer Water Revenue 5.000%   7/1/42       915        911
  Metropolitan Nashville Airport Authority Port, Airport & Marina Revenue 5.000%   7/1/44     2,545      2,532
  Metropolitan Nashville Airport Authority Port, Airport & Marina Revenue 4.000%   7/1/54       875        708
  Metropolitan Nashville Airport Authority Port, Airport & Marina Revenue 5.000%   7/1/54     4,000      3,824
  Nashville & Davidson County TN Metropolitan Government GO 3.000%   1/1/33     1,520      1,345
  New Memphis Arena Public Building Authority Lease (Non-Terminable) Revenue (City of Memphis Project) 0.000%   4/1/33     1,000        616
  Oak Ridge TN GO 5.000%   6/1/25       600        610
  Rutherford TN GO 1.750%   4/1/35     5,465      3,966
  Shelby County TN GO 5.000%   3/1/24       690        693
  Tennessee State School Bond Authority College & University Revenue (Higher Educational Facilities 2nd Program) 5.000%  11/1/47    15,000     15,002
  Tennessee State School Bond Authority College & University Revenue (Higher Educational Facilities 2nd Program), Prere. 5.000%  11/1/25     5,170      5,282
  Tennessee State School Bond Authority College & University Revenue (Higher Educational Facilities 2nd Program), Prere. 5.000%  11/1/25       155        158
  Tennessee State School Bond Authority Intergovernmental Agreement Revenue 5.000%  11/1/47    10,000     10,162
  Tennessee State School Bond Authority Intergovernmental Agreement Revenue 5.000%  11/1/52     6,000      6,065
  Williamson County TX GO 1.500%   4/1/32     2,040      1,573
  Williamson County TX GO 1.500%   4/1/33     2,070      1,558
                                   142,414
Texas (9.8%)
  Alamo Community College District GO 5.000%  2/15/27     3,495      3,626
  Alamo Community College District GO 5.000%  2/15/28        10         10
  Alamo Community College District GO 4.000%   8/1/40     5,250      4,626
14 Alamo Heights Independent School District GO 4.000%   2/1/30       330        331
  Alamo Regional Mobility Authority Miscellaneous Revenue, Prere. 5.000%  6/15/25     1,310      1,333
14 Aldine Independent School District GO 5.000%  2/15/42     1,810      1,824
14 Aledo Independent School District GO 5.000%  2/15/48     4,500      4,550
14 Aledo Independent School District GO 5.000%  2/15/53     4,400      4,422
14 Alief Independent School District GO 2.000%  2/15/38     1,890      1,234
112

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
14 Allen Independent School District GO 5.000%  2/15/41    12,000     12,138
14 Argyle Independent School District GO 4.000%  8/15/53     1,650      1,342
14 Arlington Higher Education Finance Corp. Charter School Aid Revenue 3.000%  2/15/46     6,000      3,884
1 Arlington TX Special Tax Revenue 5.000%  2/15/48     2,000      1,988
  Austin Community College District GO 4.000%   8/1/45    15,960     13,716
  Austin Community College District GO 5.250%   8/1/53     2,410      2,478
  Austin Community College District Public Facility Corp. Lease (Appropriation) Revenue 4.000%   8/1/33       350        344
  Austin Community College District Public Facility Corp. Lease (Appropriation) Revenue 4.000%   8/1/42     1,005        843
  Austin Independent School District GO 5.000%   8/1/24     8,000      8,067
  Austin Independent School District GO 5.000%   8/1/25    19,000     19,374
  Austin Independent School District GO 4.000%   8/1/48    13,010     10,711
  Austin Independent School District GO 5.000%   8/1/48     5,000      5,022
  Austin TX Airport System Port, Airport & Marina Revenue 5.000% 11/15/41     1,105      1,091
  Austin TX Electric Utility Electric Power & Light Revenue 5.000% 11/15/44     2,015      2,042
  Austin TX Electric Utility Electric Power & Light Revenue 5.000% 11/15/45        15         15
  Austin TX Electric Utility Electric Power & Light Revenue 5.000% 11/15/48     5,000      5,055
  Austin TX Electric Utility Electric Power & Light Revenue 5.000% 11/15/50    13,165     13,246
  Austin TX Electric Utility Electric Power & Light Revenue 5.250% 11/15/53     3,765      3,859
  Austin TX Water & Wastewater System Water Revenue 5.000% 11/15/39       535        535
  Austin TX Water & Wastewater System Water Revenue 5.000% 11/15/42        95         96
  Austin TX Water & Wastewater System Water Revenue 5.000% 11/15/46     5,000      5,027
  Austin TX Water & Wastewater System Water Revenue 5.000% 11/15/50     4,050      4,070
14 Barbers Hill Independent School District GO 3.000%  2/15/38     3,975      3,083
14 Bastrop Independent School District GO 5.000%  2/15/48     2,250      2,274
14 Bastrop Independent School District GO 5.000%  2/15/53     3,445      3,469
  Bexar County Hospital District GO 4.250%  2/15/52     5,000      4,301
  Bexar County TX GO 3.000%  6/15/41     1,500      1,081
  Bexar County TX GO, Prere. 5.000%  6/15/24     1,500      1,510
  Bexar County TX GO, Prere. 5.000%  6/15/26     9,990     10,294
  Birdville Independent School District GO 4.000%  2/15/48        15         12
14 Birdville Independent School District GO 5.000%  2/15/48    10,370     10,591
  Brazoria County TX GO 3.000%   3/1/39     1,000        732
  Brazoria County TX GO 3.000%   3/1/40     1,000        725
14 Bullard Independent School District GO 4.000%  2/15/52     2,240      1,841
14 Carrollton-Farmers Branch Independent School District GO 5.000%  2/15/48     7,500      7,603
14 Carrollton-Farmers Branch Independent School District GO 4.000%  2/15/53    10,000      8,278
14 Celina Independent School District GO 4.000%  2/15/53     1,000        832
  Central Texas Regional Mobility Authority Highway Revenue 5.000%   1/1/27    16,485     16,747
  Central Texas Regional Mobility Authority Highway Revenue 4.000%   1/1/38     2,615      2,365
  Central Texas Regional Mobility Authority Highway Revenue 3.375%   1/1/41       145        112
  Central Texas Regional Mobility Authority Highway Revenue 5.000%   1/1/45     5,000      4,887
  Central Texas Regional Mobility Authority Highway Revenue 3.000%   1/1/46     2,000      1,340
  Central Texas Regional Mobility Authority Highway Revenue 5.000%   1/1/46     1,000        974
  Central Texas Regional Mobility Authority Highway Revenue 4.000%   1/1/50    12,820     10,437
  Central Texas Regional Mobility Authority Highway Revenue 4.000%   1/1/51       835        676
  Central Texas Regional Mobility Authority Highway Revenue BAN 5.000%   1/1/25    10,195     10,235
  Central Texas Regional Mobility Authority Highway Revenue, Prere. 5.000%   7/1/25       550        559
  Central Texas Regional Mobility Authority Highway Revenue, Prere. 5.000%   7/1/25     1,100      1,119
9 Central Texas Turnpike System Highway Revenue 0.000%  8/15/24     5,645      5,459
9 Central Texas Turnpike System Highway Revenue 0.000%  8/15/26     9,450      8,380
9 Central Texas Turnpike System Highway Revenue 0.000%  8/15/28     6,740      5,479
9 Central Texas Turnpike System Highway Revenue 0.000%  8/15/29     2,125      1,648
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/29       300        299
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/30     2,155      2,145
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/31     1,425      1,407
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/32     3,055      3,065
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/33     1,615      1,584
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/34    14,075     13,735
  Central Texas Turnpike System Highway Revenue 0.000%  8/15/36    21,645     10,630
  Central Texas Turnpike System Highway Revenue 0.000%  8/15/37    13,125      6,022
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/37     7,550      7,491
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/37     8,195      7,885
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/39     5,000      5,019
  Central Texas Turnpike System Highway Revenue 5.000%  8/15/42    25,085     23,675
14 Clear Creek Independent School District GO 3.000%  2/15/40     1,500      1,125
14 Cleburne Independent School District GO 5.000%  2/15/41     1,400      1,407
14 Clifton Higher Education Finance Corp. Charter School Aid Revenue 4.000%  8/15/47     2,500      2,076
113

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
14 Clifton Higher Education Finance Corp. Charter School Aid Revenue 4.000%  8/15/50     2,500      2,037
14 Clint Independent School District GO, Prere. 5.000%  8/15/25     1,615      1,645
  Collin County Community College District GO 5.000%  8/15/33     1,090      1,150
  Collin County Community College District GO 3.000%  8/15/39     1,000        744
  Collin County Community College District GO 3.000%  8/15/40     1,000        730
14 Columbia-Brazoria Independent School District GO 4.000%   2/1/49     1,200      1,022
14 Comal Independent School District GO 4.000%   2/1/39     3,585      3,195
14 Comal Independent School District GO 2.625%   2/1/47     5,000      3,101
14 Conroe Independent School District GO 5.000%  2/15/34     3,855      3,933
14 Corpus Christi Independent School District GO 4.125%  8/15/53     5,000      4,197
  Corpus Christi TX Utility System Multiple Utility Revenue 3.000%  7/15/40     1,370        974
  Corpus Christi TX Utility System Multiple Utility Revenue 5.000%  7/15/40     1,595      1,585
14 Crowley Independent School District GO 5.000%   2/1/48    10,000     10,190
14 Crowley Independent School District GO 4.250%   2/1/53     6,000      5,158
14 Crowley Independent School District GO 5.250%   2/1/53     5,000      5,169
14 Cypress-Fairbanks Independent School District GO 5.000%  2/15/25     5,735      5,821
14 Cypress-Fairbanks Independent School District GO 5.000%  2/15/27       495        496
14 Cypress-Fairbanks Independent School District GO 5.000%  2/15/27     1,205      1,239
4,14 Cypress-Fairbanks Independent School District GO 5.000%  2/15/27     5,150      5,349
14 Cypress-Fairbanks Independent School District GO 5.000%  2/15/28        15         15
14 Cypress-Fairbanks Independent School District GO 5.000%  2/15/30     2,500      2,535
14 Cypress-Fairbanks Independent School District GO 4.000%  2/15/43     3,000      2,615
14 Cypress-Fairbanks Independent School District GO 5.000%  2/15/44     1,600      1,600
14 Cypress-Fairbanks Independent School District GO 4.000%  2/15/48     3,000      2,538
9 Dallas Area Rapid Transit Sales Tax Revenue 5.250%  12/1/29       430        463
9 Dallas Area Rapid Transit Sales Tax Revenue 5.250%  12/1/30       270        294
  Dallas Area Rapid Transit Sales Tax Revenue 5.000%  12/1/31     2,500      2,654
  Dallas Area Rapid Transit Sales Tax Revenue 5.000%  12/1/33     2,000      2,113
  Dallas Area Rapid Transit Sales Tax Revenue 5.000%  12/1/34     9,080      9,558
  Dallas Area Rapid Transit Sales Tax Revenue 5.000%  12/1/47    20,515     20,589
  Dallas Area Rapid Transit Sales Tax Revenue, Prere. 5.000%  12/1/25     5,755      5,898
  Dallas Area Rapid Transit Sales Tax Revenue, Prere. 5.000%  12/1/25    12,305     12,610
  Dallas Area Rapid Transit Sales Tax Revenue, Prere. 5.000%  12/1/25     6,560      6,723
  Dallas College GO 5.000%  2/15/24    16,500     16,554
  Dallas College GO 5.000%  2/15/25    20,000     20,308
  Dallas College GO 4.000%  2/15/28       730        729
  Dallas County Utility & Reclamation District GO 5.000%  2/15/27       100        102
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/24       325        328
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/25     7,840      8,000
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/25       975        995
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.125%  11/1/25       425        425
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/26     1,165      1,204
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/27     1,075      1,121
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/28       585        616
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/29     2,925      3,106
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/30       410        410
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/30     2,085      2,224
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.250%  11/1/30       350        350
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/31       180        190
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/31     1,500      1,606
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.250%  11/1/31       385        385
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/32     2,000      2,145
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/33     2,185      2,310
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/33     3,285      3,473
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.250%  11/1/33     5,565      5,565
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 4.000%  11/1/34     1,720      1,663
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 4.000%  11/1/35     1,445      1,389
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 4.000%  11/1/41     4,000      3,539
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 4.000%  11/1/42    15,150     13,184
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/43     5,600      5,600
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/43     4,405      4,387
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 4.000%  11/1/45     9,970      8,441
  Dallas Fort Worth International Airport Port, Airport & Marina Revenue 5.000%  11/1/47     4,000      3,925
14 Dallas Independent School District GO 5.000%  2/15/24    15,425     15,474
14 Dallas Independent School District GO 5.000%  8/15/24       635        641
14 Dallas Independent School District GO 4.000%  2/15/29     5,050      4,989
14 Dallas Independent School District GO 3.000%  2/15/39     5,340      4,098
114

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
14 Dallas Independent School District GO 2.000%  2/15/43     1,000        572
14 Dallas Independent School District GO 5.000%  2/15/48       150        153
14 Dallas Independent School District GO 4.000%  2/15/53     3,500      2,920
14 Dallas Independent School District GO Prere. 5.000%  8/15/24    10,000     10,084
14 Dallas Independent School District GO, Prere. 5.000%  8/15/24     1,275      1,286
14 Dallas Independent School District GO, Prere. 5.000%  8/15/24     3,200      3,227
  Dallas TX GO 5.000%  2/15/24     4,815      4,830
  Dallas TX GO 5.000%  2/15/24    10,000     10,030
  Dallas TX GO 5.000%  2/15/25        10         10
  Dallas TX GO 5.000%  2/15/26     3,000      3,071
  Dallas TX GO 5.000%  2/15/27     1,870      1,873
  Dallas TX GO 5.000%  2/15/27     3,000      3,107
  Dallas TX GO 5.000%  2/15/28     6,335      6,345
  Dallas TX GO 5.000%  2/15/28     3,000      3,144
  Dallas TX GO 5.000%  2/15/30     9,660     10,271
  Dallas TX GO 5.000%  2/15/31    10,815     11,568
  Dallas TX Waterworks & Sewer System Water Revenue 5.000%  10/1/24     2,815      2,845
  Dallas TX Waterworks & Sewer System Water Revenue 5.000%  10/1/27     2,980      3,045
  Dallas TX Waterworks & Sewer System Water Revenue 5.000%  10/1/29     2,445      2,506
  Dallas TX Waterworks & Sewer System Water Revenue 5.000%  10/1/30       860        880
  Dallas TX Waterworks & Sewer System Water Revenue 5.000%  10/1/31       220        225
  Dallas TX Waterworks & Sewer System Water Revenue 4.000%  10/1/35    13,105     12,048
  Dallas TX Waterworks & Sewer System Water Revenue 4.000%  10/1/49        20         17
14 Del Valle Independent School District TX GO 4.000%  6/15/47     7,540      6,536
14 Denton Independent School District GO 5.000%  8/15/35     3,560      3,841
14 Denton Independent School District GO 5.000%  8/15/36     1,000      1,071
14 Denton Independent School District GO 5.000%  8/15/37       615        651
14 Denton Independent School District GO 5.000%  8/15/38       830        872
14 Denton Independent School District GO 5.000%  8/15/39     1,370      1,433
14 Denton Independent School District GO 5.000%  8/15/40     1,295      1,349
14 Denton Independent School District GO 5.000%  8/15/41     1,285      1,333
14 Denton Independent School District GO 5.000%  8/15/42     2,950      3,044
14 Denton Independent School District GO 5.000%  8/15/43     1,450      1,493
14 Denton Independent School District GO 5.000%  8/15/48    20,000     20,339
14 Denton Independent School District GO 5.000%  8/15/53    12,255     12,347
14 Denton Independent School District GO, Prere. 5.000%  8/15/25       110        112
14 Denton Independent School District GO, Prere. 5.000%  8/15/25     6,800      6,937
  Denton TX GO 2.000%  2/15/39     1,400        898
14 Dickinson Independent School District GO 4.000%  2/15/38     3,180      2,849
14 Dickinson Independent School District GO 4.000%  2/15/41    12,650     11,119
14 Dripping Springs TX Independent School District GO, Prere. 5.000%  2/15/24     1,155      1,159
14 Eagle Brook Meadows Metropolitan District No. 3 GO 2.250%  8/15/51     5,000      2,627
14 El Paso Independent School District GO 4.000%  8/15/45       255        217
  El Paso Municipal Drainage Utility System Sewer Revenue 4.000%   3/1/29       665        661
  El Paso TX GO 4.000%  8/15/41        55         47
  El Paso TX GO 4.000%  8/15/42       200        169
  El Paso TX GO 5.000%  8/15/42     1,235      1,236
  El Paso TX GO 4.000%  8/15/44     1,485      1,238
  El Paso TX GO 3.000%  8/15/47     2,990      1,955
  El Paso TX Water & Sewer Water Revenue 2.000%   3/1/39     1,255        768
  El Paso TX Water & Sewer Water Revenue 4.000%   3/1/44    17,660     15,144
  El Paso TX Water & Sewer Water Revenue 4.000%   3/1/48     7,875      6,629
14 Forney Independent School District GO 2.000%  2/15/36     4,355      3,091
14 Forney Independent School District GO 2.000%  2/15/40     1,835      1,130
14 Forney Independent School District GO 4.000%  8/15/53     7,500      6,190
  Fort Bend County TX GO 5.250%   3/1/53       100        103
  Fort Bend County TX Toll Road Highway Revenue 5.000%   3/1/41     7,045      7,066
  Fort Bend County Water Control & Improvement District No. 2 GO 2.000%   9/1/36       500        345
  Fort Bend Grand Parkway Toll Road Authority Highway Revenue 2.500%   3/1/46     5,000      3,024
  Fort Bend Grand Parkway Toll Road Authority Highway Revenue 3.000%   3/1/51     1,485        960
14 Fort Bend Independent School District GO PUT 0.875%   8/1/25     1,535      1,443
5 Fort Bend TX Toll Road Highway Revenue 3.000%   3/1/51     3,625      2,352
  Fort Worth TX Water & Sewer System Water Revenue 5.000%  2/15/29       740        742
14 Frenship Independent School District GO 3.000%  2/15/41     1,240        910
14 Frenship Independent School District GO, Prere. 5.000%  2/15/24       375        376
14 Frisco Independent School District GO 5.000%  8/15/36     1,295      1,346
14 Frisco Independent School District GO 3.500%  2/15/37     5,000      4,382
115

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Frisco TX GO 2.000%  2/15/38     1,315        860
14 Galveston Independent School District GO 4.000%   2/1/47     2,380      2,006
14 Garland Independent School District GO 5.000%  2/15/24     3,675      3,686
  Garland TX Electric Utility System Electric Power & Light Revenue 4.000%   3/1/49     2,400      1,922
  Georgetown City TX GO 2.000%  8/15/34     1,130        817
1 Georgetown TX Utility System Multiple Utility Revenue 4.250%  8/15/47        15         13
14 Goose Creek Consolidated Independent School District GO PUT 0.720%   8/1/26     7,605      6,607
  Grand Parkway Transportation Corp. Highway Revenue 5.000%  10/1/34     2,750      2,861
  Grand Parkway Transportation Corp. Highway Revenue 5.000%  10/1/35       810        840
  Grand Parkway Transportation Corp. Highway Revenue 5.500%  10/1/35     5,380      5,718
  Grand Parkway Transportation Corp. Highway Revenue 5.000%  10/1/38     1,000      1,019
  Grand Parkway Transportation Corp. Highway Revenue 5.000%  10/1/43     4,575      4,557
  Grand Parkway Transportation Corp. Highway Revenue 5.000%  10/1/48    16,500     16,364
  Grand Parkway Transportation Corp. Highway Revenue 5.850%  10/1/48        50         52
  Grand Parkway Transportation Corp. Highway Revenue 4.000%  10/1/49    12,585     10,153
5 Grand Parkway Transportation Corp. Highway Revenue 3.000%  10/1/50     1,000        637
  Grand Parkway Transportation Corp. Highway Revenue PUT 5.000%   4/1/28    12,985     13,441
5 Greater Texoma Utility Authority Intergovernmental Agreement Revenue (Sherman City Project) 4.375%  10/1/53     1,500      1,253
14 Gregory-Portland Independent School District GO 5.000%  2/15/25       465        472
14 Hallsville Independent School District GO 3.000%  2/15/38     2,975      2,308
  Harris County Cultural Education Facilities Finance Corp. Electric Power & Light Revenue (TECO Project) 4.000% 11/15/32     1,000        966
  Harris County Cultural Education Facilities Finance Corp. Electric Power & Light Revenue (TECO Project) 4.000% 11/15/34       750        711
  Harris County Cultural Education Facilities Finance Corp. Electric Power & Light Revenue (TECO Project) 4.000% 11/15/36       400        366
  Harris County Cultural Education Facilities Finance Corp. Electric Power & Light Revenue (TECO Project) 4.000% 11/15/37       375        336
  Harris County Flood Control District Ad Valorem Property Tax Revenue 5.000%  10/1/26     3,140      3,167
  Harris County Flood Control District GO 4.000%  10/1/45     5,085      4,389
  Harris County Flood Control District GO 4.250%  10/1/47     4,565      4,019
  Harris County Flood Control District GO 4.000%  9/15/48     5,000      4,207
  Harris County Flood Control District Intergovernmental Agreement Revenue 5.000%  10/1/25     7,000      7,074
  Harris County Toll Road Authority Highway Revenue 5.000%  8/15/29     3,000      3,185
  Harris County Toll Road Authority Highway Revenue 5.000%  8/15/30     3,000      3,208
  Harris County Toll Road Authority Highway Revenue 5.000%  8/15/31     3,055      3,194
  Harris County Toll Road Authority Highway Revenue 5.000%  8/15/33        80         86
  Harris County Toll Road Authority Highway Revenue 4.000%  8/15/45     9,500      8,004
  Harris County Toll Road Authority Highway Revenue 4.000%  8/15/50       530        433
  Harris County TX GO 5.000%  10/1/24     2,900      2,928
  Harris County TX GO 5.000%  10/1/26     1,295      1,317
  Harris County TX GO 5.000%  10/1/27     2,950      3,000
  Harris County TX GO 5.000%  10/1/28     1,965      1,998
  Harris County TX GO 5.000%  9/15/48     1,500      1,529
  Harris County TX Highway Revenue 5.000%  8/15/24     2,465      2,485
  Harris County TX Highway Revenue 5.000%  8/15/25     5,210      5,305
  Harris County TX Highway Revenue 5.000%  8/15/28       615        631
  Harris County TX Highway Revenue 5.000%  8/15/30       770        788
  Harris County TX Highway Revenue 5.000%  8/15/36        60         61
  Harris County TX Port Authority of Houston Port, Airport & Marina Revenue 5.000%  10/1/51     7,500      7,481
1 Harris County-Houston Sports Authority Hotel Occupancy Tax Revenue 5.000% 11/15/25       625        630
1 Harris County-Houston Sports Authority Hotel Occupancy Tax Revenue 5.000% 11/15/26       575        581
  Harris County-Houston Sports Authority Hotel Occupancy Tax Revenue 5.000% 11/15/28     2,925      2,935
  Harris County-Houston Sports Authority Hotel Occupancy Tax Revenue 5.000% 11/15/29       110        110
  Harris County-Houston Sports Authority Hotel Occupancy Tax Revenue 5.000% 11/15/30       655        657
  Hidalgo County Regional Mobility Authority Highway Revenue 0.000%  12/1/52     1,945        307
  Hidalgo County TX GO 4.000%  8/15/43     3,955      3,364
14 Houston Independent School District GO 5.000%  2/15/24     3,645      3,657
14 Houston Independent School District GO 5.000%  2/15/24       255        256
14 Houston Independent School District GO 5.000%  2/15/25    12,295     12,479
14 Houston Independent School District GO 5.000%  2/15/25     2,130      2,162
14 Houston Independent School District GO 5.000%  2/15/26     6,955      7,140
14 Houston Independent School District GO 5.000%  2/15/26     5,700      5,852
14 Houston Independent School District GO 5.000%  2/15/27       150        154
14 Houston Independent School District GO 5.000%  2/15/28     4,735      4,851
14 Houston Independent School District GO 5.000%  2/15/29     5,200      5,328
14 Houston Independent School District GO 5.000%  2/15/30       835        855
14 Houston Independent School District GO 4.000%  2/15/33       500        490
14 Houston Independent School District GO PUT 3.000%   6/1/24     1,000        992
  Houston TX Airport System Port, Airport & Marina Revenue 5.000%   7/1/29     1,195      1,249
  Houston TX Airport System Port, Airport & Marina Revenue 5.000%   7/1/30       280        290
116

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Houston TX Airport System Port, Airport & Marina Revenue 5.000%   7/1/38     5,000      5,058
  Houston TX Combined Utility System Sewer Revenue 5.000%  5/15/24     1,165      1,172
  Houston TX Combined Utility System Sewer Revenue 5.000%  5/15/25     7,850      7,899
  Houston TX Combined Utility System Sewer Revenue 5.000%  5/15/27     5,635      5,661
  Houston TX Combined Utility System Sewer Revenue 5.000%  5/15/28     3,105      3,119
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/24       350        354
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/30     1,080      1,106
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/32    12,705     13,557
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/33     1,540      1,638
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/34     6,000      6,106
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/35       960        974
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/36       385        389
  Houston TX Combined Utility System Water Revenue 4.000% 11/15/37       150        134
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/39       525        525
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/42     1,065      1,069
  Houston TX Combined Utility System Water Revenue 4.000% 11/15/44     2,000      1,684
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/44        75         74
  Houston TX Combined Utility System Water Revenue 4.000% 11/15/45        50         42
  Houston TX Combined Utility System Water Revenue 4.000% 11/15/48     3,230      2,646
  Houston TX Combined Utility System Water Revenue 4.000% 11/15/49    15,000     12,231
  Houston TX Combined Utility System Water Revenue 5.000% 11/15/49     6,320      6,336
  Houston TX Combined Utility System Water Revenue 4.000% 11/15/51    10,750      8,689
1 Houston TX Combined Utility System Water Revenue, ETM 0.000%  12/1/26    17,935     15,824
1 Houston TX Combined Utility System Water Revenue, ETM 0.000%  12/1/27     1,395      1,183
1 Houston TX Combined Utility System Water Revenue, ETM 0.000%  12/1/28     1,230      1,003
  Houston TX GO 5.000%   3/1/24       140        140
  Houston TX GO 5.000%   3/1/25       100        101
  Houston TX GO 5.000%   3/1/25       270        274
  Houston TX GO 5.000%   3/1/26     2,145      2,200
  Houston TX GO 5.000%   3/1/26     4,530      4,646
  Houston TX GO 5.000%   3/1/27     2,215      2,266
  Houston TX GO 5.000%   3/1/27     1,650      1,711
  Houston TX GO 5.000%   3/1/28       300        306
  Houston TX GO 5.000%   3/1/28     6,080      6,292
  Houston TX GO 5.000%   3/1/28       750        787
  Houston TX GO 5.000%   3/1/29     8,745      9,274
  Houston TX GO 5.000%   3/1/31     1,355      1,456
  Houston TX GO 5.000%   3/1/34       225        244
  Houston TX GO 4.000%   3/1/35     2,460      2,357
  Houston TX GO 5.250%   3/1/42       825        861
  Houston TX GO 5.250%   3/1/43       950        989
  Houston TX GO 4.000%   3/1/49     7,120      5,868
  Houston TX Hotel Occupancy Tax & Special Hotel Occupancy Tax Revenue 5.000%   9/1/29       600        604
  Houston TX Hotel Occupancy Tax & Special Hotel Occupancy Tax Revenue 5.000%   9/1/31       500        503
  Houston TX Hotel Occupancy Tax & Special Hotel Occupancy Tax Revenue 5.000%   9/1/32     1,030      1,035
  Houston TX Hotel Occupancy Tax & Special Hotel Occupancy Tax Revenue 5.000%   9/1/32       500        502
  Houston TX Hotel Occupancy Tax & Special Hotel Occupancy Tax Revenue 5.000%   9/1/34       500        502
14 Hutto Independent School District GO 5.000%   8/1/48        25         26
14 Hutto Independent School District GO 5.000%   8/1/53     1,595      1,628
14 Hutto Independent School District GO PUT 2.000%   8/1/25       750        719
14 Irving Independent School District GO 5.000%  2/15/39       700        727
14 Irving Independent School District GO 5.000%  2/15/40     1,610      1,664
14 Irving Independent School District GO 5.000%  2/15/41     1,500      1,542
14 Irving Independent School District GO 5.000%  2/15/42     1,360      1,391
14 Irving Independent School District GO 5.000%  2/15/43     1,180      1,205
  Irving TX GO 5.000%  9/15/29     1,525      1,606
14 Jim Ned Consolidated Independent School District GO 2.000%  2/15/40     1,070        653
14 Judson Independent School District GO 4.000%   2/1/41        30         26
14 Katy Independent School District GO 5.000%  2/15/24     5,250      5,267
14 Katy Independent School District GO 5.000%  2/15/48    11,005     11,151
14 Katy Independent School District GO 4.000%  2/15/53     7,000      5,800
14 Keller Independent School District GO, Prere. 4.000%  2/15/25     1,000      1,001
14 Keller TX Independent School District GO 4.000%  8/15/38    11,260     10,343
14 Keller TX Independent School District GO, Prere. 4.000%  2/15/25     5,000      5,007
14 Klein Independent School District GO 4.000%   8/1/40    18,765     16,945
14 Klein Independent School District GO 4.000%   8/1/43     4,830      4,280
14 Klein Independent School District GO 4.000%   2/1/45     6,410      5,669
117

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Lamar Consolidated Independent School District GO 4.000%  2/15/48     6,725      5,559
14 Lamar Consolidated Independent School District GO 4.000%  2/15/48     2,500      2,126
14 Lamar Consolidated Independent School District GO 3.000%  2/15/51     2,745      1,739
14 Lamar Consolidated Independent School District GO 5.000%  2/15/53     4,720      4,782
14 Lamar Consolidated Independent School District GO 5.000%  2/15/58    18,215     18,333
1 Lamar Consolidated Independent School District GO 5.500%  2/15/58    10,000     10,479
14 Lamar Consolidated Independent School District GO 4.000%  2/15/62    10,000      8,100
14 Laredo Independent School District GO 4.000%   8/1/28     1,640      1,615
14 Leander Independent School District GO 5.000%  8/15/38       450        453
14 Leander Independent School District GO 5.000%  8/15/39     1,650      1,660
14 Leander Independent School District GO 5.000%  8/15/40    11,575     11,632
14 Leander Independent School District GO 0.000%  8/16/42     1,655        606
14 Leander Independent School District GO 5.000%  2/15/48     3,000      3,041
14 Leander Independent School District GO, Prere. 0.000%  8/15/24    25,000      9,331
14 Leander Independent School District GO, Prere. 0.000%  8/15/24       200         90
14 Lewisville Independent School District GO 4.000%  8/15/26       550        546
14 Lewisville Independent School District GO 4.000%  8/15/27     3,765      3,743
  Lewisville Independent School District GO 5.000%  8/15/28     1,655      1,678
14 Liberty Hill Independent School District GO 4.000%   2/1/46     1,000        858
14 Liberty Hill Independent School District GO 4.375%   2/1/47     5,000      4,638
  Little Elm Town TX GO 2.000%   8/1/37     1,295        840
14 Longview Independent School District GO 4.000%  2/15/30     4,480      4,434
1 Lower Colorado River Authority Electric Power & Light Revenue 4.000%  5/15/40     7,990      6,920
  Lower Colorado River Authority Electric Power & Light Revenue PUT 5.000%  5/15/28     3,000      3,065
  Lower Colorado River Authority Intergovernmental Agreement Revenue 5.000%  5/15/25     1,510      1,533
1 Lower Colorado River Authority Intergovernmental Agreement Revenue 5.000%  5/15/27     1,400      1,451
1 Lower Colorado River Authority Intergovernmental Agreement Revenue 5.000%  5/15/30     3,000      3,175
  Lower Colorado River Authority Intergovernmental Agreement Revenue 5.000%  5/15/31     3,075      3,242
  Lower Colorado River Authority Intergovernmental Agreement Revenue 5.000%  5/15/33     1,500      1,590
  Lower Colorado River Authority Intergovernmental Agreement Revenue 5.000%  5/15/40     4,650      4,620
  Lower Colorado River Authority Intergovernmental Agreement Revenue 5.000%  5/15/44       660        644
  Lower Colorado River Authority Intergovernmental Agreement Revenue 5.000%  5/15/47        90         87
  Lower Colorado River Authority Intergovernmental Agreement Revenue 5.250%  5/15/48     2,750      2,731
1 Lower Colorado River Authority Intergovernmental Agreement Revenue 5.500%  5/15/48     2,500      2,567
  Lower Colorado River Authority Intergovernmental Agreement Revenue 3.875%  5/15/49     5,000      3,859
1 Lower Colorado River Authority Intergovernmental Agreement Revenue 5.250%  5/15/53     3,980      4,003
1 Lower Colorado River Authority Intergovernmental Agreement Revenue 5.500%  5/15/53     5,000      5,107
  Lubbock County TX GO 2.000%  2/15/35     2,310      1,643
  Lubbock TX Electric Light & Power System Electric Power & Light Revenue 4.000%  4/15/46    12,995     10,620
  Lubbock TX Electric Light & Power System Electric Power & Light Revenue 4.000%  4/15/51     5,000      3,954
14 Mansfield Independent School District GO, Prere. 4.000%  2/15/24     3,915      3,915
  McLennan County TX GO 2.000%   6/1/39       880        556
14 Medina Valley Independent School District GO 4.000%  2/15/53     9,000      7,468
14 Monahans-Wickett-Pyote Independent School District GO 3.000%  2/15/32     1,415      1,240
  Montgomery County Toll Road Authority Highway Revenue 5.000%  9/15/48     2,000      1,781
14 Montgomery Independent School District GO 4.000%  2/15/48     1,920      1,599
14 Montgomery Independent School District GO 4.000%  2/15/53     2,800      2,271
14 Needville Independent School District GO 4.250%  8/15/53     2,825      2,412
14 New Caney Independent School District GO 5.000%  2/15/38     2,500      2,531
14 New Caney Independent School District GO 2.000%  2/15/39     1,000        635
14 New Caney Independent School District GO 2.000%  2/15/40     1,430        883
14 New Caney Independent School District GO 5.000%  2/15/48     1,880      1,906
14 New Caney Independent School District GO 5.000%  2/15/53     2,500      2,521
  Newark Higher Education Finance Corp. College & University Revenue 4.000%   4/1/57     3,000      2,213
  North East Texas Regional Mobility Authority Highway Revenue 5.000%   1/1/46       135        125
14 North East TX Independent School District GO 5.250%   2/1/27       305        318
14 North East TX Independent School District GO, Prere. 5.000%   2/1/24       325        326
5 North Fort Bend Water Authority Water Revenue 5.000% 12/15/26     1,515      1,565
  North Harris County Regional Water Authority Water Revenue 4.000% 12/15/41    10,000      8,613
  North Texas Municipal Water District Sewer Revenue 4.000%   6/1/31       360        358
  North Texas Municipal Water District Water System Water Revenue 3.000%   9/1/33     2,250      1,945
  North Texas Municipal Water District Water System Water Revenue 5.000%   9/1/34     5,750      5,813
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/24       235        235
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/24     4,150      4,156
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/24     1,895      1,898
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/24     3,000      3,005
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/24     3,000      3,004
118

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/25     2,625      2,629
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/25     1,910      1,913
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/25     3,000      3,033
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/25     3,265      3,304
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/26     7,835      7,847
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/26     3,665      3,742
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/26     3,050      3,121
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/26     1,000      1,021
4 North Texas Tollway Authority Highway Revenue 5.000%   1/1/26     6,505      6,654
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/27    20,205     20,236
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/27     4,000      4,125
4 North Texas Tollway Authority Highway Revenue 5.000%   1/1/27     7,505      7,762
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/28     3,300      3,368
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/28       330        335
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/28     1,150      1,174
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/28    14,635     15,232
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/29     2,660      2,683
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/29     1,935      1,974
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/29        25         25
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/30       375        376
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/30       280        281
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/30     1,160      1,182
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/31     5,685      5,694
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/31     2,000      2,035
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/31     1,000      1,012
4 North Texas Tollway Authority Highway Revenue 5.000%   1/1/31     1,500      1,602
4 North Texas Tollway Authority Highway Revenue 5.000%   1/1/31     4,900      5,182
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/32     1,560      1,565
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/33       300        301
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/34    11,725     11,750
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/34     1,265      1,273
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/35     2,915      2,920
  North Texas Tollway Authority Highway Revenue 4.000%   1/1/36     4,350      4,067
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/37        40         40
  North Texas Tollway Authority Highway Revenue 4.000%   1/1/38    10,395      8,937
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/38       600        587
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/38       505        505
  North Texas Tollway Authority Highway Revenue 5.250%   1/1/38     2,500      2,624
  North Texas Tollway Authority Highway Revenue 4.000%   1/1/39       555        485
  North Texas Tollway Authority Highway Revenue 4.000%   1/1/39     9,120      8,013
  North Texas Tollway Authority Highway Revenue 4.125%   1/1/39     2,500      2,249
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/39     9,635      9,676
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/39     2,000      2,051
  North Texas Tollway Authority Highway Revenue 4.000%   1/1/40     1,850      1,586
  North Texas Tollway Authority Highway Revenue 4.125%   1/1/40     1,250      1,113
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/40     2,250      2,295
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/43    21,390     21,488
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/43     9,950      9,953
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/45       985        974
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/48     6,410      6,347
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/48    15,315     15,228
  North Texas Tollway Authority Highway Revenue 5.000%   1/1/48     1,000        994
  North Texas Tollway Authority Highway Revenue 4.250%   1/1/49     1,100        905
  North Texas Tollway Authority Highway Revenue 3.000%   1/1/51     2,830      1,823
  North Texas Tollway Authority Highway Revenue (Special Projects System), Prere. 0.000%   9/1/31    25,670     11,814
10 North Texas Tollway Authority Highway Revenue, Prere. 6.200%   1/1/25    11,875     12,174
  North Texas Tollway Authority Highway Revenue, Prere. 6.500%   1/1/25     1,940      1,994
  North Texas Tollway Authority Highway Revenue, Prere. 6.750%   9/1/31     2,500      2,961
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/28     8,040      6,730
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/29     1,180        945
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/30     2,425      1,847
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/31     6,120      4,427
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/32       155        107
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/33    20,605     13,544
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/34     6,005      3,746
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/35       200        118
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/36    10,550      5,891
119

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/37     3,345      1,736
10 North Texas Tollway Authority Miscellaneous Revenue 0.000%   1/1/38     6,615      3,180
14 Northside Independent School District GO PUT 1.600%   8/1/24     1,665      1,631
14 Northside Independent School District GO PUT 0.700%   6/1/25     4,160      3,921
14 Northside Independent School District GO PUT 3.000%   8/1/26     3,850      3,710
14 Northside Independent School District GO PUT 2.000%   6/1/27     3,625      3,329
14 Northwest Independent School District GO 4.000%  2/15/48     1,785      1,528
14 Northwest Independent School District GO 5.000%  2/15/48       205        208
14 Northwest Independent School District GO 5.000%  2/15/48     7,685      7,782
14 Pasadena Independent School District GO 4.000%  2/15/52        15         13
14 Pasadena Independent School District GO 4.250%  2/15/53       275        245
14 Pecos Barstow Toyah Independent School District GO, Prere 4.000%  2/15/25     1,455      1,457
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/24     1,080      1,089
  Permanent University Fund - University of Texas System College & University Revenue 5.250%   7/1/26     5,155      5,349
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/27     6,630      6,926
  Permanent University Fund - University of Texas System College & University Revenue 5.250%   7/1/30       410        448
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/32     6,345      6,917
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/32     1,555      1,695
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/33       750        823
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/33       105        114
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/34        30         32
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/40     4,915      5,124
  Permanent University Fund - University of Texas System College & University Revenue 4.000%   7/1/41     1,280      1,138
  Permanent University Fund - University of Texas System College & University Revenue 4.000%   7/1/41     1,000        891
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/41     3,720      3,862
  Permanent University Fund - University of Texas System College & University Revenue 5.000%   7/1/42     2,515      2,595
  Permanent University Fund - University of Texas System College & University Revenue 4.125%   7/1/52     2,000      1,687
  Permanent University Fund - University of Texas System College & University Revenue Prere. 4.000%   7/1/24     3,185      3,188
  Permanent University Fund - University of Texas System College & University Revenue, Prere. 5.000%   7/1/24     2,100      2,115
  Pflugerville Independent School District GO 5.000%  2/15/48     2,445      2,448
  Pflugerville TX GO 1.750%   8/1/34     1,190        841
  Pflugerville TX GO 4.000%   8/1/49     1,830      1,498
  Pflugerville TX GO 4.125%   8/1/53     3,505      2,888
  Plano Independent School District GO 5.000%  2/15/24    10,500     10,532
  Plano Independent School District GO 5.000%  2/15/25    10,000     10,145
  Plano Independent School District GO 5.000%  2/15/38        30         31
  Plano Independent School District GO 3.625%  2/15/39     3,000      2,551
  Plano Independent School District GO 3.750%  2/15/40     3,000      2,551
  Plano Independent School District GO 5.000%  2/15/41     3,000      3,099
  Plano Independent School District GO 5.000%  2/15/42     2,000      2,056
  Plano Independent School District GO 5.000%  2/15/43     4,000      4,105
  Plano TX GO 2.000%   9/1/38     1,975      1,274
  Port Authority of Houston of Harris County Texas Port, Airport & Marina Revenue 5.000%  10/1/53     9,000      8,942
14 Prosper Independent School District GO 5.000%  2/15/48    10,000     10,082
14 Prosper Independent School District GO 2.250%  2/15/52     6,110      3,189
  Prosper TX GO 2.000%  2/15/35     2,035      1,494
14 Richardson Independent School District GO 5.000%  2/15/25     1,395      1,416
14 Richardson Independent School District GO 5.000%  2/15/42     7,445      7,513
14 Rockwall Independent School District GO 5.250%  2/15/48        85         88
14 Rockwall Independent School District GO 4.000%  2/15/53    14,500     11,952
14 Rockwall Independent School District GO, Prere. 5.000%  2/15/25     1,120      1,135
14 Round Rock Independent School District GO 5.000%   8/1/31       580        618
14 Round Rock Independent School District GO 4.000%   8/1/32     1,240      1,233
14 Royse City Independent School District GO 5.000%  2/15/53     2,995      3,010
  Sabine-Neches Navigation District GO (Sabine-Neches Waterway Project) 4.625%  2/15/47    11,500     10,614
  San Antonio Education Facilities Corp. College & University Revenue 4.000%   4/1/46     5,500      4,109
  San Antonio Education Facilities Corp. College & University Revenue 4.000%   4/1/51     3,500      2,499
  San Antonio Education Facilities Corp. College & University Revenue 3.000%   4/1/54     3,585      1,960
14 San Antonio Independent School District GO 5.000%  8/15/52    17,140     17,374
  San Antonio Public Facilities Corp. Lease (Appropriation) Revenue 5.000%  9/15/34     7,500      7,969
  San Antonio Public Facilities Corp. Lease (Appropriation) Revenue 5.000%  9/15/35     5,000      5,281
  San Antonio Public Facilities Corp. Lease (Appropriation) Revenue 4.000%  9/15/42     9,890      8,206
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.250%   2/1/24     3,030      3,039
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/25       500        506
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.250%   2/1/25    17,695     17,960
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/26     9,820     10,049
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/27     5,945      6,119
120

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 3.000%   2/1/29       500        465
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/29    13,300     13,655
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 3.000%   2/1/30     1,860      1,701
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/30       460        471
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/31     3,095      3,156
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/32       260        265
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/36     1,040      1,081
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/39       535        536
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/39     1,850      1,883
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/40     3,930      3,981
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/41     2,735      2,761
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.250%   2/1/41     3,000      3,133
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.250%   2/1/42     3,000      3,117
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/44       190        189
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/44     4,250      4,258
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/46    10,500     10,479
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.250%   2/1/46     3,000      3,099
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue 5.000%   2/1/47     5,380      5,409
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue PUT 1.750%  12/1/25     1,315      1,234
  San Antonio TX Electric & Gas Systems Electric Power & Light Revenue PUT 3.650%  12/1/26     3,845      3,743
14 San Antonio TX Independent School District GO 5.000%  2/15/24       720        722
14 San Antonio TX Independent School District GO 5.000%  8/15/48     1,975      1,977
15 San Antonio Water System Water Revenue 3.700%  11/2/23    11,260     11,544
  San Antonio Water System Water Revenue 5.000%  5/15/33       585        598
  San Antonio Water System Water Revenue 5.000%  5/15/46        75         76
  San Antonio Water System Water Revenue 5.000%  5/15/48     2,995      3,014
  San Antonio Water System Water Revenue 5.250%  5/15/48     5,000      5,155
  San Antonio Water System Water Revenue 5.250%  5/15/52     5,000      5,140
  San Antonio Water System Water Revenue PUT 2.625%   5/1/24     9,210      9,117
  San Jacinto Community College District GO 4.000%  2/15/41     2,150      1,799
14 San Marcos Consolidated Independent School District GO 5.250%  8/15/47     3,000      3,127
14 Sanger Independent School District GO 4.000%  8/15/47     1,475      1,227
14 Sanger Independent School District GO 4.000%  8/15/52     2,030      1,641
5 Sheldon Independent School District GO 5.000%  2/15/29     1,675      1,767
14 Sherman TX Independent School District GO 5.000%  2/15/48     3,100      3,145
14 Sherman TX Independent School District GO 5.000%  2/15/53     2,500      2,523
14 Smith County Chapel Hill Independent School District GO 4.000%  2/15/53     1,500      1,229
14 Socorro Independent School District GO 4.000%  8/15/44     1,425      1,219
14 Southwest Independent School District GO 4.000%   2/1/53     7,370      6,126
14 Spring Branch Independent School District GO 5.000%   2/1/25     4,000      4,061
  Spring Independent School District GO 4.000%  8/15/52     6,655      5,368
  Stephen F Austin State University College & University Revenue 4.000% 10/15/48    15,865     13,115
  Tarrant County College District GO 5.000%  8/15/40     7,250      7,446
  Tarrant County TX GO 4.000%  7/15/47     2,775      2,322
  Tarrant Regional Water District Water Supply System Water Revenue, Prere. 5.000%   3/1/24        50         50
  Temple College GO 3.000%   7/1/46     1,955      1,293
  Temple TX GO 2.125%   8/1/39     1,720      1,070
  Texas A&M University College & University Revenue 5.000%  5/15/25     3,000      3,053
  Texas A&M University College & University Revenue 5.000%  5/15/26     3,675      3,789
  Texas A&M University College & University Revenue 5.000%  5/15/27        75         78
  Texas A&M University College & University Revenue 5.000%  5/15/28        80         83
14 Texas City Independent School District GO 4.000%  8/15/53     4,900      4,082
  Texas GO 5.000%   4/1/24     1,055      1,060
  Texas GO 5.000%  10/1/24     1,020      1,025
  Texas GO 5.000%  10/1/24    18,145     18,324
  Texas GO 5.000%  10/1/24       285        288
  Texas GO 5.000%   4/1/25     1,720      1,728
  Texas GO 5.000%  10/1/25       985        994
  Texas GO 5.000%  10/1/25       800        817
  Texas GO 5.000%   4/1/26     2,435      2,445
  Texas GO 5.000%  10/1/26       460        464
  Texas GO 5.000%  10/1/26     1,020      1,039
  Texas GO 5.000%  10/1/27       360        363
  Texas GO 5.000%  10/1/27     2,770      2,823
  Texas GO 5.000%  10/1/27     1,355      1,361
  Texas GO 3.200%  10/1/28     7,450      6,957
  Texas GO 5.000%  10/1/28     3,355      3,418
121

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Texas GO 5.000%  10/1/28     1,350      1,362
  Texas GO 5.000%  10/1/29     5,365      5,563
  Texas GO 5.000%  10/1/29     1,015      1,033
  Texas GO 4.000%  10/1/31       425        412
  Texas GO 4.000%  10/1/31     5,000      4,843
  Texas GO 5.000%  10/1/31       510        527
  Texas GO 5.000%  10/1/31    10,390     10,567
  Texas GO 2.250%   8/1/32     1,000        793
  Texas GO 5.000%  10/1/32     6,090      6,280
  Texas GO 5.000%  10/1/32    19,500     19,814
  Texas GO 2.250%   8/1/33     1,000        776
  Texas GO 5.000%  10/1/33     5,965      6,142
  Texas GO 5.000%  10/1/34     1,520      1,561
  Texas GO 2.000%   8/1/35     2,000      1,429
  Texas GO 5.000%  10/1/35     9,270      9,376
  Texas GO 5.000%  10/1/35    10,000     10,229
  Texas GO 2.000%   8/1/36     3,000      2,062
  Texas GO 5.000%  10/1/36     6,815      6,875
  Texas GO 5.000%  5/15/40     1,595      1,601
  Texas GO 5.000%   8/1/41     3,000      3,011
  Texas GO 5.000%   4/1/43     1,320      1,329
  Texas GO 5.000%   4/1/46       235        236
  Texas GO, Prere. 4.000%   4/1/24     1,000      1,000
  Texas GO, Prere. 5.000%   4/1/24       640        643
  Texas GO, Prere. 5.000%   4/1/24       455        457
  Texas GO, Prere. 5.000%   4/1/24     2,550      2,561
  Texas GO, Prere. 5.000%   4/1/24     1,460      1,467
  Texas GO, Prere. 5.000%   4/1/24     4,565      4,588
  Texas GO, Prere. 5.000%   4/1/24     1,300      1,306
  Texas GO, Prere. 5.000%   4/1/24       665        668
  Texas GO, Prere. 5.000%   4/1/24       590        593
  Texas GO, Prere. 5.000%   4/1/24       750        754
  Texas GO, Prere. 5.000%   4/1/24    19,500     19,597
  Texas GO, Prere. 5.000%   4/1/24     3,125      3,140
  Texas GO, Prere. 5.000%  10/1/24     3,730      3,763
  Texas GO, Prere. 5.000%  10/1/24    45,635     46,043
  Texas GO, Prere. 5.000%  10/1/24     5,700      5,751
1 Texas Municipal Power Agency Electric Power & Light Revenue 3.000%   9/1/35     1,015        811
1 Texas Municipal Power Agency Electric Power & Light Revenue 2.000%   9/1/37     1,600      1,018
1 Texas Municipal Power Agency Electric Power & Light Revenue 3.000%   9/1/39     3,705      2,664
1 Texas Municipal Power Agency Electric Power & Light Revenue 3.000%   9/1/46     2,595      1,680
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000% 12/31/30     2,750      2,652
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000% 12/31/31     4,500      4,318
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000%  6/30/32     3,500      3,354
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000%  6/30/33     2,000      1,900
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 5.000% 12/31/33       265        271
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000% 12/31/35     1,000        924
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 5.000% 12/31/35     4,770      4,836
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000%  6/30/36     1,000        917
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000% 12/31/38     1,000        895
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000%  6/30/39     1,050        933
  Texas Private Activity Bond Surface Transportation Corp. Highway Revenue 4.000% 12/31/39     1,000        886
1 Texas State Technical College & University Revenue 5.500%   8/1/42     3,500      3,650
  Texas State University System College & University Revenue 5.000%  3/15/27     1,715      1,780
  Texas State University System College & University Revenue 5.000%  3/15/28     4,455      4,611
  Texas State University System College & University Revenue 5.000%  3/15/29       580        599
  Texas Transportation Commission Highway Revenue 0.000%   8/1/49     5,750      1,170
  Texas Transportation Commission Highway Revenue 0.000%   8/1/50     2,085        398
  Texas Transportation Commission Highway Revenue 0.000%   8/1/51     5,195        932
  Texas Transportation Commission Highway Revenue 0.000%   8/1/52     5,000        841
  Texas Transportation Commission Highway Revenue 0.000%   8/1/53       500         79
  Texas Transportation Commission Highway Revenue 5.000%   8/1/57     2,000      1,753
  Texas Transportation Commission State Highway 249 System Highway Revenue 0.000%   8/1/46     1,000        248
  Texas Transportation Commission State Highway 249 System Highway Revenue 0.000%   8/1/47     2,000        466
  Texas Transportation Commission State Highway 249 System Highway Revenue 0.000%   8/1/48     1,000        218
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue 5.000%  10/1/24       265        268
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue 5.000%  10/1/24       340        343
122

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue 5.000%   4/1/25     5,370      5,392
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue 5.000%  10/1/25    18,165     18,558
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue 5.000%  10/1/25     3,485      3,560
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue 5.000%  10/1/26     2,140      2,211
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue 5.000%  10/1/26     7,945      8,210
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue 5.000%  10/1/30     1,000      1,028
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue, Prere. 5.000%   4/1/24     1,790      1,798
  Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue, Prere. 5.000%   4/1/24     5,380      5,403
15 Texas Water Development Board Water Revenue 3.700%  11/2/23         5          5
  Texas Water Development Board Water Revenue 5.000%  4/15/24       275        276
  Texas Water Development Board Water Revenue 5.000%  4/15/25       265        269
  Texas Water Development Board Water Revenue 5.000%  4/15/26     1,150      1,184
  Texas Water Development Board Water Revenue 5.000% 10/15/29    13,930     14,259
  Texas Water Development Board Water Revenue 5.000%  4/15/30       195        206
  Texas Water Development Board Water Revenue 5.000% 10/15/30     1,035      1,060
  Texas Water Development Board Water Revenue 5.000%  4/15/31     3,240      3,414
  Texas Water Development Board Water Revenue 5.000% 10/15/31     5,765      5,905
  Texas Water Development Board Water Revenue 5.000% 10/15/31     2,235      2,324
  Texas Water Development Board Water Revenue 4.000% 10/15/32     1,715      1,640
  Texas Water Development Board Water Revenue 5.000% 10/15/32     8,500      8,949
  Texas Water Development Board Water Revenue 4.000% 10/15/33     1,920      1,898
  Texas Water Development Board Water Revenue 4.000% 10/15/33     1,010        999
  Texas Water Development Board Water Revenue 4.000% 10/15/34     4,900      4,813
  Texas Water Development Board Water Revenue 4.000% 10/15/34     1,985      1,950
  Texas Water Development Board Water Revenue 4.000% 10/15/34     1,500      1,473
  Texas Water Development Board Water Revenue 4.000% 10/15/35     4,235      4,082
  Texas Water Development Board Water Revenue 4.000% 10/15/36     2,100      1,994
  Texas Water Development Board Water Revenue 4.000% 10/15/36       335        318
  Texas Water Development Board Water Revenue 4.000%  4/15/38     2,135      1,957
  Texas Water Development Board Water Revenue 5.000% 10/15/38     3,760      3,832
  Texas Water Development Board Water Revenue 2.500% 10/15/39     3,000      2,073
  Texas Water Development Board Water Revenue 3.000% 10/15/39       500        383
  Texas Water Development Board Water Revenue 4.600% 10/15/39     1,500      1,484
  Texas Water Development Board Water Revenue 3.000% 10/15/40     2,170      1,616
  Texas Water Development Board Water Revenue 4.000% 10/15/40     1,440      1,297
  Texas Water Development Board Water Revenue 4.650% 10/15/40    11,500     11,366
  Texas Water Development Board Water Revenue 5.000% 10/15/40    14,885     15,043
  Texas Water Development Board Water Revenue 4.000% 10/15/41     1,780      1,554
  Texas Water Development Board Water Revenue 4.700% 10/15/41     4,595      4,521
  Texas Water Development Board Water Revenue 4.700% 10/15/41     1,500      1,483
  Texas Water Development Board Water Revenue 4.000% 10/15/43    11,860     10,335
  Texas Water Development Board Water Revenue 4.750% 10/15/43     3,000      2,931
  Texas Water Development Board Water Revenue 4.000% 10/15/44    14,895     13,145
  Texas Water Development Board Water Revenue 4.000% 10/15/45    15,000     13,086
  Texas Water Development Board Water Revenue 5.000% 10/15/45     6,855      6,902
  Texas Water Development Board Water Revenue 5.000% 10/15/47    18,830     19,053
  Texas Water Development Board Water Revenue 4.000%  4/15/48     1,480      1,257
  Texas Water Development Board Water Revenue 4.875% 10/15/48     7,500      7,346
  Texas Water Development Board Water Revenue 5.000%  4/15/49     5,000      4,965
  Texas Water Development Board Water Revenue 4.000% 10/15/49    14,125     11,928
  Texas Water Development Board Water Revenue 4.000% 10/15/50        50         42
  Texas Water Development Board Water Revenue 4.000%  4/15/51    10,145      8,433
  Texas Water Development Board Water Revenue 4.000% 10/15/51    14,585     12,115
  Texas Water Development Board Water Revenue 5.250% 10/15/51     5,500      5,660
  Texas Water Development Board Water Revenue 5.000% 10/15/58     2,500      2,509
14 Tomball Independent School District GO 5.000%  2/15/48     4,955      4,994
  Trinity River Authority Central Regional Wastewater System Sewer Revenue 3.000%   8/1/31       185        166
  Trinity River Authority Central Regional Wastewater System Water Revenue 5.000%   8/1/28     3,145      3,287
  University of Houston College & University Revenue 5.000%  2/15/29     2,355      2,393
  University of Houston College & University Revenue 5.000%  2/15/36     4,740      4,789
  University of North Texas System College & University Revenue 5.000%  4/15/47     6,945      6,914
  University of Texas System Regents College & University Revenue 5.000%  8/15/24     3,490      3,523
  University of Texas System Regents College & University Revenue 5.000%  8/15/24     1,000      1,009
  University of Texas System Regents College & University Revenue 5.000%  8/15/24     1,120      1,130
  University of Texas System Regents College & University Revenue 5.000%  8/15/25     1,225      1,251
  University of Texas System Regents College & University Revenue 5.000%  8/15/25       695        710
  University of Texas System Regents College & University Revenue 5.000%  8/15/26     3,340      3,444
123

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  University of Texas System Regents College & University Revenue 5.000%  8/15/26     3,250      3,351
  University of Texas System Regents College & University Revenue 5.000%  8/15/26     1,495      1,542
  University of Texas System Regents College & University Revenue 5.000%  8/15/26     7,530      7,764
  University of Texas System Regents College & University Revenue 5.000%  8/15/26       295        304
  University of Texas System Regents College & University Revenue 5.000%  8/15/27     1,060      1,106
  University of Texas System Regents College & University Revenue 5.000%  8/15/29     6,810      7,256
  University of Texas System Regents College & University Revenue 5.000%  8/15/30     2,105      2,263
  University of Texas System Regents College & University Revenue 5.000%  8/15/31    16,380     17,755
  University of Texas System Regents College & University Revenue 5.000%  8/15/31     3,000      3,252
  University of Texas System Regents College & University Revenue 5.000%  8/15/32     2,605      2,755
  University of Texas System Regents College & University Revenue 5.000%  8/15/32       405        442
  University of Texas System Regents College & University Revenue 5.000%  8/15/33     3,155      3,433
  University of Texas System Regents College & University Revenue 5.000%  8/15/34    15,060     15,865
  University of Texas System Regents College & University Revenue 5.000%  8/15/34     3,140      3,407
  University of Texas System Regents College & University Revenue 4.000%  8/15/35     4,800      4,590
  University of Texas System Regents College & University Revenue 5.000%  8/15/40     6,125      6,407
  University of Texas System Regents College & University Revenue 5.000%  8/15/43     5,000      5,141
  University of Texas System Regents College & University Revenue 5.000%  8/15/44       700        702
  University of Texas System Regents College & University Revenue 2.250%  8/15/46     1,070        613
  University of Texas System Regents College & University Revenue 5.000%  8/15/47     1,250      1,268
  University of Texas System Regents College & University Revenue 3.500%  8/15/50    11,610      8,464
  University of Texas System Regents College & University Revenue 5.000%  8/15/50     6,900      6,946
5 Van Alstyne TX GO 2.000%  2/15/36       720        508
14 Waco Independent School District GO 4.125%  8/15/53     1,625      1,365
14 Waller Consolidated Independent School District GO 3.000%  2/15/39     2,000      1,533
14 Waller Consolidated Independent School District GO 4.000%  2/15/44     2,000      1,724
14 Waller Consolidated Independent School District GO 4.000%  2/15/48     3,000      2,550
14 Waller Consolidated Independent School District GO 4.000%  2/15/53     4,000      3,330
14 Waxahachie Independent School District GO 5.000%  2/15/48     3,000      3,042
14 Waxahachie Independent School District GO 4.250%  2/15/53     2,250      1,932
  Webster TX GO 2.000%   3/1/38       975        608
  Webster TX GO 2.000%   3/1/39       995        603
5 West Harris County Regional Water Authority Water Revenue 3.500% 12/15/46    10,045      7,523
5 West Travis County Public Utility Agency Water Revenue 4.000%  8/15/41     1,000        870
5 West Travis County Public Utility Agency Water Revenue 4.000%  8/15/45     1,350      1,134
  Williamson County TX GO 4.000%  2/15/28    18,440     18,684
  Williamson TX GO 2.375%  2/15/37     3,790      2,769
14 Ysleta Independent School District GO 5.000%  8/15/47     6,000      6,011
14 Ysleta Independent School District GO 4.000%  8/15/50        10          8
14 Ysleta Independent School District GO 4.250%  8/15/56    13,295     11,334
14 Ysleta Independent School District GO, Prere. 5.000%  8/15/25     7,875      8,027
                                 2,979,962
Utah (0.7%)
  Canyons School District GO (Utah School Board Guaranty Program) 2.650%  6/15/31     2,565      2,216
  Canyons School District GO (Utah School Board Guaranty Program) 2.750%  6/15/32     2,650      2,279
  Canyons School District GO (Utah School Board Guaranty Program) 2.900%  6/15/33     2,725      2,353
  Canyons School District GO (Utah School Board Guaranty Program) 2.950%  6/15/34     2,800      2,398
  Canyons School District GO (Utah School Board Guaranty Program) 3.000%  6/15/35     2,890      2,445
  Central Valley Water Reclamation Facility Sewer Revenue 4.000%   3/1/47    10,000      8,586
  Davis School District GO (Utah School Board Guaranty Program) 2.600%   6/1/31     3,900      3,324
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/29     2,925      3,109
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/30       625        670
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/32     5,750      6,196
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/33        25         27
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/34        55         59
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/34        15         16
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/37     1,220      1,289
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/38     1,345      1,409
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/39     1,970      2,055
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/39        85         88
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/40        50         52
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/40     2,195      2,281
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/41       435        449
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/41     2,170      2,246
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/42     2,105      2,165
  Intermountain Power Agency Electric Power & Light Revenue 5.250%   7/1/43     3,000      3,148
  Intermountain Power Agency Electric Power & Light Revenue 5.000%   7/1/44     2,245      2,290
124

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Jordan School District GO 4.000%  6/15/29     2,450      2,430
  Salt Lake City UT Airport Port, Airport & Marina Revenue 5.000%   7/1/42       150        148
  Salt Lake City UT Airport Port, Airport & Marina Revenue 5.000%   7/1/47     1,550      1,521
  Salt Lake City UT Public Utilities Water Revenue 4.000%   2/1/38       895        819
  Salt Lake City UT Public Utilities Water Revenue 4.000%   2/1/39     1,275      1,152
  Salt Lake City UT Public Utilities Water Revenue 4.000%   2/1/40     1,000        893
  Salt Lake City UT Public Utilities Water Revenue 5.000%   2/1/52    10,000     10,120
  Salt Lake County UT GO 2.700% 12/15/31     1,635      1,395
  Salt Lake County UT GO 2.800% 12/15/32     1,185      1,008
  Unified Fire Service Area Lease (Appropriation) Revenue 2.000%   4/1/37     1,975      1,313
  University of Utah College & University Revenue 5.000%   8/1/25     1,125      1,149
  University of Utah College & University Revenue 4.000%   8/1/33       425        418
  University of Utah College & University Revenue 5.250%   8/1/48     1,505      1,557
  University of Utah College & University Revenue 5.250%   8/1/53        20         21
  University of Utah Local or Guaranteed Housing Revenue 5.000%   8/1/37        95        100
  University of Utah Local or Guaranteed Housing Revenue 5.000%   8/1/40        15         16
  University of Utah Local or Guaranteed Housing Revenue 5.000%   8/1/42     6,820      7,018
  University of Utah Local or Guaranteed Housing Revenue 5.000%   8/1/46       130        132
  University of Utah Local or Guaranteed Housing Revenue 4.000%   8/1/51    10,000      8,385
  Utah GO 5.000%   7/1/24     6,050      6,098
  Utah GO 5.000%   7/1/25     2,340      2,387
  Utah GO 5.000%   7/1/26     6,970      7,212
  Utah GO 5.000%   7/1/26     6,610      6,839
  Utah GO 5.000%   7/1/28     3,530      3,748
  Utah GO 5.000%   7/1/29       175        187
  Utah GO 5.000%   7/1/30       840        893
  Utah GO 5.000%   7/1/31        10         11
  Utah GO 5.000%   7/1/32        70         74
  Utah GO 3.000%   7/1/33     8,650      7,868
  Utah GO 3.000%   7/1/34     3,450      3,093
  Utah GO, Prere. 3.500%   1/1/25    21,970     21,880
1 Utah State University College & University Revenue 4.000%  12/1/45     1,390      1,152
  Utah State University College & University Revenue 3.000%  12/1/51     1,000        629
  Utah Telecommunication Open Infrastructure Agency Sales Tax Revenue 4.375%   6/1/40     6,010      5,484
  Utah Transit Authority Government Securities & Interest Revenue, Prere. 5.000%  6/15/25       405        413
  Utah Transit Authority Sales Tax Revenue 5.000%  6/15/24     4,915      4,949
  Utah Transit Authority Sales Tax Revenue 5.000%  6/15/25       220        224
  Utah Transit Authority Sales Tax Revenue 4.000% 12/15/30     7,490      7,214
  Utah Transit Authority Sales Tax Revenue 0.000% 12/15/32     8,865      5,757
  Utah Transit Authority Sales Tax Revenue 4.000% 12/15/41     3,765      3,294
  Utah Transit Authority Sales Tax Revenue, Prere. 5.000%  6/15/25     8,350      8,509
  Utah Transit Authority Sales Tax Revenue, Prere. 5.000%  6/15/25       705        718
  Utah Transit Authority Sales Tax Revenue, Prere. 5.000%  6/15/25       185        189
  Utah Transit Authority Sales Tax Revenue, Prere. 5.000%  6/15/25       180        183
  Utah Transit Authority Sales Tax Revenue, Prere. 5.000%  6/15/25     2,695      2,746
  Utah Transit Authority Sales Tax Revenue, Prere. 5.000%  6/15/25     6,850      6,981
  Utah Transit Authority Sales Tax Revenue, Prere. 5.000%  6/15/25        50         51
  Weber School District GO 2.125%  6/15/32     1,670      1,332
                                   200,860
Vermont (0.1%)
  University of Vermont and State Agricultural College Miscellaneous Revenue 4.000%  10/1/40    15,140     13,580
  University of Vermont and State Agricultural College Miscellaneous Revenue 4.125%  10/1/45    10,460      9,100
  Vermont Educational & Health Buildings Financing Agency College & University Revenue (Champlain College Project) 5.000% 10/15/46       200        163
                                    22,843
Virginia (1.3%)
  Arlington County VA GO, Prere. 2.500%  8/15/29     2,040      1,815
1 Chesapeake Bay Bridge & Tunnel District Highway Revenue 5.000%   7/1/41     1,250      1,230
  Chesapeake Bay Bridge & Tunnel District Highway Revenue 5.000%   7/1/51     9,305      8,625
  Commonwealth of Virginia GO 5.000%   6/1/27       180        184
  Fairfax County VA GO 4.000%  10/1/26       290        291
  Fairfax County VA GO 4.000%  10/1/27     2,635      2,643
  Fairfax County VA Sewer Revenue 5.000%  7/15/24       500        504
  Fairfax County VA Sewer Revenue 4.000%  7/15/51     2,500      2,100
  Hampton Roads Sanitation District Sewer Revenue, Prere. 5.000%   8/1/26       125        129
  Hampton Roads Transportation Accountability Commission Appropriations Revenue 4.000%   7/1/50    10,000      8,499
125

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Hampton Roads Transportation Accountability Commission Appropriations Revenue 4.000%   7/1/57     9,500      7,899
  Hampton Roads Transportation Accountability Commission Appropriations Revenue 5.250%   7/1/60       825        847
  Hampton Roads Transportation Accountability Commission Sales Tax Revenue 5.000%   7/1/42    19,525     19,777
  Hampton Roads Transportation Accountability Commission Sales Tax Revenue 5.000%   7/1/48     2,190      2,205
  Hampton Roads Transportation Accountability Commission Sales Tax Revenue, Prere. 5.000%   1/1/28       740        781
  Hampton Roads Transportation Accountability Commission Sales Tax Revenue, Prere. 5.500%   1/1/28     3,095      3,327
  Loudoun County Economic Development Authority Lease (Appropriation) Revenue 3.000%  12/1/36     3,500      2,798
  Loudoun County VA GO 2.000%  12/1/34     1,000        748
  Northern Virginia Transportation Commission Transit Revenue 5.000%   6/1/47     1,500      1,525
  Northern Virginia Transportation Commission Transit Revenue 5.000%   6/1/52     2,500      2,532
  Richmond VA GO 3.375%   3/1/41     1,450      1,167
  Richmond VA Public Utility Water Revenue 5.000%  1/15/26       140        144
  Richmond VA Public Utility Water Revenue 4.000%  1/15/37     7,225      6,895
  Richmond VA Public Utility Water Revenue Prere. 5.000%  1/15/26       140        144
  University of Virginia College & University Revenue 5.000%   4/1/44     5,135      5,191
  University of Virginia College & University Revenue 3.570%   4/1/45     6,000      4,646
  University of Virginia College & University Revenue 2.180%  11/1/51    10,250      5,293
  University of Virginia College & University Revenue (Multi Year Capital Project) 4.000%   8/1/48     5,000      4,302
  University of Virginia College & University Revenue (Multi Year Capital Project) 4.000%   8/1/48    10,000      8,603
  Virginia Beach Development Authority Intergovernmental Agreement Revenue 3.000%  4/15/35     2,000      1,672
  Virginia Beach Development Authority Intergovernmental Agreement Revenue 3.000%  4/15/36     1,725      1,405
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/25       305        310
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/25       705        716
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/26       240        246
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/26     1,050      1,077
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/27       450        467
  Virginia College Building Authority Appropriations Revenue 4.000%   2/1/28     1,295      1,294
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/28     3,080      3,234
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/28     5,750      6,038
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/29       315        330
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/29       420        445
  Virginia College Building Authority Appropriations Revenue 5.000%   2/1/31     1,550      1,618
  Virginia College Building Authority Appropriations Revenue 3.000%   2/1/33       150        130
  Virginia College Building Authority Appropriations Revenue 4.000%   2/1/34     8,330      8,208
  Virginia College Building Authority Appropriations Revenue 4.000%   8/1/34     1,130      1,114
  Virginia College Building Authority Appropriations Revenue 3.000%   2/1/35     7,900      6,625
  Virginia College Building Authority Appropriations Revenue 3.000%   2/1/36     5,000      4,097
  Virginia College Building Authority Appropriations Revenue 3.000%   2/1/38     2,985      2,316
  Virginia College Building Authority Appropriations Revenue 5.250%   2/1/41    11,265     11,818
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/25       295        299
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/25     3,000      3,045
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/26     3,000      3,076
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/27     3,000      3,114
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/28     3,000      3,150
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/28        25         26
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/29     3,000      3,181
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/29        25         27
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/30     1,150      1,202
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/30       550        567
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/30     3,000      3,209
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/31     3,000      3,235
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/32     3,155      3,430
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/33     3,210      3,515
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/34     3,000      3,260
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/34     3,000      3,260
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 3.000%   2/1/35       295        249
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/35     1,550      1,678
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/35     3,000      3,250
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 4.000%   2/1/36     2,000      1,940
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/36     1,535      1,656
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/37     1,230      1,312
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/38     1,000      1,054
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/40     1,220      1,272
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.000%   2/1/41     1,765      1,831
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 5.250%   2/1/42     5,000      5,254
  Virginia College Building Authority Appropriations Revenue (21st Century College & Equipment Programs) 4.000%   2/1/43     1,955      1,728
  Virginia College Building Authority Appropriations Revenue, Prere. 5.000%   2/1/25     6,360      6,453
126

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Virginia College Building Authority College & University Revenue 5.000%   9/1/27        50         52
  Virginia College Building Authority College & University Revenue (Regent University Project) 4.000%   6/1/36     3,425      3,035
  Virginia College Building Authority College & University Revenue (Regent University Project) 3.000%   6/1/41     5,225      3,586
  Virginia College Building Authority College & University Revenue (Regent University Project) 4.000%   6/1/46     6,360      4,855
  Virginia College Building Authority Lease (Appropriation) Revenue 3.000%   2/1/36     8,200      6,794
  Virginia College Building Authority Lease (Appropriation) Revenue 4.000%   2/1/37     4,400      4,199
  Virginia College Building Authority Lease (Appropriation) Revenue 3.000%   2/1/38     2,000      1,564
  Virginia College Building Authority Lease (Appropriation) Revenue 3.000%   2/1/39     1,250        957
  Virginia College Building Authority Lease (Appropriation) Revenue (21st Century College & Equipment Program) 5.000%   2/1/25    13,555     13,761
  Virginia College Building Authority Lease (Appropriation) Revenue (21st Century College & Equipment Program) 5.000%   2/1/27       195        202
  Virginia Commonwealth Transportation Board Appropriations Revenue 5.000%  5/15/24     5,030      5,062
  Virginia Commonwealth Transportation Board Appropriations Revenue 5.000%  5/15/25     1,460      1,487
  Virginia Commonwealth Transportation Board Appropriations Revenue 5.000%  5/15/26     2,590      2,668
  Virginia Commonwealth Transportation Board Appropriations Revenue 5.000%  5/15/27     2,385      2,487
  Virginia Commonwealth Transportation Board Appropriations Revenue 5.000%  5/15/28       400        418
  Virginia Commonwealth Transportation Board Appropriations Revenue 3.000%  5/15/29     4,200      3,848
  Virginia Commonwealth Transportation Board Appropriations Revenue 5.000%  5/15/29     7,975      8,321
  Virginia Commonwealth Transportation Board Appropriations Revenue 5.000%  5/15/30     1,000      1,040
  Virginia Commonwealth Transportation Board Appropriations Revenue 4.000%  5/15/31       700        692
  Virginia Commonwealth Transportation Board Appropriations Revenue 4.000%  5/15/34     2,520      2,485
  Virginia Commonwealth Transportation Board Appropriations Revenue 4.000%  5/15/35       270        264
  Virginia Commonwealth Transportation Board Appropriations Revenue 4.000%  5/15/36       250        239
  Virginia Commonwealth Transportation Board Appropriations Revenue 4.000%  5/15/42     3,485      3,053
  Virginia Commonwealth Transportation Board Appropriations Revenue (Capital Projects) 3.000%  5/15/36     9,395      7,687
  Virginia Commonwealth Transportation Board Appropriations Revenue (Capital Projects) 3.250%  5/15/43     4,000      3,017
  Virginia Commonwealth Transportation Board Appropriations Revenue (Transportation Capital Project) 4.000%  5/15/34    16,995     16,828
  Virginia Commonwealth Transportation Board Appropriations Revenue (Transportation Capital Project) 4.000%  5/15/36     3,100      3,011
  Virginia Commonwealth Transportation Board Government Fund/Grant Revenue 5.000%  3/15/27     1,440      1,486
  Virginia Commonwealth Transportation Board Government Fund/Grant Revenue 5.000%  9/15/30     6,265      6,393
  Virginia Commonwealth Transportation Board Government Fund/Grant Revenue GAN 5.000%  9/15/24     5,180      5,233
  Virginia Commonwealth Transportation Board Government Fund/Grant Revenue GAN 5.000%  3/15/25     3,710      3,770
  Virginia Public Building Authority Appropriations Revenue 4.000%   8/1/25       185        185
  Virginia Public Building Authority Appropriations Revenue 5.000%   8/1/25     3,800      3,880
  Virginia Public Building Authority Appropriations Revenue 5.000%   8/1/25     5,290      5,401
  Virginia Public Building Authority Appropriations Revenue 4.000%   8/1/26     4,750      4,753
  Virginia Public Building Authority Appropriations Revenue 5.000%   8/1/26     3,345      3,456
  Virginia Public Building Authority Appropriations Revenue 5.000%   8/1/27     2,230      2,331
  Virginia Public Building Authority Appropriations Revenue 5.000%   8/1/32       125        136
  Virginia Public Building Authority Appropriations Revenue 5.000%   8/1/33        15         16
  Virginia Public Building Authority Appropriations Revenue 4.000%   8/1/36       100         96
  Virginia Public School Authority Intergovernmental Agreement Revenue 5.000%   8/1/25     1,830      1,868
  Virginia Public School Authority Intergovernmental Agreement Revenue 5.000%   8/1/26     5,980      6,091
  Virginia Public School Authority Intergovernmental Agreement Revenue 5.000%   8/1/28     1,470      1,493
  Virginia Public School Authority Intergovernmental Agreement Revenue 4.000%   8/1/40     5,950      5,403
  Virginia Resources Authority Lease Revenue 5.000%  11/1/31     1,500      1,607
  Virginia Resources Authority Lease Revenue 5.000%  11/1/33     1,395      1,493
  Virginia Resources Authority Miscellaneous Revenue 4.000%  11/1/41        20         18
  Virginia Small Business Financing Authority College & University Revenue 4.000%  10/1/38       335        294
1 Williamsburg Economic Development Authority Local or Guaranteed Housing Revenue (William & Mary Project) 4.000%   7/1/48     1,000        826
1 Williamsburg Economic Development Authority Local or Guaranteed Housing Revenue (William & Mary Project) 5.250%   7/1/53     1,500      1,531
1 Williamsburg Economic Development Authority Local or Guaranteed Housing Revenue (William & Mary Project) 4.125%   7/1/58     1,000        820
1 Williamsburg Economic Development Authority Local or Guaranteed Housing Revenue (William & Mary Project) 4.375%   7/1/63     3,000      2,537
                                   386,006
Washington (2.9%)
  Central Puget Sound Regional Transit Authority Miscellaneous Taxes Revenue 5.000%  11/1/41     8,025      8,111
  Central Puget Sound Regional Transit Authority Miscellaneous Taxes Revenue 5.000%  11/1/46     3,055      3,092
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 4.000%  11/1/25     1,250      1,254
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 5.000%  11/1/25     4,500      4,602
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 5.000%  11/1/25     6,380      6,524
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 5.000%  11/1/25     1,310      1,340
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 5.000%  11/1/25       975        997
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 5.000%  11/1/25     1,560      1,595
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 5.000%  11/1/25       160        164
127

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 5.000%  11/1/25    19,510     19,951
  Central Puget Sound Regional Transit Authority Sales & Rental Car Taxes Sales Tax Revenue, Prere. 5.000%  11/1/25     4,680      4,786
7 Central Puget Sound Regional Transit Authority Sales Tax Revenue 4.750%   2/1/28        15         15
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 5.000%  11/1/29     2,000      2,137
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 5.000%  11/1/30     1,075      1,159
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 5.000%  11/1/31     2,015      2,188
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 5.000%  11/1/32       170        185
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 5.000%  11/1/33       425        461
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 5.000%  11/1/34        90         98
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 3.000%  11/1/36     3,600      2,952
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 5.000%  11/1/36        95        101
  Central Puget Sound Regional Transit Authority Sales Tax Revenue 4.000%  11/1/46     5,000      4,228
7 Chelan County Public Utility District No. 1 Electric Power & Light Revenue 0.000%   6/1/29        10          8
  Energy Northwest Electric Power & Light Revenue 5.000%   7/1/25    15,475     15,776
  Energy Northwest Electric Power & Light Revenue 5.000%   7/1/30     9,490      9,554
  Energy Northwest Electric Power & Light Revenue 5.000%   7/1/32     2,000      2,013
  Energy Northwest Nuclear Revenue 5.000%   7/1/24     1,710      1,723
  Energy Northwest Nuclear Revenue 5.000%   7/1/25       855        872
  Energy Northwest Nuclear Revenue 5.000%   7/1/26     2,780      2,869
  Energy Northwest Nuclear Revenue 5.000%   7/1/26     4,900      4,988
  Energy Northwest Nuclear Revenue 5.000%   7/1/27    19,690     20,279
  Energy Northwest Nuclear Revenue 5.000%   7/1/28       885        911
  Energy Northwest Nuclear Revenue 5.000%   7/1/29     1,975      2,053
  Energy Northwest Nuclear Revenue 4.000%   7/1/30     5,000      5,053
  Energy Northwest Nuclear Revenue 5.000%   7/1/30     5,075      5,339
  Energy Northwest Nuclear Revenue 5.000%   7/1/31     3,885      4,087
  Energy Northwest Nuclear Revenue 5.000%   7/1/32     1,010      1,062
  Energy Northwest Nuclear Revenue 5.000%   7/1/32         5          5
  Energy Northwest Nuclear Revenue 5.000%   7/1/33       270        280
  Energy Northwest Nuclear Revenue 5.000%   7/1/33        85         93
  Energy Northwest Nuclear Revenue 5.000%   7/1/33        75         79
  Energy Northwest Nuclear Revenue 5.000%   7/1/33       130        136
  Energy Northwest Nuclear Revenue 5.000%   7/1/34       270        283
  Energy Northwest Nuclear Revenue 5.000%   7/1/34     1,240      1,299
  Energy Northwest Nuclear Revenue 5.000%   7/1/34        75         82
  Energy Northwest Nuclear Revenue 5.000%   7/1/35     3,295      3,558
  Energy Northwest Nuclear Revenue 5.000%   7/1/35        75         79
  Energy Northwest Nuclear Revenue 5.000%   7/1/36    12,215     12,749
  Energy Northwest Nuclear Revenue 5.000%   7/1/36     1,880      2,010
  Energy Northwest Nuclear Revenue 5.000%   7/1/36        60         63
  Energy Northwest Nuclear Revenue 5.000%   7/1/37     2,110      2,232
  Energy Northwest Nuclear Revenue 5.000%   7/1/38     3,160      3,311
  Energy Northwest Nuclear Revenue 5.000%   7/1/39     3,155      3,256
  Energy Northwest Nuclear Revenue 5.000%   7/1/39     5,000      5,215
  Energy Northwest Nuclear Revenue 4.000%   7/1/42     2,670      2,352
  Energy Northwest Nuclear Revenue (Electric 3 Revenue Project) 5.000%   7/1/33        80         88
  Energy Northwest Nuclear Revenue (Project No. 1 Electric Revenue) 5.000%   7/1/34     4,000      4,361
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/25       855        862
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/26     2,460      2,538
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/26     2,200      2,215
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/26     4,000      4,129
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/27     1,505      1,515
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/27     1,570      1,642
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/28     2,220      2,308
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/28     5,555      5,886
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/36        15         16
  Energy Northwest Nuclear Revenue (Project No. 1) 5.000%   7/1/40    13,715     14,198
  Energy Northwest Nuclear Revenue (Project No. 3 Electric Revenue) 5.000%   7/1/25     3,080      3,140
  Energy Northwest Nuclear Revenue (Project No. 3 Electric Revenue) 5.000%   7/1/26     6,015      6,123
  Energy Northwest Nuclear Revenue (Project No. 3 Electric Revenue) 5.000%   7/1/28     3,860      4,090
  Energy Northwest Nuclear Revenue (Project No. 3) 5.000%   7/1/25    13,055     13,309
  Energy Northwest Nuclear Revenue (Project No. 3) 5.000%   7/1/28       210        211
  Franklin County School District No. 1 Pasco GO 4.000%  12/1/28     1,400      1,420
  King County School District No. 210 Federal Way GO 5.000%  12/1/30     1,000      1,048
  King County School District No. 403 Renton GO 4.000%  12/1/39     1,480      1,332
  King County School District No. 403 Renton GO 4.000%  12/1/40     1,750      1,560
  King County School District No. 403 Renton GO 4.000%  12/1/41     1,955      1,727
128

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  King County School District No. 411 Issaquah GO 3.000%  12/1/30       200        183
  King County School District No. 411 Issaquah GO 4.000%  12/1/31     7,435      7,333
  King County School District No. 411 Issaquah GO 5.000%  12/1/32       315        324
  King County School District No. 414 Lake Washington GO 4.000%  12/1/27        50         50
  King County School District No. 414 Lake Washington GO 4.000%  12/1/29        55         56
  King County WA GO 4.000%   7/1/30     5,740      5,745
  King County WA GO 5.000%   1/1/32     2,910      3,153
1 King County WA Sewer Revenue 5.000%   7/1/24    18,490     18,608
  King County WA Sewer Revenue 4.000%   7/1/33       415        408
  King County WA Sewer Revenue 4.000%   7/1/35        30         29
  King County WA Sewer Revenue 4.000%   7/1/45        15         13
14 King County WA Sewer Revenue PUT 0.625%   1/1/24    10,000      9,944
  King County WA Sewer Revenue PUT 0.875%   1/1/26    20,740     18,433
  King County WA Sewer Revenue, Prere. 5.000%   1/1/25     7,615      7,715
  King County WA Sewer Revenue, Prere. 5.000%   1/1/25     9,050      9,169
  Pierce & King Counties School District No. 417 Fife GO 4.000%  12/1/39     1,575      1,417
  Pierce County School District No. 10 Tacoma GO, Prere. 5.250%  12/1/24     1,200      1,217
  Pierce County School District No. 10 Tacoma GO, Prere. 5.000%  12/1/25     2,855      2,920
  Port of Seattle WA Port, Airport & Marina Revenue 5.000%   2/1/30       675        686
  Port of Seattle WA Port, Airport & Marina Revenue 5.000%   8/1/31     7,000      7,546
  Port of Tacoma WA GO 5.000%  12/1/27     2,165      2,242
  Seattle WA Drainage & Wastewater Sewer Revenue 4.000%   7/1/47       800        680
  Seattle WA Drainage & WastewaterSewer Revenue 4.000%   5/1/44         5          4
  Seattle WA Municipal Light & Power Electric Power & Light Revenue 5.000%   2/1/25     3,000      3,044
  Seattle WA Municipal Light & Power Electric Power & Light Revenue 5.000%   4/1/43     4,025      4,076
  Seattle WA Municipal Light & Power Electric Power & Light Revenue 4.000%   9/1/44       340        297
  Seattle WA Municipal Light & Power Electric Power & Light Revenue 4.000%   1/1/46     2,195      1,891
  Seattle WA Municipal Light & Power Electric Power & Light Revenue 5.000%   7/1/47        30         30
  Seattle WA Municipal Light & Power Electric Power & Light Revenue 4.000%   9/1/47     2,160      1,845
  Seattle WA Municipal Light & Power Electric Power & Light Revenue 5.000%   3/1/48     3,000      3,030
  Seattle WA Municipal Light & Power Electric Power & Light Revenue 5.000%   3/1/53     3,000      3,006
  Snohomish County WA GO 2.000%  12/1/31     5,565      4,424
  Spokane County School District No. 81 Spokane GO 5.000%  12/1/36        45         47
  Spokane County School District No. 81 Spokane GO 4.000%  12/1/37       275        254
  Spokane County School District No. 81 Spokane GO 4.000%  12/1/38       135        123
  Spokane County School District No. 81 Spokane GO 4.000%  12/1/39       270        243
  Spokane WA GO 4.000%  12/1/31     1,475      1,469
  Tacoma WA Electric System Electric Power & Light Revenue 5.000%   1/1/38     4,375      4,375
  Tacoma WA Electric System Electric Power & Light Revenue 4.000%   1/1/42    15,945     13,898
  University of Washington College & University Revenue 4.000%  12/1/41     5,015      4,462
  University of Washington College & University Revenue 3.125%   7/1/42     3,010      2,203
  University of Washington College & University Revenue 5.000%   4/1/43     1,000      1,010
  University of Washington College & University Revenue 3.250%   7/1/43        10          7
  University of Washington College & University Revenue PUT 4.000%   8/1/27     3,700      3,683
  Washington Appropriations Revenue (Garvee-SR 520 Corridor Project) 5.000%   9/1/24     6,295      6,350
15 Washington GO 3.700%  11/2/23        20         21
  Washington GO 5.000%   7/1/24     4,105      4,137
  Washington GO 5.000%   7/1/24       635        640
  Washington GO 5.000%   7/1/24       145        146
  Washington GO 5.000%   7/1/24    10,665     10,747
  Washington GO 5.000%   8/1/24       945        953
  Washington GO 5.000%   8/1/24     1,000      1,009
  Washington GO 5.000%   7/1/25       295        299
  Washington GO 5.000%   7/1/25       355        362
  Washington GO 5.000%   7/1/25     2,450      2,497
  Washington GO 5.000%   7/1/25     2,380      2,426
  Washington GO 5.000%   7/1/25     2,200      2,217
  Washington GO 5.000%   7/1/25    10,435     10,636
  Washington GO 5.000%   8/1/25     2,845      2,903
  Washington GO 5.000%   8/1/25     3,200      3,265
  Washington GO 4.000%   7/1/26     2,735      2,730
  Washington GO 4.000%   7/1/26    20,620     20,754
  Washington GO 5.000%   7/1/26       330        338
  Washington GO 5.000%   7/1/26     7,655      7,901
  Washington GO 5.000%   8/1/26    14,650     15,137
  Washington GO 4.000%   7/1/27     2,765      2,793
  Washington GO 5.000%   7/1/27       330        334
129

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Washington GO 5.000%   7/1/27     2,005      2,029
  Washington GO 5.000%   8/1/27       130        134
  Washington GO 5.000%   8/1/27     5,425      5,679
  Washington GO 5.000%   8/1/27     5,000      5,238
  Washington GO 5.000%   2/1/28     2,000      2,105
  Washington GO 4.000%   7/1/28     2,005      2,030
  Washington GO 5.000%   7/1/28       350        354
  Washington GO 5.000%   7/1/28       230        233
  Washington GO 5.000%   7/1/28       900        921
  Washington GO 5.000%   7/1/28     6,850      6,930
  Washington GO 5.000%   8/1/28       235        246
  Washington GO 5.000%   8/1/28     1,000      1,045
  Washington GO 5.000%   8/1/28     5,000      5,294
  Washington GO 4.000%   7/1/29    15,000     15,200
  Washington GO 5.000%   7/1/29       390        394
  Washington GO 5.000%   7/1/29        65         66
  Washington GO 5.000%   8/1/29    10,500     10,775
  Washington GO 4.000%   7/1/30     2,250      2,274
  Washington GO 5.000%   7/1/30    13,820     13,973
  Washington GO 5.000%   7/1/30       205        209
  Washington GO 5.000%   7/1/30     2,665      2,694
  Washington GO 5.000%   7/1/30       400        431
  Washington GO 5.000%   8/1/30     2,310      2,367
  Washington GO 5.000%   8/1/30     1,690      1,758
  Washington GO 5.000%   8/1/30     2,500      2,601
  Washington GO 5.000%   8/1/30    11,000     11,868
  Washington GO 4.000%   7/1/31    13,685     13,596
  Washington GO 5.000%   7/1/31     3,400      3,437
  Washington GO 5.000%   7/1/31     2,000      2,022
  Washington GO 5.000%   8/1/31     1,450      1,506
  Washington GO 5.000%   8/1/31     2,810      2,876
  Washington GO 5.000%   8/1/31     5,580      6,054
  Washington GO 5.000%   7/1/32     5,955      6,020
  Washington GO 5.000%   7/1/32     5,835      5,942
  Washington GO 5.000%   7/1/32     1,700      1,718
  Washington GO 5.000%   8/1/32     3,810      3,870
  Washington GO 5.000%   8/1/32     5,000      5,165
  Washington GO 5.000%   7/1/33       480        485
  Washington GO 5.000%   7/1/33     1,870      1,904
  Washington GO 5.000%   8/1/33       745        757
  Washington GO 5.000%   8/1/33       925        955
  Washington GO 5.000%   8/1/33        15         16
  Washington GO 5.000%   7/1/34        35         38
  Washington GO 5.000%   8/1/34       195        199
  Washington GO 5.000%   8/1/34       215        218
  Washington GO 5.000%   8/1/34     1,500      1,612
  Washington GO 5.000%   8/1/34        25         27
  Washington GO 5.000%   2/1/35     4,140      4,388
  Washington GO 5.000%   8/1/35       500        515
  Washington GO 5.000%   8/1/35     1,715      1,859
  Washington GO 5.000%   8/1/35     1,000      1,069
  Washington GO 5.000%   8/1/35        60         65
  Washington GO 5.000%   2/1/36        45         47
  Washington GO 5.000%   8/1/36     1,410      1,426
  Washington GO 5.000%   8/1/36     3,070      3,294
  Washington GO 5.000%   2/1/37        25         26
  Washington GO 5.000%   8/1/37     2,300      2,376
  Washington GO 5.000%   8/1/37     8,575      8,653
  Washington GO 5.000%   8/1/37       560        565
  Washington GO 5.000%   8/1/37     5,000      5,195
  Washington GO 5.000%   2/1/38     1,050      1,045
  Washington GO 5.000%   6/1/38     2,020      2,096
  Washington GO 5.000%   8/1/38     1,500      1,557
  Washington GO 5.000%   8/1/38     5,000      5,261
  Washington GO 5.000%   2/1/39     2,085      2,172
  Washington GO 5.000%   6/1/39     1,100      1,138
  Washington GO 5.000%   8/1/39     3,175      3,195
130

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Washington GO 5.000%   8/1/39       615        620
  Washington GO 5.000%   8/1/39     1,225      1,268
  Washington GO 5.000%   8/1/39     7,500      7,855
  Washington GO 5.000%   2/1/40     1,895      1,966
  Washington GO 5.000%   2/1/40     2,620      2,697
  Washington GO 5.000%   6/1/40     8,275      8,532
  Washington GO 5.000%   8/1/40       675        679
  Washington GO 5.000%   8/1/40     3,105      3,122
  Washington GO 5.000%   8/1/40     1,265      1,305
  Washington GO 5.000%   8/1/40     2,060      2,134
  Washington GO 5.000%   8/1/40     3,875      4,028
  Washington GO 5.000%   8/1/40     7,500      7,821
  Washington GO 5.000%   8/1/40       210        215
  Washington GO 5.000%   2/1/41     6,760      6,987
  Washington GO 5.000%   2/1/41        35         36
  Washington GO 5.000%   2/1/41        50         51
  Washington GO 5.000%   6/1/41     2,685      2,759
  Washington GO 5.000%   8/1/41     2,490      2,570
  Washington GO 5.000%   8/1/41     3,610      3,685
  Washington GO 5.000%   2/1/42       500        508
  Washington GO 5.000%   2/1/42     7,000      7,160
  Washington GO 5.000%   2/1/42     1,500      1,517
  Washington GO 5.000%   2/1/42        15         16
  Washington GO 5.000%   8/1/42    12,070     12,363
  Washington GO 5.000%   8/1/42    10,000     10,333
  Washington GO 5.000%   2/1/43        35         36
  Washington GO 5.000%   8/1/43     1,025      1,042
  Washington GO 5.000%   8/1/43     6,245      6,404
  Washington GO 5.000%   8/1/43        40         41
  Washington GO 5.000%   2/1/44     3,560      3,619
  Washington GO 5.000%   8/1/44     3,295      3,367
  Washington GO 5.000%   6/1/45     1,120      1,136
  Washington GO 5.000%   8/1/45        55         56
  Washington GO 5.000%   2/1/46     2,515      2,551
  Washington GO 5.000%   8/1/46       130        132
  Washington GO 5.000%   2/1/47    11,000     11,157
  Washington GO 5.000%   2/1/48     8,000      8,110
  Washington GO 5.000%   8/1/48    10,000     10,146
  Washington State Convention Center Public Facilities District Hotel Occupancy Tax Revenue 5.000%   7/1/48     2,725      2,542
  Washington State Convention Center Public Facilities District Hotel Occupancy Tax Revenue 5.000%   7/1/48     5,200      4,851
  Washington State Convention Center Public Facilities District Hotel Occupancy Tax Revenue 3.000%   7/1/58     9,950      5,624
  Washington State Convention Center Public Facilities District Hotel Occupancy Tax Revenue 3.000%   7/1/58     5,345      3,088
1 Washington State Convention Center Public Facilities District Hotel Occupancy Tax Revenue 3.000%   7/1/58     1,110        658
1 Washington State Convention Center Public Facilities District Hotel Occupancy Tax Revenue 3.000%   7/1/58     2,920      1,730
  Washington State Convention Center Public Facilities District Hotel Occupancy Tax Revenue 4.000%   7/1/58     3,480      2,631
  Washington State Convention Center Public Facilities District Hotel Occupancy Tax Revenue 5.000%   7/1/58     1,455      1,340
  Washington State University College & University Revenue 5.000%   4/1/40       165        165
  WBRP 3.2 College & University Revenue 4.000%   1/1/48       410        341
                                   865,415
West Virginia (0.0%)
  West Virginia GO 4.000%  12/1/42     1,205      1,042
  West Virginia Parkways Authority Highway Revenue 5.000%   6/1/43     2,700      2,719
  West Virginia Parkways Authority Highway Revenue 4.000%   6/1/47     3,330      2,800
  West Virginia Parkways Authority Highway Revenue 5.000%   6/1/47        10         10
  West Virginia University College & University Revenue (West Virginia University Projects), Prere. 5.000%  10/1/24        50         51
                                     6,622
Wisconsin (0.7%)
  Dane County WI GO 2.500%   6/1/27     1,780      1,634
  Green Bay Area Public School District GO 5.000%   4/1/24    12,320     12,377
  Howard-Suamico School District GO 1.750%   3/1/32     4,530      3,529
  Madison Metropolitan School District GO 1.500%   3/1/32     5,255      3,919
  Madison Metropolitan School District GO 1.500%   3/1/33     5,335      3,865
  Madison Metropolitan School District GO 1.625%   3/1/34     5,415      3,853
  Public Finance Authority College & University Revenue (KU Campus Development Corp. Project) 5.000%   3/1/29       880        893
  Public Finance Authority College & University Revenue (KU Campus Development Corp. Project) 5.000%   3/1/33     6,000      6,071
  Public Finance Authority College & University Revenue (KU Campus Development Corp. Project) 5.000%   3/1/35       905        912
131

 

Tax-Exempt Bond Index Fund
    Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value•

($000)
  Public Finance Authority College & University Revenue (KU Campus Development Corp. Project) 5.000%   3/1/41     6,000      5,829
  Public Finance Authority College & University Revenue (KU Campus Development Corp. Project) 5.000%   3/1/46    10,000      9,479
  Public Finance Authority Health, Hospital, Nursing Home Revenue 3.000%   6/1/48     3,825      2,342
5 Public Finance Authority Local or Guaranteed Housing Revenue 5.250%   7/1/42     1,250      1,279
5 Public Finance Authority Local or Guaranteed Housing Revenue 5.375%   7/1/47     1,950      1,989
5 Public Finance Authority Local or Guaranteed Housing Revenue 5.500%   7/1/52     2,255      2,314
5 Public Finance Authority Local or Guaranteed Housing Revenue 5.625%   7/1/55     1,500      1,551
  Stoughton WI GO 2.375%   4/1/27     1,205      1,113
  West De Pere School District GO 3.000%   4/1/32     2,885      2,448
  Wisconsin Appropriations Revenue Prere. 5.000%   5/1/27    14,560     15,201
  Wisconsin Appropriations Revenue, ETM 5.000%   5/1/25     1,110      1,130
1 Wisconsin Center District Miscellaneous Taxes Revenue 5.250% 12/15/27       255        264
1 Wisconsin Center District Miscellaneous Taxes Revenue 0.000% 12/15/45     3,850      1,176
1 Wisconsin Center District Miscellaneous Taxes Revenue 0.000% 12/15/50     3,000        688
1 Wisconsin Center District Miscellaneous Taxes Revenue 0.000% 12/15/55     3,000        515
1 Wisconsin Center District Miscellaneous Taxes Revenue 0.000% 12/15/60    20,500      2,628
  Wisconsin Department of Transportation Miscellaneous Revenue 5.000%   7/1/27       535        560
  Wisconsin Department of Transportation Miscellaneous Revenue 5.000%   7/1/29     1,000      1,050
  Wisconsin Department of Transportation Miscellaneous Revenue 5.000%   7/1/30        95        103
  Wisconsin Department of Transportation Miscellaneous Revenue 5.000%   7/1/31     3,075      3,345
  Wisconsin Department of Transportation Miscellaneous Revenue 5.000%   7/1/32     3,150      3,456
  Wisconsin Department of Transportation Miscellaneous Revenue, Prere. 5.000%   7/1/24     1,225      1,233
  Wisconsin GO 5.000%   5/1/24     1,000      1,006
  Wisconsin GO 5.000%   5/1/24     1,375      1,383
  Wisconsin GO 5.000%  11/1/24       535        542
  Wisconsin GO 5.000%   5/1/25     8,610      8,717
  Wisconsin GO 5.000%  11/1/25       140        143
  Wisconsin GO 5.000%   5/1/26       185        187
  Wisconsin GO 5.000%  11/1/26        70         73
  Wisconsin GO 5.000%  11/1/26       975      1,012
  Wisconsin GO 5.000%   5/1/27     8,500      8,880
  Wisconsin GO 5.000%  11/1/27     5,930      6,168
  Wisconsin GO 5.000%  11/1/27       150        156
  Wisconsin GO 5.000%   5/1/28     5,450      5,514
  Wisconsin GO 5.000%  11/1/28       100        103
  Wisconsin GO 5.000%  11/1/28       220        229
  Wisconsin GO 5.000%  11/1/28     2,210      2,300
  Wisconsin GO 5.000%  11/1/29     1,490      1,530
  Wisconsin GO 5.000%   5/1/30     6,000      6,473
  Wisconsin GO 5.000%  11/1/30       435        453
  Wisconsin GO 5.000%   5/1/31     5,000      5,445
  Wisconsin GO 5.000%  11/1/31       225        234
  Wisconsin GO 5.000%  11/1/31    11,150     11,607
  Wisconsin GO 5.000%   5/1/32       105        115
  Wisconsin GO 5.000%  11/1/32     3,825      3,983
  Wisconsin GO 5.000%   5/1/33       155        171
  Wisconsin GO 5.000%   5/1/34     3,480      3,532
  Wisconsin GO 5.000%   5/1/34       100        110
  Wisconsin GO 5.000%   5/1/35     3,000      3,275
  Wisconsin GO 5.000%   5/1/36     3,070      3,311
  Wisconsin GO 5.000%   5/1/37     2,300      2,452
  Wisconsin GO 5.000%   5/1/38    10,000     10,077
  Wisconsin GO 5.000%   5/1/38     2,000      2,112
  Wisconsin GO 4.000%   5/1/39     2,350      2,137
  Wisconsin GO, Prere. 5.000%   5/1/24    23,880     24,012
  Wisconsin Health & Educational Facilities Authority College & University Revenue 4.000%  12/1/46     6,450      5,193
  Wisconsin Health & Educational Facilities Authority College & University Revenue 4.000%  12/1/51     5,000      3,909
                                   223,290
Wyoming (0.0%)
1 University of Wyoming Local or Guaranteed Housing Revenue 4.000%   6/1/51     7,000      5,709
Total Tax-Exempt Municipal Bonds (Cost $32,178,589) 29,980,609
132

 

Tax-Exempt Bond Index Fund
    Coupon   Shares Market
Value•

($000)
Temporary Cash Investments (1.4%)
Money Market Fund (1.4%)
16 Vanguard Municipal Cash Management Fund (Cost $409,984) 4.058%          4,099,127    409,995
Total Investments (100.2%) (Cost $32,588,573) 30,390,604
Other Assets and Liabilities—Net (-0.2%) (53,364)
Net Assets (100%) 30,337,240
Cost is in $000.
• See Note A in Notes to Financial Statements.
1 Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp.
2 Scheduled principal and interest payments are guaranteed by Berkshire Hathaway Assurance Corp.
3 Scheduled principal and interest payments are guaranteed by Financial Guaranty Insurance Co.
4 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of October 31, 2023.
5 Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co.
6 Step bond.
7 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
8 Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions.
9 Scheduled principal and interest payments are guaranteed by Ambac Assurance Corp.
10 Scheduled principal and interest payments are guaranteed by Assured Guaranty Corp.
11 Scheduled principal and interest payments are guaranteed by Michigan School Bond Loan Fund.
12 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At October 31, 2023, the aggregate value was $22,329,000, representing 0.1% of net assets.
13 Scheduled principal and interest payments are guaranteed by Federal Housing Authority.
14 Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund.
15 Scheduled principal and interest payments are guaranteed by bank letter of credit.
16 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
  BAN—Bond Anticipation Note.
  COP—Certificate of Participation.
  ETM—Escrowed to Maturity.
  GAN—Grant Anticipation Note.
  GO—General Obligation Bond.
  IDA—Industrial Development Authority Bond.
  PILOT—Payments in Lieu of Taxes.
  Prere.—Prerefunded.
  PUT—Put Option Obligation.
  RAN—Revenue Anticipation Note.
  SIFMA—Securities Industry and Financial Markets Association.
  SOFR—Secured Overnight Financing Rate.
  TRAN—Tax Revenue Anticipation Note.
See accompanying Notes, which are an integral part of the Financial Statements.
133

 

Tax-Exempt Bond Index Fund
Statement of Assets and Liabilities
As of October 31, 2023
($000s, except shares, footnotes, and per-share amounts) Amount
Assets  
Investments in Securities, at Value  
Unaffiliated Issuers (Cost $32,178,589) 29,980,609
Affiliated Issuers (Cost $409,984) 409,995
Total Investments in Securities 30,390,604
Investment in Vanguard 1,021
Receivables for Investment Securities Sold 10,255
Receivables for Accrued Income 409,535
Receivables for Capital Shares Issued 89,728
Total Assets 30,901,143
Liabilities  
Due to Custodian 71
Payables for Investment Securities Purchased 545,412
Payables for Capital Shares Redeemed 15,599
Payables for Distributions 2,130
Payables to Vanguard 691
Total Liabilities 563,903
Net Assets 30,337,240
At October 31, 2023, net assets consisted of:  
   
Paid-in Capital 32,614,995
Total Distributable Earnings (Loss) (2,277,755)
Net Assets 30,337,240
 
ETF Shares—Net Assets  
Applicable to 595,605,842 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		28,208,883
Net Asset Value Per Share—ETF Shares $47.36
 
Admiral Shares—Net Assets  
Applicable to 112,586,349 outstanding $.001 par value shares of
beneficial interest (unlimited authorization) 		2,128,357
Net Asset Value Per Share—Admiral Shares $18.90
See accompanying Notes, which are an integral part of the Financial Statements.
134

 

Tax-Exempt Bond Index Fund
Statement of Operations
  Year Ended
October 31, 2023
  ($000)
Investment Income  
Income  
Interest1 828,986
Total Income 828,986
Expenses  
The Vanguard Group—Note B  
Investment Advisory Services 609
Management and Administrative—
ETF Shares 		10,558
Management and Administrative—
Admiral Shares 		1,773
Marketing and Distribution—
ETF Shares 		1,502
Marketing and Distribution—
Admiral Shares 		124
Custodian Fees 199
Auditing Fees 36
Shareholders’ Reports—ETF Shares 428
Shareholders’ Reports—Admiral Shares 10
Trustees’ Fees and Expenses 16
Other Expenses 26
Total Expenses 15,281
Expenses Paid Indirectly (199)
Net Expenses 15,082
Net Investment Income 813,904
Realized Net Gain (Loss) on Investment Securities Sold1,2 (147,286)
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 (304,236)
Net Increase (Decrease) in Net Assets Resulting from Operations 362,382
1 Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $4,741,000, $2,000, and $7,000, respectively. Purchases and sales are for temporary cash investment purposes.
2 Includes ($65,130,000) of net gain (loss) resulting from in-kind redemptions.
Statement of Changes in Net Assets
  Year Ended October 31,
  2023
($000) 		2022
($000)
Increase (Decrease) in Net Assets    
Operations    
Net Investment Income 813,904 342,985
Realized Net Gain (Loss) (147,286) (151,505)
Change in Unrealized Appreciation (Depreciation) (304,236) (2,229,718)
Net Increase (Decrease) in Net Assets Resulting from Operations 362,382 (2,038,238)
Distributions    
ETF Shares (714,018) (294,126)
Admiral Shares (60,091) (24,290)
Total Distributions (774,109) (318,416)
Capital Share Transactions    
ETF Shares 7,824,998 8,807,204
Admiral Shares 450,276 976,163
Net Increase (Decrease) from Capital Share Transactions 8,275,274 9,783,367
Total Increase (Decrease) 7,863,547 7,426,713
Net Assets    
Beginning of Period 22,473,693 15,046,980
End of Period 30,337,240 22,473,693
 
See accompanying Notes, which are an integral part of the Financial Statements.
135

 

Tax-Exempt Bond Index Fund
Financial Highlights
ETF Shares          
For a Share Outstanding
Throughout Each Period  		Year Ended October 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $47.58 $54.63 $54.17 $53.52 $50.12
Investment Operations          
Net Investment Income1 1.423 1.009 .937 1.129 1.262
Net Realized and Unrealized Gain (Loss) on Investments (.282) (7.119) .467 .660 3.380
Total from Investment Operations 1.141 (6.110) 1.404 1.789 4.642
Distributions          
Dividends from Net Investment Income (1.361) (.940) (.944) (1.139) (1.242)
Distributions from Realized Capital Gains — — — — —
Total Distributions (1.361) (.940) (.944) (1.139) (1.242)
Net Asset Value, End of Period $47.36 $47.58 $54.63 $54.17 $53.52
Total Return 2.31% -11.30% 2.60% 3.38% 9.36%
Ratios/Supplemental Data          
Net Assets, End of Period (Millions) $28,209 $20,759 $14,139 $9,397 $6,126
Ratio of Total Expenses to Average Net Assets 0.05%2 0.05%2 0.05% 0.06% 0.06%
Ratio of Net Investment Income to Average Net Assets 2.87% 1.97% 1.70% 2.10% 2.41%
Portfolio Turnover Rate3 23% 23% 11% 8% 18%
1 Calculated based on average shares outstanding.
2 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.05%.
3 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.
  
Admiral Shares          
For a Share Outstanding
Throughout Each Period  		Year Ended October 31,
2023 2022 2021 2020 2019
Net Asset Value, Beginning of Period $19.00 $21.83 $21.64 $21.38 $20.01
Investment Operations          
Net Investment Income1 .562 .402 .366 .444 .499
Net Realized and Unrealized Gain (Loss) on Investments (.115) (2.856) .188 .259 1.360
Total from Investment Operations .447 (2.454) .554 .703 1.859
Distributions          
Dividends from Net Investment Income (.547) (.376) (.364) (.443) (.489)
Distributions from Realized Capital Gains — — — — —
Total Distributions (.547) (.376) (.364) (.443) (.489)
Net Asset Value, End of Period $18.90 $19.00 $21.83 $21.64 $21.38
Total Return2 2.26% -11.34% 2.56% 3.32% 9.37%
Ratios/Supplemental Data          
Net Assets, End of Period (Millions) $2,128 $1,714 $908 $601 $316
Ratio of Total Expenses to Average Net Assets 0.09%3 0.09%3 0.09% 0.09% 0.09%
Ratio of Net Investment Income to Average Net Assets 2.83% 1.97% 1.66% 2.06% 2.38%
Portfolio Turnover Rate4 23% 23% 11% 8% 18%
1 Calculated based on average shares outstanding.
2 Total returns do not include transaction or account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable transaction and account service fees. Effective February 27, 2020, the fund no longer assessed transaction fees.
3 The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.09%.
4 Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units.
See accompanying Notes, which are an integral part of the Financial Statements.
136

 

Tax-Exempt Bond Index Fund
Notes to Financial Statements
Vanguard Tax-Exempt Bond Index Fund is registered under the Investment Company Act of 1940 as an open-end investment company, or mutual fund. The fund offers two classes of shares: ETF Shares and Admiral Shares. Each of the share classes has different eligibility and minimum purchase requirements, and is designed for different types of investors. ETF Shares are listed for trading on NYSE Arca; they can be purchased and sold through a broker.
A. The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements.
1. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Municipal Cash Management Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund’s pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
2. Federal Income Taxes: The fund intends to continue to qualify as a regulated investment company and distribute virtually all of its income. The fund’s tax returns are open to examination by the relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return. Management has analyzed the fund’s tax positions taken for all open federal and state income tax years, and has concluded that no provision for income tax is required in the fund’s financial statements.
3. Distributions: Distributions to shareholders are recorded on the ex-dividend date. Distributions are determined on a tax basis at the fiscal year-end and may differ from net investment income and realized capital gains for financial reporting purposes.
4. Credit Facilities and Interfund Lending Program: The fund and certain other funds managed by The Vanguard Group ("Vanguard") participate in a $4.3 billion committed credit facility provided by a syndicate of lenders pursuant to a credit agreement and an uncommitted credit facility provided by Vanguard. Both facilities may be renewed annually. Each fund is individually liable for its borrowings, if any, under the credit facilities. Borrowings may be utilized for temporary or emergency purposes and are subject to the fund’s regulatory and contractual borrowing restrictions. With respect to the committed credit facility, the participating funds are charged administrative fees and an annual commitment fee of 0.10% of the undrawn committed amount of the facility, which are allocated to the funds based on a method approved by the fund’s board of trustees and included in Management and Administrative expenses on the fund’s Statement of Operations. Any borrowings under either facility bear interest at an agreed-upon spread plus the higher of the federal funds effective rate, the overnight bank funding rate, or the Daily Simple Secured Overnight Financing Rate inclusive of an additional agreed-upon spread. However, borrowings under the uncommitted credit facility may bear interest based upon an alternate rate agreed to by the fund and Vanguard.
In accordance with an exemptive order (the “Order”) from the SEC, the fund may participate in a joint lending and borrowing program that allows registered open-end Vanguard funds to borrow money from and lend money to each other for temporary or emergency purposes (the “Interfund Lending Program”), subject to compliance with the terms and conditions of the Order, and to the extent permitted by the fund’s investment objective and investment policies. Interfund loans and borrowings normally extend overnight but can have a maximum duration of seven days. Loans may be called on one business day’s notice. The interest rate to be charged is governed by the conditions of the Order and internal procedures adopted by the board of trustees. The board of trustees is responsible for overseeing the Interfund Lending Program. 
For the year ended October 31, 2023, the fund did not utilize the credit facilities or the Interfund Lending Program.
5. Other: Interest income includes income distributions received from Vanguard Municipal Cash Management Fund and is accrued daily. Premiums and discounts on debt securities are amortized and accreted, respectively, to interest income over the lives of the respective securities, except for premiums on certain callable debt securities that are amortized to the earliest call date.  Security
137

 

Tax-Exempt Bond Index Fund
transactions are accounted for on the date securities are bought or sold. Costs used to determine realized gains (losses) on the sale of investment securities are those of the specific securities sold. Fees assessed on capital share transactions are credited to paid-in capital.
Each class of shares has equal rights as to assets and earnings, except that each class separately bears certain class-specific expenses related to maintenance of shareholder accounts (included in Management and Administrative expenses) and shareholder reporting. Marketing and distribution expenses are allocated to each class of shares based on a method approved by the board of trustees. Income, other non-class-specific expenses, and gains and losses on investments are allocated to each class of shares based on its relative net assets.
B. In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund investment advisory, corporate management, administrative, marketing, and distribution services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month.
Upon the request of Vanguard, the fund may invest up to 0.40% of its net assets as capital in Vanguard. At October 31, 2023, the fund had contributed to Vanguard capital in the amount of $1,021,000, representing less than 0.01% of the fund’s net assets and 0.41% of Vanguard’s capital received pursuant to the FSA. The fund’s trustees and officers are also directors and employees, respectively, of Vanguard.
C. The fund’s custodian bank has agreed to reduce its fees when the fund maintains cash on deposit in the non-interest-bearing custody account. For the year ended October 31, 2023, custodian fee offset arrangements reduced the fund’s expenses by $199,000 (an annual rate of less than 0.01% of average net assets).
D. Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund’s investments as of October 31, 2023, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments         
Assets        
Tax-Exempt Municipal Bonds — 29,980,609 — 29,980,609
Temporary Cash Investments 409,995 — — 409,995
Total 409,995 29,980,609 — 30,390,604
E. Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable in-kind redemptions were reclassified between the following accounts:
  Amount
($000)
Paid-in Capital (65,007)
Total Distributable Earnings (Loss) 65,007
Temporary differences between book-basis and tax-basis components of total distributable earnings (loss) arise when certain items of income, gain, or loss are recognized in different periods for financial statement and tax purposes; these differences will reverse at some time in the future. The
138

 

Tax-Exempt Bond Index Fund
differences are primarily related to capital loss carryforwards; the deferral of losses from wash sales; the timing of payables for distributions; and the treatment of amortization adjustments from certain fixed income securities. As of period end, the tax-basis components of total distributable earnings (loss) are detailed in the table as follows:
  Amount
($000)
Undistributed Ordinary Income —
Undistributed Tax-Exempt Income 72,588
Undistributed Long-Term Gains —
Net Unrealized Gains (Losses) (2,194,012)
Capital Loss Carryforwards (154,312)
Qualified Late-Year Losses —
Other Temporary Differences (2,019)
Total (2,277,755)
The tax character of distributions paid was as follows:
  Year Ended October 31,
  2023
Amount
($000) 		2022
Amount
($000)
Tax-Exempt Income 774,109 318,416
Ordinary Income* — —
Long-Term Capital Gains — —
Total 774,109 318,416
* Includes short-term capital gains, if any.
As of October 31, 2023, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows:
  Amount
($000)
Tax Cost 32,584,617
Gross Unrealized Appreciation 20,221
Gross Unrealized Depreciation (2,214,233)
Net Unrealized Appreciation (Depreciation) (2,194,012)
F. During the year ended October 31, 2023, the fund purchased $17,216,715,000 of investment securities and sold $8,673,494,000 of investment securities, other than temporary cash investments. Purchases and sales include $4,621,303,000 and $2,244,144,000, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares.
The fund purchased securities from and sold securities to other Vanguard funds or accounts managed by Vanguard or its affiliates, in accordance with procedures adopted by the board of trustees in compliance with Rule 17a-7 of the Investment Company Act of 1940. For the year ended October 31, 2023, such purchases were $72,900,000 and sales were $320,255,000, resulting in net realized gain (loss) of $0; these amounts, other than temporary cash investments, are included in the purchases and sales of investment securities noted above.
G. Capital share transactions for each class of shares were:
    
  Year Ended October 31,  
  2023   2022
  Amount
($000) 		Shares
(000) 		  Amount
($000) 		Shares
(000)
ETF Shares          
Issued 10,879,908 220,817   13,520,123 269,504
Issued in Lieu of Cash Distributions — —   — —
Redeemed (3,054,910) (61,500)   (4,712,919) (92,050)
Net Increase (Decrease)—ETF Shares 7,824,998 159,317   8,807,204 177,454
139

 

Tax-Exempt Bond Index Fund
  Year Ended October 31,  
  2023   2022
  Amount
($000) 		Shares
(000) 		  Amount
($000) 		Shares
(000)
Admiral Shares          
Issued 1,755,068 88,981   2,492,651 124,330
Issued in Lieu of Cash Distributions 33,134 1,674   16,148 799
Redeemed (1,337,926) (68,295)   (1,532,636) (76,480)
Net Increase (Decrease)—Admiral Shares 450,276 22,360   976,163 48,649
H. Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund’s investments and fund performance.
To the extent the fund’s investment portfolio reflects concentration in a particular market, industry, sector, country or asset class, the fund may be adversely affected by the performance of these concentrations and may be subject to increased price volatility and other risks.
Credit risk is the risk that a counterparty to a transaction or an issuer of a financial instrument will fail to pay interest and principal when due, or that perceptions of the issuer’s ability to make such payments will cause the price of an investment to decline. Investment in debt securities will generally increase credit risk.
I. Management has determined that no events or transactions occurred subsequent to October 31, 2023, that would require recognition or disclosure in these financial statements.
140

 

Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Vanguard Municipal Bond Funds and Shareholders of Vanguard Tax-Exempt Bond Index Fund
Opinion on the Financial Statements
We have audited the accompanying statement of assets and liabilities, including the schedule of investments, of Vanguard Tax-Exempt Bond Index Fund (one of the funds constituting Vanguard Municipal Bond Funds, hereafter referred to as the "Fund") as of October 31, 2023, the related statement of operations for the year ended October 31, 2023, the statement of changes in net assets for each of the two years in the period ended October 31, 2023, including the related notes, and the financial highlights for each of the five years in the period ended October 31, 2023 (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the financial position of the Fund as of October 31, 2023, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period ended October 31, 2023 and the financial highlights for each of the five years in the period ended October 31, 2023 in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Fund’s management. Our responsibility is to express an opinion on the Fund’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Fund in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of October 31, 2023 by correspondence with the custodian, transfer agent and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinion.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
December 19, 2023
We have served as the auditor of one or more investment companies in The Vanguard Group of Funds since 1975.
141

 

Tax information (unaudited)
The fund designates 100% of its income dividends as exempt-interest dividends.
142

 

The “S&P National AMT-Free Municipal Bond Index” (the “Index”) is a product of S&P Dow Jones Indices (“SPDJI”), and has been licensed for use by Vanguard. Standard & Poor’s® and S&P® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”); Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”); S&P® and S&P 500® are trademarks of S&P; and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by Vanguard. The Tax-Exempt Bond Index Fund is not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, or any of their respective affiliates (collectively, “S&P Dow Jones Indices”). S&P Dow Jones Indices make no representation or warranty, express or implied, to the owners of the Tax-Exempt Bond Index Fund or any member of the public regarding the advisability of investing in securities generally or in the Tax-Exempt Bond Index Fund particularly or the ability of the S&P National AMT-Free Municipal Bond Index to track general market performance. S&P Dow Jones Indices’ only relationship to Vanguard with respect to the S&P National AMT-Free Municipal Bond Index is the licensing of the Index and certain trademarks, service marks and/or trade names of S&P Dow Jones Indices and/or its licensors. The S&P National AMT-Free Municipal Bond Index is determined, composed and calculated by S&P Dow Jones Indices without regard to Vanguard or the Tax-Exempt Bond Index Fund. S&P Dow Jones Indices have no obligation to take the needs of Vanguard or the owners of the Tax-Exempt Bond Index Fund into consideration in determining, composing or calculating the S&P National AMT-Free Municipal Bond Index. S&P Dow Jones Indices are not responsible for and have not participated in the determination of the prices, and amount of the Tax-Exempt Bond Index Fund or the timing of the issuance or sale of the Tax-Exempt Bond Index Fund or in the determination or calculation of the equation by which the Tax-Exempt Bond Index Fund are to be converted into cash, surrendered or redeemed, as the case may be. S&P Dow Jones Indices have no obligation or liability in connection with the administration, marketing or trading of the Tax-Exempt Bond Index Fund. There is no assurance that investment products based on the S&P National AMT-Free Municipal Bond Index will accurately track index performance or provide positive investment returns. S&P Dow Jones Indices LLC is not an investment advisor. Inclusion of a security within an index is not a recommendation by S&P Dow Jones Indices to buy, sell, or hold such security, nor is it considered to be investment advice.
S&P DOW JONES INDICES DOES NOT GUARANTEE THE ADEQUACY, ACCURACY, TIMELINESS AND/OR THE COMPLETENESS OF THE INDEX OR ANY DATA RELATED THERETO OR ANY COMMUNICATION, INCLUDING BUT NOT LIMITED TO, ORAL OR WRITTEN COMMUNICATION (INCLUDING ELECTRONIC COMMUNICATIONS) WITH RESPECT THERETO. S&P DOW JONES INDICES SHALL NOT BE SUBJECT TO ANY DAMAGES OR LIABILITY FOR ANY ERRORS, OMISSIONS, OR DELAYS THEREIN. S&P DOW JONES INDICES MAKE NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE OR AS TO RESULTS TO BE OBTAINED BY VANGUARD, OWNERS OF THE TAX-EXEMPT BOND INDEX FUND, OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE INDEX OR WITH RESPECT TO ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT WHATSOEVER SHALL S&P DOW JONES INDICES BE LIABLE FOR ANY INDIRECT, SPECIAL, INCIDENTAL, PUNITIVE, OR CONSEQUENTIAL DAMAGES INCLUDING BUT NOT LIMITED TO, LOSS OF PROFITS, TRADING LOSSES, LOST TIME OR GOODWILL, EVEN IF THEY HAVE BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES, WHETHER IN CONTRACT, TORT, STRICT LIABILITY, OR OTHERWISE. THERE ARE NO THIRD PARTY BENEFICIARIES OF ANY AGREEMENTS OR ARRANGEMENTS BETWEEN S&P DOW JONES INDICES AND VANGUARD, OTHER THAN THE LICENSORS OF S&P DOW JONES INDICES
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The People Who Govern Your Fund
The trustees of your mutual fund are there to see that the fund is operated and managed in your best interests since, as a shareholder, you are a part owner of the fund. Your fund’s trustees also serve on the board of directors of The Vanguard Group, Inc., which is owned by the Vanguard funds and provides services to them. 
A majority of Vanguard’s board members are independent, meaning that they have no affiliation with Vanguard or the funds they oversee, apart from the sizable personal investments they have made as private individuals. The independent board members have distinguished backgrounds in business, academia, and public service. Each of the trustees and executive officers oversees 205 Vanguard funds.
Information for each trustee and executive officer of the fund appears below. That information, as well as the Vanguard fund count, is as of the date on the cover of this fund report. The mailing address of the trustees and officers is P.O. Box 876, Valley Forge, PA 19482. More information about the trustees is in the Statement of Additional Information, which can be obtained, without charge, by contacting Vanguard at 800-662-7447, or online at vanguard.com.
Interested Trustee1
Mortimer J. Buckley
Born in 1969. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chairman of the board (2019–present) of Vanguard and of each of the investment companies served by Vanguard; chief executive officer (2018–present) of Vanguard; chief executive officer, president, and trustee (2018–present) of each of the investment companies served by Vanguard; president and director (2017–present) of Vanguard; and president (2018–present) of Vanguard Marketing Corporation. Chief investment officer (2013–2017), managing director (2002–2017), head of the Retail Investor Group (2006–2012), and chief information officer (2001–2006) of Vanguard. Member of the board of governors of the Investment Company Institute and the board of governors of FINRA.
Independent Trustees
Tara Bunch
Born in 1962. Trustee since November 2021. Principal occupation(s) during the past five years and other experience: head of global operations at Airbnb (2020–present). Vice president of AppleCare (2012–2020). Member of the board of directors of Out & Equal, the advisory board of the University of California, Berkeley School of Engineering, and the advisory board of Santa Clara University’s Leavey School of Business.
Emerson U. Fullwood
Born in 1948. Trustee since January 2008. Principal occupation(s) during the past five years and other experience: executive chief staff and marketing officer for North America and corporate vice president (retired 2008) of Xerox Corporation (document management products and services). Former president of the Worldwide Channels Group, Latin America, and Worldwide Customer Service and executive chief staff officer of Developing Markets of Xerox. Executive in residence and 2009–2010 Distinguished Minett Professor at the Rochester Institute of Technology. Member of the board of directors of the University of Rochester Medical Center, the Monroe Community College Foundation, the United Way of Rochester, North Carolina A&T University, Roberts Wesleyan College, and the Rochester Philharmonic Orchestra. Trustee of the University of Rochester.                          
F. Joseph Loughrey
Born in 1949. Trustee since October 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2009) and vice chairman of the board (2008–2009) of Cummins Inc. (industrial machinery). Director of the V Foundation. Member of the advisory council for the College of Arts and Letters at the University of Notre Dame. Chairman of the board of Saint Anselm College.
Mark Loughridge
Born in 1953. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: senior vice president and chief financial officer (retired 2013) of IBM (information technology services). Fiduciary member of IBM’s Retirement Plan Committee (2004–2013), senior vice president and general manager (2002–2004) of IBM Global Financing, vice president and controller (1998–2002) of IBM, and a variety of other prior management roles at IBM. Member of the Council on Chicago Booth.
Scott C. Malpass
Born in 1962. Trustee since March 2012. Principal occupation(s) during the past five years and other experience: chief investment officer (retired 2020) and vice president (retired 2020) of the University of Notre Dame. Chair of the board of Catholic Investment Services, Inc. (investment advisors). Member of the board of superintendence of the Institute for the Works of Religion, the Notre Dame 403(b) Investment Committee, and the board of directors of Paxos Trust Company (finance).
Deanna Mulligan
Born in 1963. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: chief executive officer of Purposeful (advisory firm for CEOs and C-level executives; 2021–present). Board chair (2020), chief executive officer (2011–2020), and president (2010–2019) of The Guardian Life Insurance Company of America. Chief operating officer (2010–2011) and executive vice president (2008–2010) of Individual Life and Disability of the Guardian Life Insurance Company of America. Director of DuPont. Member of the board of the Economic Club of New York. Trustee of the Partnership for New York City (business leadership), Chief Executives for Corporate Purpose, and the NewYork-Presbyterian Hospital.
André F. Perold
Born in 1952. Trustee since December 2004. Principal occupation(s) during the past five years and other experience: George Gund Professor of Finance and Banking, Emeritus at the Harvard Business School (retired 2011). Chief investment officer and partner of HighVista Strategies (private investment firm). Member of the board of RIT Capital Partners (investment firm).
Sarah Bloom Raskin
Born in 1961. Trustee since January 2018. Principal occupation(s) during the past five years and other experience: deputy secretary (2014–2017) of the United States Department of the Treasury. Governor (2010–2014) of the Federal Reserve Board. Commissioner (2007–2010) of financial regulation for the State of Maryland. Colin W. Brown Distinguished Professor of the Practice of Law, Duke Law School (2021–present); Rubenstein Fellow, Duke University (2017–2020); Distinguished Fellow of the Global Financial Markets Center, Duke Law School (2020–2022); and Senior Fellow, Duke Center on Risk (2020–present). Partner of Kaya Partners (climate policy advisory services). Member of the board of directors of Arcadia (energy solution technology).
Grant Reid
Born in 1959. Trustee since July 2023. Principal occupation(s) during the past five years and other experience: chief executive officer and president (2014–2022) and member of the board of directors (2015–2022) of Mars, Incorporated (multinational manufacturer). Member of the board of directors of Marriott International, Inc. Chair of Agribusiness Task Force, Sustainable Markets Initiative.
David Thomas
Born in 1956. Trustee since July 2021. Principal occupation(s) during the past five years and other experience: president of Morehouse College (2018–present). Professor of business administration, emeritus at Harvard University (2017–2018). Dean (2011–2016) and professor of management (2016–2017) at the Georgetown University McDonough School of Business. Director of DTE Energy Company. Trustee of Common Fund.
Peter F. Volanakis
Born in 1955. Trustee since July 2009. Principal occupation(s) during the past five years and other experience: president and chief operating officer (retired 2010) of Corning Incorporated
1 Mr. Buckley is considered an “interested person,” as defined in the Investment Company Act of 1940, because he is an officer of the Vanguard funds.

 

(communications equipment) and director of Corning Incorporated (2000–2010) and Dow Corning (2001–2010). Director (2012) of SPX Corporation (multi-industry manufacturing). Overseer of the Amos Tuck School of Business Administration, Dartmouth College (2001–2013). Member of the BMW Group Mobility Council.
Executive Officers
Jacqueline Angell
Born in 1974. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief compliance officer (November 2022–present) of Vanguard and of each of the investment companies served by Vanguard. Chief compliance officer (2018–2022) and deputy chief compliance officer (2017–2019) of State Street.
Christine M. Buchanan
Born in 1970. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Chief financial officer (2021–present) and treasurer (2017–2022) of each of the investment companies served by Vanguard. Partner (2005–2017) at KPMG (audit, tax, and advisory services).
John Galloway
Born in 1973. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Investment stewardship officer (September 2020–present) of each of the investment companies served by Vanguard. Head of Investor Advocacy (February 2020–present) and head of Marketing Strategy and Planning (2017–2020) at Vanguard. Special assistant to the President of the United States (2015).
Ashley Grim
Born in 1984. Principal occupation(s) during the past five years and other experience: treasurer (February 2022–present) of each of the investment companies served by Vanguard. Fund transfer agent controller (2019–2022) and director of Audit Services (2017–2019) at Vanguard. Senior manager (2015–2017) at PriceWaterhouseCoopers (audit and assurance, consulting, and tax services).
Jodi Miller
Born in 1980. Principal occupation(s) during the past five years and other experience: principal of Vanguard. Finance director (2022–present) of each of the investment companies served by Vanguard. Head of Enterprise Investment Services (2020–present), head of Retail Client Services and Operations (2020–2022), and head of Retail Strategic Support (2018–2020) at Vanguard.
Anne E. Robinson
Born in 1970. Principal occupation(s) during the past five years and other experience: general counsel (2016–present) of Vanguard. Secretary (2016–present) of Vanguard and of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Managing director and general counsel of Global Cards and Consumer Services (2014–2016) at Citigroup. Counsel (2003–2014) at American Express. Nonexecutive director (2022–present) of the board of National Grid (energy).
Michael Rollings
Born in 1963. Principal occupation(s) during the past five years and other experience: finance director (2017–present) and treasurer (2017) of each of the investment companies served by Vanguard. Managing director (2016–present) of Vanguard. Chief financial officer (2016–present) of Vanguard. Director (2016–present) of Vanguard Marketing Corporation. Executive vice president and chief financial officer (2006–2016) of MassMutual Financial Group.
Vanguard Senior Management Team
Matthew Benchener Thomas M. Rampulla
Joseph Brennan Karin A. Risi
Mortimer J. Buckley Anne E. Robinson
Gregory Davis Michael Rollings
John James Nitin Tandon
Chris D. Mclsaac Lauren Valente

 

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This material may be used in conjunction with the offering of shares of any Vanguard fund only if preceded or accompanied by the fund’s current prospectus.
All comparative mutual fund data are from Morningstar, Inc., unless otherwise noted.
You can obtain a free copy of Vanguard’s proxy voting guidelines by visiting vanguard.com/proxyreporting or by calling Vanguard at 800-662-2739. The guidelines are also available from the SEC’s website, www.sec.gov. In addition, you may obtain a free report on how your fund voted the proxies for securities it owned during the 12 months ended June 30. To get the report, visit either vanguard.com/proxyreporting or www.sec.gov.
You can review information about your fund on the SEC’s website, and you can receive copies of this information, for a fee, by sending a request via email addressed to [email protected].
Source for Bloomberg indexes: Bloomberg Index Services Limited. Copyright 2023, Bloomberg. All rights reserved.
© 2023 The Vanguard Group, Inc.
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Q14910 122023